Top-level heading

A second order semi-Lagrangian discretization of the advection-diffusion-reaction equation

Advection-diffusion-reaction equations have a moltitudine of applications, such as in climate, water and air quality models, or in short and medium range weather forecasting. Due to the potentially ve...

Models from mixture theory for biofilm growth

In this talk, we present the construction of PDE model describing the evolution of microalgae or bacteria interacting together and in interaction with their environment. These models are based on the ...

Evaluation of NOx emissions and ozone production due to vehicular traffic via second-order models

The aim of this talk is to introduce a method to estimate the production of ozone due to vehicular traffic. The traffic flow is modeled via the second-order Collapsed Generalized Aw-Rascle-Zhang model...

A Tree-Structure algorithm for optimal control problems via Dynamic Programming

The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) e...

A time-delayed first order model for traffic flow and its properties

In this talk I will investigate the theoretical and numerical properties of the first-order Lighthill-Whitham-Richards (LWR) traffic flow model with time delay. Since standard results from the literat...

Deep XVA solver: a neural network based counterparty credit risk management framework

We present a novel computational framework for portfolio-wide risk management problems where the presence of a potentially large number of risk factors makes traditional numerical techniques ineffecti...

Simulation of 3D drops in uniform and quadrupole electric fields using a highly accurate boundary integral method

We study the influence of electric fields on 3D surfactant-covered drops using a spectrally accurate boundary integral method. Surfactants (surface-active-agents) are compounds that change the surface...

Sparse polynomial regression for optimal feedback laws

In this talk, we discuss a data-driven regression framework for the computation of high-dimensional optimal feedback laws. We propose a causality-free approach for approximating the value function of ...