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A semi-implicit in time, entropy stable finite volume scheme for the compressible barotropic Euler system is designed and analyzed and its weak convergence to a dissipative measure-valued (DMV) solution [E. Feireisl et al., Dissipative…

Numerical Analysis · Mathematics 2023-12-07 K. R. Arun , Amogh Krishnamurthy

We show several results on convergence of the Monte Carlo method applied to consistent approximations of the isentropic Euler system of gas dynamics with uncertain initial data. Our method is based on combination of several new concepts. We…

Numerical Analysis · Mathematics 2024-04-19 Eduard Feireisl , Mária Lukáčová-Medvid'ová , Hana Mizerová , Changsheng Yu

We introduce a variational time discretization for the multi-dimensional gas dynamics equations, in the spirit of minimizing movements for curves of maximal slope. Each timestep requires the minimization of a functional measuring the…

Analysis of PDEs · Mathematics 2018-10-01 Fabio Cavalletti , Marc Sedjro , Michael Westdickenberg

In this work, we prove the convergence of residual distribution schemes to dissipative weak solutions of the Euler equations. We need to guarantee that the residual distribution schemes are fulfilling the underlying structure preserving…

Numerical Analysis · Mathematics 2022-12-06 Rémi Abgrall , Mária Lukácova-Medvid'ová , Philipp Öffner

We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…

Numerical Analysis · Mathematics 2023-06-27 Ziyi Lei , Charles-Edouard Bréhier , Siqing Gan

A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…

This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

The stochastic Euler scheme is known to converge to the exact solution of a stochastic differential equation with globally Lipschitz continuous drift and diffusion coefficient. Recent results extend this convergence to coefficients which…

Numerical Analysis · Mathematics 2021-11-02 Martin Hutzenthaler , Arnulf Jentzen , Peter E. Kloeden

We consider the (barotropic) Euler system describing the motion of a compressible inviscid fluid driven by a stochastic forcing. Adapting the method of convex integration we show that the initial value problem is ill-posed in the class of…

Analysis of PDEs · Mathematics 2020-03-25 Dominic Breit , Eduard Feireisl , Martina Hofmanova

A solution manifold is the collection of points in a $d$-dimensional space satisfying a system of $s$ equations with $s<d$. Solution manifolds occur in several statistical problems including hypothesis testing, curved-exponential families,…

Statistics Theory · Mathematics 2021-12-15 Yen-Chi Chen

An abstract framework for the theory of statistical solutions is developed for general evolution equations, extending the theory initially developed for the three-dimensional incompressible Navier-Stokes equations. The motivation for this…

Analysis of PDEs · Mathematics 2015-09-10 Anne C. Bronzi , Cecilia F. Mondaini , Ricardo M. S. Rosa

In this paper we study the stochastic inhomogeneous incompressible Euler equations in the whole space $\RR^3$. We prove the existence and pathwise uniqueness of local solutions with both additive and multiplicative stochastic noise. Our…

Analysis of PDEs · Mathematics 2025-10-28 Claudia Espitia , David A. C. Mollinedo , Christian Olivera

We design an energy-stable and asymptotic-preserving finite volume scheme for the compressible Euler system. Using the relative energy framework, we establish rigorous error estimates that yield convergence of the numerical solutions in two…

Numerical Analysis · Mathematics 2026-03-31 Megala Anandan , K. R. Arun , Amogh Krishnamurthy , Mária Lukáčová-Medvid'ová

We study the approximation of $\mathbb{E}f(X_T)$ by a Monte Carlo algorithm, where $X$ is the solution of a stochastic differential equation and $f$ is a given function. We introduce a new variance reduction method, which can be viewed as a…

Probability · Mathematics 2007-05-23 Ahmed Kebaier

In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due…

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…

Numerical Analysis · Mathematics 2019-10-29 H. C. Lie , A. M. Stuart , T. J. Sullivan

We present a numerical study of the statistical properties of three-dimensional dissipative turbulent flows at scales larger than the forcing scale. Our results indicate that the large scale flow can be described to a large degree by the…

Fluid Dynamics · Physics 2016-01-20 Vassilios Dallas , Stephan Fauve , Alexandros Alexakis

Entropy stabilization of the compressible Euler system is achieved by adapting the averages that are applied to the density and internal energy variables. The approach achieves non-linear robustness despite the use of simplified symmetric…

Fluid Dynamics · Physics 2026-05-21 Carlo De Michele , Ayaboe K. Edoh

In their seminal paper "Oscillations and concentrations in weak solutions of the incompressible fluid equations", R. DiPerna and A. Majda introduced the notion of measure-valued solution for the incompressible Euler equations in order to…

Analysis of PDEs · Mathematics 2013-05-06 László Székelyhidi , Emil Wiedemann

We adapt a previously introduced continuous in time data assimilation (downscaling) algorithm for the 2D Navier-Stokes equations to the more realistic case when the measurements are obtained discretely in time and may be contaminated by…

Analysis of PDEs · Mathematics 2016-05-24 Ciprian Foias , Cecilia F. Mondaini , Edriss S. Titi
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