Related papers: High order positivity-preserving numerical methods…
The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive…
When a thin liquid film flows down on a vertical fiber, one can observe the complex and captivating interfacial dynamics of an unsteady flow. Such dynamics are applicable in various fluid experiments due to their high surface area-to-volume…
We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the…
We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…
In this paper, we develop high-order asymptotic preserving (AP) schemes for the BGK equation in a hyperbolic scaling, which leads to the macroscopic models such as the Euler and compressible Navier-Stokes equations in the asymptotic limit.…
Numerical heating in particle-in-cell (PIC) codes currently precludes the accurate simulation of cold, relativistic plasma over long periods, severely limiting their applications in astrophysical environments. We present a spatially…
This article is concerned with the multilevel Monte Carlo (MLMC) methods for approximating expectations of some functions of the solution to the Heston 3/2-model from mathematical finance, which takes values in $(0, \infty)$ and possesses…
In this second part of our two-part paper, we extend to multiple spatial dimensions the one-dimensional, fully conservative, positivity-preserving, and entropy-bounded discontinuous Galerkin scheme developed in the first part for the…
While constraints arise naturally in many physical models, their treatment in mathematical and numerical models varies widely, depending on the nature of the constraint and the availability of simulation tools to enforce it. In this paper,…
We present a novel structure-preserving numerical scheme for discontinuous finite element approximations of nonlinear hyperbolic systems. The method can be understood as a generalization of the Lax-Friedrichs flux to a high-order staggered…
The transport and continuum equations exhibit a number of conservation laws. For example, scalar multiplication is conserved by the transport equation, while positivity of probabilities is conserved by the continuum equation. Certain…
The aim of this paper is to study a whole class of first order differential inclusions, which fit into the framework of perturbed sweeping process by uniformly prox-regular sets. After obtaining well-posedness results, we propose a…
In this work we propose and analyze a novel Hybrid High-Order discretization of a class of (linear and) nonlinear elasticity models in the small deformation regime which are of common use in solid mechanics. The proposed method is valid in…
We present a numerical method for rigorous over-approximation of a reachable set of differential inclusions. The method gives high-order error bounds for single step approximations and a uniform bound on the error over the finite time…
In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…
We propose a high order discontinuous Galerkin (DG) method for solving nonlinear Fokker-Planck equations with a gradient flow structure. For some of these models it is known that the transient solutions converge to steady-states when time…
In this paper, we introduce a linear stochastic volatility model driven by $\alpha$-stable processes, which admits a unique positive solution. To preserve positivity, we modify the classical forward Euler-Maruyama scheme and analyze its…
In this paper, we present a first-order finite element scheme for the viscoelastic electrohydrodynamic model. The model incorporates the Poisson-Nernst-Planck equations to describe the transport of ions and the Oldroyd-B constitutive model…
A second-order accurate in time, positivity-preserving, and unconditionally energy stable operator splitting numerical scheme is proposed and analyzed for the system of reaction-diffusion equations with detailed balance. The scheme is…
We present the Photon-Plasma code, a modern high order charge conserving particle-in-cell code for simulating relativistic plasmas. The code is using a high order implicit field solver and a novel high order charge conserving interpolation…