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In this paper, we construct and analyze an energy stable scheme by combining the latest developed scalar auxiliary variable (SAV) approach and linear finite element method (FEM) for phase field crystal (PFC) model, and show rigorously that…

Numerical Analysis · Mathematics 2019-10-15 Liupeng Wang , Yunqing Huang , Kai Jiang

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

We present a set of linear, second order, unconditionally energy stable schemes for the Allen-Cahn equation with nonlocal constraints that preserves the total volume of each phase in a binary material system. The energy quadratization…

Numerical Analysis · Mathematics 2018-10-15 Xiaobo Jing , Jun Li , Xueping Zhao , Qi Wang

In this study we have developed a flexible and efficient numerical scheme for the simulation of three-dimensional incompressible flows in spherical coordinates. The main idea, inspired by a similar strategy as (Verzicco, R., Orlandi, P.,…

Fluid Dynamics · Physics 2020-10-28 L. Santelli , P. Orlandi , R. Verzicco

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

In this paper we have studied subgrid multiscale stabilized formulation with dynamic subscales for non-Newtonian Casson fluid flow model tightly coupled with variable coefficients ADR ($VADR$) equation. The Casson viscosity coefficient is…

Numerical Analysis · Mathematics 2021-05-20 B. V. Rathish Kumar , Manisha Chowdhury

In this work, the MMC-TDGL equation, a stochastic Cahn-Hilliard equation is solved numerically by using the finite difference method in combination with a convex splitting technique of the energy functional. For the non-stochastic case, we…

Numerical Analysis · Mathematics 2016-08-24 Xiao Li , Zhonghua Qiao , Hui Zhang

In this paper, we consider a novel auxiliary variable method to obtain energy stable schemes for gradient flows. The auxiliary variable based on energy bounded above does not limited to the hypothetical conditions adopted in previous…

Numerical Analysis · Mathematics 2019-07-11 Zhengguang Liu

This paper proposes a replica exchange preconditioned Langevin diffusion discretized by the Crank-Nicolson scheme (repCNLD) to handle high-dimensional and multi-modal distribution problems. Sampling from high-dimensional and multi-modal…

Numerical Analysis · Mathematics 2022-11-01 Ou Na , Zecheng Zhang , Guang Lin

We carry out the convergence analysis of the Scalar Auxiliary Variable (SAV) method applied to the nonlinear Schr\"odinger equation which preserves a modified Hamiltonian on the discrete level. We derive a weak and strong convergence…

Numerical Analysis · Mathematics 2021-07-07 Alexandre Poulain , Katharina Schratz

This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…

Numerical Analysis · Mathematics 2018-04-10 Aytekin Çıbık , Medine Demir , Songul Kaya

This paper develops the high-order accurate entropy stable finite difference schemes for one- and two-dimensional special relativistic hydrodynamic equations. The schemes are built on the entropy conservative flux and the weighted…

Numerical Analysis · Mathematics 2020-03-30 Junming Duan , Huazhong Tang

In this paper we focus on the subdiffusive Black Scholes model. The main part of our work consists of the finite difference method as a numerical approach to the option pricing in the considered model. We derive the governing fractional…

Computational Engineering, Finance, and Science · Computer Science 2021-04-19 Grzegorz Krzyżanowski , Marcin Magdziarz , Łukasz Płociniczak

In this paper, we propose a regularized auxiliary variable (RAV) approach and construct accurate and robust time-discrete schemes for a large class of gradient flows. By introducing an auxiliary variable $r=0$ and constructing an auxiliary…

Numerical Analysis · Mathematics 2026-04-07 Zhaoyang Wang , Ping Lin

We propose a new Lagrange Multiplier approach to design unconditional energy stable schemes for gradient flows. The new approach leads to unconditionally energy stable schemes that are as accurate and efficient as the recently proposed SAV…

Numerical Analysis · Mathematics 2020-06-24 Qing Cheng , Chun Liu , Jie Shen

We develop and analyze numerical methods for a stochastic Keller-Segel system perturbed by Stratonovich noise, which models chemotactic behavior under randomly fluctuating environmental conditions. The proposed fully discrete scheme couples…

Numerical Analysis · Mathematics 2025-07-25 Liet Vo

This paper presents a semi-implicit spectral deferred correction (SDC) method for incompressible Navier-Stokes problems with variable viscosity and time-dependent boundary conditions. The proposed method integrates elements of velocity- and…

Numerical Analysis · Mathematics 2020-10-28 Jörg Stiller

We discuss the numerical solution of nonlinear parabolic partial differential equations, exhibiting finite speed of propagation, via a strongly implicit finite-difference scheme with formal truncation error $\mathcal{O}\left[(\Delta x)^2 +…

Fluid Dynamics · Physics 2022-03-30 Aditya A. Ghodgaonkar , Ivan C. Christov

Reductions of the self-consistent mean field theory model of amphiphilic molecules in solvent can lead to a singular family of functionalized Cahn-Hilliard energies. We modify these energies, mollifying the singularities to stabilize the…

Computational Physics · Physics 2024-05-21 Andrew Christlieb , Keith Promislow , Zengqiang Tan , Sulin Wang , Brian Wetton , Steven M. Wise

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin