Related papers: Stochastic Constrained Extended System Dynamics fo…
We present a hybrid method for the simulation of colloidal systems, that combines molecular dynamics (MD) with the Lattice-Boltzmann (LB) scheme. The LB method is used as a model for the solvent in order to take into account the…
We propose a new splitting and successively solving augmented Lagrangian (SSAL) method for solving an optimization problem with both semicontinuous variables and a cardinality constraint. This optimization problem arises in several contexts…
We consider nodal-based Lagrangian interpolations for the finite element approximation of the Maxwell eigenvalue problem. The first approach introduced is a standard Galerkin method on Powell-Sabin meshes, which has recently been shown to…
This paper presents a stochastic model predictive control (SMPC) algorithm for linear systems subject to additive Gaussian mixture disturbances, with the goal of satisfying chance constraints. We focus on a special case where each Gaussian…
Full self-consistent stationary Vlasov-Maxwell solutions of magnetically confined plasmas are built for systems with cylindrical symmetries. The stationary solutions are thermodynamic equilibrium solutions. These are obtained by computing…
In this paper, we consider a model reduction technique for stabilizable and detectable stochastic systems. It is based on a pair of Gramians that we analyze in terms of well-posedness. Subsequently, dominant subspaces of the stochastic…
The lattice Boltzmann method (LBM) for the variable-coefficient forced Burgers equation (vc-FBE) is studied by choosing the equilibrium distribution and compensatory functions properly. In our model, the vc-FBE is correctly recovered via…
Recently, the explicit constraint force method (ECFM) was introduced as a principled approach to solution reconstruction in the presence of missing physics. In solution reconstruction, parameters of a physical model are estimated from…
We described a method to solve deterministic and stochastic Walras equilibrium models based on associating with the given problem a bifunction whose maxinf-points turn out to be equilibrium points. The numerical procedure relies on an…
Lax-Wendroff flux reconstruction (LWFR) schemes have high order of accuracy in both space and time despite having a single internal time step. Here, we design a Jacobian-free LWFR type scheme to solve the special relativistic hydrodynamics…
This paper proposes a new algorithm that solves non-convex optimal control problems with a theoretical guarantee for global convergence to a feasible local solution of the original problem. The proposed algorithm extends the recently…
We augment a thermodynamically consistent diffuse interface model for the description of line tension phenomena by multiplicative stochastic noise to capture the effects of thermal fluctuations and establish the existence of pathwise unique…
With a sufficiently fine discretisation, the Lattice Boltzmann Method (LBM) mimics a second order Crank-Nicolson scheme for certain types of balance laws (Farag et al. [2021]). This allows the explicit, highly parallelisable LBM to…
We study a signature-driven numerical scheme to solve multi-dimensional linear-quadratic (LQ) stochastic control problems. Using that linear signature functionals are dense in the natural class of admissible controls, we show that our…
To figure out the stability issues brought by renewable energy sources (RES) with non-Gaussian uncertainties in isolated microgrids, this paper proposes a chance constrained stability constrained optimal power flow (CC-SC-OPF) model.…
Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, the constrained Lasso model has been proposed in the literature. In this…
In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…
This work considers a short-term, continuous time setting characterized by a coupled power supply system controlled exclusively by a single provider and comprising a cascade of hydropower systems (dams), fossil fuel power stations, and a…
Classical molecular dynamics simulations have recently become a standard tool for the study of electrochemical systems. State-of-the-art approaches represent the electrodes as perfect conductors, modelling their responses to the charge…
This manuscript is dedicated to the numerical approximation of super-linear slow-fast stochastic differential equations (SFSDEs). Borrowing the heterogeneous multiscale idea, we propose an explicit multiscale Euler-Maruyama scheme suitable…