Related papers: An efficient numerical scheme for a 3D spherical d…
We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…
In this paper, we propose a semi-implicit Euler scheme to discretize the stochastic nonlinear Maxwell equations with multiplicative Ito noise, which is implicit in the drift term and explicit in the diffusion term of the equations, in order…
This paper deals with the construction of numerical stable solutions of random mean square Fisher-KPP models with advection. The construction of the numerical scheme is performed in two stages. Firstly, a semidiscretization technique…
Recent applications (e.g. active gels and self-assembly of elastic sheets) motivate the need to efficiently simulate the dynamics of thin elastic sheets. We present semi-implicit time stepping algorithms to improve the time step constraints…
Geometric discretizations that preserve certain Hamiltonian structures at the discrete level has been proven to enhance the accuracy of numerical schemes. In particular, numerous symplectic and multi-symplectic schemes have been proposed to…
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…
In this paper we present a scheme for the numerical solution of one-dimensional stochastic differential equations (SDEs) whose drift belongs to a fractional Sobolev space of negative regularity (a subspace of Schwartz distributions). We…
Simulation of many-particle system evolution by molecular dynamics takes to decrease integration step to provide numerical scheme stability on the sufficiently large time interval. It leads to a significant increase of the volume of…
Recent microscopy imaging techniques allow to precisely analyze cell morphology in 3D image data. To process the vast amount of image data generated by current digitized imaging techniques, automated approaches are demanded more than ever.…
A finite difference scheme for the numerical treatment of the (3+1)D Dirac equation is presented. Its staggered-grid intertwined discretization treats space and time coordinates on equal footing, thereby avoiding the notorious fermion…
A framework is developed for a robust and highly accurate numerical solution of the coupled Stokes-Darcy system in three dimensions. The domain decomposition method is based on a Dirichlet-Neumann type splitting of the interface conditions…
We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…
Phase field methods have been widely used to study phase transitions and polarization switching in ferroelectric thin films. In this paper, we develop an efficient numerical scheme for the variational phase field model based on variational…
In this paper we propose a new numerical method for solving stochastic differential equations (SDEs). As an application of this method we propose an explicit numerical scheme for a super linear SDE for which the usual Euler scheme diverges.
We propose an extension of the discretization approaches for multilayer shallow water models, aimed at making them more flexible and efficient for realistic applications to coastal flows. A novel discretization approach is proposed, in…
This paper deals with the numerical computations of two space dimensional time dependent parabolic partial differential equations by adopting adopting an optimal five stage fourth-order strong stability preserving Runge Kutta (SSP-RK54)…
A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…
We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…
The semilinear stochastic wave equation on the sphere driven by multiplicative Gaussian noise is discretized by a stochastic trigonometric integrator in time and a spectral Galerkin approximation in space based on the spherical harmonic…
We introduce a new system of surface integral equations for Maxwell's transmission problem in three dimensions. This system has two remarkable features, both of which we prove. First, it is well-posed at all frequencies. Second, the…