Related papers: A new Lagrange multiplier approach for constructin…
In the second part of this series, we use the Lagrange multiplier approach proposed in the first part \cite{CheS21} to construct efficient and accurate bound and/or mass preserving schemes for a class of semi-linear and quasi-linear…
In this paper, we improve the original Lagrange multiplier approach \cite{ChSh22,ChSh_II22} and introduce a new energy correction approach to construct a class of robust, positivity/bound-preserving, mass conserving and energy dissipative…
Currently, nearly all positivity preserving discontinuous Galerkin (DG) discretizations of partial differential equations are coupled with explicit time integration methods. Unfortunately, for many problems this can result in severe…
We propose and analyze a novel approach to construct structure preserving approximations for the Poisson-Nernst-Planck equations, focusing on the positivity preserving and mass conservation properties. The strategy consists of a standard…
We develop in this paper two classes of length preserving schemes for the Landau-Lifshitz equation based on two different Lagrange multiplier approaches. In the first approach, the Lagrange multiplier $\lambda(\bx,t)$ equals to $|\nabla…
In this paper, we introduce a Lagrange multiplier approach to construct linearly implicit energy-preserving schemes of arbitrary order for general Hamiltonian PDEs. Unlike the widely used auxiliary variable methods, this novel approach does…
In this paper we introduce the essential Lagrange multiplier and establish the solid mathematical foundation of constrained optimization in Hilbert spaces with sharp results on the mathematical foundation of quadratic-programming based…
In this note we work on the construction of positive preserving numerical schemes for systems of stochastic differential equations. We use the semi discrete idea that we have proposed before proposing now a numerical scheme that preserves…
We consider a PDE-constrained optimization problem of tracking type with parabolic state equation. The solution to the problem is characterized by the Karush-Kuhn-Tucker (KKT) system, which we formulate using a strong variational…
We present a novel formulation for parametric finite element methods to approximate two-phase Stokes flow. The new formulation is based on the classical Stokes equation in the bulk and a novel choice of interface conditions with additional…
This paper studies bilevel polynomial optimization in which lower-level constraint functions depend linearly on lower-level variables. We show that such bilevel program can be reformulated as a disjunctive program by using…
In this paper, we are interested in constructing a scheme solving compressible Navier--Stokes equations, with desired properties including high order spatial accuracy, conservation, and positivity-preserving of density and internal energy…
We propose a new Lagrange Multiplier approach to design unconditional energy stable schemes for gradient flows. The new approach leads to unconditionally energy stable schemes that are as accurate and efficient as the recently proposed SAV…
Projection stabilisation applied to general Lagrange multiplier finite element methods is introduced and analysed in an abstract framework. We then consider some applications of the stabilised methods: (i) the weak imposition of boundary…
In this paper, we propose a class of explicit positivity preserving numerical methods for general stochastic differential equations which have positive solutions. Namely, all the numerical solutions are positive. Under some reasonable…
We propose a novel formulation for parametric finite element methods to simulate surface diffusion of closed curves, which is also called as the curve diffusion. Several high-order temporal discretizations are proposed based on this new…
In this paper we will review recent advances in the application of the augmented Lagrange multiplier method as a general approach for generating multiplier--free stabilised methods. We first show how the method generates Galerkin/Least…
The first-order linear positivity preserving schemes in time are available for the time dependent Poisson-Nernst-Planck (PNP) equations, second-order linear ones are still challenging. In this paper, we propose the first- and second-order…
Patankar-type schemes are linearly implicit time integration methods designed to be unconditionally positivity-preserving. However, there are only little results on their stability or robustness. We suggest two approaches to analyze the…
This paper studies bilevel polynomial optimization problems. To solve them, we give a method based on polynomial optimization relaxations. Each relaxation is obtained from the Kurash-Kuhn-Tucker (KKT) conditions for the lower level…