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The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…

Chaotic Dynamics · Physics 2009-11-07 Jean-Luc Thiffeault

A semi-Lagrangian method for advection equation with hybrid cubic-rational interpolation is introduced. In the present method, the spatial profile of physical quantities is interpolated with a combination of a cubic and a rational function.…

Numerical Analysis · Mathematics 2025-10-20 Masato Ida

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

A new semi-analytical solution to the advection-dispersion-reaction equation for modelling solute transport in layered porous media is derived using the Laplace transform. Our solution approach involves introducing unknown functions…

Numerical Analysis · Mathematics 2020-09-29 Elliot J. Carr

A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…

Numerical Analysis · Mathematics 2023-10-11 Elisabetta Carlini , Antonio Siconolfi

Foundations of a new projection-based model reduction approach for convection dominated nonlinear fluid flows are summarized. In this method the evolution of the flow is approximated in the Lagrangian frame of reference. Global basis…

Fluid Dynamics · Physics 2021-10-05 Rambod Mojgani , Maciej Balajewicz

We propose two closely--related Lagrangian numerical methods for the simulation of physical processes involving advection, reaction and diffusion. The methods are intended to be used in settings where the flow is nearly incompressible and…

Computational Physics · Physics 2018-03-14 Francesco Paparella , Marina Popolizio

In this paper, we consider the adaptive Eulerian--Lagrangian method (ELM) for linear convection-diffusion problems. Unlike the classical a posteriori error estimations, we estimate the temporal error along the characteristics and derive a…

Numerical Analysis · Mathematics 2012-09-07 Xiaozhe Hu , Young-Ju Lee , Jinchao Xu , Chensong Zhang

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…

Numerical Analysis · Mathematics 2021-09-22 Elisa Calzola , Elisabetta Carlini , Xavier Dupuis , Francisco J. Silva

We present a hybrid particle/grid approach for simulating incompressible fluids on collocated velocity grids. We interchangeably use particle and grid representations of transported quantities to balance efficiency and accuracy. A novel…

We present the numerical methods and GPU-accelerated implementation underlying a Total Lagrangian finite element framework for finite-deformation flexible multibody dynamics, introduced in the companion paper [1]. The framework supports…

Computational Engineering, Finance, and Science · Computer Science 2026-05-04 Zhenhao Zhou , Ruochun Zhang , Ganesh Arivoli , Dan Negrut

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control problems/games along with dual approximations of the…

Analysis of PDEs · Mathematics 2021-05-04 Indranil Chowdhury , Olav Ersland , Espen R. Jakobsen

A virtual element discretisation of an Arbitrary Lagrangian-Eulerian method for two-dimensional convection-diffusion equations is proposed employing an isoparametric Virtual Element Method to achieve higher-order convergence rates on curved…

Numerical Analysis · Mathematics 2024-04-30 H. Wells

The Knapsack Problem is a classic problem in combinatorial optimisation. Solving these problems may be computationally expensive. Recent years have seen a growing interest in the use of deep learning methods to approximate the solutions to…

Machine Learning · Computer Science 2023-12-07 Mitchell Keegan , Mahdi Abolghasemi

The term `Convected Scheme' (CS) refers to a family of algorithms, most usually applied to the solution of Boltzmann's equation, which uses a method of characteristics in an integral form to project an initial cell forward to a group of…

Computational Physics · Physics 2013-05-24 Yaman Güçlü , William N. G. Hitchon

A new local discontinuous Galerkin (LDG) method for convection-diffusion equations on overlapping meshes with periodic boundary conditions was introduced in \cite{Overlap1}. With the new method, the primary variable $u$ and the auxiliary…

Numerical Analysis · Mathematics 2021-12-28 Nattaporn Chuenjarern , Kanognudge Wuttanachamsri , Yang Yang

Lagrangian-based methods are classical methods for solving convex optimization problems with equality constraints. We present novel prediction-correction frameworks for such methods and their variants, which can achieve $O(1/k)$ non-ergodic…

Optimization and Control · Mathematics 2023-04-06 Tao Zhang , Yong Xia , Shiru Li

This paper focuses on a nonlinear convection-diffusion equation with space and time-fractional Laplacian operators of orders $1<\beta<2$ and $0<\alpha\leq1$, respectively. We develop local discontinuous Galerkin methods, including Legendre…

Numerical Analysis · Mathematics 2026-02-11 Majid Rajabzadeh , Moein Khalighi