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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…

偏微分方程分析 · 数学 2022-10-06 Alain Blaustein , Francis Filbet

We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…

数值分析 · 数学 2020-06-09 Yuezheng Gong , Qi Hong , Qi Wang

This work concerns the numerical approximation of a multicomponent compressible Euler system for a fluid mixture in multiple space dimensions on unstructured meshes with a high-order discontinuous Galerkin spectral element method (DGSEM).…

数值分析 · 数学 2021-08-25 Florent Renac

In this paper, we study the Wasserstein gradient flow structure of the porous medium equation. We prove that, for the case of $q$-Gaussians on the real line, the functional derived by the JKO-discretization scheme is asymptotically…

偏微分方程分析 · 数学 2013-07-22 Manh Hong Duong

Centered numerical fluxes can be constructed for compressible Euler equations which preserve kinetic energy in the semi-discrete finite volume scheme. The essential feature is that the momentum flux should be of the form $f^m_\jph =…

数值分析 · 计算机科学 2016-08-24 Praveen Chandrashekar

In this paper, we present a numerical scheme for the diffuse-interface model in [Abels, Garcke, Gr\"un, M3AS 22(3), 2012] for two-phase flow of immiscible, incompressible fluids. As that model is in particular consistent with…

数值分析 · 数学 2012-10-19 Günther Grün , Fabian Klingbeil

Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master Equation that can be modeled by a Fokker-Planck equation in a coarse-grained, mesoscopic description. We…

统计力学 · 物理学 2019-07-05 Daniel M. Busiello , Jorge Hidalgo , Amos Maritan

We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different…

数值分析 · 数学 2020-06-17 Jianbo Cui , Luca Dieci , Haomin Zhou

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

偏微分方程分析 · 数学 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…

偏微分方程分析 · 数学 2013-03-08 Mark Peletier , Michiel Renger , Marco Veneroni

We propose a high order discontinuous Galerkin (DG) method for solving nonlinear Fokker-Planck equations with a gradient flow structure. For some of these models it is known that the transient solutions converge to steady-states when time…

数值分析 · 数学 2016-01-12 Hailiang Liu , Zhongming Wang

We introduce discontinuous spectral-element methods of arbitrary order that are well balanced, conservative of mass, and conservative or dissipative of total energy (i.e., a mathematical entropy function) for a covariant flux formulation of…

数值分析 · 数学 2026-02-10 Tristan Montoya , Andrés M. Rueda-Ramírez , Gregor J. Gassner

The Poisson-Nernst-Planck system of equations used to model ionic transport is interpreted as a gradient flow for the Wasserstein distance and a free energy in the space of probability measures with finite second moment. A variational…

偏微分方程分析 · 数学 2015-09-08 David Kinderlehrer , Léonard Monsaingeon , Xiang Xu

We design a variational asymptotic preserving scheme for the Vlasov-Poisson-Fokker-Planck system with the high field scaling, which describes the Brownian motion of a large system of particles in a surrounding bath. Our scheme builds on an…

数值分析 · 数学 2020-12-17 Jose A. Carrillo , Li Wang , Wuzhe Xu , Ming Yan

In this paper, we propose and analyze a second order accurate (in both time and space) numerical scheme for the Poisson-Nernst-Planck-Navier-Stokes system, which describes the ion electro-diffusion in fluids. In particular, the…

数值分析 · 数学 2025-03-12 Yuzhe Qin , Cheng Wang

The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

数值分析 · 数学 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li

In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…

数值分析 · 数学 2022-01-26 Jialin Hong , Baohui Hou , Liying Sun

In this paper, we study the large--time behavior of a numerical scheme discretizing drift-- diffusion systems for semiconductors. The numerical method is finite volume in space, implicit in time, and the numerical fluxes are a…

数值分析 · 数学 2019-04-22 Marianne Bessemoulin-Chatard , Claire Chainais-Hillairet

We introduce an efficient split finite element (FE) discretization of a y-independent (slice) model of the rotating shallow water equations. The study of this slice model provides insight towards developing schemes for the full 2D case.…

数值分析 · 数学 2019-12-24 Werner Bauer , Jörn Behrens , Colin J. Cotter

This paper develops a fully discrete modified characteristic finite element method for a coupled system consisting of the fully nonlinear Monge-Amp\'ere equation and a transport equation. The system is the Eulerian formulation in the dual…

数值分析 · 数学 2008-10-09 Xiaobing Feng , Michael Neilan