On the adaptive Levin method
The Levin method is a well-known technique for evaluating oscillatory integrals, which operates by solving a certain ordinary differential equation in order to construct an antiderivative of the integrand. It was long believed that this approach ...
Monotone discretizations of levelset convex geometric PDEs
We introduce a novel algorithm that converges to level set convex viscosity solutions of high-dimensional Hamilton–Jacobi equations. The algorithm is applicable to a broad class of curvature motion PDEs, as well as a recently developed Hamilton–...
Uniform boundary stabilization of a high-order finite element space discretization of the 1-d wave equation
The aim of this work is to construct and analyze a discretization process that preserves exponential stability at the discrete level for a wave propagation problem with boundary damping when a high-order spectral finite element approximation is ...
Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
In this work we establish weak convergence rates for temporal discretisations of stochastic wave equations with multiplicative noise, in particular, for the hyperbolic Anderson model. For this class of stochastic partial differential equations the ...
Variational convergence of the Scharfetter–Gummel scheme to the aggregation-diffusion equation and vanishing diffusion limit
In this paper, we explore the convergence of the semi-discrete Scharfetter–Gummel scheme for the aggregation-diffusion equation using a variational approach. Our investigation involves obtaining a novel gradient structure for the finite volume ...