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Concept

Differential equation

Related publications (31)

Dynamical Low-Rank Approximation for Stochastic Differential Equations

Fabio Nobile, Yoshihito Kazashi, Fabio Zoccolan

In this paper, we set the mathematical foundations of the Dynamical Low-Rank Approximation (DLRA) method for stochastic differential equations (SDEs). DLRA aims at approximating the solution as a linear combination of a small number of basis vectors with r ...

American Mathematical Society (AMS)2025

Model reduction of coupled systems based on non-intrusive approximations of the boundary response maps

Jan Sickmann Hesthaven, Niccolo' Discacciati

We propose a local, non -intrusive model order reduction technique to accurately approximate the solution of coupled multi -component parametrized systems governed by partial differential equations. Our approach is based on the approximation of the boundar ...

Elsevier Science Sa2024

A Combination Technique for Optimal Control Problems Constrained by Random PDEs

Fabio Nobile, Tommaso Vanzan

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of optimal control problems (OCPs) constrained by random partial differential equ ...

2024

SPACE-TIME REDUCED BASIS METHODS FOR PARAMETRIZED UNSTEADY STOKES EQUATIONS

Simone Deparis, Riccardo Tenderini

In this work, we analyze space-time reduced basis methods for the efficient numerical simulation of haemodynamics in arteries. The classical formulation of the reduced basis (RB) method features dimensionality reduction in space, while finite difference sc ...

Siam Publications2024

Learning the intrinsic dynamics of spatio-temporal processes through Latent Dynamics Networks

Alfio Quarteroni, Francesco Regazzoni, Stefano Pagani

Predicting the evolution of systems with spatio-temporal dynamics in response to external stimuli is essential for scientific progress. Traditional equations-based approaches leverage first principles through the numerical approximation of differential equ ...

Nature Portfolio2024

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

Shape Holomorphy of Boundary Integral Operators on Multiple Open Arcs

Fernando José Henriquez Barraza

We establish shape holomorphy results for general weakly- and hyper-singular boundary integral operators arising from second-order partial differential equations in unbounded two-dimensional domains with multiple finite-length open arcs. After recasting th ...

Springer Birkhauser2024

Generalization of Scaled Deep ResNets in the Mean-Field Regime

Volkan Cevher, Grigorios Chrysos, Fanghui Liu

Despite the widespread empirical success of ResNet, the generalization properties of deep ResNet are rarely explored beyond the lazy training regime. In this work, we investigate scaled ResNet in the limit of infinitely deep and wide neural networks, of wh ...

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, Guillaume Michel Le Bars

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

2024

Soliton gas: Theory, numerics, and experiments

Andrey Gelash

The concept of soliton gas was introduced in 1971 by Zakharov as an infinite collection of weakly interacting solitons in the framework of Korteweg-de Vries (KdV) equation. In this theoretical construction of a diluted (rarefied) soliton gas, solitons with ...

Amer Physical Soc2024

Probabilistic and Deterministic Wellposedness for Low Regularity Dispersive Equations

Katie Sabrina Catherine Rosie Marsden

In this thesis we will present two results on global existence for nonlinear dispersive equations with data at or below the scaling regularity. In chapter 1 we take a probabilistic perspective to study the energy-critical nonlinear Schrödinger equation in ...

EPFL2024

WILD SOLUTIONS TO SCALAR EULER-LAGRANGE EQUATIONS

Carl Johan Peter Johansson

. We study very weak solutions to scalar Euler-Lagrange equations associated with quadratic convex functionals. We investigate whether W1,1 solutions are necessarily W 1,2 Nash and Schauder applicable. We answer this question positively for a suitable clas ...

Amer Mathematical Soc2024

Global existence for perturbations of the 2D stochastic Navier-Stokes equations with space-time white noise

Martin Hairer

We prove global in time well-posedness for perturbations of the 2D stochastic Navier-Stokes equations partial derivative( t)u + u center dot del u = Delta u - del p + sigma + xi, u(0, center dot ) = u(0),div (u) = 0, driven by additive space-time white noi ...

Springernature2024

Multimodal transcriptomic atlases of mouse spinal cord injury

Matthieu Pierre Gautier

A spinal cord injury (SCI) triggers a cascade of molecular and cellular responses involving inflammatory cell infiltration and cytokine release, apoptosis, demyelination, excitotoxicity, ischemia, and the formation of a fibrotic scar surrounded by an astro ...

EPFL2024

Hitting with Probability One for Stochastic Heat Equations with Additive Noise

Robert Dalang, Fei Pu

We study the hitting probabilities of the solution to a system of d stochastic heat equations with additive noise subject to Dirichlet boundary conditions. We show that for any bounded Borel set with positive (d-6)\documentclass[12pt]{minimal} \usepackage{ ...

Springer/Plenum Publishers2024

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

Victor Panaretos, Leonardo Vincenzo Santoro, 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 ...

Elsevier2024

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

Heteroclinic orbits for a system of amplitude equations for orthogonal domain walls

Boris Buffoni

Using a variational method, we prove the existence of heteroclinic solutions for a 6-dimensional system of ordinary differential equations. We derive this system from the classical Benard-Rayleigh problem near the convective instability threshold. The cons ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2023

Global Regularity For The Nonlinear Wave Equation With Slightly Supercritical Power

Maria Colombo, Silja Noëmi Aline Haffter

We consider the defocusing nonlinear wave equation ❑u D jujp ⠀1u in R3 ⠂ & UOELIG;0; 1/. We prove that for any initial datum with a scaling-subcritical norm bounded by M0 the equation is globally well-posed for p D 5 C i, where i 2 .0; ...

MATHEMATICAL SCIENCE PUBL2023

On a Finite-Size Neuronal Population Equation

Tilo Schwalger, Valentin Marc Schmutz

Population equations for infinitely large networks of spiking neurons have a long tradition in theoret-ical neuroscience. In this work, we analyze a recent generalization of these equations to populations of finite size, which takes the form of a nonlinear ...

SIAM PUBLICATIONS2023