A deterministic particle method for the Vlasov–Fokker–Planck equation in one dimension

The Vlasov–Fokker–Planck equation is a model for a collisional, electrostatic plasma. The approximation of this equation in one spatial dimension is studied. The equation under consideration is linear in that the electric field is given as a known function that is not internally consistent with the phase space distribution function. The approximation method applied is the deterministic particle method described in Wollman and Ozizmir [Numerical approximation of the Vlasov–Poisson–Fokker–Planck system in one dimension, J. Comput. Phys. 202 (2005) 602–644]. For the present linear problem an analysis of the stability and convergence of the numerical method is carried out. In addition, computations are done that verify the convergence of the numerical solution. It is also shown that the long term asymptotics of the computed solution is in agreement with the steady state solution derived in Bouchut and Dolbeault [On long time asymptotics of the Vlasov–Fokker–Planck equation and of the Vlasov–Poisson–Fokker–Planck system with coulombic and Newtonian potentials, Differential Integral Equations 8(3) (1995) 487–514].     

On the controllability of the Vlasov-Poisson system

In this paper, we study the controllability of the Vlasov-Poisson system in a periodic domain, by means of an interior control located in an spatial subdomain.The first result proves the local exact zero controllability in the two-dimensional torus between two small acceptable distribution functions, with an arbitrary control zone.A second result establishes the global exact controllability in arbitrary dimension, provided the control zone satisfies the condition that it contains a hyperplane of the torus.     

Convergence results for an inhomogeneous system arising in various high frequency approximations

Summary. This paper is devoted to both theoretical and numerical study of a system involving an eikonal equation of Hamilton-Jacobi type and a linear conservation law as it comes out of the geometrical optics expansion of the wave equation or the semiclassical limit for the Schr?dinger equation. We first state an existence and uniqueness result in the framework of viscosity and duality solutions. Then we study the behavior of some classical numerical schemes on this problem and we give sufficient conditions to ensure convergence. As an illustration, some practical computations are provided. Received December 6, 1999 / Revised version received August 2, 2000 / Published online June 7, 2001     

Convergence and stability of the finite difference scheme for nonlinear parabolic systems with time delay

In this article, a class of nonlinear evolution equations – reaction–diffusion equations with time delay – is studied. By combining the domain decomposition technique and the finite difference method, the results for the existence, convergence and the stability of the numerical solution are obtained in the case of subdomain overlap and when the time-space is completely discretized. This revised version was published online in June 2006 with corrections to the Cover Date.     

Convergence of a finite element scheme for the two-dimensional time-dependent Schrödinger equation in a long strip

This paper addresses the finite element method for the two-dimensional time-dependent Schrödinger equation on an infinite strip by using artificial boundary conditions. We first reduce the original problem into an initial-boundary value problem in a bounded domain by introducing a transparent boundary condition, then fully discretize this reduced problem by applying the Crank-Nicolson scheme in time and a bilinear or quadratic finite element approximation in space. This scheme, by a rigorous analysis, has been proved to be unconditionally stable and convergent, and its convergence order has also been obtained. Finally, two numerical examples are given to verify the accuracy of the scheme.     

Convergence of classes of high-order semi-Lagrangian schemes for the Vlasov-Poisson system

In this paper we present some classes of high-order semi-Lagran- gian schemes for solving the periodic one-dimensional Vlasov-Poisson system in phase-space on uniform grids. We prove that the distribution function and the electric field converge in the norm with a rate of

where is the degree of the polynomial reconstruction, and and are respectively the time and the phase-space discretization parameters.

     

Semi-Lagrangian semi-implicit time-splitting scheme for a regional model of the atmosphere

Semi-Lagrangian semi-implicit (SLSI) method is currently one of the most efficient approaches for numerical solution of the atmosphere dynamics equations. In this research we apply splitting techniques in the context of a two-time-level SLSI scheme in order to simplify the treatment of the slow physical modes and optimize the solution of the elliptic equations related to implicit part of the scheme. The performed numerical experiments show the accuracy and computational efficiency of the scheme.     

