Related papers: A systematic method to enforce conservativity on s…
The semi-Lagrangian method using the hybrid-cubic-rational interpolation function [M. Ida, Comput. Fluid Dyn. J. 10 (2001) 159] is modified to a conservative method by incorporating the concept discussed in [R. Tanaka et al., Comput. Phys.…
In this paper we genealize the fast semi-Lagrangian scheme developed in [J. Comput. Phys., Vol. 255, 2013, pp 680-698] to the case of high order reconstructions of the distribution function. The original first order accurate semi-Lagrangian…
This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully…
To numerically solve the two-dimensional advection equation, we propose a family of fourth- and higher-order semi-Lagrangian finite volume (SLFV) methods that feature (1) fourth-, sixth-, and eighth-order convergence rates, (2)…
This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…
Magneto-hydrodynamics is one of the foremost models in plasma physics with applications in inertial confinement fusion, astrophysics and elsewhere. Advanced numerical methods are needed to get an insight into the complex physical phenomena.…
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…
We test a new "hybrid" scheme for simulating dynamical fluid flows in which cylindrical components of the momentum are advected across a rotating Cartesian coordinate mesh. This hybrid scheme allows us to conserve angular momentum to…
The equations of Lagrangian gas dynamics fall into the larger class of overdetermined hyperbolic and thermodynamically compatible (HTC) systems of partial differential equations. They satisfy an entropy inequality (second principle of…
In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…
We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…
This paper is concerned with augmented Lagrangian methods for the treatment of fully convex composite optimization problems. We extend the classical relationship between augmented Lagrangian methods and the proximal point algorithm to the…
In this paper, a novel high order semi-Lagrangian (SL) spectral volume (SV) method is proposed and studied for nonlinear Vlasov-Poisson (VP) simulations via operator splitting. The proposed algorithm combines both advantages of…
We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…
Advective transport of scalar quantities through surfaces is of fundamental importance in many scientific applications. From the Eulerian perspective of the surface it can be quantified by the well-known integral of the flux density. The…
Efficient transport algorithms are essential to the numerical resolution of incompressible fluid flow problems. Semi-Lagrangian methods are widely used in grid based methods to achieve this aim. The accuracy of the interpolation strategy…
A critical challenge inherent to the projection method applied to the Landau-Lifshitz equation is the deficiency of rigorous theoretical justifications for the stability of its projection step. To mitigate this limitation, we introduce a…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
In this work we propose a fully-discrete Semi-Lagrangian scheme for a {\it first order mean field game system}. We prove that the resulting discretization admits at least one solution and, in the scalar case, we prove a convergence result…
We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…