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We propose a new class of finite element approximations to ideal compressible magnetohydrodynamic equations in smooth regime. Following variational approximations developed for fluid models in the last decade, our discretizations are built…

Numerical Analysis · Mathematics 2024-02-29 Valentin Carlier , Martin Campos-Pinto

The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…

Numerical Analysis · Mathematics 2015-12-04 Herbert Egger , Matthias Schlottbom

This paper introduces a novel approach to approximate a broad range of reaction-convection-diffusion equations using conforming finite element methods while providing a discrete solution respecting the physical bounds given by the…

Numerical Analysis · Mathematics 2023-11-28 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…

Statistics Theory · Mathematics 2008-08-22 Alessandro De Gregorio , Stefano Iacus

A simple and reliable finite difference approach is presented for solution of the Dirac equation eigenproblem for states confined in rotationally symmetric systems. The method sets the boundary condition for the spinor wave function…

Mesoscale and Nanoscale Physics · Physics 2019-05-08 B. Szafran , A. Mrenca-Kolasinska , D. Zebrowski

Two-fluid plasma flow equations describe the flow of ions and electrons with different densities, velocities, and pressures. We consider the ideal plasma flow i.e. we ignore viscous, resistive, and collision effects. The resulting system of…

Numerical Analysis · Mathematics 2024-09-25 Jaya Agnihotri , Deepak Bhoriya , Harish Kumar , Praveen Chandrashekhar , Dinshaw S. Balsara

In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…

Numerical Analysis · Mathematics 2022-05-02 Vijay Kumar Patel , Dhirendra Bahuguna

We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or…

Numerical Analysis · Mathematics 2020-12-11 Erik Burman , Johnny Guzman

Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…

Numerical Analysis · Mathematics 2023-05-24 James H. Adler , Casey Cavanaugh , Xiaozhe Hu , Andy Huang , Nathaniel Trask

Radiative transfer and radiation hydrodynamics use the relativistic Boltzmann equation to describe the kinetics of photons. It is difficult to solve the six-dimensional time-dependent transfer equation unless the problem is highly symmetric…

Instrumentation and Methods for Astrophysics · Physics 2011-02-09 Chi-kwan Chan

Convection-diffusion-reaction equations model the conservation of scalar quantities. From the analytic point of view, solution of these equations satisfy under certain conditions maximum principles, which represent physical bounds of the…

Numerical Analysis · Mathematics 2023-05-24 Gabriel R. Barrenechea , Volker John , Petr Knobloch

We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…

Mathematical Finance · Quantitative Finance 2025-04-10 Yan-Feng Wu , Jian-Qiang Hu

The main challenge of large-scale numerical simulation of radiation transport is the high memory and computation time requirements of discretization methods for kinetic equations. In this work, we derive and investigate a neural…

Numerical Analysis · Mathematics 2024-06-04 Steffen Schotthöfer , M. Paul Laiu , Martin Frank , Cory D. Hauck

We propose an arbitrarily high-order accurate numerical method for conservation laws that is based on a continuous approximation of the solution. The degrees of freedom are point values at cell interfaces and moments of the solution inside…

Numerical Analysis · Mathematics 2023-01-10 Rémi Abgrall , Wasilij Barsukow

To close the moment model deduced from kinetic equations, the canonical approach is to provide an approximation to the flux function not able to be depicted by the moments in the reduced model. In this paper, we propose a brand new closure…

Computational Physics · Physics 2021-02-16 Ruo Li , Weiming Li , Lingchao Zheng

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

In a recent article the authors showed that the radiative Transfer equations with multiple frequencies and scattering can be formulated as a nonlinear integral system. In the present article, the formulation is extended to handle reflective…

Numerical Analysis · Mathematics 2023-06-12 Olivier Pironneau , Pierre-Henri Tournier

An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…

Numerical Analysis · Mathematics 2021-05-13 Ansgar Jüngel , Antoine Zurek

A macroscopic model to describe the dynamics of ion transport in ion channels is the Poisson-Nernst-Planck(PNP) equations. In this paper, we develop a finite-difference method for solving PNP equations, which is second-order accurate in…

Numerical Analysis · Mathematics 2013-03-18 Allen Flavell , Michael Machen , Bob Eisenberg , Chun Liu , Xiaofan Li

Observations and magnetohydrodynamic simulations of solar and stellar atmospheres reveal an intermittent behavior or steep gradients in physical parameters, such as magnetic field, temperature, and bulk velocities. The numerical solution of…

Solar and Stellar Astrophysics · Physics 2019-03-22 Gioele Janett