Related papers: Asymptotic properties of a class of linearly impli…
We develop an asymptotic preserving scheme for the gray radiative transfer equation. Two asymptotic regimes are considered: one is a diffusive regime described by a nonlinear diffusion equation for the material temperature; the other is a…
We revisit the problem of computing (robust) controlled invariant sets for discrete-time linear systems. Departing from previous approaches, we consider implicit, rather than explicit, representations for controlled invariant sets.…
This paper studies diagonal implicit symplectic extended Runge--Kutta--Nystr\"{o}m (ERKN) methods for solving the oscillatory Hamiltonian system $H(q,p)=\dfrac{1}{2}p^{T}p+\dfrac{1}{2}q^{T}Mq+U(q)$. Based on symplectic conditions and order…
A new linear relaxation system for nonconservative hyperbolic systems is introduced, in which a nonlocal source term accounts for the nonconservative product of the original system. Using an asymptotic analysis the relaxation limit and its…
Gradient descent for matrix factorization exhibits an implicit bias toward approximately low-rank solutions. While existing theories often assume the boundedness of iterates, empirically the bias persists even with unbounded sequences. This…
We discuss different cases of dissipative Hamiltonian differential-algebraic equations and the linear algebraic systems that arise in their linearization or discretization. For each case we give examples from practical applications. An…
We consider solutions to nonlinear hyperbolic systems of balance laws with stiff relaxation and formally derive a parabolic-type effective system describing the late-time asymptotics of these solutions. We show that many examples from…
We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…
The long-term dynamics of particles involved in an incompressible flow with a small viscosity ($\epsilon>0$) and slow chemical reactions, is depicted by a class of stochastic reaction-diffusion-advection (RDA) equations with a fast…
In this paper, we extend the Talay Tubaro theorem to the implicit Euler scheme.
We introduce a semi-implicit Euler-Maruyama approximation which preservers the non-colliding property for some class of non-colliding particle systems such as Dyson Brownian motions, Dyson-Ornstein-Uhlenbeck processes and Brownian particles…
In this work we study the asymptotic behavior of solutions of the incompressible two-dimensional Euler equations in the exterior of a single smooth obstacle when the obstacle becomes very thin tending to a curve. We extend results by…
The unified gas kinetic scheme (UGKS) of K. Xu et al. [K. Xu and J.-C. Huang, J. Comput. Phys., 229, pp. 7747--7764, 2010], originally developed for multiscale gas dynamics problems, is applied in this paper to a linear kinetic model of…
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is…
We analyze the large degree asymptotic behavior of matrix valued orthogonal polynomials (MVOPs), with a weight that consists of a Jacobi scalar factor and a matrix part. Using the Riemann-Hilbert formulation for MVOPs and the Deift-Zhou…
In this paper, we introduce a method of converting implicit equations to the usual forms of functions locally without differentiability. For a system of implicit equations which are equipped with continuous functions, if there are unique…
We investigate a Riemann-Hilbert problem (RHP), whose solution corresponds to a group of $q$-orthogonal polynomials studied earlier by Ismail et al. Using RHP theory we determine new asymptotic results in the limit as the degree of the…
We discuss the cosmology of axion-scalar systems in asymptotic limits of type IIB/F-theory flux compactifications. These results allow us to test a putative extension of the Distance Conjecture in a dynamical setting, which posits that…
In this article we introduce an asymptotic preserving scheme designed to compute the solution of a two dimensional elliptic equation presenting large anisotropies. We focus on an anisotropy aligned with one direction, the dominant part of…
An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…