相关论文: Improving the initial guess for the Newton-Raphson…

This paper considers the generalized continuation Newton method and thetrust-region updating strategy for the underdetermined system of nonlinear equations. Moreover, in order to improve its computational efficiency, the new method will not…

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Fractional calculus has been proved to be very effective in representing the visco-elastic relaxation response of materials with memory such as polymers. Moreover, in modelling the temperature dependency of the material functions in…

We study the time-dependent Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion, and…

Particle discretizations of partial differential equations are advantageous for high-dimensional kinetic models in phase space due to their better scalability than continuum approaches with respect to dimension. Complex processes…

The field of general-purpose robotics has recently embraced powerful probabilistic diffusion-based models to learn the complex embodiment behaviours. However, existing models often come with significant trade-offs, namely high computational…

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…

The general scheme for the treatment of relaxation processes and temporal autocorrelations of dynamical variables for many particle systems is presented in framework of the recurrence relations approach. The time autocorrelation functions…

We introduce the probabilistic sequential matrix factorization (PSMF) method for factorizing time-varying and non-stationary datasets consisting of high-dimensional time-series. In particular, we consider nonlinear Gaussian state-space…

Wrinkling is the phenomenon of out-of-plane deformation patterns in thin walled structures, as a result of a local compressive (internal) loads in combination with a large membrane stiffness and a small but non-zero bending stiffness.…

We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…

We model time-varying network data as realizations from multivariate Gaussian distributions with precision matrices that change over time. To facilitate parameter estimation, we require not only that each precision matrix at any given time…

We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…

Within this paper, we introduce partially and fully decoupled time stepping schemes for linear thermo-poroelasticity. This means that the mechanics, heat, and flow equations can be solved sequentially. We provide sufficient conditions on…

Linear response calculations based on the time-dependent density-functional theory are presented. Especially, we report results of the finite amplitude method which we have recently proposed as an alternative and feasible approach to the…

This paper presents a unifying theory of Linear second order systems that allows time-varying and time invariant systems to be treated in the same way for the first time. In the process, a transformation is given that diagonalizes an…

We present a variational principle governing the quasistatic evolution of a linearized elastoplastic material. In case of linear hardening, the novel characterization allows to recover and partly extend some known results and proves itself…

Previous papers have shown the impact of partial convergence of discretized PDE on the accuracy of tangent and adjoint linearizations. A series of papers suggested linearization of the fixed point iteration used in the solution process as a…

We propose and explore a new, general-purpose method for the implicit time integration of elastica. Key to our approach is the use of a mixed variational principle. In turn its finite element discretization leads to an efficient alternating…

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…