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In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…

Numerical Analysis · Mathematics 2023-06-13 Ibrahim Almuslimani , Nicolas Crouseilles

This article investigates the long-time behaviour of parabolic scalar conservation laws of the type $\partial_t u + \mathrm{div}_yA(y,u) - \Delta_y u=0$, where $y\in\mathbb R^N$ and the flux $A$ is periodic in $y$. More specifically, we…

Analysis of PDEs · Mathematics 2012-07-03 Anne-Laure Dalibard

This paper presents stability and accuracy analysis of a high-order explicit time stepping scheme introduced by \cite[Section 2.2]{Buvoli2019}, which exhibits superior stability compared to classical Adams-Bashforth. A conjecture that is…

Numerical Analysis · Mathematics 2026-04-01 Daopeng Yin , Liquan Mei

We propose an analysis for the stabilized finite element methods proposed in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive, and ill-posed problems. Part I: Elliptic equations. SIAM J. Sci. Comput., 35(6) 2013,…

Numerical Analysis · Mathematics 2014-06-18 Erik Burman

Accurate interpolation of functions and derivatives is crucial in solving partial differential equations (PDEs). The Radial Basis Function (RBF) method has become an extremely popular and robust approach for interpolation on scattered data.…

Numerical Analysis · Mathematics 2025-05-23 Amirhossein Fashamiha , David Salac

This paper proposes a numerical method for pricing foreign exchange (FX) options in a model which deals with stochastic interest rates and stochastic volatility of the FX rate. The model considers four stochastic drivers, each represented…

Computational Finance · Quantitative Finance 2019-03-05 Fazlollah Soleymani , Andrey Itkin

When solving partial differential equations on scattered nodes using the Radial Basis Function-generated Finite Difference (RBF-FD) method, one of the parameters that must be chosen is the stencil size. Focusing on Polyharmonic Spline RBFs…

Numerical Analysis · Mathematics 2026-02-26 Andrej Kolar-Požun , Mitja Jančič , Miha Rot , Gregor Kosec

In this work decay estimates are derived for the solutions of 1-D linear parabolic PDEs with disturbances at both boundaries and distributed disturbances. The decay estimates are given in the L2 and H1 norms of the solution and…

Optimization and Control · Mathematics 2017-06-06 Iasson Karafyllis , Miroslav Krstic

The Lane-Emden type equations are employed in the modelling of several phenomena in the areas of mathematical physics and astrophysics . In this paper a new numerical method is applied to investigate some well-known classes of Lane-Emden…

Numerical Analysis · Mathematics 2016-05-27 Kourosh Parand , Soleiman Hashemi

In this work, we propose an adaptive radial basis function (RBF) approach for the efficient solution of multidimensional spatiotemporal integrodifferential equations. Our approach can automatically adjust the shape of RBFs and provide an…

Numerical Analysis · Mathematics 2026-04-08 Mingtao Xia , Qijing Shen

A semi-implicit fractional-step method that uses a staggered node layout and radial basis function-finite differences (RBF-FD) to solve the incompressible Navier-Stokes equations is developed. Polyharmonic splines (PHS) with polynomial…

Fluid Dynamics · Physics 2022-12-15 Tianyi Chu , Oliver T. Schmidt

We develop a general framework for designing conservative numerical methods based on summation by parts operators and split forms in space, combined with relaxation Runge-Kutta methods in time. We apply this framework to create new classes…

Numerical Analysis · Mathematics 2021-03-09 Hendrik Ranocha , Dimitrios Mitsotakis , David I. Ketcheson

We consider scalar nonviscous conservation laws with strictly convex flux in one spatial dimension, and we investigate the behavior of bounded L^2 perturbations of shock wave solutions to the Riemann problem using the relative entropy…

Analysis of PDEs · Mathematics 2015-05-14 Nicholas Leger

We present an extended range of stable flux reconstruction (FR) methods on triangles through the development and application of the summation-by-parts framework in two-dimensions. This extended range of stable schemes is then shown to…

Numerical Analysis · Mathematics 2022-03-31 Will Trojak , Peter Vincent

In this paper, by means of the Gronwall inequality, the {\psi}-Riemann-Liouville fractional partial integral and the {\psi}-Hilfer fractional partial derivative are introduced and some of its particular cases are recovered. Using these…

Classical Analysis and ODEs · Mathematics 2018-05-16 J. Vanterler da C. Sousa , E. Capelas de OLiveira

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

Analysis of PDEs · Mathematics 2017-09-15 Nicolas Seguin

We consider finite-entropy solutions of scalar conservation laws $u_t +a(u)_x =0$, that is, bounded weak solutions whose entropy productions are locally finite Radon measures. Under the assumptions that the flux function $a$ is strictly…

Analysis of PDEs · Mathematics 2022-07-27 Xavier Lamy , Andrew Lorent , Guanying Peng

The Reduced Basis Method (RBM) is a rigorous model reduction approach for solving parametrized partial differential equations. It identifies a low-dimensional subspace for approximation of the parametric solution manifold that is embedded…

Numerical Analysis · Mathematics 2018-09-25 Yanlai Chen , Jiahua Jiang , Akil Narayan

In this paper, we analyze any-order Runge-Kutta spectral volume schemes (RKSV(s,k)) for solving the one-dimensional scalar hyperbolic equation. The RKSV(s,k) was constructed by using the $s$-th explicit Runge-Kutta method in…

Numerical Analysis · Mathematics 2024-09-23 Ping Wei , Qing-Song Zou

We mainly concerned with a decoupled fractional Laplacian wave equation in this paper. A new time-space domain radial basis function (RBF) collocation method is introduced to solve the fractional wave equation, which describes seismic wave…

Computational Physics · Physics 2018-06-07 Yiran Xu , Jingye Li , Guofei Pang , Zhikai Wang , Xiaohong Chen , Benfeng Wang