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This paper studies a class of linear unconditionally energy stable schemes for the gradient flows. Such schemes are built on the SAV technique and the general linear time discretization (GLTD) as well as the linearization based on the…

Numerical Analysis · Mathematics 2022-07-13 Zengqiang Tan , Huazhong Tang

In this paper, we introduce a novel numerical approach for approximating the SIR model in epidemiology. Our method enhances the existing linearization procedure by incorporating a suitable relaxation term to tackle the transcendental…

Numerical Analysis · Mathematics 2023-08-17 Vo Anh Khoa , Pham Minh Quan , Ja'Niyah Allen , Kbenesh W. Blayneh

In \cite{GW12} (Y. Guo, Y. Wang, Decay of dissipative equations and negative Sobolev spaces, Commun. Partial Differ. Equ. 37 (2012) 2165--2208), Y. Guo and Y. Wang developed a general new energy method for proving the optimal time decay…

Analysis of PDEs · Mathematics 2015-08-18 Jihong Zhao , Qiao Liu

In this paper, we construct and analyze an energy stable scheme by combining the latest developed scalar auxiliary variable (SAV) approach and linear finite element method (FEM) for phase field crystal (PFC) model, and show rigorously that…

Numerical Analysis · Mathematics 2019-10-15 Liupeng Wang , Yunqing Huang , Kai Jiang

We propose an efficient, accurate and reliable simulation scheme for the stochastic-alpha-beta-rho (SABR) model. The two challenges of the SABR simulation lie in sampling (i) integrated variance conditional on terminal volatility and (ii)…

Computational Finance · Quantitative Finance 2025-10-06 Jaehyuk Choi , Lilian Hu , Yue Kuen Kwok

In this paper, we study the variable-order (VO) time-fractional diffusion equations. For a VO function $\alpha(t)\in(0,1)$, we develop an exponential-sum-approximation (ESA) technique to approach the VO Caputo fractional derivative. The ESA…

Numerical Analysis · Mathematics 2021-03-09 Jia-Li Zhang , Zhi-Wei Fang , Hai-Wei Sun

In this paper, we first propose a filter-based continuous Ensemble Eddy Viscosity (EEV) model for stochastic turbulent flow problems. We then propose a generic algorithm for a family of fully discrete, grad-div regularized, efficient…

Numerical Analysis · Mathematics 2025-08-15 Brandiece N. Berry , Md Mahmudul Islam , Muhammad Mohebujjaman , Neethu Suma Raveendran

This paper introduces a robust reformulation of the incompressible Navier-Stokes equations, establishing a foundational framework for designing efficient, structure-preserving algorithms that strictly conserve the original energy…

Numerical Analysis · Mathematics 2025-08-12 Zihan Weng , Qi Hong , Chunwu Wang , Yuezheng Gong

Recently, the error analysis of BDF$k$ $(1\leqslant k\leqslant5)$ SAV (scalar auxiliary variable) schemes are given in \cite{Huangg:20} for the classical Allen-Cahn equation. However, it remains unavailable for BDF$6$ SAV schemes. In this…

Numerical Analysis · Mathematics 2021-04-20 Fan Yu , Minghua Chen

We construct first- and second-order time discretization schemes for the Cahn-Hilliard-Navier-Stokes system based on the multiple scalar auxiliary variables approach (MSAV) approach for gradient systems and (rotational) pressure-correction…

Numerical Analysis · Mathematics 2020-09-22 Xiaoli Li , Jie Shen

We develop and analyze a highly efficient, second-order time-marching scheme for infinite-dimensional nonlinear geophysical fluid models, designed to accurately approximate invariant measures-that is, the stationary statistical properties…

Numerical Analysis · Mathematics 2025-10-08 Daozhi Han , Xiaoming Wang

Energy stable flux reconstruction (ESFR) is a high-order numerical method used for solving partial differential equations in computational fluid dynamics. This method is designed to preserve the energy stability of the underlying partial…

Fluid Dynamics · Physics 2023-09-08 Erwan Lambert , Siva Nadarajah

Using the backstepping design, we achieve exponential stabilization of the coupled Saint-Venant-Exner (SVE) PDE model of water dynamics in a sediment-filled canal with arbitrary values of canal bottom slope, friction, porosity, and…

Optimization and Control · Mathematics 2015-05-26 Ababacar Diagne , Mamadou Diagne , Shuxia Tang , Miroslav Krstic

This paper presents two modular grad-div algorithms for calculating solutions to the Navier-Stokes equations (NSE). These algorithms add to an NSE code a minimally intrusive module that implements grad-div stabilization. The algorithms do…

Numerical Analysis · Mathematics 2018-05-09 Joseph Anthony Fiordilino , William Layton , Yao Rong

The class of algorithms called Hessian Estimation Evolution Strategies (HE-ESs) update the covariance matrix of their sampling distribution by directly estimating the curvature of the objective function. The approach is practically…

Optimization and Control · Mathematics 2021-06-16 Tobias Glasmachers , Oswin Krause

In this paper, we construct efficient schemes based on the scalar auxiliary variable (SAV) block-centered finite difference method for the modified phase field crystal (MPFC) equation, which is a sixth-order nonlinear damped wave equation.…

Numerical Analysis · Mathematics 2020-04-10 Xiaoli Li , Jie Shen

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

We study relaxation-based approaches for conserving mass and energy in the numerical solution of Schr\"odinger-Poisson (SP) type systems. Relaxation-based methods offer a general approach that can be applied as post-time step processing to…

Computational Physics · Physics 2026-04-08 Manvendra Pratap Rajvanshi , David I. Ketcheson

This paper proposes a finite element scheme, based on the Scalar Auxiliary Variable (SAV) approach, for the Cahn-Hilliard equation--a model that possesses significant physical relevance and a rich mathematical structure. A convergence…

Numerical Analysis · Mathematics 2026-02-26 Na Li , Yongchao Zhao

All the existing entropy stable (ES) schemes for relativistic hydrodynamics (RHD) in the literature were restricted to the ideal equation of state (EOS), which however is often a poor approximation for most relativistic flows due to its…

Numerical Analysis · Mathematics 2024-09-18 Linfeng Xu , Shengrong Ding , Kailiang Wu