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We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method…

Probability · Mathematics 2015-05-25 Gilles Pagès , Abass Sagna

Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or…

Numerical Analysis · Mathematics 2020-12-11 Erik Burman , Johnny Guzman

The limiting slow dynamics of slow-fast, piecewise-linear, continuous systems of ODEs occurs on critical manifolds that are piecewise-linear. At points of non-differentiability, such manifolds are not normally hyperbolic and so the…

Dynamical Systems · Mathematics 2018-01-16 David J. W. Simpson

Canards are a well-studied phenomenon in fast-slow ordinary differential equations implying the delayed loss of stability after the slow passage through a singularity. Recent studies have shown that the corresponding maps stemming from…

Dynamical Systems · Mathematics 2023-04-19 Maximilian Engel , Georg A. Gottwald

In this contribution, we present a constructive method to derive flat sampled-data models for continuous-time flat systems through an implicit Euler-discretization. We show how the sampled-data model can be used subsequently for a…

Dynamical Systems · Mathematics 2024-03-26 Johannes Diwold , Bernd Kolar , Markus Schöberl

In this paper we introduce adaptive time step control for simulation of evolution of ice sheets. The discretization error in the approximations is estimated using "Milne's device" by comparing the result from two different methods in a…

Computational Physics · Physics 2019-08-30 Gong Cheng , Per Lötstedt , Lina von Sydow

We propose and study a nonlocal Euler system with relaxation, which tends to a strictly hyperbolic system under the hyperbolic scaling limit. An independent proof of the local existence and uniqueness of this system is presented in any…

Analysis of PDEs · Mathematics 2020-10-07 Manas Bhatnagar , Hailiang Liu

The semi-implicit (partly decoupled, also called staggered or fraction-step) time discretization is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e.\ in the actual deforming…

Numerical Analysis · Mathematics 2025-10-14 Tomáš Roubíček

The main objective of the present paper is to construct a new class of space-time discretizations for the stochastic $p$-Stokes system and analyze its stability and convergence properties. We derive regularity results for the approximation…

Numerical Analysis · Mathematics 2024-08-07 Kim-Ngan Le , Jörn Wichmann

This paper is part of a program to combine a staggered time and staggered spatial discretization of continuum mechanics problems so that any property of the continuum that is proved using vector calculus can be proven in an analogous way…

Numerical Analysis · Mathematics 2019-01-15 Stanly L. Steinberg

Diffusion models for continuous data gained widespread adoption owing to their high quality generation and control mechanisms. However, controllable diffusion on discrete data faces challenges given that continuous guidance methods do not…

Fast-slow systems with three slow variables and gradient structure in the fast variables have, generically, hyperbolic umbilic, elliptic umbilic or swallowtail singularities. In this article we provide a detailed local analysis of a…

Dynamical Systems · Mathematics 2024-08-20 Hildeberto Jardón-Kojakhmetov , Christian Kuehn , Maximilian Steinert

Differential flatness serves as a powerful tool for controlling continuous time nonlinear systems in problems such as motion planning and trajectory tracking. A similar notion, called difference flatness, exists for discrete-time systems.…

Systems and Control · Electrical Eng. & Systems 2025-11-17 Ashutosh Jindal , Florentina Nicolau , David Martin Diego , Ravi Banavar

Typically when designing distributed controllers it is assumed that the state-space model of the plant consists of sparse matrices. However, in the discrete-time setting, if one begins with a continuous-time model, the discretization…

Optimization and Control · Mathematics 2019-03-28 James Anderson , Nikolai Matni , Yuxiao Chen

We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…

Numerical Analysis · Mathematics 2018-05-07 Hussain A. Ibdah , Cecilia F. Mondaini , Edriss S. Titi

Finite-size scaling is a key tool in statistical physics, used to infer critical behavior in finite systems. Here we use the analogous concept of finite-time scaling to describe the bifurcation diagram at finite times in discrete dynamical…

Adaptation and Self-Organizing Systems · Physics 2018-04-12 Alvaro Corral , Lluis Alseda , Josep Sardanyes

This paper presents a strong convergence rate analysis of general discretization approximations for McKean-Vlasov SDEs with super-linear growth coefficients over infinite time horizon. Under some specified non-globally Lipschitz conditions,…

Numerical Analysis · Mathematics 2025-09-12 Taiyuan Liu , Yaozhong Hu , Siqing Gan

The issue of single-grid discretization error estimator, operating in the postprocessor mode, is addressed in the paper. An ensemble of numerical solutions, obtained using solvers of different accuracy, is shown to provide an upper estimate…

Computational Physics · Physics 2018-05-11 A. K. Alekseev , A. E. Bondarev , I. M. Navon

We consider the problem of `discrete-time persistence', which deals with the zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n(\Delta T). For a Gaussian Stationary Process the persistence (no…

Statistical Mechanics · Physics 2009-11-07 George C. M. A. Ehrhardt , Alan J. Bray , Satya N. Majumdar