Related papers: Arc length based WENO scheme for Hamilton-Jacobi E…
In this paper, we focus on the finite difference approximation of nonlinear degenerate parabolic equations, a special class of parabolic equations where the viscous term vanishes in certain regions. This vanishing gives rise to additional…
Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…
Numerical solutions of differential equations are usually not smooth functions. However, they should resemble the smoothness of the corresponding real solutions in one way or another. In two of our recent papers, a kind of spacial…
We consider the computation of free energy-like quantities for diffusions in high dimension, when resorting to Monte Carlo simulation is necessary. Such stochastic computations typically suffer from high variance, in particular in a low…
We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. We present a new and simple proof of the rate of convergence of the approximations based on the adjoint method recently…
Sharp temporal decay estimates are established for the gradient and time derivative of solutions to a viscous Hamilton-Jacobi equation as well the associated Hamilton-Jacobi equation. Special care is given to the dependence of the estimates…
In this work we develop a class of high-order finite difference weighted essentially non-oscillatory (FD-WENO) schemes for solving the ideal magnetohydrodynamic (MHD) equations in 2D and 3D. The philosophy of this work is to use efficient…
This paper is the first attempt to systematically study properties of the effective Hamiltonian $\overline{H}$ arising in the periodic homogenization of some coercive but nonconvex Hamilton-Jacobi equations. Firstly, we introduce a new and…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
In this paper, we develop high-order, conservative, non-splitting Eulerian-Lagrangian (EL) Runge-Kutta (RK) finite volume (FV) weighted essentially non-oscillatory (WENO) schemes for convection-diffusion equations. The proposed…
We investigate the applicability of curvilinear grids in the context of astrophysical simulations and WENO schemes. With the non-smooth mapping functions from Calhoun et al. (2008), we can tackle many astrophysical problems which were out…
We propose a new globally convergent numerical method to solve Hamilton-Jacobi equations in $\mathbb{R}^d$, $d \geq 1$. This method is named as the Carleman convexification method. By Carleman convexification, we mean that we use a Carleman…
We present a class of high order finite volume schemes for the solution of non-conservative hyperbolic systems that combines the one-step ADER-WENO finite volume approach with space-time adaptive mesh refinement (AMR). The resulting…
The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…
On the idea of mapped WENO-JS scheme, properties of mapping methods are analyzed, uncertainties in mapping development are investigated, and new rational mappings are proposed. Based on our former understandings, i.e. mapping at endpoints…
In our previous studies [17, 18], the commonly reported issue that most of the existing mapped WENO schemes suffer from either losing high resolutions or generating spurious oscillations in long-run simulations of hyperbolic problems has…
As an extension of previous fourth-order compact gas kinetic scheme (GKS) on structured meshes (Ji et al. 2018), this work is about the development of a third-order compact GKS on unstructured meshes for the compressible Euler and…
In this paper, we develop a simple, efficient, and fifth-order finite difference interpolation-based Hermite WENO (HWENO-I) scheme for one- and two-dimensional hyperbolic conservation laws. We directly interpolate the solution and…
In this work, we construct a fifth-order weighted essentially non-oscillatory (WENO) scheme with exponential approximation space for solving dispersive equations. A conservative third-order derivative formulation is developed directly using…
In this paper we use the genuinely multidimensional HLL Riemann solvers recently developed by Balsara et al. to construct a new class of computationally efficient high order Lagrangian ADER-WENO one-step ALE finite volume schemes on…