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This paper is concerned with the analysis of a new stable space-time finite element method (FEM) for the numerical solution of parabolic evolution problems in moving spatial computational domains. The discrete bilinear form is elliptic on…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…
Dispersion of low-density rigid particles with complex geometries is ubiquitous in both natural and industrial environments. We show that while explicit methods for coupling the incompressible Navier-Stokes equations and Newton's equations…
We consider the mass heterogeneity in a gas of polydisperse hard particles as a key to optimizing a dynamical property: the kinetic relaxation rate. Using the framework of the Boltzmann equation, we study the long time approach of a…
Linear multistep methods (LMMs) are popular time discretization techniques for the numerical solution of differential equations. Traditionally they are applied to solve for the state given the dynamics (the forward problem), but here we…
In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…
Enlightened from the inverse consideration of the stable continuous-time dynamics evolution, the Variation Evolving Method (VEM) analogizes the optimal solution to the equilibrium point of an infinite-dimensional dynamic system and solves…
The optimization of chemical processes is challenging due to the nonlinearities arising from process physics and discrete design decisions. In particular, optimal synthesis and design of chemical processes can be posed as a Generalized…
Latent Diffusion models (LDMs) have achieved remarkable results in synthesizing high-resolution images. However, the iterative sampling process is computationally intensive and leads to slow generation. Inspired by Consistency Models (song…
We present a fully discrete stability analysis of the domain-of-dependence stabilization for hyperbolic problems. The method aims to address issues caused by small cut cells by redistributing mass around the neighborhood of a small cut cell…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
Developments in dynamical systems theory provides new support for the macroscale modelling of pdes and other microscale systems such as Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators. By systematically resolving subgrid…
We present the Multi-Particle-Collision (MPC) dynamics approach to simulate properties of low-dimensional systems. In particular, we illustrate the method for a simple model: a one-dimensional gas of point particles interacting through…
We study the dynamics of a continuous-time model of the Stochastic Gradient Descent (SGD) for the least-square problem. Indeed, pursuing the work of Li et al. (2019), we analyze Stochastic Differential Equations (SDEs) that model SGD either…
The dynamic response of power grids to small events or persistent stochastic disturbances influences their stable operation. Low-frequency inter-area oscillations are of particular concern due to insufficient damping. This paper studies the…
The compact Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. It is further developed to be more flexible in solving the…
A novel approach for non-intrusive uncertainty propagation is proposed. Our approach overcomes the limitation of many traditional methods, such as generalised polynomial chaos methods, which may lack sufficient accuracy when the quantity of…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
Noise-induced transitions between multistable states happen in a multitude of systems, such as species extinction in biology, protein folding, or tipping points in climate science. Large deviation theory is the rigorous language to describe…