Related papers: An explicit and positivity preserving numerical sc…
This paper examines convergence and stability of the two classes of theta-Milstein schemes for stochastic differential equations (SDEs) with non-global Lipschitz continuous coefficients: the split-step theta-Milstein (SSTM) scheme and the…
In this paper, we show a mean convergence theorem for a mapping with an attractive point in a Hilbert space by using a quasinonexpansive extension of the mapping and a mean convergence theorem for a quasinonexpansive mapping.
We are interested in building schemes for the compressible Euler equations that are also locally conserving the angular momentum. We present a general framework, describe a few examples of schemes and show results. These schemes can be of…
A critical challenge inherent to the projection method applied to the Landau-Lifshitz equation is the deficiency of rigorous theoretical justifications for the stability of its projection step. To mitigate this limitation, we introduce a…
It is well documented from various empirical studies that the volatility process of an asset price dynamics is stochastic. This phenomenon called for a new approach to describing the random evolution of volatility through time with…
In this paper, we develop a novel staggered mesh (SM) approach for general nonlinear dissipative systems with arbitrary energy distributions (including cases with known or unknown energy lower bounds). Based on this framework, we propose…
We present an all speed scheme for the Euler-Korteweg model. We study a semi-implicit time-discretisation which treats the terms, which are stiff for low Mach numbers, implicitly and thereby avoids a dependence of the timestep restriction…
This work is devoted to the study of a fully discrete scheme for a repulsive chemotaxis with quadratic production model. By following the ideas presented in [Guilen-Gonzalez et al], we introduce an auxiliary variable (the gradient of the…
Using the method of equivariant moving frames, we present a procedure for constructing symmetry-preserving finite element methods for second-order ordinary differential equations. Using the method of lines, we then indicate how our…
We propose a choreographic model of reversible computations based on a conservative extension of global graphs and communicating finite-state machines. The main advantage of our approach is that does not require to instrument models in…
A numerical algorithm for mean curvature flow of closed mean convex surfaces with surgery is proposed. The method uses a finite element based mean curvature flow algorithm based on a coupled partial differential equation system which…
Tensor interpolation is an essential step for tensor data analysis in various fields of application and scientific disciplines. In the present work, novel interpolation schemes for general, i.e., symmetric or non-symmetric, invertible…
In this paper we introduce a procedure, based on the method of equivariant moving frames, for formulating continuous Galerkin finite element schemes that preserve the Lie point symmetries of initial value problems for ordinary differential…
We consider the relativistic Vlasov--Maxwell (RVM) equations in the limit when the light velocity $c$ goes to infinity. In this regime, the RVM system converges towards the Vlasov--Poisson system and the aim of this paper is to construct…
This paper introduces \emph{biased mean regression}, estimating the \emph{biased mean}, i.e., $\mathbb{E}[Y] + x$, where $x \in \mathbb{R}$. The approach addresses a fundamental statistical problem that covers numerous applications. For…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
Third order WENO and CWENO reconstruction are widespread high order reconstruction techniques for numerical schemes for hyperbolic conservation and balance laws. In their definition, there appears a small positive parameter, usually called…
We consider an isomorphism invariant for measure-preserving systems - types of generalized entropy convergence rates. We show the connections of this invariant with the types of Shannon entropy convergence rates. In the case when they…
We present an adaptive-order positivity-preserving conservative finite-difference scheme that allows a high-order solution away from shocks and discontinuities while guaranteeing positivity and robustness at discontinuities. This is…
In this second part of our two-part paper, we extend to multiple spatial dimensions the one-dimensional, fully conservative, positivity-preserving, and entropy-bounded discontinuous Galerkin scheme developed in the first part for the…