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Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

Numerical Analysis · Mathematics 2020-08-04 Ruisheng Qi , Xiaojie Wang

In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…

Numerical Analysis · Mathematics 2020-06-04 Jun Zhang , Jia Zhao , JinRong Wang

To solve the Cahn-Hilliard equation numerically, a new time integration algorithm is proposed, which is based on a combination of the Eyre splitting and the local iteration modified (LIM) scheme. The latter is employed to tackle the…

Numerical Analysis · Mathematics 2024-09-27 M. A. Botchev , I. A. Fahurdinov , E. B. Savenkov

We adapt a previously introduced continuous in time data assimilation (downscaling) algorithm for the 2D Navier-Stokes equations to the more realistic case when the measurements are obtained discretely in time and may be contaminated by…

Analysis of PDEs · Mathematics 2016-05-24 Ciprian Foias , Cecilia F. Mondaini , Edriss S. Titi

In meteorological and oceanological studies the classical approach for finding the numerical solution of the regional model consists in formulating and solving the Cauchy-Dirichlet problem. The related boundary conditions are obtained by…

Atmospheric and Oceanic Physics · Physics 2008-01-14 F. I. Pisnichenko , I. A. Pisnichenko , J. M. Martinez , S. A. Santos

This paper studies a coupled two-dimensional Navier--Stokes--Cahn--Hilliard phase-field model augmented by a transported auxiliary field, and develops a continuous data assimilation (CDA) framework for recovering its trajectories from…

Numerical Analysis · Mathematics 2026-03-11 Tianyu Sun

We study a continuous data assimilation (CDA) algorithm for a velocity-vorticity formulation of the 2D Navier-Stokes equations in two cases: nudging applied to the velocity and vorticity, and nudging applied to the velocity only. We prove…

Numerical Analysis · Mathematics 2020-06-15 Matthew Gardner , Adam Larios , Leo G. Rebholz , Duygu Vargun , Camille Zerfas

The Cahn-Hilliard equation has a wide range of applications in many areas of physics and chemistry. To describe the short-range interaction between the solution and the boundary, scientists have constructed dynamical boundary conditions by…

Numerical Analysis · Mathematics 2025-11-05 Yunzhuo Guo , Cheng Wang , Zhengru Zhang

An intrinsic property of almost any physical measuring device is that it makes observations which are slightly blurred in time. We consider a nudging-based approach for data assimilation that constructs an approximate solution based on a…

Analysis of PDEs · Mathematics 2018-09-05 Michael S. Jolly , Vincent R. Martinez , Eric J. Olson , Edriss S. Titi

We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…

Numerical Analysis · Mathematics 2018-05-07 Hussain A. Ibdah , Cecilia F. Mondaini , Edriss S. Titi

We are concerned in designing a suitable numerical scheme based on the equal-order hybrid high-order (HHO) method for the linear parabolic integro-differential equations. The spatial discretization is made using the equal-order HHO method…

Numerical Analysis · Mathematics 2026-04-17 Achyuta Ranjan Dutta Mohapatra

This paper improves the spectrally-filtered direct-insertion downscaling method for discrete-in-time data assimilation by introducing a relaxation parameter that overcomes a constraint on the observation frequency. Numerical simulations…

Numerical Analysis · Mathematics 2026-01-13 Emine Celik , Eric Olson

We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…

Analysis of PDEs · Mathematics 2015-06-19 Hakima Bessaih , Eric Olson , E. S. Titi

Continuous data assimilation (CDA) methods, such as the nudging algorithm introduced by Azouani, Olson, and Titi (AOT), have proven to be highly effective in deterministic settings for asymptotically synchronizing approximate solutions with…

Probability · Mathematics 2026-01-27 Kush Kinra

In this paper we propose an explicit fully discrete scheme to numerically solve the stochastic Allen-Cahn equation. The spatial discretization is done by a spectral Galerkin method, followed by the temporal discretization by a tamed…

Numerical Analysis · Mathematics 2026-04-22 Yibo Wang , Wanrong Cao

We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

Numerical Analysis · Mathematics 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

We study a discrete-in-time data-assimilation algorithm based on nudging through a time-delayed feedback control in which the observational measurements have been contaminated by a Gaussian noise process. In the context of the…

Analysis of PDEs · Mathematics 2023-09-08 Emine Celik , Eric Olson

We formulate a strong equivalence between machine learning, artificial intelligence methods and the formulation of statistical data assimilation as used widely in physical and biological sciences. The correspondence is that layer number in…

Artificial Intelligence · Computer Science 2017-07-06 Henry Abarbanel , Paul Rozdeba , Sasha Shirman

In this paper we conduct a priori and a posteriori error analysis of the $C^0$ interior penalty method for Hamilton-Jacobi-Bellman equations, with coefficients that satisfy the Cordes condition. These estimates show the quasi-optimality of…

Numerical Analysis · Mathematics 2019-11-14 Susanne C. Brenner , Ellya L. Kawecki

We consider a model initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in one space dimension, forced by an additive space-time white noise. First, we approximate its solution by the…

Numerical Analysis · Mathematics 2016-07-19 Georgios E. Zouraris