相关论文: Hierarchical cascade model leading to 7-th order i…
We introduce a new numerical method to approximate the solutions of a class of stationary Hamilton-Jacobi (HJ) partial differential equations arising from minimum time optimal control problems. We rely on nested grid approximations, and…
In this study, we address causal inference when only observational data and a valid causal ordering from the causal graph are available. We introduce a set of flow models that can recover component-wise, invertible transformation of…
Multiscale is a hallmark feature of complex nonlinear systems. While the simulation using the classical numerical methods is restricted by the local \textit{Taylor} series constraints, the multiscale techniques are often limited by finding…
This paper addresses a common problem with hierarchical time series. Time series analysis demands the series for a model to be the sum of multiple series at corresponding sub-levels. Hierarchical Time Series presents a two-fold problem.…
The selective frequency damping method was applied to a bent flow. The method was used in an adaptive formulation. The most dangerous frequency was determined by solving an eigenvalue problem. It was found that one of the patterns,…
We consider truncated SVD (or spectral cut-off, projection) estimators for a prototypical statistical inverse problem in dimension $D$. Since calculating the singular value decomposition (SVD) only for the largest singular values is much…
In this chapter we are examining several iterative methods for solving nonlinear eigenvalue problems. These arise in variational image-processing, graph partition and classification, nonlinear physics and more. The canonical eigenproblem we…
Stokes flow equations have been implemented successfully in practice for simulating problems with moving interfaces. Though computational methods produce accurate solutions and numerical convergence can be demonstrated using a resolution…
We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time…
This paper presents three main contributions to the field of multi-step system identification. First, drawing inspiration from Neural Network (NN) training, it introduces a tool for solving identification problems by leveraging first-order…
This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…
Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…
The behavior of energy minimizers at the boundary of the domain is of great importance in the Van de Waals-Cahn-Hilliard theory for fluid-fluid phase transitions, since it describes the effect of the container walls on the configuration of…
We compare some first order well-balanced numerical schemes for shallow water system with special interest in applications where there are abrupt variations of the topography. We show that the space step required to obtain a prescribed…
For dynamical systems that switch between different modes of operation, parameter variation can cause periodic solutions to lose or acquire new switching events. When this causes the eigenvalues (stability multipliers) associated with the…
Fractional stochastic volatility models have been widely used to capture the non-Markovian structure revealed from financial time series of realized volatility. On the other hand, empirical studies have identified scales in stock price…
In this article, we analyze a two-level finite element method for the equations of motion arising in the flow of 2D Oldroyd model with non-smooth initial data. It involves solving the non-linear problem on a coarse grid of mesh-size $H$ and…
We present a new approach to determine numerically the statistical behavior of small-scale structures in hydrodynamic turbulence. Starting from the functional integral representation of the random-force-driven Burgers equation we show that…
We incorporate explicit Nystrom methods into the RKQ algorithm for stepwise global error control in numerical solutions of initial-value problems. The initial-value problem is transformed into an explicitly second-order problem, so as to be…
The aim in the dynamical systems approach to transitional turbulence is to construct a scaffold in phase space for the dynamics using simple invariant sets (exact solutions) and their stable and unstable manifolds. In large (realistic)…