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Based on our previous work to the reduced Ostrovsky equation (J. Phys. A 45 355203), we construct its integrable semi-discretizations. Since the reduced Ostrovsky equation admits two alternative representations, one is its original form,…

Exactly Solvable and Integrable Systems · Physics 2015-06-23 Bao-Feng Feng , Ken-ichi Maruno , Yasuhiro Ohta

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

We develop in this paper a new framework for discrete calculus of variations when the actions have densities involving an arbitrary discretization operator. We deduce the discrete Euler-Lagrange equations for piecewise continuous critical…

Optimization and Control · Mathematics 2011-06-28 Philippe Ryckelynck , Laurent Smoch

This paper discusses the computation of derivatives for optimization problems governed by linear hyperbolic systems of partial differential equations (PDEs) that are discretized by the discontinuous Galerkin (dG) method. An efficient and…

Numerical Analysis · Mathematics 2013-11-28 Lucas C. Wilcox , Georg Stadler , Tan Bui-Thanh , Omar Ghattas

In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After proving the L2-regularity of Z, we use the Euler scheme to…

Probability · Mathematics 2009-07-10 Omar Aboura

Quadratization refers to a transformation of an arbitrary system of polynomial ordinary differential equations to a system with at most quadratic right-hand side. Such a transformation unveils new variables and model structures that…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Yubo Cai , Gleb Pogudin

Finite difference based micromagnetic simulations are a powerful tool for the computational investigation of magnetic structures. In this paper, we demonstrate how the discretization of continuous micromagnetic equations introduces a…

Materials Science · Physics 2024-12-17 Samuel J. R. Holt , Andrea Petrocchi , Martin Lang , Swapneel A. Pathak , Hans Fangohr

This study proposes a novel spatial discretization procedure for the compressible Euler equations which guarantees entropy conservation at a discrete level when an arbitrary equation of state is assumed. The proposed method, based on a…

Fluid Dynamics · Physics 2025-09-24 Alessandro Aiello , Carlo De Michele , Gennaro Coppola

This paper considers the implicit Euler discretization of Levant's arbitrary order robust exact differentiator in presence of sampled measurements. Existing implicit discretizations of that differentiator are shown to exhibit either…

Numerical Analysis · Mathematics 2024-08-02 Richard Seeber

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

We propose a novel density based numerical method for uncertainty propagation under certain partial differential equation dynamics. The main idea is to translate them into objects that we call cellular probabilistic automata and to evolve…

Numerical Analysis · Mathematics 2013-02-06 Dominic Kohler , Johannes Müller , Utz Wever

We discuss in detail the uniform discretization approach to the quantization of totally constrained theories. This approach allows to construct the continuum theory of interest as a well defined, controlled, limit of well behaved discrete…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Miguel Campiglia , Cayetano Di Bartolo , Rodolfo Gambini , Jorge Pullin

A type of discrete Boltzmann model for simulating shallow water flows is derived by using the Hermite expansion approach. Through analytical analysis, we study the impact of truncating distribution function and discretizing particle…

Fluid Dynamics · Physics 2018-07-16 Jianping Meng , Xiao-Jun Gu , David R Emerson , Yong Peng , Jianmin Zhang

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

This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…

Systems and Control · Electrical Eng. & Systems 2019-11-22 J. E. Carvajal-Rubio , J. D. Sánchez-Torres , M. Defoort , A. G. Loukianov

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

We present two semidiscretizations of the Camassa-Holm equation in periodic domains based on variational formulations and energy conservation. The first is a periodic version of an existing conservative multipeakon method on the real line,…

Numerical Analysis · Mathematics 2022-02-10 Sondre Tesdal Galtung , Katrin Grunert

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

A discretization of a continuum theory with constraints or conserved quantities is called mimetic if it mirrors the conserved laws or constraints of the continuum theory at the discrete level. Such discretizations have been found useful in…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Cayetano Di Bartolo , Rodolfo Gambini , Jorge Pullin

The scalar, one-dimensional advection equation and heat equation are considered. These equations are discretized in space, using a finite difference method satisfying summation-by-parts (SBP) properties. To impose the boundary conditions,…

Numerical Analysis · Mathematics 2020-04-21 Sofia Eriksson