Related papers: A Finite-Volume Scheme for a Spinorial Matrix Drif…
An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…
In this paper a new hybrid semi-implicit finite volume / finite element (FV/FE) scheme is presented for the numerical solution of the compressible Euler and Navier-Stokes equations at all Mach numbers on unstructured staggered meshes in two…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
We propose and analyze the numerical approximation for a viscoelastic Euler-Bernoulli beam model containing a nonlinear strong damping coefficient. The finite difference method is used for spatial discretization, while the backward Euler…
Centered numerical fluxes can be constructed for compressible Euler equations which preserve kinetic energy in the semi-discrete finite volume scheme. The essential feature is that the momentum flux should be of the form $f^m_\jph =…
A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…
We present a Finite Volume formulation for determining discontinuous distributions of magnetic fields within non-orthogonal and non-uniform meshes. The numerical approach is based on the discretization of the vector potential variant of the…
This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited…
This paper is devoted to a numerical analysis of a fractional viscoelastic wave propagation model that generalizes the fractional Maxwell model and the fractional Zener model. First, we convert the model problem into a velocity type…
We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…
We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension.…
The peculiarities of electric current in semiconductors with nonuniform distribution of charge carriers are studied. The semiclassical drift-diffusion equations consisting of the continuity equations and the Poisson equation are solved…
Semiconductor model is a system of parabolic partial differential equations with cross-diffusion phenomenon. Previous results showed that a weak solution exists and is not bounded in general. So semiconductor model was categorized as a…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
We present two fully probabilistic Euler schemes, one explicit and one implicit, for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of super-linear growth and random initial condition. We provide a…
A fully discrete Galerkin scheme for a thermodynamically consistent transient Max-well-Stefan system for the mass particle densities, coupled to the Poisson equation for the electric potential, is investigated. The system models the…
We regard drift-diffusion equations for semiconductor devices in Lebesgue spaces. To that end we reformulate the (generalized) van Roosbroeck system as an evolution equation for the potentials to the driving forces of the currents of…
In this paper a new semi-implicit relaxation scheme for the simulation of multi-scale hyperbolic conservation laws based on a Jin-Xin relaxation approach is presented. It is based on the splitting of the flux function into two or more…
We propose a new finite volume scheme for the Euler system of gas dynamics motivated by the model proposed by H. Brenner. Numerical viscosity imposed through upwinding acts on the velocity field rather than on the convected quantities. The…
The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the case of globally Lipschitz continuous coefficients. However, in…