Related papers: Alternating Direction Implicit Method for Two-Dime…
The active flux (AF) method is a compact high-order finite volume method originally proposed for solving hyperbolic conservation laws, in which cell averages and point values at cell interfaces are evolved simultaneously. This paper…
In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical…
In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…
We present a new strategy to approximate the global solution of the Fokker-Planck equation efficiently in higher dimensions and show its convergence. The main ingredients are the Euler scheme to solve the associated stochastic differential…
We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…
We propose an explicit particle method for the Vlasov-Fokker-Planck equation that conserves energy at the fully discrete level. The method features two key components: a deterministic and conservative particle discretization for the…
We investigate the regular or chaotic nature of orbits of stars moving in the meridional plane (R,z) of an axially symmetric galactic model with a dense, massive spherical nucleus and a dark matter halo component. In particular, we study…
A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…
When a macroscopic-sized non-crystalline sample is illuminated using coherent x-ray radiation, a bifurcation of photon energy flow may occur. The coarse-grained complex refractive index of the sample may be considered to attenuate and…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…
A stable partitioned algorithm for fluid-structure interaction (FSI) problems that couple viscous incompressible flow with structural shells or beams is described. This added-mass partitioned (AMP) scheme uses Robin (mixed) interface…
We present the newly developed stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. Mathematically Parker transport equation (PTE) describing non-stationary transport of charged particles in the…
Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…
The formation and evolution of protoplanetary systems, the breeding grounds of planet formation, is a complex dynamical problem that involves many orders of magnitudes. To serve this purpose, we present a new hybrid algorithm that combines…
A conservative discrete velocity method (DVM) is developed for the ellipsoidal Fokker-Planck (ES-FP) equation in prediction of non-equilibrium neutral gas flows in this paper. The ES-FP collision operator is solved in discrete velocity…
In this study, we generalize the Fokker-Planck equation to two-dimensional cases, including potential functions with periodic boundary conditions and piecewise-defined structures, to analyze the probability distribution in multi-field…
In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker-Planck-type equations to the case of nonconstant full diffusion matrices. While in existing works the schemes are…
In this paper, we study the numerical solutions of the multi-dimensional spatial fractional Allen-Cahn equations. After semi-discretization for the spatial fractional Riesz derivative, a system of nonlinear ordinary differential equations…
We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…