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An interesting family of geometric integrators for Lagrangian systems can be defined using discretizations of the Hamilton's principle of critical action. This family of geometric integrators is called variational integrators. In this…

Mathematical Physics · Physics 2015-06-16 Leonardo Colombo , David Martín de Diego , Marcela Zuccalli

When expressed in Lagrangian variables, the equations of motion for compressible (barotropic) fluids have the structure of a classical Hamiltonian system in which the potential energy is given by the internal energy of the fluid. The…

Analysis of PDEs · Mathematics 2021-12-21 Thomas Gallouët , Quentin Merigot , Andrea Natale

Invariant discretization schemes are derived for the one- and two-dimensional shallow-water equations with periodic boundary conditions. While originally designed for constructing invariant finite difference schemes, we extend the usage of…

Mathematical Physics · Physics 2013-01-04 Alexander Bihlo , Roman O. Popovych

In this work, we study and extend a class of semi-Lagrangian exponential methods, which combine exponential time integration techniques, suitable for integrating stiff linear terms, with a semi-Lagrangian treatment of nonlinear advection…

Numerical Analysis · Mathematics 2025-04-25 João Guilherme Caldas Steinstraesser , Martin Schreiber , Pedro da Silva Peixoto

This paper proposes a novel way to solve transient linear, and non-linear solid dynamics for compressible, nearly incompressible, and incompressible material in the updated Lagrangian framework for tetrahedral unstructured finite elements.…

Numerical Analysis · Mathematics 2021-07-07 R. Nemer , A. Larcher , T. Coupez , E. Hachem

A new high-order conservative finite element method for Darcy flow is presented. The key ingredient in the formulation is a volumetric, residual-based, based on Lagrange multipliers in order to impose conservation of mass that does not…

Numerical Analysis · Mathematics 2017-07-03 Eduardo Abreu , Ciro Diaz , Juan Galvis , Marcus Sarkis

We propose a time-adaptive, high-order compact finite difference scheme for option pricing in a family of stochastic volatility models. We employ a semi-discrete high-order compact finite difference method for the spatial discretisation,…

Computational Finance · Quantitative Finance 2024-03-26 Bertram Düring , Christof Heuer

We present a linear, second order fully discrete numerical scheme on a staggered grid for a thermodynamically consistent hydrodynamic phase field model of binary compressible fluid flow mixtures derived from the generalized Onsager…

Numerical Analysis · Mathematics 2019-07-24 Xueping Zhao , Qi Wang

We consider the numerical approximation of compressible flow in a pipe network. Appropriate coupling conditions are formulated that allow us to derive a variational characterization of solutions and to prove global balance laws for the…

Numerical Analysis · Mathematics 2016-10-06 Herbert Egger

We present a consistent high-order staggered Lagrangian hydrodynamics framework designed to reconcile an underlying disparity in existing curvilinear formulations: the mismatch between quadrature-based "strong" mass conservation and the…

Numerical Analysis · Mathematics 2026-04-01 Zhiyuan Sun , Jun Liu , Pei Wang

We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive,…

Locally refined meshes impose severe stability constraints on explicit time-stepping methods for the numerical simulation of time dependent wave phenomena. Local time-stepping methods overcome that bottleneck by using smaller time-steps…

Numerical Analysis · Mathematics 2012-10-19 Marcus Grote , Teodora Mitkova

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Optimization and Control · Mathematics 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

We present an efficient dimension-by-dimension finite-volume method which solves the adiabatic magnetohydrodynamics equations at high discretization order, using the constrained-transport approach on Cartesian grids. Results are presented…

Numerical Analysis · Mathematics 2024-07-29 Jean-Mathieu Teissier , Wolf-Christian Müller

We propose a variational finite volume scheme to approximate the solutions to Wasserstein gradient flows. The time discretization is based on an implicit linearization of the Wasserstein distance expressed thanks to Benamou-Brenier formula,…

Numerical Analysis · Mathematics 2019-07-22 Clément Cancès , Thomas O. Gallouët , Gabriele Todeschi

We introduce a new formulation for the finite element immersed boundary method which makes use of a distributed Lagrange multiplier. We prove that a full discretization of our model, based on a semi-implicit time advancing scheme, is…

Numerical Analysis · Mathematics 2015-03-05 Daniele Boffi , Nicola Cavallini , Lucia Gastaldi

We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…

Numerical Analysis · Mathematics 2023-08-29 Aaron Brunk , Herbert Egger , Oliver Habrich , Maria Lukacova-Medvidova

This study proposes an extension of the high-order compact gas-kinetic scheme (CGKS) to compressible flow simulation in an arbitrary Lagrangian-Eulerian (ALE) formulation in unstructured mesh. The ALE method is achieved by subdividing…

Computational Physics · Physics 2024-01-05 Yue Zhang , Kun Xu

We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…

Numerical Analysis · Mathematics 2015-05-01 Axel Målqvist , Anna Persson

We introduce a full-Lagrangian heterogeneous multiscale method (LHMM) to model complex fluids with microscopic features that can extend over large spatio-temporal scales, such as polymeric solutions and multiphasic systems. The proposed…

Fluid Dynamics · Physics 2022-11-22 Nicolas Moreno , Marco Ellero