Snapshot matrices of hyperbolic equations have a slow singular value decay, resulting in inefficient reduced-order models. We develop on the idea of inducing a faster singular value decay by computing snapshots on a transformed spatial domain, or the so-called snapshot calibration/transformation. We are particularly interested in problems involving shock collision, shock rarefaction-fan collision,

We use the refined isogeometric analysis (rIGA) to solve generalized Hermitian eigenproblems $({Ku=\lambda Mu})$. The rIGA framework conserves the desirable properties of maximum-continuity isogeometric analysis (IGA) discretizations while reducing the computation cost of the solution through partitioning the computational domain by adding zero-continuity basis functions. As a result, rIGA enriches

Borehole resistivity measurements are routinely inverted in real-time during geosteering operations. The inversion process can be efficiently performed with the help of advanced artificial intelligence algorithms such as deep learning. These methods require a large dataset that relates multiple earth models with the corresponding borehole resistivity measurements. In here, we propose to use an advanced

Often in applications ranging from medical imaging and sensor networks to error correction and data science (and beyond), one needs to solve large-scale linear systems in which a fraction of the measurements have been corrupted. We consider solving such large-scale systems of linear equations $\mathbf{A}\mathbf{x}=\mathbf{b}$ that are inconsistent due to corruptions in the measurement vector $\mathbf{b}$

In this paper we propose and analyze a finite difference numerical scheme for the Poisson-Nernst-Planck equation (PNP) system. To understand the energy structure of the PNP model, we make use of the Energetic Variational Approach (EnVarA), so that the PNP system could be reformulated as a non-constant mobility $H^{-1}$ gradient flow, with singular logarithmic energy potentials involved. To ensure the

This work investigates the electrical impedance tomography (EIT) problem when only limited boundary measurements are available, which is known to be challenging due to the extreme ill-posedness. Based on the direct sampling method (DSM), we propose deep direct sampling methods (DDSMs) to locate inhomogeneous inclusions in which two types of deep neural networks (DNNs) are constructed to approximate

The peridynamic theory reformulates the governing equation of continuum mechanics in an integro-differential form,which brings advantages in dealing with discontinuities,dynamics,and non-locality.The integro-differential formulation poses challenges to numerical solutions of complicated problems.While various numerical methods based on discretizing the computational domain have been developed and have

Turbulent fluid flows are ubiquitous in nature and technology, and are mathematically described by the incompressible Navier-Stokes equations (INSE). A hallmark of turbulence is spontaneous generation of intense whirls, resulting from amplification of the fluid rotation-rate (vorticity) by its deformation-rate (strain). This interaction, encoded in the non-linearity of INSE, is non-local, i.e., depends

Multiscale methods for second order elliptic equations based on non-overlapping domain decomposition schemes have great potential to take advantage of multi-core, state-of-the-art parallel computers. These methods typically involve solving local boundary value problems followed by the solution of a global interface problem. Known iterative procedures for the solution of the interface problem have typically

This paper presents a novel numerical method for the hybrid reliability analysis by using the uncertainty theory. Aleatory uncertainty and epistemic uncertainty are considered simultaneously in this method. Epistemic uncertainty is characterized by the uncertainty theory, and the effect of epistemic uncertainty is quantified by the sub-additive uncertain measure. Then, under the framework of the chance

We analyze the solution regularity and discrete-time approximations of extended mean field control (extended MFC) problems, which seek optimal control of McKean-Vlasov dynamics whose coefficients involve mean field interactions both on the state and actions, and where objectives are optimized over open-loop strategies. We show that for a large class of extended MFC problems, the unique optimal open-loop

In this work, we numerically study linear stability of multiple steady-state solutions to a type of steric Poisson--Nernst--Planck (PNP) equations with Dirichlet boundary conditions, which are applicable to ion channels. With numerically found multiple steady-state solutions, we obtain $S$-shaped current-voltage and current-concentration curves, showing hysteretic response of ion conductance to voltages

We introduce a novel Bayesian phase estimation technique based on adaptive grid refinement method. This method automatically chooses the number particles needed for accurate phase estimation using grid refinement and cell merging strategies such that the total number of particles needed at each step is minimal. The proposed method provides a powerful alternative to traditional sampling based sequential

We construct conforming finite element elasticity complexes on the Alfeld splits of tetrahedra. The complex consists of vector fields and symmetric tensor fields, interlinked via the linearized deformation operator, the linearized curvature operator, and the divergence operator, respectively. The construction is based on an algebraic machinery that derives the elasticity complex from de~Rham complexes

