Related papers: On the numerical solution of some nonlinear stocha…
We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…
Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…
We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…
We propose and study the framework of dissipative statistical solutions for the incompressible Euler equations. Statistical solutions are time-parameterized probability measures on the space of square-integrable functions, whose…
We develop a second-order accurate central scheme for the two-dimensional hyperbolic system of in-homogeneous conservation laws. The main idea behind the scheme is that we combine the well-balanced deviation method with the Kurganov-Tadmor…
A new class of explicit Euler schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that these…
We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…
A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…
We study a semidiscrete analogue of the Unified Transform Method introduced by A. S. Fokas, to solve initial-boundary-value problems for linear evolution partial differential equations with constant coefficients on the finite interval $x…
The weighted essentially non-oscillatory (WENO) methods are popular and effective spatial discretization methods for nonlinear hyperbolic partial differential equations. Although these methods are formally first-order accurate when a shock…
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…
This article proposes a new numerical algorithm for second order elliptic equations in non-divergence form. The new method is based on a discrete weak Hessian operator locally constructed by following the weak Galerkin strategy. The…
We propose an efficient numerical scheme for the resolution of a non-hydrostatic Saint-Venant type model. The model is a shallow water type approximation of the incompressbile Euler system with free surface and slightly differs from the…
This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…
A semi-discretization in time, according to a full implicit Euler scheme, for a 2D dissipative quasi geostrophic equation, is studied. We prove existence, uniqueness and regularity results of the solution to the predicted discretization, in…
Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…
Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…
The semi-implicit schemes for the nonlinear predator-prey reaction-diffusion model with the space-time fractional derivatives are discussed, where the space fractional derivative is discretized by the fractional centered difference and WSGD…
The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…
We investigate the numerical approximation of the stochastic Allen--Cahn equation with multiplicative noise on a periodic domain. The considered scheme uses a recently proposed augmented variant of scalar auxiliary variable method for the…