A Trilayer Difference Scheme for One-Dimensional Parabolic Systems

In order to obtain the numerical solution for a one-dimensional parabolic system, an unconditionally stable difference method is investigated in [1]. If the number of unknown functions is M, for each time step only M times of calculation are needed. The rate of convergence is $O(\tau+h^2)$. On the basis of [1], an alternating calculation difference scheme is presented in [2]; the rate of the convergence is $O(\tau^2+h^2)$. The difference schemes in [1] and [2] are economic ones. For the $\alpha$-$th$ equation, only $U_{\alpha}$ is an unknown function; the others $U_{\beta}$ are given evaluated either in the last step or in the present step. So the practical calculation is quite convenient. The purpose of this paper is to derive a trilayer difference scheme for one-dimensional parabolic systems. It is known that the scheme is also unconditionally stable and the rate of convergence is $O(\tau^2+h^2)$.     

Unconditionally stable methods for second order differential equations

We use the concept of order stars (see [1]) to prove and generalize a recent result of Dahlquist [2] on unconditionally stable linear multistep methods for second order differential equations. Furthermore a result of Lambert-Watson [3] is generalized to the multistage case. Finally we present unconditionally stable Nyström methods of order 2s (s=1,2, ...) and an unconditionally stable modification of Numerov's method. The starting point of this paper was a discussion with G. Wanner and S.P. Nørsett. The author is very grateful to them.     

Fully implicit time discretization for a free surface flow problem

One of the challenges in the numerics of free surface flows is the coupling of the flow field to the geometry of the domain. The most simple approach is an explicit decoupling, i.e. computing the flow field with geometrical information of a prior time step and then updating the geometry. This widely used approach leads to a severe CFL condition of the type , which may prescribe infinitesimally small time step sizes in the interesting case of a small Weber number (i.e. high surface tension). A semi-implicit approach utilizing the fact that , where x^k is a parametrization of the capillary boundary Γ, is also available [1]. This approach can be proven to be unconditionally stable but is of first order only. It also suffers from relatively strong numerical dissipation. We present a fully implicit approach using a backward differentiation formula to achieve a time discretization method that is of second order and only minimally dissipative. A numerical example of an oscillating drop showing very low numerical dissipation and second order convergence as well as numerical evidence for the stability of the method is presented. Since the method requires the solution of a highly nonlinear coupled system, possible preconditioners for this system are discussed, including a lower order decoupling. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

EFFICIENT LINEAR SCHEMES WITH UNCONDITIONAL ENERGY STABILITY FOR THE PHASE FIELD MODEL OF SOLID-STATE DEWETTING PROBLEMS

In this paper, we study linearly first and second order in time, uniquely solvable and unconditionally energy stable numerical schemes to approximate the phase field model of solid-state dewetting problems based on the novel "scalar auxiliary variable" (SAV) approach, a new developed efficient and accurate method for a large class of gradient flows. The schemes are based on the first order Euler method and the second order backward differential formulas (BDF2) for time discretization, and finite element methods for space discretization. The proposed schemes are proved to be unconditionally stable and the discrete equations are uniquely solvable for all time steps. Various numerical experiments are presented to validate the stability and accuracy of the proposed schemes.     

Fundamental mode exact schemes for unsteady problems

The problem of increasing the accuracy of an approximate solution is considered for boundary value problems for parabolic equations. For ordinary differential equations (ODEs), nonstandard finite difference schemes are in common use for this problem. They are based on a modification of standard discretizations of time derivatives and, in some cases, allow to obtain the exact solution of problems. For multidimensional problems, we can consider the problem of increasing the accuracy only for the most important components of the approximate solution. In the present work, new unconditionally stable schemes for parabolic problems are constructed, which are exact for the fundamental mode. Such two‐level schemes are designed via a modification of standard schemes with weights using Padé approximations. Numerical results obtained for a model problem demonstrate advantages of the proposed fundamental mode exact schemes.     

