Related papers: Structure-Preserving Numerical Methods for Fokker-…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
We propose a particle method for numerically solving the Landau equation, inspired by the score-based transport modeling (SBTM) method for the Fokker-Planck equation. This method can preserve some important physical properties of the Landau…
We analyse three time integration schemes for unfitted methods in fluid structure interaction. In Alghorithm 1 we propose a fully discrete monolithic algorithm with P1 P1 stabilized finite elements for the fluid problem; for this alghorithm…
This paper considers the strong error analysis of the Euler and fast Euler methods for nonlinear overdamped generalized Langevin equations driven by the fractional noise. The main difficulty lies in handling the interaction between the…
We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form elliptic equations. Based on the Feynman--Kac formula, the solution is represented as a conditional expectation associated with a diffusion…
The Euler scheme is up to date the most important numerical method for ordinary differential inclusions, because the use of the available higher-order methods is prohibited by their enormous complexity after spatial discretization.…
We present a numerical method to accurately simulate particle size distributions within the formalism of rate equation cluster dynamics. This method is based on a discretization of the associated Fokker-Planck equation. We show that…
We show that a formal solution of a rather general non-Markovian Fokker-Planck equation can be represented in a form of an integral decomposition and thus can be expressed through the solution of the Markovian equation with the same…
The time dependent complex Schr\"odinger equation with cubic nonlinearity is solved by constructing differential quadrature algorithm based on sinc functions. Reduction to a coupled system of real equations enables to approach the space…
In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with…
Since almost twenty years, modified Patankar--Runge--Kutta (MPRK) methods have proven to be efficient and robust numerical schemes that preserve positivity and conservativity of the production-destruction system irrespectively of the time…
We present a systematic numerical iteration approach to study the evolution properties of the spin-boson systems, which works well in whole coupling regime. This approach involves the evaluation of a set of coefficients for the formal…
An infinite-dimensional bilinear optimal control problem with infinite-time horizon is considered. The associated value function can be expanded in a Taylor series around the equilibrium, the Taylor series involving multilinear forms which…
This article presents a finite element scheme with Newton's method for solving the time-fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank-Nicolson scheme based on backward Euler convolution…
We address a class of schemes for the Euler equations with the following features: the space discretization is staggered, possible upwinding is performed with respect to the material velocity only and the internal energy balance is solved,…
Low-rank methods for kinetic equations have attracted increasing attention due to their effectiveness in reducing the high dimensionality of phase space. In our previous work [G. Wang & J. Hu, J. Comput. Phys. 558 (2026) 114884], we…
This paper considers a two-step fourth-order modified explicit Euler/Crank-Nicolson numerical method for solving the time-variable fractional mobile-immobile advection-dispersion model subjects to suitable initial and boundary conditions.…
We propose an explicit particle method for the Vlasov-Fokker-Planck equation that conserves energy at the fully discrete level. The method features two key components: a deterministic and conservative particle discretization for the…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…