Related papers: Deterministic particle method for nonlinear nonloc…
In this article, we introduce a new method for discretizing micro-macro models of dilute polymeric fluids by integrating a finite element discretization for the macroscopic fluid dynamic equation with a deterministic variational particle…
In this paper we present a numerical scheme for nonlinear continuity equations, which is based on the gradient flow formulation of an energy functional with respect to the quadratic transportation distance. It can be applied to a large…
This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…
A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…
We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…
A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…
We present a method for solving a class of initial valued, coupled, non-linear differential equations with `moving singularities' subject to some subsidiary conditions. We show that this type of singularities can be adequately treated by…
A finite element discretization using a method of lines approached is proposed for approximately solving the Poisson-Nernst-Planck (PNP) equations. This discretization scheme enforces positivity of the computed solutions, corresponding to…
We provide a deterministic particle approximation to a fourth order equation with applications in cell-cell adhesion. In order to do that, first we show that the equation can be asymptotically obtained as a limit from a class of well-posed…
In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…
We consider in this paper random batch interacting particle methods for solving the Poisson-Nernst-Planck (PNP) equations, and thus the Poisson-Boltzmann (PB) equation as the equilibrium, in the external unbounded domain. To justify the…
We study the numerical behaviour of a particle method for gradient flows involving linear and nonlinear diffusion. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles. The resulting…
A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…
Thermal Radiative Transfer (TRT) is the dominant energy transfer mechanism in high-energy density physics with applications in inertial confinement fusion and astrophysics. The stiff interactions between the material and radiation fields…
The goal of this work is to determine classes of traveling Solitary wave solutions for a differential approximation of a finite difference scheme by means of a hyperbolic ansatz.
A novel dielectric scheme is proposed for strongly coupled electron liquids that handles quantum mechanical effects beyond the random phase approximation level and treats electronic correlations within the integral equation theory of…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
A new method for solving numerically stochastic partial differential equations (SPDEs) with multiple scales is presented. The method combines a spectral method with the heterogeneous multiscale method (HMM) presented in [W. E, D. Liu, and…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…