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We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík , Kookjin Lee

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

Plasma Physics · Physics 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

We present a new stabilization technique for multiscale convection diffusion problems. Stabilization for these problems has been a challenging task, especially for the case with high Peclet numbers. Our method is based on a constraint…

Numerical Analysis · Mathematics 2018-08-01 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

We present a well-posed ultra-weak space-time variational formulation for the time-dependent version of the linear Schr\"odinger equation with an instationary Hamiltonian. We prove optimal inf-sup stability and introduce a space-time…

Numerical Analysis · Mathematics 2023-01-02 Stefan Hain , Karsten Urban

We develop a discretely entropy-stable line-based discontinuous Galerkin method for hyperbolic conservation laws based on a flux differencing technique. By using standard entropy-stable and entropy-conservative numerical flux functions,…

Numerical Analysis · Mathematics 2019-05-01 Will Pazner , Per-Olof Persson

We study nonlinear stability of spatially homogeneous oscillations in reaction-diffusion systems. Assuming absence of unstable linear modes and linear diffusive behavior for the neutral phase, we prove that spatially localized perturbations…

Analysis of PDEs · Mathematics 2008-07-01 Thierry Gallay , Arnd Scheel

In this work we address the analysis of the stationary generalized Burgers-Huxley equation (a nonlinear elliptic problem with anomalous advection) and propose conforming, nonconforming and discontinuous Galerkin finite element methods for…

Numerical Analysis · Mathematics 2021-01-13 Arbaz Khan , Manil T Mohan , Ricardo Ruiz-Baier

We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…

Analysis of PDEs · Mathematics 2024-11-06 Lucia Caramellino , Cristian Mendico

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…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

For high-order accurate schemes such as discontinuous Galerkin (DG) methods solving Fokker-Planck equations, it is desired to efficiently enforce positivity without losing conservation and high-order accuracy, especially for implicit time…

Numerical Analysis · Mathematics 2025-05-16 Chen Liu , Jingwei Hu , William T. Taitano , Xiangxiong Zhang

We propose a weak Galerkin(WG) finite element method for solving the one-dimensional Burgers' equation. Based on a new weak variational form, both semi-discrete and fully-discrete WG finite element schemes are established and analyzed. We…

Numerical Analysis · Mathematics 2016-07-20 Yanli Chen , Tie Zhang

In this study, we consider a class of non-autonomous time-fractional partial advection-diffusion-reaction (TF-ADR) equations with Caputo type fractional derivative. To obtain the numerical solution of the model problem, we apply the…

Numerical Analysis · Mathematics 2023-08-08 Sandip Maji , Srinivasan Natesan

The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…

Probability · Mathematics 2012-09-19 Nadia Belaribi , Francesco Russo

Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…

Numerical Analysis · Mathematics 2023-02-01 Zhengqi Zhang , Zhi Zhou

In this paper, we present a flux-based formulation of the hybridizable discontinuous Galerkin (HDG) method for steady-state diffusion problems and propose a new method derived by letting a stabilization parameter tend to infinity. Assuming…

Numerical Analysis · Mathematics 2022-12-13 Issei Oikawa

This paper is devoted to improvements of functional inequalities based on scalings and written in terms of relative entropies. When scales are taken into account and second moments fixed accordingly, deficit functionals provide explicit…

Analysis of PDEs · Mathematics 2015-05-25 Jean Dolbeault , Giuseppe Toscani

In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…

Numerical Analysis · Mathematics 2018-02-08 Guillaume Dujardin , Frédéric Hérau , Pauline Lafitte

The Vicsek-BGK equation is a kinetic model for alignment of particles moving with constant speed between stochastic reorientation events with sampling from a von Mises distribution. The spatially homogeneous model shows a steady state…

Analysis of PDEs · Mathematics 2024-12-02 Sara Merino-Aceituno , Christian Schmeiser , Raphael Winter

In this paper, we investigate the spectral analysis (from the point of view of semi-groups) of discrete, fractional and classical Fokker-Planck equations. Discrete and fractional Fokker-Planck equations converge in some sense to the…

Analysis of PDEs · Mathematics 2016-03-04 Stéphane Mischler , Isabelle Tristani

We use a concept of weak asymptotic solution for homogeneous as well as non-homogeneous fractional advection dispersion type equations. Using Legendre scaling functions as basis, a numerical method based on Galerkin approximation is…

Numerical Analysis · Mathematics 2015-05-01 Harendra Singh , Manas Ranjan Sahoo , Om Prakash Singh