Related papers: A Non-compact Positivity-Preserving Scheme for Par…
An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…
This paper presents a novel approach to numerically solve stochastic differential games for nonlinear systems. The proposed approach relies on the nonlinear Feynman-Kac theorem that establishes a connection between parabolic deterministic…
We present a loosely coupled, non-iterative time-splitting scheme based on Robin-Robin coupling conditions. We apply a novel unified analysis for this scheme applied to both a Parabolic/Parabolic coupled system and a Parabolic/Hyperbolic…
We propose a high-order finite element method for linear fourth-order elliptic problems that is both nodally bound-preserving and mass-conservative, based on a variational inequality formulation. The method admits an equivalent strictly…
In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…
We prove linear convergence for a new family of modified Dirichlet--Neumann methods applied to quasilinear parabolic equations, as well as the convergence of the Robin--Robin method. Such nonoverlapping domain decomposition methods are…
In this paper we examine the numerical approximation of the limiting invariant measure associated with Feynman-Kac formulae. These are expressed in a discrete time formulation and are associated with a Markov chain and a potential function.…
The paper presents a distributed model predictive control (DMPC) scheme for continuous-time nonlinear systems based on the alternating direction method of multipliers (ADMM). A stopping criterion in the ADMM algorithm limits the iterations…
In this work, we present an abstract error analysis framework for the approximation of linear partial differential equation (PDE) problems in weak formulation. We consider approximation methods in fully discrete formulation, where the…
In this paper, we will develop a class of high order asymptotic preserving (AP) discontinuous Galerkin (DG) methods for nonlinear time-dependent gray radiative transfer equations (GRTEs). Inspired by the work \cite{Peng2020stability}, in…
A new numerical scheme for conservation equations based on evolution by asynchronous discrete events is presented. During each event of the scheme only two cells of the underlying Cartesian grid are active, and an event is processed as the…
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…
We present a finite volume scheme for modeling the diffusion of charged particles, specifically ions, in constrained geometries using a degenerate Poisson-Nernst-Planck system with size exclusion yielding cross-diffusion. Our method…
We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…
We pinpoint the conditions necessary for discrete time crystal (DTC) formation in fully connected spin-cavity systems from the perspective of parametric resonance by mapping these systems onto oscillator like models. We elucidate the role…
We propose a low Mach number, Godunov-type finite volume scheme for the numerical solution of the compressible Euler equations of gas dynamics. The scheme combines Klein's non-stiff/stiff decomposition of the fluxes (J. Comput. Phys.…
In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…
This article develops a methodology allowing application of the complete machinery of particle-based inference methods upon the class of continuous-discrete State Space Models (CD-SSMs). Such models correspond to a latent continuous-time…
We develop a contraction-based framework to establish the existence and exponential stability of periodic solutions in planar nonsmooth dynamical systems governed by Filippov differential inclusions. The method integrates a time- and…