相关论文: Stability and convergence of second order backward…

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…

In this paper, we present and analyse a class of "filtered" numerical schemes for second order Hamilton-Jacobi-Bellman equations. Our approach follows the ideas introduced in B.D. Froese and A.M. Oberman, Convergent filtered schemes for the…

Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…

It is well known that the seven-step backward difference formula (BDF) is unstable for the parabolic equations, since it is not even zero-stable. However, a linear combination of two non zero-stable schemes, namely the seven-step BDF and…

In this paper, we study a novel second-order energy stable Backward Differentiation Formula (BDF) finite difference scheme for the epitaxial thin film equation with slope selection (SS). One major challenge for the higher oder in time…

First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…

We present and analyze a new second-order finite difference scheme for the Macromolecular Microsphere Composite hydrogel, Time-Dependent Ginzburg-Landau (MMC-TDGL) equation, a Cahn-Hilliard equation with Flory-Huggins-deGennes energy…

Numerically solving parabolic equations with quasiperiodic coefficients is a significant challenge due to the potential formation of space-filling quasiperiodic structures that lack translational symmetry or decay. In this paper, we…

We study the numerical approximation of time-dependent, possibly degenerate, second-order Hamilton-Jacobi-Bellman equations in bounded domains with nonhomogeneous Dirichlet boundary conditions. It is well known that convergence towards the…

We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…

We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected difference-quadrature schemes from the literature and new…

We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. Anal., Vol 51, pp.423-444, 2013). The proposed schemes are…

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

We study the approximation of parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet boundary conditions. We work under the assumption of the existence of a sufficiently regular barrier function for the…

The variable two-step backward differentiation formula (BDF2) is revisited via a new theoretical framework using the positive semi-definiteness of BDF2 convolution kernels and a class of orthogonal convolution kernels. We prove that, if the…

We propose a novel class of temporal high-order parametric finite element methods for solving a wide range of geometric flows of curves and surfaces. By incorporating the backward differentiation formulae (BDF) for time discretization into…

The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…

In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…

This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…

This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…