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In our pursuit of finding a zero for a monotone and Lipschitz continuous operator $M : \R^n \rightarrow \R^n$ amidst noisy evaluations, we explore an associated differential equation within a stochastic framework, incorporating a correction…

Optimization and Control · Mathematics 2024-04-30 Radu Ioan Bot , Chiara Schindler

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…

Numerical Analysis · Mathematics 2021-05-04 Xing Liu

In this article, we have analyzed the full discretization of the Stochastic semilinear Schr\"{o}dinger equation in a bounded convex polygonal domain driven by multiplicative Wiener noise. We use the finite element method for spatial…

Numerical Analysis · Mathematics 2025-04-22 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

Many physical questions in fluid dynamics can be recast in terms of norm constrained optimisation problems; which in-turn, can be further recast as unconstrained problems on spherical manifolds. Due to the nonlinearities of the governing…

Fluid Dynamics · Physics 2024-01-17 Paul M Mannix , Calum S Skene , Didier Auroux , Florence Marcotte

A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…

Numerical Analysis · Mathematics 2021-11-12 Stéphane Gaudreault , Martin Charron , Valentin Dallerit , Mayya Tokman

We study a class of semilinear diffusion equations on infinite, connected, weighted graphs, focusing on two types of nonlinearities: monotone decreasing and Lipschitz continuous. Under minimal structural assumptions on the graph, we…

Analysis of PDEs · Mathematics 2026-05-15 Elvise Berchio , Davide Bianchi , Alberto G. Setti , Maria Vallarino

We present results of numerical simulations of the tensor-valued elliptic-parabolic PDE model for biological network formation. The numerical method is based on a non-linear finite difference scheme on a uniform Cartesian grid in a 2D…

Numerical Analysis · Mathematics 2023-07-19 Clarissa Astuto , Daniele Boffi , Jan Haskovec , Peter Markowich , Giovanni Russo

In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…

Numerical Analysis · Mathematics 2025-05-09 Lorenzo Micalizzi , Eleuterio F. Toro

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

We develop a numerical method for the Westervelt equation, an important equation in nonlinear acoustics, in the form where the attenuation is represented by a class of non-local in time operators. A semi-discretisation in time based on the…

Numerical Analysis · Mathematics 2024-01-23 Katherine Baker , Lehel Banjai , Mariya Ptashnyk

We study a class of ordinary differential equations with a non-Lipschitz point singularity, which admit non-unique solutions through this point. As a selection criterion, we introduce stochastic regularizations depending on the parameter…

Dynamical Systems · Mathematics 2024-11-20 Theodore D. Drivas , Alexei A. Mailybaev , Artem Raibekas

This study proposes a novel spatial discretization procedure for the compressible Euler equations which guarantees entropy conservation at a discrete level when an arbitrary equation of state is assumed. The proposed method, based on a…

Fluid Dynamics · Physics 2025-09-24 Alessandro Aiello , Carlo De Michele , Gennaro Coppola

This article deals with a simultaneous abstract evolution equation. This includes a parabolic-hyperbolic phase-field system as an example which consists of a parabolic equation for the relative temperature coupled with a semilinear damped…

Numerical Analysis · Mathematics 2019-06-18 Shunsuke Kurima

The adhesive dynamics of a one-dimensional aggregating gas of point particles is rigorously described. The infinite hierarchy of kinetic equations for the distributions of clusters of nearest neighbours is shown to be equivalent to a system…

Statistical Mechanics · Physics 2009-10-31 L. Frachebourg , Ph. A. Martin , ; J. Piasecki

This paper provides a self-contained ordinary differential equation solver approach for separable convex optimization problems. A novel primal-dual dynamical system with built-in time rescaling factors is introduced, and the exponential…

Optimization and Control · Mathematics 2023-04-26 Hao Luo , Zihang Zhang

For the stationary Wigner equation with inflow boundary conditions, its numerical convergence with respect to the velocity mesh size are deteriorated due to the singularity at velocity zero. In this paper, using the fact that the solution…

Numerical Analysis · Mathematics 2016-10-11 Tiao Lu , Zhangpeng Sun

This paper studies two hybrid discontinuous Galerkin (HDG) discretizations for the velocity-density formulation of the compressible Stokes equations with respect to several desired structural properties, namely provable convergence, the…

Numerical Analysis · Mathematics 2023-11-13 Philip L. Lederer , Christian Merdon

Space and time scales are not independent in diffusion. In fact, numerical simulations show that different patterns are obtained when space and time steps ($\Delta x$ and $\Delta t$) are varied independently. On the other hand, anisotropy…

patt-sol · Physics 2015-06-26 Rui Dilao , Joaquim Sainhas

Combining the classical theory of optimal transport with modern operator splitting techniques, we develop a new numerical method for nonlinear, nonlocal partial differential equations, arising in models of porous media, materials science,…

Numerical Analysis · Mathematics 2021-02-09 Jose A. Carrillo , Katy Craig , Li Wang , Chaozhen Wei

We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…

Numerical Analysis · Mathematics 2025-01-08 Rong Lei