Related papers: The Tensor-Train Stochastic Finite Volume Method f…
In the present work, the Tensor-Train decomposition algorithm is applied to reduce the memory footprint of a stochastic discrete velocity solver for rarefied gas dynamics simulation. An energy-conserving modification to the algorithm is…
A robust finite volume method for viscoelastic flow analysis on general unstructured meshes is developed. It is built upon a general-purpose stabilization framework for high Weissenberg number flows. The numerical framework provides full…
An incremental-stencil WENO reconstruction method, which uses low-order candidate stencils with incrementally increasing width, is proposed for finite-volume simulation of compressible two-phase flow with the quasi-conservative interface…
A set of arbitrarily high-order WENO schemes for reconstructions on nonuniform grids is presented. These non-linear interpolation methods use simple smoothness indicators with a linear cost with respect to the order, making them easy to…
Fixed-point iterative sweeping methods were developed in the literature to efficiently solve steady state solutions of Hamilton-Jacobi equations and hyperbolic conservation laws. Similar as other fast sweeping schemes, the key components of…
The study of uncertainty propagation poses a great challenge to design numerical solvers with high fidelity. Based on the stochastic Galerkin formulation, this paper addresses the idea and implementation of the first flux reconstruction…
In this work, we perform Bayesian inference tasks for the chemical master equation in the tensor-train format. The tensor-train approximation has been proven to be very efficient in representing high dimensional data arising from the…
Alternative finite difference Weighted Essentially Non-Oscillatory (AFD-WENO) schemes allow us to very efficiently update hyperbolic systems even in complex geometries. Recent innovations in AFD-WENO methods allow us to treat hyperbolic…
In this work, we present a family of time and space high order finite volume schemes for the solution of the full Boltzmann equation. The velocity space is approximated by using a discrete ordinate approach while the collisional integral is…
We propose a simple modification of standard WENO finite volume methods for Cartesian grids, which retains the full spatial order of accuracy of the one-dimensional discretization when applied to nonlinear multidimensional systems of…
Tensor methods have become a promising tool to solve high-dimensional problems in the big data era. By exploiting possible low-rank tensor factorization, many high-dimensional model-based or data-driven problems can be solved to facilitate…
Third order WENO and CWENO reconstruction are widespread high order reconstruction techniques for numerical schemes for hyperbolic conservation and balance laws. In their definition, there appears a small positive parameter, usually called…
This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…
The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). The computational cost of such schemes increases…
Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…
We present a novel approach to determine the evolution of level sets under uncertainties in the velocity fields. This leads to a stochastic description of the level sets. To compute the quantiles of random level sets, we use the stochastic…
We present a newly developed cosmological hydrodynamics code based on weighted essentially non-oscillatory (WENO) schemes for hyperbolic conservation laws. WENO is a higher order accurate finite difference scheme designed for problems with…
This paper addresses the three concepts of \textit{ consistency, stability and convergence } in the context of compact finite volume schemes for systems of nonlinear hyperbolic conservation laws. The treatment utilizes the framework of…
In this paper, we analyze two classes of spectral volume (SV) methods for one-dimensional hyperbolic equations with degenerate variable coefficients. The two classes of SV methods are constructed by letting a piecewise $k$-th order ($k\ge…
We describe a newly developed cosmological hydrodynamics code based on the weighted essentially non-oscillatory (WENO) schemes for hyperbolic conservation laws. High order finite difference WENO schemes are designed for problems with…