Related papers: Improving Numerical Stability and Accuracy in Part…
The space nonlocal Allen-Cahn equation is a famous example of fractional reaction-diffusion equations. It is also an extension of the classical Allen-Cahn equation, which is widely used in physics to describe the phenomenon of two-phase…
We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…
Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…
This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
This paper proposes a Separable Projective Approximation Routine-Optimal Power Flow (SPAR-OPF) framework for solving two-stage stochastic optimization problems in power systems. The framework utilizes a separable piecewise linear…
We propose a novel decoupled unconditionally stable numerical scheme for the simulation of two-phase flow in a Hele-Shaw cell which is governed by the Cahn-Hilliard-Hele-Shaw system (CHHS) with variable viscosity. The temporal…
In this paper, we present a novel numerical scheme for simulating deformable and extensible capsules suspended in a Stokesian fluid. The main feature of our scheme is a partition-of-unity (POU) based representation of the surface that…
This paper proposes a gradient descent based optimization method that relies on automatic differentiation for the computation of gradients. The method uses tools and techniques originally developed in the field of artificial neural networks…
This paper presents a novel framework for characterizing dissipativity of uncertain systems whose dynamics evolve according to differential-algebraic equations. Sufficient conditions for dissipativity (specializing to, e.g., stability or…
Combinatorial optimization is considered a promising class of problems in which quantum computers can show significant advantages. However, problems of practical relevance typically have more variables than current or foreseeable quantum…
The aim of the paper is to introduce general techniques in order to optimize the parallel execution time of sorting on a distributed architectures with processors of various speeds. Such an application requires a partitioning step. For…
The Numerical Assembly Technique is extended to investigate arbitrary planar frame structures with the focus on the computation of natural frequencies. This allows us to obtain highly accurate results without resorting to spatial…
In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…
Many signal processing problems can be solved by maximizing the fitness of a segmented model over all possible partitions of the data interval. This letter describes a simple but powerful algorithm that searches the exponentially large…
Numerical Simulation is an essential part of the design and optimisation of astronomical adaptive optics systems. Simulations of adaptive optics are computationally expensive and the problem scales rapidly with telescope aperture size, as…
This paper develops a probabilistic anticipation algorithm for dynamic objects observed by an autonomous robot in an urban environment. Predictive Gaussian mixture models are used due to their ability to probabilistically capture continuous…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
We are concerned in designing a suitable numerical scheme based on the equal-order hybrid high-order (HHO) method for the linear parabolic integro-differential equations. The spatial discretization is made using the equal-order HHO method…
A key operational challenge for call centers is to decide, in real time, which waiting customer should be served by which available agent. This is known as skill-based routing, and the decision becomes especially difficult in large systems…
Differential-algebraic equations (DAEs) with state-dependent events arise in systems whose continuous dynamics are constrained by algebraic equations and interrupted by mode changes, switching logic, impacts, or state reinitializations.…