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This paper focuses on stability estimates of the inverse random source problems for the polyharmonic, electromagnetic, and elastic wave equations. The source is represented as a microlocally isotropic Gaussian random field, which is defined…
A novel semi-Lagrangian method is introduced to solve numerically the Euler equation for ideal incompressible flow in arbitrary space dimension. It exploits the time-analyticity of fluid particle trajectories and requires, in principle,…
Context. The anelastic approximation is often adopted in numerical calculation with low Mach number, such as stellar internal convection. This approximation requires frequent global communication, because of an elliptic partial differential…
In the present thesis, we are interested in the description of the dynamics of flows on large scales. In this context, the fluids are governed by rotational, weak compressibility and stratification effects, whose importance is measured by…
The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…
We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…
Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these…
This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
This paper studies the numerical solution of traveling singular sources problems. In such problems, a big challenge is the sources move with different speeds, which are described by some ordinary differential equations. A…
Kinetic descriptions of runaway electrons (RE) are usually based on Fokker-Planck models that determine the probability distribution function (PDF) of RE in 2-dimensional momentum space. Despite of the simplification involved, the…
We consider the Cauchy problem for incompressible viscoelastic fluids in the whole space $\mathbb{R}^d$ ($d=2,3$). By introducing a new decomposition via Helmholtz's projections, we first provide an alternative proof on the existence of…
The Keller-Segel-Navier-Stokes system governs chemotaxis in liquid environments. This system is to be solved for the organism and chemoattractant densities and for the fluid velocity and pressure. It is known that if the total initial cell…
Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models…
By establishing a sharp Strichartz estimate for the velocity and density, we prove the local well-posedness of solutions for the Cauchy problem of two-dimensional compressible Euler equations, where the initial velocity, density, and…
The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several…
We study Euler-type discrete-time schemes for the rough Heston model, which can be described by a stochastic Volterra equation (with non-Lipschtiz coefficient functions), or by an equivalent integrated variance formulation. Using weak…
We study the piston problem of the compressible fluid flow with the generalized Chaplygin gas. Depending on the inferential critical value of Mach number, we prove that, there exists an integral weak solution for the proceeding piston…
We prove the incompressible limit of non-isentropic inviscid elastodynamic equations with general initial data in 3D half-space. The deformation tensor is assumed to satisfy the neo-Hookean linear elasticity and degenerates in the normal…