Optimal error estimates and modified energy conservation identities of the ADI-FDTD scheme on staggered grids for 3D Maxwell’s equations

This paper is concerned with the optimal error estimates and energy conservation properties of the alternating direction implicit finite-difference time-domain(ADI-FDTD) method which is a popular scheme for solving the 3D Maxwell’s equations.Precisely,for the case with a perfectly electric conducting(PEC) boundary condition we establish the optimal second-order error estimates in both space and time in the discrete H 1-norm for the ADI-FDTD scheme,and prove the approximate divergence preserving property that if the divergence of the initial electric and magnetic fields are zero,then the discrete L 2-norm of the discrete divergence of the ADI-FDTD solution is approximately zero with the second-order accuracy in both space and time.The key ingredient is two new discrete modified energy norms which are second-order in time perturbations of two new energy conservation laws for the Maxwell’s equations introduced in this paper.Furthermore,we prove that,in addition to two known discrete modified energy identities which are second-order in time perturbations of two known energy conservation laws,the ADI-FDTD scheme also satisfies two new discrete modified energy identities which are second-order in time perturbations of the two new energy conservation laws.This means that the ADI-FDTD scheme is unconditionally stable under the four discrete modified energy norms.Experimental results which confirm the theoretical results are presented.     

Central ADER schemes for hyperbolic conservation laws

In this paper we first briefly review the very high order ADER methods for solving hyperbolic conservation laws. ADER methods use high order polynomial reconstruction of the solution and upwind fluxes as the building block. They use a first order upwind Godunov and the upwind second order weighted average (WAF) fluxes. As well known the upwind methods are more accurate than central schemes. However, the superior accuracy of the ADER upwind schemes comes at a cost, one must solve exactly or approximately the Riemann problems (RP). Conventional Riemann solvers are usually complex and are not available for many hyperbolic problems of practical interest. In this paper we propose to use two central fluxes, instead of upwind fluxes, as the building block in ADER scheme. These are the monotone first order Lax-Friedrich (LXF) and the third order TVD flux. The resulting schemes are called central ADER schemes. Accuracy of the new schemes is established. Numerical implementations of the new schemes are carried out on the scalar conservation laws with a linear flux, nonlinear convex flux and non-convex flux. The results demonstrate that the proposed scheme, with LXF flux, is comparable to those using first and second order upwind fluxes while the scheme, with third order TVD flux, is superior to those using upwind fluxes. When compared with the state of art ADER schemes, our central ADER schemes are faster, more accurate, Riemann solver free, very simple to implement and need less computer memory. A way to extend these schemes to general systems of nonlinear hyperbolic conservation laws in one and two dimensions is presented.     

Efficient unconditionally stable numerical schemes for a modified phase field crystal model with a strong nonlinear vacancy potential

We consider numerical approximations for a modified phase field crystal model with a strong nonlinear vacancy potential. Based on the invariant energy quadratization approach and stabilized strategies, we develop linear, unconditionally energy stable numerical schemes using the first-order Euler method, the second-order backward differentiation formulas and the second-order Crank–Nicolson method, respectively. We rigorously prove the unconditional energy stability, the mass conservation of these three numerical schemes and carry out error estimates in time for the first-order numerical scheme. Various numerical experiments in 2D and 3D are carried out to validate the accuracy, energy stability, mass conservation, and efficiency of the proposed schemes.     

Oscillatory instabilities of high-resolution TVD central schemes for hyperbolic conservation laws

Even if a numerical scheme for hyperbolic conservation laws is total variation diminishing, it can create oscillations at data extrema. We show that such oscillations can reduce the overall accuracy of a method considerably, effectively reducing a high-resolution scheme to first order accuracy. The phenomenon is investigated and we derive accurate non-staggered accurate central schemes not featuring this weakness. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new convergence proof of the Adomian decomposition method for a mixed hyperbolic elliptic system of conservation laws

In this paper, we propose a new convergence proof of the Adomian’s decomposition method (ADM), applied to the generalized nonlinear system of partial differential equations (PDE’s) based on new formula for Adomian polynomials. The decomposition scheme obtained from the ADM yields an analytical solution in the form of a rapidly convergent series for a system of conservation laws. Systems of conservation laws is presented, we obtain the stability of the approximate solution when the system changes type. We show with an explicit example that the latter property is true for general Cauchy problem satisfying convergence hypothesis. The results indicate that the ADM is effective and promising.     

Eigenvalues of kinematical conservation laws (KCL) based 3-D weakly nonlinear ray theory (WNLRT)

System of kinematical conservation laws (KCL) govern evolution of a curve in a plane or a surface in space, even if the curve or the surface has singularities on it. In our recent publication [K.R. Arun, P. Prasad, 3-D kinematical conservation laws (KCL): evolution of a surface in R³-in particular propagation of a nonlinear wavefront, Wave Motion 46 (2009) 293-311] we have developed a mathematical theory to study the successive positions and geometry of a 3-D weakly nonlinear wavefront by adding an energy transport equation to KCL. The 7 × 7 system of equations of this KCL based 3-D weakly nonlinear ray theory (WNLRT) is quite complex and explicit expressions for its two nonzero eigenvalues could not be obtained before. In this short note, we use two different methods: (i) the equivalence of KCL and ray equations and (ii) the transformation of surface coordinates, to derive the same exact expressions for these eigenvalues. The explicit expressions for nonzero eigenvalues are important also for checking stability of any numerical scheme to solve 3-D WNLRT.     

