Stability and Super Convergence Analysis of ADI-FDTD for the 2D Maxwell Equations in a Lossy Medium

Several new energy identities of the two dimensional(2D) Maxwell equations in a lossy medium in the case of the perfectly electric conducting boundary conditions are proposed and proved. These identities show a new kind of energy conservation in the Maxwell system and provide a new energy method to analyze the alternating direction implicit finite difference time domain method for the 2D Maxwell equations (2D-ADI-FDTD). It is proved that 2D-ADI-FDTD is approximately energy conserved, unconditionally stable and second order convergent in the discrete L² and H¹ norms, which implies that 2D-ADI-FDTD is super convergent. By this super convergence, it is simply proved that the error of the divergence of the solution of 2D-ADI-FDTD is second order accurate. It is also proved that the difference scheme of 2D-ADI-FDTD with respect to time t is second order convergent in the discrete H¹ norm. Experimental results to confirm the theoretical analysis on stability, convergence and energy conservation are presented.     

New energy identities and super convergence analysis of the energy conserved splitting FDTD methods for 3D Maxwell's equations

The energy‐conserved splitting finite‐difference time‐domain (EC‐S‐FDTD) method has recently been proposed to solve the Maxwell equations with second order accuracy while numerically keep the L² energy conservation laws of the equations. In this paper, the EC‐S‐FDTD scheme for the 3D Maxwell equations is proved to be energy‐conserved and unconditionally stable in the discrete H¹ norm. The EC‐S‐FDTD scheme is of second‐order accuracy both in time step and spatial steps, which suggests the super‐convergence of this scheme in the discrete H¹ norm. And the divergence of the electric field of the EC‐S‐FDTD scheme in the discrete L² norm is second‐order accurate. Numerical experiments confirm our theoretical analysis. Copyright © 2012 John Wiley & Sons, Ltd.     

Energy conservation and super convergence analysis of the EC‐S‐FDTD schemes for Maxwell equations with periodic boundaries

This paper is concerned with new energy analysis of the two dimensional Maxwell's equations and the symmetric energy‐conserved splitting finite difference time domain (EC‐S‐FDTD) method with the periodic boundary (PB) condition. New energy identities of the Maxwell's equations in terms of H¹ and H² norms are proposed and interpreted by considering the physical meanings of the H¹ and H² semi‐norms in the identities. It is found from these new identities that the first and second curls of the electromagnetic fields are conserved in terms their magnitudes. By the energy methods, the numerical energy identities of the symmetric EC‐S‐FDTD method are derived and shown to converge to the continuous energy identities of the Maxwell's equations. This proves that the symmetric EC‐S‐FDTD scheme is unconditionally stable and energy conserved in the discrete H¹ and H² norms. Also by the energy methods, it is proved that the symmetric EC‐S‐FDTD method with PB condition is of second order (super) convergence in the discrete H¹ and H² norms. Numerical experiments are carried out and confirm the analysis on energy conservation, stability and super convergence.     

一维Allen-Cahn方程紧差分格式的离散最大化原则和能量稳定性研究

本文主要研究相场模拟中的Allen-Cahn模型,考虑一维Allen-Cahn方程紧差分方法的数值逼近.建立具有O(∫τ2+h4)精度的全离散紧差分格式,证明在合理的步长比和时间步长的约束下,其数值解满足离散最大化原则,在此基础上,研究了全离散格式的能量稳定性.最后给出数值算例.     

High-Order Leap-Frog Based Discontinuous Galerkin Method for the Time-Domain Maxwell Equations on Non-Conforming Simplicial Meshes

A high-order leap-flog based non-dissipative discontinuous Galerkin timedomain method for solving Maxwell's equations is introduced and analyzed. The proposed method combines a centered approximation for the evaluation of fluxes at the interface between neighboring elements, with a Nth-order leap-frog time scheme. Moreover, the interpolation degree is defined at the element level and the mesh is refined locally in a non-conforming way resulting in arbitrary level hanging nodes. The method is proved to be stable under some CFL-like condition on the time step. The convergence of the semi-discrete approximation to Maxwell's equations is established rigorously and bounds on the global divergence error are provided. Numerical experiments with highorder elements show the potential of the method.     

A New Class of Stabilized WEB-Spline-Based Mesh-Free Finite Elements for the Approximation of Maxwell Equations

The objective of this article is to discuss the existence and the uniqueness of a weighted extended B-spline-(WEB-spline) based discrete solution for the Maxwell equations in low frequency limit. The domain is composed of insulating and conducting regions. This problem has saddle point structure where the electric field in insulating region is the Lagrange multiplier that forces curl-free constraint on the magnetic field.     

