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This study introduces the divergence-conforming discontinuous Galerkin finite element method (DGFEM) for numerically approximating optimal control problems with distributed constraints, specifically those governed by stationary generalized…
In this paper, we prove the moderate deviations principle (MDP) for a general system of slow-fast dynamics. We provide a unified approach, based on weak convergence ideas and stochastic control arguments, that cover both the averaging and…
When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…
Molecular dynamics (MD) has long been the de facto choice for simulating complex atomistic systems from first principles. Recently deep learning models become a popular way to accelerate MD. Notwithstanding, existing models depend on…
In this article we develop a fully discrete variational scheme that approximates the equations of three dimensional elastodynamics with polyconvex stored energy. The fully discrete scheme is based on a time-discrete variational scheme…
Over the past decade, Finite Element Method (FEM) has served as a foundational numerical framework for approximating the terms of Time Series Expansion (TSE) as solutions to transient Partial Differential Equation (PDE). However, the…
In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T.…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…
We present a methodology to construct efficient high-order in time accurate numerical schemes for a class of gradient flows with appropriate Lipschitz continuous nonlinearity. There are several ingredients to the strategy: the exponential…
A framework of finite-velocity model based Boltzmann equation has been developed for convection-diffusion equations. These velocities are kept flexible and adjusted to control numerical diffusion. A flux difference splitting based kinetic…
This paper is dedicated to solving high-dimensional coupled FBSDEs with non-Lipschitz diffusion coefficients numerically. Under mild conditions, we provided a posterior estimate of the numerical solution that holds for any time duration.…
In this work, we first develop a general mesoscopic multiple-relaxation-time lattice Boltzmann (MRT-LB) model for the two-dimensional diffusion equation with the constant diffusion coefficient and source term, where the D2Q5 (five discrete…
This paper establishes a far-reaching connection between the Finite-Difference Time-Domain method (FDTD) and the theory of dissipative systems. The FDTD equations for a rectangular region are written as a dynamical system having the…
We present a series of three-dimensional discrete Boltzmann (DB) models for compressible flows in and out of equilibrium. The key formulating technique is the construction of discrete equilibrium distribution function through inversely…
In this work, a novel Boussinesq system is put forward. The system is naturally nonlinearly entropy/energy-stable, and is designed for problems with sharply varying bathymetric features. The system is flexible and allows tuning of the…
In this paper, we consider numerical approximations for the viscous Cahn-Hilliard equation with hyperbolic relaxation. This type of equations processes energy-dissipative structure. The main challenge in solving such a diffusive system…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…
The fixed-stress splitting scheme is a popular method for iteratively solving the Biot equations. The method successively solves the flow and mechanic subproblems while adding a stabilizing term to the flow equation, which includes a…