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We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…

Numerical Analysis · Mathematics 2020-06-09 Xiaobing Feng , Andreas Prohl , Liet Vo

We develop a method for multidimensional optimisation using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimising functional correspond to fixed points of the…

Other Condensed Matter · Physics 2015-06-19 Matthias Punk

High-order implicit shock tracking is a new class of numerical methods to approximate solutions of conservation laws with non-smooth features. These methods align elements of the computational mesh with non-smooth features to represent them…

Numerical Analysis · Mathematics 2022-02-09 Tianci Huang , Matthew J. Zahr

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…

Numerical Analysis · Mathematics 2015-06-18 José A. Carrillo , Alina Chertock , Yanghong Huang

Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…

Numerical Analysis · Mathematics 2011-09-29 Carlos Gorria , Miguel A. Alejo , Luis Vega

We introduce a simple and efficient numerical method to compute mean curvature flow with obstacles. The method augments the Merrimam-Bence-Osher scheme with a pointwise update that enforces the constraint and therefore retains the…

Numerical Analysis · Mathematics 2025-12-19 Fabius Krämer , Tim Laux

We propose a novel numerical homogenization method based on the edge multiscale approach for solving indefinite time-harmonic Maxwell equations in heterogeneous media with large wavenumber. Numerical methods for these equations in…

Numerical Analysis · Mathematics 2026-04-27 Yueqi Wang , Wing Tat Leung , Guanglian Li

The direct method of construction of local conservation laws of partial differential equations (PDE) is a systematic method applicable to a wide class of PDE systems [Anco S. and Bluman G., Direct construction method for conservation laws…

Mathematical Physics · Physics 2009-07-06 Alexei F. Cheviakov

This paper introduces a novel wave front tracking framework for reconstructing unknown flux functions in $2\times 2$ hyperbolic conservation laws, extending beyond the well-studied scalar case. By analyzing Riemann solutions at fixed…

Analysis of PDEs · Mathematics 2025-11-25 Chaohua Duan , Yan Jiang , Hongyu Liu , Wenjian Peng

In numerical simulations a smooth domain occupied by a fluid has to be approximated by a computational domain that typically does not coincide with a physical domain. Consequently, in order to study convergence and error estimates of a…

Numerical Analysis · Mathematics 2024-03-22 Mária Lukáčová-Medvid'ová , Bangwei She , Yuhuan Yuan

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…

Numerical Analysis · Mathematics 2012-11-09 A. -C. Egloffe , A. Gloria , J. -C. Mourrat , T. N. Nguyen

In this article, a concept of implicit methods for scalar conservation laws in one or more spatial dimensions allowing also for source terms of various types is presented. This material is a significant extension of previous work of the…

Analysis of PDEs · Mathematics 2016-09-29 Michael Breuß , Andreas Kleefeld

A framework for numerical evaluation of entropy-conservative volume fluxes in gas flows with internal energies is developed, for use with high-order discretization methods. The novelty of the approach lies in the ability to use arbitrary…

Fluid Dynamics · Physics 2024-10-18 Georgii Oblapenko , Manuel Torrilhon

We introduce a finite-volume numerical scheme for solving stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. Our proposed…

In this paper, we study the large--time behavior of a numerical scheme discretizing drift-- diffusion systems for semiconductors. The numerical method is finite volume in space, implicit in time, and the numerical fluxes are a…

Numerical Analysis · Mathematics 2019-04-22 Marianne Bessemoulin-Chatard , Claire Chainais-Hillairet

We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…

Optimization and Control · Mathematics 2020-04-29 Angelia Nedich , Tatiana Tatarenko

The DFLU numerical flux was introduced in order to solve hyperbolic scalar conservation laws with a flux function discontinuous in space. We show how this flux can be used to solve certain class of systems of conservation laws such as…

Numerical Analysis · Computer Science 2014-01-16 Adi Adimurthi , G. D. Veerappa Gowda , Jérôme Jaffré

We consider a finite volume scheme with two-point flux approximation (TPFA) to approximate a Laplace problem when the solution exhibits no more regularity than belonging to $H^1_0(\Omega)$. We establish in this case some error bounds for…

Numerical Analysis · Mathematics 2024-05-28 Robert Eymard , Thierry Gallouët , Raphaele Herbin

Algorithms with fast convergence, small number of data access, and low per-iteration complexity are particularly favorable in the big data era, due to the demand for obtaining \emph{highly accurate solutions} to problems with \emph{a large…

Machine Learning · Statistics 2016-11-16 Zebang Shen , Hui Qian , Chao Zhang , Tengfei Zhou