Analysis of FDTD to UPML for Maxwell equations in polar coordinates

An FDTD system associated with uniaxial perfectly matched layer(UPML) for an electromagnetic scattering problem in two-dimensional space in polar coordinates is considered.Particularly the FDTD system of an initial-boundary value problems of the transverse magnetic(TM) mode to Maxwell’s equations is obtained by Yee’s algorithm,and the open domain of the scattering problem is truncated by a circle with a UPML.Besides,an artificial boundary condition is imposed on the outer boundary of the UPML.Afterwards,stability of the FDTD system on the truncated domain is established through energy estimates by the Gronwall inequality.Numerical experiments are designed to approve the theoretical analysis.     

Numerical Analysis of a High-Order Scheme for Nonlinear Fractional Differential Equations with Uniform Accuracy

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on each subinterval. The method is shown to be unconditionally stable, and for general nonlinear equations, the uniform sharp numerical order 3 − $ν$ can be rigorously proven for sufficiently smooth solutions at all time steps. The proof provides a general guide for proving the sharp order for higher-order schemes in the nonlinear case. Some numerical examples are given to validate our theoretical results.     

Convergence of a Linearized and Conservative Difference Scheme for the Klein-Gordon-Zakharov Equation

A linearized and conservative finite difference scheme is presented for the initial-boundary value problem of the Klein-Gordon-Zakharov (KGZ) equation. The new scheme is also decoupled in computation, whichmeans that no iteration is needed and parallel computation can be used, so it is expected to be more efficient in implementation. The existence of the difference solution is proved by Browder fixed point theorem. Besides the standard energy method, in order to overcome the difficulty in obtaining a priori estimate, an induction argument is used to prove that the new scheme is uniquely solvable and second order convergent for U in the discrete L^∞- norm, and for N in the discrete L^2-norm, respectively, where U and N are the numerical solutions of the KGZ equation. Numerical results verify the theoretical analysis.     

非定常不可压Navier-Stokes方程两重网格方法的稳定性和L2误差估计

讨论了二维非定常不可压Navier-Stokes方程的两重网格方法．此方法包括在粗网格上求解一个非线性问题,在细网格上求解一个Stokes问题．采用一种新的全离散(时间离散用Crank-Nicolson格式,空间离散用混合有限元方法)格式数值求解N-S方程．证明了该全离散格式的稳定性．给出了L2误差估计．对比标准有限元方法,在保持同样精度的前提下,TGM能节省大量的计算量．     

Analysis of a particle method for the one‐dimensional Vlasov‐Maxwell system

In this article we present a particle method for solving numerically the one‐dimensional Vlasov‐Maxwell equations. This method is based on the formulation by characteristics. We perform the error analysis and we investigate the properties of this scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

In this paper, we develop the truncated Euler-Maruyama (EM) method for stochastic differential equations with piecewise continuous arguments (SDEPCAs), and consider the strong convergence theory under the local Lipschitz condition plus the Khasminskii-type condition. The order of convergence is obtained. Moreover, we show that the truncated EM method can preserve the exponential mean square stability of SDEPCAs. Numerical examples are provided to support our conclusions.     

Fourier Stability Analysis of a Numerical Method for Time Domain Electromagnetic Scattering from a Thin Wire

We present stability results for a numerical scheme for computing the current induced on the surface of a thin wire by an incident time-dependent electromagnetic field, using the exact kernel formulation. The results show that the algorithm is stable for arbitrarily small values of the mesh size.     

Supraconvergence and Supercloseness of a Scheme for Elliptic Equations on Nonuniform Grids

In this paper, we study the convergence of a finite difference scheme on nonuniform grids for the solution of second-order elliptic equations with mixed derivatives and variable coefficients in polygonal domains subjected to Dirichlet boundary conditions. We show that the scheme is equivalent to a fully discrete linear finite element approximation with quadrature. It exhibits the phenomenon of supraconvergence, more precisely, for s ∈ [1,2] order O(h ^s )-convergence of the finite difference solution, and its gradient is shown if the exact solution is in the Sobolev space H ^1+s (Ω). In the case of an equation with mixed derivatives in a domain containing oblique boundary sections, the convergence order is reduced to O(h ^3/2?ε) with ε > 0 if u ∈ H ³(Ω). The second-order accuracy of the finite difference gradient is in the finite element context nothing else than the supercloseness of the gradient. For s ∈ {1,2}, the given error estimates are strictly local.     

