In this paper, we consider numerical approximations for the viscous Cahn–Hilliard equa- tion with hyperbolic relaxation. This type of equations processes energy-dissipative struc- ture. The main challenge in solving such a diffusive system numerically is how to develop high order temporal discretization for the hyperbolic and nonlinear terms, allowing large time-marching step, while preserving the energy stability, i.e. the energy dissipative structure at the time-discrete level. We resolve this issue by developing two second-order time-marching schemes using the recently developed ‘‘Invariant Energy Quadratization’’ approach where all nonlinear terms are discretized semi-explicitly. In each time step, one only needs to solve a symmetric positive definite (SPD) linear system. All the proposed schemes are rigorously proven to be unconditionally energy stable, and the second-order convergence in time has been verified by time step refinement tests numerically. Various 2D and 3D numerical simulations are presented to demonstrate the stability, accuracy, and efficiency of the proposed schemes.
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Approximating quasi-stationary distributions with interacting reinforced random walks
We propose two numerical schemes for approximating quasi-stationary distributions (QSD) of finite state Markov chains with absorbing states. Both schemes are described in terms of certain interacting chains in which the interaction is given in terms of the total time occupation measure of all particles in the system and has the impact of reinforcing transitions, in an appropriate fashion, to states where the collection of particles has spent more time. The schemes can be viewed as combining the key features of the two basic simulation-based methods for approximating QSD originating from the works of Fleming and Viot (1979) and Aldous, Flannery and Palacios (1998), respectively. The key difference between the two schemes studied here is that in the first method one starts with a ( n ) particles at time 0 and number of particles stays constant over time whereas in the second method we start with one particle and at most one particle is added at each time instant in such a manner that there are a ( n ) particles at time n . We prove almost sure convergence to the unique QSD and establish Central Limit Theorems for the two schemes under the key assumption that a ( n ) = o ( n ). When a ( n ) ~ n , the fluctuation behavior is expected to be non-standard. Some exploratory numerical results are presented to illustrate the performance of the two approximation schemes.
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- PAR ID:
- 10341415
- Date Published:
- Journal Name:
- ESAIM: Probability and Statistics
- Volume:
- 26
- ISSN:
- 1262-3318
- Page Range / eLocation ID:
- 69 to 125
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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