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Related papers: Discretizing the Fokker-Planck equation with secon…

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In this work, we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker-Planck equation and the Keller-Segel equations.…

Numerical Analysis · Mathematics 2022-03-25 Jingwei Hu , Xiangxiong Zhang

A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…

Numerical Analysis · Mathematics 2018-06-18 José A. Carrillo , Bertram Düring , Daniel Matthes , David S. McCormick

A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…

Numerical Analysis · Mathematics 2021-11-19 R Herbin , J. -C Latché , Y Nasseri , N Therme

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…

Numerical Analysis · Mathematics 2019-06-26 Fanhai Zeng , Ian Turner , Kevin Burrage , Stephen J. Wright

We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…

Analysis of PDEs · Mathematics 2022-10-06 Alain Blaustein , Francis Filbet

We propose a discrete functional analysis result suitable for proving compactness in the framework of fully discrete approximations of strongly degenerate parabolic problems. It is based on the original exploitation of a result related to…

Numerical Analysis · Mathematics 2015-04-16 Boris Andreianov , Clément Cancès , Ayman Moussa

We present a finite volume scheme for modeling the diffusion of charged particles, specifically ions, in constrained geometries using a degenerate Poisson-Nernst-Planck system with size exclusion yielding cross-diffusion. Our method…

Numerical Analysis · Mathematics 2026-03-04 Clément Cancès , Maxime Herda , Annamaria Massimini

We present a linear, second order fully discrete numerical scheme on a staggered grid for a thermodynamically consistent hydrodynamic phase field model of binary compressible fluid flow mixtures derived from the generalized Onsager…

Numerical Analysis · Mathematics 2019-07-24 Xueping Zhao , Qi Wang

In this paper, we propose two approaches to derive the discrete Poincar\'e inequality for the B-schemes, a family of finite volume discretization schemes, for the one-dimensional Fokker-Planck equation in full space. We study the properties…

Numerical Analysis · Mathematics 2025-07-08 Lei Li , Jian-Guo Liu , Zhen Wang

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

Numerical Analysis · Mathematics 2021-05-12 Keita Sana , Beljadid Abdelaziz , Bourgault Yves

In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…

Numerical Analysis · Mathematics 2018-02-08 Guillaume Dujardin , Frédéric Hérau , Pauline Lafitte

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

Numerical Analysis · Mathematics 2020-06-05 Manh Hong Duong , Bangti Jin

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

We propose and analyse numerical schemes for a system of quasilinear, degenerate evolution equations modelling biofilm growth as well as other processes such as flow through porous media and the spreading of wildfires. The first equation in…

Numerical Analysis · Mathematics 2024-04-05 R. K. H. Smeets , K. Mitra , I. S. Pop , S. Sonner

This paper presents a data-driven finite volume method for solving 1D and 2D hyperbolic partial differential equations. This work builds upon the prior research incorporating a data-driven finite-difference approximation of smooth solutions…

Numerical Analysis · Mathematics 2025-02-25 Guillaume de Romémont , Florent Renac , Jorge Nunez , Francisco Chinesta

The parabolic-elliptic Keller-Segel equation with sensitivity saturation, because of its pattern formation ability, is a challenge for numerical simulations. We provide two finite-volume schemes whose goals are to preserve, at the discrete…

Numerical Analysis · Mathematics 2018-10-30 Luís Neves de Almeida , Federica Bubba , Benoît Perthame , Camille Pouchol

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

Numerical Analysis · Mathematics 2019-02-06 Graham Baird , Endre Süli

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

Optimization and Control · Mathematics 2018-11-16 Kenneth F. Caluya , Abhishek Halder

In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…

Numerical Analysis · Mathematics 2020-08-18 Chenghua Duan , Wenbin Chen , Chun Liu , Xingye Yue , Shenggao Zhou