Related papers: Weak convergence analysis for non-linear collision…
In this paper, we want to clarify the Gibbs phenomenon when continuous and discontinuous finite elements are used to approximate discontinuous or nearly discontinuous PDE solutions from the approximation point of view. For a simple step…
A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…
This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…
Strong convergence rates for (temporal, spatial, and noise) numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood in the scientific literature. Weak…
Simulation of rough volatility models involves discretization of stochastic integrals where the integrand is a function of a (correlated) fractional Brownian motion of Hurst index $H \in (0,1/2)$. We obtain results on the rate of…
The combined source integral equation (CSIE) for the electric field on the surface of a perfect electrically conducting scatterer can be discretized very accurately with lowest-order Rao-Wilton-Glisson basis and testing functions if the…
This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The importance of the notion of compatibility in this definition…
In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solution of the SDE is locally approximated by the solution of the…
This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…
Motivated by applications in physics (e.g., turbulence intermittency) and financial mathematics (e.g., rough volatility), this paper examines a family of integrated stochastic Volterra processes characterized by a small Hurst parameter…
We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…
We present an error analysis of weak convergence of one-step numerical schemes for stochastic differential equations (SDEs) with super-linearly growing coefficients. Following Milstein's weak error analysis on the one-step approximation of…
We present an error analysis of weak convergence of one-step numerical schemes for stochastic differential equations (SDEs) with super-linearly growing coefficients. Following Milstein's weak error analysis on the one-step approximation of…
We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…
In this manuscript we present a novel and efficient numerical method for the compressible viscous and resistive MHD equations for all Mach number regimes. The time-integration strategy is a semi-implicit splitting, combined with a hybrid…
The collisionless Boltzmann equation (CBE) is a fundamental equation that governs the dynamics of a broad range of astrophysical systems from space plasma to star clusters and galaxies. It is computationally expensive to integrate the CBE…
We present an approximate energy-integration method for identifying collisional neutrino flavor instabilities. Direct evaluation of the dispersion relation requires multi-dimensional integrals over neutrino phase space, making systematic…
We consider a nonlinear SPDE approximation of the Dean-Kawasaki equation for independent particles. Our approximation satisfies the physical constraints of the particle system, i.e. its solution is a probability measure for all times…
This article is devoted to the study of existence of a mass conserving global solution for the collision-induced nonlinear fragmentation model which arises in particulate processes, with the singular type of collision kernel. The above…
Slender beam-like structures frequently occur in engineering applications and often interact at discrete locations through joints or connectors. Accurate modeling of such interactions is particularly challenging when different numerical…