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We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…
This work focuses on the conservation of quantities such as Hamiltonians, mass, and momentum when solution fields of partial differential equations are approximated with nonlinear parametrizations such as deep networks. The proposed…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
We present numerical results concerning the solution of the time-harmonic Maxwell's equations discretized by discontinuous Galerkin methods. In particular, a numerical study of the convergence, which compares different strategies proposed…
We prove convergence of a variational formulation of the BDF2 method applied to the non-linear Fokker-Planck equation. Our approach is inspired by the JKO-method and exploits the differential structure of the underlying $L^2$-Wasserstein…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
In this work, the authors introduce a generalized weak Galerkin (gWG) finite element method for the time-dependent Oseen equation. The generalized weak Galerkin method is based on a new framework for approximating the gradient operator.…
In this paper we prove a rate of convergence for the continuous time filtering solution of a multiple timescale correlated nonlinear system to a lower dimensional filtering equation in the limit of large timescale separation. Correlation is…
Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facing nonlinear systems, Gaussian filters such as extended…
We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of…
We consider the numerical approximation of compressible flow in a pipe network. Appropriate coupling conditions are formulated that allow us to derive a variational characterization of solutions and to prove global balance laws for the…
Complementarity problems and variational inequalities arise in a wide variety of areas, including machine learning, planning, game theory, and physical simulation. In all of these areas, to handle large-scale problem instances, we need fast…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
We resolve a longstanding open problem in the computational modeling of nonlinear plates by introducing a numerical method that exactly enforces the isometry constraint, namely, that the first fundamental form of the mid-surface coincides…
In this work, we establish that discontinuous Galerkin methods are capable of producing reliable approximations for a broad class of nonlinear variational problems. In particular, we demonstrate that these schemes provide essential…
In this paper, an approximate solution to a specific class of the Fokker-Planck equation is proposed. The solution is based on the relationship between the Schr\"{o}dinger type equation with a partially confining and symmetrical potential.…
We consider the Serre system of equations which is a nonlinear dispersive system that models two-way propagation of long waves of not necessarily small amplitude on the surface of an ideal fluid in a channel. We discretize in space the…
The semilinear stochastic wave equation on the sphere driven by multiplicative Gaussian noise is discretized by a stochastic trigonometric integrator in time and a spectral Galerkin approximation in space based on the spherical harmonic…
We address the problem of constructing approximations based on orthogonal polynomials that preserve an arbitrary set of moments of a given function without loosing the spectral convergence property. To this aim, we compute the constrained…
We provide a mathematical framework for studying different versions of discontinuous Galerkin (DG) approaches for solving 2D Riemann-Liouville fractional elliptic problems on a finite domain. The boundedness and stability analysis of the…