A vertex‐centered and positivity‐preserving scheme for anisotropic diffusion equations on general polyhedral meshes

We propose a new nonlinear positivity‐preserving finite volume scheme for anisotropic diffusion problems on general polyhedral meshes with possibly nonplanar faces. The scheme is a vertex‐centered one where the edge‐centered, face‐centered, and cell‐centered unknowns are treated as auxiliary ones that can be computed by simple second‐order and positivity‐preserving interpolation algorithms. Different from most existing positivity‐preserving schemes, the presented scheme is based on a special nonlinear two‐point flux approximation that has a fixed stencil and does not require the convex decomposition of the co‐normal. More interesting is that the flux discretization is actually performed on a fixed tetrahedral subcell of the primary cell, which makes the scheme very easy to be implemented on polyhedral meshes with star‐shaped cells. Moreover, it is suitable for polyhedral meshes with nonplanar faces, and it does not suffer the so‐called numerical heat‐barrier issue. The truncation error is analyzed rigorously, while the Picard method and its Anderson acceleration are used for the solution of the resulting nonlinear system. Numerical experiments are also provided to demonstrate the second‐order accuracy and well positivity of the numerical solution for heterogeneous and anisotropic diffusion problems on severely distorted grids.     

Fully discrete linear approximation scheme for electric field diffusion in type-II superconductors

Superconductors are attracting physicists thanks to their ability to conduct electric current with virtually zero resistance. Their nonlinear behaviour opens, on the other hand, challenging problems for mathematicians. Our model of the diffusion of electric field in superconductors is based on three pillars: the eddy-current version of Maxwell’s equations, power law model of type-II superconductivity and linear dependence of magnetic induction on magnetic field. This leads to a time-dependent nonlinear degenerate partial differential equation. We propose a linear fully discrete approximation scheme to solve it. We have proven the convergence of the method and derived the error estimates describing the dependence of the error on the discretization parameters. These theoretical results were successfully confronted with numerical experiments.     

Fractional Crank–Nicolson–Galerkin finite element scheme for the time‐fractional nonlinear diffusion equation

This article presents a finite element scheme with Newton's method for solving the time‐fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank–Nicolson scheme based on backward Euler convolution quadrature. We discuss the existence‐uniqueness results for the fully discrete problem. A new discrete fractional Gronwall type inequality for the backward Euler convolution quadrature is established. A priori error estimate for the fully discrete problem in L²(Ω) norm is derived. Numerical results based on finite element scheme are provided to validate theoretical estimates on time‐fractional nonlinear Fisher equation and Huxley equation.     

Approximation of Invariant Measure for Damped Stochastic Nonlinear Schrödinger Equation via an Ergodic Numerical Scheme

In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schrödinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal direction is based on a modification of the implicit Euler scheme. We not only prove the unique ergodicity of the numerical solutions of both spatial semi-discretization and full discretization, but also present error estimations on invariant measures, which gives order 2 in spatial direction and order \({\frac 12}\) in temporal direction under certain hypotheses.     

Discrete Burgers’ Equation, Binomial Coefficients and Mandala

In discrete Burgers’ equation, time is discretized but space remains continuous. Reduction modulo 2 of discrete Burgers’ equation discretizes also space. This dynamical system generates an elegant pattern known since long time ago. We also propose to show that the Galois groups of particular solutions of Burgers’ equation are abelian. It would imply that the dynamical systems are integrable.     

A conservative local discontinuous Galerkin method for the solution of nonlinear Schrdinger equation in two dimensions

In this study, we present a conservative local discontinuous Galerkin(LDG) method for numerically solving the two-dimensional nonlinear Schrdinger(NLS) equation. The NLS equation is rewritten as a firstorder system and then we construct the LDG formulation with appropriate numerical flux. The mass and energy conserving laws for the semi-discrete formulation can be proved based on different choices of numerical fluxes such as the central, alternative and upwind-based flux. We will propose two kinds of time discretization methods for the semi-discrete formulation. One is based on Crank-Nicolson method and can be proved to preserve the discrete mass and energy conservation. The other one is Krylov implicit integration factor(IIF) method which demands much less computational effort. Various numerical experiments are presented to demonstrate the conservation law of mass and energy, the optimal rates of convergence, and the blow-up phenomenon.     

