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We focus on the numerical approximation of the Cahn-Hilliard type equations, and present a family of second-order unconditionally energy-stable schemes. By reformulating the equation into an equivalent system employing a scalar auxiliary…

Fluid Dynamics · Physics 2018-03-19 Suchuan Dong , Zhiguo Yang , Lianlei Lin

In this paper we develop the Direct Method in the Calculus of Variations for free-discontinuity energies whose bulk and surface densities exhibit superlinear growth, respectively for large gradients and small jump amplitudes. A distinctive…

Analysis of PDEs · Mathematics 2025-11-04 Sergio Conti , Matteo Focardi , Flaviana Iurlano

In this work, we propose a fully discrete energy stable scheme for the phase-field moving contact line model with variable densities and viscosities. The mathematical model consists of a Cahn-Hilliard equation, a Navier-Stokes equation and…

Computational Physics · Physics 2020-03-05 Guangpu Zhu , Huangxin Chen , Aifen Li , Shuyu Sun , Jun Yao

Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

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…

Numerical Analysis · Mathematics 2020-12-23 Bingquan Ji , Hong-lin Liao , Yuezheng Gong , Luming Zhang

Background. The Expected Value of Sample Information (EVSI) measures the expected benefits that could be obtained by collecting additional data. Estimating EVSI using the traditional nested Monte Carlo method is computationally expensive…

Methodology · Statistics 2024-02-01 Linke Li , Hawre Jalal , Anna Heath

The recently developed energy conserving semi-implicit method (ECsim) for PIC simulation is applied to multiple scale problems where the electron-scale physics needs to be only partially retained and the interest is on the macroscopic or…

Computational Physics · Physics 2017-05-24 Giovanni Lapenta , Diego Gonzalez-Herrero , Elisabetta Boella

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

Adaptive second-order Crank-Nicolson time-stepping methods using the recent scalar auxiliary variable (SAV) approach are developed for the time-fractional Molecular Beam Epitaxial models with Caputo's derivative. Based on the piecewise…

Numerical Analysis · Mathematics 2022-01-05 Bingquan Ji , Hong-lin Liao , Yuezheng Gong , Luming Zhang

Here we propose the Reweighted Autoencoded Variational Bayes for Enhanced Sampling (RAVE) method, a new iterative scheme that uses the deep learning framework of variational autoencoders to enhance sampling in molecular simulations. RAVE…

Chemical Physics · Physics 2018-02-13 Joao Marcelo Lamim Ribeiro , Pablo Bravo Collado , Yihang Wang , Pratyush Tiwary

We present a fast, unconditionally energy-stable numerical scheme for simulating vesicle deformation under osmotic pressure using a phase-field approach. The model couples an Allen-Cahn equation for the biomembrane interface with a…

Numerical Analysis · Mathematics 2026-01-16 Zhiwei Zhang , Shuwang Li , John Lowengrub , Steven M. Wise

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

Methodology · Statistics 2025-07-08 A. Pires , M. Moustapha , S. Marelli , B. Sudret

This paper presents a control-oriented delay-based modeling approach for the exponential stabilization of a scalar neutral functional differential equation, which is then applied to the local exponential stabilization of a one-layer neural…

Spectral Theory · Mathematics 2025-02-04 Cyprien Tamekue , Islam Boussaada , Karim Trabelsi

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

Optimization and Control · Mathematics 2020-12-08 Raghu Pasupathy , Yongjia Song

A nonlinear algebraic equation system of 5 variables is numerically solved, which is derived from the application of the Fourier transform to a differential equation system that allows modeling the behavior of the temperatures and the…

Numerical Analysis · Mathematics 2024-07-26 A. Torres-Hernandez , F. Brambila-Paz , P. M. Rodrigo

An isotropic passive scalar field $T$ advected by a rapidly-varying velocity field is studied. The tail of the probability distribution $P(\theta,r)$ for the difference $\theta$ in $T$ across an inertial-range distance $r$ is found to be…

chao-dyn · Physics 2009-10-28 Robert H. Kraichnan

Spectral residual methods are powerful tools for solving nonlinear systems of equations without derivatives. In a recent paper, it was shown that an acceleration technique based on the Sequential Secant Method can greatly improve its…

Numerical Analysis · Mathematics 2021-04-29 Ernesto G. Birgin , John L. Gardenghi , Diaulas S. Marcondes , José M. Martínez

In financial risk management, Value at Risk (VaR) is widely used to estimate potential portfolio losses. VaR's limitation is its inability to account for the magnitude of losses beyond a certain threshold. Expected Shortfall (ES) addresses…

Risk Management · Quantitative Finance 2024-07-10 Federico Gatta , Fabrizio Lillo , Piero Mazzarisi

The Stochastic Approximation EM (SAEM) algorithm, a variant stochastic approximation of EM, is a versatile tool for inference in incomplete data models. In this paper, we review the fundamental EM algorithm and then focus especially on the…

Methodology · Statistics 2018-11-30 Vahid Tadayon

In this article, the energy stability of two high-order L2 schemes for time-fractional phase-field equations is established. We propose a reformulation of the L2 operator and also some new properties on it. We prove the energy boundedness…

Numerical Analysis · Mathematics 2022-04-13 Chaoyu Quan , Boyi Wang