Nonlinear scheme with high accuracy for nonlinear coupled parabolic-hyperbolic system

A nonlinear finite difference scheme with high accuracy is studied for a class of two-dimensional nonlinear coupled parabolic-hyperbolic system. Rigorous theoretical analysis is made for the stability and convergence properties of the scheme, which shows it is unconditionally stable and convergent with second order rate for both spatial and temporal variables. In the argument of theoretical results, difficulties arising from the nonlinearity and coupling between parabolic and hyperbolic equations are overcome, by an ingenious use of the method of energy estimation and inductive hypothesis reasoning. The reasoning method here differs from those used for linear implicit schemes, and can be widely applied to the studies of stability and convergence for a variety of nonlinear schemes for nonlinear PDE problems. Numerical tests verify the results of the theoretical analysis. Particularly it is shown that the scheme is more accurate and faster than a previous two-level nonlinear scheme with first order temporal accuracy.     

Convergence of a finite volume scheme for nonlinear degenerate parabolic equations

Summary. One approximates the entropy weak solution u of a nonlinear parabolic degenerate equation by a piecewise constant function using a discretization in space and time and a finite volume scheme. The convergence of to u is shown as the size of the space and time steps tend to zero. In a first step, estimates on are used to prove the convergence, up to a subsequence, of to a measure valued entropy solution (called here an entropy process solution). A result of uniqueness of the entropy process solution is proved, yielding the strong convergence of to{\it u}. Some on a model equation are shown. Received September 27, 2000 / Published online October 17, 2001     

An efficient nonlinear iteration scheme for nonlinear parabolic-hyperbolic system

A nonlinear iteration method named the Picard-Newton iteration is studied for a two-dimensional nonlinear coupled parabolic-hyperbolic system. It serves as an efficient method to solve a nonlinear discrete scheme with second spatial and temporal accuracy. The nonlinear iteration scheme is constructed with a linearization-discretization approach through discretizing the linearized systems of the original nonlinear partial differential equations. It can be viewed as an improved Picard iteration, and can accelerate convergence over the standard Picard iteration. Moreover, the discretization with second-order accuracy in both spatial and temporal variants is introduced to get the Picard-Newton iteration scheme. By using the energy estimate and inductive hypothesis reasoning, the difficulties arising from the nonlinearity and the coupling of different equation types are overcome. It follows that the rigorous theoretical analysis on the approximation of the solution of the Picard-Newton iteration scheme to the solution of the original continuous problem is obtained, which is different from the traditional error estimate that usually estimates the error between the solution of the nonlinear discrete scheme and the solution of the original problem. Moreover, such approximation is independent of the iteration number. Numerical experiments verify the theoretical result, and show that the Picard-Newton iteration scheme with second-order spatial and temporal accuracy is more accurate and efficient than that of first-order temporal accuracy.     

An entropy scheme for the Fokker-Planck collision operator of plasma kinetic theory

Summary. We propose a finite difference scheme to approximate the Fokker-Planck collision operator in 3 velocity dimensions. The principal feature of this scheme is to provide a decay of the numerical entropy. As a consequence, it preserves the collisional invariants and its stationary solutions are the discrete Maxwellians. We consider both the whole velocity-space problem and the bounded velocity problem. In the latter case, we provide artificial boundary conditions which preserve the decay of the entropy. Received October 18, 1993     

Analysis of a symplectic difference scheme for a coupled nonlinear Schrödinger system

In general, proofs of convergence and stability are difficult for symplectic schemes of nonlinear equations. In this paper, a symplectic difference scheme is proposed for an initial-boundary value problem of a coupled nonlinear Schrödinger system. An important lemma and an induction argument are used to prove the unique solvability, convergence and stability of numerical solutions. An iterative algorithm is also proposed for the symplectic scheme and its convergence is proved. Numerical examples show the efficiency of the symplectic scheme and the correction of our numerical analysis.     

A stabilized semi-implicit Galerkin scheme for Navier-Stokes equations

By introducing a time relaxation term for the time derivative of higher frequency components, we proposed a stabilized semi-implicit Galerkin scheme for evolutionary Navier-Stokes equations in this paper. Analysis shows that such a scheme has weaker stability conditions than that of a classical semi-implicit Galerkin scheme and, when a suitable relaxation parameter σ is chosen, it generates an approximate solution with the same accuracy as the classical one. That means the proposed scheme might use a larger time step to generate a bounded approximate solution. Thus it is more suitable for long time simulations.     

