English
Related papers

Related papers: Continuous data assimilation and long-time accurac…

200 papers

In this paper we construct space-time full discretizations of stochastic Allen-Cahn equations driven by space-time white noise on 2D torus. The approximations are implemented by tamed exponential Euler discretization in time and spectral…

Probability · Mathematics 2024-06-07 Ting Ma , Lifei Wang , Huanyu Yang

In Becker and Jentzen (2019) and Becker et al. (2017), an explicit temporal semi-discretization scheme and a space-time full-discretization scheme were, respectively, introduced and analyzed for the additive noise-driven stochastic…

Numerical Analysis · Mathematics 2020-10-07 Xiaojie Wang

In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such…

Numerical Analysis · Mathematics 2020-06-30 Rongjun Cao , Minghua Chen , Michael K. Ng , Yu-Jiang Wu

The first aim of this paper is to examine existence, uniqueness and regularity for the Cahn-Hilliard-Cook (CHC) equation in space dimension $d\leq 3$. By applying a spectral Galerkin method to the infinite dimensional equation, we elaborate…

Numerical Analysis · Mathematics 2022-04-05 Ruisheng Qi , Meng Cai , Xiaojie Wang

We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège

We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. The resulting error bounds are analyzed for the…

Numerical Analysis · Mathematics 2021-01-20 Meng Cai , Siqing Gan , Xiaojie Wang

In this work, the high order accuracy and the well-balanced (WB) properties of some novel continuous interior penalty (CIP) stabilizations for the Shallow Water (SW) equations are investigated. The underlying arbitrary high order numerical…

Numerical Analysis · Mathematics 2024-02-27 Lorenzo Micalizzi , Mario Ricchiuto , Rémi Abgrall

We present Cahn-Hilliard and Allen-Cahn numerical integration algorithms that are unconditionally stable and so provide significantly faster accuracy-controlled simulation. Our stability analysis is based on Eyre's theorem and unconditional…

Statistical Mechanics · Physics 2007-05-23 Benjamin P. Vollmayr-Lee , Andrew D. Rutenberg

We introduce and analyze an explicit time discretization scheme for the one-dimensional stochastic Allen-Cahn, driven by space-time white noise. The scheme is based on a splitting strategy, and uses the exact solution for the nonlinear term…

Numerical Analysis · Mathematics 2019-10-21 Charles-Edouard Bréhier , Ludovic Goudenège

In this paper we propose the use of a continuous data assimilation algorithm for miscible flow models in a porous medium. In the absence of initial conditions for the model, observed sparse measurements are used to generate an approximation…

Numerical Analysis · Mathematics 2022-06-23 Hakima Bessaih , Victor Ginting , Bradley McCaskill

We construct and analyze a TraceFEM discretization for the surface biharmonic problem. The method utilizes standard quadratic Lagrange finite element spaces defined on a three-dimensional background mesh and a symmetric $C^0$ interior…

Numerical Analysis · Mathematics 2025-12-23 Michael Neilan , Hongzhi Wan

We propose a novel penalty method framework for the non-self-adjoint topology optimization problems, taking compliant mechanism problems as an example, by incorporating a convex nonlocal perimeter approximation scheme. We rigorously analyze…

Optimization and Control · Mathematics 2026-03-03 Wei Gong , Yuanda Ye

We consider optimal interpolation of functions analytic in simply connected domains in the complex plane. By choosing a specific structure for the approximant, we show that the resulting first order optimality conditions can be interpreted…

Numerical Analysis · Mathematics 2025-07-22 Alessandro Borghi , Tobias Breiten

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen

This thesis presents new mathematical algorithms for the numerical solution of a mathematical problem class called \emph{dynamic optimization problems}. These are mathematical optimization problems, i.e., problems in which numbers are…

Optimization and Control · Mathematics 2022-08-22 Martin Peter Neuenhofen

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…

Atmospheric and Oceanic Physics · Physics 2015-05-18 Jochen Bröcker

We consider a recently introduced continuous data assimilation (CDA) approach for downscaling a coarse resolution configuration of the 2D Benard convection equations into a finer grid. In this CDA, a nudging term, estimated as the misfit…

Optimization and Control · Mathematics 2015-12-22 M. U. Altaf , E. S. Titi , O. M. Knio , L. Zhao , M. F. McCabe , I. Hoteit

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang

Based on relative energy estimates, we study the stability of solutions to the Cahn-Hilliard equation with concentration dependent mobility with respect to perturbations. As a by-product of our analysis, we obtain a weak-strong uniqueness…

Numerical Analysis · Mathematics 2021-02-12 Aaron Brunk , Herbert Egger , Oliver Habrich , Maria Lukacova-Medvidova

A minimal requirement for simulating multi-scale systems is to reproduce the statistical behavior of the slow variables. In particular, a good numerical method should accurately aproximate the probability density function of the…

Dynamical Systems · Mathematics 2018-04-13 J. Frank , G. A. Gottwald