Related papers: Splitting AVF method for generalized Langevin equa…
We present a new, stable, mixed finite element (FE) method for linear elastostatics of nearly incompressible solids. The method is the automatic variationally stable FE (AVS-FE) method of Calo, Romkes and Valseth, in which we consider a…
We study constrained nonconvex optimization problems in machine learning, signal processing, and stochastic control. It is well-known that these problems can be rewritten to a minimax problem in a Lagrangian form. However, due to the lack…
By incorporating a new matrix splitting and the momentum acceleration into the relaxed-based matrix splitting (RMS) method \cite{soso2023}, a generalization of the RMS (GRMS) iterative method for solving the generalized absolute value…
We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…
A generalization of the Newton-based matrix splitting iteration method (GNMS) for solving the generalized absolute value equations (GAVEs) is proposed. Under mild conditions, the GNMS method converges to the unique solution of the GAVEs.…
We study the long time behavior of an underdamped mean-field Langevin (MFL) equation, and provide a general convergence as well as an exponential convergence rate result under different conditions. The results on the MFL equation can be…
As is known that wave equations have physically very important properties which should be respected by numerical schemes in order to predict correctly the solution over a long time period. In this paper, the long-time behaviour of momentum…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
Generalized Langevin Equation (GLE) thermostats have been used very effectively as a tool to manipulate and optimize the sampling of thermodynamic ensembles and the associated static properties. Here we show that a similar, exquisite level…
This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRF) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods,…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
In this paper, we present a thorough von Neumann stability analysis of explicit and implicit Arbitrary-Lagrangian-Eulerian (ALE) ADER discontinuous Galerkin (DG) methods on classical and degenerate spacetime geometries for hyperbolic…
Segmentation is a fundamental task for extracting semantically meaningful regions from an image. The goal of segmentation algorithms is to accurately assign object labels to each image location. However, image-noise, shortcomings of…
In this paper, we propose a Generalized Langevin Equation (GLE)-based model to describe the lateral diffusion of a protein in a lipid bilayer. The memory kernel is represented in terms of a viscous (instantaneous) and an elastic (non…
We introduce an unconditionally stable finite element (FE) method, the automatic variationally stable FE (AVS-FE) method for the numerical analysis of the Korteweg-de Vries (KdV) equation. The AVS-FE method is a Petrov-Galerkin method which…
We study homogenization for a class of generalized Langevin equations (GLEs) with state-dependent coefficients and exhibiting multiple time scales. In addition to the small mass limit, we focus on homogenization limits, which involve taking…
The generalized Jeffreys-type law is formulated as a multi-term time-fractional Jeffreys-type equation, whose dynamics exhibit rich scaling crossover phenomena entailing different diffusion mechanisms. In this work, we provide a novel…
We introduce a new framework of numerical multiscale methods for advection-dominated problems motivated by climate sciences. Current numerical multiscale methods (MsFEM) work well on stationary elliptic problems but have difficulties when…
We propose a hybrid spatial discretization for the radiative transport equation that combines a second-order discontinuous Galerkin (DG) method and a second-order finite volume (FV) method. The strategy relies on a simple operator splitting…
We propose a computational method (with acronym ALDI) for sampling from a given target distribution based on first-order (overdamped) Langevin dynamics which satisfies the property of affine invariance. The central idea of ALDI is to run an…