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We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…

Analysis of PDEs · Mathematics 2018-05-14 Carey Caginalp

This paper presents a structure-preserving spatial discretization method for distributed parameter port-Hamiltonian systems. The class of considered systems are hyperbolic systems of two conservation laws in arbitrary spatial dimension and…

Numerical Analysis · Mathematics 2021-08-11 Flávio Luiz Cardoso-Ribeiro , Denis Matignon , Laurent Lefèvre

This work extends the concepts of algebraic flux correction and convex limiting to continuous high-order Bernstein finite element discretizations of scalar hyperbolic problems. Using an array of adjustable diffusive fluxes, the standard…

Numerical Analysis · Mathematics 2020-04-22 Dmitri Kuzmin , Manuel Quezada de Luna

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

Spectral Theory · Mathematics 2024-12-10 Tareq Alodat , Quoc T. Le Gia

The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear…

Numerical Analysis · Mathematics 2018-03-26 Kohei Soga

In this study, we develop a probabilistic approach to map the parametric uncertainty to the output state uncertainty in first-order hyperbolic conservation laws. We analyze this problem for nonlinear immiscible two-phase transport in…

Computational Physics · Physics 2021-05-11 Farzaneh Rajabi , Hamdi A. Tchelepi

We address numerical challenges in solving hyperbolic free boundary problems described by spherically symmetric conservation laws that arise in the modeling of tumor growth due to immune cell infiltrations. In this work, we normalize the…

Numerical Analysis · Mathematics 2018-09-11 Xianyi Zeng , Mashriq Ahmed Saleh , Jianjun Paul Tian

A high order time stepping applied to spatial discretizations provided by the method of lines for hyperbolic conservations laws is presented. This procedure is related to the one proposed in Qiu and Shu (SIAM J Sci Comput 24(6):2185-2198,…

Numerical Analysis · Mathematics 2025-01-29 David Zorío , Antonio Baeza , Pep Mulet

We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…

Numerical Analysis · Mathematics 2019-07-22 Clément Cancès , Thomas O. Gallouët , Gabriele Todeschi

In this work we present a framework for enforcing discrete maximum principles in discontinuous Galerkin (DG) discretizations. The developed schemes are applicable to scalar conservation laws as well as hyperbolic systems. Our methodology…

Numerical Analysis · Mathematics 2020-07-06 Hennes Hajduk

A novel structure-preserving numerical method to solve random hyperbolic systems of conservation laws is presented. The method uses a concept of generalized, measure-valued solutions to random conservation laws. This yields a linear partial…

Numerical Analysis · Mathematics 2025-10-29 Shaoshuai Chu , Michael Herty , Maria Lukacova-Medvidova , Yizhou Zhou

In this work we consider the classical non-linear Boltzmann equation, where the unknown is the distribution function $f$, which depends on the time $t$, the vector $\mathbf{x}$ (the position of a molecule) and its velocity $\mathbf{\xi}$.…

Mathematical Physics · Physics 2017-11-29 Armando Majorana

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

Fluid Dynamics · Physics 2017-09-26 Laurent Chevillard

We consider the dynamic Biot model (see [Biot, M. A. J. Appl. Phys. 33, 1482--1498 (1962)]) describing the interaction between fluid flow and solid deformation including wave propagation phenomena in both the liquid and solid phases of a…

Numerical Analysis · Mathematics 2025-07-29 Johannes Kraus , Maria Lymbery , Kevin Osthues

In this paper, we show that diagonal-norm summation by parts (SBP) discretizations of general non-conservative systems of hyperbolic balance laws can be rewritten as a finite-volume-type formula, also known as flux-differencing formula, if…

Numerical Analysis · Mathematics 2022-11-28 Andrés M Rueda-Ramírez , Gregor J Gassner

We investigate an undamped random phase-space dynamics in deterministic external force fields (conservative and magnetic ones). By employing the hydrodynamical formalism for those stochastic processes we analyze microscopic kinetic-type…

Statistical Mechanics · Physics 2009-11-07 R. Czopnik , P. Garbaczewski

Recently, results regarding the Inverse Design problem for Conservation Laws and Hamilton-Jacobi equations with space-dependent convex fluxes were obtaine. More precisely, characterizations of attainable sets and the set of initialdata…

Analysis of PDEs · Mathematics 2023-05-16 Rinaldo M. Colombo , Vincent Perrollaz , Abraham Sylla

The method of distributions is developed for systems that are governed by hyperbolic conservation laws with stochastic forcing. The method yields a deterministic equation for the cumulative density distribution (CDF) of a system state,…

Computational Physics · Physics 2019-09-05 Rik J. L. Rutjens , Gustaaf B. Jacobs , Daniel M. Tartakovsky

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

Numerical Analysis · Mathematics 2020-06-05 Manh Hong Duong , Bangti Jin

Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…

Statistical Mechanics · Physics 2007-05-23 P. Garbaczewski