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In this paper, we focus on constructing numerical schemes preserving the averaged energy evolution law for nonlinear stochastic wave equations driven by multiplicative noise. We first apply the compact finite difference method and the…

数值分析 · 数学 2022-01-26 Jialin Hong , Baohui Hou , Liying Sun

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

动力系统 · 数学 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

This paper presents a fully discrete numerical scheme for one-dimensional nonlocal wave equations and provides a rigorous theoretical analysis. To facilitate the spatial discretization, we introduce an auxiliary variable analogous to the…

数值分析 · 数学 2025-07-15 Qiang Du , Kui Ren , Lu Zhang , Yin Zhou

In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for…

数值分析 · 数学 2021-04-27 Dianming Hou , Chuanju Xu

This paper proposes a novel non-iterative method to solve power system differential algebraic equations (DAEs) using the differential transformation, a mathematical tool that can obtain power series coefficients by transformation rules…

系统与控制 · 电气工程与系统科学 2019-11-19 Yang Liu , Kai Sun

Comparing with the classical local gradient flow and phase field models, the nonlocal models such as nonlocal Cahn-Hilliard equations equipped with nonlocal diffusion operator can describe more practical phenomena for modeling phase…

偏微分方程分析 · 数学 2019-03-12 Zhengguang liu , Aijie Cheng , Xiaoli Li

We propose a new fully-discretized finite difference scheme for a quantum diffusion equation, in both one and two dimensions. This is the first fully-discretized scheme with proven positivity-preserving and energy stable properties using…

数值分析 · 数学 2020-04-10 Xiaokai Huo , Hailiang Liu

We propose a novel second-order accurate, long-time unconditionally stable time-marching scheme for the forced Navier-Stokes equations. A new Forced Scalar Auxiliary Variable approach (FSAV) is introduced to preserve the underlying…

数值分析 · 数学 2024-10-10 Daozhi Han , Xiaoming Wang

We consider numerical methods for the Poisson-Nernst-Planck-Cahn-Hilliard (PNPCH) equations with steric interactions. We propose a novel energy stable numerical scheme that respects mass conservation and positivity at the discrete level.…

数值分析 · 数学 2021-02-03 Yiran Qian , Cheng Wang , Shenggao Zhou

The dissipativity framework is widely used to analyze stability and performance of nonlinear systems. By embedding nonlinear systems in an LPV representation, the convex tools of the LPV framework can be applied to nonlinear systems for…

系统与控制 · 电气工程与系统科学 2021-09-21 Patrick J. W. Koelewijn , Roland Tóth

We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…

数值分析 · 数学 2021-04-27 Endre Kovács

In this paper, for the first time we propose two linear, decoupled, energy-stable numerical schemes for multi-component two-phase compressible flow with a realistic equation of state (e.g. Peng-Robinson equation of state). The methods are…

数值分析 · 数学 2017-12-12 Jisheng Kou , Shuyu Sun , Xiuhua Wang

We carry out a stability and convergence analysis of a fully discrete scheme for the time-dependent Navier-Stokes equations resulting from combining an $H(\mathrm{div}, \Omega)$-conforming discontinuous Galerkin spatial discretization, and…

数值分析 · 数学 2025-10-22 L. Beirão da Veiga , F. Dassi , S. Gómez

This paper proposes a dynamical Variable-separation method for solving parameter-dependent dynamical systems. To achieve this, we establish a dynamical low-rank approximation for the solutions of these dynamical systems by successively…

数值分析 · 数学 2025-02-13 Liang Chen , Yaru Chen , Qiuqi Li , Tao Zhou

We introduce an automatic variationally stable analysis (AVS) for finite element (FE) computations of scalar-valued convection-diffusion equations with non-constant and highly oscillatory coefficients. In the spirit of least squares FE…

数值分析 · 数学 2019-04-16 Victor M. Calo , Albert Romkes , Eirik Valseth

Entropy stable schemes ensure that physically meaningful numerical solutions also satisfy a semi-discrete entropy inequality under appropriate boundary conditions. In this work, we describe a discretization of viscous terms in the…

数值分析 · 数学 2020-11-24 Jesse Chan , Yimin Lin , Tim Warburton

The nonlocal Allen-Cahn equation with nonlocal diffusion operator is a generalization of the classical Allen-Cahn equation. It satisfies the energy dissipation law and maximum bound principle (MBP), and is important for simulating a series…

数值分析 · 数学 2023-07-27 Xiaoqing Meng , Aijie Cheng , Zhengguang Liu

Numerical analysis is conducted for a generalized particle method for a Poisson equation. Unique solvability is derived for the discretized Poisson equation by introducing a connectivity condition for particle distributions. Moreover, by…

数值分析 · 数学 2019-07-03 Y. Imoto

We propose a new class of high-order time-marching schemes with dissipation user-control and unconditional stability for parabolic equations. High-order time integrators can deliver the optimal performance of highly-accurate and robust…

数值分析 · 数学 2021-02-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

In earlier work [H. Liu and Z. Wang, J. Comput. Phys., 328(2017)], an arbitrary high-order conservative and energy-dissipative direct discontinuous Galerkin (DDG) scheme was developed. Although this scheme enforced solution positivity using…

数值分析 · 数学 2025-06-02 Hailiang Liu , Zhongming Wang , Peimeng Yin