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In this paper, we develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase and a kinetic transport phase. The first phase is solved…

偏微分方程分析 · 数学 2018-06-19 Manh Hong Duong , Yulong Lu

In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…

数值分析 · 数学 2020-08-20 Yalchin Efendiev , Petr N. Vabishchevich

We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the $H^{-1}$-gradient flow of the…

数值分析 · 数学 2015-09-04 Luca Calatroni , Bertram Düring , Carola-Bibiane Schönlieb

In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…

数值分析 · 数学 2022-10-12 Monika Eisenmann , Tony Stillfjord

On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…

数值分析 · 计算机科学 2011-12-07 Petr N. Vabishchevich

Many applied time-dependent problems are characterized by an additive representation of the problem operator. Additive schemes are constructed using such a splitting and associated with the transition to a new time level on the basis of the…

数值分析 · 计算机科学 2010-05-13 Petr N. Vabishchevich

We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…

统计力学 · 物理学 2015-05-30 K. Gorska , K. A. Penson , D. Babusci , G. Dattoli , G. H. E. Duchamp

In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…

数值分析 · 数学 2020-08-18 Chenghua Duan , Wenbin Chen , Chun Liu , Xingye Yue , Shenggao Zhou

We study operator-splitting schemes for approximating Koopman generators of linear semigroups induced by nonlinear flows, a framework originating with Dorroh and Neuberger. Building on ideas of Lie, Kowalewski, and Gr\"{o}bner, we analyze…

数值分析 · 数学 2025-12-17 A. Banjara , I. AlJabea , T. Papamarkou , F. Neubrander

In recent years, SPDEs have become a well-studied field in mathematics. With their increase in popularity, it becomes important to efficiently approximate their solutions. Thus, our goal is a contribution towards the development of…

数值分析 · 数学 2024-01-17 Evelyn Buckwar , Ana Djurdjevac , Monika Eisenmann

In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…

数值分析 · 计算机科学 2016-11-18 Peter Minev , Petr N. Vabishchevich

This contribution is dedicated to the exploration of exponential operator splitting methods for the time integration of evolution equations. It entails the review of previous achievements as well as the depiction of novel results. The…

数值分析 · 数学 2024-10-18 Sergio Blanes , Fernando Casas , Cesareo Gonzalez , Mechthild Thalhammer

In this paper, we propose and analyze a positivity-preserving, energy stable numerical scheme for certain type reaction-diffusion systems involving the Law of Mass Action with the detailed balance condition. The numerical scheme is…

数值分析 · 数学 2021-04-07 Chun Liu , Cheng Wang , Yiwei Wang

A second-order accurate in time, positivity-preserving, and unconditionally energy stable operator splitting numerical scheme is proposed and analyzed for the system of reaction-diffusion equations with detailed balance. The scheme is…

数值分析 · 数学 2021-09-08 Chun Liu , Cheng Wang , Yiwei Wang

We prove an existence result for nonlinear diffusion equations in the presence of a nonlocal density-dependent drift which is not necessarily potential. The proof is constructive and based on the Helmholtz decomposition of the drift and a…

偏微分方程分析 · 数学 2016-06-16 Guillaume Carlier , Maxime Laborde

We develop an operator splitting method to simulate flows of isothermal compressible natural gas over transmission pipelines. The method solves a system of nonlinear hyperbolic partial differential equations (PDEs) of hydrodynamic type for…

We introduce in this work an efficient numerical method for the simulation of the quantum Liouville-BGK equation, which models the diffusive transport of quantum particles. The corner stone to the model is the BGK collision operator,…

数值分析 · 数学 2021-03-12 Sophia Potoczak Bragdon , Olivier Pinaud

We propose a quasi-random operator splitting method for evolution equations driven by multiple mechanisms. The method uses a low-discrepancy sequence to generate the ordering of the subflows, while requiring only one application of each…

数值分析 · 数学 2026-03-31 Lei Li , Yunxiao Liu , Chenchen Wan

We investigate Lie-Trotter product formulae for abstract nonlinear evolution equations with delay. Using results from the theory of nonlinear contraction semigroups in Hilbert spaces, we explain the convergence of the splitting procedure.…

泛函分析 · 数学 2016-07-07 András Bátkai , Petra Csomós , Bálint Farkas

In this paper, we are concerned with a operator splitting scheme for linear fractional and fractional degenerate stochastic conservation laws driven by multiplicative Levy noise. More specifically, using a variant of classical Kruzkov's…

数值分析 · 数学 2023-03-14 Soumya Ranjan Behera , Ananta K. Majee
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