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In this paper we are interested in the numerical solution of stochastic differential equations with non negative solutions. Our goal is to construct explicit numerical schemes that preserve positivity, even for super linear stochastic…

Numerical Analysis · Mathematics 2014-12-18 Nikolaos Halidias , Ioannis S. Stamatiou

Quasi-linear hyperbolic systems with source terms introduce significant computational challenges due to the presence of a stiff source term. To address this, a finite volume Nessyahu-Tadmor (NT) central numerical scheme is explored and…

Numerical Analysis · Mathematics 2026-03-30 Sudipta Sahu , Emanuele Macca , Rathan Samala

We are interested in the high-order approximation of anisotropic, potential-driven advection-diffusion models on general polytopal partitions. We study two hybrid schemes, both built upon the Hybrid High-Order technology. The first one…

Numerical Analysis · Mathematics 2024-01-25 Simon Lemaire , Julien Moatti

In this article we present a new family of high order accurate Arbitrary Lagrangian-Eulerian one-step WENO finite volume schemes for the solution of stiff hyperbolic balance laws. High order accuracy in space is obtained with a standard…

Numerical Analysis · Mathematics 2014-11-24 Michael Dumbser , Ariunaa Uuriintsetseg , Olindo Zanotti

We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Chun Liu

We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…

Numerical Analysis · Mathematics 2019-04-22 Marianne Bessemoulin-Chatard , Francis Filbet

The application of discontinuous Galerkin (DG) schemes to hyperbolic systems of conservation laws requires a careful interplay between space discretization, carried out with local polynomials and numerical fluxes at inter-cells, and…

Numerical Analysis · Mathematics 2025-11-11 Maya Briani , Gabriella Puppo , Giuseppe Visconti

This paper considers the approximation of partial differential equations with a point collocation framework based on high-order local maximum-entropy schemes (HOLMES). In this approach, smooth basis functions are computed through an…

Computational Engineering, Finance, and Science · Computer Science 2020-11-02 F. Greco , M. Arroyo

We present a systematic methodology to develop high order accurate numerical approaches for linear advection problems. These methods are based on evolving parts of the jet of the solution in time, and are thus called jet schemes. Through…

Numerical Analysis · Mathematics 2023-08-17 Benjamin Seibold , Jean-Christophe Nave , Rodolfo Ruben Rosales

High-order reconstruction schemes for the solution of hyperbolic conservation laws in orthogonal curvilinear coordinates are revised in the finite volume approach. The formulation employs a piecewise polynomial approximation to the…

Computational Physics · Physics 2015-06-19 A. Mignone

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…

Numerical Analysis · Mathematics 2019-01-30 Andrew Christlieb , Wei Guo , Yan Jiang

We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…

Numerical Analysis · Mathematics 2016-08-18 Nicolas Crouseilles , Mohammed Lemou , Gilles Vilmart

Discrete diffusion models have emerged as a powerful generative modeling framework for discrete data with successful applications spanning from text generation to image synthesis. However, their deployment faces challenges due to the high…

Machine Learning · Computer Science 2025-12-01 Yinuo Ren , Haoxuan Chen , Yuchen Zhu , Wei Guo , Yongxin Chen , Grant M. Rotskoff , Molei Tao , Lexing Ying

In this paper, we consider a class of stochastic midpoint and trapezoidal Lawson schemes for the numerical discretization of highly oscillatory stochastic differential equations. These Lawson schemes incorporate both the linear drift and…

Numerical Analysis · Mathematics 2025-01-08 Kristian Debrabant , Anne Kværnø , Nicky Cordua Mattsson

A general high-order fully explicit scheme based on projective integration methods is here presented to solve systems of degenerate parabolic equations in general dimensions. The method is based on a BGK approximation of the…

Numerical Analysis · Mathematics 2025-03-10 Tommaso Tenna

High-precision numerical scheme for nonlinear hyperbolic evolution equations is proposed based on the spectral method. The detail discretization processes are discussed in case of one-dimensional Klein-Gordon equations. In conclusion, a…

Numerical Analysis · Mathematics 2020-08-21 Yoritaka Iwata , Yasuhiro Takei

We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…

Analysis of PDEs · Mathematics 2015-12-17 Fatiha Alabau-Boussouira , Yannick Privat , Emmanuel Trélat

We introduce two multiscale numerical schemes for the time integration of weakly nonlinear Schr\"odinger equations, built upon the discretization of Picard iterates of the solution. These high-order schemes are designed to achieve high…

Numerical Analysis · Mathematics 2025-07-04 Quentin Chauleur , Antoine Mouzard

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung
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