Related papers: A high-order semi-Lagrangian method for the consis…
A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…
In this paper we consider multidimensional stochastic differential equations (SDEs) with discontinuous drift and possibly degenerate diffusion coefficient. We prove an existence and uniqueness result for this class of SDEs and we present a…
We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of…
We are concerned with the (stochastic) Lagrangian trajectories associated with Euler or Navier-Stokes equations. First, in the vanishing viscosity limit, we establish sharp non-uniqueness results for positive solutions to transport…
Optimal-order convergence in the $H^1$ norm is proved for an arbitrary Lagrangian-Eulerian interface tracking finite element method for the sharp interface model of two-phase Navier-Stokes flow without surface tension, using high-order…
In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…
In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…
This paper proposes a semi-implicit arbitrary Lagrangian-Eulerian (ALE) method for the solution of the unified Godunov-Peshkov-Romenski (GPR) model of continuum mechanics. To handle the curl free involutions arising in the solid limit of…
In this paper, we consider stochastic differential equations whose drift coefficient is superlinearly growing and piece-wise continuous, and whose diffusion coefficient is superlinearly growing and locally H\"older continuous. We first…
We propose a finite element discretisation approach for the incompressible Euler equations which mimics their geometric structure and their variational derivation. In particular, we derive a finite element method that arises from a…
Several problems in machine learning are naturally expressed as the design and analysis of time-evolving probability distributions. This includes sampling via diffusion methods, optimizing the weights of neural networks, and analyzing the…
We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundary conditions. It is well known that convergence towards the…
We consider in this work the convergence of a split-step Euler type scheme (SSM) for the numerical simulation of interacting particle Stochastic Differential Equation (SDE) systems and McKean-Vlasov Stochastic Differential Equations…
We study a Lagrangian numerical scheme for solution of a nonlinear drift diffusion equation of the form $\partial_t u = \partial_x(u \cdot c[\partial_x(h^\prime(u)+v)])$ on an interval. This scheme will consist of a spatio-temporal…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
We present a numerical method for the velocity-space, spatially homogeneous, collisional Boltzmann equation for electron transport in low-temperature plasma (LTP) conditions. Modeling LTP plasmas is useful in many applications, including…
An exact analytical method for determining the Lagrangian velocity correlation and the diffusion coefficient for particles moving in a stochastic velocity field is derived. It applies to divergence-free 2-dimensional Gaussian stochastic…
As fractional diffusion equations can describe the early breakthrough and the heavy-tail decay features observed in anomalous transport of contaminants in groundwater and porous soil, they have been commonly employed in the related…
Eulerian-Lagrangian models of particle-laden (multiphase) flows describe fluid flow and particle dynamics in the Eulerian and Lagrangian frameworks respectively. Regardless of whether the flow is turbulent or laminar, the particle dynamics…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…