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We present a fully discrete particle approximation for one-dimensional scalar conservation laws. Under suitable monotonicity assumptions on the macroscopic velocity, we construct a vacuum-compatible family of time-discrete particle…

Analysis of PDEs · Mathematics 2026-02-03 M. Di Francesco , S. Fagioli , V. Iorio , M. D. Rosini

Differential equations arising in fluid mechanics are usually derived from the intrinsic properties of mechanical systems, in the form of conservation laws, and bear symmetries, which are not generally preserved by a finite difference…

Numerical Analysis · Mathematics 2016-08-16 Emma Hoarau , Claire David , Pierre Sagaut , Thiên-Hiêp Lê

This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which…

Probability · Mathematics 2021-05-18 Zibo Wang , Li Lv , Jinqiao Duan

The modified Hunter--Saxton equation models the propagation of short capillary-gravity waves. As it involves a mixed derivative, its initial value problem on the periodic domain is much more complicated than the standard evolutionary…

Numerical Analysis · Mathematics 2018-02-13 Shun Sato

Entropy solutions have been widely accepted as the suitable solution framework for systems of conservation laws in several space dimensions. However, recent results in \cite{CDL1,CDL2} have demonstrated that entropy solutions may not be…

Numerical Analysis · Mathematics 2018-08-01 Ulrik S. Fjordholm , Roger Käppeli , Siddhartha Mishra , Eitan Tadmor

In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by L\'evy noise. The weak convergence method plays an important role.

Probability · Mathematics 2016-06-08 Jie Xiong , Jianliang Zhai

We develop a semi-discretization approximation for scalar conservation laws with multiple rough time dependence in inhomogeneous fluxes. The method is based on Brenier's transport-collapse algorithm and uses characteristics defined in the…

Numerical Analysis · Mathematics 2015-12-21 Benjamin Gess , Benoît Perthame , Panagiotis E. Souganidis

Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…

Analysis of PDEs · Mathematics 2025-10-30 Ulrik S. Fjordholm , Magnus C. Ørke

This paper deals with the derivation of entropy solutions to Cauchy problems for a class of scalar conservation laws with space-density depending fluxes from systems of deterministic particles of follow-the-leader type. We consider fluxes…

Analysis of PDEs · Mathematics 2019-05-24 Marco Di Francesco , Graziano Stivaletta

We analyze monotone difference schemes for strongly degenerate convection-diffusion equations in one spatial dimension. These nonlinear equations are well-posed within a class of (discontinuous) entropy solutions. We prove that the L1…

Analysis of PDEs · Mathematics 2013-04-16 Kenneth H. Karlsen , Nils Henrik Risebro , Erlend B. Storrøsten

We present a class of numerical schemes for two-dimensional systems of nonlocal conservation laws, which are based on utilizing well-known monotone numerical flux functions after suitably approximating the nonlocal terms. The considered…

Numerical Analysis · Mathematics 2026-02-19 Anika Beckers , Jan Friedrich

We describe a methodology to build vectorial kinetic schemes, targetting the numerical solution of linear symmetric-hyperbolic systems of conservation laws -a minimal application case for those schemes. Precisely, we fully detail the…

Numerical Analysis · Mathematics 2025-12-10 Emmanuel Audusse , Sébastien Boyaval , Virgile Dubos , Minh-Hoang Le

We consider stochastic scalar conservation laws with spatially inhomogeneous flux. The regularity of the flux function with respect to its spatial variable is assumed to be low, so that entropy solutions are not necessarily unique in the…

Analysis of PDEs · Mathematics 2019-05-07 Benjamin Gess , Mario Maurelli

We present the multiplier method of constructing conservative finite difference schemes for ordinary and partial differential equations. Given a system of differential equations possessing conservation laws, our approach is based on…

Numerical Analysis · Mathematics 2016-01-12 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose…

Numerical Analysis · Mathematics 2021-12-14 Akihiro Umeda , Yuta Wakasugi , Shuji Yoshikawa

In this paper we prove that the unique entropy solution to a scalar nonlinear conservation law with strictly monotone velocity and nonnegative initial condition can be rigorously obtained as the large particle limit of a microscopic…

Analysis of PDEs · Mathematics 2016-05-20 Marco Di Francesco , Simone Fagioli , Massimiliano D. Rosini

Conservation laws are among the most fundamental geometric properties of a partial differential equation (PDE), but few known finite difference methods preserve more than one conservation law. All conservation laws belong to the kernel of…

Numerical Analysis · Mathematics 2018-12-13 Gianluca Frasca-Caccia , Peter E. Hydon

In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L\'{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and…

Probability · Mathematics 2014-04-29 Yan Wang

We present in this paper a pressure correction scheme for the drift-flux model combining finite element and finite volume discretizations, which is shown to enjoy essential stability features of the continuous problem: the scheme is…

Numerical Analysis · Mathematics 2008-12-18 Laura Gastaldo , Raphaele Herbin , Jean-Claude Latché

We study the long-time behavior and the regularity of pathwise entropy solutions to stochastic scalar conservation laws with random in time spatially homogeneous fluxes and periodic initial data. We prove that the solutions converge to…

Analysis of PDEs · Mathematics 2016-03-30 Benjamin Gess , Panagiotis E. Souganidis