Related papers: A new class of high order semi-Lagrangian schemes …
Semi-Lagrangian schemes have proven to be very efficient to model advection problems. However most semi-Lagrangian schemes are not conservative. Here, a systematic method is introduced in order to enforce the conservative property on a…
An efficient third-order discrete unified gas kinetic scheme (DUGKS) with efficiency is presented in this work for simulating continuum and rarefied flows. By employing two-stage time-stepping scheme and the high-order DUGKS flux…
We present a multi-scale lattice Boltzmann scheme, which adaptively refines particles' velocity space. Different velocity sets, i.e., higher- and lower-order lattices, are consistently and efficiently coupled, allowing us to use the…
We present the second-order multidimensional Staggered Grid Hydrodynamics Residual Distribution (SGH RD) scheme for Lagrangian hydrodynamics. The SGH RD scheme is based on the staggered finite element discretizations as in [Dobrev et al.,…
Recently, there has been significant progress in the development of distributed first order methods. (At least) two different types of methods, designed from very different perspectives, have been proposed that achieve both exact and linear…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…
This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…
In this paper, a novel high-order, mass and energy-conserving scheme is proposed for the regularized logarithmic Schr\"{o}dinger equation(RLogSE). Based on the idea of the supplementary variable method (SVM), we firstly reformulate the…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…
Semi-Lagrangian (SL) schemes are highly efficient for simulating transport equations and are widely used across various applications. Despite their success, designing genuinely multi-dimensional and conservative SL schemes remains a…
We present a fully Lagrangian particle level-set method based on high-order polynomial regression. This enables closest-point redistancing without requiring a regular Cartesian mesh, relaxing the need for particle-mesh interpolation.…
In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…
In this paper, a high-order multi-dimensional gas-kinetic scheme is presented for both inviscid and viscous flows in arbitrary Lagrangian-Eulerian (ALE) formulation. Compared with the traditional ALE method, the flow variables are updated…
This paper introduces a novel second-order splitting scheme for charged-particle dynamics in strong magnetic fields characterized by the maximal ordering. The proposed scheme is explicit and symmetric, which respectively ensure the…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…
In this paper, we develop a class of high order conservative semi-Lagrangian (SL) discontinuous Galerkin (DG) methods for solving multi-dimensional linear transport equations. The methods rely on a characteristic Galerkin weak formulation,…
We present a new third-order, semi-discrete, central method for approximating solutions to multi-dimensional systems of hyperbolic conservation laws, convection-diffusion equations, and related problems. Our method is a high-order extension…
We present a consistent high-order staggered Lagrangian hydrodynamics framework designed to reconcile an underlying disparity in existing curvilinear formulations: the mismatch between quadrature-based "strong" mass conservation and the…