Convergence analysis of a conforming adaptive finite element method for an obstacle problem

The adaptive algorithm for the obstacle problem presented in this paper relies on the jump residual contributions of a standard explicit residual-based a posteriori error estimator. Each cycle of the adaptive loop consists of the steps ‘SOLVE’, ‘ESTIMATE’, ‘MARK’, and ‘REFINE’. The techniques from the unrestricted variational problem are modified for the convergence analysis to overcome the lack of Galerkin orthogonality. We establish R-linear convergence of the part of the energy above its minimal value, if there is appropriate control of the data oscillations. Surprisingly, the adaptive mesh-refinement algorithm is the same as in the unconstrained case of a linear PDE—in fact, there is no modification near the discrete free boundary necessary for R-linear convergence. The arguments are presented for a model obstacle problem with an affine obstacle χ and homogeneous Dirichlet boundary conditions. The proof of the discrete local efficiency is more involved than in the unconstrained case. Numerical results are given to illustrate the performance of the error estimator.     

Nonlinear diffusion in type-II superconductors

In this paper we study a nonlinear evolution equation _∂t(σ(|E|)E)+∇×∇×E=F${\mathrm{\partial }}_t(\sigma (\left|\mathit{E}\right|)\mathit{E})+\nabla \times \nabla \times \mathit{E}=\mathit{F}$ in a bounded domain subject to appropriate initial and boundary conditions. This governs the evolution of the electric field E$\mathit{E}$ in a conductive medium under the influence of a force F$\mathit{F}$. It is an approximation of Bean's critical-state model for type-II superconductors. We design a nonlinear numerical scheme for the time discretization. We prove the convergence of the proposed method. The proof is based on a generalization of div–curl lemma for transient problems. We also derive some error estimates for the approximate solution.     

A numerical scheme for the Maxwell equations in the quasi-static regime with a non-local source

In this paper we study a non-linear evolution equation, based on quasi-static electromagnetic fields, with a non-local field-dependent source. This model occurs in transformer driven active magnetic shielding. We present a numerical scheme for both time and space discretization and prove convergence of this scheme. We also derive the corresponding error estimates.     

Convergence result for the constraint preserving mid-point scheme for micromagnetism

An important progress was recently done in numerical approximation of weak solutions to a micromagnetic model equation. The problem with the nonconvex side-constraint of preserving the length of the magnetization was tackled by using reduced integration. Several schemes were proposed and their convergence to weak solutions was proved. All schemes were derived from the Landau–Lifshitz–Gilbert form of the micromagnetic equation. However, when the precessional term in the original Landau–Lifshitz (LL) form of the micromagnetic equation tends to zero, the above schemes become unusable.     

Error estimate of a first-order time discretization scheme for the geodynamo equations

In this paper, we analyze a first-order time discretization scheme for a nonlinear geodynamo model and carry out the convergence analysis of this numerical scheme. It is concluded that our numerical scheme converges with first-order accuracy in the sense of L²$L^2$-norm with respect to the velocity field u$\mathit{u}$ and the magnetic field B$\mathit{B}$ and with half-order accuracy in time for the total kinematic pressure P.     

Adaptive techniques for Landau–Lifshitz–Gilbert equation with magnetostriction

In this paper we propose a time–space adaptive method for micromagnetic problems with magnetostriction. The considered model consists of coupled Maxwell's, Landau–Lifshitz–Gilbert (LLG) and elastodynamic equations. The time discretization of Maxwell's equations and the elastodynamic equation is done by backward Euler method, the space discretization is based on Whitney edge elements and linear finite elements, respectively. The fully discrete LLG equation reduces to an ordinary differential equation, which is solved by an explicit method, that conserves the norm of the magnetization.     

Second order blended multidimensional upwind residual distribution scheme for steady and unsteady computations

Multidimensional upwind residual distribution (RD) schemes have become an appealing alternative to more widespread finite volume and finite element methods (FEM) for solving compressible fluid flows. The RD approach allows to construct nonlinear second order and non-oscillatory methods at the same time. They are routinely used for steady state calculations of the complex flow problems, e.g., 3D turbulent transonic industrial-type simulations [H. Deconinck, K. Sermeus, R. Abgrall, Status of multidimensional upwind residual distribution schemes and applications in aeronautics, AAIA Paper 2000-2328, AIAA, 2000; K. Sermeus, H. Deconinck, Drag prediction validation of a multi-dimensional upwind solver, CFD-based aircraft drag prediction and reduction, VKI Lecture Series 2003-02, Von Karman Institute for Fluid Dynamics, Chausée do Waterloo 72, B-1640 Rhode Saint Genèse, Belgium, 2003].