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Computational multi-scale methods capitalize on a large time-scale separation to efficiently simulate slow dynamics over long time intervals. For stochastic systems, one often aims at resolving the statistics of the slowest dynamics. This…

Numerical Analysis · Mathematics 2021-05-14 Kristian Debrabant , Giovanni Samaey , Przemysław Zieliński

This work extends, to moving geometries, the immersed boundary method based on volume penalization and selective frequency damping approach [J. Kou, E. Ferrer, A combined volume penalization/selective frequency damping approach for immersed…

Fluid Dynamics · Physics 2024-01-10 Jiaqing Kou , Esteban Ferrer

Isogeometric analysis has brought a paradigm shift in integrating computational simulations with geometric designs across engineering disciplines. This technique necessitates analysis-suitable parameterization of physical domains to fully…

Numerical Analysis · Mathematics 2024-03-18 Ye Ji , Matthias Möller , Yingying Yu , Chungang Zhu

Finite element plate and shell formulations are ubiquitous in structural analysis for modeling all kinds of slender structures, both for static and dynamic analyses. The latter are particularly challenging as the high order nature of the…

Numerical Analysis · Mathematics 2025-09-03 Giuliano Guarino , Yannis Voet , Pablo Antolin , Annalisa Buffa

This paper proposes a shape optimization algorithm based on the principles of Isogeometric Analysis (IGA) in which the parameterization of the geometry enters the problem formulation as an additional PDE-constraint. Inspired by the…

Numerical Analysis · Mathematics 2020-01-30 Jochen Hinz , Andrzej Jaeschke , Matthias Möller , Cornelis Vuik

We consider the dynamics of a parabolic and a hyperbolic equation coupled on a common interface and develop time-stepping schemes that can use different time-step sizes for each of the subproblems. The problem is formulated in a strongly…

Numerical Analysis · Mathematics 2020-07-13 Martyna Soszynska , Thomas Richter

We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…

Statistical Mechanics · Physics 2018-04-26 Jeroen Wouters , Georg A. Gottwald

Elastomeric mechanical metamaterials exhibit unconventional behaviour, emerging from their microstructures often deforming in a highly nonlinear and unstable manner. Such microstructural pattern transformations lead to non-local behaviour…

Soft Condensed Matter · Physics 2025-02-18 S. O. Sperling , T. Guo , R. H. J. Peerlings , V. G. Kouznetsova , M. G. D. Geers , O. Rokoš

In this paper we study critical sets of solutions $u_\e$ of second-order elliptic equations in divergence form with rapidly oscillating and periodic coefficients. We show that the $(d-2)$-dimensional Hausdorff measures of the critical sets…

Analysis of PDEs · Mathematics 2023-08-25 Fanghua Lin , Zhongwei Shen

Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…

Optimization and Control · Mathematics 2021-05-31 C. Cartis , N. I. M. Gould , Ph. L. Toint

In this paper a class of higher order finite element methods for the discretization of surface Stokes equations is studied. These methods are based on an unfitted finite element approach in which standard Taylor-Hood spaces on an underlying…

Numerical Analysis · Mathematics 2019-09-19 Thomas Jankuhn , Arnold Reusken

This paper studies the complexity of finding an $\epsilon$-stationary point for stochastic bilevel optimization when the upper-level problem is nonconvex and the lower-level problem is strongly convex. Recent work proposed the first-order…

Optimization and Control · Mathematics 2026-03-10 Lesi Chen , Junru Li , El Mahdi Chayti , Jingzhao Zhang

In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…

Numerical Analysis · Mathematics 2009-02-19 Evgeny Novikov , Anton Tuzov

We consider hyperbolic systems of conservation laws with relaxation source terms leading to a diffusive asymptotic limit under a parabolic scaling. We introduce a new class of secondorder in time and space numerical schemes, which are…

Numerical Analysis · Mathematics 2022-05-23 Louis Reboul , Teddy Pichard , Marc Massot

Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…

Numerical Analysis · Mathematics 2020-03-16 Adi Ditkowski , Sigal Gottlieb , Zachary J. Grant

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

Numerical Analysis · Mathematics 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou

This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…

Optimization and Control · Mathematics 2020-02-27 James V. Burke , Frank E. Curtis , Hao Wang , Jiashan Wang

High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and…

Numerical Analysis · Mathematics 2015-06-17 Magnus Svärd , Jan Nordström

A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…

Numerical Analysis · Mathematics 2010-08-17 V. Franklin , M. Paramasivam , S. Valarmathi , J. J. H. Miller

The aim of the paper is to introduce an alternative notion of two-scale convergence which gives a more natural modeling approach to the homogenization of partial differential equations with periodically oscillating coefficients: while…

Analysis of PDEs · Mathematics 2016-07-20 François Alouges , Giovanni Di Fratta