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The G-expectation is a sublinear expectation. It is an important tool for pricing financial products and managing risk thanks to its ability to deal with model uncertainty. The problem is how to efficiently quantify it since the commonly…

Mathematical Finance · Quantitative Finance 2025-03-05 Z. T. Pei , X. Y. Yue , X. T. Zheng

The heat-balance integral method of Goodman is studied with two simple 1-D heat conduction problems with prescribed temperature and flux boundary conditions. These classical problems with well known exact solutions enable to demonstrate the…

Mathematical Physics · Physics 2010-12-14 Jordan Hristov

We propose and analyze a discretization scheme that combines the discontinuous Petrov-Galerkin and finite element methods. The underlying model problem is of general diffusion-advection-reaction type on bounded domains, with decomposition…

Numerical Analysis · Mathematics 2017-04-26 Thomas Führer , Norbert Heuer , Michael Karkulik , Rodolfo Rodríguez

To predict the heat diffusion in a given region over time, it is often necessary to find the numerical solution for heat equation. With the techniques of discrete differential calculus, we propose two unconditional stable numerical schemes…

Numerical Analysis · Mathematics 2010-01-13 Zheng Xie , Yujie Ma

This paper presents a new numerical method which approximates Neumann type null controls for the heat equation and is based on the Fokas method. This is a direct method for solving problems originating from the control theory, which allows…

Numerical Analysis · Mathematics 2023-01-18 Konstantinos Kalimeris , Türker Özsarı , Nikolaos Dikaios

In this paper, we study the Moderate Deviation Principle for a perturbed stochastic heat equation in the whole space $\rr^d, d\ge1$. This equation is driven by a Gaussian noise, white in time and correlated in space, and the differential…

Probability · Mathematics 2015-09-08 Yumeng Li , Ran Wang , Nian Yao , Shuguang Zhang

We analyze the discontinuous Petrov-Galerkin (DPG) method with optimal test functions when applied to solve the Reissner-Mindlin model of plate bending. We prove that the hybrid variational formulation underlying the DPG method is…

Numerical Analysis · Mathematics 2013-01-28 Victor M. Calo , Nathaniel O. Collier , Antti H. Niemi

In this note we analyse \emph{quantitative} approximation properties of a certain class of \emph{nonlocal} equations: Viewing the fractional heat equation as a model problem, which involves both \emph{local} and \emph{nonlocal}…

Analysis of PDEs · Mathematics 2017-08-22 Angkana Rüland , Mikko Salo

We introduce the heat method for computing the shortest geodesic distance to a specified subset (e.g., point or curve) of a given domain. The heat method is robust, efficient, and simple to implement since it is based on solving a pair of…

Graphics · Computer Science 2013-10-15 Keenan Crane , Clarisse Weischedel , Max Wardetzky

For the calculation of the partition function $\mathcal{Z}$ of small, isolated and interacting many body systems an improvement with respect to previous formulations is presented. By including anharmonicities and employing a variational…

Nuclear Theory · Physics 2009-11-10 Christian Rummel , Helmut Hofmann

Optical phase-change materials are highly promising for emerging applications such as tunable metasurfaces, reconfigurable photonic circuits, and non-von Neumann computing. However, these materials typically require both high melting…

We propose a model reduction procedure for rapid and reliable solution of parameterized hyperbolic partial differential equations. Due to the presence of parameter-dependent shock waves and contact discontinuities, these problems are…

Numerical Analysis · Mathematics 2020-10-20 Tommaso Taddei , Lei Zhang

We consider weak solutions of the fractional heat equation posed in the whole $n$-dimensional space, and establish their asymptotic convergence to the fundamental solution as $t\to\infty$ under the assumption that the initial datum is an…

Analysis of PDEs · Mathematics 2017-10-18 Juan Luis Vázquez

We present an anisotropic $hp-$mesh adaptation strategy using a continuous mesh model for discontinuous Petrov-Galerkin (DPG) finite element schemes with optimal test functions, extending our previous work on $h-$adaptation. The proposed…

Computational Engineering, Finance, and Science · Computer Science 2022-11-22 Ankit Chakraborty , Georg May

We employ a simple and mostly accurate dimensional interpolation formula using dimensional limits $D=1$ and $D=\infty$ to obtain $D=3$ ground-state energy of metallic hydrogen. We also present results describing the phase transitions for…

Strongly Correlated Electrons · Physics 2020-11-19 Kumar J. B. Ghosh , Sabre Kais , Dudley R. Herschbach

Our goal is to study controllability and observability properties of the 1D heat equation with internal control (or observation) set $\omega_{\varepsilon}=(x_{0}-\varepsilon, x_{0}+\varepsilon )$, in the limit $\varepsilon\rightarrow 0$,…

Analysis of PDEs · Mathematics 2020-02-07 Cyril Letrouit

Traditional time-domain discontinuous Galerkin (DG) methods result in large storage costs at high orders of approximation due to the storage of dense elemental matrices. In this work, we propose a weight-adjusted DG (WADG) methods for…

Numerical Analysis · Mathematics 2016-08-15 Jesse Chan , Russell J. Hewett , T. Warburton

A novel space-time discretization for the (linear) scalar-valued dissipative wave equation is presented. It is a structured approach, namely, the discretization space is obtained tensorizing the Virtual Element (VE) discretization in space…

Numerical Analysis · Mathematics 2023-08-31 Paola Francesca Antonietti , Francesca Bonizzoni , Marco Verani

We examine the formulation and numerical treatment of dissipative particle dynamics (DPD) and momentum-conserving molecular dynamics. We show that it is possible to improve both the accuracy and the stability of DPD by employing a pairwise…

Computational Physics · Physics 2020-02-14 Benedict Leimkuhler , Xiaocheng Shang

Differential geometry offers a powerful framework for optimising and characterising finite-time thermodynamic processes, both classical and quantum. Here, we start by a pedagogical introduction to the notion of thermodynamic length. We…

Quantum Physics · Physics 2021-08-31 Paolo Abiuso , Harry J. D. Miller , Martí Perarnau-Llobet , Matteo Scandi