Related papers: Numerical approximations to statistical conservati…
An extension of the H-theorem for dissipative particle dynamics (DPD) to the case of a multi-component fluid is made. Detailed balance and an additional H-theorem are proved for an energy-conserving version of the DPD algorithm. The…
Simulation-based inference methods that feature correct conditional coverage of confidence sets based on observations that have been compressed to a scalar test statistic require accurate modeling of either the p-value function or the…
In this paper we study time semi-discrete approximations of a class of exponentially stable infinite dimensional systems with unbounded feedbacks. It has recently been proved that for time semi-discrete systems, due to high frequency…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
We prove a law of large numbers for the loss from default and use it for approximating the distribution of the loss from default in large, potentially heterogenous portfolios. The density of the limiting measure is shown to solve a…
Many phenomena in collisionless plasma physics require a kinetic description. The evolution of the phase space density can be modeled by means of the Vlasov equation, which has to be solved numerically in most of the relevant cases. One of…
We prove the well-posedness of entropy weak solutions for a class of space-discontinuous scalar conservation laws with non-local flux arising in traffic modeling. We approximate the problem adding a viscosity term and we provide $L^\infty$…
This paper outlines an approach to the approximation of probability density functions by quadratic forms of weighted orthonormal basis functions with positive semi-definite Hermitian matrices of unit trace. Such matrices are called…
We study the nonlinear wave equation for arbitrary function with fourth order dissipation. A special case that is analysed exclusively is the model of nerve membranes; we consider this model, both, in the presence and absence of the fourth…
This paper is devoted to constructing approximate solutions for the classical Keller--Segel model governing \emph{chemotaxis}. It consists of a system of nonlinear parabolic equations, where the unknowns are the average density of cells (or…
We study a general convergence theory for the numerical solutions of compressible viscous and electrically conducting fluids with a focus on numerical schemes that preserve the divergence free property of magnetic field exactly. Our…
The Boeder differential equation is solved in this work over a wide range of $\alpha$, yielding the probability density functions (PDF), that describe the average orientations of rod-like macromolecules in a flowing liquid. The quantity…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…
We present an alternative "encapsulated" formulation of the Selective Frequency Damping method for finding unstable equilibria of dynamical systems, which is particularly useful when analysing the stability of fluid flows. The formulation…
We prove the well--posedness of a dynamical perfect plasticity model under general assumptions on the stress constraint set and on the reference configuration. The problem is studied by combining both calculus of variations and hyperbolic…
Flamelet Progress Variable (FPV) combustion models allow the evaluation of all thermo chemical quantities in a reacting flow by computing only the mixture fraction Z and a progress variable C. When using such a method to predict a turbulent…
Typical multispecies compressible Navier-Stokes computations employ conservative equations for mass fraction transport. Upwind discretisations of these governing equations produce spurious pressure oscillations at diffuse contact surfaces…
This paper presents a geometric variational discretization of compressible fluid dynamics. The numerical scheme is obtained by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups…
We propose a new numerical approach to compute nonclassical solutions to hyperbolic conservation laws. The class of finite difference schemes presented here is fully conservative and keep nonclassical shock waves as sharp interfaces,…
We introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white…