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In this paper, we study the qualitative behaviour of approximation schemes for Backward Stochastic Differential Equations (BSDEs) by introducing a new notion of numerical stability. For the Euler scheme, we provide sufficient conditions in…

Probability · Mathematics 2014-07-04 Jean-François Chassagneux , Adrien Richou

High-order Hadamard-form entropy stable multidimensional summation-by-parts discretizations of the Euler and compressible Navier-Stokes equations are considerably more expensive than the standard divergence-form discretization. In search of…

Numerical Analysis · Mathematics 2024-02-02 Zelalem Arega Worku , David W. Zingg

High-order entropy-stable discontinuous Galerkin methods for the compressible Euler and Navier-Stokes equations require the positivity of thermodynamic quantities in order to guarantee their well-posedness. In this work, we introduce a…

Numerical Analysis · Mathematics 2023-01-04 Yimin Lin , Jesse Chan , Ignacio Tomas

Recently, relaxation methods have been developed to guarantee the preservation of a single global functional of the solution of an ordinary differential equation. Here, we generalize this approach to guarantee local entropy inequalities for…

Numerical Analysis · Mathematics 2020-07-14 Hendrik Ranocha , Lisandro Dalcin , Matteo Parsani

Entropy solutions have been widely accepted as the suitable solution framework for systems of conservation laws in several space dimensions. However, recent results in \cite{CDL1,CDL2} have demonstrated that entropy solutions may not be…

Numerical Analysis · Mathematics 2018-08-01 Ulrik S. Fjordholm , Roger Käppeli , Siddhartha Mishra , Eitan Tadmor

A 2D nonlinear model for the electrical potential in the edge plasma in a tokamak generates a stiff problem due to the low resistivity in the direction parallel to the magnetic field lines. An asymptotic-preserving method based on a…

Numerical Analysis · Mathematics 2014-07-07 Philippe Angot , Thomas Auphan , Olivier Guès

In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the…

Numerical Analysis · Mathematics 2013-06-04 Juhi Jang , Fengyan Li , Jing-Mei Qiu , Tao Xiong

We develop an entropy-stable high-order numerical method for the two-dimensional compressible Euler equations on general curvilinear meshes. The proposed approach is based on a nodal discontinuous Galerkin spectral element method (DGSEM)…

Numerical Analysis · Mathematics 2026-02-20 Jielin Yang , Guosheng Fu

A conforming finite element scheme with mixed explicit-implicit time discretization for quasi-incompressible Navier-Stokes-Maxwell-Stefan systems in a bounded domain with periodic boundary conditions is presented. The system consists of the…

Numerical Analysis · Mathematics 2026-02-05 Aaron Brunk , Ansgar Jüngel , Maria Lukáčová-Medvid'ová

A family of explicit modified Euler methods (MEMs) is constructed for long-time approximations of super-linear SODEs driven by multiplicative noise. The proposed schemes can preserve the same Lyapunov structure as the continuous problems.…

Numerical Analysis · Mathematics 2025-09-11 Zhihui Liu , Xiaojie Wang , Xiaoming Wu , Xiaoyan Zhang

Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…

Computational Physics · Physics 2020-08-24 Vasileios Chatziioannou

We present an extension to high-order of a first-order Lagrange-projection like method for the approximation of the Euler equations introduced in Coquel {\it et al.} (Math. Comput., 79 (2010), pp.~1493--1533). The method is based on a…

Numerical Analysis · Mathematics 2016-02-05 Florent Renac

Numerical simulations of compressible real-fluid flows are notoriously plagued by spurious pressure oscillations arising in regions of abrupt flow variations. As a possible remedy, several numerical formulations enforce the pressure…

Fluid Dynamics · Physics 2026-05-27 Gennaro Coppola , Alessandro Aiello , Carlo De Michele

We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…

Numerical Analysis · Mathematics 2017-04-19 Herbert Egger , Thomas Kugler

We propose and analyze a structure-preserving approximation of the non-isothermal Cahn-Hilliard equation using conforming finite elements for the spatial discretization and a problem-specific mixed explicit-implicit approach for the…

Numerical Analysis · Mathematics 2026-02-05 Aaron Brunk , Dennis Höhn , Mária Lukáčová-Medvidová

We analyse a bi-fluid isentropic compressible Navier-Stokes system with barotropic pressure laws in a two-phase framework with equal pressure and single velocity. We focus on the rigorous analysis of the low Mach number limit under…

Analysis of PDEs · Mathematics 2026-04-06 Cassandre Lebot

The concern of this work is the generalization of an Asymptotic Preserving method for the highly anisotropic elliptic equations presented in [P. Degond, A. Lozinski, J. Narski, and C. Negulescu. An asymptotic-preserving method for highly…

Numerical Analysis · Mathematics 2013-02-19 Jacek Narski

Atmospheric systems incorporating thermal dynamics must be stable with respect to both energy and entropy. While energy conservation can be enforced via the preservation of the skew-symmetric structure of the Hamiltonian form of the…

Numerical Analysis · Mathematics 2023-10-31 Kieran Ricardo , David Lee , Kenneth Duru

We consider the periodic problem for two-fluid non-isentropic Euler-Maxwell systems in plasmas. By means of suitable choices of symmetrizers and an induction argument on the order of the time-space derivatives of solutions in energy…

Analysis of PDEs · Mathematics 2018-08-15 Yue-Hong Feng , Xin Li , Shu Wang

In this paper, we study the polynomial stability of analytical solution and convergence of the semi-implicit Euler method for non-linear stochastic pantograph differential equations. Firstly, the sufficient conditions for solutions to grow…

Numerical Analysis · Mathematics 2015-02-03 M. H. Song , Y. L. Lu , M. Z. Liu
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