Related papers: Stochastic Dynamics of Discrete Curves and Exclusi…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
Using a Cauchy integral formulation of the boundary integral equations, we simulate the erosion a porous medium comprised of up to 100 solid bodies embedded in a Stokes flow. The grains of the medium are resolved individually and erode…
We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…
We examine the wavefunctions and their scalar products of a one-parameter family of integrable five vertex models. At a special point of the parameter, the model investigated is related to an irreversible interacting stochastic particle…
We develop a rigorous theory for a structure-preserving discretisation of the incompressible Euler and Navier--Stokes equations, based on discrete exterior calculus on prismatic Delaunay--Voronoi meshes over closed Riemannian manifolds. The…
A class of parabolic-parabolic Keller-Segel systems with degenerate diffusion and volume filling is studied in a bounded domain subject to no-flux boundary conditions. The equations are derived from a multiphase fluid model. The interplay…
In this paper, we give the moderate deviation principle from the hydrodynamic limit of the simple exclusion process on $1$-dimensional torus starting from a nonequilibrium state, which extends the result given in Gao and Quastel (2003)…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
We examine a steepest energy descent flow with obstacle constraint in higher order energy frameworks where the maximum principle is not available. We construct the flow under general assumptions using De Giorgi's minimizing movement scheme.…
We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…
The TASEP (totally asymmetric simple exclusion process) is a basic model for an one-dimensional interacting particle system with non-reversible dynamics. Despite the simplicity of the model it shows a very rich and interesting behaviour. In…
We investigate the steady self-propelled motion of a rigid body immersed in a three-dimensional incompressible viscous fluid governed by the Navier-Stokes equations. The analysis is performed in a body-fixed reference frame, so that the…
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…
We consider a second-order nonlinear wave equation with a linear convolution term. When the convolution operator is taken as the identity operator, our equation reduces to the classical elasticity equation which can be written as a…
Through a discussion of some typical unsteady hydrodynamic flows, we argue that the time averaged hydrodynamic functions at each point give a rather sparse filling of the local jet space. This situation then suggests a set of time dependent…
We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…
Results of investigation of the asymptotic behavior of solutions to the Cauchy problems for a quasi-linear parabolic equation with a small parameter at a higher derivative near singular points of limit solutions are presented. Interest to…
We consider an input-to-response (ItR) system characterized by (1) parameterized input with a known probability distribution and (2) stochastic ItR function with heteroscedastic randomness. Our purpose is to efficiently quantify the extreme…
We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…
We study a non-local hydrodynamic system with control. First we characterize the control dynamics as a sub-optimal approximation to the optimal control problem constrained to the evolution of the pressureless Euler alignment system. We then…