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In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…

数值分析 · 数学 2020-08-24 Junlong Lyu , Zhongjian Wang , Jack Xin , Zhiwen Zhang

A class of variational schemes for the hydrodynamic-electrodynamic model of lossless free-electron gas in a quasineutral background is developed for high-quality simulations of surface plasmon polaritons. The Lagrangian density of lossless…

计算物理 · 物理学 2019-02-27 Qiang Chen , Lifei Geng , Xiang Chen , Xiaojun Hao , Chuanchuan Wang , Xiaoyang Wang

In this paper, we develop a generalized hybrid method for both two-dimensional (2-D) and three-dimensional (3-D) surfactant dynamics. While the Navier-Stokes equations are solved by the Eulerian method, the surfactant transport is tracked…

计算物理 · 物理学 2024-03-14 Yu Fan , Shuoguo Zhang , Xiangyu Hu , Nikolaus A. Adams

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

机器学习 · 统计学 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

To study the resolution required for simulating gravitational fragmentation with newly developed Lagrangian hydrodynamic schemes, Meshless Finite Volume method (MFV) and Meshless Finite Mass method (MFM), we have performed a number of…

天体物理仪器与方法 · 物理学 2021-04-28 Yasuyoshi Yamamoto , Takashi Okamoto , Takayuki R. Saitoh

Recently, we developed a pair of meshless finite-volume Lagrangian methods for hydrodynamics: the 'meshless finite mass' (MFM) and 'meshless finite volume' (MFV) methods. These capture advantages of both smoothed-particle hydrodynamics…

天体物理仪器与方法 · 物理学 2015-12-15 Philip F. Hopkins , Matthias J. Raives

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

最优化与控制 · 数学 2025-12-16 Maoran Wang , Xingju Cai , Yongxin Chen

In this work, we consider the construction of efficient surrogates for the stochastic version of the Landau-Lifshitz-Gilbert (LLG) equation using model order reduction techniques, in particular, the Reduced Basis (RB) method. The Stochastic…

数值分析 · 数学 2025-10-01 Andrea Scaglioni , Michael Feischl , Fernando Henríquez

The incompressible magnetohydrodynamic (MHD) equations are fundamental in many scientific and engineering applications. However, their strong nonlinearity and dual divergence-free constraints make them highly challenging for conventional…

流体动力学 · 物理学 2026-03-03 Yunlong Li , Fei Wang , Lingxiao Li

The Eulerian-Lagrangian approach based on Large-Eddy Simulation (LES) is one of the most promising and viable numerical tools to study turbulent dispersed flows when the computational cost of Direct Numerical Simulation (DNS) becomes too…

流体动力学 · 物理学 2017-06-02 Alessio Innocenti , Cristian Marchioli , Sergio Chibbaro

In this paper, we study the convergence analysis for a robust stochastic structure-preserving Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic flows, which are modeled by stochastic differential…

数值分析 · 数学 2021-06-03 Zhongjian Wang , Jack Xin , Zhiwen Zhang

In this paper, we present a new class of conservative semi-Lagrangian schemes for kinetic equations. They are based on the conservative reconstruction technique introduced in [S. Y. Cho, et al., Conservative semi-Lagrangian schemes for…

数值分析 · 数学 2021-04-07 Seung Yeon Cho , Sebastiano Boscarino , Giovanni Russo , Seok-Bae Yun

Stochastic gradient method (SGM) has been popularly applied to solve optimization problems with objective that is stochastic or an average of many functions. Most existing works on SGMs assume that the underlying problem is unconstrained or…

最优化与控制 · 数学 2019-06-19 Yangyang Xu

Distributionally robust optimization (DRO) is a powerful technique to train robust models against data distribution shift. This paper aims to solve regularized nonconvex DRO problems, where the uncertainty set is modeled by a so-called…

最优化与控制 · 数学 2025-06-30 Yufeng Yang , Yi Zhou , Zhaosong Lu

In this work, we study and extend a class of semi-Lagrangian exponential methods, which combine exponential time integration techniques, suitable for integrating stiff linear terms, with a semi-Lagrangian treatment of nonlinear advection…

Semi-Lagrangian (SL) schemes are highly efficient for simulating transport equations and are widely used across various applications. Despite their success, designing genuinely multi-dimensional and conservative SL schemes remains a…

数值分析 · 数学 2024-05-06 Yongsheng Chen , Wei Guo , Xinghui Zhong

This study proposes and analyses a novel higher-order, structure preserving discretization method for inviscid barotropic flows from a Lagrangian perspective. The method is built on a multisymplectic variational principle discretized over a…

数值分析 · 数学 2025-12-10 Mukthesh Mahadev , Marc Gerritsma

This paper focuses on the numerical approximation of the linearized shallow water equations using hybridizable discontinuous Galerkin (HDG) methods, leveraging the Hamiltonian structure of the evolution system. First, we propose an…

数值分析 · 数学 2025-07-04 C. Núñez , M. A. Sánchez

We develop several efficient numerical schemes which preserve exactly the global constraints for constrained gradient flows. Our schemes are based on the SAV approach combined with the Lagrangian multiplier approach. They are as efficient…

数值分析 · 数学 2019-12-17 Qing Cheng , Jie Shen

Magneto-hydrodynamics is one of the foremost models in plasma physics with applications in inertial confinement fusion, astrophysics and elsewhere. Advanced numerical methods are needed to get an insight into the complex physical phenomena.…

计算物理 · 物理学 2022-03-29 Jan Nikl , Milan Kuchařík , Stefan Weber