Related papers: Structure preserving schemes for Fokker-Planck equ…
For the Proca equation, which is a wave equation for a vector field, we derive the canonical formulation including constraints from the Stueckelberg action and propose discrete equations with a structure-preserving scheme for conserving the…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…
Finite difference schemes that preserve two conservation laws of a given partial differential equation can be found directly by a recently-developed symbolic approach. Until now, this has been used only for equations with quadratic…
The goal of this work is to determine classes of travelling solitary wave solutions for a differential approximation of a finite difference scheme by means of a hyperbolic ansatz. It is shown that spurious solitary waves can occur in…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
Provable nonlinear stability bounds the discrete approximation and ensures that the discretization does not diverge. For high-order methods, discrete nonlinear stability and entropy stability, have been successfully implemented for…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…
Differential equations arising in fluid mechanics are usually derived from the intrinsic properties of mechanical systems, in the form of conservation laws, and bear symmetries, which are not generally preserved by a finite difference…
In this paper we present a complete framework for the energy-stable simulation of stratified incompressible flow in channels, using the one-dimensional two-fluid model. Building on earlier energy-conserving work on the basic two-fluid…
We develop and analyze a class of structure-preserving discontinuous Galerkin schemes for the nonlinear Vlasov-Poisson-Fokker-Planck model, reformulated as a hyperbolic system through a Hermite expansion in the velocity variable. We…
We revise the structure-preserving finite element method in [K. Hu, Y. MA and J. Xu. (2017) Stable finite element methods preserving $\nabla \cdot \mathbf{B}=0$ exactly for MHD models. Numer. Math.,135, 371-396]. The revised method is…
We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…
We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…
Many entropy-conservative and entropy-stable (summarized as entropy-preserving) methods for hyperbolic conservation laws rely on Tadmor's theory for two-point entropy-preserving numerical fluxes and its higher-order extension via flux…
We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…
A time-stepping $L1$ scheme for solving a time fractional Fokker-Planck equation of order $\alpha \in (0, 1)$, with a general driving force, is investigated. A stability bound for the semi-discrete solution is obtained for…
The method of equivariant moving frames on multi-space is used to construct symmetry preserving finite difference schemes of partial differential equations invariant under finite-dimensional symmetry groups. Invariant numerical schemes for…
We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…