Related papers: Stable Evaluation of Lefschetz Thimble Intersectio…
Boundary integral numerical methods are among the most accurate methods for interfacial Stokes flow, and are widely applied. They have the advantage that only the boundary of the domain must be discretized, which reduces the number of…
Conventional rendering techniques are primarily designed and optimized for single-frame rendering. In practical applications, such as scene editing and animation rendering, users frequently encounter scenes where only a small portion is…
In this paper, by designing a normalized nonmonotone search strategy with the Barzilai--Borwein-type step-size, a novel local minimax method (LMM), which is a globally convergent iterative method, is proposed and analyzed to find multiple…
We introduce a two-parameter version of the two-step scale-splitting iteration method, called TTSCSP, for solving a broad class of complex symmetric system of linear equations. We present some conditions for the convergence of the method.…
By a numerical continuation method called a diagonal homotopy we can compute the intersection of two positive dimensional solution sets of polynomial systems. This paper proposes to use this diagonal homotopy as the key step in a procedure…
Improving road safety is hugely important with the number of deaths on the world's roads remaining unacceptably high; an estimated 1.35 million people die each year (WHO, 2020). Current practice for treating collision hotspots is almost…
Studying 2 degree-of-freedom (DOF) Hamiltonian dynamical systems often involves the computation of stable & unstable manifolds of periodic orbits, due to the homoclinic & heteroclinic connections they can generate. Such study is generally…
The paper provides a novel framework to study the accuracy and stability of numerical integration schemes when employed for the time domain simulation of power systems. A matrix pencil-based approach is adopted to evaluate the error between…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
In this paper we present a general approach to rigorously validate Hopf bifurcations as well as saddle-node bifurcations of periodic orbits in systems of ODEs. By a combination of analytic estimates and computer-assisted calculations, we…
Deforming the domain of integration after complexification of the field variables is an intriguing idea to tackle the sign problem. In thimble regularization the domain of integration is deformed into an union of manifolds called Lefschetz…
Novel multi-step predictor-corrector numerical schemes have been derived for approximating decoupled forward-backward stochastic differential equations (FBSDEs). The stability and high order rate of convergence of the schemes are rigorously…
We combine single- and two-photon interference procedures for characterizing any multi-port linear optical interferometer accurately and precisely. Accuracy is achieved by estimating and correcting systematic errors that arise due to…
In this paper, we develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then,…
Autonomous driving at intersections is one of the most complicated and accident-prone traffic scenarios, especially with mixed traffic participants such as vehicles, bicycles and pedestrians. The driving policy should make safe decisions to…
We revisit the path-integral approach to the wave function of the Universe by utilizing Lefschetz thimble analyses and resurgence theory. The traditional Euclidean path-integral of gravity has the notorious ambiguity of the direction of…
This is a continuation of our previous work entitled \enquote{Alternating Proximity Mapping Method for Convex-Concave Saddle-Point Problems}, in which we proposed the alternating proximal mapping method and showed convergence results on the…
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…
Nonlinear dynamic models are widely used for characterizing functional forms of processes that govern complex biological pathway systems. Over the past decade, validation and further development of these models became possible due to data…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…