相关论文: A highly efficient and accurate exponential semi-i…
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…
A novel numerical strategy is introduced for computing approximations of solutions to a Cahn-Hilliard model with degenerate mobilities. This model has recently been introduced as a second-order phase-field approximation for surface…
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…
In this paper, we consider numerical approximations for solving the inductionless magnetohydrodynamic (MHD) equations. By utilizing the scalar auxiliary variable (SAV) approach for dealing with the convective and coupling terms, we propose…
In this paper, we propose a variable time-step linear relaxation scheme for time-fractional phase-field equations with a free energy density in general polynomial form. The $L1^{+}$-CN formula is used to discretize the fractional…
Incorporating the scalar auxiliary variable (SAV) method and the zero energy contribution (ZEC) technique, we analyze a linear and fully decoupled numerical scheme for the Cahn-Hilliard-Naiver-Stokes (CHNS) system. More precisely, the fully…
We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters.…
In this study, a fast and stable machine-learned hybrid algorithm implemented in TensorFlow for the integration of stiff chemical kinetics is introduced. Numerical solutions to differential equations are at the core of computational fluid…
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)…
We construct and analyze first- and second-order implicit-explicit (IMEX) schemes based on the scalar auxiliary variable (SAV) approach for the magneto-hydrodynamic equations. These schemes are linear, only require solving a sequence of…
We introduce a class of generic spike-and-slab priors for high-dimensional linear regression with grouped variables and present a Coordinate-ascent Variational Inference (CAVI) algorithm for obtaining an optimal variational Bayes…
Adaptive second-order Crank-Nicolson time-stepping methods using the recent scalar auxiliary variable (SAV) approach are developed for the time-fractional Molecular Beam Epitaxial models with Caputo's derivative. Based on the piecewise…
We carry out a rigorous error analysis of the first-order semi-discrete (in time) consistent splitting scheme coupled with a generalized scalar auxiliary variable (GSAV) approach for the Navier-Stokes equations with no-slip boundary…
This paper develops three linear and energy-stable schemes for a modified phase field crystal model with a strong nonlinear vacancy potential (VMPFC model). This sixth-order phase-field model enables realistic crystal growth simulation.…
We consider the stochastic optimization problem where a convex function is minimized observing recursively the gradients. We introduce SAEW, a new procedure that accelerates exponential weights procedures with the slow rate $1/\sqrt{T}$ to…
We discuss an extension of the scalar auxiliary variable approach, which was originally introduced by Shen et al. ([Shen, Xu, Yang, J. Comput. Phys., 2018]) for the discretization of deterministic gradient flows. By introducing an…
We propose a new Lagrange Multiplier approach to design unconditional energy stable schemes for gradient flows. The new approach leads to unconditionally energy stable schemes that are as accurate and efficient as the recently proposed SAV…
An efficient, iterative semi-implicit (SI) numerical method for the time integration of stiff wave systems is presented. Physics-based assumptions are used to derive a convergent iterative formulation of the SI scheme which enables the…
In this paper, we propose and analyze high order efficient schemes for the time fractional Allen-Cahn equation. The proposed schemes are based on the L1 discretization for the time fractional derivative and the extended scalar auxiliary…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…