相关论文: Back and Forth Error Compensation and Correction M…

We study a second order BDF (Backward Differentiation Formula) scheme for the numerical approximation of parabolic HJB (Hamilton-Jacobi-Bellman) equations. The scheme under consideration is implicit, non-monotone, and second order accurate…

Central-upwind (CU) schemes are Riemann-problem-solver-free finite-volume methods widely applied to a variety of hyperbolic systems of PDEs. Exact solutions of these systems typically satisfy certain bounds, and it is highly desirable or…

The ground truth for cascading failure in power system can only be obtained through a detailed dynamic model involving nonlinear differential and algebraic equations whose solution process is computationally expensive. This has prohibited…

Quasi-linear hyperbolic systems with source terms introduce significant computational challenges due to the presence of a stiff source term. To address this, a finite volume Nessyahu-Tadmor (NT) central numerical scheme is explored and…

We introduce a new class of finite differences schemes to approximate one dimensional dissipative semilinear hyperbolic systems with a BGK structure. Using precise analytical time-decay estimates of the local truncation error, it is…

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

In this work, we propose staggered FDTD schemes based on the correction function method (CFM) to discretize Maxwell's equations with embedded perfect electric conductor (PEC) boundary conditions. The CFM uses a minimization procedure to…

The use of the Bayesian tools in system identification and model updating paradigms has been increased in the last ten years. Usually, the Bayesian techniques can be implemented to incorporate the uncertainties associated with measurements…

An exchange-correction to the Fixed Diagonal Matrices (FDM) method is introduced to improve accuracy when employing a single reference wavefunction. Also, the performance of the Becke-Roussel exchange-hole for approximating the pair density…

This work presents a novel family of well-balanced numerical schemes for hyperbolic systems of balance laws based on the kinetic relaxation approach. The method begins by transforming the original non-linear system into a linearized kinetic…

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…

Hyperbolic systems under nonconservative form arise in numerous applications modeling physical processes, for example from the relaxation of more general equations (e.g. with dissipative terms). This paper reviews an existing class of…

We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…

Finite element exterior calculus (FEEC) has been developed as a systematical framework for constructing and analyzing stable and accurate numerical method for partial differential equations by employing differential complexes. This paper is…

Forward-backward stochastic differential equations (FBSDEs) have been generalized by introducing jumps for better capturing random phenomena, while the resulting FBSDEs are far more intricate than the standard one from every perspective. In…

We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…

This paper is concerned with the fault diagnosis problem for general linear heterodirectional hyperbolic ODE-PDE systems. A systematic solution is presented for additive time-varying actuator, process and sensor faults in the presence of…

This paper is devoted to the analysis of periodic solutions of nonlinear control-affine systems with bang-bang controls. Such problems naturally arise in periodic optimal control with constrained inputs, which have, in particular, important…

Lattice Boltzmann Methods (LBM) stand out for their simplicity and computational efficiency while offering the possibility of simulating complex phenomena. While they are optimal for Cartesian meshes, adapted meshes have traditionally been…