Related papers: Monotonicity-preserving finite element schemes bas…
We follow the mathematical framework proposed by Bouchut and present in this contribution a dual entropy approach for determining equilibrium states of a lattice Boltzmann scheme. This method is expressed in terms of the dual of the…
Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term…
For solving unsteady hyperbolic conservation laws on cut cell meshes, the so called small cell problem is a big issue: one would like to use a time step that is chosen with respect to the background mesh and use the same time step on the…
An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…
This work presents a novel formulation and numerical strategy for the simulation of geometrically nonlinear structures. First, a non-canonical Hamiltonian (Poisson) formulation is introduced by including the dynamics of the stress tensor.…
The first-order linear positivity preserving schemes in time are available for the time dependent Poisson-Nernst-Planck (PNP) equations, second-order linear ones are still challenging. In this paper, we propose the first- and second-order…
Classical Finite Volume methods for multi-dimensional problems include stabilization (e.g.\ via a Riemann solver), that is derived by considering several one-dimensional problems in different directions. Such methods therefore ignore a…
Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…
This paper studies the stability and large-time behavior of the three-dimensional (3-D) Boltzmann equation near shock profiles. We prove the nonlinear stability of the composite wave consisting of two shock profiles under general…
In this paper, we investigate the combination of a linear continuous interior penalty type and a non-linear artificial diffusion stabilisation applied to the transport problem, based on continuous Galerkin finite elements in space. This…
We consider a family of variable time-stepping Dahlquist-Liniger-Nevanlinna (DLN) schemes, which is unconditional non-linear stable and second order accurate, for the Allen-Cahn equation. The finite element methods are used for the spatial…
A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…
In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…
An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear…
We consider a prototypical parabolic SPDE with finite-dimensional multiplicative noise, which, subject to a nonnegative initial datum, has a unique nonnegative solution. Inspired by well-established techniques in the deterministic case, we…
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…
We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…
We introduce a (linear) positive and asymptotic preserving method or solving the one-group radiation transport equation. The approximation in space is discretization agnostic: the space approximation can be done with continuous or…
We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form parabolic equations. Based on the Feynman-Kac formula, the solution is expressed as a conditional expectation of an associated diffusion process.…