MATHICSE Technical Report : On heterogeneous coupling of multiscale methods for problems with and without scale separation
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The interface control domain decomposition (ICDD) method of Discacciati, Gervasio, and Quarteroni [SIAM J. Control Optim., 51 (2013), pp. 3434-3458, doi:10.1137/120890764; J. Coupled Syst. Multiscale Dyn., 1 (2013), pp. 372-392, doi:10.1166/jcsmd.2013.1026 ...
Isogeometric Analysis (IGA) is a computational methodology for the numerical approximation of Partial Differential Equations (PDEs). IGA is based on the isogeometric concept, for which the same basis functions, usually Non-Uniform Rational B-Splines (NURBS ...
Hyperbolic partial differential equations (PDEs) are mathematical models of wave phenomena, with applications in a wide range of scientific and engineering fields such as electromagnetic radiation, geosciences, fluid and solid mechanics, aeroacoustics, and ...
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
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 ...
We present a variational reconstruction algorithm for the phase-retrieval problem by using the differential interference contrast microscopy. Principally, we rely on the transport-of-intensity equation that specifies the sought phase as the solution of a p ...
Identification of kinetic models and estimation of reaction and mass-transfer parameters can be performed using the extent-based identification method, whereby each chemical/physical process is treated individually. This method is used here to analyze gas- ...
The characteristic of effective properties of physical processes in heterogeneous media is a basic modeling and computational problem for many applications. As standard numerical discretization of such multiscale problems (e.g. with classical finite elemen ...
A multilevel Monte Carlo (MLMC) method for mean square stable stochastic differential equations with multiple scales is proposed. For such problems, that we call stiff, the performance of MLMC methods based on classical explicit methods deteriorates becaus ...
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, E. Vanden-Eijnden, An ...