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This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…

Numerical Analysis · Mathematics 2025-10-09 Juan Vicente Gutiérrez-Santacreu

An implicit Euler finite-volume scheme for a spinorial matrix drift-diffusion model for semiconductors is analyzed. The model consists of strongly coupled parabolic equations for the electron density matrix or, alternatively, of weakly…

Numerical Analysis · Mathematics 2015-02-20 Claire Chainais-Hillairet , Ansgar Jüngel , Polina Shpartko

We investigate a projective integration scheme for a kinetic equation in the limit of vanishing mean free path, in which the kinetic description approaches a diffusion phenomenon. The scheme first takes a few small steps with a simple,…

Analysis of PDEs · Mathematics 2012-12-27 Pauline Lafitte , Giovanni Samaey

We propose a finite volume scheme for convection-diffusion equations with nonlinear diffusion. Such equations arise in numerous physical contexts. We will particularly focus on the drift-diffusion system for semiconductors and the porous…

Numerical Analysis · Mathematics 2012-02-10 Marianne Bessemoulin-Chatard

In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…

Numerical Analysis · Mathematics 2015-05-08 V. Bonnaillie-Noël , J. A. Carrillo , T. Goudon , G. A. Pavliotis

We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…

Numerical Analysis · Mathematics 2023-12-29 Gauthier Wissocq , Rémi Abgrall

We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…

Probability · Mathematics 2025-07-08 Yuga Iguchi , Samuel Livingstone , Nikolas Nüsken , Giorgos Vasdekis , Rui-Yang Zhang

We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…

Probability · Mathematics 2025-02-03 Khoa Lê , Chengcheng Ling

This paper deals with the numerical resolution of kinetic models for systems of self-propelled particles subject to alignment interaction and attraction-repulsion. We focus on the kinetic model considered in [18, 17] where alignment is…

Numerical Analysis · Mathematics 2017-05-24 Francis Filbet , Chi-Wang Shu

We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…

Analysis of PDEs · Mathematics 2023-02-22 Emeric Bouin , Clément Mouhot

The thermal radiative transfer equations model temperature evolution through a background medium as a result of radiation. When a large number of particles are absorbed in a short time scale, the dynamics tend to a non-linear diffusion-type…

Numerical Analysis · Mathematics 2025-03-03 Chinmay Patwardhan , Martin Frank , Jonas Kusch

In this study, we investigate the Shallow Water Equations incorporating source terms accounting for Manning friction and a non-flat bottom topology. Our primary focus is on developing and validating numerical schemes that serve a dual…

Numerical Analysis · Mathematics 2023-10-24 Guanlan Huang , Sebastiano Boscarino , Tao Xiong

We study the convergence of a class of asymptotic preserving numerical schemes initially proposed by F. Filbet & S. Jin \cite{filb1} and G. Dimarco & L. Pareschi \cite{DimarcoP} in the context of nonlinear and stiff kinetic equations. Here,…

Numerical Analysis · Mathematics 2011-05-16 Francis Filbet , Amélie Rambaud

We present a finite volume scheme for modeling the diffusion of charged particles, specifically ions, in constrained geometries using a degenerate Poisson-Nernst-Planck system with size exclusion yielding cross-diffusion. Our method…

Numerical Analysis · Mathematics 2026-03-04 Clément Cancès , Maxime Herda , Annamaria Massimini

This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…

Numerical Analysis · Mathematics 2012-11-07 Raytcho D. Lazarov , Ludmil T. Zikatanov

In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…

Numerical Analysis · Mathematics 2025-06-18 Timo Sprekeler , Han Wu , Zhiwen Zhang

We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…

Numerical Analysis · Mathematics 2026-04-24 Anita Gjesteland , Sigrun Ortleb , Salim Elghawi , David C. Del Rey Fernández

This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…

Methodology · Statistics 2024-01-30 Yuga Iguchi , Alexandros Beskos , Matthew M. Graham

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Matteo Semplice

The present paper is devoted to the convergence analysis of an asymptotic preserving particle scheme designed to serve as a particle pusher in a Particle-In-Cell (PIC) method for the Vlasov equation with a strong inhomogeneous magnetic…

Numerical Analysis · Mathematics 2025-12-04 Francis Filbet , L Miguel Rodrigues , Kim Han Trinh