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We consider the numerical approximation of a system of partial differential equations involving a nonlinear Schr\"odinger equation coupled with a hyperbolic conservation law. This system arises in models for the interaction of short and…

数值分析 · 数学 2012-02-07 Paulo Amorim , Mário Figueira

In this article, we establish the Freidlin-Wentzell type large deviation principle and central limit theorem for stochastic fractional conservation laws with small multiplicative noise in kinetic formulation framework. The weak convergence…

概率论 · 数学 2023-06-08 Soumya Ranjan Behera , Ananta K. Majee

We are concerned with fully-discrete schemes for the numerical approximation of diffusive-dispersive hyperbolic conservation laws with a discontinuous flux function in one-space dimension. More precisely, we show the convergence of…

数值分析 · 数学 2015-05-06 Rajib Dutta , Ujjwal Koley , Deep Ray

We introduce new control-volume finite-element discretization schemes suitable for solving the Stokes problem. Within a common framework, we present different approaches for constructing such schemes. The first and most established strategy…

数值分析 · 数学 2025-02-05 Martin Schneider , Timo Koch

We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…

数值分析 · 数学 2015-08-06 Weidong Zhao , Wei Zhang , Guannan Zhang

In this paper we consider fully discrete approximations with inf-sup stable mixed finite element methods in space to approximate the Navier-Stokes equations. A continuous downscaling data assimilation algorithm is analyzed in which…

数值分析 · 数学 2019-04-15 Bosco García-Archilla , Julia Novo

We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…

数值分析 · 数学 2023-08-29 Aaron Brunk , Herbert Egger , Oliver Habrich , Maria Lukacova-Medvidova

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

数值分析 · 数学 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

A conforming finite element scheme with mixed explicit-implicit time discretization for quasi-incompressible Navier-Stokes-Maxwell-Stefan systems in a bounded domain with periodic boundary conditions is presented. The system consists of the…

数值分析 · 数学 2026-02-05 Aaron Brunk , Ansgar Jüngel , Maria Lukáčová-Medvid'ová

We describe a methodology to build vectorial kinetic schemes, targetting the numerical solution of linear symmetric-hyperbolic systems of conservation laws -a minimal application case for those schemes. Precisely, we fully detail the…

数值分析 · 数学 2025-12-10 Emmanuel Audusse , Sébastien Boyaval , Virgile Dubos , Minh-Hoang Le

Simulation of many-particle system evolution by molecular dynamics takes to decrease integration step to provide numerical scheme stability on the sufficiently large time interval. It leads to a significant increase of the volume of…

数值分析 · 数学 2016-05-19 Eduard G. Nikonov

Starting from kicked equations of motion with derivatives of non-integer orders, we obtain "fractional" discrete maps. These maps are generalizations of well-known universal, standard, dissipative, kicked damped rotator maps. The main…

混沌动力学 · 物理学 2018-04-02 Vasily E. Tarasov , George M. Zaslavsky

This paper focuses on providing the computation methods for the backward time tempered fractional Feynman-Kac equation, being one of the models recently proposed in [Wu, Deng, and Barkai, Phys. Rev. E, 84 (2016) 032151]. The discretization…

数值分析 · 数学 2017-05-01 Weihua Deng , Zhijiang Zhang

We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…

偏微分方程分析 · 数学 2019-02-26 Yoshikazu Giga , Qing Liu , Hiroyoshi Mitake

We present a positive and asymptotic preserving numerical scheme for solving linear kinetic, transport equations that relax to a diffusive equation in the limit of infinite scattering. The proposed scheme is developed using a standard…

数值分析 · 数学 2018-07-18 M. Paul Laiu , Martin Frank , Cory D. Hauck

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

数值分析 · 数学 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin

This paper is concerned with a rigorous convergence analysis of a fully discrete Lagrangian scheme for the Hele-Shaw flow, which is the fourth order thin-film equation with linear mobility in one space dimension. The discretization is based…

数值分析 · 数学 2015-09-07 Horst Osberger , Daniel Matthes

We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…

数值分析 · 数学 2023-03-01 H. Egger , J. Giesselmann , T. Kunkel , N. Philippi

A discretization scheme for nonnegative diffusion processes is proposed and the convergence of the corresponding sequence of approximate processes is proved using the martingale problem framework. Motivations for this scheme come typically…

计算金融 · 定量金融 2010-11-16 Chantal Labbé , Bruno Rémillard , Jean-François Renaud

We present a linear, second order fully discrete numerical scheme on a staggered grid for a thermodynamically consistent hydrodynamic phase field model of binary compressible fluid flow mixtures derived from the generalized Onsager…

数值分析 · 数学 2019-07-24 Xueping Zhao , Qi Wang