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Uncertainty quantification based on stochastic spectral methods suffers from the curse of dimensionality. This issue was mitigated recently by low-rank tensor methods. However, there exist two fundamental challenges in low-rank tensor-based…

Numerical Analysis · Mathematics 2021-02-03 Zichang He , Zheng Zhang

The numerical approximation of partial differential equations (PDEs) poses formidable challenges in high dimensions since classical grid-based methods suffer from the so-called curse of dimensionality. Recent attempts rely on a combination…

Machine Learning · Computer Science 2023-07-31 Lorenz Richter , Leon Sallandt , Nikolas Nüsken

We present a novel arbitrary high order accurate central WENO spatial reconstruction procedure (CWENO) for the solution of nonlinear systems of hyperbolic conservation laws on fixed and moving unstructured simplex meshes in two and three…

Numerical Analysis · Mathematics 2018-04-18 Michael Dumbser , Walter Boscheri , Matteo Semplice , Giovanni Russo

In this paper, we introduce an improved version of the fifth-order weighted essentially non-oscillatory (WENO) shock-capturing scheme by incorporating deep learning techniques. The established WENO algorithm is improved by training a…

Numerical Analysis · Mathematics 2023-09-20 Tatiana Kossaczká , Ameya D. Jagtap , Matthias Ehrhardt

This paper describes a new approach to solving some stochastic optimization problems for linear dynamic system with various parametric uncertainties. Proposed approach is based on application of tensor formalism for creation the…

Artificial Intelligence · Computer Science 2009-09-15 Vadim Yatsenko

We first investigate the structure of the systems derived from the gPC based stochastic Galerkin method for the nonlinear hyperbolic systems with random inputs. This method adopts a generalized Polynomial Chaos (gPC) approximations in the…

Numerical Analysis · Mathematics 2016-01-27 Zhenning Cai , Ruo Li , Yanli Wang

This paper presents a strictly convex chance-constrained stochastic control framework that accounts for uncertainty in control specifications such as reference trajectories and operational constraints. By jointly optimizing control inputs…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Teruki Kato , Ryotaro Shima , Kenji Kashima

This paper presents a novel and straightforward compact reconstruction procedure for the high-order finite volume method on unstructured grids. In this procedure, we constructed a linear approximation relationship between the mean values…

Fluid Dynamics · Physics 2026-03-27 Ling Wen , Yan-Tao Yang , Qing-Dong Cai

In this paper, we extend the previous work on absolutely convergent fixed-point fast sweeping WENO methods by Li et al. (J. Comput. Phys. 443: 110516, 2021) and design a fifth-order hybrid fast sweeping scheme for solving steady state…

Numerical Analysis · Mathematics 2025-12-01 Liang Li , Jun Zhu , Shanqin Chen , Yong-Tao Zhang

Shallow water moment equations are reduced-order models for free-surface flows that allow to represent vertical variations of the velocity profile at the expense of additional evolution equations for a number of additional variables, so…

Numerical Analysis · Mathematics 2025-07-02 Mirco Ciallella , Julian Koellermeier

Classical Finite Volume methods for multi-dimensional problems include stabilization (e.g.\ via a Riemann solver), that is derived by considering several one-dimensional problems in different directions. Such methods therefore ignore a…

Numerical Analysis · Mathematics 2025-12-16 Wasilij Barsukow , Mirco Ciallella , Mario Ricchiuto , Davide Torlo

We propose a positivity preserving entropy decreasing finite volume scheme for nonlinear nonlocal equations with a gradient flow structure. These properties allow for accurate computations of stationary states and long-time asymptotics…

Numerical Analysis · Mathematics 2015-06-18 José A. Carrillo , Alina Chertock , Yanghong Huang

We present a finite volume method that is applicable to hyperbolic PDEs including spatially varying and semilinear nonconservative systems. The spatial discretization, like that of the well-known Clawpack software, is based on solving…

Numerical Analysis · Mathematics 2013-07-16 David I. Ketcheson , Matteo Parsani , Randall J. LeVeque

A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…

Optimization and Control · Mathematics 2021-03-17 Sergey Dolgov , Dante Kalise , Karl Kunisch

The solution of computational fluid dynamics problems is one of the most computationally hard tasks, especially in the case of complex geometries and turbulent flow regimes. We propose to use Tensor Train (TT) methods, which possess…

In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…

Numerical Analysis · Mathematics 2025-05-09 Lorenzo Micalizzi , Eleuterio F. Toro

The shock instability problem commonly arises in flow simulations involving strong shocks, particularly when employing high-order schemes, limiting their applications in hypersonic flow simulations. This study focuses on exploring the…

Numerical Analysis · Mathematics 2023-08-08 Weijie Ren , Wenjia Xie , Ye Zhang , Hang Yu , Zhengyu Tian

Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique…

Computational Engineering, Finance, and Science · Computer Science 2016-11-08 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

This paper is concerned with the development of suitable numerical method for the approximation of discontinuous solutions of parameter-dependent linear hyperbolic conservation laws. The objective is to reconstruct such approximation, for…

Numerical Analysis · Mathematics 2021-09-21 Marie Billaud-Friess , Thomas Heuzé

We consider a finite volume scheme for the two-dimensional incompressible Navier-Stokes equations. We use a triangular mesh. The unknowns for the velocity and pressure are respectively piecewise constant and affine. We use a projection…

Numerical Analysis · Mathematics 2007-05-23 Sebastien Zimmermann