Related papers: A finite difference scheme for conservation laws d…
We prove convergence of a finite difference scheme to the unique entropy solution of a general form of the Ostrovsky--Hunter equation on a bounded domain with non-homogeneous Dirichlet boundary conditions. Our scheme is an extension of…
In the present article we describe a few simple and efficient finite volume type schemes on moving grids in one spatial dimension combined with appropriate predictor-corrector method to achieve higher resolution. The underlying finite…
We demonstrate the large deviation principle in the small noise limit for the mild solution of stochastic evolution equations with monotone nonlinearity. A recently developed method, weak convergent method, has been employed in studying the…
We study the limiting behavior of the solutions to a class of conservation laws with vanishing nonlinear diffusion and dispersion terms. We prove the convergence to the entropy solution of the first order problem under a condition on the…
In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous…
We propose a finite difference scheme for the numerical solution of a two-dimensional singularly perturbed convection-diffusion partial differential equation whose solution features interacting boundary and interior layers, the latter due…
In this contribution, we provide convergence rates for a finite volume scheme of a stochastic non-linear parabolic equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions. More precisely, we give an error…
For a heat equation with memory driven by a L\'evy-type noise we establish the existence of a unique solution. The main part of the article focuses on the Freidlin-Wentzell large deviation principle of the solutions of heat equation with…
We prove that a class of monotone finite volume schemes for scalar conservation laws with discontinuous flux converge at a rate of $\sqrt{\Delta x}$ in $\mathrm{L}^1$, whenever the flux is strictly monotone in $u$ and the spatial dependency…
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…
This paper provides mathematical analysis of an elementary fully discrete finite difference method applied to inhomogeneous (non-constant density and viscosity) incompressible Navier-Stokes system on a bounded domain. The proposed method…
We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…
This paper is devoted to the numerical analysis of a fully discrete finite element approximation for the stochastic Benjamin-Bona-Mahony equation driven by multiplicative noise. We first establish the existence and uniqueness of solutions…
In this paper, we mainly study the integrability of 1+1 dimensional dispersive long-wave equation. Firstly, the Lie symmetry analysis of the equation is carried out in the first part. And the optimal system of the equation is obtained…
In this contribution, we provide convergence rates for a finite volume scheme of the stochastic heat equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions (SHE). More precisely, we give an error estimate…
We study a two-point flux approximation finite volume scheme for a cross-diffusion system. The scheme is shown to preserve the key properties of the continuous systems, among which the decay of the entropy. The convergence of the scheme is…
In this paper we are considering a semilinear singular perturbation reaction -- diffusion boundary value problem, which contains a small perturbation parameter that acts on the highest order derivative. We construct a difference scheme on…
We present a fully conservative, skew-symmetric finite difference scheme on transformed grids. The skew-symmetry preserves the kinetic energy by first principles, simultaneously avoiding a central instability mechanism and numerical…
On the basis of the recent group classification of the one-dimensional magnetohydrodynamics (MHD) equations in cylindrical geometry, the construction of symmetry-preserving finite-difference schemes with conservation laws is carried out.…
It is well known that for a stochastic differential equation driven by L\'evy noise, the temporal H\"older continuity in $L^p$ sense of the exact solution does not exceed $1/p$. This leads to that the $L^p$-strong convergence order of a…