Related papers: Scaling limits for the generalized Langevin equati…
We propose to use a hybridizable discontinuous Galerkin (HDG) method combined with the continuous Galerkin (CG) method to approximate Maxwell's equations. We make two contributions in this paper. First, even though there are many papers…
We study the transport properties of dilute electrolyte solutions on the basis of the fluctuating hydrodynamic equation, which is a set of nonlinear Langevin equations for the ion densities and flow velocity. The nonlinearity of the…
The $hp$ local discontinuous Galerkin (LDG) method proposed by Castillo et al. [Math. Comp.,~71 (238): 455-478, 2002] has been shown to be an efficient approach for solving convection-diffusion equations. However, theoretical analysis…
We develop a general framework for finding error estimates for convection-diffusion equations with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators…
We study higher-order small-noise fluctuation expansions for the overdamped Langevin dynamics in a quartic double-well potential. Assuming that the initial data admits a suitable expansion structure, we obtain a strong dynamical expansion…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
In this work, we propose some numerical schemes for linear kinetic equations in the diffusion and anomalous diffusion limit. When the equilibrium distribution function is a Maxwellian distribution, it is well known that for an appropriate…
In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the…
Considering fractional fast diffusion equations on bounded open polyhedral domains in $\mathbb{R}^N$, we give a fully Galerkin approximation of the solutions by $C^0$-piecewise linear finite elements in space and backward Euler…
The discontinuous Galerkin dG method provides a robust and flexible technique for the time integration of fractional diffusion problems. However, a practical implementation uses coefficients defined by integrals that are not easily…
An implicit high-order discontinuous Galerkin (DG) method is developed to find steady-state solution of rarefied gas flow described by the Boltzmann equation with full collision operator. In the physical space, velocity distribution…
The complexity of molecular dynamics simulations necessitates dimension reduction and coarse-graining techniques to enable tractable computation. The generalized Langevin equation (GLE) describes coarse-grained dynamics in reduced…
A linear semi-implicit hybridizable discontinuous Galerkin (HDG) scheme is proposed to solve the diffusive Peterlin viscoelastic model, allowing the diffusion coefficient $\ep$ of the conformation tensor to be arbitrarily small. We…
We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…
We derive general bounds for the large time size of supnorm values of solutions to one-dimensional advection-diffusion equations with initial data in Lp0 (R) \cap L1 for some 1 <= p0 < \infty, and arbitrary bounded advection speeds b(x, t),…
Anomalous diffusions are ubiquitous in nature, whose functional distributions are governed by the backward Feynman-Kac equation. In this paper, the local discontinuous Galerkin (LDG) method is used to solve the 2D backward Feynman-Kac…
We propose and analyze a seamless extended Discontinuous Galerkin (DG) discretization of advection-diffusion equations on semi-infinite domains. The semi-infinite half line is split into a finite subdomain where the model uses a standard…
Numerically solving high-dimensional random parametric PDEs poses a challenging computational problem. It is well-known that numerical methods can greatly benefit from adaptive refinement algorithms, in particular when functional…
We investigate the fractional diffusion limit of a Linear Boltzmann equation with heavy-tailed velocity equilibrium in a half-space with Maxwell boundary conditions. We derive a new confined version of the fractional Laplacian and show…
We propose a hybridizable discontinuous Galerkin (HDG) method combined with convex-concave splitting for the temporal discretization of the convective Cahn-Hilliard equation. The convection term is discretized explicitly without…