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The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…

Numerical Analysis · Mathematics 2015-12-04 Herbert Egger , Matthias Schlottbom

Prior work on computable defect-based local error estimators for (linear) time-reversible integrators is extended to nonlinear and nonautonomous evolution equations. We prove that the asymptotic results from the linear case [W. Auzinger and…

Numerical Analysis · Mathematics 2019-01-03 Winfried Auzinger , Harald Hofstätter , Othmar Koch

We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…

Numerical Analysis · Mathematics 2016-04-18 Janine C. Mergel , Roger A. Sauer , Sina Ober-Blöbaum

In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…

Dynamical Systems · Mathematics 2021-09-15 Ying-Cheng Lai

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…

Mathematical Physics · Physics 2018-12-31 Vladimir Gordin , Evgenii Tsymbalov

In this paper we show that chordal structure can be used to devise efficient optimization methods for robust model predictive control problems. The chordal structure is used both for computing search directions efficiently as well as for…

Optimization and Control · Mathematics 2018-03-21 Anders Hansson , Sina Khoshfetrat Pakazad

This paper deals with the problem of simulating dense dispersed systems composed by large numbers of particles undergoing ballistic aggregation. The most classical approaches for dealing with such problems are represented by the so-called…

Computational Physics · Physics 2024-09-25 Pierre Degond , Giacomo Dimarco , Marina Ferreira , Sophie Hecht

This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…

Numerical Analysis · Mathematics 2018-04-10 Aytekin Çıbık , Medine Demir , Songul Kaya

Model reduction of high-dimensional dynamical systems alleviates computational burdens faced in various tasks from design optimization to model predictive control. One popular model reduction approach is based on projecting the governing…

Dynamical Systems · Mathematics 2018-08-24 Francisco J. Gonzalez , Maciej Balajewicz

Computer modelling for evolutionary systems consists in: 1) to store in the memory the individual features of each member of a large population; and 2) to update the whole system repeatedly, as time goes by, according to some prescribed…

Statistical Mechanics · Physics 2007-05-23 Paulo Murilo Castro de Oliveira

We report a novel approach for the efficient computation of solutions of a broad class of large-scale systems of non-linear ordinary differential equations, describing aggregation kinetics. The method is based on a new take on the…

Numerical Analysis · Mathematics 2023-12-14 Dmitrii Lukashevich , Ivan Tyukin , Nikolay Brilliantov

In this article, we present an extension of the formulation recently developed by the authors (A Framework for Data-Driven Computational Mechanics Based on Nonlinear Optimization, arXiv:1910.12736 [math.NA]) to the structural dynamics…

Numerical Analysis · Mathematics 2019-12-25 Cristian Guillermo Gebhardt , Marc Christian Steinbach , Dominik Schillinger , Raimund Rolfes

Real-world data often exhibits sequential dependence, across diverse domains such as human behavior, medicine, finance, and climate modeling. Probabilistic methods capture the inherent uncertainty associated with prediction in these…

Machine Learning · Statistics 2024-03-08 Alex Boyd

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods…

Computational Physics · Physics 2008-02-03 Hans E. Plesser , Dietmar Wendt

The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…

Systems and Control · Computer Science 2016-07-12 Omar Zakary , Mostafa Rachik

Nonconservative evolution problems describe irreversible processes and dissipative effects in a broad variety of phenomena. Such problems are often characterised by a conservative part, which can be modelled as a Hamiltonian term, and a…

Numerical Analysis · Mathematics 2025-05-12 Damiano Lombardi , Cecilia Pagliantini

We provide two methods for computation of continuum backstepping kernels that arise in control of continua (ensembles) of linear hyperbolic PDEs and which can approximate backstepping kernels arising in control of a large-scale, PDE system…

Optimization and Control · Mathematics 2024-12-06 Jukka-Pekka Humaloja , Nikolaos Bekiaris-Liberis

Computing many eigenpairs of the Schr{\"o}dinger operator presents a computational bottleneck in large-scale quantum simulations due to the global communication overhead of explicit orthogonalization. To address this issue, we propose a…

Numerical Analysis · Mathematics 2026-05-26 Shengyue Wang , Aihui Zhou