Related papers: Direct Methods and Symbolic Software for Conservat…
We propose a new algorithm for solving parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) in high dimension, by making an analogy between the BSDE and reinforcement learning with the…
Typical fully conservative discretizations of the Euler compressible single or multi-component fluid equations governed by a real-fluid equation of state exhibit spurious pressure oscillations due to the nonlinearity of the thermodynamic…
We present a class of numerical schemes for two-dimensional systems of nonlocal conservation laws, which are based on utilizing well-known monotone numerical flux functions after suitably approximating the nonlocal terms. The considered…
We present the first conservative finite volume numerical scheme for the causal, stable relativistic Navier-Stokes equations developed by Bemfica, Disconzi, Noronha, and Kovtun (BDNK). BDNK theory has arisen very recently as a promising…
In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…
Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…
In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…
It is a challenging topic in applied mathematics to solve high-dimensional nonlinear partial differential equations (PDEs). Standard approximation methods for nonlinear PDEs suffer under the curse of dimensionality (COD) in the sense that…
By applying the direct symmetry method, the symmetry reductions and some new group invariant solutions were obtained, We have derived some exact solutions by using the relationship between the new solutions and the old ones, which include…
We present a new third-order, semi-discrete, central method for approximating solutions to multi-dimensional systems of hyperbolic conservation laws, convection-diffusion equations, and related problems. Our method is a high-order extension…
In this paper, we report about recent findings in the numerical solution of Hamiltonian Partial Differential Equations (PDEs), by using energy-conserving line integral methods in the Hamiltonian Boundary Value Methods (HBVMs) class. In…
In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…
We present a second-order accurate numerical method for a class of nonlocal nonlinear conservation laws called the "nonlocal pair-interaction model" which was recently introduced by Du, Huang, and LeFloch. Our numerical method uses…
In this paper, approximate nonlinear self-adjointness for perturbed PDEs is introduced and its properties are studied. Consequently, approximate conservation laws which cannot be obtained by the approximate Noether theorem are constructed…
Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…
We found, through analytical and numerical methods, new towers of infinite number of asymptotically conserved charges for deformations of the Korteweg-de Vries equation (KdV). It is shown analytically that the standard KdV also exhibits…
Direct statistical simulation (DSS) of nonlinear dynamical systems bypasses the traditional route of accumulating statistics by lengthy direct numerical simulations (DNS) by solving the equations that govern the statistics themselves. DSS…
We propose an Exponential DG approach for numerically solving partial differential equations (PDEs). The idea is to decompose the governing PDE operators into linear (fast dynamics extracted by linearization) and nonlinear (the remaining…
We present the package SADE (Symmetry Analysis of Differential Equations) for the determination of symmetries and related properties of systems of differential equations. The main methods implemented are: Lie, nonclassical, Lie-B\"acklund…
We examine nonlinear Kolmogorov partial differential equations (PDEs). Here the nonlinear part of the PDE comes from its Hamiltonian where one maximizes over all possible drift and diffusion coefficients which fall within a…