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Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…
We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…
A local convergence rate is established for an orthogonal collocation method based on Radau quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…
Recent analysis of the divergence constraint in the incompressible Stokes/Navier--Stokes problem has stressed the importance of equivalence classes of forces and how it plays a fundamental role for an accurate space discretization. Two…
We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
We introduce an integral representation of the Monge-Amp\`ere equation, which leads to a new finite difference method based upon numerical quadrature. The resulting scheme is monotone and fits immediately into existing convergence proofs…
In this paper we define an efficient implementation for the family of low-rank energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs), recently defined in the last years. The proposed implementation relies on…
In this paper we consider the stability and convergence of numerical discretizations of the Black-Scholes partial differential equation (PDE) when complemented with the popular linear boundary condition. This condition states that the…
In this paper, we propose a discretization for the (nonlinearized) compressible Stokes problem with a linear equation of state $\rho=p$, based on Crouzeix-Raviart elements. The approximation of the momentum balance is obtained by usual…
This survey addresses sampling discretization and its connections with other areas of mathematics. The survey concentrates on sampling discretization of norms of elements of finite-dimensional subspaces. We present here known results on…
Algorithms for jointly obtaining projection estimates of the density and distribution function of a random variable using Legendre polynomials are proposed. For these algorithms, a problem of the conditional optimization is solved. Such…
We present a technique novel in numerical methods. It compiles the domain of the numerical methods as a discretized volume. Congruent elements are glued together to compile the domain over which the solution of a boundary value problem of a…
We propose a local Legendre frame (LLF) method for function approximation from equispaced data on a finite interval. Motivated by the difficulty of stable high-order polynomial approximation at equispaced points, especially in the presence…
The purpose of this article is to study the convergence of a low order finite element approximation for a natural convection problem. We prove that the discretization based on P1 polynomials for every variable (velocity, pressure and…
The dynamics of thermally fluctuating conserved order parameters are described by stochastic conservation laws. Thermal equilibrium in such systems requires the dissipative and stochastic components of the flux to be related by detailed…
An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is…
This work focuses on the development of a non-conforming domain decomposition method for the approximation of PDEs based on weakly imposed transmission conditions: the continuity of the global solution is enforced by a discrete number of…
The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…
We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…