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A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…

Numerical Analysis · Mathematics 2015-09-02 Bertram Düring , Philipp Fuchs , Ansgar Jüngel

An implicit variable-step BDF2 scheme is established for solving the space fractional Cahn-Hilliard equation, involving the fractional Laplacian, derived from a gradient flow in the negative order Sobolev space $H^{-\alpha}$,…

Numerical Analysis · Mathematics 2023-06-26 Xuan Zhao , Zhongqin Xue

We study the dynamics of a droplet moving on an inclined rough surface in the absence of inertial and viscous stress effects. In this case, the dynamics of the droplet is a purely geometric motion in terms of the wetting domain and the…

Numerical Analysis · Mathematics 2022-11-08 Yuan Gao , Jian-Guo Liu

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao

We develop in this paper an adaptive time-stepping approach for gradient flows with distinct treatments for conservative and non-conservative dynamics. For the non-conservative gradient flows in Lagrangian coordinates, we propose a modified…

Numerical Analysis · Mathematics 2025-04-21 Qianqian Liu , Wenbin Chen , Jie Shen , Qing Cheng

As a counterpoint to recent numerical methods for crystal surface evolution, which agree well with microscopic dynamics but suffer from significant stiffness that prevents simulation on fine spatial grids, we develop a new numerical method…

Numerical Analysis · Mathematics 2020-06-24 Katy Craig , Jian-Guo Liu , Jianfeng Lu , Jeremy L. Marzuola , Li Wang

Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…

Optimization and Control · Mathematics 2021-02-23 Adil Salim , Anna Korba , Giulia Luise

We propose novel algorithms combining accelerated gradient flows with linearized projection-free treatments of non-convex constraints and BDF pseudo-temporal discretization for quadratic energy minimization. A general framework is developed…

Numerical Analysis · Mathematics 2025-06-13 Guozhi Dong , Zikang Gong , Ziqing Xie , Shuo Yang

The variable two-step backward differentiation formula (BDF2) is revisited via a new theoretical framework using the positive semi-definiteness of BDF2 convolution kernels and a class of orthogonal convolution kernels. We prove that, if the…

Numerical Analysis · Mathematics 2022-01-05 Hong-lin Liao , Zhimin Zhang

This paper introduces a second-order convex splitting scheme for gradient flows arising in phase-field models, based on the backward differentiation formula (BDF2) for the implicit part and the Adams-Bashforth method for the nonlinear and…

Optimization and Control · Mathematics 2026-04-30 Xinhua Shen , Zaijiu Shang , Hongpeng Sun

We derive unconditionally stable and convergent variable-step BDF2 scheme for solving the MBE model with slope selection. The discrete orthogonal convolution kernels of the variable-step BDF2 method is commonly utilized recently for solving…

Numerical Analysis · Mathematics 2023-02-07 Xuan Zhao , Haifeng Zhang , Hong Sun

We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…

Numerical Analysis · Mathematics 2025-01-08 Rong Lei

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

Numerical Analysis · Mathematics 2020-02-11 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

We propose a novel class of temporal high-order parametric finite element methods for solving a wide range of geometric flows of curves and surfaces. By incorporating the backward differentiation formulae (BDF) for time discretization into…

Numerical Analysis · Mathematics 2024-08-21 Wei Jiang , Chunmei Su , Ganghui Zhang

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

Numerical Analysis · Mathematics 2016-09-29 Jonathan Zinsl , Daniel Matthes

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

This paper addresses the gradient flow -- the continuous-time representation of the gradient method -- with the smooth approximation of a non-differentiable objective function and presents convergence analysis framework. Similar to the…

Optimization and Control · Mathematics 2023-12-08 Mitsuru Toyoda , Akatsuki Nishioka , Mirai Tanaka

We prove that the two-step backward differentiation formula (BDF2) method is stable on arbitrary time grids; while the variable-step BDF3 scheme is stable if almost all adjacent step ratios are less than 2.553. These results relax the…

Numerical Analysis · Mathematics 2023-01-31 Zhaoyi Li , Hong-lin Liao

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

We introduce a time discretization for Wasserstein gradient flows based on the classical Backward Differentiation Formula of order two. The main building block of the scheme is the notion of geodesic extrapolation in the Wasserstein space,…

Analysis of PDEs · Mathematics 2023-11-20 Thomas Gallouët , Andrea Natale , Gabriele Todeschi
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