Related papers: On explicit numerical schemes for the CIR process
In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…
We propose a novel scheme to numerically solve scalar conservation laws on networks without the necessity to solve Riemann problems at the junction. The scheme is derived using the relaxation system introduced in [Jin and Xin, Comm. Pure…
A positive integer is expressed as a sum of squares of positive integers in a unique way applying a special technique. The expression, thus obtained is resolved into two factors using the concept of the Clifford algebra. This technique is…
We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…
This paper reinforces numerical iterated integration developed by Muhammad--Mori in the following two points: 1) the approximation formula is modified so that it can achieve a better convergence rate in more general cases, and 2) explicit…
Parameterization (closure) schemes in numerical weather and climate prediction models account for the effects of physical processes that cannot be resolved explicitly by these models. Methods for finding physical parameterization schemes…
The recent solution to the fermion sign problem allows, for the first time, the use of cluster algorithm techniques to compute certain fermionic path integrals. To illustrate the underlying ideas behind the progress, a cluster algorithm is…
We consider a higher-order Milstein scheme for stochastic partial differential equations with trace class noise which fulfill a certain commutativity condition. A novel technique to generally improve the order of convergence of Taylor…
In this paper we propose and analyze a finite difference numerical scheme for the Poisson-Nernst-Planck equation (PNP) system. To understand the energy structure of the PNP model, we make use of the Energetic Variational Approach (EnVarA),…
We analyze a semi-implicit finite volume scheme for the Gray--Scott system, a model for pattern formation in chemical and biological media. We prove unconditional well-posedness of the fully discrete problem and establish qualitative…
A new energy and enstrophy conserving scheme is evaluated using a suite of test cases over the global spherical domain or bounded domains. The evaluation is organized around a set of pre-defined properties: accuracy of individual opeartors,…
In this paper, we present a novel explicit second order scheme with one step for solving the forward backward stochastic differential equations, with the Crank-Nicolson method as a specific instance within our proposed framework. We first…
The aim of the present article is to explore the possibilities of representing positive integers as sums of other positive integers and highlight certain fundamental connections between their multiplicative and additive properties. In…
In this paper, we design, analyze, and numerically validate positive and energy-dissipating schemes for solving the time-dependent multi-dimensional system of Poisson-Nernst-Planck (PNP) equations, which has found much use in the modeling…
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…
Measurement and estimation of parameters are essential for science and engineering, where the main quest is to find out the highest achievable precision with given resources and design schemes to attain it. Two schemes, the sequential…
A standard assumption in the study of logarithmic structures is "fineness", but this assumption is not preserved by intersections, fiber products, and more general limits. We explain how a coherent logarithmic scheme $X$ has a natural…
Compute the coarsest simulation preorder included in an initial preorder is used to reduce the resources needed to analyze a given transition system. This technique is applied on many models like Kripke structures, labeled graphs, labeled…
In this note we consider optimised circuits for implementing Shor's quantum factoring algorithm. First I give a circuit for which none of the about 2n qubits need to be initialised (though we still have to make the usual 2n measurements…
We revisit the problem of computing (robust) controlled invariant sets for discrete-time linear systems. Departing from previous approaches, we consider implicit, rather than explicit, representations for controlled invariant sets.…