The full discretization of the semi-linear stochastic wave equation is considered. The discontinuous Galerkin finite element method is used in space and analyzed in a semigroup framework, and an explicit stochastic position Verlet scheme is used for the temporal approximation. We study the stability under a CFL condition and prove optimal strong convergence rates of the fully discrete scheme. Numerical

Truncated singular value decomposition is a reduced version of the singular value decomposition in which only a few largest singular values are retained. This paper presents a perturbation analysis for the truncated singular value decomposition for real matrices. In the first part, we provide perturbation expansions for the singular value truncation of order $r$. We extend perturbation results for

In this paper, we develop a (preconditioned) GMRES solver based on integer arithmetic, and introduce an iterative refinement framework for the solver. We describe the data format for the coefficient matrix and vectors for the solver that is based on integer or fixed-point numbers. To avoid overflow in calculations, we introduce initial scaling and logical shifts (adjustments) of operands in arithmetic

We develop heuristic interpolation methods for the function $t \mapsto \operatorname{trace}\left( (\mathbf{A} + t \mathbf{B})^{-1} \right)$, where the matrices $\mathbf{A}$ and $\mathbf{B}$ are symmetric and positive definite and $t$ is a real variable. This function is featured in many applications in statistics, machine learning, and computational physics. The presented interpolation functions are

In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and convergence analysis for the fully discrete scheme based a Crank--Nicolson scheme in time. A third-order scheme for the tempered Black--Scholes equation is also proposed

Non-classical non-linear waves exist in dense gases at high pressure in the region close to a thermodynamical critical point. These waves behave precisely opposite to the classical non-linear waves (shocks and expansion fans) and do not violate entropy conditions. More complex EOS other than the ideal or perfect gas equation of state (EOS) is used in describing dense gases. Algorithm development with

In this paper, a new localized radial basis function (RBF) method based on partition of unity (PU) is proposed for solving boundary and initial-boundary value problems. The new method is benefited from a direct discretization approach and is called the `direct RBF partition of unity (D-RBF-PU)' method. Thanks to avoiding all derivatives of PU weight functions as well as all lower derivatives of local

Quasi-Monte Carlo (QMC) methods are equal weight quadrature rules to approximate integrals over the unit cube with respect to the uniform measure. In this paper we discuss QMC integration with respect to general product measures defined on an arbitrary cube. We only require that the cumulative distribution function is invertible. We develop a worst-case error bound and study the dependence of the error

We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close to the identity as possible. The preconditioned system is then solved via a particular Minimal Residual Method for Shifted Skew-Symmetric Systems (mrs). This leads

Dynamical systems arise in a wide variety of mathematical models from science and engineering. A common challenge is to quantify uncertainties on model inputs (parameters) that correspond to a quantitative characterization of uncertainties on observable Quantities of Interest (QoI). To this end, we consider a stochastic inverse problem (SIP) with a solution described by a pullback probability measure

An explicit numerical strategy that practically preserves invariants is derived for conservative systems by combining an explicit high-order Runge-Kutta (RK) scheme with a simple modification of the standard projection approach, which is named the explicit invariants-preserving (EIP) method. The proposed approach is shown to have the same order as the underlying RK method, while the error of invariants

We propose an a posteriori error estimator for high-order $p$- or $hp$-finite element discretizations of selfadjoint linear elliptic eigenvalue problems that is appropriate for estimating the error in the approximation of an eigenvalue cluster and the corresponding invariant subspace. The estimator is based on the computation of approximate error functions in a space that complements the one in which

We present a fully-coupled, implicit-in-time framework for solving a thermodynamically-consistent Cahn-Hilliard Navier-Stokes system that models two-phase flows. In this work, we extend the block iterative method presented in Khanwale et al. [{\it Simulating two-phase flows with thermodynamically consistent energy stable Cahn-Hilliard Navier-Stokes equations on parallel adaptive octree based meshes}

In this paper asymptotic formulas are given for the Lebesgue constants generated by three special approximation processes related to the $\ell_1$-partial sums of Fourier series. In particular, we consider the Lagrange interpolation polynomials based on the Lissajous-Chebyshev node points, the partial sums of the Fourier series generated by the anisotropically dilated rhombus, and the corresponding

We demonstrate that the recently developed Optimal Uncertainty Quantification (OUQ) theory, combined with recent software enabling fast global solutions of constrained non-convex optimization problems, provides a methodology for rigorous model certification, validation, and optimal design under uncertainty. In particular, we show the utility of the OUQ approach to understanding the behavior of a system

This work deals with a number of questions relative to the discrete and continuous adjoint fields associated to Euler equations and classical aerodynamic functions. The consistency of the discrete adjoint equations with the corresponding continuous adjoint partial differential equation is one of them. It is has been established or at least discussed only for a handful of numerical schemes and a contribution

