Related papers: On Particles and Splines in Bounded Domains
Motivated by considering partial differential equations arising from conservation laws posed on evolving surfaces, a new numerical method for an advection problem is developed and simple numerical tests are performed. The method is based on…
Bounce-averaged theories provide a framework for simulating relatively slow processes, such as collisional transport and quasilinear diffusion, by averaging these processes over the fast periodic motions of a particle on a closed orbit.…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…
In the present work, we propose to extend to the Stokes problem a fictitious domain approach inspired by eXtended Finite Element Method and studied for Poisson problem in [Renard]. The method allows computations in domains whose boundaries…
Boundary element methods (BEM) reduce a partial differential equation in a domain to an integral equation on the domain's boundary. They are particularly attractive for solving problems on unbounded domains, but handling the dense matrices…
This paper shows how numerical methods on a regular grid in a box can be used to generate numerical schemes for problems in general smooth domains contained in the box with no need for a domain specific discretization. The focus is mainly…
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…
In this work, we consider an advection-diffusion equation, coupled to a Poisson equation for the velocity field. This type of coupling is typically encountered in models arising from plasma physics or porous media flow. The aim of this work…
We develop a multiscale hybrid scheme for simulations of soft condensed matter systems, which allows one to treat the system at the particle level in selected regions of space, and at the continuum level elsewhere. It is derived…
We introduce a general, analytical framework to express and to approximate partial differential equations (PDEs) numerically on graphs and networks of surfaces---generalized by the term hypergraphs. To this end, we consider PDEs on…
We are interested in the numerical approximation of non-linear stochastic differential equations (SDEs) with solution in a certain domain. Our goal is to construct explicit numerical schemes that preserve that structure. We generalize the…
We obtain approximate convexity principles for solutions to some classes of nonlinear elliptic partial differential equations in convex domains involving approximately concave nonlinearities. Furthermore, we provide some applications to…
Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…
We consider an advection-diffusion equation that is advection-dominated and posed on a perforated domain. On the boundary of the perforations, we set either homogeneous Dirichlet or homogeneous Neumann conditions. The purpose of this work…
The problem of monotone smoothing splines with bounds is formulated as a constrained minimization problem of the calculus of variations. Existence and uniqueness of solutions of this problem is proved, as well as the equivalence of it to a…
This paper proposes a numerical scheme for solving a system of convection-reaction-diffusion equations describing the process of preparing a catalyst on a porous support by the impregnation method. In the case of a considered porous…
Quantum splines are curves in a Hilbert space or, equivalently, in the corresponding Hilbert projective space, which generalize the notion of Riemannian cubic splines to the quantum domain. In this paper, we present a generalization of this…
We introduce a semi-implicit Milstein approximation scheme for some class of non-colliding particle systems modeled by systems of stochastic differential equations with non-constant diffusion coefficients. We show that the scheme converges…
Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…
This paper is devoted to the study of reflected Stochastic Differential Equations when the constraint is not on the paths of the solution but acts on the law of the solution. These reflected equations have been introduced recently by…