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We propose fully discrete, implicit-in-time finite-volume schemes for a general family of non-linear and non-local Fokker-Planck equations with a gradient-flow structure, usually known as aggregation-diffusion equations, in any dimension.…

数值分析 · 数学 2020-09-29 Rafael Bailo , Jose A. Carrillo , Jingwei Hu

Explicit discretizations of stochastic differential equations often encounter instability when the coefficients are not globally Lipschitz. The truncated schemes and tamed schemes have been proposed to handle this difficulty, but truncated…

数值分析 · 数学 2025-07-15 Zichang Ju , Lei Li , Yuliang Wang

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

数值分析 · 数学 2019-02-06 Graham Baird , Endre Süli

We investigate the Smoluchowski-Kramers approximation for the one-dimensional periodic variational wave equation with state-dependent damping and additive noise. We show that weak ``dissipative'' solutions converge to solutions of a…

偏微分方程分析 · 数学 2025-11-18 Billel Guelmame , Julien Vovelle

This paper introduces a robust reformulation of the incompressible Navier-Stokes equations, establishing a foundational framework for designing efficient, structure-preserving algorithms that strictly conserve the original energy…

数值分析 · 数学 2025-08-12 Zihan Weng , Qi Hong , Chunwu Wang , Yuezheng Gong

By using the Onsager principle as an approximation tool, we give a novel derivation for the moving finite element method for gradient flow equations. We show that the discretized problem has the same energy dissipation structure as the…

数值分析 · 数学 2020-09-04 Xianmin Xu

We propose a novel algorithmic method for constructing invariant variational schemes of systems of ordinary differential equations that are the Euler-Lagrange equations of a variational principle. The method is based on the invariantization…

数值分析 · 数学 2021-09-28 Alex Bihlo , James Jackaman , Francis Valiquette

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…

数值分析 · 数学 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…

数值分析 · 数学 2012-05-11 Kohei Soga

We consider structure-preserving methods for conservative systems, which rigorously replicate the conservation property yielding better numerical solutions. There, corresponding to the skew-symmetry of the differential operator, that of…

数值分析 · 数学 2016-07-19 Daisuke Furihata , Shun Sato , Takayasu Matsuo

In this paper, we construct high order energy dissipative and conservative local discontinuous Galerkin methods for the Fornberg-Whitham type equations. We give the proofs for the dissipation and conservation for related conservative…

数值分析 · 数学 2021-06-09 Qian Zhang , Yan Xu , Chi-Wang Shu

In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…

数值分析 · 数学 2023-10-12 Chen Liu , Yuan Gao , Xiangxiong Zhang

We present the multiplier method of constructing conservative finite difference schemes for ordinary and partial differential equations. Given a system of differential equations possessing conservation laws, our approach is based on…

数值分析 · 数学 2016-01-12 Andy T. S. Wan , Alexander Bihlo , Jean-Christophe Nave

Nonconservative evolution problems describe irreversible processes and dissipative effects in a broad variety of phenomena. Such problems are often characterised by a conservative part, which can be modelled as a Hamiltonian term, and a…

数值分析 · 数学 2025-05-12 Damiano Lombardi , Cecilia Pagliantini

A numerical dynamical low-rank approximation (DLRA) scheme for the solution of the Vlasov-Poisson equation is presented. Based on the formulation of the DLRA equations as Friedrichs' systems in a continuous setting, it combines recently…

数值分析 · 数学 2025-08-15 André Uschmajew , Andreas Zeiser

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…

数值分析 · 数学 2023-08-16 Guosheng Fu , Chun Liu

We consider the non-isothermal flow of a compressible fluid through pipes. Starting from the full set of Euler equations, we propose a variational characterization of solutions that encodes the conservation of mass, energy, and entropy in a…

数值分析 · 数学 2016-11-11 Herbert Egger

A key consideration in the development of numerical schemes for time-dependent partial differential equations (PDEs) is the ability to preserve certain properties of the continuum solution, such as associated conservation laws or other…

数值分析 · 数学 2023-06-21 James Jackaman , Scott MacLachlan

We present two semidiscretizations of the Camassa-Holm equation in periodic domains based on variational formulations and energy conservation. The first is a periodic version of an existing conservative multipeakon method on the real line,…

数值分析 · 数学 2022-02-10 Sondre Tesdal Galtung , Katrin Grunert

In this paper, we construct the fundamental solution to a degenerate diffusion of Kolmogorov type and develop a time-discrete variational scheme for its adjoint equation. The so-called mean squared derivative cost function plays a crucial…

偏微分方程分析 · 数学 2018-05-04 Manh Hong Duong , Hoang Minh Tran