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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…

Analysis of PDEs · Mathematics 2024-10-07 Clément Cancès , Léonard Monsaingeon , Andrea Natale

We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…

Numerical Analysis · Mathematics 2018-05-07 Hussain A. Ibdah , Cecilia F. Mondaini , Edriss S. Titi

This paper proposes an efficient ADER (Arbitrary DERivatives in space and time) discontinuous Galerkin (DG) scheme to directly solve the Hamilton-Jacobi equation. Unlike multi-stage Runge-Kutta methods used in the Runge-Kutta DG (RKDG)…

Numerical Analysis · Mathematics 2024-12-20 Junming Duan , Huazhong Tang

We propose a time discretization scheme for a class of ordinary differential equations arising in simulations of fluid/particle flows. The scheme is intended to work robustly in the lubrication regime when the distance between two particles…

Numerical Analysis · Mathematics 2010-03-25 Matthieu Hillairet , Alexei Lozinski , Marcela Szopos

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and oceans, we study their time discretization by an implicit Euler scheme. From deterministic viewpoint the 3D Primitive Equations are…

Analysis of PDEs · Mathematics 2014-04-14 Nathan Glatt-Holtz , Roger Temam , Chuntian Wang

A novel space-time discretization for the (linear) scalar-valued dissipative wave equation is presented. It is a structured approach, namely, the discretization space is obtained tensorizing the Virtual Element (VE) discretization in space…

Numerical Analysis · Mathematics 2023-08-31 Paola Francesca Antonietti , Francesca Bonizzoni , Marco Verani

We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a…

Fluid Dynamics · Physics 2018-09-28 Colin J. Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

The discretization approximation method commonly used to simulate the dynamics of quantum system coupled to the environment in continuum often suffers from the periodically partial recovery of initial state because of the effect of finite…

Quantum Physics · Physics 2025-05-07 H. T. Cui , Y. A. Yan , M. Qin , X. X. Yi

Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…

Numerical Analysis · Mathematics 2019-06-28 R. Herbin , T. Gallouët , J. -C Latché , N Therme

We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…

Numerical Analysis · Mathematics 2020-02-12 Luca Bonaventura , Elisabetta Carlini , Elisa Calzola , Roberto Ferretti

Time discretization along with space discretization is important in the numerical simulation of subsurface flow applications for long run. In this paper, we derive theoretical convergence error estimates in discrete-time setting for…

Numerical Analysis · Mathematics 2020-03-04 Yerlan Amanbek , Mary Wheeler

In this work, an exponential Discontinuous Galerkin (DG) method is proposed to solve numerically Vlasov type equations. The DG method is used for space discretization which is combined exponential Lawson Runge-Kutta method for time…

Numerical Analysis · Mathematics 2023-08-01 Nicolas Crouseilles , Xue Hong

We propose a numerical scheme to solve the time dependent linear Schr\"odinger equation. The discretization is carried out by combining a Runge-Kutta time-stepping scheme with a finite element discretization in space. Since the…

Numerical Analysis · Mathematics 2018-03-07 Jens Markus Melenk , Alexander Rieder

In this paper, we study the large--time behavior of a numerical scheme discretizing drift-- diffusion systems for semiconductors. The numerical method is finite volume in space, implicit in time, and the numerical fluxes are a…

Numerical Analysis · Mathematics 2019-04-22 Marianne Bessemoulin-Chatard , Claire Chainais-Hillairet

This article presents a finite element scheme with Newton's method for solving the time-fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank-Nicolson scheme based on backward Euler convolution…

Analysis of PDEs · Mathematics 2018-11-26 Dileep Kumar , Sudhakar Chaudhary , V. V. K Srinivas Kumar

A new time discretization scheme for the numerical simulation of two-phase flow governed by a thermodynamically consistent diffuse interface model is presented. The scheme is consistent in the sense that it allows for a discrete in time…

Analysis of PDEs · Mathematics 2014-02-27 Harald Garcke , Michael Hinze , Christian Kahle

A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…

A new simulation method for solving fluid-structure coupling problems has been developed. All the basic equations are numerically solved on a fixed Cartesian grid using a finite difference scheme. A volume-of-fluid formulation (Hirt and…

Computational Physics · Physics 2015-05-20 Kazuyasu Sugiyama , Satoshi Ii , Shintaro Takeuchi , Shu Takagi , Yoichiro Matsumoto

We perform numerical analysis of a nonlinear gradient flow, which can be regarded as a parabolic minimal surface problem or a regularised total variation flow, using the gradient discretisation method (GDM). GDM is a unified convergence…

Numerical Analysis · Mathematics 2026-04-21 Jerome Droniou , Kim-Ngan Le , Huateng Zhu