Related papers: A finite difference scheme for conservation laws d…
This article deals with the error estimates for numerical approximations of the entropy solutions of coupled systems of nonlocal hyperbolic conservation laws. The systems can be strongly coupled through the nonlocal coefficient present in…
We propose the model, which allows us to approximate fractional Levy noise and fractional Levy motion. Our model is based (i) on the Gnedenko limit theorem for an attraction basin of stable probability law, and (ii) on regarding fractional…
This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…
We consider a mono-dimensional two-velocities scheme used to approximate the solutions of a scalar hyperbolic conservative partial differential equation. We prove the convergence of the discrete solution toward the unique entropy solution…
We investigate the consistency and convergence of flux-corrected finite element approximations in the context of nonlinear hyperbolic conservation laws. In particular, we focus on a monolithic convex limiting approach and prove a…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
This paper presents a data-driven finite volume method for solving 1D and 2D hyperbolic partial differential equations. This work builds upon the prior research incorporating a data-driven finite-difference approximation of smooth solutions…
This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…
We propose a finite volume scheme for a class of nonlinear parabolic equations endowed with non-homogeneous Dirichlet boundary conditions and which admit relative en-tropy functionals. For this kind of models including porous media…
We present a meshless finite difference method for multivariate scalar conservation laws that generates positive schemes satisfying a local maximum principle on irregular nodes and relies on artificial viscosity for shock capturing.…
Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…
Motivated by the results of \cite{sabanis2015}, we propose explicit Euler-type schemes for SDEs with random coefficients driven by L\'evy noise when the drift and diffusion coefficients can grow super-linearly. As an application of our…
This paper proposes a general symplectic Euler scheme for a class of Hamiltonian stochastic differential equations driven by L$\acute{e}$vy noise in the sense of Marcus form. The convergence of the symplectic Euler scheme for this…
It is known that Flux Corrected Transport algorithms can produce entropy-violating solutions of hyperbolic conservation laws. Our purpose is to design flux correction with maximal antidiffusive fluxes to obtain entropy solutions of scalar…
This paper is concerned with the initial-boundary value problem for a nonlinear hyperbolic system of conservation laws. We study the boundary layers that may arise in approximations of entropy discontinuous solutions. We consider both the…
We present a new finite volume scheme for anisotropic heterogeneous diffusion problems on unstructured irregular grids, which simultaneously gives an approximation of the solution and of its gradient. In the case of simplicial meshes, the…
We develop a new finite difference scheme for the Maxwell-Stefan diffusion system. The scheme is conservative, energy stable and positivity-preserving. These nice properties stem from a variational structure and are proved by reformulating…
In this paper, we consider the development and analysis of a new explicit compact high-order finite difference scheme for acoustic wave equation formulated in divergence form, which is widely used to describe seismic wave propagation…
In this paper, we established the Freidlin-Wentzell type large deviation principles for first-order scalar conservation laws perturbed by small multiplicative noise. Due to the lack of the viscous terms in the stochastic equations, the…
We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…