Related papers: A more accurate numerical scheme for diffusive sho…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
We present COSMOCR, a numerical code for the investigation of cosmic ray related studies in computational cosmology. The code follows the diffusive shock acceleration, the mechanical and radiative energy losses and the spatial transport of…
We present a numerical algorithm for the incorporation of the active cosmic ray transport, into the ZEUS-3D magnetohydrodynamical code. The cosmic ray transport is described by the diffusion-advection equation. The applied form of the…
We study the strong rates of the Euler-Maruyama approximation for one dimensional stochastic differential equations whose drift coefficient may be neither continuous nor one-sided Lipschitz and diffusion coefficient is H\"older continuous.…
In this paper a numerical procedure to simulate low diffusivity scalar turbulence is presented. The method consists of using a grid for the advected scalar with a higher spatial resolutions than that of the momentum. The latter usually…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
Particle acceleration in relativistic shocks is studied analytically in the test-particle, small-angle scattering limit, for an arbitrary velocity-angle diffusion function D. Accurate analytic expressions for the spectral index s are…
Dimensionally split advection schemes are attractive for atmospheric modelling due to their efficiency and accuracy in each spatial dimension. Accurate long time-steps can be achieved without significant cost using the flux-form…
In this paper numerical methods for solving stochastic differential equations with Markovian switching (SDEwMSs) are developed by pathwise approximation. The proposed family of strong predictor-corrector Euler-Maruyama methods is designed…
In this paper, we extend the logarithmic Euler-Maruyama scheme for stochastic delay differential equation in one dimension to the part where we propose a scheme for a system of stochastic delay differential equations. We then show that the…
We develop in this work a numerical method for stochastic differential equations (SDEs) with weak second order accuracy based on Gaussian mixture. Unlike the conventional higher order schemes for SDEs based on It\^o-Taylor expansion and…
This paper is devoted to the analysis of a numerical scheme for the coagulation and fragmentation equation with diffusion in space. A finite volume scheme is developed, based on a conservative formulation of the space nonhomogeneous…
This paper is a continuation of our earlier work [Z.L. Guo {\it et al.}, Phys. Rev. E {\bf 88}, 033305 (2013)] where a multiscale numerical scheme based on kinetic model was developed for low speed isothermal flows with arbitrary Knudsen…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
Particle acceleration is an ubiquitous phenomenon in astrophysical and space plasma. Diffusive shock acceleration (DSA) and stochastic turbulent acceleration are known to be the possible mechanisms for producing very high energetic…
In this paper we present an investigation of numerical Monte Carlo simulations of the diffusive shock acceleration in the test particle limit. Very high gamma flow astrophysical plasmas, have been used, from $\gamma_{up}$ $\sim50$ up to…
We investigate the numerical approximation of the stochastic Allen--Cahn equation with multiplicative noise on a periodic domain. The considered scheme uses a recently proposed augmented variant of scalar auxiliary variable method for the…
Diffusive shock acceleration (DSA) at relativistic shocks is expected to be an important acceleration mechanism in a variety of astrophysical objects including extragalactic jets in active galactic nuclei and gamma ray bursts. These sources…