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Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

We introduce a physically relevant stochastic representation of the rotating shallow water equations. The derivation relies mainly on a stochastic transport principle and on a decomposition of the fluid flow into a large-scale component and…

Fluid Dynamics · Physics 2022-01-05 Rüdiger Brecht , Long Li , Werner Bauer , Etienne Mémin

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

Optimization and Control · Mathematics 2015-06-04 Fernando Jimenez , Marin Kobilarov , David Martin de Diego

Particle-based methods are a practical tool in computational fluid dynamics, and novel types of methods have been proposed. However, widely developed Lagrangian-type formulations suffer from the nonuniform distribution of particles, which…

Fluid Dynamics · Physics 2025-03-26 Takeharu Matsuda , Satoshi Ii

A procedure for obtaining a "minimal" discretization of a partial differential equation, preserving all of its Lie point symmetries is presented. "Minimal" in this case means that the differential equation is replaced by a partial…

Mathematical Physics · Physics 2009-11-11 Francis Valiquette , Pavel Winternitz

A cell-centered implicit-explicit updated Lagrangian finite volume scheme on unstructured grids is proposed for a unified first order hyperbolic formulation of continuum fluid and solid mechanics. The scheme provably respects the stiff…

Numerical Analysis · Mathematics 2022-01-26 Walter Boscheri , Simone Chiocchetti , Ilya Peshkov

We present a finite element variational integrator for compressible flows. The numerical scheme is derived by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups and the…

Numerical Analysis · Mathematics 2019-10-15 Evan S. Gawlik , François Gay-Balmaz

Calculating dynamical diffraction patterns for X-ray topography and similar x-ray scattering-imaging techniques require the numerical integration of the Takagi-Taupin equations. This is usually performed with a simple second order finite…

Computational Physics · Physics 2022-02-24 Mads Carlsen , Hugh Simons

Despite the growing interest in parallel-in-time methods as an approach to accelerate numerical simulations in atmospheric modelling, improving their stability and convergence remains a substantial challenge for their application to…

Numerical Analysis · Mathematics 2023-10-27 João Guilherme Caldas Steinstraesser , Pedro da Silva Peixoto , Martin Schreiber

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank , Alexander Düster

Most of deterministic solvers for rarefied gas dynamics use discrete velocity (or discrete ordinate) approximations of the distribution function on a Cartesian grid. This grid must be sufficiently large and fine to describe the distribution…

Numerical Analysis · Mathematics 2014-01-24 Céline Baranger , Jean Claudel , Nicolas Hérouard , Luc Mieussens

In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…

Numerical Analysis · Mathematics 2016-04-04 Lijing Zhao , Weihua Deng

We construct a new finite difference method for the flow of ideal viscous isentropic gas in one spatial dimension. For the continuity equation, the method is a standard upwind discretization. For the momentum equation, the method is an…

Numerical Analysis · Mathematics 2013-03-13 Trygve K. Karper

We propose a novel numerical method for the solution of the shallow water equations in different regimes of the Froude number making use of general polygonal meshes. The fluxes of the governing equations are split such that advection and…

Numerical Analysis · Mathematics 2022-09-02 Walter Boscheri , Maurizio Tavelli , Cristóbal E. Castro

In this paper, we study the convergence analysis for a robust stochastic structure-preserving Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic flows, which are modeled by stochastic differential…

Numerical Analysis · Mathematics 2021-06-03 Zhongjian Wang , Jack Xin , Zhiwen Zhang

In this work, we propose a second-order accurate scheme for shallow water equations in general covariant coordinates over manifolds. In particular, the covariant parametrization in general covariant coordinates is induced by the metric…

Numerical Analysis · Mathematics 2023-06-22 Michele Giuliano Carlino , Elena Gaburro

The Lagrange-Flux schemes are Eulerian finite volume schemes that make use of an approximate Riemann solver in Lagrangian description with particular upwind convective fluxes. They have been recently designed as variant formulations of…

Numerical Analysis · Mathematics 2017-03-02 Florian De Vuyst

Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…

Numerical Analysis · Mathematics 2014-01-30 Han Zhou , WenYi Tian , Weihua Deng

In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A mathematically exact…

Fluid Dynamics · Physics 2010-06-17 J. Bakosi