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We introduce a semi-implicit Milstein approximation scheme for some class of non-colliding particle systems modeled by systems of stochastic differential equations with non-constant diffusion coefficients. We show that the scheme converges…

概率论 · 数学 2019-08-13 Hoang-Long Ngo , Duc-Trong Luong

This paper introduces a new numerical scheme for a system that includes evolution equations describing a perfect plasticity model with a time-dependent yield surface. We demonstrate that the solution to the proposed scheme is stable under…

偏微分方程分析 · 数学 2024-07-03 Yoshiho Akagawa , Kazunori Matsui

The energy stable flux reconstruction (ESFR) method provides an efficient and flexible framework to devise high-order linearly stable numerical schemes which can achieve high levels of accuracy on unstructured grids. While superconvergent…

数值分析 · 数学 2025-10-29 Mathias Dufresne-Piché , Siva Nadarajah

An implicit Euler finite-volume scheme for a nonlocal cross-diffusion system on the one-dimensional torus, arising in population dynamics, is proposed and analyzed. The kernels are assumed to be in detailed balance and satisfy a weak…

数值分析 · 数学 2023-02-23 Ansgar Jüngel , Stefan Portisch , Antoine Zurek

We are interested in a non-local partial differential equation modeling equal mitosis. We prove that the solutions present persistent asymptoticoscillations and that the convergence to this periodic behavior, in suitable spaces of weighted…

偏微分方程分析 · 数学 2023-09-25 Pierre Gabriel , Hugo Martin

In this paper, we prove existence results of a one-dimensional periodic solution to equations with the fractional Laplacian of order $s\in(1/2,1)$, singular nonlinearity, and gradient term under various situations, including nonlocal…

偏微分方程分析 · 数学 2021-11-16 Lisbeth Carrero , Alexander Quaas

We introduce a discrete scheme for second order fully nonlinear parabolic PDEs with Caputo's time fractional derivatives. We prove the convergence of the scheme in the framework of the theory of viscosity solutions. The discrete scheme can…

偏微分方程分析 · 数学 2019-02-26 Yoshikazu Giga , Qing Liu , Hiroyoshi Mitake

This paper deals with the approximation of the spectrum of linear and nonautonomous delay differential equations through the reduction of the relevant evolution semigroup from infinite to finite dimension. The focus is placed on classic…

数值分析 · 数学 2010-01-27 Dimitri Breda , Stefano Maset , Rossana Vermiglio

We are interested in the approximation of a steady hyperbolic problem. In some cases, the solution can satisfy an additional conservation relation, at least when it is smooth. This is the case of an entropy. In this paper, we show, starting…

数值分析 · 数学 2018-08-01 Remi Abgrall

We discuss a class of coupled systems of nonlocal nonlinear balance laws modeling multilane traffic, with the nonlocality present in both convective and source terms. The uniqueness and existence of the entropy solution are proven via…

数值分析 · 数学 2025-07-11 Aekta Aggarwal , Helge Holden , Ganesh Vaidya

We propose an unconditionally energy-stable, orthonormality-preserving, component-wise splitting iterative scheme for the Kohn-Sham gradient flow based model in the electronic structure calculation. We first study the scheme discretized in…

数值分析 · 数学 2024-10-01 Xiuping Wang , Huangxin Chen , Jisheng Kou , Shuyu Sun

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

数值分析 · 数学 2016-09-29 Jonathan Zinsl , Daniel Matthes

Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…

数值分析 · 数学 2021-02-25 Jean-François Chassagneux , Junchao Chen , Noufel Frikha , Chao Zhou

We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved…

数值分析 · 数学 2023-12-01 Peter Frolkovič , Nikola Gajdošová

We consider nonlocal nonlinear potentials and estimate the rate of convergence of time stepping schemes to the peridynamic equation of motion. We begin by establishing the existence of $H^2$ solutions over any finite time interval. Here…

数值分析 · 数学 2018-10-04 Prashant K. Jha , Robert Lipton

As a counterpoint to recent numerical methods for crystal surface evolution, which agree well with microscopic dynamics but suffer from significant stiffness that prevents simulation on fine spatial grids, we develop a new numerical method…

数值分析 · 数学 2020-06-24 Katy Craig , Jian-Guo Liu , Jianfeng Lu , Jeremy L. Marzuola , Li Wang

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

数值分析 · 数学 2019-02-06 Graham Baird , Endre Süli

We study local bifurcations of periodic solutions to time-periodic (systems of) integrodifference equations over compact habitats. Such infinite-dimensional discrete dynamical systems arise in theoretical ecology as models to describe the…

动力系统 · 数学 2025-10-15 Christian Aarset , Christian Pötzsche

We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the nonlinear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly…

We present an implicit-explicit (IMEX) scheme for semilinear wave equations with strong damping. By treating the nonlinear, nonstiff term explicitly and the linear, stiff part implicitly, we obtain a method which is not only unconditionally…

数值分析 · 数学 2024-07-01 Daniel Eckhardt , Marlis Hochbruck , Barbara Verfürth