Related papers: The Euler scheme for state constrained ordinary di…
The present work concerns the derivation of a numerical scheme to approximate weak solutions of the Euler equations with a gravitational source term. The designed scheme is proved to be fully well-balanced since it is able to exactly…
In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by $\alpha$-stable processes with $\alpha\in(1,2)$. The well-posedness of these equations has been…
In this paper we provide a variational derivation of the Euler-Poincar\'e equations for systems subjected to external forces using an adaptation of the techniques introduced by Galley and others. Moreover, we study in detail the underlying…
We study the strong convergence order of the Euler-Maruyama scheme for scalar stochastic differential equations with additive noise and irregular drift. We provide a general framework for the error analysis by reducing it to a weighted…
Solutions to a class of conservation laws with discontinuous flux are constructed relying on the Crandall-Liggett theory of nonlinear contractive semigroups~\cite{CL}. In particular, the paper studies the existence of backward Euler…
The Vlasov-Poisson-BGK (VPBGK) model is a kinetic model for describing the dynamics of collisional plasmas. Although various numerical schemes have been developed for it, a corresponding convergence theory has been absent. This paper fills…
A sufficient condition for existence of a solution of a differential inclusion with a uniformly bounded right-hand side that has nonempty closed (possibly nonconvex) values is obtained. An Olech-type result is obtained as a corollary. An…
We announce a detailed numerical investigation for some class of difference schemes, which arises from Euler implicit scheme. Such schemes demonstrate unusual behavior and leads to origin of solitons. Applications to some nonlinear problems…
We show that the probability of the exceptional set decays exponentially for a broad class of randomized algorithms approximating solutions of ODEs, admitting a certain error decomposition. This class includes randomized explicit and…
A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preserve the same Lyapunov structure as the continuous problems.…
We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity…
An Euler-type framework with equidistant step sizes is proposed for a class of time-changed stochastic differential equations.We establish the strong convergence rate of the standard Euler--Maruyama method under the global Lipschitz…
The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…
We present a convergence analysis of a finite volume (FV) scheme for the multicomponent compressible Euler system in the framework of dissipative weak (DW) solutions. DW solutions were introduced as a generalized solution framework in…
We study a class of linear ordinary differential equations (ODE)s with distributional coefficients. These equations are defined using an {\it intrinsic} multiplicative product of Schwartz distributions which is an extension of the…
Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…
We study the difference discrete variational principle in the framework of multi-parameter differential approach by regarding the forward difference as an entire geometric object in view of noncomutative differential geometry. By virtue of…
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…
The one-dimensional shallow water equations in Eulerian coordinates are considered. Relations between symmetries and conservation laws for the potential form of the equations, and symmetries and conservation laws in Eulerian coordinates are…
This paper focuses on mean-square approximations of a generalized A\"it-Sahalia interest rate model with Poisson jumps. The main challenge in the construction and analysis of time-discrete numerical schemes is caused by a drift that blows…