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In the continuum theory the time evolution of surfaces eroded by ion bombardment is modelled by stochastic partial differential equations (SPDEs). These determine the scaling regimes and universality classes of the evolving surfaces.…
In this paper, we study a hydrodynamic phase-field system modeling the deformation of functionalized membranes in incompressible viscous fluids. The governing PDE system consists of the Navier-Stokes equations coupled with a convective…
We consider one-dimensional hyperbolic PDEs, linear and nonlinear, with random initial data. Our focus is the {\em pointwise statistics,} i.e., the probability measure of the solution at any fixed point in space and time. For linear…
We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that…
The fourth-order PDE that models the density variation of smectic A liquid crystals presents unique challenges in its (numerical) analysis beyond more common fourth-order operators, such as the classical biharmonic. While the operator is…
The modeling of multi-phase flow is very challenging, given the range of scales as well as the diversity of flow regimes that one encounters in this context. We revisit the discrete equation method (DEM) for two-phase flow in the absence of…
We study the Metropolis dynamics of the simplest mean-field spin glass model, the Random Energy Model. We show that this dynamics exhibits aging by showing that the properly rescaled time change process between the Metropolis dynamics and a…
In this paper, we apply the range-separated (RS) tensor format [6] for the construction of new regularization scheme for the Poisson-Boltzmann equation (PBE) describing the electrostatic potential in biomolecules. In our approach, we use…
In this paper, we consider numerical approximation to periodic measure of a time periodic stochastic differential equations (SDEs) under weakly dissipative condition. For this we first study the existence of the periodic measure $\rho_t$…
We present two approximate Bayesian inference methods for parameter estimation in partial differential equation (PDE) models with space-dependent and state-dependent parameters. We demonstrate that these methods provide accurate and…
We present a non-intrusive gradient and a non-intrusive BFGS algorithm for parameter estimation problems in non-stationary elasticity. To avoid multiple (and potentially expensive) solutions of the underlying partial differential equation…
In this paper we analyze a PDE system modelling (non-isothermal) phase transitions and damage phenomena in thermoviscoelastic materials. The model is thermodynamically consistent: in particular, no {\em small perturbation assumption} is…
We investigate the spontaneous emission of light in three-dimensional (3D) photonic crystals through theoretical calculations and simulations. It is well known that spontaneous emission depends on the radiative local density of states…
We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime. We prove limit theorems for the trajectories of summary statistics (i.e., finite-dimensional functions) of SGD as the…
The physics of crystalline membranes, i.e. fixed-connectivity surfaces embedded in three dimensions and with an extrinsic curvature term, is very rich and of great theoretical interest. To understand their behavior, numerical simulations…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
This paper considers estimating the parameters in a regime-switching stochastic differential equation(SDE) driven by Normal Inverse Gaussian(NIG) noise. The model under consideration incorporates a continuous-time finite state Markov chain…
The smoothed particle hydrodynamics (SPH) method is a useful numerical tool for the study of a variety of astrophysical and planetlogical problems. However, it turned out that the standard SPH algorithm has problems in dealing with…
In the 2nd version of this note we introduce the notion of viscosity solution for a type of fully nonlinear parabolic path-dependent partial differential equations (P-PDE). We then prove the comparison theorem (or maximum principle) of this…
Natural gas consumption by users of pipeline networks is subject to increasing uncertainty that originates from the intermittent nature of electric power loads serviced by gas-fired generators. To enable computationally efficient…