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This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

Optimization and Control · Mathematics 2019-04-17 Emil M. Constantinescu , Noemi Petra , Julie Bessac , Cosmin G. Petra

In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…

Numerical Analysis · Mathematics 2020-08-18 Chenghua Duan , Wenbin Chen , Chun Liu , Xingye Yue , Shenggao Zhou

We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…

Numerical Analysis · Mathematics 2016-08-18 Nicolas Crouseilles , Mohammed Lemou , Gilles Vilmart

We present a positive and asymptotic preserving numerical scheme for solving linear kinetic, transport equations that relax to a diffusive equation in the limit of infinite scattering. The proposed scheme is developed using a standard…

Numerical Analysis · Mathematics 2018-07-18 M. Paul Laiu , Martin Frank , Cory D. Hauck

Numerical schemes used for the integration of complex flow simulations should provide accurate solutions for the long time integrations these flows require. To this end, the performance of various high-order accurate numerical schemes is…

Fluid Dynamics · Physics 2012-12-06 Omer San , Anne E. Staples

In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second…

Mathematical Physics · Physics 2012-01-17 Shuvam Sen

In this paper, we present a fully local second-order upwind scheme, applicable on generic meshes. This is done by hybridisation, which is achieved by introducing unknowns on each edge of the mesh. By doing so, fluxes only depend on values…

Numerical Analysis · Mathematics 2021-03-16 Hanz Martin Cheng

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

Optimization and Control · Mathematics 2022-10-25 Qixia Zhang

Symmetry preserving difference schemes approximating second and third order ordinary differential equations are presented. They have the same three or four-dimensional symmetry groups as the original differential equations. The new…

Mathematical Physics · Physics 2009-11-11 A. Bourlioux , C Cyr-Gagnon , P Winternitz

The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. We have studied numerical methods for PME by an energetic variational approach in [C. Duan et al, J. Comput. Phys., 385 (2019) 13-32], where the…

Numerical Analysis · Mathematics 2019-10-11 Chenghua Duan , Chun Liu , Cheng Wang , Xingye Yue

Motivated by considering partial differential equations arising from conservation laws posed on evolving surfaces, a new numerical method for an advection problem is developed and simple numerical tests are performed. The method is based on…

Numerical Analysis · Mathematics 2016-02-03 Christian Engwer , Thomas Ranner , Sebastian Westerheide

Conservative numerical schemes for general relativistic magnetohydrodynamics (GRMHD) require a method for transforming between ``conserved'' variables such as momentum and energy density and ``primitive'' variables such as rest-mass…

Astrophysics · Physics 2009-11-13 Scott C. Noble , Charles F. Gammie , Jonathan C. McKinney , Luca Del Zanna

In this study, a numerical model preserving a class of nontrivial steady-state solutions is proposed to predict waves propagation and waves run-up on coastal zones. The numerical model is based on the Saint-Venant system with source terms…

Numerical Analysis · Mathematics 2022-10-05 H. Karjoun , A. Beljadid

Seismic imaging of the mantle has revealed large and small scale heterogeneities in the lower mantle; specifically structures known as large low shear velocity provinces (LLSVP) below Africa and the South Pacific. Most interpretations…

Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Giovanni Naldi , Gabriella Puppo , Matteo Semplice

Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…

Neural and Evolutionary Computing · Computer Science 2014-01-02 C. D. Erdbrink , V. V. Krzhizhanovskaya , P. M. A. Sloot

In this work, we develop a class of stable and convergent numerical methods for the approximate solution of the viscoelastic Giesekus model in two space dimensions. The model couples the incompressible Navier--Stokes equations with an…

Numerical Analysis · Mathematics 2025-12-30 Endre Süli , Dennis Trautwein
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