We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...
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Removing geometrical details from a complex domain is a classical operation in computer aided design for simulation and manufacturing. This procedure simplifies the meshing process, and it enables faster simulations with less memory requirements. However, ...
Removing geometrical details from a complex domain is a classical operation in computer aided design for simulation and manufacturing. This procedure simplifies the meshing process, and it enables faster simulations with less memory requirements. But depen ...
This paper deals with a new analytical model for microfluidic passive mixers. Two common approaches already exist for such a purpose. On the one hand, the resolution of the advection-diffusion-reaction equation (ADRE) is the first one and the closest to ph ...
In this thesis, we propose and analyze novel numerical algorithms for solving three different high-dimensional problems involving tensors. The commonality of these problems is that the tensors can potentially be well approximated in low-rank formats. Ident ...
Global spectral methods offer the potential to compute solutions of partial differential equations numerically to very high accuracy. In this work, we develop a novel global spectral method for linear partial differential equations on cubes by extending th ...
The parallel Schwarz method (PSM) is an overlapping domain decomposition (DD) method to solve partial differential equations (PDEs). Similarly to classical nonoverlapping DD methods, the PSM admits a substructured formulation, that is, it can be formulated ...
We show that the finite time blow up solutions for the co-rotational Wave Maps problem constructed in [7,15] are stable under suitably small perturbations within the co-rotational class, provided the scaling parameter λ(t)=t−1−ν is sufficiently close to ...
Finite elements methods (FEMs) have benefited from decades of development to solve partial differential equations (PDEs) and to simulate physical systems. In the recent years, machine learning (ML) and artificial neural networks (ANN) have shown great pote ...
Essentially nonoscillatory (ENO) and weighted ENO (WENO) methods on equidistant Cartesian grids are widely used to solve partial differential equations with discontinuous solutions. The RBF-ENO method is highly flexible in terms of geometry, but its stenci ...