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Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…

Numerical Analysis · Mathematics 2012-10-19 Marcus Grote , Teodora Mitkova

The stochastic protein kinetic equations can be stiff for certain parameters, which makes their numerical simulation rely on very small time step sizes, resulting in large computational cost and accumulated round-off errors. For such…

Numerical Analysis · Mathematics 2014-11-14 Lijin Wang

We analyze the behaviour of two quantum dynamical entropies in connection with the classical limit. Using strongly chaotic classical dynamical systems as models (Arnold Cat Maps and Sawtooth Maps), we also propose a discretization procedure…

Mathematical Physics · Physics 2007-05-23 Valerio Cappellini

We are interested in the simulation of open quantum systems governed by the Lindblad master equation in an infinite-dimensional Hilbert space. To simulate the solution of this equation, the standard approach involves two sequential…

Numerical Analysis · Mathematics 2026-03-18 Paul-Louis Etienney , Rémi Robin , Pierre Rouchon

We study the systematic numerical approximation of a class of Allen-Cahn type problems modeling the motion of phase interfaces. The common feature of these models is an underlying gradient flow structure which gives rise to a decay of an…

Numerical Analysis · Mathematics 2017-03-09 Anke Böttcher , Herbert Egger

This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…

Numerical Analysis · Mathematics 2023-12-05 Nicholas Mueller , Santiago Badia

The Markov entropy decomposition (MED) is a recently-proposed, cluster-based simulation method for finite temperature quantum systems with arbitrary geometry. In this paper, we detail numerical algorithms for performing the required steps…

Statistical Mechanics · Physics 2013-05-29 Andrew J. Ferris , David Poulin

We present a new time discretization scheme adapted to the structure of GENERIC systems. The scheme is variational in nature and is based on a conditional incremental minimization. The GENERIC structure of the scheme provides stability and…

Numerical Analysis · Mathematics 2020-06-01 Ansgar Jüngel , Ulisse Stefanelli , Lara Trussardi

The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…

Optimization and Control · Mathematics 2024-11-21 Ziyue Chen , Qi Zhang

A set of algorithms is presented for efficient numerical calculation of the time evolution of classical dynamical systems. Starting with a first approximation for solving the differential equations that has a "reversible" character, we show…

Classical Physics · Physics 2017-03-22 Charles Schwartz

Given a smooth Riemannian manifold $(M,g)$, compact and without boundary, we analyze the dynamical optimal mass transport problem where the cost is given by the sum of the kinetic energy and the relative entropy with respect to a reference…

Analysis of PDEs · Mathematics 2024-01-05 Gabriele Bocchi , Alessio Porretta

Using standard intrusive techniques when solving hyperbolic conservation laws with uncertainties can lead to oscillatory solutions as well as nonhyperbolic moment systems. The Intrusive Polynomial Moment (IPM) method ensures hyperbolicity…

Numerical Analysis · Mathematics 2018-10-03 Jonas Kusch , Graham W. Alldredge , Martin Frank

This paper provides a new class of moment models for linear kinetic equations in slab geometry. These models can be evaluated cheaply while preserving the important realizability property, that is the fact that the underlying closure is…

Numerical Analysis · Mathematics 2016-08-03 Florian Schneider

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…

Numerical Analysis · Mathematics 2023-09-08 Jie Ding , Shenggao Zhou

Semi-discrete optimal transport (SOT), which maps a continuous probability measure to a discrete one, is a fundamental problem with wide-ranging applications. Entropic regularization is often employed to solve the SOT problem, leading to a…

Numerical Analysis · Mathematics 2025-08-01 Moaad Khamlich , Francesco Romor , Gianluigi Rozza

We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs…

Numerical Analysis · Mathematics 2016-06-24 Christian Bender , Christian Gaertner , Nikolaus Schweizer

We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the nonlinear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly…

Numerical Analysis · Mathematics 2016-06-23 Niklas Wintermeyer , Andrew R. Winters , Gregor J. Gassner , David A. Kopriva

This paper presents a class of novel high-order fully-discrete entropy stable (ES) discontinuous Galerkin (DG) schemes with explicit time discretization. The proposed methodology exploits a critical observation from [4] that the cell…

Numerical Analysis · Mathematics 2026-03-31 Yuchang Liu , Wei Guo , Yan Jiang , Zheng Sun

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

We present a numerical discretisation of the coupled moment systems, previously introduced in Dahm and Helzel, which approximate the kinetic multi-scale model by Helzel and Tzavaras for sedimentation in suspensions of rod-like particles for…

Numerical Analysis · Mathematics 2024-01-29 Sina Dahm , Jan Giesselmann , Christiane Helzel