Related papers: A finite difference scheme for conservation laws d…
We investigate a class of stochastic integro differential equations driven by Levy noise.
Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with a rough path dependent flux function. For a convex flux, it is demonstrated that rough path oscillations may lead to…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
This article concerns a scalar multidimensional conservation law where the flux is of Panov type and may contain spatial discontinuities. We define a notion of entropy solution and prove that entropy solutions are unique. We propose a…
We propose a semi-discrete finite difference multiscale scheme for a concrete corrosion model consisting of a system of two-scale reaction-diffusion equations coupled with an ode. We prove energy and regularity estimates and use them to get…
In this paper, we investigate the convergence order in probability of a novel ergodic numerical scheme for damped stochastic nonlinear Schr\"{o}dinger equation with an additive noise. Theoretical analysis shows that our scheme is of order…
In this paper, we propose a high order semi-implicit well-balanced finite difference scheme for all Mach Euler equations with a gravitational source term. To obtain the asymptotic preserving property, we start from the conservative form of…
We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by L\'evy noise under mild assumptions where, in particular, the L\'evy measure is not required to be finite. The drift, diffusion and jump…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…
The authors show that the round-off error can break the consistency which is the premise of using the difference equation to replace the original differential equations. We therefore proposed a theoretical approach to investigate this…
We consider a finite dimensional approximation of the stochastic nonlinear Schr\"odinger equation driven by multiplicative noise, which is derived by applying a symplectic method to the original equation in spatial direction. Both the…
We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in…
Several finite difference methods are proposed for the infinitesimal generator of 1D asymmetric $\alpha$-stable L\'{e}vy motions, based on the fact that the operator becomes a multiplier in the spectral space. These methods take the general…
We are interested in the discretisation of a drift-diffusion system in the framework of hybrid finite volume (HFV) methods on general polygonal/polyhedral meshes. The system under study is composed of two anisotropic and nonlinear…
This paper is dedicated to investigating the adaptive Euler-Maruyama (EM) schemes for the approximation of McKean-Vlasov stochastic differential equations (SDEs) with common noise. When the drift and diffusion coefficients both satisfy the…
We propose a new numerical approach to compute nonclassical solutions to hyperbolic conservation laws. The class of finite difference schemes presented here is fully conservative and keep nonclassical shock waves as sharp interfaces,…
In this work we present the convergence of a positivity preserving semi-discrete finite volume scheme for a coupled system of two non-local partial differential equations with cross-diffusion. The key to proving the convergence result is to…
The aim of this paper is to develop some tools in order to obtain the weak consistency of (in other words, analogues of the Lax-Wendroff theorem for) finite volume schemes for balance laws in the multi-dimensional case and under minimal…
This paper develops entropy stable (ES) adaptive moving mesh schemes for the 2D and 3D special relativistic hydrodynamic (RHD) equations. They are built on the ES finite volume approximation of the RHD equations in curvilinear coordinates,…
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 follow-the-leader…