Integrable Duffing’s maps and solutions of the Duffing equation

In the numerical integration of nonlinear differential equations, discretization of the nonlinear terms poses extra ambiguity in reducing the differential equation to a discrete difference equation. As for the cubic nonlinear Schrodinger equation, it was well known that there exists the corresponding discrete soliton system. Here, representing the discrete systems by the mappings, we explore structure of the integrable mappings. We introduce the first kind and the second kind of Duffing’s map, and investigate temporal evolution of the orbits. Although the smooth periodic orbits are in accord with the solutions of the Duffing equation, the integrable Duffing’s maps provide much wider variety of orbits.     

Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear part is stronger than the linear part, usually called stochastic dominated transport equations. Most standard numerical schemes lose their good stability properties on such equations, including the current linear implicit Euler method. We discretize the SPDE in space by the finite element method and propose a novel scheme called stochastic Rosenbrock-type scheme for temporal discretization. Our scheme is based on the local linearization of the semi-discrete problem obtained after space discretization and is more appropriate for such equations. We provide a strong convergence of the new fully discrete scheme toward the exact solution for multiplicative and additive noise and obtain optimal rates of convergence. Numerical experiments to sustain our theoretical results are provided.     

A characteristics-mixed finite element method for Burgers’ equation

In this paper, we propose a new mixed finite element method, called the characteristics-mixed method, for approximating the solution to Burgers’ equation. This method is based upon a space-time variational form of Burgers’ equation. The hyperbolic part of the equation is approximated along the characteristics in time and the diffusion part is approximated by a mixed finite element method of lowest order. The scheme is locally conservative since fluid is transported along the approximate characteristics on the discrete level and the test function can be piecewise constant. Our analysis show the new method approximate the scalar unknown and the vector flux optimally and simultaneously. We also show this scheme has much smaller time-truncation errors than those of standard methods. Numerical example is presented to show that the new scheme is easily implemented, shocks and boundary layers are handled with almost no oscillations. One of the contributions of the paper is to show how the optimal error estimates inL ²(Ω) are obtained which are much more difficult than in the standard finite element methods. These results seem to be new in the literature of finite element methods.     

Linearity-preserving flux correction and convergence acceleration for constrained Galerkin schemes

This paper is concerned with the development of general-purpose algebraic flux correction schemes for continuous (linear and multilinear) finite elements. In order to enforce the discrete maximum principle (DMP), we modify the standard Galerkin discretization of a scalar transport equation by adding diffusive and antidiffusive fluxes. The result is a nonlinear algebraic system satisfying the DMP constraint. An estimate based on variational gradient recovery leads to a linearity-preserving limiter for the difference between the function values at two neighboring nodes. A fully multidimensional version of this scheme is obtained by taking the sum of local bounds and constraining the total flux. This new approach to algebraic flux correction provides a unified treatment of stationary and time-dependent problems. Moreover, the same algorithm is used to limit convective fluxes, anisotropic diffusion operators, and the antidiffusive part of the consistent mass matrix.The nonlinear algebraic system associated with the constrained Galerkin scheme is solved using fixed-point defect correction or a nonlinear SSOR method. A dramatic improvement of nonlinear convergence rates is achieved with the technique known as Anderson acceleration (or Anderson mixing). It blends a number of last iterates in a GMRES fashion, which results in a Broyden-like quasi-Newton update. The numerical behavior of the proposed algorithms is illustrated by a grid convergence study for convection-dominated transport problems and anisotropic diffusion equations in 2D.     

