Related papers: An explicit and positivity preserving numerical sc…

A conforming finite element scheme with mixed explicit-implicit time discretization for quasi-incompressible Navier-Stokes-Maxwell-Stefan systems in a bounded domain with periodic boundary conditions is presented. The system consists of the…

In our latest studies, by introducing the novel order-preserving (OP) criterion, we have successfully addressed the widely concerned issue of the previously published mapped weighted essentially non-oscillatory (WENO) schemes that it is…

This paper develops a European option pricing formula for fractional market models. Although there exist option pricing results for a fractional Black-Scholes model, they are established without accounting for stochastic volatility. In this…

In this paper we investigate the convergence rate of Euler-Maruyama scheme for a class of stochastic differential delay equations, where the corresponding coefficients may be highly nonlinear with respect to the delay variables. In…

We propose and analyze a semi-discrete parametric finite element scheme for solving the area-preserving curve shortening flow. The scheme is based on Dziuk's approach (SIAM J. Numer. Anal. 36(6): 1808-1830, 1999) for the anisotropic curve…

We present a well-balanced finite volume solver for the compressible Euler equations with gravity where the approximate Riemann solver is derived using a relaxation approach. Besides the well-balanced property, the scheme is robust with…

This paper deals with the construction of numerical stable solutions of random mean square Fisher-KPP models with advection. The construction of the numerical scheme is performed in two stages. Firstly, a semidiscretization technique…

In this article, we construct a numerical method for a stochastic version of the Susceptible Infected Susceptible (SIS) epidemic model, expressed by a suitable stochastic differential equation (SDE), by using the semi-discrete method to a…

In this paper, we propose a high order semi-implicit well-balanced finite difference scheme for all Mach Euler equations with a gravitational source term. To obtain the asymptotic preserving property, we start from the conservative form of…

The aim of this work is to propose a provably convergent finite volume scheme for the so-called Stefan-Maxwell model, which describes the evolution of the composition of a multi-component mixture and reads as a cross-diffusion system. The…

In this study, a new form of quadratic spline is obtained, where the coefficients are determined explicitly by variational methods. Convergence is studied and parity conservation is demonstrated. Finally, the method is applied to solve…

Estimation of covariance matrices or their inverses plays a central role in many statistical methods. For these methods to work reliably, estimated matrices must not only be invertible but also well-conditioned. In this paper we present an…

We introduce a recursive algorithm of conveniently general form for estimating the coefficient of a moving average model of order one and obtain convergence results for both correct and misspecified MA(1) models. The algorithm encompasses…

We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…

We prove that measure-preserving symmetries of an $n$-dimensional differential system preserve its divergence and the divergence derivatives along the solutions. Also, we prove that measure-preserving reversibilities preserve odd-order…

A positivity-preserving fractional algorithm is presented for solving the four-equation homogeneous relaxation model (HRM) with an arbitrary number of ideal gases and a liquid governed by the stiffened gas equation of state. The fractional…

In this article, we propose a modified convex combination of the polynomial reconstructions of odd-order WENO schemes to maintain the central substencil prevalence over the lateral ones in all parts of the solution. New "centered" versions…

In this work a simple method to enforce the positivity-preserving property for general high-order conservative schemes is proposed. The method keeps the original scheme unchanged and detects critical numerical fluxes which may lead to…

We present an adaptive well-balanced positivity preserving central-upwind scheme on quadtree grids for shallow water equations. The use of quadtree grids results in a robust, efficient and highly accurate numerical method. The quadtree…

In this paper the Jessen's type inequality for normalized positive $C_0$-semigroups is obtained. An adjoint of Jessen's type inequality has also been derived for the corresponding adjoint-semigroup, which does not give the analogous results…