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In this note we work on the construction of positive preserving numerical schemes for systems of stochastic differential equations. We use the semi discrete idea that we have proposed before proposing now a numerical scheme that preserves…

Numerical Analysis · Mathematics 2013-10-10 Nikolaos Halidias

Symmetry preserving difference schemes approximating second and third order ordinary differential equations are presented. They have the same three or four-dimensional symmetry groups as the original differential equations. The new…

Mathematical Physics · Physics 2009-11-11 A. Bourlioux , C Cyr-Gagnon , P Winternitz

In this work we consider an extension of a recently proposed structure preserving numerical scheme for nonlinear Fokker-Planck-type equations to the case of nonconstant full diffusion matrices. While in existing works the schemes are…

Numerical Analysis · Mathematics 2021-04-20 N. Loy , M. Zanella

We discuss structure-preserving numerical discretizations for repulsive and attractive Euler-Poisson equations that find applications in fluid-plasma and self-gravitation modeling. The scheme is fully discrete and structure preserving in…

Numerical Analysis · Mathematics 2023-05-10 Matthias Maier , John N. Shadid , Ignacio Tomas

In this article we discuss the numerical analysis for the finite difference scheme of the one-dimensional nonlinear wave equations with dynamic boundary conditions. From the viewpoint of the discrete variational derivative method we propose…

Numerical Analysis · Mathematics 2021-12-14 Akihiro Umeda , Yuta Wakasugi , Shuji Yoshikawa

The construction of numerical schemes for the Kuramoto model is challenging due to the structural properties of the system which are essential in order to capture the correct physical behavior, like the description of stationary states and…

Numerical Analysis · Mathematics 2018-11-14 José A. Carrillo , Young-Pil Choi , Lorenzo Pareschi

In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for…

Numerical Analysis · Mathematics 2022-03-03 Shun Sato , Yuto Miyatake , John C. Butcher

The main purpose of this article is to show how symmetry structures in partial differential equations can be preserved in a discrete world and reflected in difference schemes. Three different structure preserving discretizations of the…

Exactly Solvable and Integrable Systems · Physics 2015-10-05 Decio Levi , Luigi Martina , Pavel Winternitz

We present an adaptation of the so-called structural method \cite{CMM23} for Hamiltonian systems, and redesign the method for this specific context, which involves two coupled differential systems. Structural schemes decompose the problem…

Numerical Analysis · Mathematics 2025-01-24 Stéphane Clain , Emmanuel Franck , Victor Michel-Dansac

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…

Numerical Analysis · Mathematics 2024-05-20 Frédéric Rousset , Katharina Schratz

Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…

Analysis of PDEs · Mathematics 2016-02-09 Lorenzo Pareschi , Thomas Rey

We find that with uniform mesh, the numerical schemes derived from finite element method can keep a preserved symplectic structure in one-dimensional case and a preserved multisymplectic structure in two-dimentional case in certain discrete…

High Energy Physics - Theory · Physics 2018-01-17 Han-Ying Guo , Xiao-mei Ji , Yu-Qi Li , Ke Wu

Parameterization (closure) schemes in numerical weather and climate prediction models account for the effects of physical processes that cannot be resolved explicitly by these models. Methods for finding physical parameterization schemes…

Mathematical Physics · Physics 2015-06-11 Alexander Bihlo , George Bluman

In this paper, we systematically construct two classes of structure-preserving schemes with arbitrary order of accuracy for canonical Hamiltonian systems. The one class is the symplectic scheme, which contains two new families of…

Numerical Analysis · Mathematics 2023-07-27 Yonghui Bo , Wenjun Cai , Yushun Wang

We introduce a nonlinear structure preserving high-order scheme for anisotropic advection-diffusion equations. This scheme, based on Hybrid High-Order methods, can handle general meshes. It also has an entropy structure, and preserves the…

Numerical Analysis · Mathematics 2023-10-20 Julien Moatti

Hamiltonian systems of ordinary and partial differential equations are fundamental mathematical models spanning virtually all physical scales. A critical property for the robustness and stability of computational methods in such systems is…

Quantum Physics · Physics 2025-02-25 Hsuan-Cheng Wu , Xiantao Li

A critical challenge inherent to the projection method applied to the Landau-Lifshitz equation is the deficiency of rigorous theoretical justifications for the stability of its projection step. To mitigate this limitation, we introduce a…

Numerical Analysis · Mathematics 2026-02-16 Changjian Xie

In this paper we introduce a numerical scheme which preserves the long time behavior of solutions to the Kolmogorov equation. The method presented is based on a self-similar change of variables technique to transform the Kolmogorov equation…

Numerical Analysis · Mathematics 2014-11-06 Erich L Foster , Jérôme Lohéac , Minh-Binh Tran

We present a class of non-standard numerical schemes which are modifications of the discrete gradient method. They preserve the energy integral exactly (up to the round-off error). The considered class contains locally exact discrete…

Numerical Analysis · Computer Science 2013-08-08 Jan L. Cieśliński , Bogusław Ratkiewicz

In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…

Numerical Analysis · Mathematics 2020-08-24 Junlong Lyu , Zhongjian Wang , Jack Xin , Zhiwen Zhang
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