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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 develop a numerical procedure to efficiently model the nonequilibrium steady state of one-dimensional arrays of open quantum systems based on a matrix-product operator ansatz for the density matrix. The procedure searches for the null eigenvalue of the ...
In this work we investigate the advantages of multiscale methods in Petrov-Galerkin (PG) formulation in a general framework. The framework is based on a localized orthogonal decomposition of a high dimensional solution space into a low dimensional multisca ...
A new finite element heterogeneous multiscale method (FE-HMM) is proposed for the numerical solution of the wave equation over long times in a rapidly varying medium. Our new FE-HMM-L method captures not only the short-time behavior of the wave field, well ...
We consider a single-period dual-sourcing problem in which a buyer purchases its products from two different suppliers and sells them to a market with uncertain demand. One supplier is cheaper but less responsive, whereas the other supplier is more respons ...
In this paper we consider the numerical solution of the three-dimensional fluid–structure interaction problem in haemodynamics, in the case of real geometries, physiological data and finite elasticity vessel deformations. We study some new inexact schemes, ...
This volume presents selected papers from the ninth International Conference on Spectral and High Order Methods (ICOSAHOM’12) conference that was held at Gammarth, Tunisia, during the week June 25–29, 2012. These selected papers were refereed by members of ...
We propose a strategy for the systematic construction of the mimetic inner products on cochain spaces for the numerical approximation of partial differential equations on unstructured polygonal and polyhedral meshes. The mimetic inner products are locally ...
In this paper, we consider the numerical approximation of high order Partial Differential Equations (PDEs) by means of NURBS-based Isogeometric Analysis (IGA) in the framework of the Galerkin method, for which global smooth basis functions with degree of c ...
A general framework to combine numerical homogenization and reduced-order modelling techniques for partial differential equations (PDEs) with multiple scales is described. Numerical homogenization methods are usually efficient to approximate the effective ...
