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We analyze a semi-discrete splitting method for conservation laws driven by a semilinear noise term. Making use of fractional $BV$ estimates, we show that the splitting method produces a compact sequence of approximate solutions converging…

Analysis of PDEs · Mathematics 2016-08-23 Erlend B. Storrøsten , Kenneth H. Karlsen

This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…

Probability · Mathematics 2010-08-04 Peter Friz , Harald Oberhauser

The Schr\"odinger equation in the presence of an external electromagnetic field is an important problem in computational quantum mechanics. It also provides a nice example of a differential equation whose flow can be split with benefit into…

Numerical Analysis · Mathematics 2016-04-28 Marco Caliari , Alexander Ostermann , Chiara Piazzola

We present a fully analytical solution to the dynamics of the non-spinning 2.5 post-Newtonian binary problem, accounting for both the long-term (secular) and short-term (oscillatory) temporal behavior, with no restriction on eccentricity.…

General Relativity and Quantum Cosmology · Physics 2025-12-16 Christopher Aykroyd , Adrien Bourgoin , Christophe Le Poncin-Lafitte

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow can not be computed exactly. Instead, we use a numerical…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…

Numerical Analysis · Mathematics 2020-01-01 Antoine Tambue , Jean Daniel Mukam

A rigid body model for the dynamics of a marine vessel, used in simulations of offshore pipe-lay operations, gives rise to a set of ordinary differential equations with controls. The system is input-output passive. We propose…

Numerical Analysis · Mathematics 2018-04-24 Elena Celledoni , Eirik Hoel Høiseth , Nataliya Ramzina

This paper is devoted to the numerical solution of the non-isothermal instationary Bingham flow with temperature dependent parameters by semismooth Newton methods. We discuss the main theoretical aspects regarding this problem. Mainly, we…

Numerical Analysis · Mathematics 2022-05-24 Sergio González-Andrade

By coupling a Hamiltonian mechanical system with a linear Hamiltonian field theory one obtains an infinite-dimensional Hamiltonian system with regularizing nonlinearity, where the underlying phase space is given by the product of a…

Symplectic Geometry · Mathematics 2021-11-12 Oliver Fabert , Niek Lamoree

In this paper we consider splitting methods for nonlinear ordinary differential equations in which one of the (partial) flows that results from the splitting procedure can not be computed exactly. Instead, we insert a well-chosen state…

Numerical Analysis · Mathematics 2014-05-27 Lukas Einkemmer , Alexander Ostermann

In recent years, sparse spectral methods for solving partial differential equations have been derived using hierarchies of classical orthogonal polynomials on intervals, disks, disk-slices and triangles. In this work we extend the…

Numerical Analysis · Mathematics 2020-12-22 Ben Snowball , Sheehan Olver

Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…

Analysis of PDEs · Mathematics 2019-05-09 Stefan Neukamm , Mario Varga , Marcus Waurick

This paper is devoted to the classical mechanics and spectral analysis of a pure magnetic Hamiltonian in $\R^2$. It is established that both the dynamics and the semiclassical spectral theory can be treated through a Birkhoff normal form…

Spectral Theory · Mathematics 2013-06-28 Nicolas Raymond , San Vu Ngoc

We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…

Numerical Analysis · Mathematics 2016-02-19 Olivier Bokanowski , Maurizio Falcone , Smita Sahu

In this paper we discuss energy conservation issues related to the numerical solution of the nonlinear wave equation, when a Fourier expansion is considered for the space discretization. The obtained semi-discrete problem is then solved in…

Numerical Analysis · Mathematics 2014-10-28 Luigi Brugnano , Gianluca Frasca Caccia , Felice Iavernaro

We are interested in the numerical approximation of non-linear stochastic differential equations (SDEs) with solution in a certain domain. Our goal is to construct explicit numerical schemes that preserve that structure. We generalize the…

Numerical Analysis · Mathematics 2017-06-28 Ioannis S. Stamatiou

We show how the standard (St{\"o}rmer-Verlet) splitting method for differential equations of Hamiltonian mechanics (with accuracy of order $\tau^2$ for a timestep of length $\tau$) can be improved in a systematic manner without using the…

Numerical Analysis · Mathematics 2012-05-15 Asif Mushtaq , Anne Kværnø , Kåre Olaussen

We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropriate Lebesgue and Besov spaces, we establish by exploiting a…

Analysis of PDEs · Mathematics 2022-06-16 Diego Chamorro , Stéphane Menozzi

We consider the two-dimensional Cahn-Hilliard equation with logarithmic potentials and periodic boundary conditions. We employ the standard semi-implicit numerical scheme which treats the linear fourth-order dissipation term implicitly and…

Numerical Analysis · Mathematics 2021-06-21 Dong Li , Tao Tang