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Related papers: Finite Element Methods for the Stochastic Allen-Ca…

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We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…

Numerical Analysis · Mathematics 2026-04-14 Jianbo Cui , Mihály Kovács , Derui Sheng

In this paper we construct space-time full discretizations of stochastic Allen-Cahn equations driven by space-time white noise on 2D torus. The approximations are implemented by tamed exponential Euler discretization in time and spectral…

Probability · Mathematics 2024-06-07 Ting Ma , Lifei Wang , Huanyu Yang

We discuss the sharp interface limit of a coupled Navier-Stokes/Allen-Cahn system in a two dimensional, bounded and smooth domain, when a parameter $\varepsilon>0$ that is proportional to the thickness of the diffuse interface tends to zero…

Analysis of PDEs · Mathematics 2023-03-09 Helmut Abels , Mingwen Fei

We address the numerical discretization of the Allen-Cahn prob- lem with additive white noise in one-dimensional space. The discretization is conducted in two stages: (1) regularize the white noise and study the regularized problem, (2)…

Numerical Analysis · Mathematics 2013-09-20 Markos A. Katsoulakis , Georgios T. Kossioris , Omar Lakkis

Fitted finite element methods are constructed for a singularly perturbed convection-diffusion problem in two space dimensions. Exponential splines as basis functions are combined with Shishkin meshes to obtain a stable parameter-uniform…

Numerical Analysis · Mathematics 2023-10-03 Alan F. Hegarty , Eugene O'Riordan

In this paper we present PDE and finite element analyses for a system of partial differential equations (PDEs) consisting of the Darcy equation and the Cahn-Hilliard equation, which arises as a diffuse interface model for the two phase…

Numerical Analysis · Mathematics 2013-04-26 Xiaobing Feng , Steven Wise

The multimesh finite element method enables the solution of partial differential equations on a computational mesh composed by multiple arbitrarily overlapping meshes. The discretization is based on a continuous--discontinuous function…

Numerical Analysis · Mathematics 2018-05-02 August Johansson , Mats G. Larson , Anders Logg

We study the two and three dimensional stochastic Cahn-Hilliard equation in the sharp interface limit, where the positive parameter $\epsilon$ tends to zero, which measures the width of transition layers generated during phase separation.…

Analysis of PDEs · Mathematics 2016-09-23 Dimitra C. Antonopoulou , Dirk Blömker , Georgia D. Karali

In this paper, we consider the sharp interface limit of a matrix-valued Allen-Cahn equation, which takes the form: $$\partial_t A=\Delta A-\varepsilon^{-2}( A A^{\mathrm{T}}A-…

Analysis of PDEs · Mathematics 2021-06-16 Mingwen Fei , Fanghua Lin , Wei Wang , Zhifei Zhang

We study two fully discrete evolving surface finite element schemes for the Cahn-Hilliard equation on an evolving surface, given a smooth potential with polynomial growth. In particular we establish optimal order error bounds for a (fully…

Numerical Analysis · Mathematics 2025-03-14 Charles M. Elliott , Thomas Sales

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric…

Numerical Analysis · Mathematics 2025-03-28 Markus Bachmayr , Martin Eigel , Henrik Eisenmann , Igor Voulis

Numerical analysis for the stochastic Stokes equations is still challenging even though it has been well done for the corresponding deterministic equations. In particular, the pre-existing error estimates of finite element methods for the…

Numerical Analysis · Mathematics 2023-12-13 Buyang Li , Shu Ma , Weiwei Sun

This contribution provides numerical experiments for a finite volume scheme for an approximation of the stochastic Allen-Cahn equation with homogeneous Neumann boundary conditions. The approximation is done by a Yosida approximation of the…

Numerical Analysis · Mathematics 2026-02-02 Niklas Sapountzoglou , Aleksandra Zimmermann

A proof of convergence is given for a novel evolving surface finite element semi-discretization of Willmore flow of closed two-dimensional surfaces, and also of surface diffusion flow. The numerical method proposed and studied here…

Numerical Analysis · Mathematics 2020-07-31 Balázs Kovács , Buyang Li , Christian Lubich

This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…

Numerical Analysis · Mathematics 2023-04-04 Gabriel Barrenechea , Emmanuil Georgoulis , Tristan Pryer , Andreas Veeser

We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…

Numerical Analysis · Mathematics 2014-11-26 Raphael Kruse

We consider a system of nonlinear partial differential equations describing the motion of an incompressible chemically reacting generalized Newtonian fluid in three space dimensions. The governing system consists of a steady…

Numerical Analysis · Mathematics 2017-08-29 Seungchan Ko , Endre Suli

We consider an unconstrained problem of minimizing a smooth convex function which is only available through noisy observations of its values, the noise consisting of two parts. Similar to stochastic optimization problems, the first part is…

Optimization and Control · Mathematics 2020-09-22 Eduard Gorbunov , Pavel Dvurechensky , Alexander Gasnikov

The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…

Numerical Analysis · Mathematics 2026-03-25 Ruisheng Qi , Xiaojie Wang

We study interface fluctuations for the $1$D stochastic Allen-Cahn equation perturbed by half a spatial derivative of the spacetime white noise. This half derivative makes the solution distribution-valued, so that proper renormalization is…

Probability · Mathematics 2025-08-22 Weijun Xu , Shuhan Zhou