Related papers: A positivity preserving convergent event based asy…
We develop a new finite difference scheme for the Maxwell-Stefan diffusion system. The scheme is conservative, energy stable and positivity-preserving. These nice properties stem from a variational structure and are proved by reformulating…
It is known in \cite{beccari} that the standard explicit Euler-type scheme (such as the exponential Euler and the linear-implicit Euler schemes) with a uniform timestep, though computationally efficient, may diverge for the stochastic…
We present an adaptive well-balanced positivity preserving central-upwind scheme on quadtree grids for shallow water equations. The use of quadtree grids results in a robust, efficient and highly accurate numerical method. The quadtree…
Minimizing computational cost is one of the major challenges in the modelling and numerical analysis of hydrodynamics, and one of the ways to achieve this is by the use of quadtree grids. In this paper, we present an adaptive scheme on…
Motivated by considering partial differential equations arising from conservation laws posed on evolving surfaces, a new numerical method for an advection problem is developed and simple numerical tests are performed. The method is based on…
In this paper we study different algorithms for backward stochastic differential equations (BSDE in short) basing on random walk framework for 1-dimensional Brownian motion. Implicit and explicit schemes for both BSDE and reflected BSDE are…
The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…
Symmetry preserving difference schemes approximating second and third order ordinary differential equations are presented. They have the same three or four-dimensional symmetry groups as the original differential equations. The new…
An energy-conserving and an energy-and-enstrophy conserving numerical schemes are derived, by approximating the Hamiltonian formulation, based on the Poisson brackets and the vorticity-divergence variables, of the inviscid shallow water…
This paper develops a family of fast, structure-preserving numerical algorithms for the nonlinear Maxwell-Ampere Nernst-Planck equations. For the first-order scheme, the Slotboom transformation rewrites the Nernst-Planck equation to enable…
An alternate Lagrangian scheme at discrete times is proposed for the approximation of a nonlinear continuity equation arising as a mean-field limit of spatially inhomogeneous evolutionary games, describing the evolution of a system of…
In this paper, we develop a first order (in time) numerical scheme for the binary fluid surfactant phase field model. The free energy contains a double-well potential, a nonlinear coupling entropy and a Flory-Huggins potential. The…
In this work we present the convergence of a positivity preserving semi-discrete finite volume scheme for a coupled system of two non-local partial differential equations with cross-diffusion. The key to proving the convergence result is to…
The JKO scheme provides the discrete-in-time approximation for the solutions of evolutionary equations with Wasserstein gradient structure. We study a natural space-discretization of this scheme by restricting the minimization to the…
Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…
This paper presents a framework for designing a class of distributed, asynchronous optimization algorithms, realized as signal processing architectures utilizing various conservation principles. The architectures are specifically based on…
We propose a new fully-discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully-discretized scheme with proven positivity-preserving and energy stable properties using…
We present a meshless finite difference method for multivariate scalar conservation laws that generates positive schemes satisfying a local maximum principle on irregular nodes and relies on artificial viscosity for shock capturing.…
The present work concerns the derivation of a numerical scheme to approximate weak solutions of the Euler equations with a gravitational source term. The designed scheme is proved to be fully well-balanced since it is able to exactly…
We further develop a new framework, called PDE Acceleration, by applying it to calculus of variations problems defined for general functions on $\mathbb{R}^n$, obtaining efficient numerical algorithms to solve the resulting class of…