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We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…

This article proposes a new discrete framework for approximating solutions to shape optimization problems under convexity constraints. The numerical method, based on the support function or the gauge function, is guaranteed to generate…

最优化与控制 · 数学 2022-03-15 Beniamin Bogosel

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves a fractional power of an elliptic operator of second order. Finite element approximation in space is…

数值分析 · 计算机科学 2018-05-09 Petr N. Vabishchevich

Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…

数值分析 · 数学 2025-08-11 Akash Sharma

In our previous work, numerical schemes for a simplified version of 3-wave kinetic equations, in which only the simple forward-cascade terms of the collision operators are kept, have been successfully designed, especially to capture the…

数值分析 · 数学 2025-06-10 Steven Walton , Minh-Binh Tran

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

数值分析 · 数学 2014-07-07 Weihua Deng , Minghua Chen

A general formulation was developed to represent material models for applications in dynamic loading. Numerical methods were devised to calculate response to shock and ramp compression, and ramp decompression, generalizing previous…

材料科学 · 物理学 2009-02-05 Damian C. Swift

We provide a `user guide' to the literature of the past twenty years concerning the modeling and approximation of discontinuous solutions to nonlinear hyperbolic systems that admit small-scale dependent shock waves. We cover several classes…

偏微分方程分析 · 数学 2013-12-05 Philippe G. LeFloch , Siddhartha Mishra

In this work, we propose a new semi-Lagrangian (SL) finite difference scheme for nonlinear advection-diffusion problems. To ensure conservation, which is fundamental for achieving physically consistent solutions, the governing equations are…

数值分析 · 数学 2025-11-05 Silvia Preda , Walter Boscheri , Matteo Semplice , Maurizio Tavelli

We propose an efficient numerical scheme for the resolution of a non-hydrostatic Saint-Venant type model. The model is a shallow water type approximation of the incompressbile Euler system with free surface and slightly differs from the…

数值分析 · 数学 2015-09-15 N. Aissiouene , M. -O. Bristeau , E. Godlewski , J. Sainte-Marie

A novel artificial neural network method is proposed for solving Cauchy inverse problems. It allows multiple hidden layers with arbitrary width and depth, which theoretically yields better approximations to the inverse problems. In this…

数值分析 · 数学 2020-01-07 Yixin Li , Xianliang Hu

We present a novel implicit scheme for the numerical solution of time-dependent conservation laws. The core idea of the presented method is to exploit and approximate the mixed spatial-temporal derivative of the solution that occurs…

数值分析 · 数学 2022-12-13 Peter Frolkovič , Michal Žeravý

We investigate numerically a model consisting in a kinetic equation for the biased motion of bacteria following a run-and-tumble process, coupled with two reaction-diffusion equations for chemical signals. This model exhibits asymptotic…

偏微分方程分析 · 数学 2018-11-26 Vincent Calvez , Laurent Gosse , Monika Twarogowska

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

数值分析 · 数学 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou

This paper presents a finite difference method combined with the Crank--Nicolson scheme of the Kuramoto--Sivashinsky equation defined on an expanding circle (\cite{KUY}), and the existence, uniqueness, and second-order error estimate of the…

数值分析 · 数学 2021-08-03 Shunsuke Kobayashi , Shigetoshi Yazaki

We study a force-based hybrid method that couples atomistic model with Cauchy-Born elasticity model with sharp transition interface. We identify stability conditions that guarantee the convergence of the hybrid scheme to the solution of the…

数值分析 · 数学 2014-05-09 Jianfeng Lu , Pingbing Ming

A numerical method is developed to efficiently calculate the stress (and displacement) field in finite 2D rectangular media. The solution is expanded on a function basis with elements that satisfy the Navier-Cauchy equation. The obtained…

材料科学 · 物理学 2020-04-22 Denes Berta , Istvan Groma , Peter Dusan Ispanovity

A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…

We consider the inverse problem for the wave equation which consists of determining an unknown space-dependent force function acting on a vibrating structure from Cauchy boundary data. Since only boundary data are used as measurements, the…

数值分析 · 数学 2014-10-24 S. O. Hussein , D. Lesnic

In a previous paper we have presented a new method for solving a class of Cauchy integral equations. In this work we discuss in detail how to manage this method numerically, when only a finite and noisy data set is available: particular…

经典分析与常微分方程 · 数学 2007-05-23 Enrico De Micheli , Giovanni Alberto Viano