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Consider a strictly hyperbolic $n\times n$ system of conservation laws, where each characteristic field is either genuinely nonlinear or linearly degenerate. In this standard setting, it is well known that there exists a Lipschitz semigroup…

In this work we demonstrate that SVD-based model reduction techniques known for ordinary differential equations, such as the proper orthogonal decomposition, can be extended to stochastic differential equations in order to reduce the…

Stochastic Variational Method (SVM) is the generalization of the variation method to the case with stochastic variables. In the series of papers, we investigate the applicability of SVM as an alternative field quantization scheme. Here, we…

A well-known theorem of Lax and Wendroff states that if the sequence of approximate solutions to a system of hyperbolic conservation laws generated by a conservative consistent numerical scheme converges boundedly a.e. as the mesh parameter…

We consider a numerical scheme for Hamilton-Jacobi equations based on a direct discretization of the Lax-Oleinik semi-group. We prove that this method is convergent with respect to the time and space stepsizes provided the solution is…

A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-wise deterministic and are driven by a stochastic…

Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…

We introduce and analyze a spectral vanishing viscosity approximation of periodic fractional conservation laws. The fractional part of these equations can be a fractional Laplacian or other non-local operators that are generators of pure…

We study a new nonlocal approach to the mathematical modelling of the Chemotaxis problem, which describes the random motion of a certain population due a substance concentration. Considering the initial-boundary value problem for the…

We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…

In this article a theoretical framework for problems involving fractional equations of hyperbolic type arising in the theory of viscoelasticity is presented. Based on the Galerkin method, a variational problem of the fractionary…

This paper deals with time-fractional stochastic Navier-Stokes equations, which are characterized by the coexistence of stochastic noise and a fractional power of the Laplacian. We establish sufficient conditions for the existence and…

The one-dimensional modified shallow water equations in Lagrangian coordinates are considered. It is shown the relationship between symmetries and conservation laws in Lagrangian coordinates, in mass Lagrangian variables, and Eulerian…

The hyperbolic model (HM) time integration scheme tackles parabolic problems by adding a small artificial second order time derivative term. Described by Samarskii in his 1971 book, the scheme reappeared as the generalized Du Fort-Frankel…

We are interested in the discretisation of the steady version of hyperbolic problems. We first show that all the known schemes (up to our knowledge) can be rephrased in a common framework. Using this framework, we first show all the known…

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

In this work, we introduce a novel approach to formulating an artificial viscosity for shock capturing in nonlinear hyperbolic systems by utilizing the property that the solutions of hyperbolic conservation laws are not reversible in time…

We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…

This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…

Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…