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In this paper, we present optimal error estimates of the local discontinuous Galerkin method with generalized numerical fluxes for one-dimensional nonlinear convection-diffusion systems. The upwind-biased flux with adjustable numerical…

Numerical Analysis · Mathematics 2022-09-09 Hongjuan Zhang , Boying Wu , Xiong Meng

We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…

Optimization and Control · Mathematics 2024-07-10 Marianne Akian , Shanqing Liu

In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…

Probability · Mathematics 2022-09-23 Gilles Pages , Fabien Panloup

An adaptive algorithm, based on residual type a posteriori indicators of errors measured in $L^{\infty}(L^2)$ and $L^2(L^2)$ norms, for a numerical scheme consisting of implicit Euler method in time and discontinuous Galerkin method in…

Numerical Analysis · Mathematics 2013-03-12 Emmanuil H. Georgoulis , Juha M. Virtanen

Critical points of energy functionals, which are of broad interest, for instance, in physics and chemistry, in solid and quantum mechanics, in material science, or in general diffusion-reaction models arise as solutions to the associated…

Numerical Analysis · Mathematics 2025-10-20 Pascal Heid , Thomas P. Wihler

For linear and fully non-linear diffusion equations of Bellman-Isaacs type, we introduce a class of approximation schemes based on differencing and interpolation. As opposed to classical numerical methods, these schemes work for general…

Numerical Analysis · Mathematics 2014-05-26 Kristian Debrabant , Espen R. Jakobsen

We present a robust and efficient target-based mesh adaptation methodology, building on hybridized discontinuous Galerkin schemes for (nonlinear) convection-diffusion problems, including the compressible Euler and Navier-Stokes equations.…

Numerical Analysis · Mathematics 2014-11-12 Michael Woopen , Georg May , Jochen Schütz

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

Numerical Analysis · Mathematics 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

The study of the dynamics of natural and artificial systems has provided several examples of deviations from Brownian behavior, generally defined as anomalous diffusion. The investigation of these dynamics can provide a better understanding…

Data Analysis, Statistics and Probability · Physics 2025-08-29 Carlo Manzo

In this work, we propose a new semi-Lagrangian (SL) finite difference scheme for nonlinear advection-diffusion problems. To ensure conservation, which is fundamental for achieving physically consistent solutions, the governing equations are…

Numerical Analysis · Mathematics 2025-11-05 Silvia Preda , Walter Boscheri , Matteo Semplice , Maurizio Tavelli

We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence on the time horizon. Compared to existing approaches, we…

Probability · Mathematics 2019-11-05 Wenlong Mou , Nicolas Flammarion , Martin J. Wainwright , Peter L. Bartlett

This article presents a priori error estimates of the miscible displacement of one compressible fluid by another in a porous medium. The study utilizes the $H(\rm div)$ conforming virtual element method (VEM) for the approximation of the…

Numerical Analysis · Mathematics 2024-05-13 Sarvesh Kumar , Devika Shylaja

An initial-boundary value problem of subdiffusion type is considered; the temporal component of the differential operator has the form $\sum_{i=1}^{\ell}q_i(t)\, D _t ^{\alpha_i} u(x,t)$, where the $q_i$ are continuous functions, each $D _t…

Numerical Analysis · Mathematics 2022-06-24 Natalia Kopteva , Martin Stynes

We begin by placing the Generalized Lagrangian Mean (GLM) equations for a compressible adiabatic fluid into the Euler-Poincar\'e (EP) variational framework of fluid dynamics, for an averaged Lagrangian. We then derive a set of approximate…

Chaotic Dynamics · Physics 2015-06-26 Darryl D. Holm

We propose an efficient semi-Lagrangian method for solving the two-dimensional incompressible Euler equations with high precision on a coarse grid. The new approach evolves the flow map using the gradient-augmented level set method (GALSM).…

Numerical Analysis · Mathematics 2023-02-21 Xi-Yuan Yin , Olivier Mercier , Badal Yadav , Kai Schneider , Jean-Christophe Nave

We propose enforcing constraints on Model-Based Diffusion by introducing emerging barrier functions inspired by interior point methods. We demonstrate that the standard Model-Based Diffusion algorithm can lead to catastrophic performance…

Robotics · Computer Science 2026-03-10 Raghav Mishra , Ian R. Manchester

We study the weak finite element method solving convection-diffusion equations. A weak finite element scheme is presented based on a spacial variational form. We established a weak embedding inequality that is very useful in the weak finite…

Numerical Analysis · Mathematics 2015-06-10 Tie Zhang , Yanli Chen

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

We present a finite element discretisation to model the interaction between a poroelastic structure and an elastic medium. The consolidation problem considers fully coupled deformations across an interface, ensuring continuity of…

Numerical Analysis · Mathematics 2023-06-21 S. Badia , M. Hornkjøl , A. Khan , K. -A. Mardal , A. F. Martín , R. Ruiz-Baier

We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in $\sup$-norm loss. The unknown drift $b$ is supposed to belong to a…

Statistics Theory · Mathematics 2018-09-03 Cathrine Aeckerle-Willems , Claudia Strauch
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