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...

Order reduction methods for solving large-scale nonlinear differential matrix equations

Nonlinear differential matrix equations generally stem from the semi-discretization on a rectangular grid of nonlinear partial differential equations (PDEs). The two main challenges related to approxi...

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...

A low Mach relaxation scheme for the Euler equations

Low Mach problems arise in gas dynamics when the local speed is much smaller than the acoustic waves. In these regimes, a full resolution of all the waves requires very small time steps, while usually...

An order-adaptive compact approximation Taylor method for systems of conservation laws

Lax-Wendroff methods for linear systems of conservation laws are based on Taylor expansions in time in which the time derivatives are transformed into spatial derivatives using the governing equations...

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 ...

Diffused Vortex Hydrodynamics: description of a lagrangian vortex particle method with applications

We study the two-dimensional viscous flow past a solid boundary using vortex particle methods. Vortex methods are Lagrangian methods used for the resolution of Navier - Stokes equations in vorticity-v...

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ANNULLATO...
Iscriviti a a.a. 2019-2020