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We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…

数值分析 · 数学 2025-01-22 Letizia Angeli , Dan Crisan , Michela Ottobre

We construct a fully discrete numerical scheme that is linear, decoupled, and unconditionally energy stable, and analyze its optimal error estimates for the Cahn-Hilliard-Navier-Stokes equations. For time discretization, we employ the two…

数值分析 · 数学 2025-02-24 Haijun Gao , Xi Li , Cheng Wang , Minfu Feng

We establish a general framework for developing, efficient energy stable numerical schemes for gradient flows and develop three classes of generalized scalar auxiliary variable approaches (G-SAV). Numerical schemes based on the G-SAV…

数值分析 · 数学 2020-02-04 Qing Cheng

We propose a novel Skew Gradient Embedding (SGE) framework for systematically reformulating thermodynamically consistent partial differential equation (PDE) models-capturing both reversible and irreversible processes-as generalized gradient…

数值分析 · 数学 2025-09-24 Xuelong Gu , Qi Wang

In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, the sample average approximation (SAA) and the implicit Euler…

最优化与控制 · 数学 2022-08-17 Jianfeng Luo , Xiaojun Chen

We present error estimates for four unconditionally energy stable numerical schemes developed for solving Allen-Cahn equations with nonlocal constraints. The schemes are linear and second order in time and space, designed based on the…

数值分析 · 数学 2018-10-23 Shouwen Sun , Xiaobo Jing , Qi Wang

In this paper, we present a linearly implicit energy-preserving scheme for the Camassa-Holm equation by using the multiple scalar auxiliary variables approach, which is first developed to construct efficient and robust energy stable schemes…

数值分析 · 数学 2020-03-18 Chaolong Jiang , Yuezheng Gong , Wenjun Cai , Yushun Wang

The semi-implicit Euler-Maruyama (EM) method is investigated to approximate a class of time-changed stochastic differential equations, whose drift coefficient can grow super-linearly and diffusion coefficient obeys the global Lipschitz…

数值分析 · 数学 2019-07-29 Chang-Song Deng , Wei Liu

We have structurally characterized the liquid crystal phase that appears as an intermediate state when a dielectric nematic, having polar disorder of its molecular dipoles, transitions to the almost perfectly polar-ordered ferroelectric…

The Landau-Brazovskii model is a well-known Landau model for finding the complex phase structures in microphase-separating systems ranging from block copolymers to liquid crystals. It is critical to design efficient numerical schemes for…

数值分析 · 数学 2023-08-09 Donghang Zhang , Lei Zhang

In this work, the MMC-TDGL equation, a stochastic Cahn-Hilliard equation is solved numerically by using the finite difference method in combination with a convex splitting technique of the energy functional. For the non-stochastic case, we…

数值分析 · 数学 2016-08-24 Xiao Li , Zhonghua Qiao , Hui Zhang

In this paper, we consider the task of efficiently computing the numerical solution of evolutionary complex Ginzburg--Landau equations on Cartesian product domains with homogeneous Dirichlet/Neumann or periodic boundary conditions. To this…

数值分析 · 数学 2024-06-19 Marco Caliari , Fabio Cassini

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

This paper proposes a novel first-order and a novel second-order fully discrete virtual element schemes based on the scalar auxiliary variable method for the three dimensional inductionless magnetohydrodynamics problem. The backward Eular…

偏微分方程分析 · 数学 2024-12-13 Xianghai Zhou , Haiyan Su

In this paper, we design a novel class of arbitrarily high-order structure-preserving numerical schemes for the time-dependent Gross-Pitaevskii equation with angular momentum rotation in three dimensions. Based on the idea of the scalar…

数值分析 · 数学 2021-02-03 Jin Cui , Yushun Wang , Chaolong Jiang

Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers…

机器学习 · 计算机科学 2025-08-25 Shuilian Xie , Mahdi Imani , Edward R. Dougherty , Ulisses M. Braga-Neto

In this paper, we prove convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator $A$ is the generator of a strongly…

数值分析 · 数学 2024-12-19 Katharina Klioba , Mark Veraar

In this paper, we consider numerical approximations for solving the micropolar Navier-Stokes (MNS) equations, that couples the Navier-Stokes equations and the angular momentum equation together. By combining the scalar auxiliary variable…

数值分析 · 数学 2022-10-07 Xiaodi Zhang , Xiaonian Long

In this paper, we introduce novel discontinuous Galerkin (DG) schemes for the Cahn-Hilliard equation, which arises in many applications. The method is designed by integrating the mixed DG method for the spatial discretization with the…

数值分析 · 数学 2021-01-11 Hailiang Liu , Peimeng Yin

An adaptive implicit-explicit (IMEX) BDF2 scheme is investigated on generalized SAV approach for the Cahn-Hilliard equation by combining with Fourier spectral method in space. It is proved that the modified energy dissipation law is…

数值分析 · 数学 2022-11-04 Yifan Wei , Jiwei Zhang , Chengchao Zhao , Yanmin Zhao