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In the present article, we study the numerical approximation of a system of Hamilton-Jacobi and transport equations arising in geometrical optics. We consider a semi-Lagrangian scheme. We prove the well posedness of the discrete problem and…

偏微分方程分析 · 数学 2011-10-20 Yves Achdou , Fabio Camilli , Lucilla Corrias

We study first- and second-order linear transport equations, as well as ODE and SDE flows, with velocity fields satisfying a one-sided Lipschitz condition. Depending on the time direction, the flows are either compressive or expansive. In…

偏微分方程分析 · 数学 2023-06-26 Pierre-Louis Lions , Benjamin Seeger

Most numerical schemes proposed for solving BGK models for rarefied gas dynamics are based on the discrete velocity approximation. Since such approach uses fixed velocity grids, one must secure a sufficiently large domain with fine velocity…

数值分析 · 数学 2022-04-20 Sebastiano Boscarino , Seung Yeon Cho , Giovanni Russo

An analysis of the error of the upwind scheme for transport equation with discontinuous coefficients is provided. We consider here a velocity field that is bounded and one-sided Lipschitz continuous. In this framework, solutions are defined…

数值分析 · 数学 2016-02-19 François Delarue , Frédéric Lagoutière , Nicolas Vauchelet

In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…

数值分析 · 数学 2016-07-26 Tao Xiong , Giovanni Russo , Jing-Mei Qiu

We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundary conditions. It is well known that convergence towards the…

数值分析 · 数学 2025-03-27 Elisabetta Carlini , Athena Picarelli , Francisco J. Silva

We present a semi-Lagrangian scheme for the approximation of a class of Hamilton-Jacobi-Bellman equations on networks. The scheme is explicit and stable under some technical conditions. We prove a convergence theorem and some error…

数值分析 · 数学 2018-04-26 Elisabetta Carlini , Adriano Festa , Nicolas Forcadel

Semi-Lagrangian (SL) schemes are known as a major numerical tool for solving transport equations with many advantages and have been widely deployed in the fields of computational fluid dynamics, plasma physics modeling, numerical weather…

数值分析 · 数学 2023-08-09 Yongsheng Chen , Wei Guo , Xinghui Zhong

We investigate transport equations associated to a Lipschitz field on some subspace of $\mathbb{R}^N$ endowedwith a general measure $\mu$ in $L^{p}$-spaces $1 < p <\infty$, extending the results obtained in two previous contributions of the…

偏微分方程分析 · 数学 2018-06-12 Luisa Arlotti , Bertrand Lods

We develop a mesh-based semi-Lagrangian discretization of the time-dependent incompressible Navier-Stokes equations with free boundary conditions recast as a non-linear transport problem for a momentum 1-form. A linearly implicit fully…

数值分析 · 数学 2024-02-05 Wouter Tonnon , Ralf Hiptmair

Motivated by pedestrian modelling, we study evolution of measures in the Wasserstein space. In particular, we consider the Cauchy problem for a transport equation, where the velocity field depends on the measure itself. We deal with…

偏微分方程分析 · 数学 2012-06-06 Benedetto Piccoli , Francesco Rossi

We consider the traffic control problem of dynamic routing over parallel servers, which arises in a variety of engineering systems such as transportation and data transmission. We propose a semi-gradient, on-policy algorithm that learns an…

机器学习 · 计算机科学 2025-03-20 Yidan Wu , Yu Yu , Jianan Zhang , Li Jin

We present a forward semi-Lagrangian numerical method for systems of transport equations able to advect smooth and discontinuous fields with high-order accuracy. The numerical scheme is composed of an integration of the transport equations…

计算物理 · 物理学 2014-10-13 Julián Becerra-Sagredo , Carlos Málaga , Francisco Mandujano

Semi-Lagrangian (SL) schemes are highly efficient for simulating transport equations and are widely used across various applications. Despite their success, designing genuinely multi-dimensional and conservative SL schemes remains a…

数值分析 · 数学 2024-05-06 Yongsheng Chen , Wei Guo , Xinghui Zhong

A Coefficient Inverse Problem for the radiative transport equation is considered. The globally convergent numerical method, the so-called convexification, is developed. For the first time, the viscosity solution is considered for a boundary…

数值分析 · 数学 2023-03-17 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^2$ stability and convergence of the difference approximations under conditions that are less strict than those required…

数值分析 · 数学 2025-01-27 Ulrik S. Fjordholm , Kenneth H. Karlsen , Peter H. C. Pang

We construct a deterministic, Lagrangian many-particle approximation to a class of nonlocal transport PDEs with nonlinear mobility arising in many contexts in biology and social sciences. The approximating particle system is a nonlocal…

偏微分方程分析 · 数学 2018-01-29 M. Di Francesco , S. Fagioli , E. Radici

In this paper, we propose a new method for ensuring formally that a controlled trajectory stay inside a given safety set S for a given duration T. Using a finite gridding X of S, we first synthesize, for a subset of initial nodes x of X ,…

系统与控制 · 计算机科学 2019-03-15 Adrien Le Coënt , Laurent Fribourg

In this paper we study an approximation scheme for an Hamilton-Jacobi equation of Eikonal type defined on a network. We introduce an appropriate notion of viscosity solution for this class of equations (see \cite{sc}) and we prove that an…

偏微分方程分析 · 数学 2012-12-14 Fabio Camilli , Adriano Festa , Dirk Schieborn

This paper focusses on the barely understood gap between the weakly nonlinear regime of structure formation and the onset of the virialized regime. While the former is accessed through perturbative calculations and the latter through…

天体物理学 · 物理学 2007-05-23 Thomas Buchert
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