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It is well known that Forward Time and Centred in Space (FTCS) scheme for scalar Hyperbolic Conservation Law (HCL) is unconditionally unstable. The main contribution of this work to show that FTCS is conditionally stable for HCL. A new…

We present a class of hybrid FD-FV (finite difference and finite volume) methods for solving general hyperbolic conservation laws written in first-order form. The presentation focuses on one- and two-dimensional Cartesian grids; however,…

We apply the stochastic variational method to the action of the ideal fluid and showed that the Navier-Stokes equation is derived. In this variational method, the effect of dissipation is realized as the direct consequence of the…

We introduce a two time-scale scheme which allows to extend the method of minimizing movements to hyperbolic problems. This method is used to show the existence of weak solutions to a fluid-structure interaction problem between a nonlinear,…

We study pathwise entropy solutions for scalar conservation laws with inhomogeneous fluxes and quasilinear multiplicative rough path dependence. This extends the previous work of Lions, Perthame and Souganidis who considered spatially…

We derive and study a Lax--Friedrichs type finite volume method for a large class of nonlocal continuity equations in multiple dimensions. We prove that the method converges weakly to the measure-valued solution, and converges strongly if…

The Lax-Wendroff method is a single step method for evolving time dependent solutions governed by partial differential equations, in contrast to Runge- Kutta methods that need multiple stages per time step. We develop a flux reconstruction…

In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…

A new linear relaxation system for nonconservative hyperbolic systems is introduced, in which a nonlocal source term accounts for the nonconservative product of the original system. Using an asymptotic analysis the relaxation limit and its…

The Osher-Chakrabarthy family of linear flux-modification schemes is considered. Improved lower bounds on the compression factors are provided, which suggest the viability of using the unlimited version. The LLF flux formula is combined…

In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…

In this paper hyperbolic partial differential equations with random coefficients are discussed. We consider the challenging problem of flux functions with coefficients modeled by spatiotemporal random fields. Those fields are given by…

In this article we present an a posteriori error estimator for the spatial-stochastic error of a Galerkin-type discretisation of an initial value problem for a random hyperbolic conservation law. For the stochastic discretisation we use the…

Consider two hyperbolic systems of conservation laws in one space dimension with the same eigenvalues and (right) eigenvectors. We prove that solutions to Cauchy problems with the same initial data differ at third order in the total…

Solutions to hyperbolic conservation laws can be approximated in many different ways: by vanishing viscosity, relaxations, discrete or semi-discrete numerical schemes, approximation with a nonlocal flux, etc$\ldots$ For some of these…

The study of uncertainty propagation poses a great challenge to design numerical solvers with high fidelity. Based on the stochastic Galerkin formulation, this paper addresses the idea and implementation of the first flux reconstruction…

Conservation and consistency are fundamental properties of discretizations of systems of hyperbolic conservation laws. Here, these concepts are extended to the realm of iterative methods by formally defining locally conservative and flux…

In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…

We introduce some sparse grids interpolations used in Semi-Lagrangian schemes for linear and fully non-linear diffusion Hamilton Jacobi Bellman equations arising in stochastic control. We prove that the method introduced converges toward…

We introduce stabilized spline collocation schemes for the numerical solution of nonlinear, hyperbolic conservation laws. A nonlinear, residual-based viscosity stabilization is combined with a projection stabilization-inspired linear…