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A new second-order method for approximating the compressible Euler equations is introduced. The method preserves all the known invariant domains of the Euler system: positivity of the density, positivity of the internal energy and the local minimum principle on the specific entropy. The technique combines a first-order, invariant domain preserving, Guaranteed Maximum Speed method using a Graph Viscosity (GMS-GV1) with an invariant domain violating, but entropy consistent, high-order method. Invariant domain preserving auxiliary states, naturally produced by the GMS-GV1 method, are used to define local bounds for the high-order method which is then made invariant domain preserving via a convex limiting process. Numerical tests confirm the second-order accuracy of the new GMS-GV2 method in the maximum norm, where 2 stands for second-order. The proposed convex limiting is generic and can be applied to other approximation techniques and other hyperbolic systems.
For the stochastic differential equation (SDE) which has piecewise continuous arguments (PCAs), is driven by multiplicative noises and its drift coefficients are dissipative, we show that the solution at integer time is a Markov chain and admits a un
In this work we design a new domain decomposition method for the Euler equations in 2 dimensions. The basis is the equivalence via the Smith factorization with a third order scalar equation to whom we can apply an algorithm inspired from the Robin-Ro
This paper presents a class of novel high-order accurate discontinuous Galerkin (DG) schemes for the compressible Euler equations under gravitational fields. A notable feature of these schemes is that they are well-balanced for a general hydrostatic
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High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in such applica