Related papers: Efficient Stochastic Asymptotic-Preserving IMEX Me…
A key property of the linear Boltzmann semiconductor model is that as the collision frequency tends to infinity, the phase space density $f = f(x,v,t)$ converges to an isotropic function $M(v)\rho(x,t)$, called the drift-diffusion limit,…
The generalized polynomial chaos method is applied to the Buckley-Leverett equation. We consider a spatially homogeneous domain modeled as a random field. The problem is projected onto stochastic basis functions which yields an extended…
One- and multi-dimensional stochastic Maxwell equations with additive noise are considered in this paper. It is known that such system can be written in the multi-symplectic structure, and the stochastic energy increases linearly in time.…
We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…
In this paper, we investigate the combination of a linear continuous interior penalty type and a non-linear artificial diffusion stabilisation applied to the transport problem, based on continuous Galerkin finite elements in space. This…
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…
We present a computational study of several preconditioning techniques for the GMRES algorithm applied to the stochastic diffusion equation with a lognormal coefficient discretized with the stochastic Galerkin method. The clear block…
In this paper we consider stabilised finite element methods for hyperbolic transport equations without coercivity. Abstract conditions for the convergence of the methods are introduced and these conditions are shown to hold for three…
We introduce a dynamical low-rank method to reduce the computational complexity for solving the multi-scale multi-dimensional linear transport equation. The method is based on a macro-micro decomposition of the equation. The proposed…
In our recent work [22], a family of high order asymptotic preserving (AP) methods, termed as IMEX-LDG methods, are designed to solve some linear kinetic transport equations, including the one-group transport equation in slab geometry and…
We consider the compressible Euler equations of gas dynamics with isentropic equation of state. Standard numerical schemes for the Euler equations suffer from stability and accuracy issues in the low Mach regime. These failures are…
We present a quantitative comparison between two different Implicit-Explicit Runge-Kutta (IMEX-RK) approaches for the Euler equations of gas dynamics, specifically tailored for the low Mach limit. In this regime, a classical IMEX-RK…
In this paper, we will develop a class of high order asymptotic preserving (AP) discontinuous Galerkin (DG) methods for nonlinear time-dependent gray radiative transfer equations (GRTEs). Inspired by the work \cite{Peng2020stability}, in…
An improved numerical scheme is proposed for advection-dominated advection-diffusion problem. The scheme is based on Galerkin finite element method (FEM) with basis enriched with approximations to residual-free bubbles. The stabilisation…
We present a mathematical analysis of the asymptotic preserving scheme proposed in [M. Lemou and L. Mieussens, SIAM J. Sci. Comput., 31, pp. 334-368, 2008] for linear transport equations in kinetic and diffusive regimes. We prove that the…
Wave propagation problems for heterogeneous media are known to have many applications in physics and engineering. Recently, there has been an increasing interest in stochastic effects due to the uncertainty, which may arise from impurities…
We present a new algorithm for the discretization of the Vlasov-Maxwell system of equations for the study of plasmas in the kinetic regime. Using the discontinuous Galerkin finite element method for the spatial discretization, we obtain a…
This work presents IMplicit-EXplicit (IMEX) formulations for discontinuous Galerkin (DG) discretizations of the compressible Euler equations governing non-hydrostatic atmospheric flows. In particular, we show two different IMEX formulations…
In this paper, we propose an adaptive approach, based on mesh refinement or parametric enrichment with polynomial degree adaption, for numerical solution of convection dominated equations with random input data. A parametric system emerged…
In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…