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Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure,…
A global solution of the Schr\"odinger equation, obtained recently within the wave operator formalism for explicitly time-dependent Hamiltonians [J. Phys. A: Math. Theor. 48, 225205 (2015)], is generalized to take into account the case of…
The construction of stochastic solutions is a powerful method to obtain localized solutions in configuration or Fourier space and for parallel computation with domain decomposition. Here a stochastic solution is obtained for the…
We describe a Godunov-type magnetohydrodynamic (MHD) code based on the Miyoshi and Kusano (2005) solver which can be used to solve various astrophysical hydrodynamic and MHD problems. The energy equation is in the form of entropy…
In this paper we study the problem of divergence-free numerical MHD and show that the work done so far still has four key unresolved issues. We resolve those issues in this paper. The problem of reconstructing MHD flow variables with…
We first prove stochastic representation formulae for space-time harmonic mappings defined on manifolds with evolving Riemannian metric. We then apply these formulae to derive Liouville type theorems under appropriate curvature conditions.…
We propose a hierarchical splitting approach to differential equations that provides a design principle for constructing splitting methods for $N$-split systems by iteratively applying splitting methods for two-split systems. We analyze the…
We develop a new relativistic radiation hydrodynamics code based on the Monte-Carlo algorithm. In this code, we implement a new scheme to achieve the second-order accuracy in time in the limit of a large packet number for solving the…
Mathematical modeling at the level of the full cardiovascular system requires the numerical approximation of solutions to a one-dimensional nonlinear hyperbolic system describing flow in a single vessel. This model is often simulated by…
We have developed an algorithm coupling mesoscopic simulations on different levels in a hierarchy of Cartesian meshes. Based on the multiscale nature of the chemical reactions, some molecules in the system will live on a fine-grained mesh,…
Our contribution concerns with the numerical solution of the 3D general relativistic hydrodynamical system of equations within the framework of the 3+1 formalism. We summarize the theoretical ingredients which are necessary in order to…
Direct methods to obtain global stability modes are restricted by the daunting sizes and complexity of Jacobians encountered in general three-dimensional flows. Jacobian-free iterative approaches such as Arnoldi methods have greatly…
In this paper we consider the numerical solutions for a class of jump diffusions with Markovian switching. After briefly reviewing necessary notions, a new jump-adapted efficient algorithm based on the Euler scheme is constructed for…
This article presents a formulation that extends the variational multiscale modelling for compressible large-eddy simulation to a vast family of compact nodal numerical methods represented by the high-order flux reconstruction scheme. The…
Astrophysical relativistic flow problems require high resolution three-dimensional numerical simulations. In this paper, we describe a new parallel three-dimensional code for simulations of special relativistic hydrodynamics (SRHD) using…
In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with…
A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…
We consider tensors in the Hierarchical Tucker format and suppose the tensor data to be distributed among several compute nodes. We assume the compute nodes to be in a one-to-one correspondence with the nodes of the Hierarchical Tucker…
Hierarchical categorical variables often exhibit many levels (high granularity) and many classes within each level (high dimensionality). This may cause overfitting and estimation issues when including such covariates in a predictive model.…
We explore the application of Monte Carlo transport methods to solving coupled radiation-hydrodynamics problems. We use a time-dependent, frequency-dependent, 3-dimensional radiation transport code, that is special relativistic and includes…