High-order time integration methods in molecular dynamics

The mechanical behaviour of molecular structures can be described with stiff differential equations, which can not be solved analytically. Several numerical time integration schemes can be found in the literature. The aim of this paper is to present the class of partitioned Runge-Kutta methods applied in molecular dynamics. This class of methods includes a wide range of explicit and implicit, single- and multi-stage, symplectic and non-symplectic, low- and high-order time integration schemes. Also most of the classical methods like explicit and implicit Euler, explicit and implicit midpoint rule, Störmer-Verlet and Newmark are also partitioned Runge-Kutta methods. The schemes are implemented in a finite element code which can serve as a numerical platform for molecular dynamics. This code is used to show the sensitivity of the simulations to the accuracy of the initial values. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A cooperative strategy for solving dynamic optimization problems

Optimization in dynamic environments is a very active and important area which tackles problems that change with time (as most real-world problems do). In this paper we present a new centralized cooperative strategy based on trajectory methods (tabu search) for solving Dynamic Optimization Problems (DOPs). Two additional methods are included for comparison purposes. The first method is a Particle Swarm Optimization variant with multiple swarms and different types of particles where there exists an implicit cooperation within each swarm and competition among different swarms. The second method is an explicit decentralized cooperation scheme where multiple agents cooperate to improve a grid of solutions. The main goals are: firstly, to assess the possibilities of trajectory methods in the context of DOPs, where populational methods have traditionally been the recommended option; and secondly, to draw attention on explicitly including cooperation schemes in methods for DOPs. The results show how the proposed strategy can consistently outperform the results of the two other methods.     

An explicit spectral collocation method using nonpolynomial basis functions for the time‐dependent Schrödinger equation

We propose a spectral collocation method for the numerical solution of the time‐dependent Schrödinger equation, where the newly developed nonpolynomial functions in a previous study are used as basis functions. Equipped with the new basis functions, various boundary conditions can be imposed exactly. The preferable semi‐implicit time marching schemes are employed for temporal discretization. Moreover, the new basis functions build in a free parameter λ intrinsically, which can be chosen properly so that the semi‐implicit scheme collapses to an explicit scheme. The method is further applied to linear Schrödinger equation set in unbounded domain. The transparent boundary conditions are constructed for time semidiscrete scheme of the linear Schrödinger equation. We employ spectral collocation method using the new basis functions for the spatial discretization, which allows for the exact imposition of the transparent boundary conditions. Comprehensive numerical tests both in bounded and unbounded domain are performed to demonstrate the attractive features of the proposed method.     

Expanding stability regions of explicit advective-diffusive finite difference methods by Jacobi preconditioning

Explicit time differencing methods for solving differential equations are advantageous in that they are easy to implement on a computer and are intrinsically very parallel. The disadvantage of explicit methods is the severe restrictions that are placed on stable time-step intervals. Stability bounds for explicit time differencing methods on advective–diffusive problems are generally determined by the diffusive part of the problem. These bounds are very small and implicit methods are used instead. The linear systems arising from these implicit methods are generally solved by iterative methods. In this article we develop a methodology for increasing the stability bounds of standard explicit finite differencing methods by combining explicit methods, implicit methods, and iterative methods in a novel way to generate new time-difference schemes, called preconditioned time-difference methods. A Jacobi preconditioned time differencing method is defined and analyzed for both diffusion and advection–diffusion equations. Several computational examples of both linear and nonlinear advective-diffusive problems are solved to demonstrate the accuracy and improved stability limits. © 1995 John Wiley & Sons, Inc.     

Teacher time out as a site for studying mathematical knowledge for teaching

The special mathematical knowledge that is needed for teaching has been studied for decades but the methods for studying it have challenges. Some methods, such as measurement and cognitive interviews, are removed from the dynamics of teaching. Other methods, such as observation, are closer to practice but mostly involve an outsider perspective. Moreover, few methods tap into the tacit and often invisible demands that teachers encounter in teaching. This article develops an argument that teacher time outs in rehearsals and enactments might be a productive site for studying mathematical knowledge for teaching. Teacher time outs constitute a site for professional deliberation, which 1) preserves the complexity and gets inside the dynamics of teaching, where 2) tacit and implicit challenges and demands are made explicit, and where 3) insider and outsider perspectives are combined.     

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.     

