Related papers: Convergence of a variational Lagrangian scheme for…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
A non-parametric diffusion model with an additive fractional Brownian motion noise is considered in this work. The drift is a non-parametric function that will be estimated by two methods. On one hand, we propose a locally linear estimator…
This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…
We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…
We consider a nonlinear drift-diffusion system for multiple charged species in a porous medium in 2D and 3D with periodic microstructure. The system consists of a transport equation for the concentration of the species and Poisson's…
We study the problem of sampling from a distribution $\target$ using the Langevin Monte Carlo algorithm and provide rate of convergences for this algorithm in terms of Wasserstein distance of order $2$. Our result holds as long as the…
We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…
We propose a time discretization scheme for a class of ordinary differential equations arising in simulations of fluid/particle flows. The scheme is intended to work robustly in the lubrication regime when the distance between two particles…
We propose a finite volume scheme for a class of nonlinear parabolic equations endowed with non-homogeneous Dirichlet boundary conditions and which admit relative en-tropy functionals. For this kind of models including porous media…
We develop deterministic particle schemes to solve non-local scalar conservation laws with congestion. We show that the discrete approximations converge to the unique entropy solution with an explicit rate of convergence under more general…
In this paper, we present a novel meshfree framework for fluid flow simulations on arbitrarily curved surfaces. First, we introduce a new meshfree Lagrangian framework to model flow on surfaces. Meshfree points or particles, which are used…
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
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…
We consider a semi-discrete finite volume scheme for a degenerate fractional conservation laws driven by a cylindrical Wiener process. Making use of the bounded variation (BV) estimates, Young measure theory, and a clever adaptation of…
This note is devoted to the study of the finite volume methods used in the discretization of degenerate parabolic-hyperbolic equation with zero-flux boundary condition. The notion of an entropy-process solution, successfully used for the…
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…
We develop unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}[\varphi(u)]=f(x,t) \qquad\text{in}\qquad \mathbb{R}^N\times(0,T), $$…
We are concerned with fully-discrete schemes for the numerical approximation of diffusive-dispersive hyperbolic conservation laws with a discontinuous flux function in one-space dimension. More precisely, we show the convergence of…
We prove the convergence of a particle method for the approximation of diffusive gradient flows in one dimension. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles and preserves the…
An evolving surface finite element discretisation is analysed for the evolution of a closed two-dimensional surface governed by a system coupling a generalised forced mean curvature flow and a reaction--diffusion process on the surface,…