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We develop a family of second-order implicit-explicit (IMEX) schemes for the stiff BGK kinetic equation. The method is asymptotic-preserving (can capture the Euler limit without numerically resolving the small Knudsen number) as well as…

Numerical Analysis · Mathematics 2018-02-23 Jingwei Hu , Ruiwen Shu , Xiangxiong Zhang

In this paper, we are interested in the numerical approximation of the classical time-dependent drift-diffusion system near quasi-neutrality. We consider a fully implicit in time and finite volume in space scheme, where the…

Numerical Analysis · Mathematics 2019-04-22 Marianne Bessemoulin-Chatard , Claire Chainais-Hillairet , Marie-Hélène Vignal

This work is devoted to the convergence of a time-discrete numerical scheme of a semi-discretization model arising from biology, consisting of a chemotaxis equation coupled with a Galerkin approximation of Navier-Stokes system driven by…

Numerical Analysis · Mathematics 2025-06-05 Erika Hausenblas , Boris Jidjou Moghomye , Paul Andre Razafimandimby

We extend slow manifolds near a transcritical singularity in a fast-slow system given by the explicit Euler discretization of the corresponding continuous-time normal form. The analysis uses the blow-up method and direct trajectory-based…

Dynamical Systems · Mathematics 2019-07-16 Maximilian Engel , Christian Kuehn

In this short paper, we intend to describe one way to construct arbitrarily high order kinetic schemes on regular meshes. The method can be arbitrarily high order in space and time, run at least CFL one, is asymptotic preserving and…

Numerical Analysis · Mathematics 2021-07-02 Remi Abgrall , Davide Torlo

We investigate a projective integration scheme for a kinetic equation in the limit of vanishing mean free path, in which the kinetic description approaches a diffusion phenomenon. The scheme first takes a few small steps with a simple,…

Analysis of PDEs · Mathematics 2012-12-27 Pauline Lafitte , Giovanni Samaey

In this paper, we propose a general framework to design asymptotic preserving schemes for the Boltzmann kinetic kinetic and related equations. Numerically solving these equations are challenging due to the nonlinear stiff collision (source)…

Numerical Analysis · Mathematics 2015-05-13 Francis Filbet , S. Jin

We study a system of Maxwell's equations that describes the time evolution of electromagnetic fields with an additional electric scalar variable to make the system amenable to a mixed finite element spatial discretization. We demonstrate…

Numerical Analysis · Mathematics 2026-01-21 Archana Arya , Kaushik Kalyanaraman

A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preserve the same Lyapunov structure as the continuous problems.…

Numerical Analysis · Mathematics 2025-09-11 Zhihui Liu , Xiaojie Wang , Xiaoming Wu , Xiaoyan Zhang

This paper is concerned with the numerical approximation of stochastic mechanical systems with nonlinear holonomic constraints. Such systems are described by second order stochastic differential-algebraic equations involving an implicitly…

Probability · Mathematics 2017-09-26 Felix Lindner , Holger Stroot

We propose and analyze a new asymptotic preserving (AP) finite volume scheme for the multidimensional compressible barotropic Euler equations to simulate low Mach number flows. The proposed scheme uses a stabilized upwind numerical flux,…

Numerical Analysis · Mathematics 2024-07-19 K. R. Arun , Amogh Krishnamurthy , Mária Lukáčová-Medvid'ová

In this paper, we address the issue on non-asymptotic convergence bounds of Euler-type schemes associated with non-dissipative SDEs. On the one hand, for non-degenerate SDEs with super-linear drifts, we propose a novel modified Euler scheme…

Probability · Mathematics 2025-12-09 Jianhai Bao , Jiaqing Hao , Panpan Ren

We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive space-time white noise. The numerical method is inspired by…

Numerical Analysis · Mathematics 2012-02-14 Charles-Edouard Bréhier

A new type of systematic approach to study the incompressible Euler equations numerically via the vanishing viscosity limit is proposed in this work. We show the new strategy is unconditionally stable that the $L^2$-energy dissipates and…

Numerical Analysis · Mathematics 2024-06-19 Xinyu Cheng , Zhaonan Luo , Sheng Wang

This paper presents a new strategy to deal with the excessive diffusion that standard finite volume methods for compressible Euler equations display in the limit of low Mach number. The strategy can be understood as using centered…

Numerical Analysis · Mathematics 2023-01-31 Wasilij Barsukow

We consider solving a generalized Allen-Cahn equation coupled with a passive convection for a given incompressible velocity field. The numerical scheme consists of the first order accurate stabilized implicit explicit time discretization…

Numerical Analysis · Mathematics 2021-04-27 Jie Shen , Xiangxiong Zhang

We consider a nonlocal evolution equation representing the continuum limit of a large ensemble of interacting particles on graphs forced by noise. The two principle ingredients of the continuum model are a nonlocal term and Q-Wiener process…

Numerical Analysis · Mathematics 2022-04-05 Georgi Medvedev , Gideon Simpson

In this work, high order asymptotic preserving schemes are constructed and analysed for kinetic equations under a diffusive scaling. The framework enables to consider different cases: the diffusion equation, the advection-diffusion equation…

Numerical Analysis · Mathematics 2023-05-24 Megala Anandan , Benjamin Boutin , Nicolas Crouseilles

We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…

Numerical Analysis · Mathematics 2023-03-01 H. Egger , J. Giesselmann , T. Kunkel , N. Philippi

A space-discretization for the elastic flow of inextensible curves is devised and quasi-optimal convergence of the corresponding semi-discrete problem is proved for a suitable discretization of the nonlinear inextensibility constraint.…

Numerical Analysis · Mathematics 2025-04-07 Sören Bartels , Klaus Deckelnick , Dominik Schneider