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 ...
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 ...
We propose a mathematical and numerical model for the simulation of the heart function that couples cardiac electrophysiology, active and passive mechanics and hemodynamics, and includes reduced models for cardiac valves and the circulatory system. Our mod ...
We introduce a high-order spline geometric approach for the initial boundary value problem for Maxwell's equations. The method is geometric in the sense that it discretizes in structure preserving fashion the two de Rham sequences of differential forms inv ...
We initiate the study of neural network quantum state algorithms for analyzing continuous-variable quantum systems in which the quantum degrees of freedom correspond to coordinates on a smooth manifold. A simple family of continuous-variable trial wavefunc ...
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 ...
This paper proposes an algorithm to upper-bound maximal quantile statistics of a state function over the course of a Stochastic Differential Equation (SDE) system execution. This chance-peak problem is posed as a nonconvex program aiming to maximize the Va ...
We study the compact support property for solutions of the following stochastic partial differential equations: partial derivative tu=aijuxixj(t,x)+biuxi(t,x)+cu+h(t,x,u(t,x))F-center dot(t,x),(t,x)is an element of(0,infinity)xRd,where F-center dot is a sp ...
In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity term. Large devi ...
Deep Neural Networks (DNNs) training can be difficult due to vanishing and exploding gradients during weight optimization through backpropagation. To address this problem, we propose a general class of Hamiltonian DNNs (H-DNNs) that stem from the discretiz ...
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 ...