Related papers: A new entropy-variable-based discretization method…
Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…
This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal…
We propose and analyze a perturbative regularization method to approximate quadratic optimization problems with finite-dimensional degeneracy. The original problem is first approximated by a regularized problem depending on a small positive…
In this paper, we introduce a bi-fidelity algorithm for velocity discretization of Boltzmann-type kinetic equations under multiple scales. The proposed method employs a simpler and computationally cheaper low-fidelity model to capture a…
We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…
Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with a rough path dependent flux function. For a convex flux, it is demonstrated that rough path oscillations may lead to…
We present and analyze a new method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…
In this paper, numerical analysis is carried out for a class of history-dependent variational-hemivariational inequalities arising in contact problems. Three different numerical treatments for temporal discretization are proposed to…
This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
Standard finite element discretizations of the Richards equation may violate the discrete minimum principle, producing unphysical negative saturations. While existing bound-preserving methods typically rely on computationally expensive…
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…
A moment body is a linear projection of the spectraplex, the convex set of trace-one positive semidefinite matrices. Determining whether a given point lies within a given moment body is a problem with numerous applications in quantum state…
Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…
We describe an energy-enstrophy conserving discretisation for the rotating shallow water equations with slip boundary conditions. This relaxes the assumption of boundary-free domains (periodic solutions or the surface of a sphere, for…
A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…
This work proposes a novel variational approximation of partial differential equations on moving geometries determined by explicit boundary representations. The benefits of the proposed formulation are the ability to handle large…
Finite elasticity problems commonly include material and geometric nonlinearities and are solved using various numerical methods. However, for highly nonlinear problems, achieving convergence is relatively difficult and requires small load…