Related papers: An efficient filtered scheme for some first order …

This work presents arbitrary high order well balanced finite volume schemes for the Euler equations with a prescribed gravitational field. It is assumed that the desired equilibrium solution is known, and we construct a scheme which is…

High-order reconstruction schemes for the solution of hyperbolic conservation laws in orthogonal curvilinear coordinates are revised in the finite volume approach. The formulation employs a piecewise polynomial approximation to the…

In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arxiv:1111.5423);…

This paper presents a systematic methodology for the discretization and reduction of a class of one-dimensional Partial Differential Equations (PDEs) with inputs and outputs collocated at the spatial boundaries. The class of system that we…

We consider an ultra-weak first order system discretization of the Helmholtz equation. When employing the optimal test norm, the `ideal' method yields the best approximation to the pair of the Helmholtz solution and its scaled gradient…

We propose a high-order finite element method for linear fourth-order elliptic problems that is both nodally bound-preserving and mass-conservative, based on a variational inequality formulation. The method admits an equivalent strictly…

We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques.…

We show that finite element discretizations of incompressible flow problems can be designed to ensure preservation/dissipation of kinetic energy not only globally but also locally. In the context of equal-order (piecewise-linear)…

First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…

Finding the optimal hyperparameters of a model can be cast as a bilevel optimization problem, typically solved using zero-order techniques. In this work we study first-order methods when the inner optimization problem is convex but…

The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…

First-order optimization algorithms are widely used today. Two standard building blocks in these algorithms are proximal operators (proximals) and gradients. Although gradients can be computed for a wide array of functions, explicit…

The paper studies the First Order BSPDEs (Backward Stochastic Partial Differential Equations) suggested earlier for a case of multidimensional state domain with a boundary. These equations represent analogs of Hamilton-Jacobi-Bellman…

We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…

The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…

High order schemes are known to be unstable in the presence of shock discontinuities or under-resolved solution features for nonlinear conservation laws. Entropy stable schemes address this instability by ensuring that physically relevant…

We propose high-order well-balanced finite-volume schemes for a broad class of hydrodynamic systems with attractive-repulsive interaction forces and linear and nonlinear damping. Our schemes are suitable for free energies containing…

We introduce some sparse grids interpolations used in Semi-Lagrangian schemes for linear and fully non-linear diffusion Hamilton Jacobi Bellman equations arising in stochastic control. We prove that the method introduced converges toward…

This paper proposes specular differentiation in one-dimensional Euclidean space and provides its fundamental analysis, including a quasi-Fermat theorem and a quasi-Mean Value Theorem. As an application, this paper develops several numerical…

We introduce novel high order well-balanced finite volume methods for the full compressible Euler system with gravity source term. They require no a priori knowledge of the hydrostatic solution which is to be well-balanced and are not…