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We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these…

Probability · Mathematics 2016-09-05 Sotirios Sabanis

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

Numerical Analysis · Mathematics 2024-10-16 Rasha Al Jahdali , David C. Del Rey Fernandez , Lisandro Dalcin , Matteo Parsani

We propose a generalized Eulerian-Lagrangian (GEL) discontinuous Galerkin (DG) method. The method is a generalization of the Eulerian-Lagrangian (EL) DG method for transport problems proposed in [arXiv preprint arXiv: 2002.02930 (2020)],…

Numerical Analysis · Mathematics 2022-06-08 Xue Hong , Jing-Mei Qiu

The topic of these notes could be easily expanded into a full one-semester course. Nevertheless, we shall try to give some flavour along with theoretical bases of spectral and pseudo-spectral methods. The main focus is made on Fourier-type…

Numerical Analysis · Mathematics 2019-12-16 Denys Dutykh

We propose a discontinuous Galerkin method for convection-subdiffusion equations with a fractional operator of order $\alpha (1<\alpha<2)$ defined through the fractional Laplacian. The fractional operator of order $\alpha$ is expressed as a…

Numerical Analysis · Mathematics 2013-04-23 Q. Xu , J. S. Hesthaven

In this article, a suite of physically inconsistent properties of the Navier-Stokes equations, associated with the lack of mass diffusion and the definition of velocity, are presented. We show that these inconsistencies are consequences of…

Fluid Dynamics · Physics 2018-01-09 Magnus Svärd

We study the homogeneous Cauchy-Dirichlet Problem (CDP) for a nonlinear and nonlocal diffusion equation of singular type of the form $\partial_t u =-\mathcal{L} u^m$ posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with…

Analysis of PDEs · Mathematics 2022-08-01 Matteo Bonforte , Peio Ibarrondo , Mikel Ispizua

The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…

Probability · Mathematics 2025-03-25 Benjamin Gess , Daniel Heydecker

In this work a non-conservative balance law formulation is considered that encompasses the rotating, compressible Euler equations for dry atmospheric flows. We develop a semi-discretely entropy stable discontinuous Galerkin method on…

Numerical Analysis · Mathematics 2022-08-31 Maciej Waruszewski , Jeremy E. Kozdon , Lucas C. Wilcox , Thomas H. Gibson , Francis X. Giraldo

We study the emergence of gradient flows in Wasserstein distance as high friction limits of an abstract Euler flow generated by an energy functional. We develop a relative energy calculation that connects the Euler flow to the gradient flow…

Analysis of PDEs · Mathematics 2021-03-22 Corrado Lattanzio , Athanasios E. Tzavaras

A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with…

Numerical Analysis · Mathematics 2020-06-12 Kassem Mustapha

A linear PDE problem for randomly perturbed domains is considered in an adaptive Galerkin framework. The perturbation of the domain's boundary is described by a vector valued random field depending on a countable number of random variables…

Numerical Analysis · Mathematics 2019-02-22 Martin Eigel , Manuel Marschall , Michael Multerer

We present a high-order accurate reconstructed discontinuous Galerkin (rDG) method in arbitrary Lagrangian-Eulerian (ALE) formulation, for solving two-dimensional compressible flows on moving and deforming domains with unstructured curved…

Computational Physics · Physics 2020-05-26 Chuanjin Wang , Hong Luo

In this work, we present a semi-discrete scheme to approximate solutions to the scalar LWR traffic model with spatially discontinuous flux, described by the equation $u_t + (k(x)u(1-u))_x = 0$. This approach is based on the…

Numerical Analysis · Mathematics 2024-12-13 Eduardo Abreu , Maria Teresa Chiri , Richard De la cruz , Juan Juajibioy , Wanderson Lambert

The gradient-flow dynamics of an arbitrary geometric quantity is derived using a generalization of Darcy's Law. We consider flows in both Lagrangian and Eulerian formulations. The Lagrangian formulation includes a dissipative modification…

Adaptation and Self-Organizing Systems · Physics 2008-04-28 Darryl D. Holm , Vakhtang Putkaradze , Cesare Tronci

We present a novel framework based on semi-bounded spatial operators for analyzing and discretizing initial boundary value problems on moving and deforming domains. This development extends an existing framework for well-posed problems and…

Numerical Analysis · Mathematics 2023-02-14 Tomas Lundquist , Arnaud Malan , Jan Nordström

We study the Lagrangian trajectories of statistically isotropic, homogeneous, and stationary divergence free spatiotemporal random vector fields. We design this advecting Eulerian velocity field such that it gets asymptotically rough and…

Fluid Dynamics · Physics 2020-07-08 Jason Reneuve , Laurent Chevillard

Eulerian hydrodynamical simulations are a powerful and popular tool for modeling fluids in astrophysical systems. In this work, we critically examine recent claims that these methods violate Galilean invariance of the Euler equations. We…

Cosmology and Nongalactic Astrophysics · Physics 2011-06-03 Brant E. Robertson , Andrey V. Kravtsov , Nickolay Y. Gnedin , Tom Abel , Douglas H. Rudd

In this paper, we present an embedded staggered discontinuous Galerkin method for the convection-diffusion equation. The new method combines the advantages of staggered discontinuous Galerkin (SDG) and embedded discontinuous Galerkin (EDG)…

Numerical Analysis · Mathematics 2018-06-20 Siu Wun Cheung , Eric T. Chung