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High-order spatial discretizations with strong stability properties (such as monotonicity) are desirable for the solution of hyperbolic PDEs. Methods may be compared in terms of the strong stability preserving (SSP) time-step. We prove an…

Numerical Analysis · Mathematics 2014-01-30 Christopher Bresten , Sigal Gottlieb , Zachary Grant , Daniel Higgs , David I. Ketcheson , Adrian Németh

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

Purpose: The purpose of this study is to address the lack of uncertainty quantification in numerical hemolysis models, which are critical for medical device evaluations. Specifically, we aim to incorporate experimental variability into…

Medical Physics · Physics 2024-07-29 Christopher Blum , Ulrich Steinseifer , Michael Neidlin

Traditional time discretization methods use a single timestep for the entire system of interest and can perform poorly when the dynamics of the system exhibits a wide range of time scales. Multirate infinitesimal step (MIS) methods (Knoth…

Numerical Analysis · Mathematics 2022-02-03 Steven Roberts , Arash Sarshar , Adrian Sandu

We propose a self adjusting multirate method based on the TR-BDF2 solver. The potential advantages of using TR-BDF2 as the key component of a multirate framework are highlighted. A linear stability analysis of the resulting approach is…

Numerical Analysis · Mathematics 2018-01-30 Luca Bonaventura , Francesco Casella , Ludovica Delpopolo , Akshay Ranade

The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Qi Li , Ye Shi , Yuning Jiang , Yuanming Shi , Haoyu Wang , H. Vincent Poor

Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…

Numerical Analysis · Mathematics 2013-06-05 Maziar Raissi , Padmanabhan Seshaiyer

Multi-objective model predictive control (MOMPC) for fixed point stabilization requires an automated a priori decision-making (DM) mechanism to translate a high-level preference into a single solution. To this aim, we introduce an approach…

Optimization and Control · Mathematics 2026-04-21 Markus Herrmann-Wicklmayr , Kathrin Flaßkamp

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

While ventricular electromechanics is extensively studied, four-chamber heart models have only been addressed recently; most of these works however neglect atrial contraction. Indeed, as atria are characterized by a complex physiology…

Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…

Numerical Analysis · Mathematics 2024-12-02 Colby Fronk , Linda Petzold

We simulate crystallization and melting with local Monte Carlo (LMC), event-chain Monte Carlo (ECMC), and with event-driven molecular dynamics (EDMD) in systems with up to one million three-dimensional hard spheres. We illustrate that our…

Statistical Mechanics · Physics 2015-09-02 Masaharu Isobe , Werner Krauth

Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic…

Numerical Analysis · Mathematics 2022-10-07 Alexander D. Gilbert , Robert Scheichl

Patankar schemes have attracted increasing interest in recent years because they preserve the positivity of the analytical solution of a production-destruction system (PDS) irrespective of the chosen time step size. Although they are now of…

Numerical Analysis · Mathematics 2023-05-15 Thomas Izgin , Philipp Öffner

In this paper we present two unconditionally energy stable finite difference schemes for the Modified Phase Field Crystal (MPFC) equation, a sixth-order nonlinear damped wave equation, of which the purely parabolic Phase Field Crystal (PFC)…

Numerical Analysis · Mathematics 2015-06-11 Arvind Baskaran , Peng Zhou , Zhengzheng Hu , Cheng Wang , Steven M. Wise , John S. Lowengrub

For over 30 years, mode-coupling theory (MCT) has been the de facto theoretic description of dense fluids and the liquid-glass transition. MCT, however, is limited by its ad hoc construction and lacks a mechanism to institute corrections.…

Soft Condensed Matter · Physics 2015-08-12 David D. McCowan

Computational models are increasingly used for diagnosis and treatment of cardiovascular disease. To provide a quantitative hemodynamic understanding that can be effectively used in the clinic, it is crucial to quantify the variability in…

Computational Engineering, Finance, and Science · Computer Science 2021-02-02 Xue Li , Daniele E. Schiavazzi

In the numerical solution of partial differential equations using a method-of-lines approach, the availability of high order spatial discretization schemes motivates the development of sophisticated high order time integration methods. For…

Numerical Analysis · Computer Science 2016-11-25 Hong Zhang , Adrian Sandu , Sebastien Blaise

For nonlinear (control) systems, extended dynamic mode decomposition (EDMD) is a popular method to obtain data-driven surrogate models. Its theoretical foundation is the Koopman framework, in which one propagates observable functions of the…

Optimization and Control · Mathematics 2024-07-24 Lea Bold , Lars Grüne , Manuel Schaller , Karl Worthmann

This paper is concerned with the PDE and numerical analysis of a modified one-dimensional intravascular stent model originally proposed in [4]. It is proved that the modified model has a unique weak solution using the Galerkin method…

Numerical Analysis · Mathematics 2024-04-23 Xiaobing Feng , Tingao Jiang