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In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…

Numerical Analysis · Mathematics 2017-11-28 Zhongjian Wang , Jack Xin , Zhiwen Zhang

The purpose of this paper is to give an Osgood's criterion for solutions of semilinear stochastic differential equations of the form $X_{t}=\xi +\int_{0}^{t}b(s,X_{s})ds+\int_{0}^{t}\sigma (s)X_{s}dW_{s},\ t\geq 0$. Here, $b$ is a…

Probability · Mathematics 2014-01-31 Jorge A. León , Liliana Peralta , José Villa-Morales

We develop an asymptotic preserving scheme for the gray radiative transfer equation. Two asymptotic regimes are considered: one is a diffusive regime described by a nonlinear diffusion equation for the material temperature; the other is a…

Numerical Analysis · Mathematics 2019-09-17 Min Tang , Li Wang , Xiaojiang Zhang

In this study, we investigate the Shallow Water Equations incorporating source terms accounting for Manning friction and a non-flat bottom topology. Our primary focus is on developing and validating numerical schemes that serve a dual…

Numerical Analysis · Mathematics 2023-10-24 Guanlan Huang , Sebastiano Boscarino , Tao Xiong

We report on the possibilities of using the method of normal fundamental systems for solving some problems of oscillation theory. Large elastic dynamical systems with continuous and discrete parameters are considered, which have many…

Numerical Analysis · Mathematics 2007-05-23 Olena V. Mul , Delfim F. M. Torres

We develop a stable and high-order accurate discontinuous Galerkin method for the second order wave equation, specifically designed to handle nonsmooth solutions. Our approach integrates the energy-based discontinuous Galerkin method with…

Numerical Analysis · Mathematics 2025-07-03 Yangxin Fu , Yan Jiang , Siyang Wang

Oscillation theory locates the spectrum of a differential equation by counting the zeros of its solutions. We present a version of this theory for canonical systems $Ju'=-zHu$ and then use it to discuss semibounded operators from this point…

Spectral Theory · Mathematics 2018-11-20 Christian Remling , Kyle Scarbrough

Improved uniform error bounds on time-splitting methods are rigorously proven for the long-time dynamics of the weakly nonlinear Dirac equation (NLDE), where the nonlinearity strength is characterized by a dimensionless parameter…

Numerical Analysis · Mathematics 2022-03-16 Weizhu Bao , Yongyong Cai , Feng Yue

Spiral waves are a ubiquitous feature of the nonequilibrium dynamics of a great variety of excitable systems. In the limit of a large separation in timescale between fast excitation and slow recovery, one can reduce the spiral problem to…

patt-sol · Physics 2009-10-30 David A. Kessler , Herbert Levine

The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…

Computational Physics · Physics 2014-01-08 J. Pétri

We couple the L1 discretization for Caputo derivative in time with spectral Galerkin method in space to devise a scheme that solves quasilinear subdiffusion equations. Both the diffusivity and the source are allowed to be nonlinear…

Numerical Analysis · Mathematics 2022-11-30 Łukasz Płociniczak

We consider non-local in time semilinear subdiffusion equations on a bounded domain, where the kernel in the integro-differential operator belongs to a large class, which covers many relevant cases from physics applications, in particular…

Analysis of PDEs · Mathematics 2016-10-18 Vicente Vergara , Rico Zacher

This study discusses a class of linear systems of fractional differential equations with non-constant coefficients, with a particular focus on problems exhibiting highly oscillatory and non-smooth behavior. We first establish the regularity…

Numerical Analysis · Mathematics 2025-11-11 Amin Faghih

In this paper we consider splitting methods for nonlinear ordinary differential equations in which one of the (partial) flows that results from the splitting procedure can not be computed exactly. Instead, we insert a well-chosen state…

Numerical Analysis · Mathematics 2014-05-27 Lukas Einkemmer , Alexander Ostermann

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

For diffusion-reaction equations employing a splitting procedure is attractive as it reduces the computational demand and facilitates a parallel implementation. Moreover, it opens up the possibility to construct second-order integrators…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

Solutions of Fredholm integral equations of the second kind with oscillatory kernels likely exhibit oscillation. Standard numerical methods applied to solving equations of this type have poor numerical performance due to the influence of…

Numerical Analysis · Mathematics 2015-12-08 Yinkun Wang , Yuesheng Xu

Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…

Numerical Analysis · Mathematics 2020-07-29 Daxin Nie , Jing Sun , Weihua Deng

This paper is concerned with the asymptotic behavior of the solution to the Euler equations with time-depending damping on quadrant $(x,t)\in \mathbb{R}^+\times\mathbb{R}^+$, \begin{equation}\notag \partial_t v - \partial_x u=0, \qquad…

Analysis of PDEs · Mathematics 2017-08-31 Haibo Cui , Haiyan Yin , Changjiang Zhu , Limei Zhu

Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…

Statistical Mechanics · Physics 2023-12-12 Ryan T. Grimm , Joel D. Eaves
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