相关论文: Positivity-preserving methods for population model…
Many important differential equations model quantities whose value must remain positive or stay in some bounded interval. These bounds may not be preserved when the model is solved numerically. We propose to ensure positivity or other…
In this paper, we propose a class of explicit positivity preserving numerical methods for general stochastic differential equations which have positive solutions. Namely, all the numerical solutions are positive. Under some reasonable…
In this study, a family of second order process based modified Patankar Runge-Kutta schemes is proposed with both the mass and mole maintained in balance while preserving the positivity of density and pressure with the time step determined…
Non-local systems of conservation laws play a crucial role in modeling flow mechanisms across various scenarios. The well-posedness of such problems is typically established by demonstrating the convergence of robust first-order schemes.…
In this paper we design high-order positivity-preserving approximation schemes for an integro-differential model describing photochemical reactions. Specifically, we introduce and analyze three classes of dynamically consistent methods,…
Recently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge-Kutta methods. We generalize this approach to multistep…
The paper studies numerical methods that preserve a Lyapunov function of a dynamical system, i.e. numerical approximations whose energy decreases, just like in the original differential equation. With this aim, a discrete gradient method is…
In this paper, we construct explicit nonstandard Runge-Kutta (ENRK) methods which have higher accuracy order and preserve two important properties of autonomous dynamical systems, namely, the positivity and linear stability. These methods…
High-order spatial discretizations with strong stability properties (such as monotonicity) are desirable for the solution of hyperbolic PDEs. Methods may be compared in terms of the strong stability preserving (SSP) time-step. We prove an…
The density matrix is a widely used tool in quantum mechanics. In order to determine its evolution with respect to time, the Liouville-von Neumann equation must be solved. However, analytic solutions of this differential equation exist only…
When one wishes to numerically solve an initial value problem, it is customary to rewrite it as an equivalent first-order system to which a method, usually from the class of Runge-Kutta methods, is applied. Directly treating higher-order…
We consider a class of finite element approximations for fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. In our approach, we first solve a variational problem…
The mathematical modeling of the propagation of illnesses has an important role from both mathematical and biological points of view. In this article, we observe an SEIR-type model with a general incidence rate and a non-constant…
In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for…
We provide a note on continuous-stage Runge-Kutta methods (csRK) for solving initial value problems of first-order ordinary differential equations. Such methods, as an interesting and creative extension of traditional Runge-Kutta (RK)…
Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic…
In this technical note a general procedure is described to construct internally consistent splitting methods for the numerical solution of differential equations, starting from matching pairs of explicit and diagonally implicit Runge-Kutta…
High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The…
We propose and analyze a novel approach to construct structure preserving approximations for the Poisson-Nernst-Planck equations, focusing on the positivity preserving and mass conservation properties. The strategy consists of a standard…
In this paper, a class of arbitrarily high-order linear momentum-preserving and energy-preserving schemes are proposed, respectively, for solving the regularized long-wave equation. For the momentum-preserving scheme, the key idea is based…