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We develop a set of numerical schemes for the Poisson--Nernst--Planck equations. We prove that our schemes are mass conservative, uniquely solvable and keep positivity unconditionally. Furthermore, the first-order scheme is proven to be…

Numerical Analysis · Mathematics 2022-11-09 Jie Shen , Jie Xu

This work presents neural network based minimal entropy closures for the moment system of the Boltzmann equation, that preserve the inherent structure of the system of partial differential equations, such as entropy dissipation and…

Numerical Analysis · Mathematics 2022-01-26 Steffen Schotthöfer , Tianbai Xiao , Martin Frank , Cory D. Hauck

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schr\"odinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation…

Numerical Analysis · Mathematics 2021-12-07 Chaolong Jiang , Jin Cui , Xu Qian , Songhe Song

Neural networks have demonstrated significant potential in solving partial differential equations (PDEs). While global approaches such as Physics-Informed Neural Networks (PINNs) offer promising capabilities, they often lack inherent…

Numerical Analysis · Mathematics 2026-03-24 Zihao Shi , Dongling Wang

We present an asymptotic preserving method for the radiative transfer equations in the framework of PN method. An implicit and explicit method is proposed to solve the P N system based on the order analysis of the expansion coefficients of…

Numerical Analysis · Mathematics 2022-03-29 Weiming Li , Peng Song , Yanli Wang

We propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…

Numerical Analysis · Mathematics 2024-04-05 Hamad El Kahza , William Taitano , Jing-Mei Qiu , Luis Chacón

In plasma simulations, where the speed of light divided by a characteristic length is at a much higher frequency than other relevant parameters in the underlying system, such as the plasma frequency, implicit methods begin to play an…

Numerical Analysis · Mathematics 2016-06-30 Yingda Cheng , Andrew J. Christlieb , Wei Guo , Benjamin Ong

We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…

Numerical Analysis · Mathematics 2026-04-24 Anita Gjesteland , Sigrun Ortleb , Salim Elghawi , David C. Del Rey Fernández

The main challenge of large-scale numerical simulation of radiation transport is the high memory and computation time requirements of discretization methods for kinetic equations. In this work, we derive and investigate a neural…

Numerical Analysis · Mathematics 2024-06-04 Steffen Schotthöfer , M. Paul Laiu , Martin Frank , Cory D. Hauck

This paper presents two kinds of strategies to construct structure-preserving algorithms with homogeneous Neumann boundary conditions for the sine-Gordon equation, while most existing structure-preserving algorithms are only valid for zero…

Numerical Analysis · Mathematics 2019-09-04 Wenjun Cai , Chaolong Jiang , Yushun Wang

We study the convergence and the stability of fictitious dynamical methods for electrons. First, we show that a particular damped second-order dynamics has a much faster rate of convergence to the ground-state than first-order steepest…

Condensed Matter · Physics 2009-10-22 Francesco Tassone , Francesco Mauri , Roberto Car

This paper is concerned with structure-preserving numerical approximations for a class of nonlinear nonlocal Fokker-Planck equations, which admit a gradient flow structure and find application in diverse contexts. The solutions,…

Numerical Analysis · Mathematics 2024-03-26 José A. Carrillo , Hailiang Liu , Hui Yu

We develop structure-preserving numerical methods for the Serre-Green-Naghdi equations, a model for weakly dispersive free-surface waves. We consider both the classical form, requiring the inversion of a non-linear elliptic operator, and a…

Numerical Analysis · Mathematics 2026-04-08 Hendrik Ranocha , Mario Ricchiuto

Numerical schemes for the solution of the Euler equations have recently been developed, which involve the discretisation of the internal energy equation, with corrective terms to ensure the correct capture of shocks, and, more generally,…

Numerical Analysis · Mathematics 2019-06-28 R. Herbin , T. Gallouët , J. -C Latché , N Therme

In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…

Numerical Analysis · Mathematics 2022-01-26 Jialin Hong , Baohui Hou , Liying Sun

For linear transport and radiative heat transfer equations with random inputs, we develop new generalized polynomial chaos based Asymptotic-Preserving stochastic Galerkin schemes that allow efficient computation for the problems that…

Numerical Analysis · Mathematics 2017-03-14 Shi Jin , Hanqing Lu , Lorenzo Pareschi

We introduce a novel structure-preserving method in order to approximate the compressible ideal Magnetohydrodynamics (MHD) equations. This technique addresses the MHD equations using a non-divergence formulation, where the contributions of…

Numerical Analysis · Mathematics 2023-10-31 Tuan Anh Dao , Murtazo Nazarov , Ignacio Tomas

We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…

Statistical Mechanics · Physics 2021-12-23 Debasish Chaudhuri , Abhishek Dhar

Multiscale systems are ubiquitous in science and technology, but are notoriously challenging to simulate as short spatiotemporal scales must be appropriately linked to emergent bulk physics. When expensive high-dimensional dynamical systems…

Machine Learning · Computer Science 2025-12-30 Quercus Hernandez , Max Win , Thomas C. O'Connor , Paulo E. Arratia , Nathaniel Trask
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