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In this paper, we investigate the application of the maximum principle preserving (MPP) parametrized flux limiters to the high order finite volume scheme with Runge-Kutta time discretization for solving convection dominated problems. Such…

Numerical Analysis · Mathematics 2014-04-16 Pei Yang , Tao Xiong , Jing-Mei Qiu , Zhengfu Xu

We present stability and error analysis for algebraic flux correction schemes based on monolithic convex limiting. For a continuous finite element discretization of the time-dependent advection equation, we prove global-in-time existence…

Numerical Analysis · Mathematics 2021-04-13 Hennes Hajduk , Andreas Rupp , Dmitri Kuzmin

We propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…

Numerical Analysis · Mathematics 2018-03-13 Roxana Dumitrescu , Christoph Reisinger , Yufei Zhang

We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…

Numerical Analysis · Mathematics 2023-12-29 Gauthier Wissocq , Rémi Abgrall

A low diffusive flux difference splitting based kinetic scheme is developed based on a discrete velocity Boltzmann equation, with a novel three velocity model. While two discrete velocities are used for upwinding, the third discrete…

Fluid Dynamics · Physics 2024-10-01 Shrinath. K. S , Maruthi. N. H , S. V. Raghurama Rao , Veeredhi Vasudeva Rao

We provide a careful Fourier analysis of the Guermond-Pasquetti mass lumping correction technique [Guermond J.-L., Pasquetti R. A correction technique for the dispersive effects of mass lumping for transport problems. - Computer Methods in…

Numerical Analysis · Mathematics 2018-11-12 Sergii Siryk

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

Optimization and Control · Mathematics 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…

Numerical Analysis · Mathematics 2023-05-24 James H. Adler , Casey Cavanaugh , Xiaozhe Hu , Andy Huang , Nathaniel Trask

This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…

Numerical Analysis · Mathematics 2018-03-07 Jérôme Droniou , Robert Eymard , Alain Prignet , Kyle S. Talbot

We present in this paper a pressure correction scheme for the drift-flux model combining finite element and finite volume discretizations, which is shown to enjoy essential stability features of the continuous problem: the scheme is…

Numerical Analysis · Mathematics 2008-12-18 Laura Gastaldo , Raphaele Herbin , Jean-Claude Latché

We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two identical fluids. The steady-state diffusive flux in a finite system subject to a concentration gradient is…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 A. Donev , A. de la Fuente , J. B. Bell , A. L. Garcia

Diffusion models have recently emerged as effective generative frameworks for trajectory optimization, capable of producing high-quality and diverse solutions. However, training these models in a purely data-driven manner without explicit…

Robotics · Computer Science 2025-04-02 Anjian Li , Ryne Beeson

We consider implementational aspects of the mixed finite element method for a special class of nonlinear problems. We establish the equivalence of the hybridized formulation of the mixed finite element method to a nonconforming finite…

Numerical Analysis · Mathematics 2016-10-19 Peter Knabner , Gerhard Summ

A conservative flux postprocessing algorithm is presented for both steady-state and dynamic flow models. The postprocessed flux is shown to have the same convergence order as the original flux. An arbitrary flux approximation is projected…

Numerical Analysis · Mathematics 2017-10-20 Lars H. Odsæter , Mary F. Wheeler , Trond Kvamsdal , Mats G. Larson

In a recent paper (see [7]), a quasi-nonlocal coupling method was introduced to seamlessly bridge a nonlocal diffusion model with the classical local diffusion counterpart in a one-dimensional space. The proposed coupling framework removes…

Numerical Analysis · Mathematics 2021-05-04 Amanda Gute , Xingjie Helen Li

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

We consider non-reversible perturbations of reversible diffusions that do not alter the invariant distribution and we ask whether there exists an optimal perturbation such that the rate of convergence to equilibrium is maximized. We solve…

Numerical Analysis · Mathematics 2015-06-12 Tony Lelièvre , Francis Nier , Grigorios A. Pavliotis

We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…

Numerical Analysis · Mathematics 2024-11-01 Beatrice Crippa , Anna Scotti , Andrea Villa

We are interested in the numerical solution of nonsymmetric linear systems arising from the discretization of convection-diffusion partial differential equations with separable coefficients and dominant convection. Preconditioners based on…

Numerical Analysis · Mathematics 2015-01-14 Davide Palitta , Valeria Simoncini