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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

We consider geometric multigrid methods for the solution of linear systems arising from isogeometric discretizations of elliptic partial differential equations. For classical finite elements, such methods are well known to be fast solvers…

Numerical Analysis · Mathematics 2017-05-16 Clemens Hofreither , Stefan Takacs , Walter Zulehner

Stratified fluids composed of a sequence of alternate layers show interesting macroscopic properties, which may be quite different from those of the individual constituent fluids. On a macroscopic scale, such systems can be considered a…

Numerical Analysis · Mathematics 2026-01-30 Simone Chiocchetti , Giovanni Russo

Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…

Probability · Mathematics 2011-04-22 Benjamin Gess

In this paper, we propose a high order conservative semi-Lagrangian scheme (SL) for the ellipsoidal BGK model of the Boltzmann transport equation. To avoid the time step restriction induced by the convection term, we adopt the…

Numerical Analysis · Mathematics 2025-02-12 Sebastiano Boscarino , Seung Yeon Cho , Giovanni Russo , Seok-Bae Yun

In this paper, we propose an efficient, high order accurate and asymptotic-preserving (AP) semi-Lagrangian (SL) method for the BGK model with constant or spatially dependent Knudsen number. The spatial discretization is performed by a mass…

Numerical Analysis · Mathematics 2021-05-07 Mingchang Ding , Jing-Mei Qiu , Ruiwen Shu

We develop a discretisation of the semigeostrophic rotating shallow water equations, based upon their optimal transport formulation. This takes the form of a Moreau-Yoshida regularisation of the Wasserstein metric. Solutions of the optimal…

Numerical Analysis · Mathematics 2025-07-23 Jean-David Benamou , Colin J. Cotter , Jacob J. M. Francis , Hugo Malamut

We propose a new discretization method for the Stokes equations. The method is an improved version of the method recently presented in [C. Lehrenfeld, J. Sch\"oberl, Comp. Meth. Appl. Mech. Eng., 361 (2016)] which is based on an…

Numerical Analysis · Mathematics 2018-03-29 Philip L. Lederer , Christoph Lehrenfeld , Joachim Schöberl

We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…

Optimization and Control · Mathematics 2025-10-30 Abhishek Chaudhary

A virtual element discretisation of an Arbitrary Lagrangian-Eulerian method for two-dimensional convection-diffusion equations is proposed employing an isoparametric Virtual Element Method to achieve higher-order convergence rates on curved…

Numerical Analysis · Mathematics 2024-04-30 H. Wells

The 2D Euler equations are a simple but rich set of non-linear PDEs that describe the evolution of an ideal inviscid fluid, for which one dimension is negligible. Solving numerically these equations can be extremely demanding. Several…

Numerical Analysis · Mathematics 2023-01-18 Paolo Cifani , Sagy Ephrati , Milo Viviani

The problem of recovering the configuration of points from their partial pairwise distances, referred to as the Euclidean Distance Matrix Completion (EDMC) problem, arises in a broad range of applications, including sensor network…

Optimization and Control · Mathematics 2026-05-07 Chandler Smith , HanQin Cai , Abiy Tasissa

The present work concerns the derivation of a numerical scheme to approximate weak solutions of the Euler equations with a gravitational source term. The designed scheme is proved to be fully well-balanced since it is able to exactly…

Numerical Analysis · Mathematics 2025-10-23 Christophe Berthon , Victor Michel-Dansac , Andrea Thomann

Non-invasive flow measurement techniques, such as particle tracking velocimetry, resolve 3D velocity fields by pairing tracer particle positions in successive time steps. These trajectories are crucial for evaluating physical quantities…

Data Analysis, Statistics and Probability · Physics 2024-07-08 Kairui Hao , Atharva Hans , Pavlos Vlachos , Ilias Bilionis

We explore a robust version of the barycenter problem among $n$ centered Gaussian probability measures, termed Semi-Unbalanced Optimal Transport (SUOT)-based Barycenter, wherein the barycenter remains fixed while the others are relaxed…

Machine Learning · Computer Science 2024-10-11 Ngoc-Hai Nguyen , Dung Le , Hoang-Phi Nguyen , Tung Pham , Nhat Ho

This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…

Computer Vision and Pattern Recognition · Computer Science 2016-12-09 Huihui Song , Yuhui Zheng , Kaihua Zhang

Given a fluid equation with reduced Lagrangian $l$ which is a functional of velocity $\MM{u}$ and advected density $D$ given in Eulerian coordinates, we give a general method for semidiscretising the equations to give a canonical…

Numerical Analysis · Mathematics 2007-05-23 Colin Cotter

In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…

Numerical Analysis · Mathematics 2017-11-28 Zhongjian Wang , Jack Xin , Zhiwen Zhang

We present a structure-preserving Eulerian algorithm for solving $L^2$-gradient flows and a structure-preserving Lagrangian algorithm for solving generalized diffusions. Both algorithms employ neural networks as tools for spatial…

Numerical Analysis · Mathematics 2024-04-16 Ziqing Hu , Chun Liu , Yiwei Wang , Zhiliang Xu

The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…

Numerical Analysis · Mathematics 2022-06-02 Markus Bachmayr , Igor Voulis