Related papers: A new entropy-variable-based discretization method…
In this work, we design an entropy stable, finite volume approximation for the ideal magnetohydrodynamics (MHD) equations. The method is novel as we design an affordable analytical expression of the numerical interface flux function that…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…
This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…
An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…
A common approach to minimizing the cost of quantum computations is by transforming a quantum system into a basis that can be optimally truncated. Here, we derive classical equations of motion subjected to similar unitary transformations,…
In this article, we prove the convergence of a semi-discrete numerical method applied to a general class of nonlocal nonlinear wave equations where the nonlocality is introduced through the convolution operator in space. The most important…
A numerical scheme is developed for systems of conservation laws on manifolds which arise in high speed aerodynamics and magneto-aerodynamics. The systems are presented in an arbitrary coordinate system on the manifold and involve source…
The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
We present a graph-based numerical method for solving hyperbolic systems of conservation laws using discontinuous finite elements. This work fills important gaps in the theory as well as practice of graph-based schemes. In particular, four…
Behavior of the entropy numbers of classes of multivariate functions with mixed smoothness is studied here. This problem has a long history and some fundamental problems in the area are still open. The main goal of this paper is to develop…
An equation-by-equation (EBE) method is proposed to solve a system of nonlinear equations arising from the moment constrained maximum entropy problem of multidimensional variables. The design of the EBE method combines ideas from homotopy…
In this paper, we introduce a hyperbolic model for entropy dissipative system of viscous conservation laws via a flux relaxation approach. We develop numerical schemes for the resulting hyperbolic relaxation system by employing the…
Centered numerical fluxes can be constructed for compressible Euler equations which preserve kinetic energy in the semi-discrete finite volume scheme. The essential feature is that the momentum flux should be of the form $f^m_\jph =…
In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…
The paper focuses on the development of numerical methods for the compressible Euler equations. It is well-known that if the Mach number is small, the system becomes stiff and hence explicit schemes suffer from severe time-step…
We consider a class of parameter-dependent optimal control problems of elliptic PDEs with constraints of general type on the control variable. Applying the concept of variational discretization, [4], together with techniques from the…
We propose a new numerical scheme of evolution for the Einstein equations using the discrete variational derivative method (DVDM). We derive the discrete evolution equation of the constraint using this scheme and show the constraint…
Second-order optimization methods are among the most widely used optimization approaches for convex optimization problems, and have recently been used to optimize non-convex optimization problems such as deep learning models. The widely…