English
Related papers

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

200 papers

We construct a finite element approximation of a strain-limiting elastic model on a bounded open domain in $\mathbb{R}^d$, $d \in \{2,3\}$. The sequence of finite element approximations is shown to exhibit strong convergence to the unique…

Numerical Analysis · Mathematics 2020-04-02 Andrea Bonito , Vivette Girault , Endre Süli

In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…

Numerical Analysis · Mathematics 2022-01-26 Jialin Hong , Baohui Hou , Liying Sun

We study the stochastic mass-conserving Allen-Cahn equation posed on a bounded two-dimensional domain with additive spatially smooth space-time noise. This equation associated with a small positive parameter describes the stochastic motion…

Dynamical Systems · Mathematics 2015-01-22 Dimitra C. Antonopoulou , Peter W. Bates , Dirk Blömker , Georgia D. Karali

The thin plate spline smoother is a classical model for fnding a smooth function from the knowledge of its observation at scattered locations which may have random noises. We consider a nonconforming Morley finite element method to…

Numerical Analysis · Mathematics 2017-01-31 Zhiming Chen , Rui Tuo , Wenlong Zhang

We investigate the quality of space approximation of a class of stochastic integral equations of convolution type with Gaussian noise. Such equations arise, for example, when considering mild solutions of stochastic fractional order partial…

Numerical Analysis · Mathematics 2022-01-05 Erika Hausenblas , Mihály Kovács

We study a nonlocal diffusion equation of porous medium type featuring a generalised fractional pressure with spatial anisotropy. We construct a finite element method for the numerical solution of the equation on a bounded open Lipschitz…

Numerical Analysis · Mathematics 2026-04-15 Stefano Fronzoni

We consider fully discrete finite element approximation of the stochastic total variation flow equation (STVF) with linear multiplicative noise which was previously proposed in \cite{our_paper}. Due to lack of a discrete counterpart of…

Numerical Analysis · Mathematics 2022-11-09 Ľubomír Baňas , Michael Röckner , André Wilke

This paper studies the 1D stochastic Allen--Cahn equation on a bounded domain driven by localized white noise. We prove that the associated Markov process admits a unique invariant measure and is exponential mixing. The main challenge lies…

Probability · Mathematics 2026-05-08 Ziyu Liu , Shengquan Xiang , Zhifei Zhang

We study the systematic numerical approximation of a class of Allen-Cahn type problems modeling the motion of phase interfaces. The common feature of these models is an underlying gradient flow structure which gives rise to a decay of an…

Numerical Analysis · Mathematics 2017-03-09 Anke Böttcher , Herbert Egger

We consider a model initial- and Dirichlet boundary- value problem for a linearized Cahn-Hilliard-Cook equation, in one space dimension, forced by the space derivative of a space-time white noise. First, we introduce a canvas problem the…

Numerical Analysis · Mathematics 2017-07-10 Georgios E. Zouraris

An $hp$-adaptive continuous Galerkin finite element method is developed to analyze a static anti-plane shear crack embedded in a nonlinear, strain-limiting elastic body. The geometrically linear material is described by a constitutive law…

Numerical Analysis · Mathematics 2025-08-01 S. M. Mallikarjunaiah , Pavithra Venkatachalapthy

We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…

Numerical Analysis · Mathematics 2024-03-21 P. Martínez-Lera , M. De Corato

A finite element method for the evolution of a two-phase membrane in a sharp interface formulation is introduced. The evolution equations are given as an $L^2$--gradient flow of an energy involving an elastic bending energy and a line…

Numerical Analysis · Mathematics 2019-11-01 John W. Barrett , Harald Garcke , Robert Nürnberg

To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the…

Numerical Analysis · Mathematics 2024-04-18 Jianbo Cui

We consider the sharp interface limit of the Allen-Cahn equation with homogeneous Neumann boundary condition in a two-dimensional domain $\Omega$, in the situation where an interface has developed and intersects $\partial\Omega$. Here a…

Analysis of PDEs · Mathematics 2018-06-07 Helmut Abels , Maximilian Moser

We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…

Numerical Analysis · Mathematics 2024-02-20 Caroline Bauzet , Kerstin Schmitz , Aleksandra Zimmermann

We study the the sharp interface limit of $\varepsilon$-dependent two dimensional stochastic Cahn-Hilliard equation driven by space-time white noise and conservative noise as $\varepsilon\to 0$. In the case when the noise is sufficiently…

Probability · Mathematics 2019-11-04 Lubomir Banas , Huanyu Yang and , Rongchan Zhu

We consider the time discretization of fractional stochastic wave equation with Gaussian noise, which is negatively correlated. Major obstacles to design and analyze time discretization of stochastic wave equation come from the…

Numerical Analysis · Mathematics 2022-05-20 Xing Liu

We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

Numerical Analysis · Mathematics 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…

Numerical Analysis · Mathematics 2016-09-01 Afaf Bouharguane