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Solutions to conservation laws satisfy the monotonicity property: the number of local extrema is a non-increasing function of time, and local maximum/minimum values decrease/increase monotonically in time. This paper investigates this property from a numerical standpoint. We introduce a class of fully discrete in space and time, high order accurate, difference schemes, called generalized monotone schemes. Convergence toward the entropy solution is proven via a new technique of proof, assuming that the initial data has a finite number of extremum values only, and the flux-function is strictly convex. We define discrete paths of extrema by tracking local extremum values in the approximate solution. In the course of the analysis we establish the pointwise convergence of the trace of the solution along a path of extremum. As a corollary, we obtain a proof of convergence for a MUSCL-type scheme being second order accurate away from sonic points and extrema.
A Dubins path is a shortest path with bounded curvature. The seminal result in non-holonomic motion planning is that (in the absence of obstacles) a Dubins path consists either from a circular arc followed by a segment followed by another arc, or fro
The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region where the main part of probability mass is located.
We consider general systems of ordinary differential equations with monotonic Gibbs entropy, and introduce an entropic scheme that simply imposes an entropy fix after every time step of any existing time integrator. It is proved that in the general c
In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough path techniq
These lecture notes offer a gentle introduction to the two-dimensional Discrete Gaussian Free Field with particular attention paid to the scaling limits of the level sets at heights proportional to the absolute maximum. The bulk of the text is based