Two-phase laminar axisymmetric jet flow: Explicit,implicit, and split-operator approximations

An hybrid Eulerian-Lagrangian numerical scheme is developed for a two-phase problem and four finite-difference schemes are compared. For this purpose, the problem of hydrodynamic and thermal interactions between a fuel spray and a mixing region of two laminar, unconfined axisymmetric jets is formulated in terms of a set of parabolic differential equations for the gas phase and a set of Lagrangian ordinary differential equations for the condensed phase. Consistent, second-order accurate hybrid numerical schemes, with the exception of the explicit scheme with an accuracy between linear and quadratic, are used to solve these equations. The subset of gas-phase equations has been solved by four different numerical methods: a predictor-corrector explicit method, a sequential implicit method, a block implicit method, and a symmetric operator-splitting method. The subsystem of liquid-phase equations is solved along the droplet trajectories by a second-order Runge-Kutta scheme. The computations have been made to predict the hydro-dynamic and thermal mixing regions of the gas phase as well as the trajectories of each individual group of droplets. In addition, the size, velocity and temperature associated with each group are predicted along these trajectories. The relative merits of the above four difference-schemes are discussed by constructing effectiveness curves. At low error tolerances, the sequential implicit method gives the best results, where for large error tolerances, the explicit and operator splitting give better results. The block implicit scheme is the least effective at all accuracy requirements.     

B-spline based finite element method in one-dimensional discontinuous elastic wave propagation

The B-spline variant of the finite element method (FEM) is tested in one-dimensional discontinuous elastic wave propagation. The B-spline based FEM (called Isogeometric analysis IGA) uses spline functions as testing and shape functions in the Galerkin continuous content. Here, the accuracy of stress distribution and spurious oscillations of the B-spline based FEM are studied in numerical modeling of one-dimensional propagation of stress discontinuities in a bar, where the analytical solution is known. For time integration, the Newmark method, implicit form of the generalized-α method, the central difference method and the predictor/multi-corrector method are tested and compared. The use of lumped and consistent mass matrices in explicit time integration is discussed. Due to accuracy, the consistent mass matrix is preferred in explicit time integration in IGA.     

Variable stepsize implementation of multistep methods for y″=f(x,y,y′)

The Falkner method is a multistep scheme intended for the numerical solution of second-order initial value problems where the first derivative does appear explicitly. In this paper, we develop a procedure to obtain k-step Falkner methods (explicit and implicit) in their variable step-size versions, providing recurrence formulas to compute the coefficients efficiently. Considering a pair of explicit and implicit formulae, these may be implemented in predictor–corrector mode.     

Fluctuations of TASEP on a Ring in Relaxation Time Scale

We consider the totally asymmetric simple exclusion process on a ring with flat and step initial conditions. We assume that the size of the ring and the number of particles tend to infinity proportionally and evaluate the fluctuations of tagged particles and currents. The crossover from the KPZ dynamics to the equilibrium dynamics occurs when the time is proportional to the 3/2 power of the ring size. We compute the limiting distributions in this relaxation time scale. The analysis is based on an explicit formula of the finite‐time one‐point distribution obtained from the coordinate Bethe ansatz method. © 2017 Wiley Periodicals, Inc.     

Numerical simulation of sheath plasma by the particle method taking account of coulomb collisions

We study the problem of the behavior of a plasma bounded longitudinally by an absorbing sheath. This model contains charged particles (electrons and ions) moving subject to a self-consistent electrostatic field. New particle pairs are generated in the region of a distributed source. As a numerical model we used the electrostatic “particle-in-cell” method supplemented by the Emmert model for a bulk source and the algorithm of binary Coulomb collisions using the Monte Carlo method. We give a mathematical statement of the problem. The computations were carried out using the direct implicit method with the “explicit limit” time step. The results of numerical simulation of this system are given. We consider the formation and evoluiton of potential structures (multiple weak nonmonotonic double layers). Five figures. Bibliography: 35 titles. Translated fromProblemy Matematicheskoi Fiziki, 1998, pp. 75–89.     

Comparison of time and spatial collocation methods for the heat equation

We combine a high-order compact finite difference scheme to approximate the spatial derivatives and collocation techniques for the time component to numerically solve the two-dimensional heat equation. We use two approaches to implement the time collocation methods. The first one is based on an explicit computation of the coefficients of polynomials and the second one relies on differential quadratures. We also implement a spatial collocation method where differential quadratures are utilized for spatial derivatives and an implicit scheme for marching in time. We compare all the three techniques by studying their merits and analyzing their numerical performance. Our experiments show that all of them achieve high-accurate approximate solution but the time collocation method with differential quadrature offers (with respect to the one with explicit polynomials) less computational complexity and a better efficiency. All our computations, based on parallel algorithms, are carried out on the CRAY SV1.     

