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Explicit discretizations of stochastic differential equations often encounter instability when the coefficients are not globally Lipschitz. The truncated schemes and tamed schemes have been proposed to handle this difficulty, but truncated…

Numerical Analysis · Mathematics 2025-07-15 Zichang Ju , Lei Li , Yuliang Wang

In this work we propose a nonlinear stabilization technique for convection-diffusion-reaction and pure transport problems discretized with space-time isogeometric analysis. The stabilization is based on a graph-theoretic artificial…

Numerical Analysis · Computer Science 2019-11-18 Jesús Bonilla , Santiago Badia

We propose a locally conservative enriched Galerkin scheme that preserves the physical bounds for an elliptic problem. To this end, we use a substantial over-penalization of the discrete solution's jumps to obtain optimal convergence. To…

Numerical Analysis · Mathematics 2025-12-19 Gabriel R. Barrenechea , Philip L. Lederer , Andreas Rupp

This paper develops a sliding mode control based frame work for equality constrained optimization by reformulation the first order Karush Kuhn Tucker conditions as control affine dynamical system. The optimization variables are treated as…

Optimization and Control · Mathematics 2026-05-01 Shyam Kamal , Baby Diana , Sunidhi Pandey , Sandip Ghosh , Thach Ngoc Dinh

In this article, we study the FitzHugh-Nagumo $(1,1)$--fast-slow system where the vector fields associated to the slow/fast equations come from the reduction of the Hodgin-Huxley model for the nerve impulse. After deriving dynamical…

Dynamical Systems · Mathematics 2025-06-19 Bruno F. F. Gonçalves , Isabel S. Labouriau , Alexandre A. P. Rodrigues

In this paper, we propose and analyze an explicit time-stepping scheme for a spatial discretization of stochastic Cahn--Hilliard equation with additive noise. The fully discrete approximation combines a spectral Galerkin method in space…

Numerical Analysis · Mathematics 2023-08-31 Meng Cai , Ruisheng Qi , Xiaojie Wang

We study the approximation and stability properties of a recently popularized discretization strategy for the speed variable in kinetic equations, based on pseudo spectral collocation on a grid defined by the zeros of a non-standard family…

Plasma Physics · Physics 2018-04-23 Tonatiuh Sanchez-Vizuet , Antoine J. Cerfon

We propose a novel Galerkin discretization scheme for stochastic optimal control problems on an indefinite time horizon. The control problems are linear-quadratic in the controls, but possibly nonlinear in the state variables, and the…

Optimization and Control · Mathematics 2013-10-01 Ralf Banisch , Carsten Hartmann

The compact finite difference method is a powerful tool for discretizing conservation laws, owing to its inherent flexibility in developing high-resolution and highly stable schemes. In this paper, we propose a framework for the design of…

Numerical Analysis · Mathematics 2026-03-30 Weifeng Hou , Zhangpeng Sun , Wenqi Yao , Liupeng Wang

Mathematical descriptions of flow phenomena usually come in the form of partial differential equations. The differential operators used in these equations may have properties such as symmetry, skew-symmetry, positive or negative…

Numerical Analysis · Mathematics 2017-10-20 Bas van 't Hof , Mathea J. Vuik

A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…

Numerical Analysis · Mathematics 2021-11-19 R Herbin , J. -C Latché , Y Nasseri , N Therme

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the…

Numerical Analysis · Mathematics 2017-06-28 Xiaorong Kang , Wenqiang Feng , Kelong Cheng , Chunxiang Guo

Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…

Optimization and Control · Mathematics 2019-07-03 Marcus Heitel , Robin Verschueren , Moritz Diehl , Dirk Lebiedz

In this paper we study the stabilization problem of a general class of slow-fast systems with one fast and arbitrarily many slow states. Moreover, the class of systems under study is slowly actuated, meaning that only the slow states are…

Dynamical Systems · Mathematics 2017-10-05 Hildeberto Jardón-Kojakhmetov , Jacquelien M. A. Scherpen

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

Invariant discretization schemes are derived for the one- and two-dimensional shallow-water equations with periodic boundary conditions. While originally designed for constructing invariant finite difference schemes, we extend the usage of…

Mathematical Physics · Physics 2013-01-04 Alexander Bihlo , Roman O. Popovych

We construct a decoupled, first-order, fully discrete, and unconditionally energy stable scheme for the Cahn-Hilliard-Navier-Stokes equations. The scheme is divided into two main parts. The first part involves the calculation of the…

Numerical Analysis · Mathematics 2024-08-20 Haijun Gao , Xi Li , Minfu Feng

In this study, we propose a genuine fourth-order compact finite difference scheme for solving biharmonic equations with Dirichlet boundary conditions in both two and three dimensions. In the 2D case, we build upon the high-order compact…

Numerical Analysis · Mathematics 2024-09-04 Kejia Pan , Jin Li , Zhilin Li , Kang Fu

Motivated by the dynamics of neuronal responses, we analyze the dynamics of the Fitzhugh-Nagumo slow-fast system with delayed self-coupling. This system provides a canonical example of a canard explosion for sufficiently small delays.…

Dynamical Systems · Mathematics 2016-02-17 Maciej Krupa , Jonathan Touboul

In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…

Analysis of PDEs · Mathematics 2017-09-13 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels