Related papers: Backward error analysis for multisymplectic discre…
We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…
`Dual composition', a new method of constructing energy-preserving discretizations of conservative PDEs, is introduced. It extends the summation-by-parts approach to arbitrary differential operators and conserved quantities. Links to…
A direct method for the computation of polynomial conservation laws of polynomial systems of nonlinear partial differential equations (PDEs) in multi-dimensions is presented. The method avoids advanced differential-geometric tools. Instead,…
This paper presents a systematic methodology for the discretization and reduction of a class of one-dimensional Partial Differential Equations (PDEs) with inputs and outputs collocated at the spatial boundaries. The class of system that we…
Many important physical systems can be described as the evolution of a Hamiltonian system, which has the important property of being conservative, that is, energy is conserved throughout the evolution. Physics Informed Neural Networks and…
The construction of modified equations is an important step in the backward error analysis of symplectic integrator for Hamiltonian systems. In the context of partial differential equations, the standard construction leads to modified…
Multisymplectic variational integrators are structure preserving numerical schemes especially designed for PDEs derived from covariant spacetime Hamilton principles. The goal of this paper is to study the properties of the temporal and…
We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…
We revisit an algorithm by Skeel et al. for computing the modified, or shadow, energy associated with the symplectic discretization of Hamiltonian systems. By rephrasing the algorithm as a Richardson extrapolation scheme arbitrary high…
In this paper we present a numerical comparison of various mass-conservative discretizations for the time-dependent Gross-Pitaevskii equation. We have three main objectives. First, we want to clarify how purely mass-conservative methods…
In this paper, we carry out the error analysis for the structure-preserving discretization of the incompressible MHD system. This system, as a coupled system of Navier-Stokes equations and Maxwell's equations, is nonlinear. We use its…
In this paper, we analyze the convergence of several discretize-then-optimize algorithms, based on either a second-order or a fourth-order finite difference discretization, for solving elliptic PDE-constrained optimization or optimal…
Bayesian statistical inverse problems are often solved with Markov chain Monte Carlo (MCMC)-type schemes. When the problems are governed by large-scale discrete nonlinear partial differential equations (PDEs), they are computationally…
We devise an a posteriori error estimator for an affine optimal control problem subject to a semilinear elliptic PDE and control constraints. To approximate the problem, we consider a semidiscrete scheme based on the variational…
We present a structure-preserving discretization of the hybrid magnetohydrodynamics (MHD)-driftkinetic system for simulations of low-frequency wave-particle interactions. The model equations are derived from a variational principle,…
The multi-symplectic form for Hamiltonian PDEs leads to a general framework for geometric numerical schemes that preserve a discrete version of the conservation of symplecticity. The cases for systems or PDEs with dissipation terms has…
A new exponentially fitted version of the Discrete Variational Derivative method for the efficient solution of oscillatory complex Hamiltonian Partial Differential Equations is proposed. When applied to the nonlinear Schroedinger equation,…
We study a posteriori error analysis of linear-quadratic boundary control problems under bilateral box constraints on the control which acts through a Neumann type boundary condition. We adopt the hybridizable discontinuous Galerkin method…
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…
We introduce and analyze a post-processing for a family of variational space-time approximations to wave problems. The discretization in space and time is based on continuous finite element methods. The post-processing lifts the fully…