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Mathematical descriptions of flow phenomena usually come in the form of partial differential equations. The differential operators used in these equations may have properties such as symmetry, skew-symmetry, positive or negative…

Numerical Analysis · Mathematics 2017-10-20 Bas van 't Hof , Mathea J. Vuik

We propose new numerical approach to non-conservative dynamical systems. Our method being of low order, enhances qualitative performance of standard discrete gradient algorithm, thank to new concept of a reservoir. Paper is of explanatory…

Numerical Analysis · Mathematics 2020-02-18 Artur Kobus

A novel class of conservative numerical methods for general conservative Stratonovich stochastic differential equations with multiple invariants is proposed and analyzed. These methods, which are called modified averaged vector field…

Numerical Analysis · Mathematics 2026-03-06 Chuchu Chen , Jialin Hong , Diancong Jin

This paper proposes a novel conservative method for numerical computation of general stochastic differential equations in the Stratonovich sense with a conserved quantity. We show that the mean-square order of the method is $1$ if noises…

Numerical Analysis · Mathematics 2014-11-10 Chuchu Chen , David Cohen , Jialin Hong

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

The aim of this paper is the derivation of structure preserving schemes for the solution of the EPDiff equation, with particular emphasis on the two dimensional case. We develop three different schemes based on the Discrete Variational…

Analysis of PDEs · Mathematics 2016-04-26 Stig Larsson , Takayasu Matsuo , Klas Modin , Matteo Molteni

In this paper we shall introduce a simple, effective numerical method for finding differential operators for scalar and vector-valued functions on surfaces. The key idea of our algorithm is to develop an intrinsic and unified way to compute…

Computational Geometry · Computer Science 2011-09-02 Sheng-Gwo Chen , Jyh-Yang Wu

Symmetry preserving difference schemes approximating second and third order ordinary differential equations are presented. They have the same three or four-dimensional symmetry groups as the original differential equations. The new…

Mathematical Physics · Physics 2009-11-11 A. Bourlioux , C Cyr-Gagnon , P Winternitz

Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…

Numerical Analysis · Mathematics 2011-09-29 Carlos Gorria , Miguel A. Alejo , Luis Vega

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…

Numerical Analysis · Mathematics 2025-12-01 Boris D. Andrews , Patrick E. Farrell

The method of this paper is my original creation. A new method for solving linear differential equations is proposed in this paper. The important conclusion of this paper is that arbitrary order linear ordinary differential equations with…

General Mathematics · Mathematics 2018-06-05 Daiyuan Zhang

In this paper, we consider the use of discrete gradients for differential-algebraic equations (DAEs) with a conservation/dissipation law. As one of the most popular numerical methods for conservative/dissipative ordinary differential…

Numerical Analysis · Mathematics 2018-05-15 Shun Sato

We show a novel systematic way to construct conservative finite difference schemes for quasilinear first-order system of ordinary differential equations with conserved quantities. In particular, this includes both autonomous and…

Numerical Analysis · Mathematics 2018-05-23 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…

Numerical Analysis · Mathematics 2019-09-25 B. van 't Hof , M. J. Vuik

The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…

Numerical Analysis · Mathematics 2022-04-26 Yadira Hernández-Solano , Miguel Atencia

In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…

Methodology · Statistics 2016-04-07 Deepesh Bhati , Subrata Chakraborty , Snober Gowhar Lateef

A new exponentially fitted version of the Discrete Variational Derivative method for the efficient solution of oscillatory complex Hamiltonian Partial Differential Equations is proposed. When applied to the nonlinear Schroedinger equation,…

Numerical Analysis · Mathematics 2022-02-02 Dajana Conte , Gianluca Frasca-Caccia

We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…

Numerical Analysis · Mathematics 2025-11-05 Benjamin Kwanen Tapley

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…

Fluid Dynamics · Physics 2013-09-02 Julius Reiss , Jörn Sesterhenn

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases…

Numerical Analysis · Mathematics 2015-09-29 Chuchu Chen , Jialin Hong , Liying Zhang
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