Numerical and theoretical discussions for solving nonlinear generalized Benjamin–Bona–Mahony–Burgers equation based on the Legendre spectral element method

This article is devoted to solving numerically the nonlinear generalized Benjamin–Bona–Mahony–Burgers (GBBMB) equation that has several applications in physics and applied sciences. First, the time derivative is approximated by using a finite difference formula. Afterward, the stability and convergence analyses of the obtained time semi‐discrete are proven by applying the energy method. Also, it has been demonstrated that the convergence order in the temporal direction is O(dt) . Second, a fully discrete formula is acquired by approximating the spatial derivatives via Legendre spectral element method. This method uses Lagrange polynomial based on Gauss–Legendre–Lobatto points. An error estimation is also given in detail for full discretization scheme. Ultimately, the GBBMB equation in the one‐ and two‐dimension is solved by using the proposed method. Also, the calculated solutions are compared with theoretical solutions and results obtained from other techniques in the literature. The accuracy and efficiency of the mentioned procedure are revealed by numerical samples.     

A C0 interior penalty discontinuous Galerkin method for fourth‐order total variation flow. I: Derivation of the method and numerical results

We consider the numerical solution of a fourth‐order total variation flow problem representing surface relaxation below the roughening temperature. Based on a regularization and scaling of the nonlinear fourth‐order parabolic equation, we perform an implicit discretization in time and a C⁰ Interior Penalty Discontinuous Galerkin (C⁰IPDG) discretization in space. The C⁰IPDG approximation can be derived from a mixed formulation involving numerical flux functions where an appropriate choice of the flux functions allows to eliminate the discrete dual variable. The fully discrete problem can be interpreted as a parameter dependent nonlinear system with the discrete time as a parameter. It is solved by a predictor corrector continuation strategy featuring an adaptive choice of the time step sizes. A documentation of numerical results is provided illustrating the performance of the C⁰IPDG method and the predictor corrector continuation strategy. The existence and uniqueness of a solution of the C⁰IPDG method will be shown in the second part of this paper.     

Well-balanced unstaggered central schemes for one and two-dimensional shallow water equation systems

We propose a new well-balanced unstaggered central finite volume scheme for hyperbolic balance laws with geometrical source terms. In particular we construct a new one and two-dimensional finite volume method for the numerical solution of shallow water equations on flat/variable bottom topographies. The proposed scheme evolves a non-oscillatory numerical solution on a single grid, avoids the time consuming process of solving Riemann problems arising at the cell interfaces, and is second-order accurate both in space and time. Furthermore, the numerical scheme follows a well-balanced discretization that first discretizes the geometrical source term according to the discretization of the flux terms, and then mimics the surface gradient method and discretizes the water height according to the discretization of the water level. The resulting scheme exactly satisfies the C-property at the discrete level. The proposed scheme is then applied and classical one and two-dimensional shallow water equation problems with flat or variable bottom topographies are successfully solved. The obtained numerical results are in good agreement with corresponding ones appearing in the recent literature, thus confirming the potential and efficiency of the proposed method.     

Mixed finite element methods for a dynamical Ginzburg-Landau model in superconductivity

Summary. In this paper we consider the numerical solutions of the nonlinear time-dependent Ginzburg-Landau model which describes the phase transitions taking place in superconducting films. We propose a semi-implicit finite element scheme which is based on a linear finite element approximation of the order parameter and a mixed finite element discretization for the equation involving the magnetic potential A. The error estimates of the scheme are derived. Received September 5, 1994 / Revised version received April 23, 1995     

Wavelet-Taylor Galerkin Method for the Burgers Equation

In this paper, we propose a wavelet-Taylor Galerkin method for the numerical solution of the Burgers equation. In deriving the computational scheme, Taylor-generalized Euler time discretization is performed prior to wavelet-based Galerkin spatial approximation. The linear system of equations obtained in the process are solved by approximate-factorization-based simple explicit schemes, and the resulting solution is compared with that from regular methods. To deal with transient advection-diffusion situations that evolve toward a convective steady state, a splitting-up strategy is known to be very effective. So the Burgers equation is also solved by a splitting-up method using a wavelet-Taylor Galerkin approach. Here, the advection and diffusion terms in the Burgers equation are separated, and the solution is computed in two phases by appropriate wavelet-Taylor Galerkin schemes. Asymptotic stability of all the proposed schemes is verified, and the L_∞ errors relative to the analytical solution together with the numerical solution are reported. AMS subject classification (2000) 65M70     

