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We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

Machine Learning · Computer Science 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…

Numerical Analysis · Mathematics 2026-04-14 Jianbo Cui , Mihály Kovács , Derui Sheng

We study a diffuse-interface model for thermally driven phase separation in viscous incompressible mixtures. The system couples a convective Cahn-Hilliard equation for the order parameter with a Stokes subsystem for the velocity-pressure…

Analysis of PDEs · Mathematics 2026-04-24 Maria Deliyianni , Boris Muha , Andrej Novak

In this paper, we consider numerical approximation of constrained gradient flows of planar closed curves, including the Willmore and the Helfrich flows. These equations have energy dissipation and the latter has conservation properties due…

Numerical Analysis · Mathematics 2022-08-02 Tomoya Kemmochi , Yuto Miyatake , Koya Sakakibara

Next-generation exascale machines with extreme levels of parallelism will provide massive computing resources for large scale numerical simulations of complex physical systems at unprecedented parameter ranges. However, novel numerical…

Computational Physics · Physics 2023-02-08 Komal Kumari , Emmet Cleary , Swapnil Desai , Diego A. Donzis , Jacqueline H. Chen , Konduri Aditya

In this paper, we present a novel spectral renormalization exponential integrator method for solving gradient flow problems. Our method is specifically designed to simultaneously satisfy discrete analogues of the energy dissipation laws and…

Numerical Analysis · Mathematics 2023-10-03 Dianming Hou , Lili Ju , Zhonghua Qiao

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

A finite element discretization using a method of lines approached is proposed for approximately solving the Poisson-Nernst-Planck (PNP) equations. This discretization scheme enforces positivity of the computed solutions, corresponding to…

Numerical Analysis · Mathematics 2015-03-17 Chun Liu , Maximilian Metti , Jinchao Xu

Critical points of energy functionals, which are of broad interest, for instance, in physics and chemistry, in solid and quantum mechanics, in material science, or in general diffusion-reaction models arise as solutions to the associated…

Numerical Analysis · Mathematics 2025-10-20 Pascal Heid , Thomas P. Wihler

The aim of this paper is the derivation of structure preserving schemes for the solution of the EPDiff equation, with particular emphasis on the two dimensional case. We develop three different schemes based on the Discrete Variational…

Analysis of PDEs · Mathematics 2016-04-26 Stig Larsson , Takayasu Matsuo , Klas Modin , Matteo Molteni

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this paper, we present a parallel numerical algorithm for solving the phase field crystal equation. In the algorithm, a semi-implicit finite difference scheme is derived based on the discrete variational derivative method. Theoretical…

Computational Engineering, Finance, and Science · Computer Science 2017-03-06 Ying Wei , Chao Yang , Jizu Huang

We study the systematic numerical approximation of a class of Allen-Cahn type problems modeling the motion of phase interfaces. The common feature of these models is an underlying gradient flow structure which gives rise to a decay of an…

Numerical Analysis · Mathematics 2017-03-09 Anke Böttcher , Herbert Egger

The long term aim is to use modern dynamical systems theory to derive discretisations of noisy, dissipative partial differential equations. As a first step we here consider a small domain and apply stochastic centre manifold techniques to…

Dynamical Systems · Mathematics 2025-10-20 A. J. Roberts

In this paper, we design a novel class of arbitrarily high-order structure-preserving numerical schemes for the time-dependent Gross-Pitaevskii equation with angular momentum rotation in three dimensions. Based on the idea of the scalar…

Numerical Analysis · Mathematics 2021-02-03 Jin Cui , Yushun Wang , Chaolong Jiang

We derive a formulation of the nonhydrostatic equations in spherical geometry with a Lorenz staggered vertical discretization. The combination conserves a discrete energy in exact time integration when coupled with a mimetic horizontal…

Numerical Analysis · Mathematics 2020-04-22 Mark A. Taylor , Oksana Guba , Andrew Steyer , Paul Ullrich , David Hall , Christopher Eldred

The first order by time partial differential equations are used as models in applications such as fluid flow, heat transfer, solid deformation, electromagnetic waves, and others. In this paper we propose the new numerical method to solve a…

Numerical Analysis · Mathematics 2008-01-14 Ivan Kazachkov

In this paper, we develop a second-order, fully decoupled, and energy-stable numerical scheme for the Cahn-Hilliard-Navier-Stokes model for two phase flow with variable density and viscosity. We propose a new decoupling Constant Scalar…

Numerical Analysis · Mathematics 2024-10-22 Jinpeng Zhang , Li Luo , Xiaoping Wang

We consider the non-isothermal flow of a compressible fluid through pipes. Starting from the full set of Euler equations, we propose a variational characterization of solutions that encodes the conservation of mass, energy, and entropy in a…

Numerical Analysis · Mathematics 2016-11-11 Herbert Egger

Stability is an important aspect of numerical methods for hyperbolic conservation laws and has received much interest. However, continuity in time is often assumed and only semidiscrete stability is studied. Thus, it is interesting to…

Numerical Analysis · Mathematics 2020-08-28 Philipp Öffner , Jan Glaubitz , Hendrik Ranocha