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In computational fluid dynamics, the demand for increasingly multidisciplinary reliable simulations, for both analysis and design optimization purposes, requires transformational advances in individual components of future solvers. At the…

This work deals with a number of questions relative to the discrete and continuous adjoint fields associated with the compressible Euler equations and classical aerodynamic functions. The consistency of the discrete adjoint equations with…

Computational Physics · Physics 2021-11-17 Jacques Peter , Florent Renac , Clément Labbé

In this paper, we consider the generalized Forchheimer flows for slightly compressible fluids in porous media. Using Muskat's and Ward's general form of Forchheimer equations, we describe the flow of a single-phase fluid in $\mathbb R^d,…

Numerical Analysis · Mathematics 2016-06-13 Thinh Kieu

We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…

Probability · Mathematics 2010-07-26 Benjamin Jourdain , Raphaël Roux

We derive and study a Lax--Friedrichs type finite volume method for a large class of nonlocal continuity equations in multiple dimensions. We prove that the method converges weakly to the measure-valued solution, and converges strongly if…

Numerical Analysis · Mathematics 2018-04-26 Neelabja Chatterjee , Ulrik Skre Fjordholm

This work presents arbitrary high order well balanced finite volume schemes for the Euler equations with a prescribed gravitational field. It is assumed that the desired equilibrium solution is known, and we construct a scheme which is…

Numerical Analysis · Mathematics 2020-01-30 C. Klingenberg , G. Puppo , M. Semplice

For Laplace operator in one space dimension, we propose to formulate the heuristic finite volume method with the help of mixed Petrov-Galerkin finite elements. Weighting functions for gradient discretization are parameterized by some…

Numerical Analysis · Mathematics 2014-01-07 François Dubois

We present a (partial) historical summary of the mathematical analysis of finite differences and finite volumes methods, paying a special attention to the Lax-Richtmyer and Lax-Wendroff theorems. We then state a Lax-Wendroff consistency…

Numerical Analysis · Mathematics 2022-07-21 R Eymard , T Gallouët , R Herbin , J. -C Latché

First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…

Numerical Analysis · Mathematics 2024-03-12 Céline Moucer , Adrien Taylor , Francis Bach

We aim at providing a characterization of the ability to maintain a stochastic coupled system with porous media components in a prescribed set of constraints by using internal controls. This property is proven via a quasi-tangency…

Optimization and Control · Mathematics 2022-01-24 Ioana Ciotir , Dan Goreac , Ionut Munteanu

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…

Optimization and Control · Mathematics 2023-12-13 Johannes J. Brust , Mihai Anitescu

We study random compressible viscous magnetohydrodynamic flows. Combining the Monte Carlo method with a deterministic finite volume method we solve the random system numerically. Quantitative error estimates including statistical and…

Numerical Analysis · Mathematics 2024-10-24 Eduard Feireisl , Maria Lukacova-Medvidova , Bangwei She , Yuhuan Yuan

We prove a randomized version of the generalized Urysohn inequality relating mean-width to the other intrinsic volumes. To do this, we introduce a stochastic approximation procedure that sees each convex body K as the limit of intersections…

Metric Geometry · Mathematics 2016-06-30 Grigoris Paouris , Peter Pivovarov

Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process…

Analysis of PDEs · Mathematics 2014-03-31 Frederic Bernicot , Juliette Venel

In this paper, we establish some sufficient conditions for the existence of stable random periodic solutions of stochastic differential equations and ergodicity in the random periodic regime. The techniques involve the existence of Lyapunov…

Probability · Mathematics 2018-11-15 Kenneth Uda , Huaizhong Zhao

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

Numerical Analysis · Mathematics 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang

The aim of this contribution is to address the convergence study of a time and space approximation scheme for an Allen-Cahn problem with constraint and perturbed by a multiplicative noise of It\^o type. The problem is set in a bounded…

Numerical Analysis · Mathematics 2025-09-03 Caroline Bauzet , Cédric Sultan , Guy Vallet , Aleksandra Zimmermann

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation…

Applications · Statistics 2018-02-12 Keren Yang , Nilabja Guha , Yalchin Efendiev , Bani K. Mallick

We investigate the performance of the finite volume method in solving viscoplastic flows. The creeping square lid-driven cavity flow of a Bingham plastic is chosen as the test case and the constitutive equation is regularised as proposed by…

Computational Physics · Physics 2016-04-29 Alexandros Syrakos , Georgios C. Georgiou , Andreas N. Alexandrou

We study convergence of a finite volume scheme for the compressible (barotropic) Navier--Stokes system. First we prove the energy stability and consistency of the scheme and show that the numerical solutions generate a dissipative…

Numerical Analysis · Mathematics 2019-04-23 Eduard Feireisl , Maria Lukacova-Medvidova , Hana Mizerova , Bangwei She
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