A class of different schemes for the numerical solving of semilinear singularly--perturbed reaction--diffusion boundary--value problems was constructed. The stability of the difference schemes was proved, and the existence and uniqueness of a numerical solution were shown. After that, the uniform convergence with respect to a perturbation parameter $\varepsilon$ on a modified Shishkin mesh of order

An error analysis of a mixed discontinuous Galerkin (DG) method with Brezzi numerical flux for the time-harmonic Maxwell equations with minimal smoothness requirements is presented. The key difficulty in the error analysis for the DG method is that the tangential or normal trace of the exact solution is not well-defined on the mesh faces of the computational mesh. We overcome this difficulty by two

The energy dissipation is an important and essential property of classical phase-field equations. However, it is still unknown if the phase-field models with Caputo time-fractional derivative preserve this property, which is challenging due to the existence of both nonlocality and nonlinearity. Our recent work shows that on the continuous level, the time-fractional energy dissipation law and the weighted

This work presents a review of high-order hybridisable discontinuous Galerkin (HDG) methods in the context of compressible flows. Moreover, an original unified framework for the derivation of Riemann solvers in hybridised formulations is proposed. This framework includes, for the first time in an HDG context, the HLL and HLLEM Riemann solvers as well as the traditional Lax-Friedrichs and Roe solvers

The combination of the Reduced Basis (RB) and the Empirical Interpolation Method (EIM) approaches have produced outstanding results in gravitational wave (GW) science and in many other disciplines. In GW science in particular, these results range from building non-intrusive surrogate models for gravitational waves to fast parameter estimation adding the use of Reduced Order Quadratures. These surrogates

We present a fully discrete approximation technique for the compressible Navier-Stokes equations that is second-order accurate in time and space, semi-implicit, and guaranteed to be invariant domain preserving. The restriction on the time step is the standard hyperbolic CFL condition, ie $\tau \lesssim \mathcal{O}(h)/V$ where $V$ is some reference velocity scale and $h$ the typical meshsize.

We derive the variational formulation of an anisotropic gradient damage model with different behaviour at traction and compression and a state dependent dissipation potential by applying the energetic formulation of rate-independent processes. We will also show how such formulation provides the natural framework for setting up a consistent numerical scheme with the underlying variational structure

We consider reconstructing multi-channel images from measurements performed by photon-counting and energy-discriminating detectors in the setting of multi-spectral X-ray computed tomography (CT). Our aim is to exploit the strong structural correlation that is known to exist between the channels of multi-spectral CT images. To that end, we adopt the multi-channel Potts prior to jointly reconstruct all

Given a system of analytic functions and an approximate zero, we transform it into a system with a regular quadratic zero. This results in a method for isolating a cluster of zeros of the given system.

The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders she receives depend not only on the spreads she quotes, but also on unobservable factors modelled by a hidden Markov chain. This stochastic control problem under

We present and analyze a new iterative solver for implicit discretizations of a simplified Boltzmann-Poisson system. The algorithm builds on recent work that incorporated a sweeping algorithm for the Vlasov-Poisson equations as part of nested inner-outer iterative solvers for the Boltzmann-Poisson equations. The new method eliminates the need for nesting and requires only one transport sweep per iteration

Fibre Bragg Gratings have become widespread measurement devices in engineering and other fields of application. In all but a few cases, the relation between cause and effect is simplified to a proportional model. However, at its mathematical core lies a nonlinear inverse problem which appears not to have received much attention in the literature. In this paper, we present this core problem to the mathematical

We develop a family of compact high-order semi-Lagrangian label-setting methods for solving the eikonal equation. These solvers march the total 1-jet of the eikonal, and use Hermite interpolation to approximate the eikonal and parametrize characteristics locally for each semi-Lagrangian update. We describe solvers on unstructured meshes in any dimension, and conduct numerical experiments on regular

In this paper, we introduce new stable mixed finite elements of any order on polytopal mesh for solving second order elliptic problem. We establish optimal order error estimates for velocity and super convergence for pressure. Numerical experiments are conducted for our mixed elements of different orders on 2D and 3D spaces that confirm the theory.

