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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…

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.…

A fully implicit numerical scheme is established for solving the time fractional Swift-Hohenberg (TFSH) equation with a Caputo time derivative of order $\alpha\in(0,1)$. The variable-step L1 formula and the finite difference method are…

We propose and analyze a structure-preserving space-time variational discretization method for the Cahn-Hilliard-Navier-Stokes system. Uniqueness and stability for the discrete problem is established in the presence of concentration…

This paper proposes a temporal two-grid compact difference (TTCD) scheme for solving the Benjamin-Bona-Mahony-Burgers (BBMB) equation with initial and periodic boundary conditions. The method consists of three main steps: first, solving a…

A novel discretization is presented for forward-backward stochastic differential equations (FBSDE) with differentiable coefficients, simultaneously solving the BSDE and its Malliavin sensitivity problem. The control process is estimated by…

We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…

For time-dependent PDEs, the numerical schemes can be rendered bound-preserving without losing conservation and accuracy, by a post processing procedure of solving a constrained minimization in each time step. Such a constrained…

We develop a multilevel approach to compute approximate solutions to backward differential equations (BSDEs). The fully implementable algorithm of our multilevel scheme constructs sequential martingale control variates along a sequence of…

In this paper, a novel high-order, mass and energy-conserving scheme is proposed for the regularized logarithmic Schr\"{o}dinger equation(RLogSE). Based on the idea of the supplementary variable method (SVM), we firstly reformulate the…

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

In this paper, a stochastic Hamiltonian formulation (SHF) is proposed and applied to dissipative particle dynamics (DPD) simulations. As an extension of Hamiltonian dynamics to stochastic dissipative systems, the SHF provides necessary…

This paper introduces alternating-direction implicit (ADI) solvers of higher order of time-accuracy (orders two to six) for the compressible Navier-Stokes equations in two- and three-dimensional curvilinear domains. The higher-order…

We propose a new paradigm for designing efficient p-adaptive arbitrary high order methods. We consider arbitrary high order iterative schemes that gain one order of accuracy at each iteration and we modify them in order to match the…

In this paper, we present a novel solution strategy for the Cahn-Hilliard-Biot model, a three-way coupled system that features the interplay of solid phase separation, fluid dynamics, and elastic deformations in porous media. It is a…

Integration of Ordinary Differential Equations (ODEs) using Backward Difference formula (BDF) methods with p backward steps achieves order p accuracy if specific conditions are met. This work extends the composition technique with complex…

We present a systematical approach to developing arbitrarily high order, unconditionally energy stable numerical schemes for thermodynamically consistent gradient flow models that satisfy energy dissipation laws. Utilizing the energy…

Variable steps implicit-explicit multistep methods for PDEs have been presented in [17], where the zero-stability is studied for ODEs; however, the stability analysis still remains an open question for PDEs. Based on the idea of linear…

The nonlocal Cahn-Hilliard (NCH) equation with nonlocal diffusion operator is more suitable for the simulation of microstructure phase transition than the local Cahn-Hilliard (LCH) equation. In this paper, based on the exponential…