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The distribution of the initial short-time displacements of particles is considered for a class of classical systems under rather general conditions on the dynamics and with Gaussian initial velocity distributions, while the positions could…
We propose a boundary integral formulation for the dynamic problem of electromagnetic scattering and transmission by homogeneous dielectric obstacles. In the spirit of Costabel and Stephan, we use the transmission conditions to reduce the…
We prove that some discretization schemes for the 2D Navier-Stokes equations subject to a random perturbation converge in $L^2(\Omega)$. This refines previous results which only established the convergence in probability of these numerical…
Spin-orbit interactions in two-dimensional electron liquids are responsible for many interesting transport phenomena in which particle currents are converted to spin polarizations and spin currents and viceversa. Prime examples are the spin…
In this work, we present a new high order Discontinuous Galerkin time integration scheme for second-order (in time) differential systems that typically arise from the space discretization of the elastodynamics equation. By rewriting the…
Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…
In this paper we develop a class of Implicit-Explicit Runge-Kutta schemes for solving the multi-scale semiconductor Boltzmann equation. The relevant scale which characterizes this kind of problems is the diffusive scaling. This means that,…
The 2-step staggered (also called leap-frog) time discretisation of linear 2nd-order Hamiltonian systems (typically linear elastodynamics in a stress-velocity form) is extended for a 3-step staggered discretisation applicable for systems…
We develop a convergence theory of space-time discretizations for the linear, 2nd-order wave equation in polygonal domains $\Omega\subset\mathbb{R}^2$, possibly occupied by piecewise homogeneous media with different propagation speeds.…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…
The semi-implicit (partly decoupled, also called staggered or fraction-step) time discretization is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e.\ in the actual deforming…
The propagation of electromagnetic waves in general media is modeled by the time-dependent Maxwell's partial differential equations (PDEs), coupled with constitutive laws that describe the response of the media. In this work, we focus on…
We consider the two-dimensional advection-diffusion equation on a bounded domain subject to either Dirichlet or von Neumann boundary conditions and study both time-independent and time-periodic cases involving Liouville integrable…
Integrable discretizations are introduced for the rational and hyperbolic spin Ruijsenaars--Schneider models. These discrete dynamical systems are demonstrated to belong to the same integrable hierarchies as their continuous--time…
We describe a compatible finite element discretisation for the shallow water equations on the rotating sphere, concentrating on integrating consistent upwind stabilisation into the framework. Although the prognostic variables are velocity…
Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate,…
Space and time discretizations of parabolic differential equations with dynamic boundary conditions are studied in a weak formulation that fits into the standard abstract formulation of parabolic problems, just that the usual L^2(\Omega)…
Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…
This paper is concerned with the numerical integration of stochastic differential equations (SDEs) which govern diffusion processes driven by a standard Wiener process. With the latter being replaced by a sequence of increments at discrete…