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In this paper, we introduce a new family of spatially co-located field solvers for particle-in-cell applications which evolve the potential formulation of Maxwell's equations under the Lorenz gauge. Our recent work introduced the concept of…
In this paper, we introduce an iterative process which converges strongly to a common element of sets of solutions of finite family of generalized equilibrium problems, sets of fixed points of finite family of continuous relatively…
In this work we introduce the discrete-space broken line process (with discrete and continues parameter values) and derive some of its properties. We explore polygonal Markov fields techniques developed by Arak-Surgailis. The discrete…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
Finite time coherent sets [8] have recently been defined by a measure based objective function describing the degree that sets hold together, along with a Frobenius-Perron transfer operator method to produce optimally coherent sets. Here we…
We give a 3/2-approximation algorithm for stable matchings that runs in $O(m)$ time. The previously best known algorithm by McDermid has the same approximation ratio but runs in $O(n^{3/2}m)$ time, where $n$ denotes the number of people and…
The present work provides a comprehensive study of symmetric-conjugate operator splitting methods in the context of linear parabolic problems and demonstrates their additional benefits compared to symmetric splitting methods. Relevant…
Statistical static timing analysis deals with the increasing variations in manufacturing processes to reduce the pessimism in the worst case timing analysis. Because of the correlation between delays of circuit components, timing model…
Model order reduction involves constructing a reduced-order approximation of a high-order model while retaining its essential characteristics. This reduced-order model serves as a substitute for the original one in various applications such…
Cell size control and homeostasis is a major topic in cell biology yet to be fully understood. Several growth laws like the timer, adder, and sizer were proposed, and mathematical approaches that model cell growth and division were…
Time reversal of acoustic waves can be achieved efficiently by the persistent control of excitations in a finite region of the system. The procedure, called Time Reversal Mirror, is stable against the inhomogeneities of the medium and it…
We consider the continuous-time version of the random digital search tree, and construct a coupling with a border aggregation model as studied in Thacker and Volkov (2018), showing a relation between the height of the tree and the time…
We propose a novel coupling inequality of the min-max type for two random matrices with finite absolute third moments, which generalizes the quantitative versions of the well-known inequalities by Gordon. Previous results have calculated…
In this paper, a purely measurement-based method is proposed to estimate the dynamic system state matrix by applying the regression theorem of the multivariate Ornstein-Uhlenbeck process. The proposed method employs a recursive algorithm to…
In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…
Iterative methods play an important role in science and engineering applications, with uses ranging from linear system solvers in finite element methods to optimization solvers in model predictive control. Recently, a new computational…
Improvements in data acquisition and processing techniques have lead to an almost continuous flow of information for financial data. High resolution tick data are available and can be quite conveniently described by a continuous time…
The paper proposes and analyzes an efficient second-order in time numerical approximation for the Allen-Cahn equation, which is a second order nonlinear equation arising from the phase separation model. We firstly present a fully discrete…
We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations,…
This paper presents a new algorithm for the parallel in time (PiT) numerical simulation of time dependent partial/ordinary differential equations. We propose a reliable alternative to the well know parareal in time algorithm, by formulating…