Using the main ideas of Tanaka, the measure-solution {Pt}t of a 3-dimensional spatially homogeneous Boltzmann equation of Maxwellian molecules without cutoff is related to a Poisso...
In this paper, we propose a hardware-accelerated PDE (partial differential equation) solver based on the lattice Boltzmann model (LBM). The LBM is initially designed to solve fluid...
Dynamical low-rank approximation is a differential-equation based approach to efficiently computing low-rank approximations to time-dependent large data matrices or to solutions o...
Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...