We consider the probabilistic numerical scheme for fully nonlinear partial differential equations suggested in [Comm. Pure Appl. Math. 60 (2007) 1081–1110] and show that it can be introduced naturally as a combination of Monte Carlo and finite difference schemes without appealing to the theory of backward stochastic differential equations. Our first main result provides the convergence of the d...

A new deterministic, numerical method to solve fermion field theories is presented. This approach is based on finding solutions Z[J ] to the lattice functional equations for field theories in the presence of an external source J . Using Grassmann polynomial expansions for the generating functional Z, we calculate propagators for systems of interacting fermions. These calculations are straightfo...

We describe a Continuous Hugoniot Method for the efficient simulation of shock wave fronts. This approach achieves significantly improved efficiency when the generation of a tightly spaced collection of individual steady-state shock front states is desired, and allows for the study of shocks as a function of a continuous shock strength parameter, vp. This is, to our knowledge, the first attempt...

A numerical approach for the numerical optimization of stirrer configurations is presented. The methodology is based on a parametrized grid generator, a flow solver, and a mathematical optimization tool, which are integrated into an automated procedure. The flow solver is based on the discretization of the Navier-Stokes equations by means of the finite-volume method for block-structured, bounda...

Some multi degree-of-freedom dynamical systems exhibit a response that contain fast and slow variables. An example of such systems is a multibody system with rigid and deformable bodies. Standard numerical integration of the resultant equations of motion must adjust the time step according to the frequency of the fastest variable. As a result, the computation time is sacrificed. The singular pe...

We consider a fractal scalar conservation law, that is to say, a conservation law modified by a fractional power of the Laplace operator, and we propose a numerical method to approximate its solutions. We make a theoretical study of the method, proving in the case of an initial data belonging to L∞ ∩ BV that the approximate solutions converge in L∞ weak-∗ and in Lp strong for p < ∞, and we give...

in this paper, the numerical algorithms for solving ‘fuzzy ordinary differential equations’ are considered. a scheme based on the 4th order runge-kutta method is discussed in detail and it is followed by a complete error analysis. the algorithm is illustrated by solving some linear and nonlinear fuzzy cauchy problems.

in this paper‎, ‎we propose a modification of the second order method‎ ‎introduced in [‎‎q. li and ‎x‎. ‎y. ‎wu‎, a two-step explicit $p$-stable method for solving second order initial value problems‎, ‎textit{‎appl‎. ‎math‎. ‎comput‎.}‎ {‎138}‎ (2003)‎, no. 2-3, ‎435--442‎] for the numerical solution of‎ ‎ivps for second order odes‎. ‎the numerical results obtained by the‎ ‎new method for some...