scholarly journals Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data

2021 ◽  
Vol 9 (1) ◽  
pp. 65-105
Author(s):  
Ujjwal Koley ◽  
Deep Ray ◽  
Tanmay Sarkar
Keyword(s):  
Monte Carlo ◽  
Finite Difference ◽  
Conservation Laws ◽  
Finite Difference Methods ◽  
Multilevel Monte Carlo ◽  
Random Data ◽  
Difference Methods

scholarly journals Simple bespoke preservation of two conservation laws

2018 ◽  
Vol 40 (2) ◽  
pp. 1294-1329 ◽  
Author(s):  
Gianluca Frasca-Caccia ◽  
Peter Ellsworth Hydon
Keyword(s):  
Finite Difference ◽  
Conservation Laws ◽  
Vries Equation ◽  
Finite Difference Methods ◽  
Nonlinear Heat Equation ◽  
Finite Difference Schemes ◽  
Simplified Approach ◽  
Numerical Tests ◽  
Difference Methods ◽  
Discrete Conservation Laws

Abstract Conservation laws are among the most fundamental geometric properties of a partial differential equation (PDE), but few known finite difference methods preserve more than one conservation law. All conservation laws belong to the kernel of the Euler operator, an observation that was first used recently to construct approximations symbolically that preserve two conservation laws of a given PDE. However, the complexity of the symbolic computations has limited the effectiveness of this approach. The current paper introduces some key simplifications that make the symbolic–numeric approach feasible. To illustrate the simplified approach we derive bespoke finite difference schemes that preserve two discrete conservation laws for the Korteweg–de Vries equation and for a nonlinear heat equation. Numerical tests show that these schemes are robust and highly accurate compared with others in the literature.

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