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We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...
A unified numerical framework is presented for the modelling of multiphasic viscoelasticand elastic flows. The rheologies considered range from incompressible Newtonian orOldroyd-B viscoelastic fluids to Neo-Hookean elastic solids. The model is formulatedi ...
Background: Simulating the cardiac function requires the numerical solution of multi-physics and multi-scale mathematical models. This underscores the need for streamlined, accurate, and high-performance computational tools. Despite the dedicated endeavors ...
The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of empirical means of de ...
Deep Neural Networks (DNNs) training can be difficult due to vanishing and exploding gradients during weight optimization through backpropagation. To address this problem, we propose a general class of Hamiltonian DNNs (H-DNNs) that stem from the discretiz ...
Local modifications of a computational domain are often performed in order to simplify the meshing process and to reduce computational costs and memory requirements. However, removing geometrical features of a domain often introduces a non-negligible error ...
Field surveys and laboratory experiments show that bedload transport rates may vary to within one order of magnitude for a given water discharge. One of today's major challenges is to account for these large transport rate fluctuations in computational hyd ...
We carry out a weakly nonlinear analysis of the centrifugal instability for a columnar vortex in a rotating fluid, and compare the results to those of the semi-linear model derived empirically by Yim et al. (J. Fluid Mech., vol. 897, 2020, A34). The asympt ...
This spreading of prion proteins is at the basis of brain neurodegeneration. This paper deals with the numerical modelling of the misfolding process of a-synuclein in Parkinson's disease. We introduce and analyse a discontinuous Galerkin method for the sem ...
This paper proposes an algorithm to upper-bound maximal quantile statistics of a state function over the course of a Stochastic Differential Equation (SDE) system execution. This chance-peak problem is posed as a nonconvex program aiming to maximize the Va ...
