Related papers: Heterogeneous multiscale methods for the Landau-Li…
We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…
We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…
Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
We propose a Nitsche method for multiscale partial differential equations, which retrieves the macroscopic information and the local microscopic information at one stroke. We prove the convergence of the method for second order elliptic…
Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…
The Cahn-Hilliard equation is a fundamental model for describing phase separation phenomena in binary mixtures. Traditional numerical methods, such as finite difference and finite element methods, often incur substantial computational cost,…
We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential equations with random coefficients. By combining the multi-index sampling idea with randomly shifted rank-1 lattice rules, the algorithm…
We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant delays. The methodology suggested provides algorithms of…
We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high…
This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…
A generalized finite element method is proposed for solving a heterogeneous reaction-diffusion equation with a singular perturbation parameter $\varepsilon$, based on locally approximating the solution on each subdomain by solution of a…
The numerical simulation of multiphase flows involving dispersed components with large scale disparities, such as the collisions between millimeter-sized bubbles and micron-sized mineral particles in flotation, poses a significant…
In recent years, an increasing attention has been paid to quantum heterostructures with tailored functionalities, such as heterojunctions and quantum matematerials, in which quantum dynamics of electrons can be described by the…
We present the detailed analysis of the diffusive transport of spatially inhomogeneous fluid mixtures and the interplay between structural and dynamical properties varying on the atomic scale. The present treatment is based on different…
This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…
A variant of the Parareal method for highly oscillatory systems of PDEs was proposed by Haut and Wingate (2014). In that work they proved superlinear conver- gence of the method in the limit of infinite time scale separation. Their coarse…
In this paper, a fractional step lattice Boltzmann method is proposed to model two-phase flows with large density differences by solving Cahn-Hilliard phase-field equation and the incompressible Navier-Stokes equations.In order to maintain…
We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…
A hybrid lattice Boltzmann method (LBM) for binary mixtures based on the free-energy approach is proposed. Non-ideal terms of the pressure tensor are included as a body force in the LBM kinetic equations, used to simulate the continuity and…