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...
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...
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...
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...
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...
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...
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...
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 ...
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...