Related papers: Coupled Scheme for Linear and Hamilton-Jacobi Equa…
We study a class of weakly coupled systems of Hamilton{Jacobi equations at the critical level. We associate to it a family of scalar discounted equation. Using control{theoretic tech- niques we construct an algorithm which allows obtaining…
Multiscale methods for second order elliptic equations based on non-overlapping domain decomposition schemes have great potential to take advantage of multi-core, state-of-the-art parallel computers. These methods typically involve solving…
Compositional simulation is challenging, because of highly nonlinear couplings between multi-component flow in porous media with thermodynamic phase behavior. The coupled nonlinear system is commonly solved by the fully-implicit scheme.…
This paper focuses on the numerical approximation of the linearized shallow water equations using hybridizable discontinuous Galerkin (HDG) methods, leveraging the Hamiltonian structure of the evolution system. First, we propose an…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…
In the first part of the paper, we propose and rigorously analyze a mixed finite element method for the approximation of the periodic strong solution to the fully nonlinear second-order Hamilton--Jacobi--Bellman equation with coefficients…
We apply the coupled cluster method (CCM) to the Hamiltonian version of the latticised O(4) non-linear sigma model. The method, which was initially developed for the accurate description of quantum many-body systems, gives rise to two…
We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundary conditions. It is well known that convergence towards the…
In this work, we propose multicontinuum splitting schemes for the wave equation with a high-contrast coefficient, extending our previous research on multiscale flow problems. The proposed approach consists of two main parts: decomposing the…
A new scheme that tightly couples kinetic turbulence codes across a spatial interface is introduced. This scheme evolves from considerations of competing strategies and down-selection. It is found that the use of a composite kinetic…
In this paper we study an approximation scheme for an Hamilton-Jacobi equation of Eikonal type defined on a network. We introduce an appropriate notion of viscosity solution for this class of equations (see \cite{sc}) and we prove that an…
We present a numerical scheme for immiscible two-phase flows with one compressible and one incompressible phase. Special emphasis lies in the discussion of the coupling strategy for compressible and incompressible Euler equations to…
This paper focuses on solving coupled problems of lumped parameter models. Such problems are of interest for the simulation of severe accidents in nuclear reactors~: these coarse-grained models allow for fast calculations for statistical…
In [Azimzadeh, P., and P. A. Forsyth. "Weakly chained matrices, policy iteration, and impulse control." SIAM J. Num. Anal. 54.3 (2016): 1341-1364], we outlined the theory and implementation of computational methods for implicit schemes for…
We describe spatio-temporal random processes using linear mixed models. We show how many commonly used models can be viewed as special cases of this general framework and pay close attention to models with separable or product-sum…
We propose a novel scheme to numerically solve scalar conservation laws on networks without the necessity to solve Riemann problems at the junction. The scheme is derived using the relaxation system introduced in [Jin and Xin, Comm. Pure…
In this paper, we present the derivation of a multicontinuum model for the coupled flow and transport equations by applying multicontinuum homogenization. We perform the multicontinuum expansion for both flow and transport solutions and…
In this paper, we present splitting methods that are based on iterative schemes and applied to plasma simulations. The motivation arose of solving the Coulomb collisions, which are modeled by nonlinear stochastic differential equations. We…
We consider a loosely coupled, non-iterative Robin-Robin coupling method proposed and analyzed in [Numer. Algorithms, 99:921-948, 2025] for a parabolic-parabolic interface problem. We modify the first step of the scheme so that several…
Coupled wave equations are popular tool for investigating longitudinal dynamical effects in semiconductor lasers, for example, sensitivity to delayed optical feedback. We study a model that consists of a hyperbolic linear system of partial…