Related papers: Numerical preservation of multiple local conservat…
We consider the stability analysis of a large class of linear 1-D PDEs with polynomial data. This class of PDEs contains, as examples, parabolic and hyperbolic PDEs, PDEs with boundary feedback and systems of in-domain/boundary coupled…
In this article we apply a discrete action principle for the Vlasov--Maxwell equations in a structure-preserving particle-field discretization framework. In this framework the finite-dimensional electromagnetic potentials and fields are…
For a general class of nonlinear port-Hamiltonian systems we develop a high-order time discretization scheme with certain structure preservation properties. The finite or infinite-dimensional system under consideration possesses a…
Machine learned partial differential equation (PDE) solvers trade the reliability of standard numerical methods for potential gains in accuracy and/or speed. The only way for a solver to guarantee that it outputs the exact solution is to…
We develop the number-conserving approach that has previously been used in a single component Bose-Einstein condensed dilute atomic gas, to describe consistent coupled condensate and noncondensate number dynamics, to an $n$-component…
Structure-preserving finite-difference schemes for general nonlinear fourth-order parabolic equations on the one-dimensional torus are derived. Examples include the thin-film and the Derrida-Lebowitz-Speer-Spohn equations. The schemes…
A procedure for obtaining a "minimal" discretization of a partial differential equation, preserving all of its Lie point symmetries is presented. "Minimal" in this case means that the differential equation is replaced by a partial…
We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…
A new method for the computation of conserved densities of nonlinear differential-difference equations is applied to Toda lattices and discretizations of the Korteweg-de Vries and nonlinear Schrodinger equations. The algorithm, which can be…
The conservation laws for a class of nonlinear equations with variable coefficients on discrete and noncommutative spaces are derived. For discrete models the conserved charges are constructed explicitly. The applications of the general…
We are interested in the approximation of a steady hyperbolic problem. In some cases, the solution can satisfy an additional conservation relation, at least when it is smooth. This is the case of an entropy. In this paper, we show, starting…
In this paper, we propose and analyze semi-implicit numerical schemes for the stochastic wave equation (SWE) with general nonlinearity and multiplicative noise. These numerical schemes, called stochastic scalar auxiliary variable (SAV)…
In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…
We propose novel less diffusive schemes for conservative one- and two-dimensional hyperbolic systems of nonlinear partial differential equations (PDEs). The main challenges in the development of accurate and robust numerical methods for the…
We consider a partial differential equation (PDE) model to predict residential burglary derived from a probabilistic agent-based model through a mean-field limit operation. The PDE model is a nonlinear, coupled system of two equations in…
This paper presents a data-driven finite volume method for solving 1D and 2D hyperbolic partial differential equations. This work builds upon the prior research incorporating a data-driven finite-difference approximation of smooth solutions…
We present a solution to the conservation form (Eulerian form) of the quantum hydrodynamic equations which arise in chemical dynamics by implementing a mixed/discontinuous Galerkin (MDG) finite element numerical scheme. We show that this…
We develop local discontinuous Galerkin (LDG) methods for conservation laws with heterogeneous stochastic fluxes, where the Stratonovich-driven transport terms may be linear or nonlinear. Such equations arise, for example, in simplified…
We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…
Our aim in this note is to extend the semi discrete technique by combine it with the split step method. We apply our new method to the Ait-Sahalia model and propose an explicit and positivity preserving numerical scheme.