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This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…
Coherent X-ray scattering (CXS) techniques are capable of interrogating dynamics of nano- to mesoscale materials systems at time scales spanning several orders of magnitude. However, obtaining accurate theoretical descriptions of complex…
A mass-conservative high-order unfitted finite element method for convection-diffusion equations in evolving domains is proposed. The space-time method presented in [P. Hansbo, M. G. Larson, S. Zahedi, Comput. Methods Appl. Mech. Engrg. 307…
We prove optimal convergence results of a stochastic particle method for computing the classical solution of a multivariate McKean-Vlasov equation, when the measure variable is in the drift, following the classical approach of [BT97,…
The convolution potential arises in a wide variety of application areas, and its efficient and accurate evaluation encounters three challenges: singularity, nonlocality and anisotropy. We introduce a fast algorithm based on a far-field…
Dynamical mean-field theory (DMFT) is one of the most widely used theoretical methods for electronic structure calculations, providing self-consistent solutions even in low-temperature regimes, which are exact in the limit of infinite…
Many real-world problems are usually computationally costly and the objective functions evolve over time. Data-driven, a.k.a. surrogate-assisted, evolutionary optimization has been recognized as an effective approach for tackling expensive…
Multi-objective evolutionary algorithms (MOEAs) have become essential tools for solving multi-objective optimization problems (MOPs), making their running time analysis crucial for assessing algorithmic efficiency and guiding practical…
We introduce a nested optimization procedure using semi-definite relaxation for the fitting step in Hamiltonian-based cluster dynamical mean-field theory (DMFT) methodologies. We show that the proposed method is more efficient and flexible…
The solution to Maxwell-Bloch systems using an integral-equation-based framework has proven effective at capturing collective features of laser-driven and radiation-coupled quantum dots, such as light localization and modifications of Rabi…
We describe a new, adaptive solver for the two-dimensional Poisson equation in complicated geometries. Using classical potential theory, we represent the solution as the sum of a volume potential and a double layer potential. Rather than…
This paper considers flow problems in multiscale heterogeneous porous media. The multiscale nature of the modeled process significantly complicates numerical simulations due to the need to compute huge and ill-conditioned sparse matrices,…
We introduce MoTIF, a mode-structured tensor framework for multi-parametric approximation, super-resolution, and temporal forecasting of high-dimensional unsteady systems. The methodology leverages High-Order Singular Value Decomposition…
We use a Convolutional Recurrent Neural Network approach to learn morphological evolution driven by surface diffusion. To this aim we first produce a training set using phase field simulations. Intentionally, we insert in such a set only…
Motion estimation is one of the core challenges in computer vision. With traditional dual-frame approaches, occlusions and out-of-view motions are a limiting factor, especially in the context of environmental perception for vehicles due to…
Multitemporal hyperspectral unmixing (MTHU) is a fundamental tool in the analysis of hyperspectral image sequences. It reveals the dynamical evolution of the materials (endmembers) and of their proportions (abundances) in a given scene.…
We present an embedding scheme for periodic systems that facilitates the treatment of the physically important part (here the unit cell) with advanced electronic-structure methods, that are computationally too expensive for periodic…
Evolutionary Multitasking (EMT) paradigm, an emerging research topic in evolutionary computation, has been successfully applied in solving high-dimensional feature selection (FS) problems recently. However, existing EMT-based FS methods…
In this paper, we present a numerical algorithm for the accurate and efficient computation of the convolution of the frequency domain layered media Green's function with a given density function. Instead of compressing the convolution…
We discuss the efficient implementation of a high-performance second-order collocation-type finite-element scheme for solving the compressible Euler equations of gas dynamics on unstructured meshes. The solver is based on the convex…