High accurate NRK and MWENO scheme for nonlinear degenerate parabolic PDEs

In this paper, we propose a stable high accurate hybrid scheme based on nonstandard Runge–Kutta (NRK) and modified weighted essentially non-oscillatory (MWENO) techniques for nonlinear degenerate parabolic partial differential equations. The necessary stability condition for the combination of a Runge–Kutta and MWENO scheme is given. The stability condition provides a renormalization function such that mixture of explicit NRK and MWENO scheme is unconditionally stable. Novel scheme recovers the sixth order convergent at points of inflection and prevents the appearance of spurious solutions close to discontinuities. The good performance of this scheme is illustrated through five examples. Numerical results are presented.     

A new nonlinear functional for general scalar conservation laws

The approach based on the construction of some nonlinear functionals was proved to be robust in the study of the well-posedness theories of hyperbolic conservation laws, especially in one space dimensional case. In particular, a generalized entropy functional was constructed in [T.-P. Liu, T. Yang, A new entropy functional for scalar conservation laws, Comm. Pure Appl. Math. 52 (1999) 1427-1442] for the L¹ stability of weak solutions. However, this generalized functional is so far only defined for scalar equations with convex flux function. In this paper, we introduce a new nonlinear functional which is motivated by the new Glimm functional introduced in [J.-L. Hua, Z.-H. Jiang, T. Yang, A new Glimm functional and convergence rate of Glimm scheme for general systems of hyperbolic conservation laws, preprint] for general scalar conservation laws. This functional improves the one given in [H.-X. Liu, T. Yang, A nonlinear functional for general scalar hyperbolic conservation laws, J. Differential Equations 235 (2) (2007) 658-667] and it can be viewed as a better attempt for the generalized entropy functional for general equations.     

Explicit finite difference schemes with extended stability for advection equations

In this study an explicit central difference approximation of the generalized leap-frog type is applied to the one- and two-dimensional advection equations. The stability of the considered numerical schemes is investigated and the scheme with the largest stable time step is found. For the linear and nonlinear advection equations numerical experiments with different schemes from the considered class are performed in order to evaluate the practical stability of the designed schemes.     

An inverse problem of finding a source parameter in a semilinear parabolic equation

An inverse problem concerning diffusion equation with source control parameter is considered. Several finite-difference schemes are presented for identifying the control parameter. These schemes are based on the classical forward time centred space (FTCS) explicit formula, and the 5-point FTCS explicit method and the classical backward time centred space (BTCS) implicit scheme, and the Crank–Nicolson implicit method. The classical FTCS explicit formula and the 5-point FTCS explicit technique are economical to use, are second-order accurate, but have bounded range of stability. The classical BTCS implicit scheme and the Crank–Nicolson implicit method are unconditionally stable, but these schemes use more central processor (CPU) times than the explicit finite difference mehods. The basis of analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from the 1974 work of Warming and Hyett. This allows direct and simple comparison of the errors associated with the equations as well as providing a means to develop more accurate finite difference schemes. The results of a numerical experiment are presented, and the accuracy and CPU time needed for this inverse problem are discussed.     

Upwind finite difference schemes for linear conservation law with memory

In this article we consider upwind finite difference schemes for a class of linear conservation laws with memory. Assuming the positivity of the kernel, it is proved by using the energy estimates that the upwind finite difference scheme, explicit or implicit, is stable and convergent to the real solution. The numerical results of some examples, including Burger's equation with memory, are reported; the effect of memory is also discussed based on the numerical results. © 1994 John Wiley & Sons, Inc.     

Implicit kinetic schemes for scalar conservation laws

Based on kinetic formulation for scalar conservation laws, we present implicit kinetic schemes. For time stepping these schemes require resolution of linear systems of algebraic equations. The scheme is conservative at steady states. We prove that if time marching procedure converges to some steady state solution, then the implicit kinetic scheme converges to some entropy steady state solution. We give sufficient condition of the convergence of time marching procedure. For scalar conservation laws with a stiff source term we construct a stiff numerical scheme with discontinuous artificial viscosity coefficients that ensure the scheme to be equilibrium conserving. We couple the developed implicit approach with the stiff space discretization, thus providing improved stability and equilibrium conservation property in the resulting scheme. Numerical results demonstrate high computational capabilities (stability for large CFL numbers, fast convergence, accuracy) of the developed implicit approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 26–43, 2002     

Entropy stable shock capturing space–time discontinuous Galerkin schemes for systems of conservation laws

We present a streamline diffusion shock capturing spacetime discontinuous Galerkin (DG) method to approximate nonlinear systems of conservation laws in several space dimensions. The degrees of freedom are in terms of the entropy variables and the numerical flux functions are the entropy stable finite volume fluxes. We show entropy stability of the (formally) arbitrarily high order accurate method for a general system of conservation laws. Furthermore, we prove that the approximate solutions converge to the entropy measure valued solutions for nonlinear systems of conservation laws. Convergence to entropy solutions for scalar conservation laws and for linear symmetrizable systems is also shown. Numerical experiments are presented to illustrate the robustness of the proposed schemes.     

