Related papers: A new technique for preserving conservation laws
This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
Accurate long-term predictions of large-scale flow features on planets are crucial for understanding global atmospheric and oceanic systems, necessitating the development of numerical methods that can preserve essential physical structures…
In this paper, we design a novel class of arbitrarily high-order structure-preserving numerical schemes for the time-dependent Gross-Pitaevskii equation with angular momentum rotation in three dimensions. Based on the idea of the scalar…
In the article, we discuss the conservation laws for the nonlinear Schr\"{o}dinger equation with wave operator under multisymplectic integrator (MI). First, the conservation laws of the continuous equation are presented and one of them is…
We study partial differential equations of second order (in time) that possess a hierarchy of infinitely many higher symmetries. The famous Boussinesq equation is a member of this class after the extension of the differential polynomial…
We present a fully discrete particle approximation for one-dimensional scalar conservation laws. Under suitable monotonicity assumptions on the macroscopic velocity, we construct a vacuum-compatible family of time-discrete particle…
A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a…
This work discusses the model reduction problem for large-scale multi-symplectic PDEs with cubic invariants. For this, we present a linearly implicit global energy-preserving method to construct reduced-order models. This allows to…
We present a new third-order, semi-discrete, central method for approximating solutions to multi-dimensional systems of hyperbolic conservation laws, convection-diffusion equations, and related problems. Our method is a high-order extension…
This paper aims at developing exactly energy-conservative and structure-preserving finite volume schemes for the discretisation of first-order symmetric-hyperbolic and thermodynamically compatible (SHTC) systems of partial differential…
We present a new multi-symplectic formulation of constrained Hamiltonian partial differential equations, and we study the associated local conservation laws. A multi-symplectic discretisation based on this new formulation is exemplified by…
In this work, a novel Boussinesq system is put forward. The system is naturally nonlinearly entropy/energy-stable, and is designed for problems with sharply varying bathymetric features. The system is flexible and allows tuning of the…
Semi-implicit multilevel spectral deferred correction (SI-MLSDC) methods provide a promising approach for high-order time integration for nonlinear evolution equations including conservation laws. However, existing methods lack robustness…
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…
This paper extends, to a class of systems of semi-linear hyperbolic second order PDEs in three variables, the geometric study of a single nonlinear hyperbolic PDE in the plane as presented in [Anderson I.M., Kamran N., Duke Math. J. 87…
We propose a novel structure preserving discretization for viscous and resistive magnetohydrodynamics. We follow the recent line of work on discrete least action principle for fluid and plasma equation, incorporating the recent advances to…
In this paper, we design, analyze, and numerically validate positive and energy-dissipating schemes for solving the time-dependent multi-dimensional system of Poisson-Nernst-Planck (PNP) equations, which has found much use in the modeling…
Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…
We present a conservative/dissipative time integration scheme for nonlinear mechanical systems. Starting from a weak form, we derive algorithmic forces and velocities that guarantee the desired conservation/dissipation properties. Our…