Numerical analysis of linear visco-elastic materials requires robust and stable methods to integrate partial differential equations in both space and time. In this paper, symmetric space-time finite element operators are derived for the first time for elem ...
The need to evaluate natural resource investments under uncertainty has given rise to the development of real options valuation; however, the analysis of such investments has been restricted by the capabilities of existing valuation approaches. We re-visit ...
In the first part of this thesis, we present and compare several approaches for the determination of the steady-state of large-scale Markov chains with an underlying low-rank tensor structure. Such structure is, in our context of interest, associated with ...
We consider a differential system based on the coupling of the Navier-Stokes and Darcy equations for modeling the interaction between surface and porous media flows. We formulate the problem as an interface equation, we analyze the associated (nonlinear) S ...
The modeling of a system composed by a gas phase and organic aerosol particles, and its numerical resolution are studied. The gas-aerosol system is modeled by ordinary differential equations coupled with a mixed-constrained optimization problem. This coupl ...
Modern computing has adopted the floating point type as a default way to describe computations with real numbers. Thanks to dedicated hardware support, such computations are efficient on modern architectures. However, rigorous reasoning about the resulting ...
The numerical analysis of a dynamic constrained optimization problem is presented. It consists of a global minimization problem that is coupled with a system of ordinary differential equations. The activation and the deactivation of inequality constraints ...
The modelling of prey-predator interactions is of major importance for the understanding of population dynamics. Classically, these interactions are modelled using ordinary differential equations, but this has the drawbacks of assuming continuous populatio ...
The subject of this workshop was numerical methods that preserve geometric properties of the flow of an ordinary or partial differential equation: symplectic and multisymplectic integrators for Hamiltonian systems, symmetric integrators for reversible syst ...
