Weak second order explicit stabilized methods for stiff stochastic differential equations
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Many applied problems, like transport processes in porous media or ferromagnetism in composite materials, can be modeled by partial differential equations (PDEs) with heterogeneous coefficients that rapidly vary at small scales. To capture the effective be ...
Finite elements methods (FEMs) with numerical integration play a central role in numerical homogenization methods for partial differential equations with multiple scales, as the effective data in a homogenization problem can only be recovered from a micros ...
This paper presents an efficient method to implement a damage law within an explicit time-integration scheme, in an open-source object-oriented finite-element framework. The hybrid object/vector design of the framework and implementation choices are detail ...
We propose a multiscale method based on a finite element heterogeneous multiscale method (in space) and the implicit Euler integrator (in time) to solve nonlinear monotone parabolic problems with multiple scales due to spatial heterogeneities varying rapid ...
We consider semi-discrete discontinuous Galerkin approximations of both displacement and displacement-stress formulations of the elastodynamics problem. We prove the stability analysis in the natural energy norm and derive optimal a-priori error estimates. ...
We introduce new sufficient conditions for a numerical method to approximate with high order of accuracy the invariant measure of an ergodic system of stochastic differential equations, independently of the weak order of accuracy of the method. We then pre ...
Society for Industrial and Applied Mathematics2014
We compare the performance of the perturbation-based (local) portfolio solution method of Devereux & Sutherland (2010a, 2011) with a global solution method. As a test suite we use model specifications that broadly capture features of international financia ...
To describe and simulate dynamic micromagnetic phenomena, we consider a coupled system of the non-linear Landau-Lifshitz-Gilbert equation and the conservation of momentum equation. This coupling allows one to include magnetostrictive effects into the simul ...
A well-known Swiss watch brand, active in the top-end luxury market, is facing a complex inventory deployment problem where watches of different models (more than 100 different models) must be dispatched first to wholesalers to finally reach the shops wher ...
The need for optimal control of processes under a restricted amount of resources renders first order optimization methods a viable option. Although computationally cheap, these methods typically suffer from slow convergence rates. In this work we discuss t ...