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We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…

Numerical Analysis · Mathematics 2024-12-20 Jerome Droniou , Kim-Ngan Le , Jörn Wichmann

Motivated by the discrete dipole approximation (DDA) for the scattering of electromagnetic waves by a dielectric obstacle that can be considered as a simple discretization of a Lippmann-Schwinger style volume integral equation for…

Numerical Analysis · Mathematics 2025-08-01 Martin Costabel , Monique Dauge , Khadijeh Nedaiasl

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

High order discretization schemes play more important role in fractional operators than classical ones. This is because usually for classical derivatives the stencil for high order discretization schemes is wider than low order ones; but…

Numerical Analysis · Mathematics 2014-09-05 Minghua Chen , Weihua Deng

This paper continues to study the explicit two-stage fourth-order accurate time discretiza- tions [5, 7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are…

Numerical Analysis · Mathematics 2020-07-07 Yuhuan Yuan , Huazhong Tang

In this work, we consider the popular P1-RT0-P0 discretization of the three-field formulation of Biot's consolidation problem. Since this finite-element formulation does not satisfy an inf-sup condition uniformly with respect to the…

Numerical Analysis · Mathematics 2018-08-15 Carmen Rodrigo , Xiaozhe Hu , Peter Ohm , James H. Adler , Francisco J. Gaspar , Ludmil Zikatanov

We consider nonlinear delay differential and renewal equations with infinite delay. We extend the work of Gyllenberg et al, Appl. Math. Comput. (2018) by introducing a unifying abstract framework, and derive a finite-dimensional…

Numerical Analysis · Mathematics 2024-05-16 Francesca Scarabel , Rossana Vermiglio

We study the statistical properties of two hard spheres in a two dimensional rectangular box. In this system, the relation like Van der Waals equation loop is obtained between the width of the box and the pressure working on side walls. The…

Condensed Matter · Physics 2009-10-31 Akinori Awazu

Settling velocity statistics for dilute, non-Brownian suspensions of polydisperse spheres having a log-normal size distribution are analysed by Stokesian Dynamics, as a function of the total volume fraction and width of the size…

Fluid Dynamics · Physics 2024-04-30 Heng Li , Lorenzo Botto

We propose a time discretization scheme for a class of ordinary differential equations arising in simulations of fluid/particle flows. The scheme is intended to work robustly in the lubrication regime when the distance between two particles…

Numerical Analysis · Mathematics 2010-03-25 Matthieu Hillairet , Alexei Lozinski , Marcela Szopos

The scattering of waves by obstacles in a 2D setting is considered, in particular the computation of the scattered field via the collocation or the least-squares methods. In the case of multiple scattering by smooth obstacles, we prove that…

Numerical Analysis · Mathematics 2014-01-15 Gilles Chardon

The purpose of this paper is to present an example of a C1 (in the Fr\'echet sense) discrete dynamical system in a infinite-dimensional separable Hilbert space for which the origin is an exponentially asymptotically stable fixed point, but…

Dynamical Systems · Mathematics 2019-02-07 Hildebrando M. Rodrigues , J. Solà-Morales

We investigate the motion of a suspended non-Brownian sphere past a fixed cylindrical or spherical obstacle in the limit of zero Reynolds number for arbitrary particle-obstacle aspect ratios. We consider both a suspended sphere moving in a…

Fluid Dynamics · Physics 2016-05-04 Sumedh R. Risbud , German Drazer

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

Machine Learning · Computer Science 2026-03-02 Sacchit Kale , Piyushi Manupriya , Pierre Marion , Francis Bach , Anant Raj

Differential flatness serves as a powerful tool for controlling continuous time nonlinear systems in problems such as motion planning and trajectory tracking. A similar notion, called difference flatness, exists for discrete-time systems.…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Ashutosh Jindal , Florentina Nicolau , David Martin Diego , Ravi Banavar

We construct a new finite difference method for the flow of ideal viscous isentropic gas in one spatial dimension. For the continuity equation, the method is a standard upwind discretization. For the momentum equation, the method is an…

Numerical Analysis · Mathematics 2013-03-13 Trygve K. Karper

In this paper we compute the Hausdorff distance between sets of continuous curves and sets of piecewise constant or linear discretizations. These sets are Sobolev balls given by the continuous or discrete $L^p$-norm of the derivatives. We…

Numerical Analysis · Mathematics 2019-09-11 Frédéric de Gournay , Jonas Kahn , Léo Lebrat

We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Nikola Gajdošová

This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…

Computational Finance · Quantitative Finance 2012-05-08 K. J. in 't Hout , K. Volders

We introduce a collection of benchmark problems in 2D and 3D (geometry description and boundary conditions), including simple cases with known analytic solution, classical experimental setups, and complex geometries with fabricated…

Computational Engineering, Finance, and Science · Computer Science 2021-12-13 Zizhou Huang , Teseo Schneider , Minchen Li , Chenfanfu Jiang , Denis Zorin , Daniele Panozzo