Related papers: An hybrid deterministic-stochastic iterative proce…
We present a finite-difference integration algorithm for solution of a system of differential equations containing a diffusion equation with nonlinear terms. The approach is based on Crank-Nicolson method with predictor-corrector algorithm…
A variational formulation based on velocity and stress is developed for linear fluid-structure interaction (FSI) problems. The well-posedness and energy stability of this formulation are established. To discretize the problem, a…
The mixed form of the Cahn-Hilliard equations is discretized by the hybridizable discontinuous Galerkin method. For any chemical energy density, existence and uniqueness of the numerical solution is obtained. The scheme is proved to be…
We investigate a convective Brinkman--Forchheimer problem coupled with a heat equation. The investigated model considers thermal diffusion and viscosity depending on the temperature. We prove the existence of a solution without restriction…
This paper deals with the randomized heat equation defined on a general bounded interval $[L_1,L_2]$ and with non-homogeneous boundary conditions. The solution is a stochastic process that can be related, via changes of variable, with the…
We present an efficient integral equation approach to solve the heat equation, $u_t (\x) - \Delta u(\x) = F(\x,t)$, in a two-dimensional, multiply connected domain, and with Dirichlet boundary conditions. Instead of using integral equations…
We derive the heat equation for the thermal energy under diffusive space-time scaling for a purely deterministic microscopic dynamics satisfying Newton equations perturbed by an external chaotic force acting like a magnetic field.
We apply convergence results for discrete Markov chains, to prove the existence of an equilibrium limit in the nonstandard heat equation. We construct a nonstandard backward martingale from a nonstandard solution, and show, using the…
In this work, we develop a fully implicit Hybrid High-Order algorithm for the Cahn-Hilliard problem in mixed form. The space discretization hinges on local reconstruction operators from hybrid polynomial unknowns at elements and faces. The…
This paper considers the single factor Heath-Jarrow-Morton model for the interest rate curve with stochastic volatility. Its natural formulation, described in terms of stochastic differential equations, is solved through Monte Carlo…
We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…
We propose a multigrid method to solve the linear system of equations arising from a hybrid discontinuous Galerkin (in particular, a single face hybridizable, a hybrid Raviart--Thomas, or a hybrid Brezzi--Douglas--Marini) discretization of…
We apply a recently proposed novel thermostating mechanism to an interacting many-particle system where the bulk particles are moving according to Hamiltonian dynamics. At the boundaries the system is thermalized by deterministic and…
Development of exponentially scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, is a useful algorithm that allows…
We present a new stochastic analysis for steady and transient one-dimensional heat conduction problem based on the homogenization approach. Thermal conductivity is assumed to be a random field K consisting of random variables of a total…
We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…
The joint management of heat and power systems is believed to be key to the integration of renewables into energy systems with a large penetration of district heating. Determining the day-ahead unit commitment and production schedules for…
A mathematical model of the heat process in one-dimensional domain governed by a cylindrical heat equation with a heat source on the axis $z=0$ and nonlinear thermal coefficients is considered. The developed model is particularly applicable…
The goal of this paper is to prove a uniqueness result for a stochastic heat equation with a randomly perturbed potential, which can be considered as a variant of Hardy's uncertainty principle for stochastic heat evolutions.
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…