Related papers: Structure-preserving numerical schemes for Lindbla…
In this paper, we present a framework to construct general stochastic Runge-Kutta Lawson schemes. We prove that the schemes inherit the consistency and convergence properties of the underlying Runge-Kutta scheme, and confirm this in some…
Over the past few years, deep learning has risen to the foreground as a topic of massive interest, mainly as a result of successes obtained in solving large-scale image processing tasks. There are multiple challenging mathematical problems…
This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0, 1) perturbed by a non-linear rough signal. It is the continuation of [8, 7], where the existence and uniqueness of a solution…
We propose a new numerical approach to compute nonclassical solutions to hyperbolic conservation laws. The class of finite difference schemes presented here is fully conservative and keep nonclassical shock waves as sharp interfaces,…
We present a method for constructing numerical schemes with up to 3rd strong convergence order for solution of a class of stochastic differential equations, including equations of the Langevin type. The construction proceeds in two stages.…
We consider in this paper a numerical approximation of Poisson-Nernst-Planck-Navier- Stokes (PNP-NS) system. We construct a decoupled semi-discrete and fully discrete scheme that enjoys the properties of positivity preserving, mass…
Geometric discretizations that preserve certain Hamiltonian structures at the discrete level has been proven to enhance the accuracy of numerical schemes. In particular, numerous symplectic and multi-symplectic schemes have been proposed to…
We consider unsteady poroelasticity problem in fractured porous medium within the classical Barenblatt double-porosity model. For numerical solution of double-porosity poroelasticity problems we construct splitting schemes with respect to…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
This paper develops a family of fast, structure-preserving numerical algorithms for the nonlinear Maxwell-Ampere Nernst-Planck equations. For the first-order scheme, the Slotboom transformation rewrites the Nernst-Planck equation to enable…
A hyperbolic system must have a set of linearly independent eigenvectors and corresponding real eigenvalues. In numerical simulations, however, the eigenvalues can be complex because truncation errors pollute a characteristic polynomial of…
In this paper, we propose a class of explicit positivity preserving numerical methods for general stochastic differential equations which have positive solutions. Namely, all the numerical solutions are positive. Under some reasonable…
We propose a geometric numerical analysis of SDEs admitting Lie symmetries which allows us to individuate a symmetry adapted coordinates system where the given SDE has notable invariant properties. An approximation scheme preserving the…
In this paper we introduce a procedure, based on the method of equivariant moving frames, for formulating continuous Galerkin finite element schemes that preserve the Lie point symmetries of initial value problems for ordinary differential…
Resonance based numerical schemes are those in which cancellations in the oscillatory components of the equation are taken advantage of in order to reduce the regularity required of the initial data to achieve a particular order of error…
We construct high order symmetric volume-preserving methods for the relativistic dynamics of a charged particle by the splitting technique with processing. Via expanding the phase space to include time $t$, we give a more general…
We present and analyse a numerical framework for the approximation of nonlinear degenerate elliptic equations of the Stefan or porous medium types. This framework is based on piecewise constant approximations for the functions, which we…
Lie group analysis of differential equations is a generally recognized method, which provides invariant solutions, integrability, conservation laws etc. In this paper we present three characteristic examples of the construction of invariant…
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a…
Recent development of structure-preserving geometric particle-in-cell (PIC) algorithms for Vlasov-Maxwell systems is summarized. With the arriving of 100 petaflop and exaflop computing power, it is now possible to carry out direct…