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We develop a numerical method for solving the acoustic wave equation in covariant form on staggered curvilinear grids in an energy conserving manner. The use of a covariant basis decomposition leads to a rotationally invariant scheme that…
In this paper we study some theoretical and numerical issues of the Boussinesq/Full dispersion system. This is a a three-parameter system of pde's that models the propagation of internal waves along the interface of two-fluid layers with…
Numerical integration of ODEs by standard numerical methods reduces a continuous time problems to discrete time problems. Discrete time problems have intrinsic properties that are absent in continuous time problems. As a result, numerical…
This work provides a systematic recipe for computing accurate high order Fourier expansions of quasiperiodic invariant circles in area preserving maps. The recipe requires only a finite data set sampled from the quasiperiodic circle. Our…
We endow the space of rooted planar trees with an structure of Hopf algebra. We prove that variations of such a structure lead to Hopf algebras on the spaces of labelled trees, $n$--trees, increasing planar trees and sorted trees. These…
This study develops a numerical scheme for path-dependent FBSDEs and PDEs. We introduce a Picard iteration method for solving path-dependent FBSDEs, prove its convergence to the true solution, and establish its rate of convergence. A key…
We present a method for the approximate propagation of mean and covariance of a probability distribution through ordinary differential equations (ODE) with discontinous right-hand side. For piecewise affine systems, a normalization of the…
Recombining trinomial trees are a workhorse for modeling discrete-event systems in option pricing, logistics, and feedback control. Because each node stores a state-dependent quantity, a depth-$D$ tree naively yields $\mathcal{O}(3^{D})$…
Sparse coding consists in representing signals as sparse linear combinations of atoms selected from a dictionary. We consider an extension of this framework where the atoms are further assumed to be embedded in a tree. This is achieved…
Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…
We study a model of random $\mathcal{R}$-enriched trees that is based on weights on the $\mathcal{R}$-structures and allows for a unified treatment of a large family of random discrete structures. We establish distributional limits…
In this paper, we study the nonlinear dispersive waves including the rarefaction and dispersive shock waves in the discrete modified KdV equation through the numerical simulations of the dispersive Riemann problems. In particular, we…
We present an efficient procedure for computing resonances and resonant modes of Helmholtz problems posed in exterior domains. The problem is formulated as a nonlinear eigenvalue problem (NEP), where the nonlinearity arises from the use of…
This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena.…
In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…
We consider the problem of the estimation of a high-dimensional probability distribution from i.i.d. samples of the distribution using model classes of functions in tree-based tensor formats, a particular case of tensor networks associated…
We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
We study a family of structure-preserving deterministic numerical schemes for Lindblad equations. This family of schemes has a simple form and can systemically achieve arbitrary high-order accuracy in theory. Moreover, these schemes can…
We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…