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We propose a new higher-order time discretization scheme for the stochastic Navier--Stokes equations with additive noise, where its velocity and pressure approximates converge at strong rate $1.5$ in probability. The construction rests on…

Numerical Analysis · Mathematics 2026-02-17 L. Banas , D. Breit , A. Chaudhary , A. Prohl

We consider a two-phase Darcy flow in a fractured porous medium consisting in a matrix flow coupled with a tangential flow in the fractures, described as a network of planar surfaces. This flow model is also coupled with the mechanical…

Numerical Analysis · Mathematics 2021-07-15 Francesco Bonaldi , Konstantin Brenner , Jérôme Droniou , Roland Masson

We propose a two-dimensional flow model of a viscous fluid between two close moving surfaces. We show that its asymptotic behavior, when the distance between the two surfaces tends to zero, is the same as that of the the Navier-Stokes…

Analysis of PDEs · Mathematics 2022-06-09 José M. Rodríguez , Raquel Taboada-Vázquez

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

Numerical Analysis · Mathematics 2021-06-08 Xiaocheng Shang

Within this paper, we introduce partially and fully decoupled time stepping schemes for linear thermo-poroelasticity. This means that the mechanics, heat, and flow equations can be solved sequentially. We provide sufficient conditions on…

Numerical Analysis · Mathematics 2026-03-17 R. Altmann , R. Maier , J. Schmeck

We consider simulation of spatially one-dimensional space-time fractional diffusion. Whereas in an earlier paper of ours we have developed the basic theory of what we call parametric subordination via three-fold splitting applied to…

Probability · Mathematics 2012-11-01 Rudolf Gorenflo , Francesco Mainardi

Sampling from nonsmooth target probability distributions is essential in various applications, including the Bayesian Lasso. We propose a splitting-based sampling algorithm for the time-implicit discretization of the probability flow for…

Computation · Statistics 2025-07-14 Fuqun Han , Stanley Osher , Wuchen Li

We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Probability · Mathematics 2024-12-09 Katharina Schuh , Iain Souttar

We present a parallel-scalable method for simulating non-dilute suspensions of deformable particles immersed in Stokesian fluid in three dimensions. A critical component in these simulations is robust and accurate collision handling. This…

Numerical Analysis · Mathematics 2018-12-13 Libin Lu , Abtin Rahimian , Denis Zorin

We present an novel algorithm for tracking massless solid particles in a divergence-free velocity field that is only available at discrete points in space and time such as those arising from a direct numerical simulation of Navier-Stokes.…

Computational Physics · Physics 2019-01-17 Benjamin K Tapley

A novel numerical scheme including time and spatial discretization is offered for coupled Cahn-Hilliard and Navier-Stokes governing equation sys-tem in this paper. Variable densities and viscosities are considered in the nu-merical scheme.…

Computational Physics · Physics 2018-05-25 Xiaoyu Feng , Jisheng Kou , Shuyu Sun

Plastic deformation of most crystalline materials is due to the motion of lattice dislocations. Therefore, the simulation of the interaction and dynamics of these defects has become state-of-the-art method to study work hardening, size…

Materials Science · Physics 2020-10-02 Gábor Péterffy , Péter Dusán Ispánovity

Molecular dynamics (MD) and continuum simulations are carried out to investigate the influence of shear rate and surface roughness on slip flow of a Newtonian fluid. For weak wall-fluid interaction energy, the nonlinear shear-rate…

Soft Condensed Matter · Physics 2010-01-25 Anoosheh Niavarani , Nikolai V. Priezjev

We propose a new unfitted finite element method for simulation of two-phase flows in presence of insoluble surfactant. The key features of the method are 1) discrete conservation of surfactant mass; 2) the possibility of having meshes that…

Numerical Analysis · Mathematics 2022-11-30 Thomas Frachon , Sara Zahedi

Drag laws for particles in fluids are often expressed in terms of the undisturbed fluid velocity, defined as the fluid velocity a particle sees before the disturbance develops in the fluid. In two-way coupled point-particle simulations the…

Computational Physics · Physics 2017-03-22 Jeremy Horwitz , Ali Mani

This paper proposes a parallel numerical algorithm to simulate the flow and the transport in a discrete fracture network taking into account the mass exchanges with the surrounding matrix. The discretization of the Darcy fluxes is based on…

Numerical Analysis · Mathematics 2016-11-18 Feng Xing , Roland Masson , Simon Lopez

This paper presents a geometric variational discretization of compressible fluid dynamics. The numerical scheme is obtained by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups…

Numerical Analysis · Mathematics 2018-12-17 Werner Bauer , François Gay-Balmaz

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

Numerical Analysis · Mathematics 2021-05-04 Xing Liu

The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framework in the study of dissipative partial differential…

Analysis of PDEs · Mathematics 2022-01-17 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

The article proposes an algorithm to model the collision between arbitrary ellipsoids in viscous fluid. It is composed of several steps, each improving upon the standard procedure employed in the current literature. First, an efficient…

Fluid Dynamics · Physics 2022-03-11 Ramandeep Jain , Silvio Tschisgale , Jochen Fröhlich