Related papers: Invariance Preserving Discretization Methods of Dy…
In this paper we explore the discretization of Euler-Poincar\'e-Suslov equations on $SO(3)$, i.e. of the Suslov problem. We show that the consistency order corresponding to the unreduced and reduced setups, when the discrete reconstruction…
In this paper, we study the polynomial stability of analytical solution and convergence of the semi-implicit Euler method for non-linear stochastic pantograph differential equations. Firstly, the sufficient conditions for solutions to grow…
This paper establishes the minimum entropy principle (MEP) for the relativistic Euler equations with a broad class of equations of state (EOSs) and addresses the challenge of preserving the local version of the discovered MEP in high-order…
Some hyperbolic systems are known to include implicit preservation of differential constraints: these are for example the time conservation of the curl or the divergence of a vector that appear as an implicit constraint. In this article, we…
We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochastic differential equations driven by additive noise, under a one-sided Lipschitz continuity condition. The setting encompasses drift…
In this paper we study structure-preserving numerical methods for low Mach number barotropic Euler equations. Besides their asymptotic preserving properties that are crucial in order to obtain uniformly consistent and stable approximations…
We investigate a two-state conformational conversion system and introduce a novel structure-preserving numerical scheme that couples a local discontinuous Galerkin space discretization with the backward Euler time-integration method. The…
Two nested classes of discrete-time linear time-invariant systems, which differ by the set of periodic signals that they leave invariant, are studied. The first class preserves the property of periodic monotonicity (period-wise…
In this paper we propose a finite-dimensional and deterministic approach to the study of invariant sets of certain nonautonomous differential inclusions naturally arising in the context of random and control dynamical systems, as well as in…
Relationship for dynamical properties in the vicinity of fixed points between two-dimensional continuous and its positivity-preserving discretized dynamical systems is studied. Based on linear stability analysis, we reveal the conditions…
In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…
In this paper we explore the nonholonomic Lagrangian setting of mechanical systems in local coordinates on finite-dimensional configuration manifolds. We prove existence and uniqueness of solutions by reducing the basic equations of motion…
We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method…
This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited…
ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…
This paper continues to study the explicit two-stage fourth-order accurate time discretiza- tions [5, 7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are…
We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to study positivity preservation for a class of TVD…
We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…
In this paper, we develop numerical methods for solving Stochastic Differential Equations (SDEs) with solutions that evolve within a hypercube $D$ in $\mathbb{R}^d$. Our approach is based on a convex combination of two numerical flows, both…
There is a wide range of stabilized finite element methods for stationary and non-stationary convection-diffusion equations such as streamline diffusion methods, local projection schemes, subgrid-scale techniques, and continuous interior…