Related papers: Numerical analysis for saddle dynamics of some sem…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
We review the construction and analysis of numerical methods for strongly nonlinear PDEs, with an emphasis on convex and nonconvex fully nonlinear equations and the convergence to viscosity solutions. We begin by describing a fundamental…
We present a new parallel computational framework for the efficient solution of a class of $L^2$/$L^1$-regularized optimal control problems governed by semi-linear elliptic partial differential equations (PDEs). The main difficulty in…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
For a class of partial differential algebraic equations (PDAEs) of quasi-linear type which include nonlinear terms of convection type a possibility to determine a time and spatial index is considered. As a typical example we investigate an…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…
We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…
We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. To this end, we propose a probabilistic approach based on the…
We propose and analyze a numerical algorithm for solving a class of optimal control problems for learning-informed semilinear partial differential equations. The latter is a class of PDEs with constituents that are in principle unknown and…
This article is focused on two related topics within the study of partial differential equations (PDEs) that illustrate a beautiful connection between dynamics, topology, and analysis: stability and spatial dynamics. The first is a property…
Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…
We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three…
This paper introduces SPDE bridges with observation noise and contains an analysis of their spatially semidiscrete approximations. The SPDEs are considered in the form of mild solutions in an abstract Hilbert space framework suitable for…
In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also…
In the near future, massively parallel computing systems will be necessary to solve computation intensive applications. The key bottleneck in massively parallel implementation of numerical algorithms is the synchronization of data across…
Position based dynamics is a powerful technique for simulating a variety of materials. Its primary strength is its robustness when run with limited computational budget. We develop a novel approach to address problems with PBD for…
In this paper we explore a numerical scheme for a nonlinear fourth order system of partial differential algebraic equations that describes the dynamics of slender inextensible elastica as they arise in the technical textile industry.…
We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…
This paper studies the input-to-state stability (ISS) properties based on the method of Lyapunov functionals for a class of semi-linear parabolic partial differential equations (PDEs) with respect to boundary disturbances. In order to avoid…
Partial differential equations with random inputs have become popular models to characterize physical systems with uncertainty coming from, e.g., imprecise measurement and intrinsic randomness. In this paper, we perform asymptotic rare…