Global energy‐tracking identities and global energy‐tracking splitting FDTD schemes for the Drude Models of Maxwell's equations in three‐dimensional metamaterials

In this article, we study the Drude models of Maxwell's equations in three‐dimensional metamaterials. We derive new global energy‐tracking identities for the three dimensional electromagnetic problems in the Drude metamaterials, which describe the invariance of global electromagnetic energy in variation forms. We propose the time second‐order global energy‐tracking splitting FDTD schemes for the Drude model in three dimensions. The significant feature is that the developed schemes are global energy‐preserving, unconditionally stable, second‐order accurate both in time and space, and computationally efficient. We rigorously prove that the new schemes satisfy these energy‐tracking identities in the discrete form and the discrete variation form and are unconditionally stable. We prove that the schemes in metamaterials are second order both in time and space. The superconvergence of the schemes in the discrete H¹ norm is further obtained to be second order both in time and space. Their approximations of divergence‐free are also analyzed to have second‐order accuracy both in time and space. Numerical experiments confirm our theoretical analysis results. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 763–785, 2017     

Finite Element Solution of the Fundamental Equations of Semiconductor Devices II

In part I of the paper (see Zlamal [13]) finite element solutions of the nonstationary semiconductor equations were constructed. Two fully discrete schemes were proposed. One was nonlinear, the other partly linear. In this part of the paper we justify the nonlinear scheme. We consider the case of basic boundary conditions and of constant mobilities and prove that the scheme is unconditionally stable. Further, we show that the approximate solution, extended to the whole time interval as a piecewise linear function, converges in a strong norm to the weak solution of the semiconductor equations. These results represent an extended and corrected version of results announced without proof in Zlamal [14].     

The splitting finite-difference time-domain methods for Maxwell's equations in two dimensions

In this paper, we consider splitting methods for Maxwell's equations in two dimensions. A new kind of splitting finite-difference time-domain methods on a staggered grid is developed. The corresponding schemes consist of only two stages for each time step, which are very simple in computation. The rigorous analysis of the schemes is given. By the energy method, it is proved that the scheme is unconditionally stable and convergent for the problems with perfectly conducting boundary conditions. Numerical dispersion analysis and numerical experiments are presented to show the efficient performance of the proposed methods. Furthermore, the methods are also applied to solve a scattering problem successfully.     

On spline collocation methods for boundary integral equations in the plane

Nowadays boundary elemen; methods belong to the most popular numerical methods for solving elliptic boundary value problems. They consist in the reduction of the problem to equivalent integral equations (or certain generalizations) on the boundary Γ of the given domain and the approximate solution of these boundary equations. For the numerical treatment the boundary surface is decomposed into a finite number of segments and the unknown functions are approximated by corresponding finite elements and usually determined by collocation and Galerkin procedures. One finds the least difficulties in the theoretical foundation of the convergence of Galerkin methods for certain classes of equations, whereas the convergence of collocation methods, which are mostly used in numerical computations, has yet been proved only for special equations and methods. In the present paper we analyse spline collocation methods on uniform meshes with variable collocation points for one-dimensional pseudodifferential equations on a closed curve with convolutional principal parts, which encompass many classes of boundary integral equations in the plane. We give necessary and sufficient conditions for convergence and prove asymptotic error estimates. In particular we generalize some results on nodal and midpoint collocation obtained in [2], [7] and [8]. The paper is organized as follows. In Section 1 we formulate the problems and the results, Section 2 deals with spline interpolation in periodic Sobolev spaces, and in Section 3 we prove the convergence theorems for the considered collocation methods.     

