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A space-time Trefftz discontinuous Galerkin method for the Schr\"odinger equation with piecewise-constant potential is proposed and analyzed. Following the spirit of Trefftz methods, trial and test spaces are spanned by non-polynomial complex wave functions that satisfy the Schro\"odinger equation locally on each element of the space-time mesh. This allows for a significant reduction in the number of degrees of freedom in comparison with full polynomial spaces. We prove well-posedness and stability of the method, and, for the one- and two- dimensional cases, optimal, high-order, h-convergence error estimates in a skeleton norm. Some numerical experiments validate the theoretical results presented.

In this paper we develop a fully nonconforming virtual element method (VEM) of arbitrary approximation order for the two dimensional Cahn-Hilliard equation. We carry out the error analysis for the continuous-in-time scheme and verify the theoretical convergence result via numerical experiments. We present a fully discrete scheme which uses a convex splitting Runge-Kutta method to discretize in the temporal variable alongside the virtual element spatial discretization.

Fluid flows containing dilute or dense suspensions of thin fibers are widespread in biological and industrial processes. To describe the motion of a thin immersed fiber, or to describe the forces acting on it, it is convenient to work with one-dimensional fiber centerlines and force densities rather than two-dimensional surfaces and surface tractions. Slender body theories offer ways to model and simulate the motion of immersed fibers using only one-dimensional data. However, standard formulations can break down when the fiber surface comes close to intersecting itself or other fibers. In this paper we introduce a numerical method for a recently derived three-dimensional slender body boundary value problem that can be stated entirely in terms of a one-dimensional distribution of forces on the centerline. The method is based on a new completed single-layer potential formulation of fluid velocity which removes the nullspace associated with the unmodified single layer potential. We discretize the model and present numerical results demonstrating the good conditioning and improved performance of the method in the presence of near-intersections. To avoid the modeling and numerical choices involved with free ends, we consider closed fibers.

We present a Heterogeneous Multiscale Method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient, a simple model for a ferromagnetic composite. A finite element macro scheme is combined with a finite difference micro model to approximate the effective equation corresponding to the original problem. This makes it possible to obtain effective solutions to problems with rapid material variations on a small scale, described by $\varepsilon \ll 1$, which would be too expensive to resolve in a conventional simulation.

The paper extends the formulation of a 2D geometrically exact beam element proposed in our previous paper [1] to curved elastic beams. This formulation is based on equilibrium equations in their integrated form, combined with the kinematic relations and sectional equations that link the internal forces to sectional deformation variables. The resulting first-order differential equations are approximated by the finite difference scheme and the boundary value problem is converted to an initial value problem using the shooting method. The paper develops the theoretical framework based on the Navier-Bernoulli hypothesis but the approach could be extended to shear-flexible beams. The initial shape of the beam is captured with high accuracy, for certain shapes including the circular one even exactly. Numerical procedures for the evaluation of equivalent nodal forces and of the element tangent stiffness are presented in detail. Unlike standard finite element formulations, the present approach can increase accuracy by refining the integration scheme on the element level while the number of global degrees of freedom is kept constant. The efficiency and accuracy of the developed scheme are documented by five examples that cover circular and parabolic arches and a spiral-shaped beam. It is also shown that, for initially curved beams, a cross effect in the relations between internal forces and deformation variables arises, i.e., the bending moment affects axial stretching and the normal force affects the curvature.

Definite integrals with parameters of holonomic functions satisfy holonomic systems of linear partial differential equations. When we restrict parameters to a one dimensional curve, the system becomes a linear ordinary differential equation (ODE) with respect to a curve in the parameter space. We can evaluate the integral by solving the linear ODE numerically. This approach to evaluate numerically definite integrals is called the holonomic gradient method (HGM) and it is useful to evaluate several normalizing constants in statistics. We will discuss and compare methods to solve linear ODE's to evaluate normalizing constants.

Mesh sensitivity of finite element solution for linear elliptic partial differential equations is analyzed. A bound for the change in the finite element solution is obtained in terms of the mesh deformation and its gradient. The bound shows how the finite element solution changes continuously with the mesh. The result holds in any dimension and for arbitrary unstructured simplicial meshes, general linear elliptic partial differential equations, and general finite element approximations.

Linear multivariate Hawkes processes (MHP) are a fundamental class of point processes with self-excitation. When estimating parameters for these processes, a difficulty is that the two main error functionals, the log-likelihood and the least squares error (LSE), as well as the evaluation of their gradients, have a quadratic complexity in the number of observed events. In practice, this prohibits the use of exact gradient-based algorithms for parameter estimation. We construct an adaptive stratified sampling estimator of the gradient of the LSE. This results in a fast parametric estimation method for MHP with general kernels, applicable to large datasets, which compares favourably with existing methods.

We present and analyze a cut finite element method for the weak imposition of the Neumann boundary conditions of the Darcy problem. The Raviart-Thomas mixed element on both triangular and quadrilateral meshes is considered. Our method is based on the Nitsche formulation studied in [10.1515/jnma-2021-0042] and can be considered as a first attempt at extension in the unfitted case. The key feature is to add two ghost penalty operators to stabilize both the velocity and pressure fields. We rigorously prove our stabilized formulation to be well-posed and derive a priori error estimates for the velocity and pressure fields. We show that an upper bound for the condition number of the stiffness matrix holds as well. Numerical examples corroborating the theory are included.

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a black-box differential equation solver. These continuous-depth models have constant memory cost, adapt their evaluation strategy to each input, and can explicitly trade numerical precision for speed. We demonstrate these properties in continuous-depth residual networks and continuous-time latent variable models. We also construct continuous normalizing flows, a generative model that can train by maximum likelihood, without partitioning or ordering the data dimensions. For training, we show how to scalably backpropagate through any ODE solver, without access to its internal operations. This allows end-to-end training of ODEs within larger models.