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 …

On discretely entropy conservative and entropy stable discontinuous Galerkin methods

J Chan - Journal of Computational Physics, 2018 - Elsevier
High order methods based on diagonal-norm summation by parts operators can be shown
to satisfy a discrete conservation or dissipation of entropy for nonlinear systems of …

A posteriori correction of high-order discontinuous Galerkin scheme through subcell finite volume formulation and flux reconstruction

F Vilar - Journal of Computational Physics, 2019 - Elsevier
In this paper, we present a new limiter for discontinuous Galerkin (DG) schemes, based on
subcell resolution through reconstructed flux correction, for hyperbolic conservation laws …

A general framework to construct schemes satisfying additional conservation relations. Application to entropy conservative and entropy dissipative schemes

R Abgrall - Journal of Computational Physics, 2018 - Elsevier
We are interested in the approximation of a steady hyperbolic problem. In some cases, the
solution can satisfy an additional conservation relation, at least when it is smooth. This is the …

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 …

Fully well-balanced entropy controlled discontinuous Galerkin spectral element method for shallow water flows: global flux quadrature and cell entropy correction

Y Mantri, P Öffner, M Ricchiuto - Journal of Computational Physics, 2024 - Elsevier
We present a novel formulation of the discontinuous Galerkin spectral element method for
solving balance laws, with application to the shallow water equations. The scheme …

Arbitrary high-order, conservative and positivity preserving Patankar-type deferred correction schemes

P Öffner, D Torlo - Applied Numerical Mathematics, 2020 - Elsevier
Production-destruction systems (PDS) of ordinary differential equations (ODEs) are used to
describe physical and biological reactions in nature. The considered quantities are subject …

Analysis of the SBP-SAT stabilization for finite element methods part II: entropy stability

R Abgrall, J Nordström, P Öffner, S Tokareva - Communications on Applied …, 2021 - Springer
In the hyperbolic research community, there exists the strong belief that a continuous
Galerkin scheme is notoriously unstable and additional stabilization terms have to be added …

[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 …

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 …