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Multiscale simulations utilizing high-fidelity, microscopic Monte Carlo models to provide the nonlinear response for continuum models can easily become computationally intractable. Surrogate models for the high-fidelity Monte Carlo models…

Computational Physics · Physics 2026-02-12 Tobias Hülser , Sebastian Matera

A high-order well-balanced scheme for the Euler equations with gravitation is presented. The scheme is able to preserve a spatially high-order accurate discrete representation of a large class of hydrostatic equilibria. It is based on a…

Numerical Analysis · Mathematics 2018-07-12 Luc Grosheintz , Roger Käppeli

In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the…

Numerical Analysis · Mathematics 2013-06-04 Juhi Jang , Fengyan Li , Jing-Mei Qiu , Tao Xiong

Gradient-descent based iterative algorithms pervade a variety of problems in estimation, prediction, learning, control, and optimization. Recently iterative algorithms based on higher-order information have been explored in an attempt to…

Machine Learning · Computer Science 2021-03-25 Spencer McDonald , Yingnan Cui , Joseph E. Gaudio , Anuradha M. Annaswamy

Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach…

Solar and Stellar Astrophysics · Physics 2015-06-16 D. R. Reese

We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…

Numerical Analysis · Mathematics 2017-02-08 Siyang Wang , Kristoffer Virta , Gunilla Kreiss

Computing accurate splines of degree greater than three is still a challenging task in today's applications. In this type of interpolation, high-order derivatives are needed on the given mesh. As these derivatives are rarely known and are…

Numerical Analysis · Mathematics 2023-03-20 A. Pepin , S. Léger , N. Beaudoin

This article proposes a new way to construct computationally efficient `wrappers' around fine scale, microscopic, detailed descriptions of dynamical systems, such as molecular dynamics, to make predictions at the macroscale `continuum'…

Dynamical Systems · Mathematics 2017-03-06 Hammad Alotaibi , Barry Cox , A. J. Roberts

Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…

Analysis of PDEs · Mathematics 2016-02-09 Lorenzo Pareschi , Thomas Rey

The concept of equilibrium is a general tool to fill the gap between macroscopic and mesoscopic information, both within kinetic systems and kinetic schemes. This work explores the use of equilibria to devise numerical boundary conditions…

Numerical Analysis · Mathematics 2025-05-26 Denise Aregba-Driollet , Thomas Bellotti

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

We describe high order accurate and stable fully-discrete finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a…

Analysis of PDEs · Mathematics 2011-02-03 U. Koley

Tailoring the performance of next-generation high entropy materials requires a deep understanding of the competition between entropy-driven random solid solution and enthalpy-driven chemical ordering. Investigating such order and disorder…

Materials Science · Physics 2026-03-24 Fanli Zhou , Hao Chen , Pengxiang Xu , Kai Yang , Zongrui Pei , Xianglin Liu

The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…

Numerical Analysis · Mathematics 2019-12-02 Fei Yu , Zhenlin Guo , John Lowengrub

A high-order accurate implicit-mesh discontinuous Galerkin framework for wave propagation in single-phase and bi-phase solids is presented. The framework belongs to the embedded-boundary techniques and its novelty regards the spatial…

Numerical Analysis · Mathematics 2022-05-11 Vincenzo Gulizzi , Robert Saye

We present a Bounded Model Checking technique for higher-order programs. The vehicle of our study is a higher-order calculus with general references. Our technique is a symbolic state syntactical translation based on SMT solvers, adapted to…

Programming Languages · Computer Science 2018-04-06 Yu-Yang Lin , Nikos Tzevelekos

Mathematical models of biological populations commonly use discrete structure classes to capture trait variation among individuals (e.g. age, size, phenotype, intracellular state). Upscaling these discrete models into continuum descriptions…

Populations and Evolution · Quantitative Biology 2026-03-18 Eleonora Agostinelli , Keith L. Chambers , Helen M. Byrne , Mohit P. Dalwadi

In this work, we present a family of time and space high order finite volume schemes for the solution of the full Boltzmann equation. The velocity space is approximated by using a discrete ordinate approach while the collisional integral is…

Numerical Analysis · Mathematics 2021-10-13 Walter Boscheri , Giacomo Dimarco

In this work, high order asymptotic preserving schemes are constructed and analysed for kinetic equations under a diffusive scaling. The framework enables to consider different cases: the diffusion equation, the advection-diffusion equation…

Numerical Analysis · Mathematics 2023-05-24 Megala Anandan , Benjamin Boutin , Nicolas Crouseilles

We prove a moderate deviation principle for the continuous time interpolation of discrete time recursive stochastic processes. The methods of proof are somewhat different from the corresponding large deviation result, and in particular the…

Probability · Mathematics 2014-01-24 Paul Dupuis , Dane Johnson