Related papers: A probabilistic scheme for semilinear nonlocal dif…
We consider a general family of nonlocal in space and time diffusion equations with space-time dependent diffusivity and prove convergence of finite difference schemes in the context of viscosity solutions under very mild conditions. The…
In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the generator or the Fokker-Planck operator of a Pearson diffusion.…
In this paper, the use of partitioned linear multistep methods (PLMM) as time integrators for the numerical approximation of some partial differential equations (pdes) is studied. We consider the periodic initial-value problem of two…
This paper deals with the application of probabilistic time integration methods to semi-explicit partial differential-algebraic equations of parabolic type and its semi-discrete counterparts, namely semi-explicit differential-algebraic…
An implicit Euler finite-volume scheme for a nonlocal cross-diffusion system on the one-dimensional torus, arising in population dynamics, is proposed and analyzed. The kernels are assumed to be in detailed balance and satisfy a weak…
In this paper, we numerically study a two-dimensional system modeling the dynamics of dislocation densities. This system is hyperbolic, but not strictly hyperbolic, and couples two non-local transport equations. It is characterized by weak…
We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…
A three-level explicit time-split MacCormack scheme is proposed for solving the two-dimensional nonlinear reaction-diffusion equations. The computational cost is reduced thank to the splitting and the explicit MacCormack scheme. Under the…
A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue,…
We present a novel energy-based numerical analysis of semilinear diffusion-reaction boundary value problems. Based on a suitable variational setting, the proposed computational scheme can be seen as an energy minimisation approach. More…
We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…
We propose a positivity preserving entropy decreasing finite volume scheme for nonlinear nonlocal equations with a gradient flow structure. These properties allow for accurate computations of stationary states and long-time asymptotics…
In this work, we suggest an easy-to-code higher-order finite volume semi-discrete scheme to analyze the nonlinear behavior of the electron-plasma oscillations by solving electron fluid equations numerically. The present method employs a…
Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…
We propose a domain decomposition method for the efficient simulation of nonlocal problems. Our approach is based on a multi-domain formulation of a nonlocal diffusion problem where the subdomains share "nonlocal" interfaces of the size of…
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…
A class of nonlocal nonlinear wave equation arises from the modeling of a one dimensional motion in a nonlinearly, nonlocally elastic medium. The equation involves a kernel function with nonnegative Fourier transform. We discretize the…
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…
Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…