Related papers: A fully discrete variational scheme for solving no…
We consider a class of time dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of…
Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing…
Novel fully discrete schemes are developed to numerically approximate a semilinear stochastic wave equation driven by additive space-time white noise. Spectral Galerkin method is proposed for the spatial discretization, and exponential time…
By investigating path-distribution dependent stochastic differential equations, the following type of nonlinear Fokker--Planck equations for probability measures $(\mu_t)_{t \geq 0}$ on the path space $\mathcal C:=C([-r_0,0];\mathbb R^d),$…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
We numerically benchmark methods for computing harmonic maps into the unit sphere, with particular focus on harmonic maps with singularities. For the discretization we compare two different approaches, both based on Lagrange finite…
A class of nonlinear Fokker-Planck equations with superlinear drift is investigated in the $L^1$-supercritical regime, which exhibits a finite critical mass. The equations have a formal Wasserstein-like gradient-flow structure with a convex…
In this article, we study the semi discrete and fully discrete formulations for a Kirchhoff type quasilinear integro-differential equation involving time-fractional derivative of order $\alpha \in (0,1) $. For the semi discrete formulation…
In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…
We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…
Sampling from nonsmooth target probability distributions is essential in various applications, including the Bayesian Lasso. We propose a splitting-based sampling algorithm for the time-implicit discretization of the probability flow for…
We propose and analyse a spatial discretization of the non-local Quantum Drift Diffusion (nlQDD) model by Degond, M\`{e}hats and Ringhofer in one space dimension. With our approach, that uses consistently matrices on ${\mathbb C}^N$ instead…
In this paper, we analyze a scheme for the time-dependent variable density Navier-Stokes equations. The algorithm is implicit in time, and the space approximation is based on a low-order staggered non-conforming finite element, the…
We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…
We investigate numerical approximations for the stochastic Burgers equation driven by an additive cylindrical fractional Brownian motion with Hurst parameter $H \in (\frac{1}{2}, 1)$. To discretize the continuous problem in space, a…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
A numerically stable method to solve the discretized Boltzmann-Enskog equation describing the behavior of non ideal fluids under inhomogeneous conditions is presented. The algorithm employed uses a Lagrangian finite-difference scheme for…
We examine the time discretization of Lindblad master equations in infinite-dimensional Hilbert spaces. Our study is motivated by the fact that, with unbounded Lindbladian, projecting the evolution onto a finite-dimensional subspace using a…
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…
After we derive the Serre system of equations of water wave theory from a generalized variational principle, we present some of its structural properties. We also propose a robust and accurate finite volume scheme to solve these equations…