A novel efficient method for nonlinear boundary value problems

We present two new two-level compact implicit variable mesh numerical methods of order two in time and two in space, and of order two in time and three in space for the solution of 1D unsteady quasi-linear biharmonic problem subject to suitable initial and boundary conditions. The simplicity of the proposed methods lies in their three-point discretization without requiring any fictitious points for incorporating the boundary conditions. The derived methods are shown to be unconditionally stable for a model linear problem for uniform mesh. We also discuss how our formulation is able to handle linear singular problem and ensure that the developed numerical methods retain their orders and accuracy everywhere in the solution region. The proposed difference methods successfully works for the highly nonlinear Kuramoto-Sivashinsky equation. Many physical problems are solved to demonstrate the accuracy and efficiency of the proposed methods. The numerical results reveal that the obtained solutions not only approximate the exact solutions very well but are also much better than those available in earlier research studies.     

An efficient linear second order unconditionally stable direct discretization method for the phase-field crystal equation on surfaces

We develop an unconditionally stable direct discretization scheme for solving the phase-field crystal equation on surfaces. The surface is discretized by using an unstructured triangular mesh. Gradient, divergence, and Laplacian operators are defined on triangular meshes. The proposed numerical method is second-order accurate in space and time. At each time step, the proposed computational scheme results in linear elliptic equations to be solved, thus it is easy to implement the algorithm. It is proved that the proposed scheme satisfies a discrete energy-dissipation law. Therefore, it is unconditionally stable. A fast and efficient biconjugate gradients stabilized solver is used to solve the resulting discrete system. Numerical experiments are conducted to demonstrate the performance of the proposed algorithm.     

Topology optimization methods for guided flow – comparison of optimality criteria vs. phase-field method

Optimization of guided flow problems is an important task for industrial applications especially those with high Reynolds numbers. There exist several optimization methods to increase the energy efficiency of these problems. Different optimization methods are shown bei Klimetzek [1], Hinterberger [2] and Pingen [3]. In recent years the phase-field method has been shown to be an applicable method for different kinds of topology optimization [4, 5]. We present results of topology optimization methods with optimality criterion and by using a phase-field model in the area of guided fluid flow problems. The two methods aim on the same main target reducing the pressure drop between the inlet and outlet of the flow domain. The first method is based on local optimality criterion, preventing the backflow in the flow domain [1, 6, 7]. The second method is based on a phase field model, which describes a minimization problem and uses a specially constructed driving force to minimize the total energy of the system [4, 5]. We investigate the capabilities and limits of both methods and present examples of different resulting geometries. The initial configurations are prepared in a way that the same optimization problem is solved with both methods. We discuss these results regarding the shape of the improved flow geometry. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Reverse Holder's inequality in non linear conductivity

We establish lower bounds for the overall conductivity of a class of non linear composites. The composites are made of an arbitrary number of anisotropic phases. The local 'density of energy' is subquadratic. This problem cannot be treated by most methods considered in the existing literature such as the well known generalization of the linear Hashin-Shtrikman method due to Willis [33] and developed by Talbot & Willis [30]. Very recently, Talbot and Willis have developed a new method based on certain properties of BMO functions [31], [32]. Their calculations apply when the phases are isotropic. However when at least one of the phases is not isotropic, the only result available, prior to the present work, was the classical Wiener bound. We develop yet another method which is completely different from that of Talbot and Willis. It is based on the idea of using an appropriate reverse Holder inequality. The main mathematical tools come from the theory of planar quasiconformal mappings. We use results due to Astala [1] and Eremenko and Hamilton [11]. Our new bounds apply, under certain hypotheses, to two dimensional problems. When they apply they are always at least as good as those of Wiener. We exhibit examples in which our bounds are strictly better. Received October 29, 1995     

Stability and accuracy of time-extrapolated ADI-FDTD methods for solving wave equations

Some recent work on the ADI-FDTD method for solving Maxwell's equations in 3-D have brought out the importance of extrapolation methods for the time stepping of wave equations. Such extrapolation methods have previously been used for the solution of ODEs. The present context (of wave equations) brings up two main questions which have not been addressed previously: (1) when will extrapolation in time of an unconditionally stable scheme for a wave equation again feature unconditional stability, and (2) how will the accuracy and computational efficiency depend on how frequently in time the extrapolations are carried out. We analyze these issues here.     

