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We present a meshfree collocation scheme to discretize intrinsic surface differential operators over scalar fields on smooth curved surfaces with given normal vectors and a non-intersecting tubular neighborhood. The method is based on…
Derivative compressive sampling (DCS) is a signal reconstruction method from measurements of the spatial gradient with sub-Nyquist sampling rate. Applications of DCS include optical image reconstruction, photometric stereo, and…
In this paper, we propose an optimization-based method for robust phase retrieval problem where the goal is to estimate an unknown signal from a quadratic measurement corrupted by outliers. To enhance the robustness of existing optimization…
Solutions of partial differential equations (PDEs) on manifolds have provided important applications in different fields in science and engineering. Existing methods are majorly based on discretization of manifolds as implicit functions,…
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…
Distributed state estimation (DSE) is considered as a more robust and reliable alternative for centralized state estimation (CSE) in power system. Especially, taking into account the future power grid, so called smart grid in which…
In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…
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…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…
Dynamic state estimation (DSE) is becoming increasingly important for monitoring inverter-dominated power systems. Due to their cascading control structures, inverter-based resources (IBRs) exhibit multi-timescale dynamics, leading to stiff…
An error control technique aimed to assess the quality of smoothed finite element approximations is presented in this paper. Finite element techniques based on strain smoothing appeared in 2007 were shown to provide significant advantages…
A finite element discretization using a method of lines approached is proposed for approximately solving the Poisson-Nernst-Planck (PNP) equations. This discretization scheme enforces positivity of the computed solutions, corresponding to…
Simulation is an efficient tool in the design and control of power electronic systems. However, quick and accurate simulation of them is still challenging, especially when the system contains a large number of switches and state variables.…
We propose a kernel compression method for solving Distributed-Order (DO) Fractional Partial Differential Equations (DOFPDEs) at the cost of solving corresponding local-in-time PDEs. The key concepts are (1) discretization of the integral…
This paper proposes and validates two new particle regularization techniques for the Smoothed Particle Hydrodynamics (SPH) numerical method to improve its stability and accuracy for free surface flow simulations. We introduce a general form…
Meshless methods are commonly used to determine numerical solutions to partial differential equations (PDEs) for problems involving free surfaces and/or complex geometries, approximating spatial derivatives at collocation points via local…
This work proposes a systematic model reduction approach based on rank adaptive tensor recovery for partial differential equation (PDE) models with high-dimensional random parameters. Since the standard outputs of interest of these models…
Tensor, also known as multi-dimensional array, arises from many applications in signal processing, manufacturing processes, healthcare, among others. As one of the most popular methods in tensor literature, Robust tensor principal component…
Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…