The physics of financial networks

M Bardoscia, P Barucca, S Battiston, F Caccioli… - Nature Reviews …, 2021 - nature.com
As the total value of the global financial market outgrew the value of the real economy,
financial institutions created a global web of interactions that embodies systemic risks …

[HTML][HTML] On the robustness of high-order upwind summation-by-parts methods for nonlinear conservation laws

H Ranocha, AR Winters, M Schlottke-Lakemper… - Journal of …, 2025 - Elsevier
We use the framework of upwind summation-by-parts (SBP) operators developed by
Mattsson (2017, doi: 10.1016/j. jcp. 2017.01. 042) and study different flux vector splittings in …

Preventing pressure oscillations does not fix local linear stability issues of entropy-based split-form high-order schemes

H Ranocha, GJ Gassner - Communications on Applied Mathematics and …, 2021 - Springer
Recently, it was discovered that the entropy-conserving/dissipative high-order split-form
discontinuous Galerkin discretizations have robustness issues when trying to solve the …

[HTML][HTML] Analysis of the SBP-SAT stabilization for finite element methods part I: linear problems

R Abgrall, J Nordström, P Öffner, S Tokareva - Journal of Scientific …, 2020 - Springer
In the hyperbolic community, discontinuous Galerkin (DG) approaches are mainly applied
when finite element methods are considered. As the name suggested, the DG framework …

High-order accurate entropy-stable discontinuous collocated Galerkin methods with the summation-by-parts property for compressible CFD frameworks: Scalable …

M Parsani, R Boukharfane, IR Nolasco… - Journal of …, 2021 - Elsevier
This work reports on the performances of a fully-discrete hp-adaptive entropy stable
discontinuous collocated Galerkin method for the compressible Naiver–Stokes equations …

Efficient implementation of modern entropy stable and kinetic energy preserving discontinuous Galerkin methods for conservation laws

H Ranocha, M Schlottke-Lakemper, J Chan… - ACM Transactions on …, 2023 - dl.acm.org
Many modern discontinuous Galerkin (DG) methods for conservation laws make use of
summation by parts operators and flux differencing to achieve kinetic energy preservation or …

[HTML][HTML] Fully discrete explicit locally entropy-stable schemes for the compressible Euler and Navier–Stokes equations

H Ranocha, L Dalcin, M Parsani - Computers & Mathematics with …, 2020 - Elsevier
Recently, relaxation methods have been developed to guarantee the preservation of a
single global functional of the solution of an ordinary differential equation. Here, we …

A broad class of conservative numerical methods for dispersive wave equations

H Ranocha, D Mitsotakis, DI Ketcheson - arxiv preprint arxiv:2006.14802, 2020 - arxiv.org
We develop a general framework for designing conservative numerical methods based on
summation by parts operators and split forms in space, combined with relaxation Runge …

[BUKU][B] Approximation and stability properties of numerical methods for hyperbolic conservation laws

P Öffner - 2023 - books.google.com
The book focuses on stability and approximation results concerning recent numerical
methods for the numerical solution of hyperbolic conservation laws. The work begins with a …

Entropy-stable discontinuous Galerkin difference methods for hyperbolic conservation laws

G Yan, S Kaur, JW Banks, JE Hicken - Journal of Computational and …, 2023 - Elsevier
The paper describes the construction of entropy-stable discontinuous Galerkin difference
(DGD) discretizations for hyperbolic conservation laws on unstructured grids. The …