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We introduce two drift-diagonally-implicit and derivative-free integrators for stiff systems of It stochastic differential equations with general non-commutative noise which have weak order 2 and deterministic order 2, 3, respectively. The methods are show ...
We present a general family of nonlinear phase oscillators which can exhibit arbitrary limit cycle shapes and infinitely large basins of attraction. This general family is the superset of familiar control methods like PD-control over a periodic reference, ...
Kinetic models contribute greatly to cost reduction during the process development phase and are also helpful for process monitoring and control purposes. Kinetic models describe the underlying reactions, mass transport and operating conditions of the reac ...
The aim of this project is to implement the Rosenbrock method ROS3P in the C++ Finite Element library LifeV for the solution of systems of ordinary differential equations arising in electrophysiology. In the domain of electrophysiology LifeV implements car ...
We introduce a new family of explicit integrators for stiff Ito stochastic differential equations (SDEs) of weak order two. These numerical methods belong to the class of one-step stabilized methods with extended stability domains and do not suffer from th ...
Explicit stabilized methods for stiff ordinary differential equations have a long history. Proposed in the early 1960s and developed during 40 years for the integration of stiff ordinary differential equations, these methods have recently been extended to ...
Isogeometric analysis (IGA) is a computational methodology recently developed to numerically approximate Partial Differential Equation (PDEs). It is based on the isogeometric paradigm, for which the same basis functions used to represent the geometry are t ...
Multiscale differential equations arise in the modeling of many important problems in the science and engineering. Numerical solvers for such problems have been extensively studied in the deterministic case. Here, we discuss numerical methods for (mean-squ ...
A new approach for gradient estimation in the context of real-time optimization under uncertainty is proposed in this paper. While this estimation problem is often a difficult one, it is shown that it can be simplified significantly if an assumption on the ...
Tensegrities are spatial, reticulated and lightweight structures that are increasingly investigated as structural solutions for active and deployable structures. Tensegrity systems are composed only of axially loaded elements and this provides opportunitie ...