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Numerical methods for deterministic and stochastic differential equations with multiple scales and high contrasts

Publications associées (123)

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From low-rank retractions to dynamical low-rank approximation and back

Daniel Kressner, Axel Elie Joseph Séguin, Gianluca Ceruti

In algorithms for solving optimization problems constrained to a smooth manifold, retractions are a well-established tool to ensure that the iterates stay on the manifold. More recently, it has been demonstrated that retractions are a useful concept for ot ...

Springer2024

Robust mass lumping and outlier removal strategies in isogeometric analysis

Annalisa Buffa, Espen Sande, Yannis Dirk Voet

Mass lumping techniques are commonly employed in explicit time integration schemes for problems in structural dynamics and both avoid solving costly linear systems with the consistent mass matrix and increase the critical time step. In isogeometric analysi ...

2024

FENNECS: a novel particle-in-cell code for simulating the formation of magnetized non-neutral plasmas trapped by electrodes of complex geometries

Stefano Alberti, Jean-Philippe Hogge, Joaquim Loizu Cisquella, Jérémy Genoud, Francesco Romano

This paper presents the new 2D electrostatic particle-in-cell code FENNECS de- veloped to study the formation of magnetized non-neutral plasmas in geometries with azimuthal symmetry. This code has been developed in the domain of gy- rotron electron gun des ...

2024

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This article describes a field-based analytical model of single-sided linear induction motors (SLIMs) that explicitly considers the following effects altogether: finite motor length, magnetomotive force mmf space harmonics, slot effect, edge effect, and ta ...

2024

Tensor approximation of the self-diffusion matrix of tagged particle processes

Christoph Max Strössner

The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of empirical means of de ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

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 ...

EPFL2023

The goal of this thesis is the development and the analysis of numerical methods for problems where the unknown is a curve on a smooth manifold. In particular, the thesis is structured around the three following problems: homotopy continuation, curve inter ...

EPFL2023

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Neda Mohammadi Jouzdani

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 ...

Amsterdam2023

Thermo-hydro-mechanical analysis of the complete lifetime of the bentonite barrier in the FEBEX in-situ test

Lyesse Laloui, Alessio Ferrari, Jose Antonio Bosch Llufriu, Yafei Qiao

The FEBEX test was a large-scale demonstration project for the deep geological disposal concept of nuclear waste involving bentonite seals that lasted 18 years. One of the objectives of the test was to evaluate the capabilities of numerical methods to prov ...

2023

The elliptical Ornstein-Uhlenbeck process

Sofia Charlotta Olhede

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...

INT PRESS BOSTON, INC2023