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Non-local systems of conservation laws play a crucial role in modeling flow mechanisms across various scenarios. The well-posedness of such problems is typically established by demonstrating the convergence of robust first-order schemes.…

Numerical Analysis · Mathematics 2025-01-07 Nikhil Manoj , G. D. Veerappa Gowda , Sudarshan Kumar K

This paper presents a general positivity-preserving algorithm for implicit high-order finite volume schemes solving Euler and Navier-Stokes equations. Previous positivity-preserving algorithms are mainly based on mathematical analyses,…

Computational Physics · Physics 2023-06-26 Qian-Min Huang , Yu-Xin Ren , Qian Wang

In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…

Numerical Analysis · Mathematics 2022-03-25 Jingwei Hu , Xiangxiong Zhang

We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…

Numerical Analysis · Mathematics 2022-12-06 Nina Beranek , M. Alexander Reinhold , Karsten Urban

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 extend the divergence preserving cut finite element method presented in [T. Frachon, P. Hansbo, E. Nilsson, S. Zahedi, SIAM J. Sci. Comput., 46 (2024)] for the Darcy interface problem to unfitted outer boundaries. We impose essential…

Numerical Analysis · Mathematics 2024-08-20 Thomas Frachon , Erik Nilsson , Sara Zahedi

The density and pressure are positive physical quantities in magnetohydrodynamics (MHD). Design of provably positivity-preserving (PP) numerical schemes for ideal compressible MHD is highly desirable, but remains a challenge especially in…

Numerical Analysis · Mathematics 2018-10-30 Kailiang Wu , Chi-Wang Shu

In this paper, a class of arbitrarily high-order linear momentum-preserving and energy-preserving schemes are proposed, respectively, for solving the regularized long-wave equation. For the momentum-preserving scheme, the key idea is based…

Numerical Analysis · Mathematics 2021-12-07 Chaolong Jiang , Xu Qian , Songhe Song , Jin Cui

We propose two different Lagrange multiplier methods for contact problems derived from the augmented Lagrangian variational formulation. Both the obstacle problem, where a constraint on the solution is imposed in the bulk domain and the…

Numerical Analysis · Mathematics 2016-09-13 Erik Burman , Peter Hansbo , Mats Larson

In this paper, we present a new methodology to develop arbitrary high-order structure-preserving methods for solving the quantum Zakharov system. The key ingredients of our method are: (i) the original Hamiltonian energy is reformulated…

Numerical Analysis · Mathematics 2023-05-23 Gengen Zhang , Chaolong Jiang

The unique solvability and error analysis of the original Lagrange multiplier approach proposed in [8] for gradient flows is studied in this paper. We identify a necessary and sufficient condition that must be satisfied for the nonlinear…

Numerical Analysis · Mathematics 2024-05-07 Qing Cheng , Jie Shen , Cheng Wang

Reconstruction of an object from points cloud is essential in prosthetics, medical imaging, computer vision, etc. We present an effective algorithm for an Allen--Cahn-type model of reconstruction, employing the Lagrange multiplier approach.…

Numerical Analysis · Mathematics 2025-11-04 Renjun Gao , Xiangjie Kong , Dongting Cai , Boyi Fu , Junxiang Yang

Positivity preservation of key physical quantities in the context of fluid flows, such as density and internal energy, is an essential property of a numerical scheme as otherwise the solution lacks physical relevance and has a not…

Numerical Analysis · Mathematics 2026-02-18 Thomas Izgin , Andreas Meister , Chi-Wang Shu , Davide Torlo

Semi-Lagrangian schemes have proven to be very efficient to model advection problems. However most semi-Lagrangian schemes are not conservative. Here, a systematic method is introduced in order to enforce the conservative property on a…

Fluid Dynamics · Physics 2016-09-19 Alexandre Cameron , Emmanuel Dormy

In this paper, we design and analyze third order positivity-preserving discontinuous Galerkin (DG) schemes for solving the time-dependent system of Poisson--Nernst--Planck (PNP) equations, which has found much use in diverse applications.…

Numerical Analysis · Mathematics 2022-01-26 Hailiang Liu , Zhongming Wang , Peimeng Yin , Hui Yu

We present a novel positive kinetic scheme built on the efficient collide-and-stream algorithm of the lattice Boltzmann method (LBM) to address hyperbolic conservation laws. We focus on the compressible Euler equations with strong…

Numerical Analysis · Mathematics 2024-11-25 Gauthier Wissocq , Yongle Liu , Rémi Abgrall

In this work a simple method to enforce the positivity-preserving property for general high-order conservative schemes is proposed. The method keeps the original scheme unchanged and detects critical numerical fluxes which may lead to…

Fluid Dynamics · Physics 2017-02-09 X. Y. Hu , N. A. Adams , C. -W. Shu

We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form parabolic equations. Based on the Feynman-Kac formula, the solution is expressed as a conditional expectation of an associated diffusion process.…

Numerical Analysis · Mathematics 2026-01-19 Haoran Xu , Jie Ren , Xingye Yue

We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in arXiv:2112.13138 [math.OC]. We first present a simple counterexample where the original conditions…

Optimization and Control · Mathematics 2025-03-13 Henri Lefebvre , Anirudh Subramanyam

This paper introduces a new method for solving quadratic programs using primal-dual interior-point methods. Instead of handling complementarity as an explicit equation in the Karush-Kuhn-Tucker (KKT) conditions, we ensure that…

Optimization and Control · Mathematics 2026-04-02 Jon Arrizabalaga , Zachary Manchester