Related papers: Positivity-preserving scheme for two-dimensional a…
This paper is devoted to the treatment of specific numerical problems which appear when phase appearance or disappearance occurs in models of two-phase flows. Such models have crucial importance in many industrial areas such as nuclear…
We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…
We propose and analyze a novel approach to construct structure preserving approximations for the Poisson-Nernst-Planck equations, focusing on the positivity preserving and mass conservation properties. The strategy consists of a standard…
A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…
This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…
This paper is devoted to the construction of structure preserving stochastic Galerkin schemes for Fokker-Planck type equations with uncertainties and interacting with an external distribution, that we refer to as a background distribution.…
The method of flow equations is applied to QED on the light front. Requiring that the partical number conserving terms in the Hamiltonian are considered to be diagonal and the other terms off-diagonal an effective Hamiltonian is obtained…
We present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perfom a mathematical analysis and prove that the scheme is uniformly stable with…
In this study, we investigate the Shallow Water Equations incorporating source terms accounting for Manning friction and a non-flat bottom topology. Our primary focus is on developing and validating numerical schemes that serve a dual…
In this paper, we propose and analyze a numerically stable and convergent scheme for a convection-diffusion-reaction equation in the convection-dominated regime. Discontinuous Galerkin (DG) methods are considered since standard finite…
We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…
We present and analyze in a unified setting two schemes for the numerical discretization of a Darcy-Forchheimer fluid flow model coupled with an advection-diffusion equation modeling the temperature distribution in the fluid. The first…
The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…
In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…
We are interested in the numerical solution of nonsymmetric linear systems arising from the discretization of convection-diffusion partial differential equations with separable coefficients and dominant convection. Preconditioners based on…
Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…
We study the homogenization of a steady diffusion equation in a highly heterogeneous medium made of two subregions separated by a periodic barrier through which the flow is proportional to the jump of the temperature by a layer conductance…
In this paper we study numerical positivity and contractivity in the infinite norm of Crank-Nicolson method when it is applied to the diffusion equation with homogeneous Dirichlet boundary conditions. For this purpose, the amplification…
We present a new numerical scheme for solving the advection equation and its application to Vlasov simulations. The scheme treats not only point values of a profile but also its zeroth to second order piecewise moments as dependent…
We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form parabolic equations. Based on the Feynman-Kac formula, the solution is expressed as a conditional expectation of an associated diffusion process.…