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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…

Numerical Analysis · Mathematics 2020-06-24 Qing Cheng , Chun Liu , Jie Shen

We propose a new numerical technique to deal with nonlinear terms in gradient flows. By introducing a scalar auxiliary variable (SAV), we construct efficient and robust energy stable schemes for a large class of gradient flows. The SAV…

Numerical Analysis · Mathematics 2017-10-05 Jie Shen , Jie Xu , Jiang Yang

Two primary scalar auxiliary variable (SAV) approaches are widely applied for simulating gradient flow systems, i.e., the nonlinear energy-based approach and the Lagrange multiplier approach. The former guarantees unconditional energy…

Numerical Analysis · Mathematics 2024-11-27 Qiong-Ao Huang , Wei Jiang , Jerry Zhijian Yang , Cheng Yuan

Recently, a new Lagrange multiplier approach was introduced by Cheng, Liu and Shen in \cite{cheng2020new}, which has been broadly used to solve various challenging phase field problems. To design original energy stable schemes, they have to…

Numerical Analysis · Mathematics 2023-10-16 Zhengguang Liu , Nan Zheng , Xiaoli Li

In recent years, the scalar auxiliary variable (SAV) approach has become very popular and hot in the design of linear, high-order and unconditional energy stable schemes of gradient flow models. However, the nature of SAV-based numerical…

Numerical Analysis · Mathematics 2023-04-25 Zhengguang Liu , Yanrong Zhang , Xiaoli Li

For the past few years, scalar auxiliary variable (SAV) and SAV-type approaches became very hot and efficient methods to simulate various gradient flows. Inspired by the new SAV approach in \cite{huang2020highly}, we propose a novel…

Numerical Analysis · Mathematics 2022-04-14 Zhengguang Liu , Xiaoli Li

We develop several efficient numerical schemes which preserve exactly the global constraints for constrained gradient flows. Our schemes are based on the SAV approach combined with the Lagrangian multiplier approach. They are as efficient…

Numerical Analysis · Mathematics 2019-12-17 Qing Cheng , Jie Shen

In this paper, we propose a modification of an acoustic-transport operator splitting Lagrange-projection method for simulating compressible flows with gravity. The original method involves two steps that respectively account for acoustic…

Numerical Analysis · Mathematics 2023-10-30 Rémi Bourgeois , Pascal Tremblin , Samuel Kokh , Thomas Padioleau

This paper deals with the geometric numerical integration of gradient flow and its application to optimization. Gradient flows often appear as model equations of various physical phenomena, and their dissipation laws are essential.…

Optimization and Control · Mathematics 2022-12-29 Kenya Onuma , Shun Sato

In this paper, we propose a regularized auxiliary variable (RAV) approach and construct accurate and robust time-discrete schemes for a large class of gradient flows. By introducing an auxiliary variable $r=0$ and constructing an auxiliary…

Numerical Analysis · Mathematics 2026-04-07 Zhaoyang Wang , Ping Lin

Mathematical Programs with Vanishing Constraints (MPVCs) are a notoriously challenging class of problems owing to their lack of constraint qualification. Therefore, to tackle these problems, relaxation-based approaches are typically used.…

Optimization and Control · Mathematics 2026-03-02 Christoph Hansknecht , Julian Niederer , Andreas Potschka

In this paper, we consider a novel auxiliary variable method to obtain energy stable schemes for gradient flows. The auxiliary variable based on energy bounded above does not limited to the hypothetical conditions adopted in previous…

Numerical Analysis · Mathematics 2019-07-11 Zhengguang Liu

We propose novel algorithms combining accelerated gradient flows with linearized projection-free treatments of non-convex constraints and BDF pseudo-temporal discretization for quadratic energy minimization. A general framework is developed…

Numerical Analysis · Mathematics 2025-06-13 Guozhi Dong , Zikang Gong , Ziqing Xie , Shuo Yang

In the paper, we propose a class of accelerated stochastic gradient-free and projection-free (a.k.a., zeroth-order Frank-Wolfe) methods to solve the constrained stochastic and finite-sum nonconvex optimization. Specifically, we propose an…

Optimization and Control · Mathematics 2020-08-11 Feihu Huang , Lue Tao , Songcan Chen

In this paper, we generalize the normalized gradient flow method which was first applied to computing the least energy ground state to compute the least action ground state. A continuous normalized gradient flow (CNGF) will be presented and…

Numerical Analysis · Mathematics 2022-11-01 Chushan Wang

A new formulation of the immersed boundary method, which facilitates accurate simulation of incompressible isothermal and natural convection flows around immersed bodies and which may be applied for accurate linear stability analysis of the…

Fluid Dynamics · Physics 2015-12-17 Yuri Feldman , Yosef Gulberg

The unique solvability and error analysis of the original Lagrange multiplier approach proposed in [8] for gradient flows is studied in this paper. We identify a necessary and sufficient condition that must be satisfied for the nonlinear…

Numerical Analysis · Mathematics 2024-05-07 Qing Cheng , Jie Shen , Cheng Wang

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

Numerical Analysis · Mathematics 2020-02-11 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

We consider a class of optimal power flow (OPF) applications where some loads offer a modulation service in exchange for an activation fee. These applications can be modeled as multi-period formulations of the OPF with discrete variables…

Optimization and Control · Mathematics 2014-01-07 Quentin Gemine , Damien Ernst , Quentin Louveaux , Bertrand Cornélusse

We develop in this paper a new regularized flow dynamic approach to construct efficient numerical schemes for Wasserstein gradient flows in Lagrangian coordinates. Instead of approximating the Wasserstein distance which needs to solve…

Numerical Analysis · Mathematics 2024-06-24 Qing Cheng , Qianqian Liu , Wenbin Chen , Jie Shen
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