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Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units…
We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional…
We propose and analyze an adaptive finite element method for a phase-field model of dynamic brittle fracture. The model couples a second-order hyperbolic equation for elastodynamics with the Ambrosio-Tortorelli regularization of the…
The integration time step is a critical determinant of performance in molecular dynamics simulations, governing the trade-off between speed and fidelity. Although 2 fs remains the standard in atomistic biomolecular simulations, the push for…
Methods of the explicitly correlated F12 approach are applied to the problem of calculating the uncoupled second-order dispersion energy in symmetry-adapted perturbation theory. The accuracy of the new method is tested for noncovalently…
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…
We study the convergence rate of a class of linear multi-step methods for BSDEs. We show that, under a sufficient condition on the coefficients, the schemes enjoy a fundamental stability property. Coupling this result to an analysis of the…
We study the weak finite element method solving convection-diffusion equations. A weak finite element scheme is presented based on a spacial variational form. We established a weak embedding inequality that is very useful in the weak finite…
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…
We analyze an advection-diffusion-reaction problem with non-homogeneous boundary conditions that models the chromatography process, a vital stage in bioseparation. We prove stability and error estimates for both constant and affine…
We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…
This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…
The ability to predict accurate thermodynamic and kinetic properties in biomolecular systems is of both scientific and practical utility. While both remain very difficult, predictions of kinetics are particularly difficult because rates, in…
We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…
The rigorous convergence analysis of adaptive finite element methods for regularized variational models of quasi-static brittle fracture in strain-limiting elastic solids is presented. This work introduces two novel adaptive mesh refinement…
For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…
In this paper, we mainly focus on the rigorous convergence analysis of two fully decoupled, unconditionally energy-stable methods for the diffuse interface two-phase magnetohydrodynamics (MHD) model. The two methods consist of the…
In this work we present an a priori error analysis for solving the unsteady advection equation on cut cell meshes along a straight ramp in two dimensions. The space discretization uses a lowest order upwind-type discontinuous Galerkin…
We present an adaptive arbitrary-order accurate time-stepping numerical scheme for the flow of vesicles suspended in Stokesian fluids. Our scheme can be summarized as an approximate implicit spectral deferred correction (SDC) method.…
The minimum energy path (MEP) describes the mechanism of reaction, and the energy barrier along the path can be used to calculate the reaction rate in thermal systems. The nudged elastic band (NEB) method is one of the most commonly used…