English
Related papers

Related papers: Structure preserving schemes for Fokker-Planck equ…

200 papers

Developing high-order numerical schemes for two-phase flow in porous media that preserve key physical properties remains a significant challenge in numerical analysis. In this article, we propose a general framework to construct fully…

Numerical Analysis · Mathematics 2026-05-29 Xiaoli Li , Cheng Wang , Yujing Yan , Nan Zheng

We present a finite volume scheme for modeling the diffusion of charged particles, specifically ions, in constrained geometries using a degenerate Poisson-Nernst-Planck system with size exclusion yielding cross-diffusion. Our method…

Numerical Analysis · Mathematics 2026-03-04 Clément Cancès , Maxime Herda , Annamaria Massimini

In this paper we introduce a procedure, based on the method of equivariant moving frames, for formulating continuous Galerkin finite element schemes that preserve the Lie point symmetries of initial value problems for ordinary differential…

Numerical Analysis · Mathematics 2020-04-02 Alex Bihlo , James Jackaman , Francis Valiquette

As an extension of our previous work in Sun et.al (2018) [41], we develop a discontinuous Galerkin method for solving cross-diffusion systems with a formal gradient flow structure. These systems are associated with non-increasing entropy…

Numerical Analysis · Mathematics 2018-10-09 Zheng Sun , José Antonio Carrillo , Chi-Wang Shu

We propose a Fourier pseudo-spectral scheme for the space-fractional nonlinear Schr\"odinger equation. The proposed scheme has the following features: it is linearly implicit, it preserves two invariants of the equation, its unique…

Numerical Analysis · Mathematics 2019-09-04 Yuto Miyatake , Tai Nakagawa , Tomohiro Sogabe , Shao-Liang Zhang

Entropy conservation and stability of numerical methods in gas dynamics have received much interest. Entropy conservative numerical fluxes can be used as ingredients in two kinds of schemes: Firstly, as building blocks in the subcell flux…

Numerical Analysis · Mathematics 2019-10-22 Hendrik Ranocha

We develop a new finite difference scheme for the Maxwell-Stefan diffusion system. The scheme is conservative, energy stable and positivity-preserving. These nice properties stem from a variational structure and are proved by reformulating…

Numerical Analysis · Mathematics 2020-05-19 Xiaokai Huo , Hailiang Liu , Athanasios E. Tzavaras , Shuaikun Wang

We develop structure-preserving numerical methods for the Serre-Green-Naghdi equations, a model for weakly dispersive free-surface waves. We consider both the classical form, requiring the inversion of a non-linear elliptic operator, and a…

Numerical Analysis · Mathematics 2026-04-08 Hendrik Ranocha , Mario Ricchiuto

In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…

Analysis of PDEs · Mathematics 2018-06-04 Maria Bruna , Martin Burger , Helene Ranetbauer , Marie-Therese Wolfram

Centered numerical fluxes can be constructed for compressible Euler equations which preserve kinetic energy in the semi-discrete finite volume scheme. The essential feature is that the momentum flux should be of the form $f^m_\jph =…

Numerical Analysis · Computer Science 2016-08-24 Praveen Chandrashekar

We propose higher-order isoparametric finite element approximations for mean curvature flow and surface diffusion. The methods are natural extensions of the piecewise linear finite element methods introduced by Barrett, Garcke, and…

Numerical Analysis · Mathematics 2025-07-29 Harald Garcke , Robert Nürnberg , Simon Praetorius , Ganghui Zhang

We present a class of numerical schemes for two-dimensional systems of nonlocal conservation laws, which are based on utilizing well-known monotone numerical flux functions after suitably approximating the nonlocal terms. The considered…

Numerical Analysis · Mathematics 2026-02-19 Anika Beckers , Jan Friedrich

We propose a new fully-discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully-discretized scheme with proven positivity-preserving and energy stable properties using…

Numerical Analysis · Mathematics 2020-04-10 Xiaokai Huo , Hailiang Liu

In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

Numerical Analysis · Mathematics 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles

In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…

Numerical Analysis · Mathematics 2024-09-16 Baolin Kuang , Hongfei Fu , Shusen Xie

Preserving scalar boundedness is important for numerical schemes used in turbulent compressible multi-component flow simulations to prevent unphysical results and unstable simulations. However, ensuring scalar boundedness for high-order,…

Fluid Dynamics · Physics 2026-05-13 Ye Wang , Armin Wehrfritz , Evatt R. Hawkes

We propose and analyze a structure-preserving parametric finite element method (SP-PFEM) to simulate the motion of closed curves governed by area-conserved generalized mean curvature flow in two dimensions (2D). We first present a…

Numerical Analysis · Mathematics 2022-11-28 Lifang Pei , Yifei Li

In this work, Entropy-Stable (ES) schemes are formulated for the multicomponent compressible Euler equations. Entropy-conservative (EC) and ES fluxes are derived. Particular attention is paid to the limit case of zero partial densities…

Numerical Analysis · Mathematics 2020-02-25 Ayoub Gouasmi , Karthik Duraisamy , Scott Murman

In this note we work on the construction of positive preserving numerical schemes for systems of stochastic differential equations. We use the semi discrete idea that we have proposed before proposing now a numerical scheme that preserves…

Numerical Analysis · Mathematics 2013-10-10 Nikolaos Halidias

We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…

Statistical Mechanics · Physics 2009-10-31 Jean Farago