Related papers: Two-level schemes for the advection equation
The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for…
We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…
We consider the problem of convergence to a saddle point of a concave-convex function via gradient dynamics. Since first introduced by Arrow, Hurwicz and Uzawa in [1] such dynamics have been extensively used in diverse areas, there are,…
Shallow water surface flows commonly entrain sediments, resulting in scouring and/or deposition of the underlying substrate that may strongly influence the pattern of subsequent flow. These coupled phenomena, which can be investigated…
In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…
Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techniques used for approximating the solution of a stochastic…
Lossless Convexification (LCvx) is a convexification technique that transforms a class of nonconvex optimal control problems$\unicode{x2013}$where the nonconvexity arises from a lower bound on the control norm$\unicode{x2013}$into…
The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions and have applications in a wide variety of fields. Using an adaptive time-stepper based…
This work presents a new three-operator splitting method to handle monotone inclusion and convex optimization problems. The proposed splitting serves as another natural extension of the Douglas-Rachford splitting technique to problems…
The numerical modelling of convection dominated high density ratio two-phase flow poses several challenges, amongst which is resolving the relatively thin shear layer at the interface. To this end we propose a sharp discretisation of the…
We design a variational asymptotic preserving scheme for the Vlasov-Poisson-Fokker-Planck system with the high field scaling, which describes the Brownian motion of a large system of particles in a surrounding bath. Our scheme builds on an…
The modeling and simulation of two-phase flows is still an active research area, mainly when surface tension is present. One way to model the different phases is with interface capturing methods. Two well-established interface capturing…
A dynamical system is defined in terms of the gradient of a payoff function. Dynamical variables are of two types, ascent and descent. The ascent variables move in the direction of the gradient, while the descent variables move in the…
We test a new "hybrid" scheme for simulating dynamical fluid flows in which cylindrical components of the momentum are advected across a rotating Cartesian coordinate mesh. This hybrid scheme allows us to conserve angular momentum to…
We develop a general strategy in order to implement (approximate) discrete transparent boundary conditions for finite difference approximations of the two-dimensional transport equation. The computational domain is a rectangle equipped with…
We address here the discretization of the momentum convection operator for fluid flow simulations on 2D triangular and quadrangular meshes and 3D polyhedral meshes containing hexahedra, tetrahedra, prisms and pyramids. The finite volume…
Nonlocal interactions are ubiquitous in nature and play a central role in many biological systems. In this paper, we perform a bifurcation analysis of a widely-applicable advection-diffusion model with nonlocal advection terms describing…
In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…
In this work, we propose a family of single-node second-order boundary schemes for the lattice Boltzmann method with general collision terms. The construction of the schemes is quite universal and simple, it does not involve concrete…
We study the adsorption-desorption of fluid molecules on a solid substrate by introducing a schematic model in which the adsorption/desorption transition probabilities are given by irreversible kinetic constraints with a tunable violation…