Discrete shock profiles for systems of conservation laws

The existence of discrete shock profiles for difference schemes approximating a system of conservation laws is the major topic studied in this paper. The basic theorem established here applies to first-order accurate difference schemes; for weak shocks, this theorem provides necessary and sufficient conditions involving the truncation error of the linearized scheme which guarantee entropy satisfying or entropy violating discrete shock profiles. Several explicit difference schemes are used as examples illustrating the interplay between the entropy condition, monotonicity, and linearized stability. Entropy violating stationary shocks for second-order accurate Lax-Wendroff schemes approximating systems are also constructed. The only tools used in the proofs are local analysis and the center manifold theorem.     

Second-order characteristic schemes in time and age for a nonlinear age-structured population model

In this paper, we analyze two new second-order characteristic schemes in time and age for an age-structured population model with nonlinear diffusion and reaction. By using the characteristic difference to approximate the transport term and the average along the characteristics to treat the nonlinear spatial diffusion and reaction terms, an implicit second-order characteristic scheme is proposed. To compute the nonlinear approximation system, an explicit second-order characteristic scheme in time and age is further proposed by using the extrapolation technique. The global existence and uniqueness of the solution of the nonlinear approximation scheme are established by using the theory of variation methods, Schauder’s fixed point theorem, and the technique of prior estimates. The optimal error estimates of second order in time and age are strictly proved for both the implicit and the explicit characteristic schemes. Numerical examples are given to illustrate the performance of the methods.     

Existence and asymptotic stability of relaxation discrete shock profiles

In this paper we study the asymptotic nonlinear stability of discrete shocks of the relaxing scheme for approximating the general system of nonlinear hyperbolic conservation laws. The existence of discrete shocks is established by suitable manifold construction, and it is shown that weak single discrete shocks for such a scheme are nonlinearly stable in , provided that the sums of the initial perturbations equal zero. These results should shed light on the convergence of the numerical solution constructed by the relaxing scheme for the single shock solution of the system of hyperbolic conservation laws. These results are proved by using both a weighted norm estimate and a characteristic energy method based on the internal structures of the discrete shocks.

     

Hybrid WENO schemes with different indicators on curvilinear grids

In {J. Comput. Phys. 229 (2010) 8105-8129}, we studied hybrid weighted essentially non-oscillatory (WENO) schemes with different indicators for hyperbolic conservation laws on uniform grids for Cartesian domains. In this paper, we extend the schemes to solve two-dimensional systems of hyperbolic conservation laws on curvilinear grids for non-Cartesian domains. Our goal is to obtain similar advantageous properties as those of the hybrid WENO schemes on uniform grids for Cartesian domains. Extensive numerical results strongly support that the hybrid WENO schemes with discontinuity indicators on curvilinear grids can also save considerably on computational cost in contrast to the pure WENO schemes. They also maintain the essentially non-oscillatory property for general solutions with discontinuities and keep the sharp shock transition.     

Nonlinear self-adjointness through differential substitutions

It is known (Ibragimov, 2011; Galiakberova and Ibragimov, 2013) [14,18] that the property of nonlinear self-adjointness allows to associate conservation laws of the equations under study, with their symmetries. In this paper we show that, even when the equation is nonlinearly self-adjoint with a non differential substitution, finding the explicit form of the differential substitution can provide new conservation laws associated to its symmetries. By using the general theorem on conservation laws (Ibragimov, 2007) [11] and the property of nonlinear self-adjointness we find some new conservation laws for the modified Harry-Dym equation. By using a differential substitution we construct a conservation law for the Harry-Dym equation, which has not been derived before using Ibragimov method.     

Adjoint IMEX-based schemes for control problems governed by hyperbolic conservation laws

Starting from relaxation schemes for hyperbolic conservation laws we derive continuous and discrete schemes for optimization problems subject to nonlinear, scalar hyperbolic conservation laws. We discuss properties of first- and second-order discrete schemes and show their relations to existing results. In particular, we introduce first and second-order relaxation and relaxed schemes for both adjoint and forward equations. We give numerical results including tracking type problems with non-smooth desired states.     

A modified predictor–corrector scheme for the two-dimensional sine-Gordon equation

A three-time level finite-difference scheme based on a fourth order in time and second order in space approximation has been proposed for the numerical solution of the nonlinear two-dimensional sine-Gordon equation. The method, which is analysed for local truncation error and stability, leads to the solution of a nonlinear system. To avoid solving it, a predictor–corrector scheme using as predictor a second-order explicit scheme is proposed. The procedure of the corrector has been modified by considering as known the already evaluated corrected values instead of the predictor ones. This modified scheme has been tested on the line and circular ring soliton and the numerical experiments have proved that there is an improvement in the accuracy over the standard predictor–corrector implementation. This research was co-funded by E.U. (75%) and by the Greek Government (25%).