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Conservation laws are among the most fundamental geometric properties of a partial differential equation (PDE), but few known finite difference methods preserve more than one conservation law. All conservation laws belong to the kernel of…

数值分析 · 数学 2018-12-13 Gianluca Frasca-Caccia , Peter E. Hydon

A combination of implicit and explicit timestepping is analyzed for a system of ODEs motivated by ones arising from spatial discretizations of evolutionary partial differential equations. Loosely speaking, the method we consider is implicit…

数值分析 · 数学 2025-10-20 Mihai Anitescu , William J. Layton , Faranak Pahlevani

Change-point models are widely used by statisticians to model drastic changes in the pattern of observed data. Least squares/maximum likelihood based estimation of change-points leads to curious asymptotic phenomena. When the change-point…

统计理论 · 数学 2015-10-20 Rui Song , Moulinath Banerjee , Michael R. Kosorok

We present a new multi-symplectic formulation of constrained Hamiltonian partial differential equations, and we study the associated local conservation laws. A multi-symplectic discretisation based on this new formulation is exemplified by…

数值分析 · 数学 2016-04-06 David Cohen , Olivier Verdier

In this paper, we present a conservative semi-Lagrangian finite-difference scheme for the BGK model. Classical semi-Lagrangian finite difference schemes, coupled with an L-stable treatment of the collision term, allow large time steps, for…

数值分析 · 数学 2019-05-10 Sebastiano Boscarino , Seung-Yeon Cho , Giovanni Russo , Seok-Bae Yun

We consider linear iterative schemes for the time-discrete equations stemming from a class of nonlinear, doubly-degenerate parabolic equations. More precisely, the diffusion is nonlinear and may vanish or become multivalued for certain…

数值分析 · 数学 2025-08-12 Ayesha Javed , Koondanibha Mitra , Iuliu Sorin Pop

We construct a finite element discretization and time-stepping scheme for the incompressible Euler equations with variable density that exactly preserves total mass, total squared density, total energy, and pointwise incompressibility. The…

数值分析 · 数学 2020-04-22 Evan S. Gawlik , François Gay-Balmaz

In this paper we derive and analyse a class of linearly implicit schemes which includes the one of Feistauer and Ku\v{c}era (JCP 2007) as well as the class of RS-IMEX schemes. The implicit part is based on a Jacobian matrix which is…

The concern of the present work is the introduction of a very efficient Asymptotic Preserving scheme for the resolution of highly anisotropic diffusion equations. The characteristic features of this scheme are the uniform convergence with…

数值分析 · 数学 2014-04-08 Pierre Degond , Alexei Lozinski , Jacek Narski , Claudia Negulescu

We study the asymptotic stability of the semi-discrete (SD) numerical method for the approximation of stochastic differential equations. Recently, we examined the order of $\mathcal L^2$-convergence of the truncated SD method and showed…

数值分析 · 数学 2020-08-10 Nikolaos Halidias , Ioannis S. Stamatiou

We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…

概率论 · 数学 2013-02-01 Max Fathi , Noufel Frikha

In this paper, both semidiscrete and fully discrete finite element methods are analyzed for the penalized two-dimensional unsteady Navier-Stokes equations with nonsmooth initial data. First order backward Euler method is applied for the…

数值分析 · 数学 2026-04-16 Bikram Bir , Deepjyoti Goswami , Amiya K. Pani

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

This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state.…

数值分析 · 数学 2022-08-10 Shangting Li , Junming Duan , Huazhong Tang

We present an implicit relaxation scheme for the simulation of compressible flows in all Mach number regimes based on a Jin Xin relaxation approach. The main features of the proposed scheme lie in its simplicity and effectiveness. Thanks to…

流体动力学 · 物理学 2023-06-12 Andrea Thomann , Angelo Iollo , Gabriella Puppo

In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…

数值分析 · 计算机科学 2016-12-23 Santiago Badia , Jesús Bonilla

Dynamic/kinematic model is of great significance in decision and control of intelligent vehicles. However, due to the singularity of dynamic models at low speed, kinematic models have been the only choice under many driving scenarios. This…

系统与控制 · 电气工程与系统科学 2020-11-20 Qiang Ge , Shengbo Eben Li , Qi Sun , Sifa Zheng

We design consistent discontinuous Galerkin finite element schemes for the approximation of the Euler-Korteweg and the Navier-Stokes-Korteweg systems. We show that the scheme for the Euler-Korteweg system is energy and mass conservative and…

数值分析 · 数学 2014-11-13 Jan Giesselmann , Charalambos Makridakis , Tristan Pryer

This work is devoted to the numerical simulation of nonlinear Schr\"odinger and Klein-Gordon equations. We present a general strategy to construct numerical schemes which are uniformly accurate with respect to the oscillation frequency.…

数值分析 · 数学 2013-08-05 Philippe Chartier , Nicolas Crouseilles , Mohammed Lemou , Florian Méhats

This work concerns the analysis of the discontinuous Galerkin spectral element method (DGSEM) with implicit time stepping for the numerical approximation of nonlinear scalar conservation laws in multiple space dimensions. We consider either…

数值分析 · 数学 2024-06-21 Florent Renac