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As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…

Analysis of PDEs · Mathematics 2014-04-14 Nathan Glatt-Holtz , Roger Temam , Chuntian Wang

In this paper, we present a conforming space-time discretization of the wave equation based on a first-order-in-time variational formulation with exponential weights in time. We analyze the method, showing its stability without imposing any…

Numerical Analysis · Mathematics 2025-06-09 Matteo Ferrari , Ilaria Perugia , Enrico Zampa

We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…

Analysis of PDEs · Mathematics 2015-12-17 Fatiha Alabau-Boussouira , Yannick Privat , Emmanuel Trélat

An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…

Numerical Analysis · Mathematics 2021-05-13 Ansgar Jüngel , Antoine Zurek

We present a well-balanced, second order, Godunov-type finite volume scheme for compressible Euler equations with gravity. By construction, the scheme admits a discrete stationary solution which is a second order accurate approximation to…

Numerical Analysis · Mathematics 2019-02-07 Deepak Varma , Praveen Chandrashekar

Numerical simulation of incompressible viscous flow, in particular in three space dimensions, continues to remain a challenging task. Space-time finite element methods feature the natural construction of higher order discretization schemes.…

Numerical Analysis · Mathematics 2022-10-07 Mathias Anselmann , Markus Bause

In this paper we devote our attention to a class of weighted ultrafast diffusion equations arising from the problem of quantisation for probability measures. These equations have a natural gradient flow structure in the space of probability…

Analysis of PDEs · Mathematics 2019-01-30 Mikaela Iacobelli , Francesco Patacchini , Filippo Santambrogio

In this paper, we propose a novel unstructured mesh control volume method to deal with the space fractional derivative on arbitrarily shaped convex domains, which to the best of our knowledge is a new contribution to the literature.…

Numerical Analysis · Mathematics 2024-12-20 Libo Feng , Fawang Liu , Ian Turner

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…

Optimization and Control · Mathematics 2022-04-28 Ferran Arqué , César A. Uribe , Carlos Ocampo-Martinez

We study a system of drift-diffusion PDEs for a potentially infinite number of incompressible phases, subject to a joint pointwise volume constraint. Our analysis is based on the interpretation as a collection of coupled Wasserstein…

Analysis of PDEs · Mathematics 2024-11-22 Clément Cancès , Daniel Matthes , Ismael Medina , Bernhard Schmitzer

This paper presents a finite-dimensional approximation for a class of partial differential equations on the space of probability measures. These equations are satisfied in the sense of viscosity solutions. The main result states the…

Probability · Mathematics 2024-07-24 Mehdi Talbi

Accelerated gradient methods are the cornerstones of large-scale, data-driven optimization problems that arise naturally in machine learning and other fields concerning data analysis. We introduce a gradient-based optimization framework for…

Optimization and Control · Mathematics 2022-03-22 Param Budhraja , Mayank Baranwal , Kunal Garg , Ashish Hota

We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…

Numerical Analysis · Mathematics 2024-02-20 Caroline Bauzet , Kerstin Schmitz , Aleksandra Zimmermann

The fluid flow transport and hydrodynamic problems often take the form of hyperbolic systems of conservation laws. In this work we will present a new scheme of finite volume methods for solving these evolution equations. It is a family of…

Numerical Analysis · Mathematics 2021-05-25 Moussa Ziggaf , Mohamed Boubekeur , Imad kissami , Fayssal Benkhaldoun , Imad El Mahi

In this paper, we propose a new numerical scheme for a spatially discrete model of constrained total variation flows, which are total variation flows whose values are constrained in a Riemannian manifold. The difficulty of this problem is…

Analysis of PDEs · Mathematics 2020-05-05 Yoshikazu Giga , Koya Sakakibara , Kazutoshi Taguchi , Masaaki Uesaka

The JKO scheme provides the discrete-in-time approximation for the solutions of evolutionary equations with Wasserstein gradient structure. We study a natural space-discretization of this scheme by restricting the minimization to the…

Analysis of PDEs · Mathematics 2025-04-21 Anastasiia Hraivoronska , Filippo Santambrogio

We propose a two-point flux approximation finite-volume scheme for a stochastic non-linear parabolic equation with a multiplicative noise. The time discretization is implicit except for the stochastic noise term in order to be compatible…

Numerical Analysis · Mathematics 2023-03-24 Caroline Bauzet , Flore Nabet , Kerstin Schmitz , Aleksandra Zimmermann

We study a nonlinear, degenerate cross-diffusion model which involves two densities with two different drift velocities. A general framework is introduced based on its gradient flow structure in Wasserstein space to derive a notion of…

Analysis of PDEs · Mathematics 2018-03-20 Inwon Kim , Alpár R. Mészáros

A uniform bounded variation estimate for finite volume approximations of the nonlinear scalar conservation law $\partial_t \alpha + \mathrm{div}(\boldsymbol{u}f(\alpha)) = 0$ in two and three spatial dimensions with an initial data of…

Numerical Analysis · Mathematics 2020-10-06 Gopikrishnan Chirappurathu Remesan