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We prove the linear and nonlinear asymptotic stability of small amplitude one-dimensional solitary waves submitted to small localized irrotational perturbations in the three dimensional Euler-Poisson system describing the dynamics of ions.…
Symmetry- and conservation law-preserving finite difference discretizations are obtained for linear and nonlinear one-dimensional wave equations on five- and nine-point stencils, using the theory of Lie point symmetries of difference…
Reachable sets of nonlinear control systems can in general only be approximated numerically, and these approximations are typically very expensive to compute. In this paper, we explore a strategy for choosing the temporal and spatial…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally Lipschitz continuous coefficients of the stochastic differential equation. The…
In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…
In this paper we present a new Eulerian finite element method for the discretization of scalar partial differential equations on evolving surfaces. In this method we use the restriction of standard space-time finite element spaces on a…
We consider the Euler equation of quasi-geostrophic fluids which is widely used in weather forecast. Our goal is to study explicit volume-preserving numerical methods for very long simulations on an energy and enstrophy preserving…
We consider the problem of discretizing evolution operators of linear delay equations with the aim of approximating their spectra, which is useful in investigating the stability properties of (nonlinear) equations via the principle of…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
We study the uniform ergodicity property for non-invertible topological and measure-preserving dynamical systems. It is shown that for topological dynamical systems uniform ergodicity is equivalent to eventually periodicity and that for…
Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…
The derivation of second-order ordinary differential equations (ODEs) as continuous-time limits of optimization algorithms has been shown to be an effective tool for the analysis of these algorithms. Additionally, discretizing…
We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…
In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…
Curves of maximal slope are a reference gradient-evolution notion in metric spaces and arise as variational formulation of a vast class of nonlinear diffusion equations. Existence theories for curves of maximal slope are often based on…
The limiting slow dynamics of slow-fast, piecewise-linear, continuous systems of ODEs occurs on critical manifolds that are piecewise-linear. At points of non-differentiability, such manifolds are not normally hyperbolic and so the…
Discrete time analogues of ergodic stochastic differential equations (SDEs) are one of the most popular and flexible tools for sampling high-dimensional probability measures. Non-asymptotic analysis in the $L^2$ Wasserstein distance of…
General stochastic Euler schemes for ordinary differential equations are studied. We give proofs on the consistency, the rate of convergence and the asymptotic normality of these procedures.
We consider finite element discretizations of the Biot's consolidation model in poroelasticity with MINI and stabilized P1-P1 elements. We analyze the convergence of the fully discrete model based on spatial discretization with these types…