Numerical methods for deterministic and stochastic differential equations with multiple scales and high contrasts
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By means of an original approach, called 'method of the moving frame', we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path-dependent coefficients driven by an i ...
The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker-Planck equation, which is solved analytically. The second-order correlations in the ...
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The modeling of a system composed by a gas phase and organic aerosol particles, and its numerical resolution are studied. The gas-aerosol system is modeled by ordinary differential equations coupled with a mixed-constrained optimization problem. This coupl ...
A system of partial differential equations describing the thermal behavior of aluminium cell coupled with magnetohydrodynamic effects is numerically solved. The thermal model is considered its a two-phases Stefan problem which consists of a non-linear conv ...
B-series are a fundamental tool in practical and theoretical aspects of numerical integrators for ordinary differential equations. A composition law for B-series permits an elegant derivation of order conditions, and a substitution law gives much insight i ...
Ordinary differential equations are coupled with mixed constrained optimization problems when modeling the thermodynamic equilibrium of a system evolving with time. A particular application arises in the modeling of atmospheric particles. Discontinuity poi ...
We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the stochastic modeling of biological systems. Our approach is based on the const ...
Mailapalli et al. (2009) presented an explicit numerical scheme for calculation of solutions to the 1D Green and Ampt (1911) infiltration equation. They compared their numerical solution to a numerical solution obtained using the Newton-Raphson method (e.g ...