Related papers: Parameter-uniform numerical methods for singularly…
We present recent finite element numerical results on a model convection-diffusion problem in the singular perturbed case when the convection term dominates the problem. We compare the standard Galerkin discretization using the linear…
The singularly perturbed reaction-diffusion problem $\varepsilon^2\Delta^2 u - \mathrm{div}\left(c\nabla u\right) = f$ is considered on the unit square $\Omega$ in $\mathbb{R}^2$ with homogenous Dirichlet boundary conditions. Its solution…
We study MinMax solution methods for a general class of optimization problems related to (and including) optimal transport. Theoretically, the focus is on fitting a large class of problems into a single MinMax framework and generalizing…
In this paper, we describe a numerical technique for the solution of macroscopic traffic flow models on networks of roads. On individual roads, we consider the standard Lighthill-Whitham-Richards model which is discretized using the…
We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…
We propose a space-time scheme that combines an unfitted finite element method in space with a discontinuous Galerkin time discretisation for the accurate numerical approximation of parabolic problems with moving domains or interfaces. We…
A characteristic particle method for the simulation of first order macroscopic traffic models on road networks is presented. The approach is based on the method "particleclaw", which solves scalar one dimensional hyperbolic conservations…
We examine optimal matchings or transport between two stationary random measures. It covers allocation from the Lebesgue measure to a point process and matching a point process to a regular (shifted) lattice. The main focus of the article…
The linear singularly perturbed convection-diffusion problem in one dimension is considered and its discretization on a Bakhvalov-type mesh is analyzed. The preconditioning technique is used to obtain the pointwise convergence uniform in…
We consider invariant transports of stationary random measures on $\mathbb{R}^d$ and establish natural mixing criteria that guarantee persistence of asymptotic variances. To check our mixing assumptions, which are based on two-point Palm…
We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the…
We consider the model of a transportation problem with the objective of finding a minimum-cost transportation plan for shipping a given commodity from a set of supply centers to the customers. Since the exact values of supply and demand and…
Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or…
During recent decades, there has been a substantial development in optimal mass transport theory and methods. In this work, we consider multi-marginal problems wherein only partial information of each marginal is available, which is a setup…
This paper presents a numerical approach to the stochastic obstacle problem using the stochastic Galerkin (SG) method. Due to the low regularity of the solution, linear finite elements are employed in both the physical and random variable…
This paper deals with simulation of flow and transport in porous media such as transport of groundwater contaminants. We first discuss how macro scale equations are derived and which terms have to be closed by models. The transport of…
We consider an approximate solution for the one-dimensional semilinear singularly-perturbed boundary value problem, using the previously obtained numerical values of the boundary value problem in the mesh points and the representation of…
In this paper is described the general aspect of a numerical method for piecewise determin-istic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov…
We consider a class of relaxation problems mixing slow and fast variations which can describe population dynamics models or hyperbolic systems, with varying stiffness (from non-stiff to strongly dissipative), and develop a multi-scale…
This paper provides a generalization of the realizability-preserving discontinuous-Galerkin scheme for quadrature-based minimum-entropy models to full-moment models of arbitrary order. It is applied to the class of Kershaw closures, which…