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In this paper, we analyze vertex-centered finite volume method (FVM) of any order for elliptic equations on rectangular meshes. The novelty is a unified proof of the inf-sup condition, based on which, we show that the FVM approximation…

Numerical Analysis · Mathematics 2012-07-04 Zhimin Zhang , Qingsong Zou

We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…

Analysis of PDEs · Mathematics 2022-10-06 Alain Blaustein , Francis Filbet

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

Functional Analysis · Mathematics 2022-03-24 Neal Hermer , D. Russell Luke , Anja Sturm

Centered finite volume methods are considered in the context of Numerical Relativity. A specific formulation is presented, in which third-order space accuracy is reached by using a piecewise-linear reconstruction. This formulation can be…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Daniela Alic , Carles Bona , Carles Bona-Casas , Joan Massó

A new finite volume (FV) discretisation method for the Lattice Boltzmann (LB) equation which combines high accuracy with limited computational cost is presented. In order to assess the performance of the FV method we carry out a systematic…

Fluid Dynamics · Physics 2016-03-02 Kalyan Shrestha , Gilmar Mompean , Enrico Calzavarini

This work develops a convergence theory for H(div)-conforming finite element methods applied to the steady Oseen problem, focusing on cases where the exact finite element complex holds while the commuting diagram property may fail. The…

Numerical Analysis · Mathematics 2025-12-01 Jin Zhang , Xiaowei Liu

We study a hydrodynamic limit of a system of coupled kinetic and fluid equations under a strong local alignment force and a strong Brownian motion. More precisely, we consider the Vlasov-Fokker-Planck type equation and compressible…

Analysis of PDEs · Mathematics 2019-01-07 Young-Pil Choi , Jinwook Jung

We consider a class of Fuchsian equations that, for instance, describes the evolution of compressible fluid flows on a cosmological spacetime. Using the method of lines, we introduce a numerical algorithm for the singular initial value…

General Relativity and Quantum Cosmology · Physics 2021-03-17 Florian Beyer , Philippe G. LeFloch

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

Probability · Mathematics 2020-08-03 Yoichi Nishiyama

This article focusses on the analysis of a conforming finite element method for the time-dependent incompressible Navier-Stokes equations. For divergence-free approximations, in a semi-discrete formulation, we prove error estimates for the…

Numerical Analysis · Mathematics 2018-03-20 Philipp W. Schroeder , Gert Lube

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

In this paper we study the strong convergence for the Euler-Maruyama approximation of a class of stochastic differential equations whose both drift and diffusion coefficients are possibly discontinuous.

Probability · Mathematics 2016-09-02 Hoang-Long Ngo , Dai Taguchi

We present a finite element variational integrator for compressible flows. The numerical scheme is derived by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups and the…

Numerical Analysis · Mathematics 2019-10-15 Evan S. Gawlik , François Gay-Balmaz

Many problems in electrical engineering or fluid mechanics can be modeled by parabolic-elliptic interface problems, where the domain for the exterior elliptic problem might be unbounded. A possibility to solve this class of problems…

Numerical Analysis · Mathematics 2018-05-15 Christoph Erath , Robert Schorr

We study a one-dimensional model for heavy particles in a compressible fluid. The fluid-velocity field is modelled by a persistent Gaussian random function, and the particles are assumed to be weakly inertial. Since one-dimensional…

Fluid Dynamics · Physics 2019-08-06 J. Meibohm , B. Mehlig

We develop the theory of discrete-time gradient flows for convex functions on Alexandrov spaces with arbitrary upper or lower curvature bounds. We employ different resolvent maps in the upper and lower curvature bound cases to construct…

Metric Geometry · Mathematics 2017-01-18 Shin-ichi Ohta , Miklós Pálfia

In [Bailo, Carrillo, Hu. SIAM J. Appl. Math. 2023] the authors introduce a finite-volume method for aggregation-diffusion equations with non-linear mobility. In this paper we prove convergence of this method using an Aubin--Simons…

Numerical Analysis · Mathematics 2025-07-16 David Gómez-Castro

We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…

Dynamical Systems · Mathematics 2016-10-17 Andreas Denner , Oliver Junge , Daniel Matthes

Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…

Numerical Analysis · Mathematics 2013-06-05 Maziar Raissi , Padmanabhan Seshaiyer

We study a mathematical model of a compressible viscous fluid driven by stochastic forces under slip boundary conditions of friction type. We introduce a notion of a weak solution that is analytically and probabilistically consistent with…

Probability · Mathematics 2026-01-23 Reo Tsuboya