多边形网格上扩散方程新的单调格式

 本文在星形多边形网格上, 构造了扩散方程新的单调有限体积格式.该格式与现有的基于非线性两点流的单调格式的主要区别是, 在网格边的法向流离散模板中包含当前边上的点, 在推导离散法向流的表达式时采用了定义于当前边上的辅助未知量, 这样既可适应网格几何大变形, 同时又兼顾了当前网格边上物理量的变化. 在光滑解情形证明了离散法向流的相容性.对于具有强各向异性、非均匀张量扩散系数的扩散方程, 证明了新格式是单调的, 即格式可以保持解析解的正性. 数值结果表明在扭曲网格上, 所构造的格式是局部守恒和保正的, 对光滑解有高于一阶的精度, 并且, 针对非平衡辐射限流扩散问题, 数值结果验证了新格式在计算效率和守恒精度上优于九点格式.     

Analysis of the local discontinuous Galerkin method for the drift-diffusion model of semiconductor devices

We consider the drift-diffusion(DD) model of one dimensional semiconductor devices, which is a system involving not only first derivative convection terms but also second derivative diffusion terms and a coupled Poisson potential equation. Optimal error estimates are obtained for both the semi-discrete and fully discrete local discontinuous Galerkin(LDG) schemes with smooth solutions. In the fully discrete scheme, we couple the implicit-explicit(IMEX) time discretization with the LDG spatial discretization, in order to allow larger time steps and to save computational cost. The main technical difficulty in the analysis is to treat the inter-element jump terms which arise from the discontinuous nature of the numerical method and the nonlinearity and coupling of the models. A simulation is also performed to validate the analysis.     

A cell edge‐based linearity‐preserving scheme for diffusion problems on two‐dimensional unstructured grids

We propose a new finite volume scheme for 2D anisotropic diffusion problems on general unstructured meshes. The main feature lies in the introduction of two auxiliary unknowns on each cell edge, and then the scheme has both cell‐centered primary unknowns and cell edge‐based auxiliary unknowns. The auxiliary unknowns are interpolated by the multipoint flux approximation technique, which reduces the scheme to a completely cell‐centered one. The derivation of the scheme satisfies the linearity‐preserving criterion that requires that a discretization scheme should be exact on linear solutions. The resulting new scheme is then called as a cell edge‐based linearity‐preserving scheme. The optimal convergence rates are numerically obtained on unstructured grids in case that the diffusion tensor is taken to be anisotropic and/or discontinuous. Copyright © 2017 John Wiley & Sons, Ltd.     

A numerical method for pricing European options with proportional transaction costs

In the paper, we propose a numerical technique based on a finite difference scheme in space and an implicit time-stepping scheme for solving the Hamilton–Jacobi–Bellman (HJB) equation arising from the penalty formulation of the valuation of European options with proportional transaction costs. We show that the approximate solution from the numerical scheme converges to the viscosity solution of the HJB equation as the mesh sizes in space and time approach zero. We also propose an iterative scheme for solving the nonlinear algebraic system arising from the discretization and establish a convergence theory for the iterative scheme. Numerical experiments are presented to demonstrate the robustness and accuracy of the method.     

Analysis of an Euler implicit‐mixed finite element scheme for reactive solute transport in porous media

In this article, we analyze an Euler implicit‐mixed finite element scheme for a porous media solute transport model. The transporting flux is not assumed given, but obtained by solving numerically the Richards equation, a model for subsurface fluid flow. We prove the convergence of the scheme by estimating the error in terms of the discretization parameters. In doing so we take into account the numerical error occurring in the approximation of the fluid flow. The article, is concluded by numerical experiments, which are in good agreement with the theoretical estimates. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010