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In this article, we establish the Freidlin-Wentzell type large deviation principle and central limit theorem for stochastic fractional conservation laws with small multiplicative noise in kinetic formulation framework. The weak convergence…

Probability · Mathematics 2023-06-08 Soumya Ranjan Behera , Ananta K. Majee

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

Probability · Mathematics 2020-07-28 Florian Bechtold , Fabio Coppini

This paper addresses the three concepts of \textit{ consistency, stability and convergence } in the context of compact finite volume schemes for systems of nonlinear hyperbolic conservation laws. The treatment utilizes the framework of…

Numerical Analysis · Mathematics 2020-03-17 Matania Ben-Artzi , Jiequan Li

For stochastic conservation laws driven by a semilinear noise term, we propose a generalization of the Kru\v{z}kov entropy condition by allowing the Kru\v{z}kov constants to be Malliavin differentiable random variables. Existence and…

Analysis of PDEs · Mathematics 2016-08-23 Kenneth Hvistendahl Karlsen , Erlend Briseid Storrøsten

Aim of this paper is to review some basic ideas and recent developments in the theory of strictly hyperbolic systems of conservation laws in one space dimension. The main focus will be on the uniqueness and stability of entropy weak…

Analysis of PDEs · Mathematics 2007-05-23 Alberto Bressan

The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principle, it is a stochastic differential equation for the slow…

Optimization and Control · Mathematics 2024-11-26 Franco Flandoli , Giuseppina Guatteri , Umberto Pappalettera , Gianmario Tessitore

A moving mesh discontinuous Galerkin method is presented for the numerical solution of hyperbolic conservation laws. The method is a combination of the discontinuous Galerkin method and the mesh movement strategy which is based on the…

Numerical Analysis · Mathematics 2020-04-20 Dongmi Luo , Weizhang Huang , Jianxian Qiu

In this chapter, we aim at presenting the basic techniques necessary to go beyond the widely accepted paradigm of second-order numerics. We specifically focus on finite-volume schemes for hyperbolic conservation laws occuring in fluid…

Numerical Analysis · Mathematics 2024-07-29 Jean-Mathieu Teissier , Wolf-Christian Müller

The infinitesimal generator (fractional Laplacian) of a process obtained by subordinating a killed Brownian motion catches the power-law attenuation of wave propagation. This paper studies the numerical schemes for the stochastic wave…

Numerical Analysis · Mathematics 2021-02-23 Xing Liu , Weihua Deng

We consider a stochastic $N$-particle system on a torus in which each particle moving freely can instantaneously thermalize according to the particle configuration at that instant. Following [2], we show that the propagation of chaos does…

Mathematical Physics · Physics 2022-12-22 Paolo Buttà , Mario Pulvirenti

In this paper, we intend to use a B-spline quasi-interpolation (BSQI) technique to develop higher order hybrid schemes for conservation laws. As a first step, we develop cubic and quintic B-spline quasi-interpolation based numerical methods…

Numerical Analysis · Mathematics 2018-10-03 Rakesh Kumar , S. Baskar

We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…

Probability · Mathematics 2026-04-23 Christian Olivera , Alexandre B. de Souza

Stochastic physical problems governed by nonlinear conservation laws are challenging due to solution discontinuities in stochastic and physical space. In this paper, we present a level set method to track discontinuities in stochastic space…

Numerical Analysis · Mathematics 2019-06-26 Per Pettersson , Alireza Doostan , Jan Nordström

We describe a methodology to build vectorial kinetic schemes, targetting the numerical solution of linear symmetric-hyperbolic systems of conservation laws -a minimal application case for those schemes. Precisely, we fully detail the…

Numerical Analysis · Mathematics 2025-12-10 Emmanuel Audusse , Sébastien Boyaval , Virgile Dubos , Minh-Hoang Le

In this paper, we develop bound-preserving (BP) finite-volume schemes for hyperbolic conservation laws on adaptive moving meshes. For scalar conservative laws, we rewrite the conventional high-order discretization as a convex combination of…

Numerical Analysis · Mathematics 2026-02-16 Yaguang Gu , Guanghui Hu , Tao Tang

The implementation of the Shakhov Bhatnagar-Gross-Krook (SBGK) method in the open-source particle code PICLas is extended for modeling of polyatomic molecules, as well as mixtures including atoms and molecules, while accounting for…

Fluid Dynamics · Physics 2026-04-03 Marcel Pfeiffer , Franziska Tuttas

We study the stability and sensitivity of an absorbing layer for the Boltzmann equation by examining the Bhatnagar-Gross-Krook (BGK) approximation and using the perfectly matched layer (PML) technique. To ensure stability, we discard some…

Numerical Analysis · Mathematics 2024-05-01 Marco Sutti , Jan S. Hesthaven

We construct a solution to a $2\times 2$ strictly hyperbolic system of conservation laws, showing that the Godunov scheme \cite{Godunov59} can produce an arbitrarily large amount of oscillations. This happens when the speed of a shock is…

Analysis of PDEs · Mathematics 2007-05-23 Alberto Bressan , Helge Kristian Jenssen , Paolo Baiti

We present a rigorous convergence result for the smooth solutions to a singular semilinear hyperbolic approximation, a vector BGK model, to the solutions to the incompressible Navier-Stokes equations in Sobolev spaces. Our proof is based on…

Analysis of PDEs · Mathematics 2019-12-10 Roberta Bianchini , Roberto Natalini

We study step-wise time approximations of non-linear hyperbolic initial value problems. The technique used here is a generalization of the minimizing movements method, using two time-scales: one for velocity, the other (potentially much…

Numerical Analysis · Mathematics 2024-04-05 Antonín Češík , Sebastian Schwarzacher
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