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By using the stochastic particle method, the truncated Euler-Maruyama (TEM) method is proposed for numerically solving McKean-Vlasov stochastic differential equations (MV-SDEs), possibly with both drift and diffusion coefficients having super-linear growth in the state variable. Firstly, the result of the propagation of chaos in the L^q (q\geq 2) sense is obtained under general assumptions. Then, the standard 1/2-order strong convergence rate in the L^q sense of the proposed method corresponding to the particle system is derived by utilizing the stopping time analysis technique. Furthermore, long-time dynamical properties of MV-SDEs, including the moment boundedness, stability, and the existence and uniqueness of the invariant probability measure, can be numerically realized by the TEM method. Additionally, it is proven that the numerical invariant measure converges to the underlying one of MV-SDEs in the L^2-Wasserstein metric. Finally, the conclusions obtained in this paper are verified through examples and numerical simulations.

We consider a non-isothermal compositional gas liquid model for the simulation of well operations in geothermal processes. The model accounts for phase transitions assumed to be at thermodynamical equilibrium and is based on an hydrodynamical Drift Flux Model (DFM) combined with a No Pressure Wave approximation of the momentum equation. The focus of this work is on the design of a robust discretization accounting for slanted and multibranch wells with the ability to simulate both transient behavior such as well opening as well as coupled simulations at the time scale of the reservoir. It is based on a staggered finite volume scheme in space combined with a fully implicit Euler time integration. The construction of consistent and stable numerical fluxes is a key feature for a robust numerical method. It is achieved by combining a monotone flux approximation for the phase superficial velocities with an upwind approximation of the phase molar fractions, density and enthalpy. In order to facilitate the coupling of the well and reservoir models, the Newton linearization accounts for the elimination of the hydrodynamical unknowns leading to Jacobian systems using the same primary unknowns than those of the reservoir model. The efficiency of our approach is investigated on both stand alone well test cases without and with cross flow, and on a fully coupled well-reservoir simulation.

We propose a finite difference scheme for the numerical solution of a two-dimensional singularly perturbed convection-diffusion partial differential equation whose solution features interacting boundary and interior layers, the latter due to discontinuities in source term. The problem is posed on the unit square. The second derivative is multiplied by a singular perturbation parameter, $\epsilon$, while the nature of the first derivative term is such that flow is aligned with a boundary. These two facts mean that solutions tend to exhibit layers of both exponential and characteristic type. We solve the problem using a finite difference method, specially adapted to the discontinuities, and applied on a piecewise-uniform (Shishkin). We prove that that the computed solution converges to the true one at a rate that is independent of the perturbation parameter, and is nearly first-order. We present numerical results that verify that these results are sharp.

The multigrid V-cycle method is a popular method for solving systems of linear equations. It computes an approximate solution by using smoothing on fine levels and solving a system of linear equations on the coarsest level. Solving on the coarsest level depends on the size and difficulty of the problem. If the size permits, it is typical to use a direct method based on LU or Cholesky decomposition. In settings with large coarsest-level problems, approximate solvers such as iterative Krylov subspace methods, or direct methods based on low-rank approximation, are often used. The accuracy of the coarsest-level solver is typically determined based on the experience of the users with the concrete problems and methods. In this paper we present an approach to analyzing the effects of approximate coarsest-level solves on the convergence of the V-cycle method for symmetric positive definite problems. Using these results, we derive coarsest-level stopping criterion through which we may control the difference between the approximation computed by a V-cycle method with approximate coarsest-level solver and the approximation which would be computed if the coarsest-level problems were solved exactly. The coarsest-level stopping criterion may thus be set up such that the V-cycle method converges to a chosen finest-level accuracy in (nearly) the same number of V-cycle iterations as the V-cycle method with exact coarsest-level solver. We also utilize the theoretical results to discuss how the convergence of the V-cycle method may be affected by the choice of a tolerance in a coarsest-level stopping criterion based on the relative residual norm.

We study some properties of a multi-species degenerate Ginzburg-Landau energy and its relation to a cross-diffusion Cahn-Hilliard system. The model is motivated by multicomponent mixtures where crossdiffusion effects between the different species are taken into account, and where only one species does separate from the others. Using a comparison argument, we obtain strict bounds on the minimizers from which we can derive first-order optimality conditions, revealing a link with the single-species energy, and providing enough regularity to qualify the minimizers as stationary solutions of the evolution system. We also discuss convexity properties of the energy as well as long time asymptotics of the time-dependent problem. Lastly, we introduce a structure-preserving finite volume scheme for the time-dependent problem and present several numerical experiments in one and two spatial dimensions.

