Related papers: A Penalty-projection based Efficient and Accurate …
We investigate multi-stage demand uncertainty for the multi-item multi-echelon capacitated lot sizing problem with setup carry-over. Considering a multi-stage decision framework helps to quantify the benefits of being able to adapt…
In this paper we present a novel pressure-based semi-implicit finite volume solver for the equations of compressible ideal, viscous and resistive magnetohydrodynamics (MHD). The new method is conservative for mass, momentum and total energy…
We present projection-based mixed finite element methods for the solution of the unsteady Brinkman equations for incompressible single-phase flow with fixed in space porous solid inclusions. At each time step the method requires the…
We propose a second-order accurate semi-implicit and well-balanced finite volume scheme for the equations of ideal magnetohydrodynamics (MHD) including gravitational source terms. The scheme treats all terms associated with the acoustic…
In this paper, we consider the problem of minimizing a smooth objective over multiple rank constraints on Hankel-structured matrices. This kind of problems arises in system identification, system theory and signal processing, where the rank…
Stochastic PDE eigenvalue problems often arise in the field of uncertainty quantification, whereby one seeks to quantify the uncertainty in an eigenvalue, or its eigenfunction. In this paper we present an efficient multilevel quasi-Monte…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
We investigate the applicability of the well-known multilevel Monte Carlo (MLMC) method to the class of density-driven flow problems, in particular the problem of salinisation of coastal aquifers. As a test case, we solve the uncertain…
Computational fluctuating hydrodynamics aims at understanding the impact of thermal fluctuations on fluid motions at small scales through numerical exploration. These fluctuations are modeled as stochastic flux terms and incorporated into…
We present the theory, algorithms and implementation of a parallel finite-volume algorithm for the solution of the incompressible magnetohydrodynamic (MHD) equations using unstructured grids that are applicable for a wide variety of…
This paper presents two novel ensemble domain decomposition methods for fast-solving the Stokes-Darcy coupled models with random hydraulic conductivity and body force. To address such random systems, we employ the Monte Carlo (MC) method to…
In many applications, uncertainty in problem data leads to the need for numerous computationally expensive simulations. This report addresses this challenge by developing a penalty-based ensemble algorithm. Building upon Jiang and Layton's…
We present for astrophysical use a multi-dimensional numerical code to solve the equations for ideal magnetohydrodynamics (MHD). It is based on an explicit finite difference method on an Eulerian grid, called the Total Variation Diminishing…
This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…
We employ the principle of minimum pressure gradient to transform problems in unsteady computational fluid dynamics (CFD) into a convex optimization framework subject to linear constraints. This formulation permits solving, for the first…
This work targets the development of an efficient abstraction method for formal analysis and control synthesis of discrete-time stochastic hybrid systems (SHS) with linear dynamics. The focus is on temporal logic specifications, both over…
We present a fourth-order accurate finite volume method for the solution of ideal magnetohydrodynamics (MHD). The numerical method combines high-order quadrature rules in the solution of semi-discrete formulations of hyperbolic conservation…
In this work we develop a class of high-order finite difference weighted essentially non-oscillatory (FD-WENO) schemes for solving the ideal magnetohydrodynamic (MHD) equations in 2D and 3D. The philosophy of this work is to use efficient…
We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method…
In this paper, we propose a numerical method for solving weakly compressible fluid flow based on a dynamical low-rank projector splitting. The low-rank splitting scheme is applied to the Boltzmann equation with BGK collision term, which…