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We introduce stochastic models of chemotaxis generalizing the deterministic Keller-Segel model. These models include fluctuations which are important in systems with small particle numbers or close to a critical point. Following Dean's…

Statistical Mechanics · Physics 2009-09-01 Pierre-Henri Chavanis

We present an all speed scheme for the Euler-Korteweg model. We study a semi-implicit time-discretisation which treats the terms, which are stiff for low Mach numbers, implicitly and thereby avoids a dependence of the timestep restriction…

Numerical Analysis · Mathematics 2014-11-13 Jan Giesselmann

One of the primary challenges of system identification is determining how much data is necessary to adequately fit a model. Non-asymptotic characterizations of the performance of system identification methods provide this knowledge. Such…

Systems and Control · Electrical Eng. & Systems 2019-09-06 Bruce Lee , Andrew Lamperski

The Keller-Segel system describes the collective motion of cells that are attracted by a chemical substance and are able to emit it. In its simplest form, it is a conservative drift-diffusion equation for the cell density coupled to an…

Analysis of PDEs · Mathematics 2010-10-29 Adrien Blanchet , Jean Dolbeault , Miguel Escobedo , Javier Fernández

Numerical simulation of the spherically symmetric Einstein--Euler (EE) system faces severe challenges due to the stringent physical admissibility constraints of relativistic fluids and the geometric singularities inherent in metric…

Numerical Analysis · Mathematics 2025-12-04 Yuchen Huang , Manting Peng , Kailiang Wu

In this paper, we develop a fully discrete entropy preserving ADER-Discontinuous Galerkin (ADER-DG) method. To obtain this desired result, we equip the space part of the method with entropy correction terms that balance the entropy…

Numerical Analysis · Mathematics 2022-11-17 Elena Gaburro , Philipp Öffner , Mario Ricchiuto , Davide Torlo

In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…

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…

Numerical Analysis · Mathematics 2009-10-06 Jian-Guo Liu , Luc Mieussens

We develop an asymptotic-preserving scheme to solve evolution problems containing stiff transport terms. This scheme is based to a micro-macro decomposition of the unknown, coupled with a stabilization procedure. The numerical method is…

Numerical Analysis · Mathematics 2018-02-21 Baptiste Fedele , Claudia Negulescu , Stefan Possanner

This work examines the development of an entropy conservative (for smooth solutions) or entropy stable (for discontinuous solutions) space-time discontinuous Galerkin (DG) method for systems of non-linear hyperbolic conservation laws. The…

In this work we construct a multiderivative implicit-explicit (IMEX) scheme for a class of stiff ordinary differential equations. Our solver is high-order accurate and has an asymptotic preserving (AP) property. The proposed method is based…

Numerical Analysis · Mathematics 2020-01-24 Jochen Schütz , David C. Seal

This paper presents a high-order discontinuous Galerkin finite element method to solve the barotropic version of the conservative symmetric hyperbolic and thermodynamically compatible (SHTC) model of compressible two-phase flow, introduced…

Numerical Analysis · Mathematics 2025-01-29 Laura Río-Martín , Michael Dumbser

In this work we consider entropy stable discontinuous Galerkin methods applied to nonconservative hyperbolic systems. We introduce a new class of entropy conservative fluctuations that allow us to construct entropy conservative schemes…

Numerical Analysis · Mathematics 2026-01-15 Patrick Ersing , Andrew R. Winters

We present a high-order hybridizable discontinuous Galerkin method for the numerical solution of time-dependent three-phase flow in heterogeneous porous media. The underlying algorithm is a semi-implicit operator splitting approach that…

Computational Engineering, Finance, and Science · Computer Science 2025-03-07 Maurice S. Fabien

In this paper, we develop bound-preserving discontinuous Galerkin (DG) methods for chemical reactive flows. There are several difficulties in constructing suitable numerical schemes. First of all, the density and internal energy are…

Numerical Analysis · Mathematics 2022-11-11 Fangyao Zhu , Juntao Huang , Yang Yang

We study the non-canonical symplectic structure, or K-symplectic structure inherited by the charged particle dynamics. Based on the splitting technique, we construct non-canonical symplectic methods which is explicit and stable for the…

Computational Physics · Physics 2015-09-28 Yang He , Yajuan Sun , Zhaoqi Zhou , Jian Liu , Hong Qin

The Navier-Stokes-Korteweg (NSK) equations are a classical diffuse-interface model for compressible two-phase flow. As direct numerical simulations based on the NSK system are quite expensive and in some cases even impossible, we consider a…

Fluid Dynamics · Physics 2015-12-15 Alina Chertock , Pierre Degond , Jochen Neusser

We propose a new method for pure-state and subspace preparation in quantum systems, which employs the output of a continuous measurement process and switching dissipative control to improve convergence speed, as well as robustness with…

Quantum Physics · Physics 2024-06-24 Tommaso Grigoletto , Francesco Ticozzi

We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…

Numerical Analysis · Mathematics 2020-01-14 Giacomo Albi , Giacomo Dimarco , Lorenzo Pareschi

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…

Numerical Analysis · Mathematics 2016-08-24 Per Pettersson , Hamdi A. Tchelepi
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