Related papers: On energy stable, maximum-principle preserving, se…
In this paper, we investigate linear first- and second-order numerical schemes for the Allen--Cahn equation with a general (possibly degenerate) mobility. Compared with existing numerical methods, our schemes employ a novel dynamic…
Two fast L1 time-stepping methods, including the backward Euler and stabilized semi-implicit schemes, are suggested for the time-fractional Allen-Cahn equation with Caputo's derivative. The time mesh is refined near the initial time to…
A fully discrete implicit scheme is proposed for the Swift-Hohenberg model, combining the third-order backward differentiation formula (BDF3) for the time discretization and the second-order finite difference scheme for the space…
We study a second order BDF (Backward Differentiation Formula) scheme for the numerical approximation of parabolic HJB (Hamilton-Jacobi-Bellman) equations. The scheme under consideration is implicit, non-monotone, and second order accurate…
It is well known that the seven-step backward difference formula (BDF) is unstable for the parabolic equations, since it is not even zero-stable. However, a linear combination of two non zero-stable schemes, namely the seven-step BDF and…
We investigate the stability of two families of three-level two-step schemes that extend the classical second order BDF (BDF2) and second order Adams-Moulton (AM2) schemes. For a free parameter restricted to an appropriate range that covers…
In this paper, we propose and analyze a first-order and a second-order time-stepping schemes for the anisotropic phase-field dendritic crystal growth model. The proposed schemes are based on an auxiliary variable approach for the Allen-Cahn…
We present a second-order-in-time finite difference scheme for the Cahn-Hilliard-Hele-Shaw equations. This numerical method is uniquely solvable and unconditionally energy stable. At each time step, this scheme leads to a system of…
In this paper we propose and analyze an energy stable numerical scheme for the Cahn-Hilliard equation, with second order accuracy in time and the fourth order finite difference approximation in space. In particular, the truncation error for…
In this note we study the asymptotic mean-square stability for two-step schemes applied to a scalar stochastic differential equation (sde) and applied to systems of sdes. We derive necessary and sufficient conditions for the asymptotic…
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…
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…
Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…
The Allen-Cahn equation is a fundamental model for phase transitions, offering critical insights into the dynamics of interface evolution in various physical systems. This paper investigates the stability and robustness of frequently…
The energy dissipation law and the maximum bound principle are two critical physical properties of the Allen--Cahn equations. While many existing time-stepping methods are known to preserve the energy dissipation law, most apply to a…
In this work, we revisit the adaptive L1 time-stepping scheme for solving the time-fractional Allen-Cahn equation in the Caputo's form. The L1 implicit scheme is shown to preserve a variational energy dissipation law on arbitrary nonuniform…
In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for…
Variable steps implicit-explicit multistep methods for PDEs have been presented in [17], where the zero-stability is studied for ODEs; however, the stability analysis still remains an open question for PDEs. Based on the idea of linear…
The recently developed technique of DOC kernels has been a great success in the stability and convergence analysis for BDF2 scheme with variable time steps. However, such an analysis technique seems not directly applicable to problems with…
In this paper, a linear second order numerical scheme is developed and investigated for the Allen-Cahn equation with a general positive mobility. In particular, our fully discrete scheme is mainly constructed based on the Crank-Nicolson…