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We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Numerical Analysis · Mathematics 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

Numerical Analysis · Mathematics 2020-08-04 Ruisheng Qi , Xiaojie Wang

We study the systematic numerical approximation of a class of Allen-Cahn type problems modeling the motion of phase interfaces. The common feature of these models is an underlying gradient flow structure which gives rise to a decay of an…

Numerical Analysis · Mathematics 2017-03-09 Anke Böttcher , Herbert Egger

We extend and analyze the energy-based discontinuous Galerkin method for second order wave equations on staggered and structured meshes. By combining spatial staggering with local time-stepping near boundaries, the method overcomes the…

Numerical Analysis · Mathematics 2022-04-15 Daniel Appelö , Lu Zhang , Thomas Hagstrom , Fengyan Li

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

This article shows a proof of concept regarding the feasibility of ab initio molecular simulation, wherein the wavefunctions and the positions of nuclei are simultaneously determined by the quantum algorithm, as is realized by the so-called…

Quantum Physics · Physics 2025-04-23 Ichio Kikuchi , Akihito Kikuchi

We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for non-strongly-convex problems may be reformulated as constant parameter second-order difference equation algorithms, where stability of the…

Machine Learning · Statistics 2015-04-08 Nicolas Flammarion , Francis Bach

One way of improving the behavior of finite element schemes for classical, time-dependent Maxwell's equations, is to render them from their hyperbolic character to elliptic form. This paper is devoted to the study of the stabilized linear…

Numerical Analysis · Mathematics 2024-09-23 M. Asadzadeh , L. Beilina

Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Giovanni Naldi , Gabriella Puppo , Matteo Semplice

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…

Optimization and Control · Mathematics 2025-05-02 Michael Muehlebach , Michael I. Jordan

In this paper, we investigate linear first- and second-order numerical schemes for the Allen--Cahn equation with a general (possibly degenerate) mobility. Compared with existing numerical methods, our schemes employ a novel dynamic…

Numerical Analysis · Mathematics 2025-10-21 Hongfei Fu , Dianming Hou , Zhonghua Qiao , Bingyin Zhang

Two-fluid plasma flow equations describe the flow of ions and electrons with different densities, velocities, and pressures. We consider the ideal plasma flow i.e. we ignore viscous, resistive, and collision effects. The resulting system of…

Numerical Analysis · Mathematics 2024-09-25 Jaya Agnihotri , Deepak Bhoriya , Harish Kumar , Praveen Chandrashekhar , Dinshaw S. Balsara

Quantum computing has the potential to reduce the computational cost required for quantum dynamics simulations. However, existing quantum algorithms for coupled electron-nuclear dynamics simulation either require fault-tolerant devices, or…

Quantum Physics · Physics 2026-03-03 Jong-Kwon Ha , Ryan J. MacDonell

The purpose of this paper is the numerical analysis of a first order fractional-step time-scheme, using decomposition of theviscosity, and "inf-sup" stable finite element space-approximations for the Primitive Equations of the Ocean. The…

Numerical Analysis · Mathematics 2014-11-21 F. Guillén-González , M. V. Redondo-Neble

Two-fluid relativistic plasma flow equations combine the equations of relativistic hydrodynamics with Maxwell's equations for electromagnetic fields, which involve divergence constraints for the magnetic and electric fields. When developing…

Numerical Analysis · Mathematics 2025-03-27 Jaya Agnihotri , Deepak Bhoriya , Harish Kumar , Praveen Chandrashekar , Dinshaw S. Balsara

In this paper, we propose and analyze a first-order and a second-order time-stepping schemes for the anisotropic phase-field dendritic crystal growth model. The proposed schemes are based on an auxiliary variable approach for the Allen-Cahn…

Numerical Analysis · Mathematics 2021-09-06 Minghui Li , Mejdi Azaiez , Chuanju Xu

This paper explores the exponential stability of two nonlinear wave equations coupled through their velocities. The analysis is divided into two main cases. First, we consider a system where one equation is damped, while the other…

Analysis of PDEs · Mathematics 2025-07-11 Alhabib Moumni , Cristina Pignotti , Jawad Salhi , Mouhcine Tilioua

We combine the newly-constructed Galerkin difference basis with the energy-based discontinuous Galerkin method for wave equations in second order form. The approximation properties of the resulting method are excellent and the allowable…

Numerical Analysis · Mathematics 2021-05-06 Lu Zhang , Daniel Appelö , Thomas Hagstrom

This paper is concerned with mixed finite element method (FEM) for solving the two-dimensional, nonlinear fourth-order active fluid equations. By introducing an auxiliary variable $w=-\Delta u$, the original fourth problem is transformed…

Numerical Analysis · Mathematics 2025-07-30 Nan Zheng , Xu Guo , Wenlong Pei , Wenju Zhao