We introduce a novel sampler called the energy based diffusion generator for generating samples from arbitrary target distributions. The sampling model employs a structure similar to a variational autoencoder, utilizing a decoder to transform latent variables from a simple distribution into random variables approximating the target distribution, and we design an encoder based on the diffusion model. Leveraging the powerful modeling capacity of the diffusion model for complex distributions, we can obtain an accurate variational estimate of the Kullback-Leibler divergence between the distributions of the generated samples and the target. Moreover, we propose a decoder based on generalized Hamiltonian dynamics to further enhance sampling performance. Through empirical evaluation, we demonstrate the effectiveness of our method across various complex distribution functions, showcasing its superiority compared to existing methods.

We consider the completely positive discretizations of fractional ordinary differential equations (FODEs) on nonuniform meshes. Making use of the resolvents for nonuniform meshes, we first establish comparison principles for the discretizations. Then we prove some discrete Gr\"onwall inequalities using the comparison principles and careful analysis of the solutions to the time continuous FODEs. Our results do not have any restrictions on the step size ratio. The Gr\"onwall inequalities for dissipative equations can be used to obtain the uniform-in-time error control and decay estimates of the numerical solutions. The Gr\"onwall inequalities are then applied to subdiffusion problems and the time fractional Allen-Cahn equations for illustration.

Sap exudation is the process whereby trees such as sugar (Acer saccharum) and red maple (Acer rubrum) generate unusually high positive stem pressure in response to repeated cycles of freeze and thaw. This elevated xylem pressure permits the sap to be harvested over a period of several weeks and hence is a major factor in the viability of the maple syrup industry. The extensive literature on sap exudation documents competing hypotheses regarding the physical and biological mechanisms that drive positive pressure generation in maple, but to date relatively little effort has been expended on devising mathematical models for the exudation process. In this paper, we utilize an existing model of Graf et al. [J. Roy. Soc. Interface 12:20150665, 2015] that describes heat and mass transport within the multiphase gas-liquid-ice mixture in the porous xylem tissue. The model captures the inherent multiscale nature of xylem transport by including phase change and osmotic transport in wood cells on the microscale, which is coupled to heat transport through the tree stem on the macroscale. A parametric study based on simulations with synthetic temperature data identifies the model parameters that have greatest impact on stem pressure build-up. Measured daily temperature fluctuations are then used as model inputs and the resulting simulated pressures are compared directly with experimental measurements taken from mature red and sugar maple stems during the sap harvest season. The results demonstrate that our multiscale freeze-thaw model reproduces realistic exudation behavior, thereby providing novel insights into the specific physical mechanisms that dominate positive pressure generation in maple trees.

We discuss Cartan-Schouten metrics (Riemannian or pseudo-Riemannian metrics that are parallel with respect to the Cartan-Schouten canonical connection) on perfect Lie groups. Applications are foreseen in Information Geometry. Throughout this work, the tangent bundle TG and the cotangent bundle T*G of a Lie group G, are always endowed with their Lie group structures induced by the right trivialization. We show that TG and T*G are isomorphic if G possesses a biinvariant Riemannian or pseudo-Riemannian metric. We also show that, if on a perfect Lie group, there exists a Cartan-Schouten metric, then it must be biinvariant. We compute all such metrics on the cotangent bundles of simple Lie groups. We further show the following. Endowed with their canonical Lie group structures, the set of unit dual quaternions is isomorphic to TSU(2), the set of unit dual split quaternions is isomorphic to T*SL(2,R). The group SE(3) of special rigid displacements of the Euclidean 3-space is isomorphic to T*SO(3). The group SE(2,1) of special rigid displacements of the Minkowski 3-space is isomorphic to T*SO(2,1). Some results on SE(3) by N. Miolane and X. Pennec, and M. Zefran, V. Kumar and C. Croke, are generalized to SE(2,1) and to T*G, for any simple Lie group G.

A well-balanced second-order finite volume scheme is proposed and analyzed for a 2 X 2 system of non-linear partial differential equations which describes the dynamics of growing sandpiles created by a vertical source on a flat, bounded rectangular table in multiple dimensions. To derive a second-order scheme, we combine a MUSCL type spatial reconstruction with strong stability preserving Runge-Kutta time stepping method. The resulting scheme is ensured to be well-balanced through a modified limiting approach that allows the scheme to reduce to well-balanced first-order scheme near the steady state while maintaining the second-order accuracy away from it. The well-balanced property of the scheme is proven analytically in one dimension and demonstrated numerically in two dimensions. Additionally, numerical experiments reveal that the second-order scheme reduces finite time oscillations, takes fewer time iterations for achieving the steady state and gives sharper resolutions of the physical structure of the sandpile, as compared to the existing first-order schemes of the literature.