Related papers: Discretization by euler's method for regular lagra…
Velocity fields with low regularity (below the Lipschitz threshold) naturally arise in many models from mathematical physics, such as the inhomogeneous incompressible Navier-Stokes equations, and play a fundamental role in the analysis of…
This paper extends the derivation of the Lagrangian averaged Euler (LAE-$\alpha$) equations to the case of barotropic compressible flows. The aim of Lagrangian averaging is to regularize the compressible Euler equations by adding dispersion…
We study the Boussinesq approximation for the incompressible Euler equations using Lagrangian description. The conditions for the Lagrangian fluid map are derived in this setting, and a general method is presented to find exact fluid flows…
On the one hand, the explicit Euler scheme fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient. On the other…
We consider the evolution of an incompressible two-dimensional perfect fluid as the boundary of its domain is deformed in a prescribed fashion. The flow is taken to be initially steady, and the boundary deformation is assumed to be slow…
Galbrun's equation, which is a second order partial differential equation describing the evolution of a so-called Lagrangian displacement vector field, can be used to study acoustics in background flows as well as perturbations of…
A new Lagrangian particle method for solving Euler equations for compressible inviscid fluid or gas flows is proposed. Similar to smoothed particle hydrodynamics (SPH), the method represents fluid cells with Lagrangian particles and is…
This paper is concerned with the numerical approximation of stochastic mechanical systems with nonlinear holonomic constraints. Such systems are described by second order stochastic differential-algebraic equations involving an implicitly…
The numerical solution of the Stokes equations on an evolving domain with a moving boundary is studied based on the arbitrary Lagrangian-Eulerian finite element method and a second-order projection method along the trajectories of the…
We study the Euler scheme for scalar non-autonomous stochastic differential equations, whose diffusion coefficient is not globally Lipschitz but a fractional power of a globally Lipschitz function. We analyse the strong error and establish…
We introduce many families of explicit solutions to the three dimensional incompressible Euler equations for nonviscous fluid flows using the Lagrangian framework. Almost no exact Lagrangian solutions exist in the literature prior to this…
We deal with the uniqueness of distributional solutions to the continuity equation with a Sobolev vector field and with the property of being a Lagrangian solution, that means transported by a flow of the associated ordinary differential…
Wasserstein gradient flows have become a central tool for optimization problems over probability measures. A natural numerical approach is forward-Euler time discretization. We show, however, that even in the simple case where the energy…
In this paper we analyse the Euler implicit scheme for the volume preserving mean curvature flow. We prove the exponential convergence of the scheme to a finite union of disjoint balls with equal volume for any bounded initial set with…
In this paper, we consider steady Euler flows in a planar bounded domain in which the vorticity is sharply concentrated in a finite number of disjoint regions of small diameter. Such flows are closely related to the point vortex model and…
We obtain a complete solution to the problem of classifying all two-dimensional ideal fluid flows with harmonic Lagrangian labelling maps; thus, we explicitly provide all solutions, with the specified structural property, to the…
We study the Euler scheme for a stochastic differential equation driven by a Levy process Y. More precisely, we look at the asymptotic behavior of the normalized error process u_n(X^n-X), where X is the true solution and X^n is its Euler…
This paper presents an Euler--Lagrange system for a continuous-time model of the accelerated gradient methods in smooth convex optimization and proposes an associated Lyapunov-function-based convergence analysis framework. Recently,…
In this article, we give sharp bounds for the Euler- and trapezoidal discretization of the Levy area associated to a d-dimensional fractional Brownian motion. We show that there are three different regimes for the exact root mean-square…
We consider the approximation of stochastic differential equations (SDEs) with non-Lipschitz drift or diffusion coefficients. We present a modified explicit Euler-Maruyama discretisation scheme that allows us to prove strong convergence,…