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We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The CMLMC algorithm so ...
We introduce a new convex formulation for stable principal component pursuit (SPCP) to decompose noisy signals into low-rank and sparse representations. For numerical solutions of our SPCP formulation, we first develop a convex variational framework and th ...
We consider elliptic PDEs (partial differential equations) in the framework of isogeometric analysis, i.e., we treat the physical domain by means of a B-spline or NURBS mapping which we assume to be regular. The numerical solution of the PDE is computed by ...
A fully discrete analysis of the finite element heterogeneous multiscale method for a class of nonlinear elliptic homogenization problems of nonmonotone type is proposed. In contrast to previous results obtained for such problems in dimension d≤2 for ...
In this thesis we consider a fully coupled model which aims at reproducing some qualitative features of the electro-mechanical activity of the heart. The models used to describe both the electrical and mechanical activities are relatively simple. However, ...
In this work, we postulate, implement and evaluate modifications to the "population-splitting" concept, introduced by Nenes and Seinfeld (2003), for calculation of water-condensation rates in droplet-activation parameterizations. The population-splitting a ...
This paper presents a method to solve the constrained infinite-time linear quadratic regulator (LQR) problem. We use an operator splitting technique, namely the alternating minimization algorithm (AMA), to split the problem into an unconstrained LQR proble ...
We present the current Reduced Basis framework for the efficient numerical approximation of parametrized steady Navier-Stokes equations. We have extended the existing setting developed in the last decade (see e.g. [S. Deparis, SIAM J. Numer. Anal. 46 (2008 ...
This paper presents a method to solve the constrained infinite-time linear quadratic regulator (LQR) problem. We use an operator splitting technique, namely the alternating minimization algorithm (AMA), to split the problem into an unconstrained LQR proble ...
The electrophoretic force on a single DNA molecule inside a glass nanocapillary depends on the opening size and varies with the distance along the symmetrical axis of the nanocapillary. Using optical tweezers and DNA-coated beads, we measured the stalling ...