Generalized Plane Waves (GPWs) were introduced to take advantage of Trefftz methods for problems modeled by variable coefficient equations. Despite the fact that GPWs do not satisfy the Trefftz property, i.e. they are not exact solutions to the governing equation, they instead satisfy a quasi-Trefftz property: they are only approximate solutions. They have been proved to lead to high order numerical

The problem of generating random samples of high-dimensional posterior distributions is considered. The main results consist of non-asymptotic computational guarantees for Langevin-type MCMC algorithms which scale polynomially in key quantities such as the dimension of the model, the desired precision level, and the number of available statistical measurements. As a direct consequence, it is shown

Kuroki and Soga [Numer. Math. 2020] proved that a version of Chorin's fully discrete projection method, originally introduced by A. J. Chorin [Math. Comp. 1969], is unconditionally solvable and convergent within an arbitrary fixed time interval to a Leray-Hopf weak solution of the incompressible Navier-Stokes equations on a bounded domain with an arbitrary external force. This paper is a continuation

A scheme for the solution of fluid-structure interaction (FSI) problems with weakly compressible flows is proposed in this work. A novel hybridizable discontinuous Galerkin (HDG) method is derived for the discretization of the fluid equations, while the standard continuous Galerkin (CG) approach is adopted for the structural problem. The chosen HDG solver combines robustness of discontinuous Galerkin

Hermite interpolation property is desired in applied and computational mathematics. Hermite and vector subdivision schemes are of interest in CAGD for generating subdivision curves and in computational mathematics for building Hermite wavelets to numerically solve partial differential equations. In contrast to well-studied scalar subdivision schemes, Hermite and vector subdivision schemes employ matrix-valued

The paper is focused on the nonlinear stability analysis of stochastic $\theta$-methods. In particular, we consider nonlinear stochastic differential equations such that the mean-square deviation between two solutions exponentially decays, i.e., a mean-square contractive behaviour is visible along the stochastic dynamics. We aim to make the same property visible also along the numerical dynamics generated

We derive exact form of the piecewise-linear finite element stiffness matrix on general non-uniform meshes for the integral fractional Laplacian operator in one dimension, where the derivation is accomplished in the Fourier transformed space. With such an exact formulation at our disposal, we are able to numerically study some intrinsic properties of the fractional stiffness matrix on some commonly

The task of repeatedly solving parametrized partial differential equations (pPDEs) in, e.g. optimization or interactive applications, makes it imperative to design highly efficient and equally accurate surrogate models. The reduced basis method (RBM) presents as such an option. Enabled by a mathematically rigorous error estimator, RBM constructs a low-dimensional subspace of the parameter-induced high

In this study, we address three important challenges related to the COVID-19 pandemic, namely, (a) providing an early warning to likely exposed individuals, (b) identifying asymptomatic individuals, and (c) prescription of optimal testing when testing capacity is limited. First, we present a dynamic-graph based SEIR epidemiological model in order to describe the dynamics of the disease transmission

Modeling flow in geosystems with natural fault is a challenging problem due to low permeability of fault compared to its surrounding porous media. One way to predict the behavior of the flow while taking the effects of fault into account is to use the mixed finite element method. However, the mixed method could be time consuming due to large number of degree of freedom since both pressure and velocity

Sparse polynomial chaos expansions (PCEs) are an efficient and widely used surrogate modeling method in uncertainty quantification. Among the many contributions aiming at computing an accurate sparse PCE while using as few model evaluations as possible, basis adaptivity is a particularly interesting approach. It consists in starting from an expansion with a small number of polynomial terms, and then

In this paper, by employing Gaussian type estimate of heat kernel, we establish Krylov's estimate and Khasminskill's estimate for EM algorithm. As applications, by taking Zvonkin's transformation into account, we investigate convergence rate of EM algorithm for a class of multidimensional SDEs under integrability conditions, where the drifts need not to be piecewise Lipschitz and are much more singular

Timely completion of design cycles for multiscale and multiphysics systems ranging from consumer electronics to hypersonic vehicles relies on rapid simulation-based prototyping. The latter typically involves high-dimensional spaces of possibly correlated control variables (CVs) and quantities of interest (QoIs) with non-Gaussian and/or multimodal distributions. We develop a model-agnostic, moment-independent

In this paper, we analyse the impact of delayed event detection on the stability of a 2-mode planar hybrid automata. We consider hybrid automata with a unique equilibrium point for all the modes, and we find the maximum delay that preserves stability of that equilibrium point. We also show for the class of hybrid automata treated that the instability of the equilibrium point for the equivalent hybrid

We examine the possibility of using a reinforcement learning (RL) algorithm to solve large-scale eigenvalue problems in which the desired the eigenvector can be approximated by a sparse vector with at most $k$ nonzero elements, where $k$ is relatively small compare to the dimension of the matrix to be partially diagonalized. This type of problem arises in applications in which the desired eigenvector

This paper is devoted to theoretical and numerical investigation of the local minimum issue in seismic full waveform inversion (FWI). This paper provides a mathematical analysis of optimal transportation (OT) type objective function's differentiability and proves that the gradient obtained in the adjoint-state method does not depend on the particular choice of the Kantorovich potentials. A novel approach