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We propose a fully discretised numerical scheme for the hyperelastic rod wave equation on the line. The convergence of the method is established. Moreover, the scheme can handle the blow-up of the derivative which naturally occurs for this…

Numerical Analysis · Mathematics 2011-09-12 David Cohen , Xavier Raynaud

We prove convergence rates of explicit finite difference schemes for the linear advection and wave equation in one space dimension with H\"older continuous coefficient. The obtained convergence rates explicitly depend on the H\"older…

Numerical Analysis · Mathematics 2016-10-04 Franziska Weber

This paper proposes a novel conservative method for numerical computation of general stochastic differential equations in the Stratonovich sense with a conserved quantity. We show that the mean-square order of the method is $1$ if noises…

Numerical Analysis · Mathematics 2014-11-10 Chuchu Chen , David Cohen , Jialin Hong

Fundamental solution of a space fractional convection equation of order $\alpha$ is the probability density function of L\'{e}vy flights with long-tailed $\alpha$-stable jump length distribution. By studying an upwind second-order implicit…

Numerical Analysis · Mathematics 2025-02-25 Lot-Kei Chou , Wan-Na Deng , Yuan-Yuan Huang , Siu-Long Lei

In this paper, we design and analyze second order positive and free energy satisfying schemes for solving diffusion equations with interaction potentials. The semi-discrete scheme is shown to conserve mass, preserve solution positivity, and…

Numerical Analysis · Mathematics 2020-08-26 Hailiang Liu , Wumaier Maimaitiyiming

We develop and analyze a general class of Euler-type numerical schemes for Levy-driven McKean-Vlasov stochastic differential equations (SDEs), where the drift, diffusion and jump coefficients grow super-linearly in the state variable. These…

Numerical Analysis · Mathematics 2025-09-12 Jingtao Zhu , Yuying Zhao , Siqing Gan

In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for…

Numerical Analysis · Mathematics 2022-03-03 Shun Sato , Yuto Miyatake , John C. Butcher

The Poisson-Nernst-Planck (PNP) system is a widely accepted model for simulation of ionic channels. In this paper, we design, analyze, and numerically validate a second order unconditional positivity-preserving scheme for solving a reduced…

Numerical Analysis · Mathematics 2019-10-01 Hailiang Liu , Wumaier Maimaitiyiming

The generalization of the geometric mean of positive scalars to positive definite matrices has attracted considerable attention since the seminal work of Ando. The paper generalizes this framework of matrix means by proposing the definition…

Optimization and Control · Mathematics 2013-04-12 Silvere Bonnabel , Anne Collard , Rodolphe Sepulchre

The present study introduces the notions of statistical convergence of order $\alpha$ and strong $p-$ Ces\`{a}ro summability of order $\alpha$ in partial metric spaces. Also, we examine the inclusion relations between these concepts. In…

General Mathematics · Mathematics 2023-04-06 Erdal Bayram , Çiğdem Bektaş , Yavuz Altın

We propose and analyze a novel approach to construct structure preserving approximations for the Poisson-Nernst-Planck equations, focusing on the positivity preserving and mass conservation properties. The strategy consists of a standard…

Numerical Analysis · Mathematics 2024-03-08 Fenghua Tong , Yongyong Cai

A second order accurate numerical scheme is proposed and analyzed for the periodic three-component Macromolecular Microsphere Composite(MMC) hydrogels system, a ternary Cahn-Hilliard system with a Flory-Huggins-deGennes free energy…

Numerical Analysis · Mathematics 2025-01-13 Lixiu Dong , Cheng Wang , Zhengru Zhang

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,…

Numerical Analysis · Mathematics 2020-12-11 Qingshan Chen , Lili Ju , Roger Temam

Numerical schemes that conserve invariants have demonstrated superior performance in various contexts, and several unified methods have been developed for constructing such schemes. However, the mathematical properties of these schemes…

Numerical Analysis · Mathematics 2024-12-23 Shuto Kawai , Shun Sato , Takayasu Matsuo

We introduce novel entropy-dissipative numerical schemes for a class of kinetic equations, leveraging the recently introduced scalar auxiliary variable (SAV) approach. Both first and second order schemes are constructed. Since the…

Numerical Analysis · Mathematics 2024-09-02 Shiheng Zhang , Jie Shen , Jingwei Hu

This paper focuses on two variants of the Milstein scheme, namely the split-step backward Milstein method and a newly proposed projected Milstein scheme, applied to stochastic differential equations which satisfy a global monotonicity…

Numerical Analysis · Mathematics 2017-01-16 Wolf-Jürgen Beyn , Elena Isaak , Raphael Kruse

An approximation of a system coupling the cross-diffusion of chemical species within a solvent, subjected to an electric field, is obtained through a control volume finite element (CVFE) scheme on general simplicial meshes in two or three…

Numerical Analysis · Mathematics 2026-03-17 Arne Berrens , Robert Eymard

The mean shift algorithm is a non-parametric and iterative technique that has been used for finding modes of an estimated probability density function. It has been successfully employed in many applications in specific areas of machine…

Computer Vision and Pattern Recognition · Computer Science 2014-07-14 Youness Aliyari Ghassabeh

In this paper, we propose two variants of the positivity-preserving schemes, namely the truncated Euler-Maruyama (EM) method and the truncated Milstein scheme, applied to stochastic differential equations (SDEs) with positive solutions and…

Numerical Analysis · Mathematics 2024-10-10 Shounian Deng , Chen Fei , Weiyin Fei , Xuerong Mao

We present a new third-order central scheme for approximating solutions of systems of conservation laws in one and two space dimensions. In the spirit of Godunov-type schemes,our method is based on reconstructing a piecewise-polynomial…

Numerical Analysis · Mathematics 2025-10-20 D. Levy , G. Puppo , G. Russo
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