Related papers: Conservative-dissipative approximation schemes for…
We present a conservative/dissipative time integration scheme for nonlinear mechanical systems. Starting from a weak form, we derive algorithmic forces and velocities that guarantee the desired conservation/dissipation properties. Our…
This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal…
We consider coupled models for particulate flows, where the disperse phase is made of particles with distinct sizes. We are thus led to a system coupling the incompressible Navier-Stokes equations to the multi-component Vlasov-Fokker-Planck…
New variational formulations are devised for the curl--div system, and the corresponding finite element approximations are shown to converge. Curl--free and divergence--free finite elements are employed for discretizing the problem.
The mathematical theory of a novel variational approximation scheme for general second and fourth order partial differential equations \begin{equation}\label{eq: A} \partial_t u - \nabla\cdot\Big(u\nabla\frac{\delta\phi}{\delta…
We derive and analyze a fully computable discrete scheme for fractional partial differential equations posed on the full space $\mathbb{R}^d$ . Based on a reformulation using the well-known Caffarelli-Silvestre extension, we study a…
We define a kinetic and a potential energy such that the principle of stationary action from Lagrangian mechanics yields a Camassa--Holm system (2CH) as the governing equations. After discretizing these energies, we use the same variational…
We study an approximation scheme based on a second quantization method for a chemical master equation. Small systems, such as cells, could not be studied by the traditional rate equation approach because fluctuation effects are very large…
We study a family of numerical schemes applied to a class of multiscale systems of stochastic differential equations. When the time scale separation parameter vanishes, a well-known Smoluchowski--Kramers diffusion approximation result…
We propose a new approach for solving systems of conservation laws that admit a variational formulation of the time-discretized form, and encompasses the p-system or the system of elastodynamics. The approach consists of using constrained…
In this paper, we study the stability and convergence of a fully discrete finite difference scheme for the initial value problem associated with the Korteweg-De Vries (KdV) equation. We employ the Crank-Nicolson method for temporal…
The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear…
In this paper, we present a systematic framework to derive a Lagrangian scheme for porous medium type generalized diffusion equations by employing a discrete energetic variational approach. Such discrete energetic variational approaches are…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
A fully discrete Lagrangian scheme for solving a family of fourth order equations numerically is presented. The discretization is based on the equation's underlying gradient flow structure w.r.t. the $L^2$-Wasserstein distance, and adapts…
A new exponentially fitted version of the Discrete Variational Derivative method for the efficient solution of oscillatory complex Hamiltonian Partial Differential Equations is proposed. When applied to the nonlinear Schroedinger equation,…
Structure-preserving finite-difference schemes for general nonlinear fourth-order parabolic equations on the one-dimensional torus are derived. Examples include the thin-film and the Derrida-Lebowitz-Speer-Spohn equations. The schemes…
This paper introduces a family of entropy-conserving finite-difference discretizations for the compressible flow equations. In addition to conserving the primary quantities of mass, momentum, and total energy, the methods also preserve…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…