Related papers: A more accurate numerical scheme for diffusive sho…
The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…
Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…
A numerical procedure was developed for solving equations for compressible granular multiphase flows in which the particle volume fraction can range dynamically from very dilute to very dense. The procedure uses a low-dissipation and…
We examine the test-particle solution for diffusive shock acceleration, based on simple models for thermal leakage injection and Alfv'enic drift. The critical injection rate, \xi_c, above which the cosmic ray (CR) pressure becomes…
We discuss the recent developments in the theory of diffusive shock acceleration (DSA) by using both first-principle kinetic plasma simulations and analytical theory based on the solution of the convection/diffusion equation. In particular,…
In this paper, we propose and analyze an explicit time-stepping scheme for a spatial discretization of stochastic Cahn--Hilliard equation with additive noise. The fully discrete approximation combines a spectral Galerkin method in space…
In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second…
We present results from a fully relativistic Monte Carlo simulation of diffusive shock acceleration (DSA) in unmodified shocks. The computer code uses a single algorithmic sequence to smoothly span the range from nonrelativistic speeds to…
We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…
We construct numerical schemes to solve kinetic equations with anomalous diffusion scaling. When the equilibrium is heavy-tailed or when the collision frequency degenerates for small velocities, an appropriate scaling should be made and the…
The spectral index $s$ of particles diffusively accelerated in a relativistic shock depends on the unknown angular diffusion function $\mathcal{D}$, which itself depends on the particle distribution function $f$ if acceleration is…
We investigate existence, uniqueness and approximation of solutions to stochastic delay differential equations (SDDEs) under Carath\'eodory-type drift coefficients. Moreover, we also assume that both drift $f=f(t,x,z)$ and diffusion…
We propose an effective explicit numerical scheme for simulating solutions of stochastic differential equations with confining superlinear drift terms, driven by multiplicative heavy-tailed L\'evy noise. The scheme is designed to prevent…
In this paper, authors focus effort on improving the conventional discrete velocity method (DVM) into a multiscale scheme in finite volume framework for gas flow in all flow regimes. Unlike the typical multiscale kinetic methods unified…
We present an ``equation-free'' multiscale approach to the simulation of unsteady diffusion in a random medium. The diffusivity of the medium is modeled as a random field with short correlation length, and the governing equations are cast…
We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…
We review the present status of the cosmic ray acceleration theory in mildly relativistic shock waves. Due to the involved substantial particle anisotropies analytical methods can tackle only simple situations involving weakly turbulent…
We study the weak approximation error of a skew diffusion with bounded measurable drift and H\"older diffusion coefficient by an Euler-type scheme, which consists of iteratively simulating skew Brownian motions with constant drift. We first…
We consider cosmic ray (CR) modified shocks with both streaming and diffusion in the two-fluid description. Previously, numerical codes were unable to incorporate streaming in this demanding regime, and have never been compared against…
Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…