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This paper aims to investigate numerical approximation of a general second order non-autonomous semilinear parabolic stochastic partial differential equation (SPDE) driven by multiplicative noise. Numerical approximations of autonomous…

Numerical Analysis · Mathematics 2018-09-13 Antoine Tambue , Jean Daniel Mukam

In order to solve Prandtl-type equations we propose a collocation-quadrature method based on VP filtered interpolation at Chebyshev nodes. Uniform convergence and stability are proved in a couple of Holder - Zygmund spaces of locally…

Numerical Analysis · Mathematics 2020-09-04 Maria Carmela De Bonis , Donatella Occorsio , Woula Themistoclakis

In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…

Numerical Analysis · Mathematics 2016-07-26 Tao Xiong , Giovanni Russo , Jing-Mei Qiu

We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range…

Machine Learning · Computer Science 2026-05-11 Lyra Zhornyak , Eric Forgoston , M. Ani Hsieh

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Optimization and Control · Mathematics 2018-06-15 Quoc Tran-Dinh , Yuzixuan Zhu

Semi-Lagrangian (SL) schemes are highly efficient for simulating transport equations and are widely used across various applications. Despite their success, designing genuinely multi-dimensional and conservative SL schemes remains a…

Numerical Analysis · Mathematics 2024-05-06 Yongsheng Chen , Wei Guo , Xinghui Zhong

We theoretically solve the nonlinear Schr\"{o}dinger equation describing the propagation of pure high, even order dispersion (PHEODs) solitons by variational approach. The Lagrangian for nonlinear pulse transmission systems with each…

Optics · Physics 2024-09-12 Xing Liao , Jiahan Huang , Daquan Lu , Wei Hu

We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Chun Liu

A new semi-analytical solution to the advection-dispersion-reaction equation for modelling solute transport in layered porous media is derived using the Laplace transform. Our solution approach involves introducing unknown functions…

Numerical Analysis · Mathematics 2020-09-29 Elliot J. Carr

We design the conforming virtual element method for the numerical approximation of the two dimensional elastodynamics problem. We prove stability and convergence of the semi-discrete approximation and derive optimal error estimates under…

Numerical Analysis · Mathematics 2020-10-16 P. F. Antonietti , G. Manzini , I. Mazzieri , H. Mourad , M. Verani

The semi-Lagrangian method using the hybrid-cubic-rational interpolation function [M. Ida, Comput. Fluid Dyn. J. 10 (2001) 159] is modified to a conservative method by incorporating the concept discussed in [R. Tanaka et al., Comput. Phys.…

Numerical Analysis · Mathematics 2025-10-20 Masato Ida

This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully…

Numerical Analysis · Mathematics 2021-07-16 Walter Boscheri , Maurizio Tavelli , Lorenzo Pareschi

In this paper we study a system of advection-diffusion equations in a bulk domain coupled to an advection-diffusion equation on an embedded surface. Such systems of coupled partial differential equations arise in, for example, the modeling…

Numerical Analysis · Mathematics 2014-12-09 Sven Gross , Maxim A. Olshanskii , Arnold Reusken

In this work, we propose a new semi-Lagrangian (SL) finite difference scheme for nonlinear advection-diffusion problems. To ensure conservation, which is fundamental for achieving physically consistent solutions, the governing equations are…

Numerical Analysis · Mathematics 2025-11-05 Silvia Preda , Walter Boscheri , Matteo Semplice , Maurizio Tavelli

The spacelike reduction of the Chern-Simons Lagrangian yields a modified Nonlinear Schr\"odinger Equation (jNLS) where in the non-linearity the particle density is replaced by current. When the phase is linear in the position, this latter…

High Energy Physics - Theory · Physics 2007-05-23 M Hassaine , P. A. Horvathy , J-C. Yera

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise under more relaxed conditions. The SPDE is discretized…

Numerical Analysis · Mathematics 2020-01-01 Antoine Tambue , Jean Daniel Mukam

This work proposes and analyzes a generalized acceleration technique for decreasing the computational complexity of using stochastic collocation (SC) methods to solve partial differential equations (PDEs) with random input data. The SC…

Numerical Analysis · Mathematics 2015-05-05 Diego Galindo , Peter Jantsch , Clayton G. Webster , Guannan Zhang

A robust nonconforming mixed finite element method is developed for a strain gradient elasticity (SGE) model. In two and three dimensional cases, a lower order $C^0$-continuous $H^2$-nonconforming finite element is constructed for the…

Numerical Analysis · Mathematics 2023-09-25 Mingqing Chen , Jianguo Huang , Xuehai Huang

We develop a semi-discrete optimal transport scheme for the compressible semi-geostrophic equations, a system that plays an important role in modelling large-scale atmospheric dynamics and frontogenesis. Unlike the incompressible case, the…

Numerical Analysis · Mathematics 2026-03-10 Théo Lavier , Beatrice Pelloni

The numerical solution of the Stokes equations on an evolving domain with a moving boundary is studied based on the arbitrary Lagrangian-Eulerian finite element method and a second-order projection method along the trajectories of the…

Numerical Analysis · Mathematics 2023-10-13 Qiqi Rao , Jilu Wang , Yupei Xie