相关论文: An hybrid deterministic-stochastic iterative proce…

We introduce and analyse a fully discrete approximation for a mathematical model for the solidification and liquidation of materials of negligible specific heat. The model is a two-sided Mullins--Sekerka problem. The discretization uses…

Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms offer inexpensive iterations by sampling a subset of…

In this paper we develop an $hp$-adaptive procedure for the numerical solution of general, semilinear elliptic boundary value problems in 1d, with possible singular perturbations. Our approach combines both a prediction-type adaptive Newton…

This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…

In this paper, we derive a randomized version of the Mirror-Prox method for solving some structured matrix saddle-point problems, such as the maximal eigenvalue minimization problem. Deterministic first-order schemes, such as Nesterov's…

This article deals with a Markov process related to the fundamental solution of a heat equation on the direct product ring Q_S, where Q_S is a finite direct product of p-adic fields. The techniques developed here are different from the well…

In this paper, we establish a H\"older-type quantitative estimate of unique continuation for solutions to the heat equation with Coulomb potentials in either a bounded convex domain or a $C^2$-smooth bounded domain. The approach is based on…

We study cascade coupled systems, for which our prototypical example is a 1-d heat equation coupled with a 1-d wave equation. The heat component is controlled through one boundary and the information is transmitted through another one to…

Respecting the laws of thermodynamics is crucial for ensuring that numerical simulations of dynamical systems deliver physically relevant results. In this paper, we construct a structure-preserving and thermodynamically consistent finite…

In this article we study the two dimensional singularly perturbed heat equation in a circular domain. The aim is to develop a numerical method with a uniform mesh, avoiding mesh refinement at the boundary thanks to the use of a relatively…

Tempered fractional diffusion equations are a crucial class of equations widely applied in many physical fields. In this paper, the Crank-Nicolson method and the tempered weighted and shifts Gr\"unwald formula are firstly applied to…

Boundary element methods for the Helmholtz equation lead to large dense matrices that can only be handled if efficient compression techniques are used. Directional compression techniques can reach good compression rates even for…

We propose and analyze a new method for the unsteady incompressible magnetohydrodynamics equations on convex domains with hybrid approximations of both vector-valued and scalar-valued fields. The proposed method is convection-semirobust,…

In this paper, we propose a discretization for the (nonlinearized) compressible Stokes problem with a linear equation of state $\rho=p$, based on Crouzeix-Raviart elements. The approximation of the momentum balance is obtained by usual…

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

We present a numerical method for computing optimal transition pathways and transition rates in systems of stochastic differential equations (SDEs). In particular, we compute the most probable transition path of stochastic equations by…

We prove sharp pointwise heat kernel estimates for symmetric Markov processes associated with symmetric Dirichlet forms that are local with respect to some coordinates and nonlocal with respect to the remaining coordinates. The main theorem…

In this paper, we consider the Fourier spectral method for numerically solving the 2D convective Cahn-Hilliard equation. The semi-discrete and fully discrete schemes are established. Moreover, the existence, uniqueness and the optimal error…

We develop a complementarity-constrained nonlinear optimization model for the time-dependent control of district heating networks. The main physical aspects of water and heat flow in these networks are governed by nonlinear and hyperbolic…

We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…