Related papers: Unconditionally positivity-preserving explicit Eul…
We propose and analyze a variation of the Euler scheme for state constrained ordinary differential inclusions under weak assumptions on the right-hand side and the state constraints. Convergence results are given for the space-continuous…
The design and analysis of a unified asymptotic preserving (AP) and well-balanced scheme for the Euler Equations with gravitational and frictional source terms is presented in this paper. The asymptotic behaviour of the Euler system in the…
We study the strong rates of the Euler-Maruyama approximation for one dimensional stochastic differential equations whose drift coefficient may be neither continuous nor one-sided Lipschitz and diffusion coefficient is H\"older continuous.…
The first half of Onsager's conjecture states that the Euler equations of an ideal incompressible fluid conserve energy if $u (\cdot ,t) \in C^{0, \theta} (\mathbb{T}^3)$ with $\theta > \frac{1}{3}$. In this paper, we prove an analogue of…
We study the weak approximation error of a skew diffusion with bounded measurable drift and H\"older diffusion coefficient by an Euler-type scheme, which consists of iteratively simulating skew Brownian motions with constant drift. We first…
We develop a structure-preserving numerical discretization for the electrostatic Euler-Poisson equations with a constant magnetic field. The scheme preserves positivity of the density, positivity of the internal energy and a minimum…
We present two fully probabilistic Euler schemes, one explicit and one implicit, for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of super-linear growth and random initial condition. We provide a…
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…
We study the weak error associated with the Euler scheme of non degenerate diffusion processes with non smooth bounded coefficients. Namely, we consider the cases of H{\"o}lder continuous coefficients as well as piecewise smooth drifts with…
For a Keller-Segel model for chemotaxis in two spatial dimensions we consider a modification of a positivity preserving fully discrete scheme using a local extremum diminishing flux limiter. We discretize space using piecewise linear finite…
In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by $\alpha$-stable processes with $\alpha\in(1,2)$. The well-posedness of these equations has been…
We investigate global solutions to the Euler-alignment system in $d$ dimensions with unidirectional flows and strongly singular communication protocols $\phi(x) = |x|^{-(d+\alpha)}$ for $\alpha \in (0,2)$. Our paper establishes global…
The Poisson-Nernst-Planck (PNP) system is a widely accepted model for simulation of ionic channels. In this paper, we design, analyze, and numerically validate a second order unconditional positivity-preserving scheme for solving a reduced…
We propose an efficient numerical scheme for the resolution of a non-hydrostatic Saint-Venant type model. The model is a shallow water type approximation of the incompressbile Euler system with free surface and slightly differs from the…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
As a well-known fact, the classical Euler scheme works merely for SDEs with coefficients of linear growth. In this paper, we study a general framework of modified Euler schemes, which is applicable to SDEs with super-linear drifts and…
We prove a novel stability estimate in $L^\infty _t (L^p _x)$ between the regular Lagrangian flow of a Sobolev vector field and a piecewise affine approximation of such flow. This approximation of the flow is obtained by a (sort of)…
A key characteristic of the anomalous sub-solution equation is that the solution exhibits algebraic decay rate over long time intervals, which is often refered to the Mittag-Leffler type stability. For a class of power nonlinear…
Two semi-implicit Euler schemes for differential inclusions are proposed and analyzed in depth. An error analysis shows that both semi-implicit schemes inherit favorable stability properties from the differential inclusion. Their…
This paper presents a strong convergence rate analysis of general discretization approximations for McKean-Vlasov SDEs with super-linear growth coefficients over infinite time horizon. Under some specified non-globally Lipschitz conditions,…