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A backward particle interpretation of Feynman-Kac formulae

Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We...

A balanced finite-element method for an axisymmetrically loaded thin shell

Norbert Heuer, Torsten Linss (2024)

Applications of Mathematics

We analyse a finite-element discretisation of a differential equation describing an axisymmetrically loaded thin shell. The problem is singularly perturbed when the thickness of the shell becomes small. We prove robust convergence of the method in a balanced norm that captures the layers present in the solution. Numerical results confirm our findings.

A Bermúdez–Moreno algorithm adapted to solve a viscoplastic problem in alloy solidification processes

P. Barral, P. Quintela, M. T. Sánchez (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

The aim of this work is to present a computationally efficient algorithm to simulate the deformations suffered by a viscoplastic body in a solidification process. This type of problems involves a nonlinearity due to the considered thermo-elastic-viscoplastic law. In our previous papers, this difficulty has been solved by means of a duality method, known as Bermúdez–Moreno algorithm, involving a multiplier which was computed with a fixed point algorithm or a Newton method. In this paper, we will...

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