Related papers: Non standard finite difference scheme preserving d…
Solutions of Rough Differential Equations (RDE) may be defined as paths whose increments are close to an approximation of the associated flow. They are constructed through a discrete scheme using a non-linear sewing lemma. In this article,…
In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
In this preliminary work, we present nonstandard time-stepping strategies to solve differential equations based on the algebraic estimation method applied to the estimation of time-derivative, which provides interesting properties of…
We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…
An implicit Euler finite-volume scheme for an $n$-species population cross-diffusion system of Shigesada--Kawasaki--Teramoto-type in a bounded domain with no-flux boundary conditions is proposed and analyzed. The scheme preserves the formal…
In this work, we present a conditionally stable finite-difference scheme that consistently approximates the solution of a general class of (3+1)-dimensional nonlinear equations that generalizes in various ways the quantitative model…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
We consider the system of $N$ points on the segment of the real line with the nearest-neighbor Coulomb repulsive interaction and external force $F$. For the fixed points of such systems (fixed configurations) we study the asymptotics (in…
In this paper a new Runge-Kutta type scheme is introduced for nonlinear stochastic partial differential equations (SPDEs) with multiplicative trace class noise. The proposed scheme converges with respect to the computational effort with a…
In this paper, we consider a nonlinear and nonlocal parabolic model for multi-species ionic fluids and introduce a semi-implicit finite volume scheme, which is second order accurate in space, first order in time and satisfies the following…
In this paper we focus on the finite-dimensional approximation of quasi-static evolutions of critical points of the phase-field model of brittle fracture. In a space discretized setting, we first discuss an alternating minimization scheme…
In this study we have developed a flexible and efficient numerical scheme for the simulation of three-dimensional incompressible flows in spherical coordinates. The main idea, inspired by a similar strategy as (Verzicco, R., Orlandi, P.,…
We prove convergence of a finite difference approximation of the compressible Navier--Stokes system towards the strong solution in $R^d,$ $d=2,3,$ for the adiabatic coefficient $\gamma>1$. Employing the relative energy functional, we find a…
In this contribution, we provide convergence rates for a finite volume scheme of a stochastic non-linear parabolic equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions. More precisely, we give an error…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
A well-balanced second-order finite volume scheme is proposed and analyzed for a 2 X 2 system of non-linear partial differential equations which describes the dynamics of growing sandpiles created by a vertical source on a flat, bounded…
We consider a prototypical parabolic SPDE with finite-dimensional multiplicative noise, which, subject to a nonnegative initial datum, has a unique nonnegative solution. Inspired by well-established techniques in the deterministic case, we…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
This article focuses on a nonlinear Neumann boundary feedback control formulation for the viscous Burgers' equation and develops a class of finite difference schemes to achieve global stabilization. The proposed procedure, known as the…