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In this work we develop a novel domain splitting strategy for the solution of partial differential equations. Focusing on a uniform discretization of the $d$-dimensional advection-diffusion equation, our proposal is a two-level algorithm…

Numerical Analysis · Mathematics 2023-03-03 Ken Trotti

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

Numerical Analysis · Mathematics 2024-11-11 Clarissa Astuto

In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…

Numerical Analysis · Mathematics 2016-07-26 Tao Xiong , Giovanni Russo , Jing-Mei Qiu

A new high order accurate semi-implicit space-time Discontinuous Galerkin method on staggered grids, for the simulation of viscous incompressible flows on two-dimensional domains is presented. The designed scheme is of the Arbitrary…

Numerical Analysis · Mathematics 2020-03-17 Francesco Lohengrin Romeo

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

We introduce a second-order numerical scheme for compressible atmospheric motions at small to planetary scales. The collocated finite volume method treats the advection of mass, momentum, and mass-weighted potential temperature in…

Numerical Analysis · Mathematics 2020-01-08 Tommaso Benacchio , Rupert Klein

We present an advection-pressure flux-vector splitting method for the one and two- dimensional shallow water equations following the approach first proposed by Toro and V\'azquez for the compressible Euler equations. The resulting…

Numerical Analysis · Mathematics 2022-09-14 E. F. Toro , C. Castro , D. Vanzo , A. Siviglia

We consider linear iterative schemes for the time-discrete equations stemming from a class of nonlinear, doubly-degenerate parabolic equations. More precisely, the diffusion is nonlinear and may vanish or become multivalued for certain…

Numerical Analysis · Mathematics 2025-08-12 Ayesha Javed , Koondanibha Mitra , Iuliu Sorin Pop

We present a divergence-free semi-implicit finite volume scheme for the simulation of the ideal magnetohydrodynamics (MHD) equations which is stable for large time steps controlled by the local transport speed at all Mach and Alfv\'en…

Numerical Analysis · Mathematics 2024-03-08 Walter Boscheri , Andrea Thomann

We develop a semi-discrete optimal transport scheme for the compressible semi-geostrophic equations, a system that plays an important role in modelling large-scale atmospheric dynamics and frontogenesis. Unlike the incompressible case, the…

Numerical Analysis · Mathematics 2026-03-10 Théo Lavier , Beatrice Pelloni

We extensively describe our recently established "divide-and-conquer" semiclassical method [M. Ceotto, G. Di Liberto and R. Conte, Phys. Rev. Lett. 119, 010401 (2017)] and propose a new implementation of it to increase the accuracy of…

Chemical Physics · Physics 2018-01-15 Giovanni Di Liberto , Riccardo Conte , Michele Ceotto

Convexity splitting like schemes with improved accuracy are proposed for a phase field model for surface diffusion. The schemes are developed to enable large scale simulations in three spatial dimensions describing experimentally observed…

Numerical Analysis · Mathematics 2019-11-04 Rainer Backofen , Steven M. Wise , Marco Salvalaglio , Axel Voigt

In the presence of strong heterogeneities, it is well known that the use of explicit schemes for the transport of species in a porous medium suffers from severe restrictions on the time step. This has led to the development of implicit…

Numerical Analysis · Mathematics 2023-04-10 Franciane F. Rocha , Fabricio S. Sousa , Roberto F. Ausas , Gustavo C. Buscaglia , Felipe Pereira

A semi-Lagrangian discontinuous finite element scheme based on the characteristic Galerkin method (CSLDG) is investigated, which directly discretizes an integral invariant model derived from the coupling of the transport equation and its…

Numerical Analysis · Mathematics 2026-05-08 Zhengrong Xie

Stationary subdivision schemes have been extensively studied and have numerous applications in CAGD and wavelet analysis. To have high-order smoothness of the scheme, it is usually inevitable to enlarge the support of the mask that is used,…

Numerical Analysis · Mathematics 2024-10-10 Ran Lu , Bin Han

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

Numerical Analysis · Mathematics 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

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…

Computational Physics · Physics 2016-06-21 Alexandre Cameron , Raphaël Raynaud , Emmanuel Dormy