Related papers: Holistically discretise the Swift-Hohenberg equati…
The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to…
Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate,…
I previously used Burgers' equation to introduce a new method of numerical discretisation of \pde{}s. The analysis is based upon centre manifold theory so we are assured that the discretisation accurately models all the processes and their…
We show that the discrete operator stemming from the time and space discretization of evolutionary partial differential equations can be represented in terms of a single Sylvester matrix equation. A novel solution strategy that combines…
I analyse a generalised Burger's equation to develop an accurate finite difference approximation to its dynamics. The analysis is based upon centre manifold theory so we are assured that the finite difference model accurately models the…
Constructing discrete models of stochastic partial differential equations is very delicate. Stochastic centre manifold theory provides novel support for coarse grained, macroscale, spatial discretisations of nonlinear stochastic partial…
Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…
I argue that ``good'' mathematical models of spatio-temporal dynamics in two-dimensions require non-local operators in the nonlinear terms. Consequently, the often used Swift-Hohenberg equation requires modification as it is purely local.…
The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into two key aspects: first, it rigorously examines the regularity…
In computational physics it is standard to approximate continuum systems with discretised representations. Here we consider a specific discretisation of the continuum complex Hilbert space of quantum mechanics - a discretisation where…
A broad class of nonlinear acoustic wave models possess a Hamiltonian structure in their dissipation-free limit and a gradient flow structure for their dissipative dynamics. This structure may be exploited to design numerical methods which…
Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…
Hybrid stochastic differential equations are a useful tool to model continuously varying stochastic systems which are modulated by a random environment that may depend on the system state itself. In this paper, we establish the pathwise…
The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…
I prove that a centre manifold approach to creating finite difference models will consistently model linear dynamics as the grid spacing becomes small. Using such tools of dynamical systems theory gives new assurances about the quality of…
This survey addresses sampling discretization and its connections with other areas of mathematics. The survey concentrates on sampling discretization of norms of elements of finite-dimensional subspaces. We present here known results on…
This article reports on the confluence of two streams of research, one emanating from the fields of numerical analysis and scientific computation, the other from topology and geometry. In it we consider the numerical discretization of…
Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…
The Swift-Hohenberg equation (SHE) is a partial differential equation that explains how patterns emerge from a spatially homogeneous state. It has been widely used in the theory of pattern formation. Following a recent study by Bramburger…
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…