Numerical method for a dynamic optimization problem arising in the modeling of a population of aerosol particles

A model coupling differential equations and a sequence of constrained optimization problems is proposed for the simulation of the evolution of a population of particles at equilibrium interacting through a common medium.The first order optimality conditions of the optimization problems relaxed with barrier functions are coupled with the differential equations into a system of differential-algebraic equations that is discretized in time with an implicit first order scheme. The resulting system of nonlinear algebraic equations is solved at each time step with an interior-point/Newton method. The Newton system is block-structured and solved with Schur complement techniques, in order to take advantage of its sparsity. Application to the dynamics of a population of organic atmospheric aerosol particles is given to illustrate the evolution of particles of different sizes. To cite this article: A. Caboussat, A. Leonard, C. R. Acad. Sci. Paris, Ser. I 346 (2008).     

A marching-on in time meshless kernel based solver for full-wave electromagnetic simulation

A meshless particle method based on an unconditionally stable time domain numerical scheme, oriented to electromagnetic transient simulations, is presented. The proposed scheme improves the smoothed particle electromagnetics method, already developed by the authors. The time stepping is approached by using the alternating directions implicit finite difference scheme, in a leapfrog way. The proposed formulation is used in order to efficiently overcome the stability relation constraint of explicit schemes. In fact, due to this constraint, large time steps cannot be used with small space steps and vice-versa. The same stability relation holds when the meshless formulation is applied together with an explicit finite difference scheme accounted for the time stepping. The computational tool is assessed and first simulation results are compared and discussed in order to validate the proposed approach.     

Total Variation Diminishing Implicit Runge-Kutta Methods for Dissipative Advection-Diffusion Problems in Astrophysics

We investigate the properties of dissipative full discretizations for the equations of motion associated with models of flow and radiative transport inside stars. We derive dissipative space discretizations and demonstrate that together with specially adapted total-variation-diminishing (TVD) or strongly stable Runge-Kutta time discretizations with adaptive step-size control this yields reliable and efficient integrators for the underlying high-dimensional nonlinear evolution equations. For the most general problem class, fully implicit SDIRK methods are demonstrated to be competitive when compared to popular explicit Runge-Kutta schemes as the additional effort for the solution of the associated nonlinear equations is compensated by the larger step-sizes admissible for strong stability and dissipativity. For the parameter regime associated with semiconvection we can use partitioned IMEX Runge-Kutta schemes, where the solution of the implicit part can be reduced to the solution of an elliptic problem. This yields a significant gain in performance as compared to either fully implicit or explicit time integrators. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the comparison of four different implementations of a third-order ENO scheme of box type for the computation of compressible flow

Following ideas of Abgrall, four different implementations of a third-order ENO scheme on general triangulations are described and examined. Two implementations utilize implicit time stepping where the resulting linear systems are solved by means of a preconditioned GMRES method. Two other schemes are constructed using an explicit Adams method in time. Quadratic polynomial recovery is used to result in a formally third-order accurate space discretisation. While one class of implementations makes use of cell averages defined on boxes and thus is close in spirit to the finite volume idea, the second class of methods considered is completely node-based. In this second case the interpretation as a true finite volume recovery is completely lost but the recovery process is much simpler and cheaper than the original one. Although one would expect a consistency error in the finite difference type implementations no such problem ever occurred in the numerical experiments.Dedicated to Willi Törnig on the occasion of his 65th birthday     

The numerical simulation of a typical fluid-structure interaction problem

To determine the dynamic response of a structure under the influence of the fluid flow one must solve a coupled computational fluid dynamics (CFD) and computational structural dynamics (CSD) mathematical problem. This paper presents the comparison of two methods for the calculation of the fluid-structure interaction. The first one is of explicit-implicit type and uses a staggered time advancement of the fluid and structure problems. The second uses a fully implicit discretization in the physical time of the fluid-structure equations and an explicit advancement in the dual-time. The physical fluid-structure problem is accompanied by the equations of the mesh motion, which are written as for a pseudo-structural system with its own dynamics. Representative numerical results are presented for the two degrees of freedom tipical section in unsteady transonic flow. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Numerical analysis of the dynamics of distributed vortex configurations

A numerical algorithm is proposed for analyzing the dynamics of distributed plane vortex configurations in an inviscid incompressible fluid. At every time step, the algorithm involves the computation of unsteady vortex flows, an analysis of the configuration structure with the help of heuristic criteria, the visualization of the distribution of marked particles and vorticity, the construction of streamlines of fluid particles, and the computation of the field of local Lyapunov exponents. The inviscid incompressible fluid dynamic equations are solved by applying a meshless vortex method. The algorithm is used to investigate the interaction of two and three identical distributed vortices with various initial positions in the flow region with and without the Coriolis force.     

Implicit Stochastic Runge–Kutta Methods for Stochastic Differential Equations

In this paper we construct implicit stochastic Runge–Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods. This revised version was published online in July 2006 with corrections to the Cover Date.