相关论文: Lamperti Semi-Discrete method
In this work, we present a semi-discrete scheme to approximate solutions to the scalar LWR traffic model with spatially discontinuous flux, described by the equation $u_t + (k(x)u(1-u))_x = 0$. This approach is based on the…
We consider elliptic problems with complicated, discontinuous diffusion tensor $A_{\scriptscriptstyle 0} $. One of the standard approaches to numerically treat such problems is to simplify the coefficient by some approximation, say…
Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…
This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
A proof of convergence is given for bulk--surface finite element semi-discretisation of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The semi-discretisation is studied in the weak…
We discretize the Vlasov-Poisson system using conservative semi-Lagrangian (CSL) discontinuous Galerkin (DG) schemes that are asymptotic preserving (AP) in the quasi-neutral limit. The proposed method (CSLDG) relies on two key ingredients:…
Latent variable models are widely used to account for unobserved determinants of economic behavior. This paper introduces a quasi-Bayes approach to nonparametrically estimate a large class of latent variable models. As an application, we…
We establish a comprehensive sample path large deviation principle (LDP) for log-processes associated with multivariate time-inhomogeneous stochastic volatility models. Examples of models for which the new LDP holds include Gaussian models,…
In the present paper, integrable semi-discrete and fully discrete analogues of a coupled short pulse (CSP) equation are constructed. The key of the construction is the bilinear forms and determinant structure of solutions of the CSP…
Several approximate inference methods have been proposed for deep discrete latent variable models. However, non-parametric methods which have previously been successfully employed for classical sparse coding models have largely been…
This paper contributes to the recent investigations of Lagrangian methods based on Voronoi meshes. The aim is to design a new conservative numerical scheme that can simulate complex flows and multi-phase problems with more accuracy than SPH…
We introduce an innovative numerical technique based on convex optimization to solve a range of infinite dimensional variational problems arising from the application of the background method to fluid flows. In contrast to most existing…
Studying time-dependent behavior in lasers is analytically difficult due to the saturating non-linearity inherent in the Maxwell-Bloch equations and numerically demanding because of the computational resources needed to discretize both time…
In this paper, we use Fourier analysis to study the superconvergence of the semi-discrete discontinuous Galerkin method for scalar linear advection equations in one spatial dimension. The error bounds and asymptotic errors are derived for…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
Estimation of nonlinear dynamic models from data poses many challenges, including model instability and non-convexity of long-term simulation fidelity. Recently Lagrangian relaxation has been proposed as a method to approximate simulation…
This paper proposes a multi-stage projection-based Lasso procedure for the semiparametric sample selection model in high-dimensional settings under a weak nonparametric restriction on the selection correction. In particular, the number of…
In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…