Related papers: From local equilibrium to numerical PDE: Metropoli…
We develop a mesh-free, derivative-free, matrix-free, and highly parallel localized stochastic method for high-dimensional semilinear parabolic PDEs. The efficiency of the proposed method is built upon four essential components: (i) a…
In this thesis, we extend the recently introduced theory of stochastic modified equations (SMEs) for stochastic gradient optimization algorithms. In Ch. 3 we study time-inhomogeneous SDEs driven by Brownian motion. For certain SDEs we prove…
In micro-fluidics not only does capillarity dominate but also thermal fluctuations become important. On the level of the lubrication approximation, this leads to a quasi-linear fourth-order parabolic equation for the film height $h$ driven…
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable…
When solving partial differential equations (PDEs), classical numerical methods often require fine mesh grids and small time stepping to meet stability, consistency, and convergence conditions, leading to high computational cost. Recently,…
This paper presents a general theory and isogeometric finite element implementation for studying mass conserving phase transitions on deforming surfaces. The mathematical problem is governed by two coupled fourth-order nonlinear partial…
We study the nature and mechanisms of broken ergodicity (BE) in specific random walk models corresponding to diffusion on random potential surfaces, in both one and high dimension. Using both rigorous results and nonrigorous methods, we…
This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…
We analyze a novel multi-level version of a recently introduced compressed sensing (CS) Petrov-Galerkin (PG) method from [H. Rauhut and Ch. Schwab: Compressive Sensing Petrov-Galerkin approximation of high-dimensional parametric operator…
We introduce a novel structure-preserving vertex-staggered semi-implicit four-split discretization of a unified first order hyperbolic formulation of continuum mechanics that is able to describe at the same time fluid and solid materials…
We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…
Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…
We present a PDE-based approach for the multidimensional extrapolation of smooth scalar quantities across interfaces with kinks and regions of high curvature. Unlike the commonly used method of [2] in which normal derivatives are…
We present an algorithm for simulating the equations of ideal magnetohydrodynamics and other systems of differential equations on an unstructured set of points represented by sample particles. The particles move with the fluid, so the time…
Over the past decade, Finite Element Method (FEM) has served as a foundational numerical framework for approximating the terms of Time Series Expansion (TSE) as solutions to transient Partial Differential Equation (PDE). However, the…
Richards equation is often used to represent two-phase fluid flow in an unsaturated porous medium when one phase is much heavier and more viscous than the other. However, it cannot describe the fully saturated flow for some capillary…
This paper studies the derivation of the quadratic porous medium equation and a class of cross-diffusion systems from nonlocal interactions. We prove convergence of solutions of a nonlocal interaction equation, resp. system, to solutions of…
Knowledge of the bottom topography, also called bathymetry, of rivers, seas or the ocean is important for many areas of maritime science and civil engineering. While direct measurements are possible, they are time consuming and expensive.…
Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…
The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a perturbed Metropolis-Hastings (MH) algorithm, provides an approach for approximate sampling when the target distribution is intractable. Assuming the unperturbed Markov…