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.     

Optimal error estimates and modified energy conservation identities of the ADI-FDTD scheme on staggered grids for 3D Maxwell’s equations

This paper is concerned with the optimal error estimates and energy conservation properties of the alternating direction implicit finite-difference time-domain(ADI-FDTD) method which is a popular scheme for solving the 3D Maxwell’s equations.Precisely,for the case with a perfectly electric conducting(PEC) boundary condition we establish the optimal second-order error estimates in both space and time in the discrete H 1-norm for the ADI-FDTD scheme,and prove the approximate divergence preserving property that if the divergence of the initial electric and magnetic fields are zero,then the discrete L 2-norm of the discrete divergence of the ADI-FDTD solution is approximately zero with the second-order accuracy in both space and time.The key ingredient is two new discrete modified energy norms which are second-order in time perturbations of two new energy conservation laws for the Maxwell’s equations introduced in this paper.Furthermore,we prove that,in addition to two known discrete modified energy identities which are second-order in time perturbations of two known energy conservation laws,the ADI-FDTD scheme also satisfies two new discrete modified energy identities which are second-order in time perturbations of the two new energy conservation laws.This means that the ADI-FDTD scheme is unconditionally stable under the four discrete modified energy norms.Experimental results which confirm the theoretical results are presented.     

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     

Some temporal second order difference schemes for fractional wave equations

In this article, motivated by Alikhanov's new work (Alikhanov, J Comput Phys 280 (2015), 424–438), some difference schemes are proposed for both one‐dimensional and two‐dimensional time‐fractional wave equations. The obtained schemes can achieve second‐order numerical accuracy both in time and in space. The unconditional convergence and stability of these schemes in the discrete H¹‐norm are proved by the discrete energy method. The spatial compact difference schemes with the results on the convergence and stability are also presented. In addition, the three‐dimensional problem is briefly mentioned. Numerical examples illustrate the efficiency of the proposed schemes. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 970–1001, 2016     

Second order unconditionally convergent and energy stable linearized scheme for MHD equations

In this paper, we propose an efficient numerical scheme for magnetohydrodynamics (MHD) equations. This scheme is based on a second order backward difference formula for time derivative terms, extrapolated treatments in linearization for nonlinear terms. Meanwhile, the mixed finite element method is used for spatial discretization. We present that the scheme is unconditionally convergent and energy stable with second order accuracy with respect to time step. The optimal L ² and H ¹ fully discrete error estimates for velocity, magnetic variable and pressure are also demonstrated. A series of numerical tests are carried out to confirm our theoretical results. In addition, the numerical experiments also show the proposed scheme outperforms the other classic second order schemes, such as Crank-Nicolson/Adams-Bashforth scheme, linearized Crank-Nicolson’s scheme and extrapolated Gear’s scheme, in solving high physical parameters MHD problems.     

A fully discrete H 1-Galerkin method with quadrature for nonlinear advection–diffusion–reaction equations

We propose and analyze a fully discrete H ¹-Galerkin method with quadrature for nonlinear parabolic advection–diffusion–reaction equations that requires only linear algebraic solvers. Our scheme applied to the special case heat equation is a fully discrete quadrature version of the least-squares method. We prove second order convergence in time and optimal H ¹ convergence in space for the computer implementable method. The results of numerical computations demonstrate optimal order convergence of scheme in H ^k for k = 0, 1, 2. Support of the Australian Research Council is gratefully acknowledged.     

Energy Identities and Stability Analysis of the Yee Scheme for 3D Maxwell Equations

In this paper numerical energy identities of the Yee scheme on uniform grids for three dimensional Maxwell equations with periodic boundary conditions are proposed and expressed in terms of the $L^2$, $H^1$ and $H^2$ norms. The relations between the $H^1$ or $H^2$ semi-norms and the magnitudes of the curls or the second curls of the fields in the Yee scheme are derived. By the $L^2$ form of the identity it is shown that the solution fields of the Yee scheme is approximately energy conserved. By the $H^1$ or $H^2$ semi norm of the identities, it is proved that the curls or the second curls of the solution of the Yee scheme are approximately magnitude (or energy)-conserved. From these numerical energy identities, the Courant-Friedrichs-Lewy (CFL) stability condition is re-derived, and the stability of the Yee scheme in the $L^2$, $H^1$ and $H^2$ norms is then proved. Numerical experiments to compute the numerical energies and convergence orders in the $L^2$, $H^1$ and $H^2$ norms are carried out and the computational results confirm the analysis of the Yee scheme on energy conservation and stability analysis.     

Numerical approximation of solution for the coupled nonlinear Schrödinger equations

In this article, a compact finite difference scheme for the coupled nonlinear Schrödinger equations is studied. The scheme is proved to conserve the original conservative properties. Unconditional stability and convergence in maximum norm with order O(τ² + h⁴) are also proved by the discrete energy method. Finally, numerical results are provided to verify the theoretical analysis.     

A new efficient energy-preserving finite volume element scheme for the improved Boussinesq equation

In this paper, a new linearized energy-preserving Crank-Nicolson finite volume element scheme is derived for the improved Boussinesq equation. The fully discrete scheme can be shown to conserve both mass and energy in the discrete setting. It is proved that the scheme is uniquely solvable and convergent with the rate of order two in a discrete L₂ norm. At last, a series of numerical experiments on typical improved Boussinesq and Sine–Gordon equations are provided to verify our theoretical results and to show the efficiency and accuracy of the proposed scheme.     

