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Related papers: Structure-Preserving Numerical Methods for Fokker-…

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In this work, we use the monolithic convex limiting (MCL) methodology to enforce relevant inequality constraints in implicit finite element discretizations of the compressible Euler equations. In this context, preservation of invariant…

Numerical Analysis · Mathematics 2024-11-12 Paul Moujaes , Dmitri Kuzmin

First we show that physics-informed neural networks are not suitable for a large class of parabolic partial differential equations including the Fokker-Planck equation. Then we devise an algorithm to compute solutions of the Fokker-Planck…

Analysis of PDEs · Mathematics 2024-05-02 Pinak Mandal , Amit Apte

This paper introduces a nonlinear acceleration technique that accelerates the convergence of solution of transport problems with highly forward-peaked scattering. The technique is similar to a conventional high-order/low-order (HOLO)…

Nuclear Theory · Physics 2020-05-14 J. J. Kuczek , J. K. Patel , R. Vasques

This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…

Probability · Mathematics 2025-09-12 Yan Luo , Kaicheng Sheng

A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous…

Numerical Analysis · Mathematics 2025-10-20 S. B. Yuste , L. Acedo

Maxwell's equations are considered with transparent boundary conditions, for initial conditions and inhomogeneity having support in a bounded, not necessarily convex three-dimensional domain or in a collection of such domains. The numerical…

Numerical Analysis · Mathematics 2020-10-21 Balázs Kovács , Christian Lubich

The Cauchy problem to the Fokker-Planck-Boltzmann equation under Grad's angular cut-off assumption is investigated. When the initial data is a small perturbation of an equilibrium state, global existence and optimal temporal decay estimates…

Analysis of PDEs · Mathematics 2013-06-14 Linjie Xiong , Tao Wang , Lusheng Wang

This paper considers the backward Euler based linear time filtering method for the EMAC formulation of the incompressible Navier-Stokes equations. The time filtering is added as a modular step to the standard backward Euler code leading to…

Numerical Analysis · Mathematics 2022-03-11 Medine Demir , Aytekin Çıbık , Songül Kaya

This paper studies a quantum simulation technique for solving the Fokker-Planck equation. Traditional semi-discretization methods often fail to preserve the underlying Hamiltonian dynamics and may even modify the Hamiltonian structure,…

Quantum Physics · Physics 2024-04-25 Shi Jin , Nana Liu , Yue Yu

We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…

Quantum Physics · Physics 2009-11-07 L. I. Plimak , M. K. Olsen , M. Fleischhauer , M. J. Collett

We revisit the traditional upwind schemes for linear conservation laws in the viewpoint of jump processes, allowing studying upwind schemes using probabilistic tools. In particular, for Fokker-Planck equations on $\mathbb{R}$, in the case…

Numerical Analysis · Mathematics 2018-07-24 Lei Li , Jian-Guo Liu

This paper presents a primal-dual weak Galerkin (PD-WG) finite element method for a class of second order elliptic equations of Fokker-Planck type. The method is based on a variational form where all the derivatives are applied to the test…

Numerical Analysis · Mathematics 2017-04-20 Chunmei Wang , Junping Wang

We study a space-time finite element approach for the nonhomogeneous wave equation using a continuous time Galerkin method. We present fully implicit examples in 1+1, 2+1, and 3+1 dimensions using linear quadrilateral, hexahedral, and…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Matthew Anderson , Jung-Han Kimn

This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…

Numerical Analysis · Mathematics 2020-08-26 Santiago Badia , Jesús Bonilla , Sibusiso Mabuza , John N. Shadid

This paper presents a novel Fourier spectral method that utilizes optimization techniques to ensure the positivity and conservation of moments in the space of trigonometric polynomials. We rigorously analyze the accuracy of the new method…

Numerical Analysis · Mathematics 2023-04-25 Zhenning Cai , Bo Lin , Meixia Lin

The aim of the present paper is twofold:(1) We carry on with developing an abstract method for deriving decay estimates on the semigroup associated to non-symmetric operators in Banach spaces as introduced in [10]. We extend the method so…

Analysis of PDEs · Mathematics 2015-10-28 S Mischler , C Mouhot

We consider general systems of ordinary differential equations with monotonic Gibbs entropy, and introduce an entropic scheme that simply imposes an entropy fix after every time step of any existing time integrator. It is proved that in the…

Numerical Analysis · Mathematics 2021-06-24 Zhenning Cai , Jingwei Hu , Yang Kuang , Bo Lin

It is well known, thanks to Lax-Wendroff theorem, that the local conservation of a numerical scheme for a conservative hyperbolic system is a simple and systematic way to guarantee that, if stable, a scheme will provide a sequence of…

Numerical Analysis · Mathematics 2023-01-16 Remi Abgrall , P Bacigaluppi , S Tokareva

Stiff systems of ordinary differential equations (ODEs) and sparse training data are common in scientific problems. This paper describes efficient, implicit, vectorized methods for integrating stiff systems of ordinary differential…

Numerical Analysis · Mathematics 2023-10-16 Mark C. Messner , Tianchen Hu , Tianju Chen

We present an algorithm for the rapid numerical integration of smooth, time-periodic differential equations with small nonlinearity, particularly suited to problems with small dissipation. The emphasis is on speed without compromising…

Numerical Analysis · Mathematics 2015-06-23 Michele V. Bartuccelli , Jonathan H. B. Deane , Guido Gentile