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We consider a boundary value problem in unbounded 2D doubly periodic composite with circular inclusions having arbitrary constant conductivities. By introducing complex potentials, the boundary value problem for the Laplace equation is…
The so-called unified method expresses the solution of an initial-boundary value problem (IBVP) for an evolution PDE in the finite interval in terms of an integral in the complex Fourier (spectral) plane. Simple IBVP, which will be referred…
Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…
We study a system describing the dynamics of a two-phase flow of incompressible viscous fluids influenced by the convective heat transfer of Caginalp-type. The separation of the fluids is expressed by the order parameter which is of diffuse…
Electromagnetic Inverse Scattering Problems (EISP) have gained wide applications in computational imaging. By solving EISP, the internal relative permittivity of the scatterer can be non-invasively determined based on the scattered…
This paper presents a new fast active-set quadratic programming (QP) solver based on inverse matrix updates, which is suitable for real-time model predictive control (MPC). This QP solver, called imuQP (inverse matrix update QP), is based…
Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…
We develop an interacting particle method (IPM) for computing the large deviation rate function of entropy production for diffusion processes, with emphasis on the vanishing-noise limit and high dimensions. The crucial ingredient to obtain…
We propose and analyze a space-time Local Discontinuous Galerkin method for the approximation of the solution to parabolic problems. The method allows for very general discrete spaces and prismatic space-time meshes. Existence and…
This study presents fast and accurate analytical methods for transient thermal modeling in multi-layer composites with an arbitrary number of layers. The proposed approach accounts for internal heat generation and non-homogeneities in the…
We present a numerical method for the solution of interfacial growth governed by the Stefan model coupled with incompressible fluid flow. An algorithm is presented which takes special care to enforce sharp interfacial conditions on the…
We develop a generalized Newton scheme IHNC for the construction of effective pair potentials for systems of interacting point-like particles.The construction is made in such a way that the distribution of the particles matches a given…
In this paper we present a multilevel projection-based iterative scheme for solving thermal radiative transfer problems that performs iteration cycles on the high-order Boltzmann transport equation (BTE) and low-order moment equations.…
A computationally efficient Model-Predictive Control (MPC) approach is proposed for systems with unknown delay using only input/output data. We use the Koopman operator framework and the related Hankel Alternative View of Koopman (HAVOK)…
We provide an interior point method based on quasi-Newton iterations, which only requires first-order access to a strongly self-concordant barrier function. To achieve this, we extend the techniques of Dunagan-Harvey [STOC '07] to maintain…
The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…
Recent control algorithms for Markov decision processes (MDPs) have been designed using an implicit analogy with well-established optimization algorithms. In this paper, we adopt the quasi-Newton method (QNM) from convex optimization to…
A reduced kinetic method (RKM) with a first-principle collision operator is introduced in a 1D2V planar geometry and implemented in a computationally inexpensive code to investigate non-local ion heat transport in multi-species plasmas. The…
Power grid operators typically solve large-scale, nonconvex optimal power flow (OPF) problems throughout the day to determine optimal setpoints for generators while adhering to physical constraints. Despite being at the heart of many OPF…
We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise…