Related papers: From local equilibrium to numerical PDE: Metropoli…
The conformal flow of metrics [2] has been used to successfully establish a special case of the Penrose inequality, which yields a lower bound for the total mass of a spacetime in terms of horizon area. Here we show how to adapt the…
In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few…
We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…
Given a target Gibbs distribution $\pi^0_{\beta} \propto e^{-\beta \mathcal{H}}$ to sample from in the low-temperature regime on $\Sigma_N := \{-1,+1\}^N$, in this paper we propose and analyze Metropolis dynamics that instead target an…
Deregulation of energy markets, penetration of renewables, advanced metering capabilities, and the urge for situational awareness, all call for system-wide power system state estimation (PSSE). Implementing a centralized estimator though is…
We propose and analyze an energy-stable fully discrete parametric approximation for Willmore flow of hypersurfaces in two and three space dimensions. We allow for the presence of spontaneous curvature effects and for open surfaces with…
We simulate a colloidal particle (radius R) in a cholesteric liquid crystal (pitch p) with tangential order parameter alignment at the particle surface. The local defect structure evolves from a dipolar pair of surface defects (boojums) at…
In this paper, we present a semi-implicit numerical solver for a first order hyperbolic formulation of two-phase flow with surface tension and viscosity. The numerical method addresses several complexities presented by the PDE system in…
We study the evolution of a classical harmonic chain with nearest-neighbor interactions starting from domain wall initial conditions. The initial state is taken to be either a product of two Gibbs Ensembles (GEs) with unequal temperatures…
We propose a novel Skew Gradient Embedding (SGE) framework for systematically reformulating thermodynamically consistent partial differential equation (PDE) models-capturing both reversible and irreversible processes-as generalized gradient…
The pseudo-marginal algorithm is a variant of the Metropolis--Hastings algorithm which samples asymptotically from a probability distribution when it is only possible to estimate unbiasedly an unnormalized version of its density.…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…
By employing the closest point method, we extend the applicability of minimizing movements to the surface PDE setting. The corresponding approximation methods are created, and their convergence is observed. The numerical methods are then…
Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…
The paper presents results from kinetic Monte Carlo simulations of kinetic surface roughening using an important and experimentally relevant model of epitaxial growth -- the solid-on-solid model with Arrhenius dynamics. A restriction on…
We extend the first order dissipative relativistic hydrodynamics model of Bemfica-Disconzi-Noronha- Kovtun (BDNK) in order to include the charge number current in full first order expansion with out-of-equilibrium contribution proportional…
For large systems of Brownian particles interacting through their ranks introduced in (Banner, Fernholz, Karatzas, 2005), the empirical cumulative distribution function satisfies a porous medium PDE. However, when we introduce a common…
Quantum mechanics, which governs all microscopic phenomena, encounters challenges when applied to macroscopic objects that exhibit classical behavior. To address this micro-macro disparity, collapse models such as the Continuous Spontaneous…
In this paper, we want to clarify the Gibbs phenomenon when continuous and discontinuous finite elements are used to approximate discontinuous or nearly discontinuous PDE solutions from the approximation point of view. For a simple step…
The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…