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This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit $\epsilon\to 0$, where the small parameter $\epsilon$ is the diffuse interface thickness. We…

Numerical Analysis · Mathematics 2026-01-06 Yingsong Jiang , Chenxu Pang , Xiaojie Wang

In this paper, based on a generalized scalar auxiliary variable approach with relaxation (R-GSAV), we construct a class of high-order backward differentiation formula (BDF) schemes with variable time steps for the…

Numerical Analysis · Mathematics 2025-06-10 Dawei Chen , Qinzhen Ren , Minghui Li

We construct new first- and second-order pressure correction schemes using the scalar auxiliary variable (SAV) approach for the Navier-Stokes equations. These schemes are linear, decoupled and only require a sequence of solving Poisson type…

Numerical Analysis · Mathematics 2020-02-24 Xiaoli Li , Jie Shen , Zhengguang Liu

We propose a novel second order in time numerical scheme for Cahn-Hilliard-Navier- Stokes phase field model with matched density. The scheme is based on second order convex-splitting for the Cahn-Hilliard equation and pressure-projection…

Numerical Analysis · Mathematics 2016-11-25 Daozhi Han , Xiaoming Wang

We study the convergence and the stability of fictitious dynamical methods for electrons. First, we show that a particular damped second-order dynamics has a much faster rate of convergence to the ground-state than first-order steepest…

Condensed Matter · Physics 2009-10-22 Francesco Tassone , Francesco Mauri , Roberto Car

It is a very common practice to use semi-implicit schemes in various computations, which treat selected linear terms implicitly and the nonlinear terms explicitly. For phase-field equations, the principal elliptic operator is treated…

Numerical Analysis · Mathematics 2020-06-15 Tao Tang

We propose and analyze a linearly stabilized semi-implicit diffusive Crank--Nicolson scheme for the Cahn--Hilliard gradient flow. In this scheme, the nonlinear bulk force is treated explicitly with two second-order stabilization terms. This…

Numerical Analysis · Mathematics 2020-04-14 Lin Wang , Haijun Yu

In this paper, we carry out stability and error analyses for two first-order, semi-discrete time stepping schemes, which are based on the newly developed Invariant Energy Quadratization approach, for solving the well-known Cahn-Hilliard and…

Numerical Analysis · Mathematics 2017-12-08 Xiaofeng Yang , Guodong Zhang

Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the…

Numerical Analysis · Mathematics 2024-10-10 Hong-lin Liao , Xuping Wang , Cao Wen

The scalar auxiliary variable (SAV) approach is a very popular and efficient method to simulate various phase field models. To save the computational cost, a new SAV approach is given by introducing a new variable $\theta$. The new SAV…

Numerical Analysis · Mathematics 2021-10-04 Zhengguang Liu , Xiaoli Li

The scalar auxiliary variable (SAV) method was introduced by Shen et al. and has been broadly used to solve thermodynamically consistent PDE problems. By utilizing scalar auxiliary variables, the original PDE problems are reformulated into…

Numerical Analysis · Mathematics 2022-03-02 Maosheng Jiang , Zengyan Zhang , Jia Zhao

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

A novel numerical scheme including time and spatial discretization is offered for coupled Cahn-Hilliard and Navier-Stokes governing equation sys-tem in this paper. Variable densities and viscosities are considered in the nu-merical scheme.…

Computational Physics · Physics 2018-05-25 Xiaoyu Feng , Jisheng Kou , Shuyu Sun

Developing high-order numerical schemes for two-phase flow in porous media that preserve key physical properties remains a significant challenge in numerical analysis. In this article, we propose a general framework to construct fully…

Numerical Analysis · Mathematics 2026-05-29 Xiaoli Li , Cheng Wang , Yujing Yan , Nan Zheng

A mass-preserving two-step Lagrange-Galerkin scheme of second order in time for convection-diffusion problems is presented, and convergence with optimal error estimates is proved in the framework of $L^2$-theory. The introduced scheme…

Numerical Analysis · Mathematics 2022-02-22 Kouta Futai , Niklas Kolbe , Hirofumi Notsu , Tasuku Suzuki

We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…

Dynamical Systems · Mathematics 2017-02-28 Christian Kuehn

Maintaining conservation laws in the fully discrete setting is critical for accurate long-time behavior of numerical simulations and requires accounting for discrete conservation properties in both space and time. This paper derives…

In this paper, we propose and analyze semi-implicit numerical schemes for the stochastic wave equation (SWE) with general nonlinearity and multiplicative noise. These numerical schemes, called stochastic scalar auxiliary variable (SAV)…

Numerical Analysis · Mathematics 2022-08-30 Jianbo Cui , Jialin Hong , Liying Sun

In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential…

Numerical Analysis · Mathematics 2022-07-18 Siting Liu , Stanley Osher , Wuchen Li , Chi-Wang Shu

The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…

Numerical Analysis · Mathematics 2015-12-04 Herbert Egger , Matthias Schlottbom
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