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The aim of this contribution is to address the convergence study of a time and space approximation scheme for an Allen-Cahn problem with constraint and perturbed by a multiplicative noise of It\^o type. The problem is set in a bounded…

Numerical Analysis · Mathematics 2025-09-03 Caroline Bauzet , Cédric Sultan , Guy Vallet , Aleksandra Zimmermann

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

Numerical Analysis · Mathematics 2019-02-06 Graham Baird , Endre Süli

This contribution provides numerical experiments for a finite volume scheme for an approximation of the stochastic Allen-Cahn equation with homogeneous Neumann boundary conditions. The approximation is done by a Yosida approximation of the…

Numerical Analysis · Mathematics 2026-02-02 Niklas Sapountzoglou , Aleksandra Zimmermann

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

We study a system of drift-diffusion PDEs for a potentially infinite number of incompressible phases, subject to a joint pointwise volume constraint. Our analysis is based on the interpretation as a collection of coupled Wasserstein…

Analysis of PDEs · Mathematics 2024-11-22 Clément Cancès , Daniel Matthes , Ismael Medina , Bernhard Schmitzer

We propose a positivity preserving entropy decreasing finite volume scheme for nonlinear nonlocal equations with a gradient flow structure. These properties allow for accurate computations of stationary states and long-time asymptotics…

Numerical Analysis · Mathematics 2015-06-18 José A. Carrillo , Alina Chertock , Yanghong Huang

Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to…

Machine Learning · Computer Science 2022-07-26 Jiaojiao Fan , Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…

Probability · Mathematics 2011-05-20 Karl-Theodor Sturm

A comprehensive scheme for the spatial discretisation of continuity equation, momentum advection and normal and shear stresses at the fluid interfaces is presented for numerically simulating the incompressible two phase flows based on the…

Fluid Dynamics · Physics 2014-08-11 Jun-De Li

Finite difference method and finite element method are popular methods for solving groundwater flow equations. This paper presents a new method that uses gradually varied functions to solve such equation. In this paper, we have established…

Numerical Analysis · Mathematics 2012-10-17 Li Chen , Xun-Hong Chen

Variational inference (VI) can be cast as an optimization problem in which the variational parameters are tuned to closely align a variational distribution with the true posterior. The optimization task can be approached through vanilla…

Machine Learning · Computer Science 2025-04-24 Dai Hai Nguyen , Tetsuya Sakurai , Hiroshi Mamitsuka

In this paper, a semi-discrete spatial finite volume (FV) method is proposed and analyzed for approximating solutions of anomalous subdiffusion equations involving a temporal fractional derivative of order $\alpha \in (0,1)$ in a…

Numerical Analysis · Mathematics 2015-10-27 Samir Karaa , Kassem Mustapha , Amiya K. Pani

A fully coupled system of two second-order parabolic degenerate equations arising as a thin film approximation to the Muskat problem is interpreted as a gradient flow for the 2-Wasserstein distance in the space of probability measures with…

Analysis of PDEs · Mathematics 2013-08-29 Philippe Laurencot , Bogdan-Vasile Matioc

We present a parametric finite element approximation of two-phase flow. This free boundary problem is given by the Navier--Stokes equations in the two phases, which are coupled via jump conditions across the interface. Using a novel…

Numerical Analysis · Mathematics 2015-06-02 John W. Barrett , Harald Garcke , Robert Nürnberg

Finite-volume numerical method for study shallow water flows over an arbitrary bed profile in the presence of external force is proposed. This method uses the quasi-two-layer model of hydrodynamic flows over a stepwise boundary with…

Fluid Dynamics · Physics 2011-08-22 K. V. Karelsky , A. S. Petrosyan , A. G. Slavin

We propose a new unfitted finite element method for simulation of two-phase flows in presence of insoluble surfactant. The key features of the method are 1) discrete conservation of surfactant mass; 2) the possibility of having meshes that…

Numerical Analysis · Mathematics 2022-11-30 Thomas Frachon , Sara Zahedi

We present a simple approach to study the one-dimensional pressureless Euler system via adhesion dynamics in the Wasserstein space of probability measures with finite quadratic moments. Starting from a discrete system of a finite number of…

Analysis of PDEs · Mathematics 2014-09-16 Luca Natile , Giuseppe Savaré

As a counterpoint to recent numerical methods for crystal surface evolution, which agree well with microscopic dynamics but suffer from significant stiffness that prevents simulation on fine spatial grids, we develop a new numerical method…

Numerical Analysis · Mathematics 2020-06-24 Katy Craig , Jian-Guo Liu , Jianfeng Lu , Jeremy L. Marzuola , Li Wang

This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited…

Numerical Analysis · Mathematics 2018-07-16 Nathan G. March , Elliot J. Carr