Related papers: Discretized Fast-Slow Systems near Transcritical S…
Computational multi-scale methods capitalize on a large time-scale separation to efficiently simulate slow dynamics over long time intervals. For stochastic systems, one often aims at resolving the statistics of the slowest dynamics. This…
We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…
We consider the problem of the discrete-time approximation of the solution of a one-dimensional SDE with piecewise locally Lipschitz drift and continuous diffusion coefficients with polynomial growth. In this paper, we study the strong…
Numerical stability is of great significance for discrete-time dynamic vehicle model. Among the unstable factors, low-speed singularity stands out as one of the most challenging issues, which arises from that the denominator of tire side…
Explicit discretizations of stochastic differential equations often encounter instability when the coefficients are not globally Lipschitz. The truncated schemes and tamed schemes have been proposed to handle this difficulty, but truncated…
We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to study positivity preservation for a class of TVD…
A space-discretization for the elastic flow of inextensible curves is devised and quasi-optimal convergence of the corresponding semi-discrete problem is proved for a suitable discretization of the nonlinear inextensibility constraint.…
We investigate the dynamical properties of cusp bifurcations in max-plus dynamical systems derived from continuous differential equations through the tropical discretization and the ultradiscrete limit. A general relationship between cusp…
For a Keller-Segel model for chemotaxis in two spatial dimensions we consider a modification of a positivity preserving fully discrete scheme using a local extremum diminishing flux limiter. We discretize space using piecewise linear finite…
High-index saddle dynamics provides an effective means to compute the any-index saddle points and construct the solution landscape. In this paper we prove error estimates for Euler discretization of high-index saddle dynamics with respect…
ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…
In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…
We analyse the problem of stability of a continuous time linear switching system (LSS) versus the stability of its Euler discretization. It is well-known that the existence of a positive {\tau} for which the corresponding discrete time…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
We present an all speed scheme for the Euler-Korteweg model. We study a semi-implicit time-discretisation which treats the terms, which are stiff for low Mach numbers, implicitly and thereby avoids a dependence of the timestep restriction…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
We study a singularly perturbed fast-slow system of two partial differential equations (PDEs) of reaction-diffusion type on a bounded domain via Galerkin discretisation. We assume that the reaction kinetics in the fast variable realise a…
We present two case studies in one-dimensional dynamics concerning the discretization of transcritical (TC) and pitchfork (PF) bifurcations. In the vicinity of a TC or PF bifurcation point and under some natural assumptions on the one-step…
We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…
This paper tackles the problem of discretizing accelerated optimization flows while retaining their convergence properties. Inspired by the success of resource-aware control in developing efficient closed-loop feedback implementations on…