Related papers: Discrete hypocoercivity for a nonlinear kinetic re…

Robust discretization methods for (nearly-incompressible) linear elasticity are free of volume-locking and gradient-robust. While volume-locking is a well-known problem that can be dealt with in many different discretization approaches, the…

Langevin Dynamics has been extensively employed in global non-convex optimization due to the concentration of its stationary distribution around the global minimum of the potential function at low temperatures. In this paper, we propose to…

We propose a novel model reduction approach for the approximation of non linear hyperbolic equations in the scalar and the system cases. The approach relies on an offline computation of a dictionary of solutions together with an online…

This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…

In this article we study a reaction diffusion system with $m$ unknown concentration. The non-linearity in our study comes from an underlying reversible chemical reaction and triangular in nature. Our objective is to understand the large…

Nonlinear two-point boundary value problems arise in numerous areas of application. The existence and number of solutions for various cases has been studied from a theoretical standpoint. These results generally rely upon growth conditions…

In this work, we establish $\mathrm{L}^2$-exponential convergence for a broad class of Piecewise Deterministic Markov Processes recently proposed in the context of Markov Process Monte Carlo methods and covering in particular the Randomized…

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…

We investigate discretizations of a geometrically nonlinear elastic Cosserat shell with nonplanar reference configuration originally introduced by B\^irsan, Ghiba, Martin, and Neff in 2019. The shell model includes curvature terms up to…

This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…

This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…

We unify the variational hypocoercivity framework established by D. Albritton, S. Armstrong, J.-C. Mourrat, and M. Novack, with the notion of second-order lifts of reversible diffusion processes, recently introduced by A. Eberle and F.…

We study a time implicit Finite Volume scheme for degenerate Cahn-Hilliard model proposed in [W. E and P. Palffy-Muhoray. Phys. Rev. E, 55:R3844-R3846, 1997] and studied mathematically by the authors in [C. Canc\`es, D. Matthes, and F.…

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

When homogenizing elliptic partial differential equations, the so-called corrector problem is pivotal to compute the macroscale effective coefficients from the microscale information. To solve this corrector problem in the periodic setting,…

We propose a finite volume method on general meshes for the discretization of a degenerate parabolic convection-reaction-diffusion equation. Equations of this type arise in many contexts, such as the modeling of contaminant transport in…

In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…

Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…

Reduced modeling in high-dimensional reproducing kernel Hilbert spaces offers the opportunity to approximate efficiently non-linear dynamics. In this work, we devise an algorithm based on low rank constraint optimization and kernel-based…

We prove strong convergence of a semi-discrete finite difference method for the KdV and modified KdV equations. We extend existing results to non-smooth data (namely, in $L^2$), without size restrictions. Our approach uses a fourth order…