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We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…

Probability · Mathematics 2010-07-26 Benjamin Jourdain , Raphaël Roux

We consider an one-dimensional conservation law with random space-time forcing and calculate using large deviations the exponentially small probabilities of anomalous shock profile displacements. Under suitable hypotheses on the spatial…

Probability · Mathematics 2012-06-08 Josselin Garnier , George Papanicolaou , Tzu-Wei Yang

The compact finite difference method is a powerful tool for discretizing conservation laws, owing to its inherent flexibility in developing high-resolution and highly stable schemes. In this paper, we propose a framework for the design of…

Numerical Analysis · Mathematics 2026-03-30 Weifeng Hou , Zhangpeng Sun , Wenqi Yao , Liupeng Wang

We present and explore a new shock-capturing particle hydrodynamics approach. Our starting point is a commonly used discretization of smoothed particle hydrodynamics. We enhance this discretization with Roe's approximate Riemann solver, we…

Fluid Dynamics · Physics 2025-12-24 S. Rosswog

We build a finite volume scheme for the scalar conservation law $\partial_t u + \partial_x (H(x, u)) = 0$ with bounded initial condition for a wide class of flux function $H$, convex with respect to the second variable. The main idea for…

Numerical Analysis · Mathematics 2025-12-04 Abraham Sylla

We prove the stability with respect to the flux of solutions to initial-boundary value problems for scalar non-autonomous conservation laws in one space dimension. Key estimates are obtained through a careful construction of the solutions.

Analysis of PDEs · Mathematics 2019-06-12 Rinaldo M. Colombo , Elena Rossi

In some models involving nonlinear conservation laws, physical mechanisms exist which prevent the formation of shocks. This gives rise to conservation laws with a constraint on the gradient of the solution. We approach this problem by…

Analysis of PDEs · Mathematics 2012-02-07 Paulo Amorim

For partial differential equations (PDEs) that have $n\geq2$ independent variables and a symmetry algebra of dimension at least $n-1$, an explicit algorithmic method is presented for finding all symmetry-invariant conservation laws that…

Mathematical Physics · Physics 2024-07-02 Stephen C. Anco , Mariluz Gandarias

In this paper we present a novel framework for obtaining high order numerical methods for 1-D scalar conservation laws with non-convex flux functions. When solving Riemann problems, the Oleinik entropy condition, [16], is satisfied when the…

Numerical Analysis · Mathematics 2019-12-02 Geoffrey McGregor , Jean-Christophe Nave

All low-order conservation laws are found for a general class of nonlinear wave equations in one dimension with linear damping which is allowed to be time-dependent. Such equations arise in numerous physical applications and have attracted…

Mathematical Physics · Physics 2025-10-20 Stephen C. Anco , Almudena P. Marquez , Tamara M. Garrido , Maria L. Gandarias

A mixed mimetic spectral element method is applied to solve the rotating shallow water equations. The mixed method uses the recently developed spectral element histopolation functions, which exactly satisfy the fundamental theorem of…

Numerical Analysis · Mathematics 2018-01-12 David Lee , Artur Palha , Marc Gerritsma

The shock waves produce relativistic particles via the diffusive shock acceleration (DSA) mechanism. Among various circumstances, fast acceleration has been expected for perpendicular shocks. We investigate the acceleration time and the…

High Energy Astrophysical Phenomena · Physics 2020-07-15 Shoma F. Kamijima , Yutaka Ohira , Ryo Yamazaki

We propose a new class of asymptotic preserving schemes to solve kinetic equations with mono-kinetic singular limit. The main idea to deal with the singularity is to transform the equations by appropriate scalings in velocity. In…

Numerical Analysis · Mathematics 2017-06-30 Alina Chertock , Changhui Tan , Bokai Yan

Aggregation processes with an arbitrary number of conserved quantities are investigated. On the mean-field level, an exact solution for the size distribution is obtained. The asymptotic form of this solution exhibits nontrivial ``double''…

Condensed Matter · Physics 2009-10-28 P. L. Krapivsky , E. Ben-Naim

Numerical heating in particle-in-cell (PIC) codes currently precludes the accurate simulation of cold, relativistic plasma over long periods, severely limiting their applications in astrophysical environments. We present a spatially…

We prove the convergence of the explicit-in-time Finite Volume method with monotone fluxes for the approximation of scalar first-order conservation laws with multiplicative, compactly supported noise.

Analysis of PDEs · Mathematics 2017-08-31 Sylvain Dotti , Julien Vovelle

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

Numerical Analysis · Mathematics 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

In this work we present a rather general approach to approximate the solutions of nonlocal conservation laws. In a first step, we approximate the nonlocal term with an appropriate quadrature rule applied to the spatial discretization. Then,…

Numerical Analysis · Mathematics 2024-05-13 Jan Friedrich , Sanjibanee Sudha , Samala Rathan

In this paper, we investigate and prove the nonlinear stability of viscous shock wave solutions of a scalar viscous conservation law, using the methods developed for general systems of conservation laws by Howard, Mascia, Zumbrun and…

Analysis of PDEs · Mathematics 2016-02-29 Yingwei Li

A conservative scheme has been formulated and verified for gyrokinetic particle simulations of electromagnetic waves and instabilities in magnetized plasmas. An electron continuity equation derived from drift kinetic equation is used to…

Plasma Physics · Physics 2018-03-14 J. Bao , Z. Lin , Z. X. Lu
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