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We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of…

Numerical Analysis · Mathematics 2016-07-20 Gabriel J Lord , Antoine Tambue

We consider time discretizations of the two-dimensional Euler equation written in vorticity form. The discretization method uses a Crouch-Grossman integrator that proceeds in two stages: first freezing the velocity vector field at the…

Analysis of PDEs · Mathematics 2018-11-06 Romain Horsin

We examine the two-dimensional Euler equations including the local energy (in)equality as a differential inclusion and show that the associated relaxation essentially reduces to the known relaxation for the Euler equations considered…

Analysis of PDEs · Mathematics 2022-09-02 Björn Gebhard , József J. Kolumbán

We analyse the multiscale properties of energy-conserving upwind-stabilised finite element discretisations of the two-dimensional incompressible Euler equations. We focus our attention on two particular methods: the Lie derivative…

Numerical Analysis · Mathematics 2017-08-02 Andrea Natale , Colin J. Cotter

We present a high-order implicit-explicit discontinuous Galerkin (IMEX-DG) solver for the compressible Euler equations to account for rotational effects within a fully compressible atmospheric framework. Time integration follows a…

Numerical Analysis · Mathematics 2026-05-29 Letizia Bottani , Tommaso Benacchio , Giuseppe Orlando , Luca Bonaventura , Allan Peter Engsig-Karup

In this paper, we analyze a semi-discrete finite volume scheme for the three-dimensional barotropic compressible Euler equations driven by a multiplicative Brownian noise. We derive necessary a priori estimates for numerical approximations,…

Analysis of PDEs · Mathematics 2021-08-30 Abhishek Chaudhary , Ujjwal Koley

The Active Flux method is a finite volume method for hyperbolic conservation laws that uses both cell averages and point values as degrees of freedom. Several versions of such methods are currently under development. We focus on third order…

Numerical Analysis · Mathematics 2025-08-19 Erik Chudzik , Christiane Helzel , Amelie Porfetye

In this paper we derive and analyse a class of linearly implicit schemes which includes the one of Feistauer and Ku\v{c}era (JCP 2007) as well as the class of RS-IMEX schemes. The implicit part is based on a Jacobian matrix which is…

Numerical Analysis · Mathematics 2020-11-30 Václav Kučera , Mária Lukáčová-Medvid'ová , Sebastian Noelle , Jochen Schütz

We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…

Numerical Analysis · Mathematics 2019-04-22 Marianne Bessemoulin-Chatard , Francis Filbet

We introduce a general framework for the construction of well-balanced finite volume methods for hyperbolic balance laws. We use the phrase well-balancing in a broader sense, since our proposed method can be applied to exactly follow any…

Numerical Analysis · Mathematics 2020-08-05 Jonas P. Berberich , Praveen Chandrashekar , Christian Klingenberg

The context of this work is the development of first order total variation diminishing (TVD) implicit-explicit (IMEX) Runge-Kutta (RK) schemes as a basis of a Multidimensional Optimal Order detection (MOOD) approach to approximate the…

Numerical Analysis · Mathematics 2025-01-08 Victor Michel-Dansac , Andrea Thomann

We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…

Numerical Analysis · Mathematics 2013-10-02 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

We study first-order optimization methods obtained by discretizing ordinary differential equations (ODEs) corresponding to Nesterov's accelerated gradient methods (NAGs) and Polyak's heavy-ball method. We consider three discretization…

Optimization and Control · Mathematics 2019-11-05 Bin Shi , Simon S. Du , Weijie J. Su , Michael I. Jordan

We propose and analyse a novel surface finite element method that preserves the invariant regions of systems of semilinear parabolic equations on closed compact surfaces in $\mathbb{R}^3$ under discretisation. We also provide a…

Numerical Analysis · Mathematics 2020-01-20 Massimo Frittelli , Anotida Madzvamuse , Ivonne Sgura , Chandrasekhar Venkataraman

In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the…

Numerical Analysis · Mathematics 2013-06-04 Juhi Jang , Fengyan Li , Jing-Mei Qiu , Tao Xiong

We consider the semiclassical limit for the nonlinear Schrodinger equation. We introduce a phase/amplitude representation given by a system similar to the hydrodynamical formulation, whose novelty consists in including some asymptotically…

Numerical Analysis · Mathematics 2013-12-23 Christophe Besse , Rémi Carles , Florian Méhats

A new second-order method for approximating the compressible Euler equations is introduced. The method preserves all the known invariant domains of the Euler system: positivity of the density, positivity of the internal energy and the local…

Numerical Analysis · Mathematics 2017-10-03 Jean-Luc Guermond , Murtazo Nazarov , Bojan Popov , Ignacio Tomas

This article is concerned with the analysis of the one-dimensional compressible Euler equations with a singular pressure law, the so-called hard sphere equation of state. The result is twofold. First, we establish the existence of bounded…

Analysis of PDEs · Mathematics 2021-09-22 Roberta Bianchini , Charlotte Perrin

Following Arnold's geometric interpretation, the Euler equations of an incompressible fluid moving in a domain D are known to be the optimality equation of the minimizing geodesic problem along the group of orientation and volume preserving…

Analysis of PDEs · Mathematics 2022-04-06 Yann Brenier , Iván Moyano

In this paper, we propose a class of high-order and energy-stable implicit-explicit relaxation Runge-Kutta (IMEX RRK) schemes for solving the phase-field gradient flow models. By incorporating the scalar auxiliary variable (SAV) method, the…

Numerical Analysis · Mathematics 2025-03-26 Yuxiu Cheng , Kun Wang , Kai Yang
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