Related papers: Stochastic virtual element methods for uncertainty…
This paper studies Galerkin approximations applied to the Zakai equation of stochastic filtering. The basic idea of this approach is to project the infinite-dimensional Zakai equation onto some finite-dimensional subspace generated by…
We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence…
Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…
We examine nonlinear dynamical systems of ordinary differential equations or differential algebraic equations. In an uncertainty quantification, physical parameters are replaced by random variables. The inner variables as well as a quantity…
Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…
We study an identification problem which estimates the parameters of the underlying random distribution for uncertain scalar conservation laws. The hyperbolic equations are discretized with the so-called discontinuous stochastic Galerkin…
High order accurate and explicit time-stable solvers are well suited for hyperbolic wave propagation problems. As a result of the complexities of real geometries, internal interfaces and nonlinear boundary and interface conditions,…
The paper deals with a stochastic Galerkin approximation of elliptic Dirichlet boundary control problems with random input data. The expectation of a tracking cost functional with the deterministic constrained control is minimized. Error…
We derive the stochastic 2D vortex model on the whole Euclidean space from moderately interacting particle systems driven by individual and environmental noises, obtaining quantitative estimates in the sense of the entropy and energy…
In this paper, the stabilized finite element approximation of the Stokes eigenvalue problems is considered for both the two-field (displacement-pressure) and the three-field (stress-displacement-pressure) formulations. The method presented…
This paper presents the Virtual Element Method (VEM) for the modeling of crack propagation in 2D within the context of linear elastic fracture mechanics (LEFM). By exploiting the advantage of mesh flexibility in the VEM, we establish an…
We introduce a new class of Discontinuous Galerkin (DG) methods for solving nonlinear conservation laws on unstructured Voronoi meshes that use a nonconforming Virtual Element basis defined within each polygonal control volume. The basis…
We present a method to compute the stochastic reachability safety probabilities for high-dimensional stochastic dynamical systems. Our approach takes advantage of a nonparametric learning technique known as conditional distribution…
We propose and rigorously analyse semi- and fully discrete discontinuous Galerkin methods for an initial and boundary value problem describing inertial viscoelasticity in terms of elastic and viscoelastic stress components, and with mixed…
In this paper we propose a new mixed virtual element formulation for the numerical approximation of viscoelasticity equations with weakly imposed stress symmetry. The governing equations use the Zener model and are expressed in terms of the…
This paper proposes and analyzes a class of new weak Galerkin (WG) finite element methods for 2- and 3-dimensional linear elasticity problems. The methods use discontinuous piecewise-polynomial approximations of degrees $k(\geq 0)$ for the…
The LATIN method has been developed and successfully applied to a variety of deterministic problems, but few work has been developed for nonlinear stochastic problems. This paper presents a stochastic LATIN method to solve stochastic and/or…
In this study, we propose a virtual element scheme to solve the Darcy problem in three physical dimensions. The main novelty, here proposed, is that curved elements are naturally handled without any degradation of the solution accuracy. In…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
We study a multigrid method for solving large linear systems of equations with tensor product structure. Such systems are obtained from stochastic finite element discretization of stochastic partial differential equations such as the…