Frustration and stability in random boolean networks

Discrete iterations of boolean mappings are known to yield to limit cycles [3, 8]. These limit cycles share a common stable part: the stable core which never oscillate along the different limit cycles.We show that non-frustrated circuits (defined as an extension of [7, 10]) are part of this core. We then characterize non-frustration — thus stability — in terms of the discrete derivative as introduced in [6, 11, 12].     

An exponential high‐order compact ADI method for 3D unsteady convection–diffusion problems

In this article, we develop an exponential high order compact alternating direction implicit (EHOC ADI) method for solving three dimensional (3D) unsteady convection–diffusion equations. The method, which requires only a regular seven‐point 3D stencil similar to that in the standard second‐order methods, is second order accurate in time and fourth‐order accurate in space and unconditionally stable. The resulting EHOC ADI scheme in each alternating direction implicit (ADI) solution step corresponding to a strictly diagonally dominant matrix equation can be solved by the application of the one‐dimensional tridiagonal Thomas algorithm with a considerable saving in computing time. Numerical experiments for three test problems are carried out to demonstrate the performance of the present method and to compare it with the classical Douglas–Gunn ADI method and the Karaa's high‐order compact ADI method. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

Sixth-Order Compact Extended Trapezoidal Rules for 2D Schrödinger Equation

Based on high-order linear multistep methods (LMMs), we use the class of extended trapezoidal rules (ETRs) to solve boundary value problems of ordinary differential equations (ODEs), whose numerical solutions can be approximated by boundary value methods (BVMs). Then we combine this technique with fourth-order Padé compact approximation to discrete 2D Schrödinger equation. We propose a scheme with sixth-order accuracy in time and fourth-order accuracy in space. It is unconditionally stable due to the favourable property of BVMs and ETRs. Furthermore, with Richardson extrapolation, we can increase the scheme to order 6 accuracy both in time and space. Numerical results are presented to illustrate the accuracy of our scheme.     

Recent advances in Krylov subspace spectral methods

This paper reviews the main properties, and most recent developments, of Krylov subspace spectral (KSS) methods for time-dependent variable-coefficient PDE. These methods use techniques developed by Golub and Meurant for approximating elements of functions of matrices by Gaussian quadrature in the spectral domain in order to achieve high-order accuracy in time and stability characteristic of implicit time-stepping schemes, even though KSS methods themselves are explicit. In fact, for certain problems, 1-node KSS methods are unconditionally stable. Furthermore, these methods are equivalent to high-order operator splittings, thus offering another perspective for further analysis and enhancement. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On Stability of Symplectic Algorithms

1.FundamentalDeflnitionsLemma1.Thesolutionofalinearoofinarydtherentialequationwithcon8tantcoeffcientY=AYissta6leifalleigenvalue8ofAhaven0nP6sitivercalpartsandtheeigenvalueswithnullrealpartaresingleroots0ftheminimalp0lynomial.,/P\ThelinearHamiltoniansystemcanbeden0tedasZ=JSZwhereZ=(q),J=(ELs),andtheHamiltonianfuncti0nH(z)=ty.Lemma2.Thesolution80flinearHamiltoniansy8temsarecmticallysta6leifalleigenvaluesofJShavenullrsalpartandaresinglerootsojtheminitnalp0lyno?nial.Definiti0n1.Whenthemo…     

Simulation algorithms for the second-order parabolic Cauchy problem

Monte Carlo algorithms, which solve boundary value problems for the heat equation whose elliptic part is the Laplace operator, have been known for a long time [1], [2]. They essentially use the explicit form of a fundamental solution and cannot be transferred to equations containing higher derivatives with nonconstant coefficients.