Related papers: Deterministic particle approximation for nonlocal …
We investigate a particle system which is a discrete and deterministic approximation of the one-dimensional Keller-Segel equation with a logarithmic potential. The particle system is derived from the gradient flow of the homogeneous free…
One way to analyze complicated non-autonomous flows is through trying to understand their transport behavior. In a quantitative, set-oriented approach to transport and mixing, finite time coherent sets play an important role. These are…
A new particle-based sampling and approximate inference method, based on electrostatics and Newton mechanics principles, is introduced with theoretical ground, algorithm design and experimental validation. This method simulates an…
We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…
We propose a positivity preserving entropy decreasing finite volume scheme for nonlinear nonlocal equations with a gradient flow structure. These properties allow for accurate computations of stationary states and long-time asymptotics…
We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…
We examine a variational multiscale method in which the unresolved fine-scales are approximated element-wise using a discontinuous Galerkin method. We establish stability and convergence results for the methodology as applied to the scalar…
We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…
This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…
We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…
Motivated by the mathematics literature on the algebraic properties of so-called polynomial vector flows, we propose a technique for approximating nonlinear differential equations by linear differential equations. Although the idea of…
An interacting particle system made of diffusion processes with local interaction is considered and the macroscopic limit to a nonlinear PDE is investigated. Few rigorous results exists on this problem and in particular the explicit form of…
We introduce a semi-implicit Milstein approximation scheme for some class of non-colliding particle systems modeled by systems of stochastic differential equations with non-constant diffusion coefficients. We show that the scheme converges…
We construct a finite element approximation of a strain-limiting elastic model on a bounded open domain in $\mathbb{R}^d$, $d \in \{2,3\}$. The sequence of finite element approximations is shown to exhibit strong convergence to the unique…
Non-invasive flow measurement techniques, such as particle tracking velocimetry, resolve 3D velocity fields by pairing tracer particle positions in successive time steps. These trajectories are crucial for evaluating physical quantities…
We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…
We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…
The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…
We propose a novel score-based particle method for solving the Landau equation in plasmas, that seamlessly integrates learning with structure-preserving particle methods [arXiv:1910.03080]. Building upon the Lagrangian viewpoint of the…
Scalar conservation laws in one space variable allow a Lagrangian (particle path) formulation. The Lagrangian trajectory in the infinite-dimensional group of diffeomorphisms on the physical space can be written as a system of conservation…