A Model-Based Approach for Continuous-Time Policy Evaluation with Unknown Lévy Process Dynamics

Speaker: Qihao Ye (UCSD) Dates: 2024/01/26 Location: zoom Abstract: This research presents a framework for evaluating policies in a continuous-time setting, where the dynamics are unknown and represented by Lévy processes. Initially, we estimate the model using available trajectory data,…

Exponentially Convergent Multiscale Methods Based on Edge Coupling: Example of Helmholtz Equation

Speaker: Yixuan Wang(Caltech) Dates: 2023/11/16  4-5pm Location: online, link Abstract:We provide a concise review of the exponentially convergent multiscale finite element method (ExpMsFEM) for efficient model reduction of PDEs in heterogeneous media without scale separation and in high-frequency wave propagation….

BDDC Algorithms for Advection-diffusion problems with HDG Discretizations

Speaker: Jinjin Zhang (OSU) Dates: 2023/11/09 Location: MA 105 Abstract: In this talk, I will talk about the balancing domain decomposition by constraints  (BDDC)  methods for the non-symmetric positive definite system arising from the hybridizable discontinuous Galerkin (HDG) discretization of advection-diffusion…