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We propose a deterministic particle method for a one-dimensional nonlocal equation with interactions through the repulsive Morse potential. We show that the particle method converges as the number of particles goes to infinity towards weak…

Analysis of PDEs · Mathematics 2024-01-22 Marco Di Francesco , Valeria Iorio , Markus Schmidtchen

We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…

Probability · Mathematics 2009-08-14 N. V. Krylov

We prove the convergence of a particle method for the approximation of diffusive gradient flows in one dimension. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles and preserves the…

Analysis of PDEs · Mathematics 2017-06-09 J. A. Carrillo , F. S. Patacchini , P. Sternberg , G. Wolansky

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

Optimization and Control · Mathematics 2022-07-05 Christian Kanzow , Patrick Mehlitz

We show that in one space dimension Lipschitz solutions of extremal surface equations are equivalent to entropy solutions in $L^\infty(\R)$ of a non-strictly hyperbolic system of conservation laws. We obtain an explicit representation…

Mathematical Physics · Physics 2015-05-20 Yue-Jun Peng , Yong-Fu Yang

We consider a singularly perturbed semilinear boundary value problem of a general form that allows various types of turning points. A solution decomposition is derived that separates the potential exponential boundary layer terms. The…

Numerical Analysis · Mathematics 2017-01-24 Simon Becher

We consider the EBT algorithm (a particle method) for the non-local equation with a discontinuous interaction kernel. The main difficulty lies in the low regularity of the kernel which is not Lipschitz continuous, thus preventing the…

Numerical Analysis · Mathematics 2021-06-23 Piotr Gwiazda , Błażej Miasojedow , Jakub Skrzeczkowski , Zuzanna Szymańska

Inspired by so-called TVD limiter-based second-order schemes for hyperbolic conservation laws, we develop a second-order accurate numerical method for multi-dimensional aggregation equations. The method allows for simulations to be…

Numerical Analysis · Mathematics 2021-01-15 José A. Carrillo , Ulrik Skre Fjordholm , Susanne Solem

We shall establish the convergence of an adaptive conforming finite element method for the reconstruction of the distributed flux in a diffusion system. The adaptive method is based on a posteriori error estimators for the distributed flux,…

Numerical Analysis · Mathematics 2013-09-10 Yifeng Xu , Jun Zou

We consider the Dirichlet problem for elliptic systems with periodically distributed inclusions whose conduction parameter exhibits a significant contrast compared to the background media. We develop a unified method to quantify the…

Analysis of PDEs · Mathematics 2024-04-18 Xin Fu , Wenjia Jing

A convergence result for a discontinuous Galerkin multiscale method for a second order elliptic problem is presented. We consider a heterogeneous and highly varying diffusion coefficient in $L^\infty(\Omega,\mathbb{R}^{d\times d}_{sym})$…

Numerical Analysis · Mathematics 2012-11-26 Daniel Elfverson , Emmanuil H. Georgoulis , Axel Målqvist , Daniel Peterseim

We prove sharp $L^p$ estimates for a singular transport equation by building what we call a \emph{cascading solution}; the equation studies the combined effect of multiplying by a bounded function and application of the Hilbert transform.…

Analysis of PDEs · Mathematics 2014-08-20 Tarek M. Elgindi

This article shows how to combine the relative entropy method by D. Bresch, P.-E. Jabin, and Z. Wang in arXiv:1706.09564, arXiv:1906.04093 and the regularized $L^2(\mathbb{R}^d)$-estimate by Oelschl\"ager (Probability theory and related…

Analysis of PDEs · Mathematics 2024-05-20 Li Chen , Alexandra Holzinger , Xiaokai Huo

We present and study a Particle method for the stationary solutions of a class of transport equations. This method is inspired by non-stationary Particle methods, the time variable being replaced by one spatial variable. Particles…

Numerical Analysis · Mathematics 2025-11-13 Rafael Bailo , Julie Binard , Pierre Degond , Pascal Noble

We propose a proof of convergence of an adaptive method used in molecular dynamics to compute free energy profiles. Mathematically, it amounts to studying the long-time behavior of a stochastic process which satisfies a non-linear…

Analysis of PDEs · Mathematics 2007-06-13 Tony Lelievre , Felix Otto , Mathias Rousset , Gabriel Stoltz

This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet…

Numerical Analysis · Mathematics 2020-08-11 Anh-Khoa Vo , Ekeoma Rowland Ijioma , Nhu-Ngoc Nguyen

This paper addresses the problem of estimating a convex regression function under both the sup-norm risk and the pointwise risk using B-splines. The presence of the convex constraint complicates various issues in asymptotic analysis,…

Statistics Theory · Mathematics 2012-05-02 Xiao Wang , Jinglai Shen

An iterative algorithm is presented for solving the RPA equations of linear response. The method optimally computes the energy-weighted moments of the strength function, allowing one to match the computational effort to the intrinsic…

Computational Physics · Physics 2009-10-31 C. W. Johnson , G. F. Bertsch , W. D. Hazelton

A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…

The entropy-based moment method is a well-known discretization for the velocity variable in kinetic equations which has many desirable theoretical properties but is difficult to implement with high-order numerical methods. The regularized…

Numerical Analysis · Mathematics 2023-03-01 Graham W. Alldredge , Martin Frank , Jan Giesselmann