Related papers: On a structure-preserving numerical method for fra…
Structure-preserving discretization of the Rosenbluth-Fokker-Planck equation is still an open question especially for unlike-particle collision. In this paper, a mass-energy-conserving isotropic Rosenbluth-Fokker-Planck scheme is…
We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…
Numerical schemes that conserve invariants have demonstrated superior performance in various contexts, and several unified methods have been developed for constructing such schemes. However, the mathematical properties of these schemes…
Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…
The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…
This paper discusses the spectral collocation method for numerically solving nonlocal problems: one dimensional space fractional advection-diffusion equation; and two dimensional linear/nonlinear space fractional advection-diffusion…
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…
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…
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…
We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…
There are several well-established approaches to constructing finite difference schemes that preserve global invariants of a given partial differential equation. However, few of these methods preserve more than one conservation law locally.…
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.…
We consider the discretization of the $1d$-integral Dirichlet fractional Laplacian by $hp$-finite elements. We present quadrature schemes to set up the stiffness matrix and load vector that preserve the exponential convergence of $hp$-FEM…
In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…
We describe a methodology to build vectorial kinetic schemes, targetting the numerical solution of linear symmetric-hyperbolic systems of conservation laws -a minimal application case for those schemes. Precisely, we fully detail the…
The main objective of this paper is to present an efficient structure-preserving scheme, which is based on the idea of the scalar auxiliary variable approach, for solving the space fractional nonlinear Schr\"{o}dinger equation. First, we…
We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…
We propose and rigorously analyze a finite element method for the approximation of stationary Fokker--Planck--Kolmogorov (FPK) equations subject to periodic boundary conditions in two settings: one with weakly differentiable coefficients,…
In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…
We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…