Related papers: A stabilized second order exponential time differe…
We study the large time behavior of solutions to a linear transmission problem in one space dimension. The problem at hand models a thermoelastic material with second sound confined by a purely elastic one. We shall characterize all…
This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…
This paper proposes a first-order total variation diminishing (TVD) treatment for coarsening and refining of local timestep size in response to dynamic local variations in wave speeds for nonlinear conservation laws. The algorithm is…
We prove stability and convergence of a full discretization for a class of stochastic evolution equations with super-linearly growing operators appearing in the drift term. This is done using the recently developed tamed Euler method, which…
Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…
Local time-stepping methods permit to overcome the severe stability constraint on explicit methods caused by local mesh refinement without sacrificing explicitness. In \cite{DiazGrote09}, a leapfrog based explicit local time-stepping…
We consider the classical molecular beam epitaxy (MBE) model with logarithmic type potential known as no-slope-selection. We employ a third order backward differentiation (BDF3) in time with implicit treatment of the surface diffusion term.…
Time fractional PDEs have been used in many applications for modeling and simulations. Many of these applications are multiscale and contain high contrast variations in the media properties. It requires very small time step size to perform…
In this paper, we present a comprehensive long-time stability analysis of a second-order explicit exponential Runge--Kutta (ERK2) method for the Cahn--Hilliard (CH) equation. By employing Fourier spectral collocation in space and a…
We study the numerical algorithm and error analysis for the Cahn-Hilliard equation with dynamic boundary conditions. A second-order in time, linear and energy stable scheme is proposed, which is an extension of the first-order stabilized…
The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…
Exponential stability of modified truncated Euler-Maruyama method for stochastic differential equations are investigated in this paper. Sufficient conditions for the $p$-th moment and almost sure exponential stability of the given numerical…
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…
In this paper, a time-domain discontinuous Galerkin (TDdG) finite element method for the full system of Maxwell's equations in optics and photonics is investigated, including a complete proof of a semi-discrete error estimate. The new…
This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state.…
We consider a family of variable time-stepping Dahlquist-Liniger-Nevanlinna (DLN) schemes, which is unconditional non-linear stable and second order accurate, for the Allen-Cahn equation. The finite element methods are used for the spatial…
We propose and analyze a second-order partitioned time-stepping method for a two-phase flow problem in porous media. The algorithm is based on a refactorization of Cauchy's one-leg $\theta$-method. The main part consists of the implicit…
We introduce a new class of arbitrary-order exponential time differencing methods based on spectral deferred correction (ETDSDC) and describe a simple procedure for initializing the requisite matrix functions. We compare the stability and…
In this paper, we obtain results on exponential stability of second order delay differential equations, which are based on a version of the Floquet theory for delay differential equations of the second order we proposed. Our version allows…
A time-fractional Allen-Cahn equation with volume constraint is first proposed by introducing a nonlocal time-dependent Lagrange multiplier. Adaptive linear second-order energy stable schemes are developed for the proposed model by…