A CANONICAL CONSTRUCTION OF $H^m$-NONCONFORMING TRIANGULAR FINITE ELEMENTS

We design a family of 2D H^m-nonconforming finite elements using the full P_2m-3 degree polynomial space, for solving $2m$th elliptic partial differential equations. The consistent error is estimated and the optimal order of convergence is proved. Numerical tests on the new elements for solving tri-harmonic, 4-harmonic, 5-harmonic and 6-harmonic equations are presented, to verify the theory.     

A new fourth‐order numerical algorithm for a class of three‐dimensional nonlinear evolution equations

In this article, a new compact alternating direction implicit finite difference scheme is derived for solving a class of 3‐D nonlinear evolution equations. By the discrete energy method, it is shown that the new difference scheme has good stability and can attain second‐order accuracy in time and fourth‐order accuracy in space with respect to the discrete H¹ ‐norm. A Richardson extrapolation algorithm is applied to achieve fourth‐order accuracy in temporal dimension. Numerical experiments illustrate the accuracy and efficiency of the extrapolation algorithm. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Attractors for Fully Discrete Finite Difference Scheme of Dissipative Zakharov Equations

A fully discrete finite difference scheme for dissipative Zakharov equations is analyzed. On the basis of a series of the time-uniform priori estimates of the difference solutions, the stability of the difference scheme and the error bounds of optimal order of the difference solutions are obtained in L²×H¹×H² over a finite time interval (0, T]. Finally, the existence of a global attractor is proved for a discrete dynamical system associated with the fully discrete finite difference scheme.     

Unconditional and optimal <Emphasis Type="Bold">H</Emphasis><Superscript>2</Superscript>-error estimates of two linear and conservative finite difference schemes for the Klein-Gordon-Schrödinger equation in high dimensions

The focus of this paper is on the optimal error bounds of two finite difference schemes for solving the d-dimensional (d = 2, 3) nonlinear Klein-Gordon-Schrödinger (KGS) equations. The proposed finite difference schemes not only conserve the mass and energy in the discrete level but also are efficient in practical computation because only two linear systems need to be solved at each time step. Besides the standard energy method, an induction argument as well as a ‘lifting’ technique are introduced to establish rigorously the optimal H ²-error estimates without any restrictions on the grid ratios, while the previous works either are not rigorous enough or often require certain restriction on the grid ratios. The convergence rates of the proposed schemes are proved to be at O(h ² + τ ²) with mesh-size h and time step τ in the discrete H ²-norm. The analysis method can be directly extended to other linear finite difference schemes for solving the KGS equations in high dimensions. Numerical results are reported to confirm the theoretical analysis for the proposed finite difference schemes.     

A three level linearized compact difference scheme for the Cahn-Hilliard equation

This article is devoted to the study of high order accuracy difference methods for the Cahn-Hilliard equation.A three level linearized compact difference scheme is derived.The unique solvability and unconditional convergence of the difference solution are proved.The convergence order is O(τ 2 + h 4 ) in the maximum norm.The mass conservation and the non-increase of the total energy are also verified.Some numerical examples are given to demonstrate the theoretical results.     

Two energy-conserving and compact finite difference schemes for two-dimensional Schrödinger-Boussinesq equations

In this paper, we study two compact finite difference schemes for the Schrödinger-Boussinesq (SBq) equations in two dimensions. The proposed schemes are proved to preserve the total mass and energy in the discrete sense. In our numerical analysis, besides the standard energy method, a “cut-off” function technique and a “lifting” technique are introduced to establish the optimal H¹ error estimates without any restriction on the grid ratios. The convergence rate is proved to be of O(τ² + h⁴) with the time step τ and mesh size h. In addition, a fast finite difference solver is designed to speed up the numerical computation of the proposed schemes. The numerical results are reported to verify the error estimates and conservation laws.

     

Error analysis of finite element approximation of a stefan problem with nonlinear free boundary condition

By applying the Landau-type transformation, we transform a Stefan problem with nonlinear free boundary condition into a system consisting of a parabolic equation and the ordinary differential equations. Fully discrete finite element method is developed to approximate the solution of a system of a parabolic equation and the ordinary differential equations. We derive optimal orders of convergence of fully discrete approximations inL2, H¹ and H² normed spaces.     

The stability and convergence of two linearized finite difference schemes for the nonlinear epitaxial growth model

The numerical simulation of the dynamics of the molecular beam epitaxy (MBE) growth is considered in this article. The governing equation is a nonlinear evolutionary equation that is of linear fourth order derivative term and nonlinear second order derivative term in space. The main purpose of this work is to construct and analyze two linearized finite difference schemes for solving the MBE model. The linearized backward Euler difference scheme and the linearized Crank‐Nicolson difference scheme are derived. The unique solvability, unconditional stability and convergence are proved. The linearized Euler scheme is convergent with the convergence order of O(τ + h²) and linearized Crank‐Nicolson scheme is convergent with the convergence order of O(τ² + h²) in discrete L²‐norm, respectively. Numerical stability with respect to the initial conditions is also obtained for both schemes. Numerical experiments are carried out to demonstrate the theoretical analysis. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Second order generalized difference methods for one dimensional parabolic equations

In this paper, the second order semi-discrete and full discrete generalized difference schemes for one dimensional parabolic equations are constructed and the optimal orderH ¹, L² error estimates and superconvergence results inH ¹ are obtained. The results in this paper perfect the theory of generalized difference methods.     

Potential comparison and asymptotics in scalar conservation laws without convexity

Two kinds of optimal convergence orders in L¹-norm to a self-similar solution are proved or conjectured for various evolutionary problems so far. The first convergence order is of the magnitude of the similarity solution itself and the second one is of order 1/t. Employing a potential comparison technique to scalar conservation laws we may easily see that these asymptotic convergence orders are related to space and time translation of potentials. We present the technique clearly in the simple setting of scalar conservation laws in one space dimension.