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Numerical methods of approximate solution of the Cauchy problem for coupled systems of evolution equations are considered. Separating simpler subproblems for individual components of the solution achieves simplification of the problem at a…

数值分析 · 数学 2024-08-27 Petr N. Vabishchevich

The port-Hamiltonian approach presents an energy-based modeling of dynamical systems with energy-conservative and energy-dissipative parts as well as an interconnection over the so-called ports. In this paper, we apply an operator splitting…

The Energy-Dissipation Principle provides a variational tool for the analysis of parabolic evolution problems: solutions are characterized as so-called null-minimizers of a global functional on entire trajectories. This variational…

偏微分方程分析 · 数学 2021-09-14 Luca Scarpa , Ulisse Stefanelli

The present work is concerned with the extension of modified potential operator splitting methods to specific classes of nonlinear evolution equations. The considered partial differential equations of Schr{\"o}dinger and parabolic type…

数值分析 · 数学 2023-10-16 Sergio Blanes , Fernando Casas , Cesáreo González , Mechthild Thalhammer

We introduce a deep neural network-based numerical method for solving kinetic Fokker Planck equations, including both linear and nonlinear cases. Building upon the conservative dissipative structure of Vlasov-type equations, we formulate a…

数值分析 · 数学 2026-03-26 Wonjun Lee , Li Wang , Wuchen Li

In this paper, we develop a class of samplers for the diffusion model using the operator-splitting technique. The linear drift term and the nonlinear score-driven drift of the probability flow ordinary differential equation are split and…

数值分析 · 数学 2026-01-27 Peiyi Liu , Zhaoqiang Liu , Yiqi Gu

The solution of pseudo initial value differential equations, either ordinary or partial (including those of fractional nature), requires the development of adequate analytical methods, complementing those well established in the ordinary…

数学物理 · 物理学 2019-02-05 Nicolas Behr , Giuseppe Dattoli , Ambra Lattanzi

This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…

数值分析 · 数学 2025-07-01 Po-Yi Wu

In this paper, we propose a numerical scheme for structured population models defined on a separable and complete metric space. In particular, we consider a generalized version of a transport equation with additional growth and non-local…

A dynamic iteration scheme for linear differential-algebraic port-Hamil\-tonian systems based on Lions-Mercier-type operator splitting methods is developed. The dynamic iteration is monotone in the sense that the error is decreasing and no…

数值分析 · 数学 2023-09-26 Andreas Bartel , Michael Günther , Birgit Jacob , Timo Reis

In this paper, we develop high-order splitting methods for linear port-Hamiltonian systems, focusing on preserving their intrinsic structure, particularly the dissipation inequality. Port-Hamiltonian systems are characterized by their…

数学物理 · 物理学 2024-09-16 Marius Mönch , Nicole Marheineke

This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

数值分析 · 数学 2018-04-17 Gabriel Acosta , Francisco M. Bersetche , Juan Pablo Borthagaray

We present a method for constructing numerical schemes with up to 3rd strong convergence order for solution of a class of stochastic differential equations, including equations of the Langevin type. The construction proceeds in two stages.…

高能物理 - 格点 · 物理学 2025-04-08 Andrey Shkerin , Sergey Sibiryakov

Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…

数值分析 · 数学 2025-09-12 Jingyu Yang , Shingyu Leung , Jianliang Qian , Hao Liu

In this paper, we develop a numerical method for the L\'evy-Fokker-Planck equation with the fractional diffusive scaling. There are two main challenges. One comes from a two-fold nonlocality, that is, the need to apply the fractional…

数值分析 · 数学 2021-03-23 Wuzhe Xu , Li Wang

We present a conservative/dissipative time integration scheme for nonlinear mechanical systems. Starting from a weak form, we derive algorithmic forces and velocities that guarantee the desired conservation/dissipation properties. Our…

数值分析 · 数学 2019-11-01 Cristian G. Gebhardt , Ignacio Romero , Raimund Rolfes

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

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

数值分析 · 数学 2021-03-02 Pin Lyu , Seakweng Vong

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

数值分析 · 数学 2023-07-26 Jovan Žigić

The Douglas--Rachford and Peaceman--Rachford splitting methods are common choices for temporal discretizations of evolution equations. In this paper we combine these methods with spatial discretizations fulfilling some easily verifiable…

数值分析 · 数学 2016-05-10 Eskil Hansen , Erik Henningsson