Related papers: Positivity-preserving schemes for some nonlinear s…
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 propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…
We prove the existence and uniqueness of a mild solution for a class of non-autonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset $D \subset \mathbb{R}^d$ and involving standard and fractional…
We consider the driven diffusion of Brownian particles in 1D periodic potentials using the recently proposed Stochastic Path Integral Hyperdynamics (SPHD) scheme [L.Y. Chen and L.J.M. Horing, J. Chem. Phys. {\bf 126}, 224103 (2007)]. First,…
The paper is devoted to the study of nonlinear stochastic Schr\"{o}dinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born--Markov approximations, this…
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…
The method of equivariant moving frames on multi-space is used to construct symmetry preserving finite difference schemes of partial differential equations invariant under finite-dimensional symmetry groups. Invariant numerical schemes for…
In this paper we propose and analyze a finite difference numerical scheme for the Poisson-Nernst-Planck equation (PNP) system. To understand the energy structure of the PNP model, we make use of the Energetic Variational Approach (EnVarA),…
In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…
We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…
We consider strong approximations of $1+1$-dimensional stochastic PDEs driven by additive space-time white noise. It has been long proposed (Davie-Gaines '01, Jentzen-Kloeden '08), as well as observed in simulations, that approximation…
We consider a system of $d$ coupled non-linear stochastic heat equations in spatial dimension 1 driven by $d$-dimensional additive space-time white noise. We establish upper and lower bounds on hitting probabilities of the solution $\{u(t,…
We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with…
We apply the concept of a frequency-dependent effective temperature based on the fluctuation-dissipation ratio to a driven Brownian particle in a nonequilibrium steady state. Using this system as a thermostat for a weakly coupled harmonic…
We present a conservative/dissipative time integration scheme for nonlinear mechanical systems. Starting from a weak form, we derive algorithmic forces and velocities that guarantee the desired conservation/dissipation properties. Our…
In this paper we consider unconditionally energy stable numerical schemes for the nonstationary 3D magneto-micropolar equations that describes the microstructure of rigid microelements in electrically conducting fluid flow under some…
In this paper, we present a first-order finite element scheme for the viscoelastic electrohydrodynamic model. The model incorporates the Poisson-Nernst-Planck equations to describe the transport of ions and the Oldroyd-B constitutive model…
A method for constructing first integral preserving numerical schemes for time-dependent partial differential equations on non-uniform grids is presented. The method can be used with both finite difference and partition of unity approaches,…
We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated…