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A novel structure-preserving numerical method to solve random hyperbolic systems of conservation laws is presented. The method uses a concept of generalized, measure-valued solutions to random conservation laws. This yields a linear partial…

Numerical Analysis · Mathematics 2025-10-29 Shaoshuai Chu , Michael Herty , Maria Lukacova-Medvidova , Yizhou Zhou

Differential computation (DC) is a highly general incremental computation/view maintenance technique that can maintain the output of an arbitrary and possibly recursive dataflow computation upon changes to its base inputs. As such, it is a…

Databases · Computer Science 2022-08-02 Khaled Ammar , Siddhartha Sahu , Semih Salihoglu , M. Tamer Ozsu

We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…

Numerical Analysis · Mathematics 2020-11-05 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…

Numerical Analysis · Mathematics 2007-12-04 Jacek S. Leszczynski , Tomasz Blaszczyk

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

Numerical Analysis · Mathematics 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

Fractional vector calculus is the building block of the fractional partial differential equations that model non-local or long-range phenomena, e.g., anomalous diffusion, fractional electromagnetism, and fractional advection-dispersion. In…

Numerical Analysis · Mathematics 2024-01-29 Alon Jacobson , Xiaozhe Hu

In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…

Optimization and Control · Mathematics 2022-11-01 A. A. Titov , S. S. Ablaev , M. S. Alkousa , F. S. Stonyakin , A. V. Gasnikov

Discrete variational methods show excellent performance in numerical simulations of mechanical systems. In this paper, we adapt discrete variational integrators for the case of mechanical systems with double-bracket dissipation. In…

Numerical Analysis · Mathematics 2026-04-30 Anthony Bloch , Sebastián J. Ferraro , David Martín de Diego , Shreyas Bharadwaj

The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive…

Numerical Analysis · Mathematics 2022-01-19 Sølve Eidnes

We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…

Numerical Analysis · Mathematics 2020-06-09 Yuezheng Gong , Qi Hong , Qi Wang

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

We propose three new discrete variational schemes that capture the conservative-dissipative structure of a generalized Kramers equation. The first two schemes are single-step minimization schemes while the third one combines a streaming and…

Analysis of PDEs · Mathematics 2012-06-14 Manh Hong Duong , Mark A. Peletier , Johannes Zimmer

We present two semidiscretizations of the Camassa-Holm equation in periodic domains based on variational formulations and energy conservation. The first is a periodic version of an existing conservative multipeakon method on the real line,…

Numerical Analysis · Mathematics 2022-02-10 Sondre Tesdal Galtung , Katrin Grunert

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

Numerical Analysis · Mathematics 2011-09-13 Ercília Sousa , Can Li

In this paper, we present a novel investigation of the so-called SAV approach, which is a framework to construct linearly implicit geometric numerical integrators for partial differential equations with variational structure. SAV approach…

Numerical Analysis · Mathematics 2021-05-11 Tomoya Kemmochi , Shun Sato

A multi-linear variable separation approach is developed to solve a differential-difference Toda equation. The semi-discrete form of the continuous universal formula is found for a suitable potential of the differential-difference Toda…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Xian-min Qian , Sen-yue Lou , Xing-biao Hu

We present a new numerical scheme for one dimensional dynamical systems. This is a modification of the discrete gradient method and keeps its advantages, including the stability and the conservation of the energy integral. However, its…

Numerical Analysis · Computer Science 2015-05-13 Jan L. Cieslinski , Boguslaw Ratkiewicz

We develop a general framework for designing conservative numerical methods based on summation by parts operators and split forms in space, combined with relaxation Runge-Kutta methods in time. We apply this framework to create new classes…

Numerical Analysis · Mathematics 2021-03-09 Hendrik Ranocha , Dimitrios Mitsotakis , David I. Ketcheson

In this article, we study the continuous and discrete fractional persistence problem which looks for the persistence of properties of a given classical ($\alpha=1$) differential equation in the fractional case (here using fractional…

Numerical Analysis · Mathematics 2016-10-12 Jacky Cresson , Anna Szafrańska
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