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The chaotic nature of fluid flow and the uncertainties in initial conditions limit predictability. Small errors that occur in the initial condition can grow exponentially until they saturate at $\mathcal{O}$(1). Ensemble forecasting…

Numerical Analysis · Mathematics 2024-07-16 Rui Fang

We analyse three time integration schemes for unfitted methods in fluid structure interaction. In Alghorithm 1 we propose a fully discrete monolithic algorithm with P1 P1 stabilized finite elements for the fluid problem; for this alghorithm…

Numerical Analysis · Mathematics 2021-05-27 Michele Annese

In this paper, we study the stochastic collocation (SC) methods for uncertainty quantification (UQ) in hyperbolic systems of nonlinear partial differential equations (PDEs). In these methods, the underlying PDEs are numerically solved at a…

Numerical Analysis · Mathematics 2025-06-19 Alina Chertock , Arsen S. Iskhakov , Safa Janajra , Alexander Kurganov

We demonstrate the feedback control of a weakly conducting magnetohydrodynamic (MHD) flow via Lorentz forces generated by externally applied electric and magnetic fields. Specifically, we steer the flow of an electrolyte toward prescribed…

Fluid Dynamics · Physics 2025-08-08 Adam Uchytil , Milan Korda , Jiří Zemánek

We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…

Optimization and Control · Mathematics 2023-10-17 J. Wang , I. Aravena , C. G. Petra

In this paper, we extend the unsplit staggered mesh scheme (USM) for 2D magnetohydrodynamics (MHD) (Lee and Deane, 2009) to a full 3D MHD scheme. The scheme is a finite-volume Godunov method consisting of a constrained transport (CT) method…

Computational Physics · Physics 2013-03-29 Dongwook Lee

Numerical methods for solving the ideal magnetohydrodynamic (MHD) equations in more than one space dimension must confront the challenge of controlling errors in the discrete divergence of the magnetic field. One approach that has been…

Numerical Analysis · Mathematics 2012-10-16 Christiane Helzel , James A. Rossmanith , Bertram Taetz

The impressive progress of the kinetic schemes in the solution of gas dynamics problems and the development of effective parallel algorithms for modern high performance parallel computing systems led to the development of advanced methods…

Plasma Physics · Physics 2013-05-06 B. Chetverushkin , N. D'Ascenzo , V. Saveliev

The increasing number of gas-fired units has significantly intensified the coupling between power and gas networks. Traditionally, the nonlinearity and nonconvexity in gas flow equations, together with renewable-induced stochasticity,…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Haizhou Liu , Xinwei Shen , Qinglai Guo , Hongbin Sun , Wenzhi Zhao , Xinyi Zhao

Quantum algorithms to integrate nonlinear PDEs governing flow problems are challenging to discover but critical to enhancing the practical usefulness of quantum computing. We present here a near-optimal, robust, and end-to-end quantum…

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

Machine Learning · Statistics 2015-11-13 Mengdi Wang , Yichen Chen , Jialin Liu , Yuantao Gu

This paper proposes penalty schemes for a class of weakly coupled systems of Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs) arising from stochastic hybrid control problems of regime-switching models with both continuous…

Optimization and Control · Mathematics 2020-01-06 Christoph Reisinger , Yufei Zhang

Turbulent flows play an important role in many scientific and technological design problems. Both Sub-Grid Scale (SGS) models in Large Eddy Simulations (LES) and Reynolds Averaged Navier Stokes (RANS) based modeling will require turbulence…

Fluid Dynamics · Physics 2024-07-16 Minghan Chu

We introduce a new family of high order accurate semi-implicit schemes for the solution of non-linear hyperbolic partial differential equations on unstructured polygonal meshes. The time discretization is based on a splitting between…

Numerical Analysis · Mathematics 2023-09-11 Walter Boscheri , Andrea Chiozzi , Michele Giuliano Carlino , Giulia Bertaglia

Quantifying the uncertainty in model parameters and output is a critical component in model-driven decision support systems for groundwater management. This paper presents a novel algorithmic approach which fuses Markov Chain Monte Carlo…

Computation · Statistics 2021-05-26 Mikkel B. Lykkegaard , Tim J. Dodwell , David Moxey

In this paper we develop adaptive numerical schemes for certain nonlinear variational problems. The discretization of the variational problems is done by representing the solution as a suitable frame decomposition, i.e., a complete, stable,…

Numerical Analysis · Mathematics 2007-05-23 M. Charina , C. Conti , M. Fornasier

A time-discretization of the stochastic incompressible Navier--Stokes problem by penalty method is analyzed. Some error estimates are derived, combined, and eventually arrive at a speed of convergence in probability of order 1/4 of the main…

Numerical Analysis · Mathematics 2019-10-03 Erika Hausenblas , Tsiry Randrianasolo

The unified gas kinetic scheme (UGKS) is a direct modeling method based on the gas dynamical model on the mesh size and time step scales. With the implementation of particle transport and collision in a time-dependent flux function, the…

Computational Physics · Physics 2017-10-25 Yajun Zhu , Chengwen Zhong , Kun Xu

Generative models excel at synthesizing high-fidelity samples from complex data distributions, but they often violate hard constraints arising from physical laws or task specifications. A common remedy is to project intermediate samples…

Machine Learning · Computer Science 2025-09-30 Jinhao Liang , Yixuan Sun , Anirban Samaddar , Sandeep Madireddy , Ferdinando Fioretto

Utility-based shortfall risk (UBSR), a convex risk measure sensitive to tail losses, has gained popularity in recent years. However, research on computational methods for UBSR optimization remains relatively scarce. In this paper, we…

Optimization and Control · Mathematics 2025-10-23 Rufeng Xiao , Zhiping Li , Rujun Jiang