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Mechanical systems are usually modeled by second-order Ordinary Differential Equations (ODE) which take the form $\ddot{q} = f(t, q, \dot{q})$. While simulation methods tailored to these equations have been studied, using them in direct…

Optimization and Control · Mathematics 2023-04-26 Léo Simpson , Armin Nurkanović , Moritz Diehl

In this work, we mainly present the optimal convergence rates of the temporally second-order finite element scheme for solving the electrohydrodynamic equation. Suffering from the highly coupled nonlinearity, the convergence analysis of the…

Numerical Analysis · Mathematics 2025-05-06 Shengfeng Wang , Zeyu Xia , Maojun Li

This paper studies fully discrete finite element approximations to the Navier-Stokes equations using inf-sup stable elements and grad-div stabilization. For the time integration two implicit-explicit second order backward differentiation…

Numerical Analysis · Mathematics 2021-12-24 Bosco Garcia-Archilla , Julia Novo

In this paper we develop a new method for numerically approximating sensitivities in parameter-dependent ordinary differential equations (ODEs). Our approach, intended for situations where the standard forward and adjoint sensitivity…

Numerical Analysis · Mathematics 2024-07-12 Olivia Eriksson , Andrei Kramer , Federica Milinanni , Pierre Nyquist

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

Errors due to hardware or low level software problems, if detected, can be fixed by various schemes, such as recomputation from a checkpoint. Silent errors are errors in application state that have escaped low-level error detection. At…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , Sven Schmit , Robert Schreiber

This study is aimed at answering the famous question of how the approximation errors at each iteration of Approximate Dynamic Programming (ADP) affect the quality of the final results considering the fact that errors at each iteration…

Systems and Control · Computer Science 2015-05-18 Ali Heydari

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

Computational Physics · Physics 2018-02-28 Hariswaran Sitaraman , Ray Grout

The computation of correspondences between shapes is a principal task in shape analysis. To this end, methods based on partial differential equations (PDEs) have been established, encompassing e.g. the classic heat kernel signature as well…

Numerical Analysis · Mathematics 2023-12-22 Alexander Köhler , Michael Breuß

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Kairui Hao , Ilias Bilionis

This paper presents a strategy for a posteriori error estimation for substructured problems solved by non-overlapping domain decomposition methods. We focus on global estimates of the discretization error obtained through the error in…

Numerical Analysis · Mathematics 2012-09-03 Augustin Parret-Fréaud , Christian Rey , Pierre Gosselet , Frédéric Feyel

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

Solution of Ordinary Differential Equation (ODE) model of dynamical system may not agree with its observed values. Often this discrepancy can be attributed to unmodeled forcings in the evolution rule of the dynamical system. In this…

Computational Engineering, Finance, and Science · Computer Science 2021-08-13 Saurabh Dixit , Soumyendu Raha

In this paper we propose a compositional framework for the construction of approximations of the interconnection of a class of stochastic hybrid systems. As special cases, this class of systems includes both jump linear stochastic systems…

Optimization and Control · Mathematics 2016-04-26 Majid Zamani , Matthias Rungger , Peyman Mohajerin Esfahani

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…

Optimization and Control · Mathematics 2019-12-12 Jelena Diakonikolas , Lorenzo Orecchia

The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent…

Numerical Analysis · Computer Science 2015-06-15 Andreas Hellander , Michael Lawson , Brian Drawert , Linda Petzold

Projection-based model order reduction of dynamical systems usually introduces an error between the high-fidelity model and its counterpart of lower dimension. This unknown error can be bounded by residual-based methods, which are typically…

Numerical Analysis · Mathematics 2023-03-31 Johannes Rettberg , Dominik Wittwar , Patrick Buchfink , Robin Herkert , Jörg Fehr , Bernard Haasdonk

In this paper stability and error estimates for time discretizations of linear and semilinear parabolic equations by the two-step backward differentiation formula (BDF2) method with variable step-sizes are derived. An affirmative answer is…

Numerical Analysis · Mathematics 2020-03-10 Wansheng Wang , Mengli Mao , Zheng Wang

A minimal requirement for simulating multi-scale systems is to reproduce the statistical behavior of the slow variables. In particular, a good numerical method should accurately aproximate the probability density function of the…

Dynamical Systems · Mathematics 2018-04-13 J. Frank , G. A. Gottwald

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

Numerical Analysis · Mathematics 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo