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We propose and study a class of arbitrarily high-order numerical discretizations that preserve multiple invariants and are essentially explicit (they do not require the solution of any large systems of algebraic equations). In space, we use…

Numerical Analysis · Mathematics 2026-05-11 Hendrik Ranocha , David I. Ketcheson

In this paper, we propose a robust and efficient numerical framework for simulating multicomponent gas flow in poroelastic media, with a focus on preserving fundamental thermodynamic principles and ensuring computational reliability. The…

Numerical Analysis · Mathematics 2026-03-03 Huangxin Chen , Yuxiang Chen , Jisheng Kou , Shuyu Sun

Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…

Analysis of PDEs · Mathematics 2016-02-09 Lorenzo Pareschi , Thomas Rey

On the example of the Poynting-Thomson-Zener rheological model for solids, which exhibits both dissipation and wave propagation - with nonlinear dispersion relation -, we introduce and investigate a finite difference numerical scheme. Our…

Classical Physics · Physics 2020-02-19 Tamás Fülöp , Róbert Kovács , Mátyás Szücs , Mohammad Fawaier

Methods for discretizing port-Hamiltonian systems are of interest both for simulation and control purposes. Despite the large literature on mixed finite elements, no rigorous analysis of the connections between mixed elements and…

Numerical Analysis · Mathematics 2020-06-09 Andrea Brugnoli , Daniel Alazard , Valérie Pommier-Budinger , Denis Matignon

We consider coupled models for particulate flows, where the disperse phase is made of particles with distinct sizes. We are thus led to a system coupling the incompressible Navier-Stokes equations to the multi-component Vlasov-Fokker-Planck…

Numerical Analysis · Mathematics 2022-12-20 Shi Jin , Yiwen Lin

In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…

Numerical Analysis · Mathematics 2025-12-02 Lijing Zhao , Rui Zhao , Wenyi Tian , Yufeng Nie

In this manuscript we present a novel and efficient numerical method for the compressible viscous and resistive MHD equations for all Mach number regimes. The time-integration strategy is a semi-implicit splitting, combined with a hybrid…

Numerical Analysis · Mathematics 2024-07-22 Francesco Fambri , Eric Sonnendrücker

In this work, we introduce a structure-preserving local discontinuous Galerkin (LDG) method \cite{cockburn1998local} for solving the non-local non-linear Fokker-Planck-Landau (FPL) equations. We rephrase the structure-preserving strategy of…

Numerical Analysis · Mathematics 2025-05-27 Kun Huang , Andrés Galindo-Olarte , Rodrigo González-Hernández , Irene M. Gamba

We derive and analyze a fully computable discrete scheme for fractional partial differential equations posed on the full space $\mathbb{R}^d$ . Based on a reformulation using the well-known Caffarelli-Silvestre extension, we study a…

Numerical Analysis · Mathematics 2023-02-23 Markus Faustmann , Alexander Rieder

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

We propose a fixed-point-based numerical framework for computing stationary states of nonlocal Fokker-Planck-type equations. Instead of discretising the differential operators directly, we reformulate the stationary problem as a nonlinear…

Numerical Analysis · Mathematics 2026-02-06 José A. Carrillo , Yurij Salmaniw , Antonio León Villares

For the Proca equation, which is a wave equation for a vector field, we derive the canonical formulation including constraints from the Stueckelberg action and propose discrete equations with a structure-preserving scheme for conserving the…

Numerical Analysis · Mathematics 2025-10-01 Takuya Tsuchiya

Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of…

Analysis of PDEs · Mathematics 2017-03-23 Adriano Festa , Diogo A. Gomes , Roberto M. Velho

We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…

Numerical Analysis · Mathematics 2023-05-17 Xiaolan Zhou , Chuanju Xu

The Korteweg-de Vries equation is one of the most important nonlinear evolution equations in the mathematical sciences. In this article invariant discretization schemes are constructed for this equation both in the Lagrangian and in the…

Mathematical Physics · Physics 2015-06-22 Alexander Bihlo , Xavier Coiteux-Roy , Pavel Winternitz

A time-stepping $L1$ scheme for solving a time fractional Fokker-Planck equation of order $\alpha \in (0, 1)$, with a general driving force, is investigated. A stability bound for the semi-discrete solution is obtained for…

Numerical Analysis · Mathematics 2021-06-29 Kassem Mustapha , Omar M. Knio , Olivier P. Le Maître

We give a systematic method for discretizing Hamiltonian partial differential equations (PDEs) with constant symplectic structure, while preserving their energy exactly. The same method, applied to PDEs with constant dissipative structure,…

Numerical Analysis · Mathematics 2015-06-04 E. Celledoni , V. Grimm , R. I. McLachlan , D. I. McLaren , D. O'Neale , B. Owren , G. R. W. Quispel

We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the…

Numerical Analysis · Mathematics 2018-05-03 Elisabetta Carlini , Francisco J. Silva

A numerical solution to the Fokker-Planck equation using a two-level scheme is presented. The Fokker-Planck (FP) equation is of parabolic type equation govern the time evolution of probability density function of the stochastic processes.…

Numerical Analysis · Mathematics 2020-06-30 Muhammad Munir Butt
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