On the Stability of Functional Equations and a Problem of Ulam

In this paper, we study the stability of functional equations that has its origins with S. M. Ulam, who posed the fundamental problem 60 years ago and with D. H. Hyers, who gave the first significant partial solution in 1941. In particular, during the last two decades, the notion of stability of functional equations has evolved into an area of continuing research from both pure and applied viewpoints. Both classical results and current research are presented in a unified and self-contained fashion. In addition, related problems are investigated. Some of the applications deal with nonlinear equations in Banach spaces and complementarity theory.     

A Finite Volume Implicit Euler Scheme for the Linearized Shallow Water Equations: Stability and Convergence

The linearized shallow water equations are discretized in space by a finite volume method and in time by an implicit Euler scheme. Stability and convergence of the scheme are proved.     

Long-time behavior of the difference solutions to the 2D GKS equation

We study the long-time behavior of the finite difference solution to the generalized Kuramoto-Sivashinsky equation in two space dimensions with periodic boundary conditions. The unique solvability of numerical solution is shown. It is proved that there exists a global attractor of the discrete dynamical system and the upper semicontinuity d(A_h,τ,A)→0. Finally, we obtain the long-time stability and convergence of the difference scheme. Our results show that the difference scheme can effectively simulate the infinite dimensional dynamical systems.     

Existence and Orbital Stability of Solitary-Wave Solutions for Higher-Order BBM Equations

This paper discusses the existence and stability of solitary-wave solutions of a general higher-order Benjamin-Bona-Mahony (BBM) equation, which involves pseudo-differential operators for the linear part. One of such equations can be derived from water-wave problems as second-order approximate equations from fully nonlinear governing equations. Under some conditions on the symbols of pseudo-differential operators and the nonlinear terms, it is shown that the general higher-order BBM equation has solitary-wave solutions. Moreover, under slightly more restrictive conditions, the set of solitary-wave solutions is orbitally stable. Here, the equation has a nonlinear part involving the polynomials of solution and its derivatives with different degrees (not homogeneous), which has not been studied before. Numerical stability and instability of solitary-wave solutions for some special fifth-order BBM equations are also given.     

A Two-Grid Finite Element Approximation for Nonlinear Time Fractional Two-Term Mixed Sub-Diffusion and Diffusion Wave Equations

In this paper, we develop a two-grid method (TGM) based on the FEM for 2D nonlinear time fractional two-term mixed sub-diffusion and diffusion wave equations. A two-grid algorithm is proposed for solving the nonlinear system, which consists of two steps: a nonlinear FE system is solved on a coarse grid, then the linearized FE system is solved on the fine grid by Newton iteration based on the coarse solution. The fully discrete numerical approximation is analyzed, where the Galerkin finite element method for the space derivatives and the finite difference scheme for the time Caputo derivative with order $\alpha\in(1,2)$ and $\alpha_{1}\in(0,1)$. Numerical stability and optimal error estimate $O(h^{r+1}+H^{2r+2}+\tau^{\min\{3-\alpha,2-\alpha_{1}\}})$ in $L^{2}$-norm are presented for two-grid scheme, where $t,$ $H$ and $h$ are the time step size, coarse grid mesh size and fine grid mesh size, respectively. Finally, numerical experiments are provided to confirm our theoretical results and effectiveness of the proposed algorithm.     

Discrete Energy Analysis of the Third-Order Variable-Step BDF Time-Stepping for Diffusion Equations

This is one of our series works on discrete energy analysis of the variable-step BDF schemes. In this part, we present stability and convergence analysis of the third-order BDF (BDF3) schemes with variable steps for linear diffusion equations, see, e.g., [SIAM J. Numer. Anal., 58:2294-2314] and [Math. Comp., 90: 1207-1226] for our previous works on the BDF2 scheme. To this aim, we first build up a discrete gradient structure of the variable-step BDF3 formula under the condition that the adjacent step ratios are less than 1.4877, by which we can establish a discrete energy dissipation law. Mesh-robust stability and convergence analysis in the $L^2$ norm are then obtained. Here the mesh robustness means that the solution errors are well controlled by the maximum time-step size but independent of the adjacent time-step ratios. We also present numerical tests to support our theoretical results.