Related papers: Asymptotic-preserving finite difference method for…
We present a mathematical analysis of the asymptotic preserving scheme proposed in [M. Lemou and L. Mieussens, SIAM J. Sci. Comput., 31, pp. 334-368, 2008] for linear transport equations in kinetic and diffusive regimes. We prove that the…
The asymptotic log-Harnack inequality is established for several different models of stochastic differential systems with infinite memory: non-degenerate SDEs, Neutral SDEs, semi-linear SPDEs, and stochastic Hamiltonian systems. As…
The paper describes the construction of entropy-stable discontinuous Galerkin difference (DGD) discretizations for hyperbolic conservation laws on unstructured grids. The construction takes advantage of existing theory for entropy-stable…
This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…
We are concerned with quasilinear symmetrizable partially dissipative hyperbolic systems in the whole space $\mathbb{R}^d$ with $d\geq2$. Following our recent work [10] dedicated to the one-dimensional case, we establish the existence of…
Peer methods are a comprehensive class of time integrators offering numerous degrees of freedom in their coefficient matrices that can be used to ensure advantageous properties, e.g. A-stability or super-convergence. In this paper, we show…
In this work, we propose an asymptotic preserving scheme for a non-linear kinetic reaction-transport equation, in the regime of sharp interface. With a non-linear reaction term of KPP-type, a phenomenon of front propagation has been proved…
We study a nonlinear coupled system of partial differential equations arising from thermo--reaction--phase models. The system combines a heat diffusion equation, temperature-dependent chemical reactions of Arrhenius type, and a phase…
In this study, we investigate the Shallow Water Equations incorporating source terms accounting for Manning friction and a non-flat bottom topology. Our primary focus is on developing and validating numerical schemes that serve a dual…
In this paper, the method of constructing the asymptotics of the fundamental solution of the Cauchy problem for a degenerate linear parabolic equation with small diffusion is considered. Based on the results obtained in \cite{dn}, the study…
This paper establishes the global asymptotic equivalence, in the sense of the Le Cam $\Delta$-distance, between scalar diffusion models with unknown drift function and small variance on the one side, and nonparametric autoregressive models…
This paper extends the deterministic Lyapunov-based stabilization framework to random hyperbolic systems of conservation laws, where uncertainties arise in boundary controls and initial data. Building on the finite volume discretization…
The partially dissipative systems that characterize many physical phenomena were first pointed out by Godunov (1961), then investigated by Friedrichs-Lax (1971) who introduced the convex entropy, and later by Shizuta-Kawashima (1984,1985)…
We develop a version of Haar and Holmgren methods which applies to discontinuous solutions of nonlinear hyperbolic systems and allows us to control the L1 distance between two entropy solutions. The main difficulty is to cope with linear…
Structure-preserving numerical schemes for a nonlinear parabolic fourth-order equation, modeling the electron transport in quantum semiconductors, with periodic boundary conditions are analyzed. First, a two-step backward differentiation…
In this article, we present a numerical approach to ensure the preservation of physical bounds on the solutions to linear and nonlinear hyperbolic convection-reaction problems at the discrete level. We provide a rigorous framework for error…
System of partial differential equations with a convolution terms and non-local nonlinearity describing oscillations of plate due to Berger approach and with accounting for thermal regime in terms of Coleman-Gurtin and Gurtin-Pipkin law and…
In this paper, we develop an asymptotic-preserving and positivity-preserving discontinuous Galerkin (DG) method for solving the semiconductor Boltzmann equation in the diffusive scaling. We first formulate the diffusive relaxation system…
We study the large-time asymptotic behavior of solutions to the one-dimensional damped pressureless Euler-Poisson system with variable background states, subject to a neutrality condition. In the case where the background density converges…
In this work, we design and analyze an asymptotic preserving (AP), semi-implicit finite volume scheme for the scaled compressible isentropic Euler system with a singular pressure law known as the congestion pressure law. The congestion…