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Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we focus on the special case of a finite quasi-birth-and-death (QBD) process, moti ...
The drainage area is an important, non-local property of a landscape, which controls surface and subsurface hydrological fluxes. Its role in numerous ecohydrological and geomorphological applications has given rise to several numerical methods for its comp ...
We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to observations of the model ...
We revisit the problem of the propagation of a plane-strain fluid-driven fracture in a quasi-brittle impermeable medium accounting for the presence of a fluid lag. The fracture process zone is simulated using a linear-softening cohesive model while lubrica ...
We consider the numerical approximation of a risk-averse optimal control problem for an elliptic partial differential equation (PDE) with random coefficients. Specifically, the control function is a deterministic, dis- tributed forcing term that minimizes ...
Lightning electromagnetic fields can couple to overhead power transmission and distribution lines, causing serious effects to the power system. Lightning electromagnetic fields that couple to overhead lines have a nonuniform distribution along the line con ...
Mixing-length models are often used by engineers in order to take into account turbulence phenomena in a flow. This kind of model is obtained by adding a turbulent viscosity to the laminar one in Navier-Stokes equations. When the flow is confined between t ...
We numerically and experimentally studied the shape of the dissipative dispersion-managed solitons (DM-solitons) stably propagating over the lossy DM fiber-optic systems with lumped amplification. We found that, contrary to the lossless case, the chirp-fre ...
High-resolution schemes for conservation laws need to suitably limit the numerical solution near discontinuities, in order to avoid Gibbs oscillations. The solution quality and the computational cost of such schemes strongly depend on their ability to corr ...
We present a theoretical analysis of the CORSING (COmpRessed SolvING) method for the numerical approximation of partial differential equations based on compressed sensing. In particular, we show that the best s-term approximation of the weak solution of a ...