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We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…

Numerical Analysis · Mathematics 2020-02-12 Luca Bonaventura , Elisabetta Carlini , Elisa Calzola , Roberto Ferretti

Invariant discretization schemes are derived for the one- and two-dimensional shallow-water equations with periodic boundary conditions. While originally designed for constructing invariant finite difference schemes, we extend the usage of…

Mathematical Physics · Physics 2013-01-04 Alexander Bihlo , Roman O. Popovych

A novel discontinuous Galerkin (DG) method is developed to solve time-dependent bi-harmonic type equations involving fourth derivatives in one and multiple space dimensions. We present the spatial DG discretization based on a mixed…

Numerical Analysis · Mathematics 2019-10-02 Hailiang Liu , Peimeng Yin

Recently, a new class of semi-Lagrangian methods for the BGK model of the Boltzmann equation has been introduced [8, 17, 18]. These methods work in a satisfactory way either in rarefied or fluid regime. Moreover, because of the…

Analysis of PDEs · Mathematics 2010-07-19 Giovanni Russo , Pietro Santagati , Seok-Bae Yun

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

We develop a convergence theory of space-time discretizations for the linear, 2nd-order wave equation in polygonal domains $\Omega\subset\mathbb{R}^2$, possibly occupied by piecewise homogeneous media with different propagation speeds.…

Numerical Analysis · Mathematics 2022-08-29 Pratyuksh Bansal , Andrea Moiola , Ilaria Perugia , Christoph Schwab

In this paper, a linearized fully discrete scheme is proposed to solve the two-dimensional nonlinear time fractional Schr\"odinger equation with weakly singular solutions, which is constructed by using L1 scheme for Caputo fractional…

Numerical Analysis · Mathematics 2025-04-15 Jun Ma , Tao Sun , Hu Chen

We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different…

Numerical Analysis · Mathematics 2020-06-17 Jianbo Cui , Luca Dieci , Haomin Zhou

The full discretization of the semi-linear stochastic wave equation is considered. The discontinuous Galerkin finite element method is used in space and analyzed in a semigroup framework, and an explicit stochastic position Verlet scheme is…

Numerical Analysis · Mathematics 2020-09-17 Lehel Banjai , Gabriel Lord , Jeta Molla

We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the nonlinear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly…

Numerical Analysis · Mathematics 2016-06-23 Niklas Wintermeyer , Andrew R. Winters , Gregor J. Gassner , David A. Kopriva

We propose a least-squares method involving the recovery of the gradient and possibly the Hessian for elliptic equation in nondivergence form. As our approach is based on the Lax--Milgram theorem with the curl-free constraint built into the…

Numerical Analysis · Mathematics 2021-09-08 Omar Lakkis , Amireh Mousavi

A cell-centered implicit-explicit updated Lagrangian finite volume scheme on unstructured grids is proposed for a unified first order hyperbolic formulation of continuum fluid and solid mechanics. The scheme provably respects the stiff…

Numerical Analysis · Mathematics 2022-01-26 Walter Boscheri , Simone Chiocchetti , Ilya Peshkov

This paper develops and analyzes a class of semi-discrete and fully discrete weak Galerkin finite element methods for unsteady incompressible convective Brinkman-Forchheimer equations. For the spatial discretization, the methods adopt the…

Numerical Analysis · Mathematics 2024-10-30 Xiaojuan Wang , Jihong Xiao , Xiaoping Xie , Shiquan Zhang

We propose a finite element discretisation approach for the incompressible Euler equations which mimics their geometric structure and their variational derivation. In particular, we derive a finite element method that arises from a…

Numerical Analysis · Mathematics 2017-10-17 Andrea Natale , Colin J. Cotter

Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…

Statistics Theory · Mathematics 2021-01-19 Abhishek Roy , Lingqing Shen , Krishnakumar Balasubramanian , Saeed Ghadimi

We develop unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}[\varphi(u)]=f(x,t) \qquad\text{in}\qquad \mathbb{R}^N\times(0,T), $$…

Numerical Analysis · Mathematics 2018-10-17 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framework in the study of dissipative partial differential…

Analysis of PDEs · Mathematics 2022-01-17 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

We prove that the unique entropy solution to a scalar nonlinear conservation law with strictly monotone velocity and nonnegative initial condition can be rigorously obtained as the large particle limit of a microscopic follow-the-leader…

Analysis of PDEs · Mathematics 2015-06-19 Marco Di Francesco , Massimiliano D. Rosini

We generalize our earlier results concerning meshfree collocation methods for semilinear elliptic second order problems to the quasilinear case. The stability question, however, is treated differently, namely by extending a paper on…

Numerical Analysis · Mathematics 2018-06-19 Klaus Böhmer , Robert Schaback

We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…

Analysis of PDEs · Mathematics 2024-10-07 Clément Cancès , Léonard Monsaingeon , Andrea Natale