Displaying similar documents to “Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations”

Obstacle problems for scalar conservation laws

Laurent Levi (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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In this paper we are interested in bilateral obstacle problems for quasilinear scalar conservation laws associated with Dirichlet boundary conditions. Firstly, we provide a suitable entropy formulation which ensures uniqueness. Then, we justify the existence of a solution through the method of penalization and by referring to the notion of entropy process solution due to specific properties of bounded sequences in . Lastly, we study the behaviour of this solution...

Consistency, accuracy and entropy behaviour of remeshed particle methods

Lisl Weynans, Adrien Magni (2013)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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In this paper we analyze the consistency, the accuracy and some entropy properties of particle methods with remeshing in the case of a scalar one-dimensional conservation law. As in [G.-H. Cottet and L. Weynans, 343 (2006) 51–56] we re-write particle methods with remeshing in the finite-difference formalism. This allows us to prove the consistency of these methods, and accuracy properties related to the accuracy of interpolation kernels. Cottet and Magni devised recently in [G.-H. Cottet...

Convergence of finite difference schemes for viscous and inviscid conservation laws with rough coefficients

Kenneth Hvistendahl Karlsen, Nils Henrik Risebro (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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We consider the initial value problem for degenerate viscous and inviscid scalar conservation laws where the flux function depends on the spatial location through a "rough"coefficient function . We show that the Engquist-Osher (and hence all monotone) finite difference approximations converge to the unique entropy solution of the governing equation if, among other demands, is in , thereby providing alternative (new) existence proofs for entropy solutions of degenerate...

Entropy maximization and the busy period of some single-server vacation models

Jesus R. Artalejo, Maria J. Lopez-Herrero (2010)

RAIRO - Operations Research

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In this paper, information theoretic methodology for system modeling is applied to investigate the probability density function of the busy period in vacation models operating under the -, - and -policies. The information about the density function is limited to a few mean value constraints (usually the first moments). By using the maximum entropy methodology one obtains the least biased probability density function satisfying the system's constraints. The analysis of the three controllable...

Monotone (A,B) entropy stable numerical scheme for Scalar Conservation Laws with discontinuous flux

Adimurthi, Rajib Dutta, G. D. Veerappa Gowda, Jérôme Jaffré (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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For scalar conservation laws in one space dimension with a flux function discontinuous in space, there exist infinitely many classes of solutions which are contractive. Each class is characterized by a connection () which determines the interface entropy. For solutions corresponding to a connection (), there exists convergent numerical schemes based on Godunov or Engquist−Osher schemes. The natural question is how to obtain schemes, corresponding to computationally less...

Maličky-Riečan's entropy as a version of operator entropy

Bartosz Frej (2006)

Fundamenta Mathematicae

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The paper deals with the notion of entropy for doubly stochastic operators. It is shown that the entropy defined by Maličky and Riečan in [MR] is equal to the operator entropy proposed in [DF]. Moreover, some continuity properties of the [MR] entropy are established.

An integral formula for entropy of doubly stochastic operators

Bartosz Frej, Paulina Frej (2011)

Fundamenta Mathematicae

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A new formula for entropy of doubly stochastic operators is presented. It is also checked that this formula fulfills the axioms of the axiomatic definition of operator entropy, introduced in an earlier paper of Downarowicz and Frej. As an application of the formula the 'product rule' is obtained, i.e. it is shown that the entropy of a product is the sum of the entropies of the factors. Finally, the proof of continuity of the new 'static' entropy as a function of the measure is given. ...