Related papers: An hybrid deterministic-stochastic iterative proce…
In this note we describe a space-time boundary element discretization of the heat equation and an efficient and robust preconditioning strategy which is based on the use of boundary integral operators of opposite orders, but which requires…
In this article we present a parallel algorithm for simulation of the heat conduction process inside the so-called pulse cryogenic cell. This simulation is important for designing the device for portion injection of working gases into…
We consider partitioned time integration for heterogeneous coupled heat equations. First and second order multirate, as well as time-adaptive Dirichlet-Neumann Waveform relaxation (DNWR) methods are derived. In 1D and for implicit Euler…
We develop an approach to solving numerically the time-dependent Schrodinger equation when it includes source terms and time-dependent potentials. The approach is based on the generalized Crank-Nicolson method supplemented with an…
Hybrid systems, and Piecewise Deterministic Markov Processes in particular, are widely used to model and numerically study systems exhibiting multiple time scales in biochemical reaction kinetics and related areas. In this paper an almost…
In this paper, we use stochastic polynomial optimization to derive high-performance operating strategies for heating networks with uncertain or variable demand. The heat flow in district heating networks can be regulated by varying the…
We propose an energetic interpretation ofstochastic processes described by Langevin equations with non-uniform temperature. In order to avoid It\^{o}-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation…
We propose a high-order hybridizable discontinuous Galerkin (HDG) formulation for the fully dynamic, linear thermo-poroelasticity problem. The governing equations are formulated as a first-order hyperbolic system incorporating solid and…
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…
We consider a linear hybrid system composed by two rods connected by a thin wall of length 2{\epsilon} and density 1/2{\epsilon}. By passing to a limit, we obtain a system describing heat flow of two rods connected by a singular point whose…
The iterated Crank-Nicolson is a predictor-corrector algorithm commonly used in numerical relativity for the solution of both hyperbolic and parabolic partial differential equations. We here extend the recent work on the stability of this…
In this paper we study the harmonic map heat flow problem for a radially symmetric case. The corresponding partial dfferential equation plays a key role in many analyses of harmonic map heat flow problems. We consider a basic discretization…
We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or…
In this paper we consider a one-dimensional one-phase Stefan problem corresponding to the solidification process of a semi-infinite material with a convective boundary condition at the fixed face. The exact solution of this problem,…
This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…
In this paper we study the approximation of the distribution of $X_t$ Hilbert--valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as $$ dX_t+AX_t dt = Q^{1/2} d W_t,…
We develop a virtual element method to solve a convective Brinkman-Forchheimer problem coupled with a heat equation. This coupled model may allow for thermal diffusion and viscosity as a function of temperature. Under standard…
The aim of this paper is to establish the convergence and error bounds to the fully discrete solution for a class of nonlinear systems of reaction-diffusion nonlocal type with moving boundaries, using a linearized Crank-Nicolson-Galerkin…
We review and compare numerical methods that simultaneously control temperature while preserving the momentum, a family of particle simulation methods commonly used for the modelling of complex fluids and polymers. The class of methods…
We present a numerical method to compute an optimal maintenance date for the test case of the heated hold-up tank. The system consists of a tank containing a fluid whose level is controlled by three components: two inlet pumps and one…