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The present paper is devoted to the convergence analysis of an asymptotic preserving particle scheme designed to serve as a particle pusher in a Particle-In-Cell (PIC) method for the Vlasov equation with a strong inhomogeneous magnetic…

数值分析 · 数学 2025-12-04 Francis Filbet , L Miguel Rodrigues , Kim Han Trinh

In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…

机器学习 · 计算机科学 2022-02-11 Jiaming Liang , Yongxin Chen

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

数值分析 · 数学 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin

In this paper, we present a class of nonuniform time-stepping, high-order linear stabilized schemes that can preserve both the discrete energy stability and maximum-bound principle (MBP) for the time-fractional Allen-Cahn equation. To this…

数值分析 · 数学 2026-04-21 Bingyin Zhang , Hongfei Fu

In this work, we present a modification of explicit Runge-Kutta temporal integration schemes that guarantees the preservation of any locally-defined quasiconvex set of bounds for the solution. These schemes operate on the basis of a…

数值分析 · 数学 2023-01-18 Tarik Dzanic , Will Trojak , Freddie D. Witherden

We address the study of a class of 1D nonlocal conservation laws from a numerical point of view. First, we present an algorithm to numerically integrate them and prove its convergence. Then, we use this algorithm to investigate various…

数值分析 · 数学 2013-03-26 Paulo Amorim , Rinaldo M. Colombo , Andreia Teixeira

A second order accurate, linear numerical method is analyzed for the Landau-Lifshitz equation with large damping parameters. This equation describes the dynamics of magnetization, with a non-convexity constraint of unit length of the…

数值分析 · 数学 2021-11-16 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…

数值分析 · 数学 2011-09-29 Carlos Gorria , Miguel A. Alejo , Luis Vega

A time-stepping $L1$ scheme for solving a time fractional Fokker-Planck equation of order $\alpha \in (0, 1)$, with a general driving force, is investigated. A stability bound for the semi-discrete solution is obtained for…

数值分析 · 数学 2021-06-29 Kassem Mustapha , Omar M. Knio , Olivier P. Le Maître

We propose a semidiscrete scheme for approximation of entropy solutions of one-dimensional scalar conservation laws with nonnegative initial data. The scheme is based on the concept of particle paths for conservation laws and can be…

偏微分方程分析 · 数学 2025-04-16 Magnus C. Ørke

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…

We prove the convergence of solutions of nonlocal conservation laws to their local entropic counterpart for a fundamentally extended class of nonlocal kernels when these kernels approach a Dirac distribution. The nonlocal kernels are…

偏微分方程分析 · 数学 2023-10-16 Alexander Keimer , Lukas Pflug

A trademark of nonlinear, time-dependent, convection-dominated problems is the spontaneous formation of non-smooth macro-scale features, like shock discontinuities and non-differentiable kinks, which pose a challenge for high-resolution…

数值分析 · 数学 2025-10-20 Eitan Tadmor

We consider a class of nonlocal conservation laws modeling traffic flows, given by $ \partial_t \rho_\varepsilon + \partial_x(V(\rho_\varepsilon \ast \gamma_\varepsilon) \rho_\varepsilon) = 0 $ with a suitable convex kernel $…

数值分析 · 数学 2025-10-02 Nicola De Nitti , Kuang Huang

In this paper, we propose and analyze a linear second-order numerical method for solving the Allen-Cahn equation with a general mobility. The proposed fully-discrete scheme is carefully constructed based on the combination of first and…

数值分析 · 数学 2023-03-03 Dianming Hou , Lili Ju , Zhonghua Qiao

We develop a theory based on relative entropy to show the uniqueness and L^2 stability (up to a translation) of extremal entropic Rankine-Hugoniot discontinuities for systems of conservation laws (typically 1-shocks, n-shocks, 1-contact…

偏微分方程分析 · 数学 2015-05-19 Nicholas Leger , Alexis Vasseur

Building on the information-theoretic perspective of P.~D.~Lax [\textit{Proc.\ Sympos., Math.\ Res.\ Center, Univ.\ Wisconsin}, 1978], we establish a two-sided quantitative compactness estimate for numerical solutions of scalar conservation…

数值分析 · 数学 2026-05-11 Fabio Ancona , Alessio Basti , Fabio Camilli

A third-order weighted essentially non-oscillatory compact least-squares scheme is developed for the finite volume method on structured curvilinear non-uniform grids. The proposed scheme features compact least-squares reconstruction with…

流体动力学 · 物理学 2025-08-05 Jianhua Pana , Luxin Li , Wei-Gang Zeng

We describe a new MCMC method optimized for the sampling of probability measures on Hilbert space which have a density with respect to a Gaussian; such measures arise in the Bayesian approach to inverse problems, and in conditioned…

概率论 · 数学 2014-04-04 Michela Ottobre , Natesh S. Pillai , Frank J. Pinski , Andrew M. Stuart

In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…

数值分析 · 数学 2023-10-12 Chen Liu , Yuan Gao , Xiangxiong Zhang