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相关论文: Finite Element Methods for the Stochastic Allen-Ca…

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We study the sharp interface limit of the stochastic Cahn-Hilliard equation with cubic double-well potential and additive space-time white noise $\epsilon^{\sigma}\dot{W}$ where $\epsilon>0$ is an interfacial width parameter. We prove that,…

概率论 · 数学 2024-01-25 Ľubomír Baňas , Jean Daniel Mukam

In two recent publications [Kov{\'a}cs, Larsson, and Mesforush, SIAM J. Numer. Anal. 49(6), 2407-2429, 2011] and [Furihata, et al., SIAM J. Numer. Anal. 56(2), 708-731, 2018], strong convergence of the semi-discrete and fully discrete…

数值分析 · 数学 2020-06-16 Ruisheng Qi , Xiaojie Wang

We study the convergence of semilinear parabolic stochastic evolution equations, posed on a sequence of Banach spaces approximating a limiting space and driven by additive white noise projected onto the former spaces. Under appropriate…

概率论 · 数学 2025-06-11 Yves van Gennip , Jonas Latz , Joshua Willems

We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. The resulting error bounds are analyzed for the…

数值分析 · 数学 2021-01-20 Meng Cai , Siqing Gan , Xiaojie Wang

A finite element scheme for an entirely fractional Allen-Cahn equation with non-smooth initial data is introduced and analyzed. In the proposed nonlocal model, the Caputo fractional in-time derivative and the fractional Laplacian replace…

数值分析 · 数学 2020-04-06 Gabriel Acosta , Francisco Bersetche

In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…

数值分析 · 数学 2020-06-23 Jianbo Cui , Jialin Hong , Liying Sun

This paper develops and analyzes two fully discrete interior penalty discontinuous Galerkin (IP-DG) methods for the Allen-Cahn equation, which is a nonlinear singular perturbation of the heat equation and originally arises from phase…

数值分析 · 数学 2014-05-13 Xiaobing Feng , Yukun Li

This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…

数值分析 · 数学 2020-08-10 Ruisheng Qi , Xiaojie Wang

We propose a new unfitted finite element method for simulation of two-phase flows in presence of insoluble surfactant. The key features of the method are 1) discrete conservation of surfactant mass; 2) the possibility of having meshes that…

数值分析 · 数学 2022-11-30 Thomas Frachon , Sara Zahedi

This paper focuses on investigating the density convergence of a fully discrete finite difference method when applied to numerically solve the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noises. The main…

数值分析 · 数学 2026-03-06 Jialin Hong , Diancong Jin , Derui Sheng

This paper details the development and application of an $h$-adaptive finite element method for the numerical solution of the \textit{Falkner-Skan equation}. A posteriori error estimation governs the adaptivity of the mesh, specifically the…

数值分析 · 数学 2025-08-06 B. Veena S. N. Rao

We develop the a posteriori error analysis of finite element approximations of implicit power-law-like models for viscous incompressible fluids. The Cauchy stress and the symmetric part of the velocity gradient in the class of models under…

数值分析 · 数学 2017-03-23 Christian Kreuzer , Endre Süli

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

最优化与控制 · 数学 2022-10-06 Melinda Hagedorn , Florian Jarre

This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…

数值分析 · 数学 2025-12-09 Nan Deng , Yibo Wang , Wanrong Cao

In this work, we provide the first strong convergence result of numerical approximation of a general second order semilinear stochastic fractional order evolution equation involving a Caputo derivative in time of order $\alpha\in(\frac 34,…

数值分析 · 数学 2021-09-08 Aurelien Junior Noupelah , Antoine Tambue

We consider the sharp interface limit for the scalar-valued and vector-valued Allen-Cahn equation with homogeneous Neumann boundary condition in a bounded smooth domain $\Omega$ of arbitrary dimension $N\geq 2$ in the situation when a…

偏微分方程分析 · 数学 2021-05-18 Maximilian Moser

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

动力系统 · 数学 2015-06-15 Georg A. Gottwald , Ian Melbourne

We propose and analyze a two-scale finite element method for the Isaacs equation. The fine scale is given by the mesh size $h$ whereas the coarse scale $\varepsilon$ is dictated by an integro-differential approximation of the partial…

数值分析 · 数学 2015-12-31 Abner J. Salgado , Wujun Zhang

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

数值分析 · 数学 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

We construct a finite element method for the numerical solution of a fractional porous medium equation on a bounded open Lipschitz polytopal domain $\Omega \subset \mathbb{R}^{d}$, where $d = 2$ or $3$. The pressure in the model is defined…

数值分析 · 数学 2025-09-03 José A. Carrillo , Stefano Fronzoni , Endre Süli