Related papers: Deterministic particle approximation for nonlocal …
A fully discrete Lagrangian scheme for solving a family of fourth order equations numerically is presented. The discretization is based on the equation's underlying gradient flow structure w.r.t. the $L^2$-Wasserstein distance, and adapts…
In this article, we are interested in the strong well-posedness together with the numerical approximation of some one-dimensional stochastic differential equations with a non-linear drift, in the sense of McKean-Vlasov, driven by a…
This paper develops a probabilistic approximation scheme for a class of nonstandard, fully nonlinear second-order partial integro-differential equations (PIDEs) associated with nonlinear Levy processes under Peng's G-expectation framework.…
We establish local-in-time existence and uniqueness results for nonlocal conservation laws with a nonlinear mobility, in several space dimensions, under weak assumptions on the kernel, which is assumed to be bounded and of finite total…
We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…
In this paper we prove the convergence of a suitable particle system towards the BGK model. More precisely, we consider an interacting stochastic particle system in which each particle can instantaneously thermalize locally. We show that,…
This paper provides numerical results that demonstrate the validity of the nonclassical diffusion approximation to the nonclassical transport equation in certain 1-D diffusive systems. This result provides a more solid foundation in which…
We present a new implementation of the geometric method of Cullen & Purser (1984) for solving the semi-geostrophic Eady slice equations which model large scale atmospheric flows and frontogenesis. The geometric method is a Lagrangian…
In this article, we discuss the error analysis for a certain class of monotone finite volume schemes approximating nonlocal scalar conservation laws, modeling traffic flow and crowd dynamics, without any additional assumptions on…
We design a deterministic particle method for the solution of the spatially homogeneous Landau equation with uncertainty. The deterministic particle approximation is based on the reformulation of the Landau equation as a formal gradient…
Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…
In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…
Machine-learning (ML) based discretization has been developed to simulate complex partial differential equations (PDEs) with tremendous success across various fields. These learned PDE solvers can effectively resolve the underlying solution…
We use a deterministic particle method to produce numerical approximations to the solutions of an evolution cross-diffusion problem for two populations. According to the values of the diffusion parameters related to the intra and…
We introduce a semi-implicit Euler-Maruyama approximation which preservers the non-colliding property for some class of non-colliding particle systems such as Dyson Brownian motions, Dyson-Ornstein-Uhlenbeck processes and Brownian particles…
This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…
Exact results on particle-densities as well as correlators in two models of immobile particles, containing either a single species or else two distinct species, are derived. The models evolve following a descent dynamics through…
We consider propagating, spatially localised waves in a class of equations that contain variational and non-variational terms. The dynamics of the waves is analysed through a collective coordinate approach. Motivated by the variational…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
We establish that stabilization of a class of linear, hyperbolic partial differential equations (PDEs) with a large (nevertheless finite) number of components, can be achieved via employment of a backstepping-based control law, which is…