Related papers: A positivity preserving convergent event based asy…
We present and analyze a new second-order finite difference scheme for the Macromolecular Microsphere Composite hydrogel, Time-Dependent Ginzburg-Landau (MMC-TDGL) equation, a Cahn-Hilliard equation with Flory-Huggins-deGennes energy…
In this article we consider one-dimensional random systems of hyperbolic conservation laws. We first establish existence and uniqueness of random entropy admissible solutions for initial value problems of conservation laws which involve…
In this paper we want to exploit further the semi-discrete method appeared in Halidias and Stamatiou (2015). We are interested in the numerical solution of mean reverting CEV processes that appear in financial mathematics models and are…
We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form elliptic equations. Based on the Feynman--Kac formula, the solution is represented as a conditional expectation associated with a diffusion…
In this paper we propose an explicit two-level conservative scheme based on a TE/TM like splitting of the field components in time. Its dispersion properties are adjusted to accelerator problems. It is simpler and faster than the implicit…
Structure-preserving numerical schemes for a nonlinear parabolic fourth-order equation, modeling the electron transport in quantum semiconductors, with periodic boundary conditions are analyzed. First, a two-step backward differentiation…
We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…
We present a novel positive kinetic scheme built on the efficient collide-and-stream algorithm of the lattice Boltzmann method (LBM) to address hyperbolic conservation laws. We focus on the compressible Euler equations with strong…
Semi-Lagrangian schemes have proven to be very efficient to model advection problems. However most semi-Lagrangian schemes are not conservative. Here, a systematic method is introduced in order to enforce the conservative property on a…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…
Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…
The differential equation (DE) with proportional delay is a particular case of the time-dependent delay differential equation (DDE). In this paper, we solve non-linear DEs with proportional delay using the successive approximation method…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
In this paper, we consider numerical approximations for solving the nonlinear magneto-hydrodynamical system, that couples the Navier-Stokes equations and Maxwell equations together. A challenging issue to solve this model numerically is…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
The upwind conservation element and solution element (CESE) scheme is an alternative discontinuity-capturing numerical approach to solving hyperbolic conservation laws. To evaluate the numerical properties of this spatiotemporal coupled…
We address in this paper a model for the simulation of turbulent deflagrations in industrial applications. The flow is governed by the Euler equations for a variable composition mixture and the combustion modelling is based on a…
In this paper, we study the convergence analysis for a robust stochastic structure-preserving Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic flows, which are modeled by stochastic differential…
To get a good understanding of a dynamical system, it is convenient to have an interpretable and versatile model of it. Timed discrete event systems are a kind of model that respond to these requirements. However, such models can be…
This work presents a novel interpolation-free mesh adaptation technique for the Euler equations within the arbitrary Lagrangian Eulerian framework. For the spatial discretization, we consider a residual distribution scheme, which provides a…