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In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…

Numerical Analysis · Mathematics 2026-01-30 Yoshihito Kazashi , Fabio Nobile , Fabio Zoccolan

In this paper we propose and analyze finite element discontinuous Galerkin methods for the one- and two-dimensional stochastic Maxwell equations with multiplicative noise. The discrete energy law of the semi-discrete DG methods were…

Numerical Analysis · Mathematics 2022-04-21 Jiawei Sun , Chi-Wang Shu , Yulong Xing

This paper is concerned with the approximation of linear and nonlinearinitial-boundary-value problems of pseudo-parabolic equations with Dirichlet boundary conditions. They are discretized in space by spectral Galerkin and collocation…

Numerical Analysis · Mathematics 2020-02-26 Eduardo Abreu , Angel Durán

A fully discrete Lagrangian scheme for numerical solution of the nonlinear fourth order DLSS equation in one space dimension is analyzed. The discretization is based on the equation's gradient flow structure in the $L^2$-Wasserstein metric.…

Numerical Analysis · Mathematics 2014-10-08 Daniel Matthes , Horst Osberger

We introduce a monotone (degenerate elliptic) discretization of the Monge-Ampere operator, on domains discretized on cartesian grids. The scheme is consistent provided the solution hessian condition number is uniformly bounded. Our approach…

Numerical Analysis · Mathematics 2015-03-04 Jean-Marie Mirebeau

We discuss the possibility of a dimensional reduction of the Einstein equations in S3 black-hole lattices. It was reported in previous literature that the evolution of spaces containing curves of local, discrete rotational and reflection…

General Relativity and Quantum Cosmology · Physics 2015-10-02 Mikołaj Korzyński , Ian Hinder , Eloisa Bentivegna

Some hyperbolic systems are known to include implicit preservation of differential constraints: these are for example the time conservation of the curl or the divergence of a vector that appear as an implicit constraint. In this article, we…

Numerical Analysis · Mathematics 2025-10-15 Vincent Perrier

Central issues of the Dirac constraint formalism are discussed in relation to the algorithmic methods of commutative algebra based on the Groebner basis techniques. For a wide class of finite dimensional polynomial degenerate Lagrangian…

Mathematical Physics · Physics 2007-05-23 V. Gerdt , A. Khvedelidze , Yu. Palii

In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…

Numerical Analysis · Mathematics 2022-07-26 Nathalie Ayi , Maxime Herda , Hélène Hivert , Isabelle Tristani

We propose a structure-preserving finite difference scheme for the Cahn-Hilliard equation with a dynamic boundary condition using the discrete variational derivative method (DVDM). In this approach, it is important and essential how to…

Numerical Analysis · Mathematics 2020-07-17 Makoto Okumura , Takeshi Fukao , Daisuke Furihata , Shuji Yoshikawa

Simulating electromagnetic fields across broad frequency ranges is challenging due to numerical instabilities at low frequencies. This work extends a stabilized two-step formulation of Maxwell's equations to the time-domain. Using a…

Numerical Analysis · Mathematics 2025-10-17 Leon Herles , Mario Mally , Jörg Ostrowski , Sebastian Schöps , Melina Merkel

Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…

Numerical Analysis · Mathematics 2026-01-06 Philipp L. Kinon , Riccardo Morandin , Philipp Schulze

We advocate a method to improve systematically the self-consistent harmonic approximation (or the Gaussian approximation), which has been employed extensively in condensed matter physics and statistical mechanics. We demonstrate the {\em…

High Energy Physics - Theory · Physics 2009-11-07 Jun Nishimura , Toshiyuki Okubo , Fumihiko Sugino

We introduce a prescriptive approach to generalized unitarity, resulting in a strictly-diagonal basis of loop integrands with coefficients given by specifically-tailored residues in field theory. We illustrate the power of this strategy in…

High Energy Physics - Theory · Physics 2017-06-28 Jacob L. Bourjaily , Enrico Herrmann , Jaroslav Trnka

The complex Langevin (CL) method is a promising approach to overcome the sign problem that occurs in real-time formulations of quantum field theories. Using the Schwinger-Keldysh formalism, we study SU($N_c$) gauge theories with CL. We…

High Energy Physics - Lattice · Physics 2023-06-13 Kirill Boguslavski , Paul Hotzy , David I. Müller

We give a structure preserving spatio-temporal discretization for incompressible magnetohydrodynamics (MHD) on the sphere. Discretization in space is based on the theory of geometric quantization, which yields a spatially discretized…

Numerical Analysis · Mathematics 2025-08-12 Klas Modin , Michael Roop

In this paper, a linearized fully discrete scheme is proposed to solve the two-dimensional nonlinear time fractional Schr\"odinger equation with weakly singular solutions, which is constructed by using L1 scheme for Caputo fractional…

Numerical Analysis · Mathematics 2025-04-15 Jun Ma , Tao Sun , Hu Chen

Motivated by the discrete dipole approximation (DDA) for the scattering of electromagnetic waves by a dielectric obstacle that can be considered as a simple discretization of a Lippmann-Schwinger style volume integral equation for…

Numerical Analysis · Mathematics 2025-08-01 Martin Costabel , Monique Dauge , Khadijeh Nedaiasl

We provide a simple non-perturbative formulation for non-commutative four-dimensional N = 2 supersymmetric Yang-Mills theories. The formulation is constructed by a combination of deconstruction (orbifold projection), momentum cut-off and…

High Energy Physics - Lattice · Physics 2015-06-05 Tomohisa Takimi

In the last few years, the Yang--Mills gradient flow was shown to be an attractive tool for non-perturbative studies of non-Abelian gauge theories. Here a simple extension of the flow to the quark fields in QCD is considered. As in the case…

High Energy Physics - Lattice · Physics 2013-06-18 Martin Lüscher