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We develop an efficient method to calculate probabilities of large deviations from the typical behavior (rare events) in reaction--diffusion systems. The method is based on a semiclassical treatment of underlying "quantum" Hamiltonian,…

Statistical Mechanics · Physics 2009-11-10 Vlad Elgart , Alex Kamenev

We are interested in nonlinear hyperbolic systems in nonconservative form arising in fluid dynamics, and, for solutions containing shock waves, we investigate the convergence of finite difference schemes applied to such systems. According…

Numerical Analysis · Mathematics 2009-11-13 Manuel J. Castro , Philippe G. LeFloch , María Luz Muñoz-Ruiz , Carlos Parés

In this paper, we propose a numerical method for solving weakly compressible fluid flow based on a dynamical low-rank projector splitting. The low-rank splitting scheme is applied to the Boltzmann equation with BGK collision term, which…

Numerical Analysis · Mathematics 2018-04-13 Lukas Einkemmer

In this paper we propose an asymptotic preserving scheme for a family of Friedrichs systems on unstructured meshes based on a decomposition between the hyperbolic heat equation and a linear hyperbolic which not involved in the di usive…

Numerical Analysis · Mathematics 2013-04-11 Christophe Buet , Bruno Després , Emmanuel Franck

In this paper, a new family of implicit compact finite difference schemes for computation of unsteady convection-diffusion equation with variable convection coefficient is proposed. The schemes are fourth order accurate in space and second…

Mathematical Physics · Physics 2012-01-17 Shuvam Sen

We prove that linear degeneracy is a necessary conditions for systems in Jordan-block form to admit a compatible quasilinear differential constraint. Such condition is also sufficient for 2x2 systems and turns out to be equivalent to…

Mathematical Physics · Physics 2024-04-17 Alessandra Rizzo , Pierandrea Vergallo

A new approach to prove the one-dimensional Cauchy problem's weakly discontinuous solutions for hyperbolic PDEs are on the characteristics is discussed in this paper. To do so, I use wavelet singularity detection methods or WTMM [1] based…

Analysis of PDEs · Mathematics 2014-03-04 Shijie Gu

The goal of this study is to develop an efficient numerical algorithm applicable to a wide range of compressible multicomponent flows. Although many highly efficient algorithms have been proposed for simulating each type of the flows, the…

Computational Physics · Physics 2018-10-04 Roman Frolov

We introduce index systems, a tool for studying isolated invariant sets of dynamical systems that are not necessarily hyperbolic. The mapping of the index systems mimics the expansion and contraction of hyperbolic maps on the tangent space,…

Dynamical Systems · Mathematics 2009-09-07 David Richeson , Jim Wiseman

A method is presented for tracing the locus of a specific peak in the frequency response under variation of a parameter. It is applicable to periodic, steady-state vibrations of harmonically forced nonlinear mechanical systems. It operates…

Computational Engineering, Finance, and Science · Computer Science 2021-01-01 Alwin Förster , Malte Krack

We propose a new numerical approach to compute nonclassical solutions to hyperbolic conservation laws. The class of finite difference schemes presented here is fully conservative and keep nonclassical shock waves as sharp interfaces,…

Numerical Analysis · Mathematics 2021-10-01 Benjamin Boutin , Christophe Chalons , Frederic Lagoutiere , Philippe G. LeFloch

This paper is devoted to the treatment of specific numerical problems which appear when phase appearance or disappearance occurs in models of two-phase flows. Such models have crucial importance in many industrial areas such as nuclear…

Mathematical Physics · Physics 2014-04-08 Floraine Cordier , Pierre Degond , Anela Kumbaro

In this paper, we propose a high order residual distribution conservative finite difference scheme for solving steady state conservation laws. A new type of WENO (weighted essentially non-oscillatory) termed as WENO-ZQ integration is used…

Numerical Analysis · Mathematics 2018-10-17 Jianfang Lin , Rémi Abgrall , Jianxian Qiu

Waveform design for joint communication and sensing (JCAS) is an important research direction, focusing on providing an optimal tradeoff between communication and sensing performance. In this paper, we first describe the conventional…

Information Theory · Computer Science 2023-06-21 Yi Geng

The design of flow control systems remains a challenge due to the nonlinear nature of the equations that govern fluid flow. However, recent advances in computational fluid dynamics (CFD) have enabled the simulation of complex fluid flows…

Computational Engineering, Finance, and Science · Computer Science 2018-11-13 Jeremy Morton , Freddie D. Witherden , Antony Jameson , Mykel J. Kochenderfer

We use Wegner's flow equation method to investigate the infinite-$U$ periodic Anderson model. We show that this method poses a new approach to the description of heavy fermion behaviour. Within this scheme we derive an effective Hamiltonian…

Strongly Correlated Electrons · Physics 2009-11-10 Karsten Meyer

A genuinely three-dimensional system, viz. the hyperbolic 4-sphere scattering system, is investigated with classical, semiclassical, and quantum mechanical methods at various center-to-center separations of the spheres. The efficiency and…

Chaotic Dynamics · Physics 2009-11-10 J. Main , E. Atilgan , H. S. Taylor , G. Wunner

This paper introduces a second-order convex splitting scheme for gradient flows arising in phase-field models, based on the backward differentiation formula (BDF2) for the implicit part and the Adams-Bashforth method for the nonlinear and…

Optimization and Control · Mathematics 2026-04-30 Xinhua Shen , Zaijiu Shang , Hongpeng Sun

High-order methods and hybrid turbulence models have independently shown promise as means of decreasing the computational cost of scale-resolving simulations. The objective of this work is to develop the combination of these methods and…

Fluid Dynamics · Physics 2022-01-26 Tarik Dzanic , Sharath Girimaji , Freddie Witherden

Subdiffusion is a well established phenomenon in physics. In this paper we apply the subdiffusive dynamics to analyze financial markets. We focus on the financial aspect of time fractional diffusion model with moving boundary i.e. American…

Computational Finance · Quantitative Finance 2021-04-19 Grzegorz Krzyżanowski , Marcin Magdziarz
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