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Direct numerical simulation of Stokes flow through an impermeable, rigid body matrix by finite elements requires meshes fine enough to resolve the pore-size scale and is thus a computationally expensive task. The cost is significantly…
In light of the recently developed complete GJ set of single random variable stochastic, discrete-time St{\o}rmer-Verlet algorithms for statistically accurate simulations of Langevin equations, we investigate two outstanding questions: 1)…
We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…
We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…
We consider a coupled model of free-flow and porous medium flow, governed by stationary Stokes and Darcy flow, respectively. The coupling between the two systems is enforced by introducing a single variable representing the normal flux…
We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…
In this paper we present an efficient discretization method for the solution of the unsteady incompressible Navier-Stokes equations based on a high order (Hybrid) Discontinuous Galerkin formulation. The crucial component for the efficiency…
The Navier--Stokes equations are commonly used to model and to simulate flow phenomena. We introduce the basic equations and discuss the standard methods for the spatial and temporal discretization. We analyse the semi-discrete equations --…
In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…
In this article we study algorithmic synthesis of the class of stabilizing switching signals for discrete-time switched linear systems proposed in [12]. A weighted digraph is associated in a natural way to a switched system, and the…
Time-varying stochastic optimization problems frequently arise in machine learning practice (e.g. gradual domain shift, object tracking, strategic classification). Although most problems are solved in discrete time, the underlying process…
In the present paper we propose a coupled multigrid method for generalized Stokes flow problems. Such problems occur as subproblems in implicit time-stepping approaches for time-dependent Stokes problems. The discretized Stokes system is a…
A dual time-stepping strategy of gas-kinetic scheme for the simulation of unsteady flows is introduced in this work. The dual time-stepping strategy is always used in the approaches of unsteady flows, and the ability of dual time-stepping…
We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…
This paper focuses on discussing Newton's method and its hybrid with machine learning for the steady state Navier-Stokes Darcy model discretized by mixed element methods. First, a Newton iterative method is introduced for solving the…
We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in…
This paper studies the problem of online stabilization of an unknown discrete-time linear time-varying (LTV) system under bounded non-stochastic (potentially adversarial) disturbances. We propose a novel control algorithm based on convex…
In this work, several multilevel decoupled algorithms are proposed for a mixed Navier-Stokes/Darcy model. These algorithms are based on either successively or parallelly solving two linear subdomain problems after solving a coupled…
We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…
This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…