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We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…

Analysis of PDEs · Mathematics 2026-05-22 Seho Park

In [Azimzadeh, P., and P. A. Forsyth. "Weakly chained matrices, policy iteration, and impulse control." SIAM J. Num. Anal. 54.3 (2016): 1341-1364], we outlined the theory and implementation of computational methods for implicit schemes for…

Numerical Analysis · Mathematics 2019-01-31 Parsiad Azimzadeh , Erhan Bayraktar , George Labahn

This work explores new classes of nonstationary stochastic sequences associated with polynomial hypergroups. Their covariance structures are analyzed through positive definite kernels and corresponding Hilbert spaces. Novel consistent…

Functional Analysis · Mathematics 2024-11-27 Volker Hösel

In this paper we combine a flexible covariant formulation of the shallow water equations with the semi-implicit numerical scheme developed over the years by Casulli and collaborators. After adopting an orthogonal, but non-orthonormal,…

Fluid Dynamics · Physics 2026-05-26 Maurizio Tavelli , Olindo Zanotti

We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…

High Energy Astrophysical Phenomena · Physics 2015-05-18 A. Mignone , P. Tzeferacos , G. Bodo

Entropy conditions play a crucial role in the extraction of a physically relevant solution for systems of conservation laws, thus motivating the construction of entropy stable schemes that satisfy a discrete analogue of such conditions.…

Numerical Analysis · Mathematics 2025-06-04 Philip Charles , Deep Ray

Gradient schemes is a framework that enables the unified convergence analysis of many numerical methods for elliptic and parabolic partial differential equations: conforming and non-conforming Finite Element, Mixed Finite Element and Finite…

Numerical Analysis · Mathematics 2020-03-23 Jerome Droniou , Robert Eymard

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…

Numerical Analysis · Mathematics 2023-08-08 Tony Lelièvre , Régis Santet , Gabriel Stoltz

We devise a Hybrid High-Order (HHO) method for highly oscillatory elliptic problems that is capable of handling general meshes. The method hinges on discrete unknowns that are polynomials attached to the faces and cells of a coarse mesh;…

Numerical Analysis · Mathematics 2018-06-18 Matteo Cicuttin , Alexandre Ern , Simon Lemaire

A novel technique to determine invariant curves in nonlinear beam dynamics based on the method of formal series has been developed. It is first shown how the solution of the Hamilton equations of motion describing nonlinear betatron…

Accelerator Physics · Physics 2024-11-25 Stephan I. Tzenov

Hamiltonian dynamics describe a wide range of physical systems. As such, data-driven simulations of Hamiltonian systems are important for many scientific and engineering problems. In this work, we propose kernel-based methods for…

Numerical Analysis · Mathematics 2025-09-23 Yasamin Jalalian , Mostafa Samir , Boumediene Hamzi , Peyman Tavallali , Houman Owhadi

In our previous work [29], we proposed a class of high-order asymptotic preserving (AP) finite difference weighted essentially non-oscillatory (WENO) schemes for solving the shallow water equations (SWEs) with bottom topography and Manning…

Numerical Analysis · Mathematics 2026-04-28 Guanlan Huang , Sebastiano Boscarino , Tao Xiong

In this paper we extensively study the stochastic Galerkin scheme for uncertain systems of conservation laws, which appears to produce oscillations already for a simple example of the linear advection equation with Riemann initial data.…

Numerical Analysis · Mathematics 2020-08-26 Louisa Schlachter , Florian Schneider , Oliver Kolb

The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). However when the spatial dimensions are high, the number of…

Numerical Analysis · Mathematics 2020-07-21 Xiaozhi Zhu , Yong-Tao Zhang

Stochastic optimal control problems for Hamiltonian dynamics on graphs have wide-ranging applications in mechanics and quantum field theory, particularly in systems with graph-based structures. In this paper, we establish the existence and…

Optimization and Control · Mathematics 2025-10-01 Jianbo Cui , Tonghe Dang

We consider the well-posedness and numerical approximation of a Hamilton--Jacobi equation on an evolving hypersurface in $\mathbb R^3$. Definitions of viscosity sub- and supersolutions are extended in a natural way to evolving hypersurfaces…

Numerical Analysis · Mathematics 2018-10-09 Klaus Deckelnick , Charles M. Elliott , Tatsu-Hiko Miura , Vanessa Styles

This paper develops the high-order accurate entropy stable finite difference schemes for one- and two-dimensional special relativistic hydrodynamic equations. The schemes are built on the entropy conservative flux and the weighted…

Numerical Analysis · Mathematics 2020-03-30 Junming Duan , Huazhong Tang

We study the stochastic homogenization for a Cauchy problem for a first-order Hamilton-Jacobi equation whose operator is not coercive w.r.t. the gradient variable. We look at Hamiltonians like $H(x,\sigma(x)p,\omega)$ where $\sigma(x)$ is a…

Analysis of PDEs · Mathematics 2017-07-04 Nicolas Dirr , Federica Dragoni , Paola Mannucci , Claudio Marchi

Accurate modeling of sea ice dynamics is critical for predicting environmental variables and is important in applications such as navigating ice breaker ships. Research for both modeling and simulating sea ice dynamics is ongoing, with the…

Numerical Analysis · Mathematics 2023-05-24 Tongtong Li , Anne Gelb , Yoonsang Lee

The high-order Target ENO (TENO) scheme, known for its innovative weighting strategy, has demonstrated strong potential for complex flow predictions. This study extends the TENO weighting approach to develop non-oscillatory central TENO…

Fluid Dynamics · Physics 2024-09-30 Qihang Ma , Kai Leong Chong , Feng Feng , Jianhua Zhang , Bofu Wang and , Quan Zhou
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