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We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…
We derive dispersion estimates for solutions of the one-dimensional discrete perturbed Dirac equation. To this end we develop basic scattering theory and establish a limiting absorption principle for discrete perturbed Dirac operators.
We conduct an analysis of a one-dimensional linear problem that describes the vibrations of a connected suspension bridge. In this model, the single-span roadbed is represented as a thermoelastic Shear beam without rotary inertia. We…
We study the existence of solutions of Ricci flow equations of Ollivier-Lin-Lu-Yau curvature defined on weighted graphs. Our work is motivated by\cite{NLLG} in which the discrete time Ricci flow algorithm has been applied successfully as a…
This paper describes a novel numerical model aiming at solving moving-boundary problems such as free-surface flows or fluid-structure interaction. This model uses a moving-grid technique to solve the Navier--Stokes equations expressed in…
In this paper, we propose a finite-volume scheme for aggregation-diffusion equations based on a Scharfetter--Gummel approximation of the quadratic, nonlocal flux term. This scheme is analyzed concerning well-posedness and convergence…
In this work we develop a novel domain splitting strategy for the solution of partial differential equations. Focusing on a uniform discretization of the $d$-dimensional advection-diffusion equation, our proposal is a two-level algorithm…
Convection schemes are a large source of error in global weather and climate models, and modern resolutions are often too fine to parameterise convection but are still too coarse to fully resolve it. Recently, numerical solutions of…
We are interested in a class of numerical schemes for the optimization of nonlinear hyperbolic partial differential equations. We present continuous and discretized relaxation schemes for scalar, one-- conservation laws. We present…
We present a simple numerical algorithm for solving elliptic equations where the diffusion coefficient, the source term, the solution and its flux are discontinuous across an irregular interface. The algorithm produces second-order accurate…
In this paper we present a non-local numerical scheme based on the Local Discontinuous Galerkin method for a non-local diffusive partial differential equation with application to traffic flow. In this model, the velocity is determined by…
A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…
In this paper we study jump-diffusion stochastic differential equations (SDEs) with a discontinuous drift coefficient and a possibly degenerate diffusion coefficient. Such SDEs appear in applications such as optimal control problems in…
A finite element approach to the elastic flow of a curve coupled with a diffusion equation on the curve is analysed. Considering the graph case, the problem is weakly formulated and approximated with continuous linear finite elements, which…
We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…
We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…
In this paper we consider the problem of approximating Euclidean distances by the infinite integer grid graph. Although the topology of the graph is fixed, we have control over the edge-weight assignment $w:E\to \mathbb{R}_{\ge 0}$, and…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
We consider a singularly perturbed convection-diffusion problem that has in addition a shift term. We show a solution decomposition using asymptotic expansions and a stability result. Based upon this we provide a numerical analysis of high…
We study a finite volume scheme for the approximation of the solution to convection diffusion equations with nonlinear convection and Robin boundary conditions. The scheme builds on the interpretation of such a continuous equation as the…