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)     

Delay equations on time scales: Essentials and asymptotics of the solutions

The paper discusses the notion of a delay dynamic equation on time scales and describes some asymptotic properties of its solutions. The application of the derived results to continuous and discrete time scales presents new qualitative results for delay differential and difference equations. In particular, our approach faciliates the joint investigation of stability properties of the exact equations and their numerical discretizations.     

On resolvent conditions and stability estimates

As many numerical processes for time discretization of evolution equations can be formulated as analytic mappings of the generator, they can be represented in terms of the resolvent. To obtain stability estimates for time discretizations, one therefore would like to carry known estimates on the resolvent back to the time domain. For different types of bounds of the resolvent of a linear operator, bounds for the norm of the powers of the operator and for their sum are given. Under similar bounds for the resolvent of the generator, some new stability bounds for one-step and multistep discretizations of evolution equations are then obtained.     

BANDED TOEPLITZ PRECONDITIONERS FOR TOEPLITZ MATRICES FROM SINC METHODS

We give general expressions, analyze algebraic properties and derive eigenvalue bounds for a sequence of Toeplitz matrices associated with the sinc discretizations of various orders of differential operators. We demonstrate that these Toeplitz matrices can be satisfactorily preconditioned by certain banded Toeplitz matrices through showing that the spectra of the preconditioned matrices are uniformly bounded. In particular, we also derive eigenvalue bounds for the banded Toeplitz preconditioners. These results are elementary in constructing high-quality structured preconditioners for the systems of linear equations arising from the sinc discretizations of ordinary and partial differential equations, and are useful in analyzing algebraic properties and deriving eigenvalue bounds for the corresponding preconditioned matrices. Numerical examples are given to show effectiveness of the banded Toeplitz preconditioners.     

WENO schemes with Lax–Wendroff type time discretizations for Hamilton–Jacobi equations

In this paper, a class of weighted essentially non-oscillatory (WENO) schemes with a Lax–Wendroff time discretization procedure, termed WENO-LW schemes, for solving Hamilton–Jacobi equations is presented. This is an alternative method for time discretization to the popular total variation diminishing (TVD) Runge–Kutta time discretizations. We explore the possibility in avoiding the nonlinear weights for part of the procedure, hence reducing the cost but still maintaining non-oscillatory properties for problems with strong discontinuous derivative. As a result, comparing with the original WENO with Runge–Kutta time discretizations schemes (WENO-RK) of Jiang and Peng [G. Jiang, D. Peng, Weighted ENO schemes for Hamilton–Jacobi equations, SIAM J. Sci. Comput. 21 (2000) 2126–2143] for Hamilton–Jacobi equations, the major advantages of WENO-LW schemes are more cost effective for certain problems and their compactness in the reconstruction. Extensive numerical experiments are performed to illustrate the capability of the method.     

A splitting preconditioner for implicit Runge-Kutta discretizations of a partial differential-algebraic equation

In this paper we study efficient iterative methods for solving the system of linear equations arising from the fully implicit Runge-Kutta discretizations of a class of partial differential-algebraic equations. In each step of the time integration, a block two-by-two linear system is obtained and needed to be solved numerically. A preconditioning strategy based on an alternating Kronecker product splitting of the coefficient matrix is proposed to solve such linear systems. Some spectral properties of the preconditioned matrix are established and numerical examples are presented to demonstrate the effectiveness of this approach.     

Block factorized preconditioners for high‐order accurate in time approximation of the Navier‐Stokes equations

Computationally efficient solution methods for the unsteady Navier‐Stokes incompressible equations are mandatory in real applications of fluid dynamics. A typical strategy to reduce the computational cost is to split the original problem into subproblems involving the separate computation of velocity and pressure. The splitting can be carried out either at a differential level, like in the Chorin‐Temam scheme, or in an algebraic fashion, like in the algebraic reinterpretation of the Chorin‐Temam method, or in the Yosida scheme (see 1 and 19 ). These fractional step schemes indeed provide effective methods of solution when dealing with first order accurate time discretizations. Their extension to high order time discretization schemes is not trivial. To this end, in the present work we focus our attention on the adoption of inexact algebraic factorizations as preconditioners of the original problem. We investigate their properties and show that some particular choices of the approximate factorization lead to very effective schemes. In particular, we prove that performing a small number of preconditioned iterations is enough to obtain a time accurate solution, irrespective of the dimension of the system at hand. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 487–510, 2003     

On conservative spatial discretizations of the barotropic quasi-gasdynamic system of equations with a potential body force

A multidimensional barotropic quasi-gasdynamic system of equations in the form of mass and momentum conservation laws with a general gas equation of state p = p(ρ) with p′(ρ) > 0 and a potential body force is considered. For this system, two new symmetric spatial discretizations on nonuniform rectangular grids are constructed (in which the density and velocity are defined on the basic grid, while the components of the regularized mass flux and the viscous stress tensor are defined on staggered grids). These discretizations involve nonstandard approximations for ?p(ρ), div(ρu), and ρ. As a result, a discrete total mass conservation law and a discrete energy inequality guaranteeing that the total energy does not grow with time can be derived. Importantly, these discretizations have the additional property of being well-balanced for equilibrium solutions. Another conservative discretization is discussed in which all mass flux components and viscous stresses are defined on the same grid. For the simpler barotropic quasi-hydrodynamic system of equations, the corresponding simplifications of the constructed discretizations have similar properties.     

多步Runge-Kutta型TVB时间离散

近年来TVD,TVB和ENO方法出现并得到广泛应用,见[1]—[8].特别,在[6]—[8]中利用线方法和时间离散的结合构造了TVD,TVB和 ENO差分格式.整个构造过程较Harten的工作简化得多,从而开辟了一条构造高精度无振荡差分格式的新途径.他在[6],[8]中讨论了线性多步TVB时间离散,在[7]中又讨论了Runge-Kutta型TVD时间离散,并得到了时间离散在TVD,TVB意义下所应满足的条件.本     

Time discretizations for evolution problems

The aim of this work is to give an introductory survey on time discretizations for liner parabolic problems. The theory of stability for stiff ordinary differential equations is explained on this problem and applied to Runge-Kutta and multi-step discretizations. Moreover, a natural connection between Galerkin time discretizations and Runge-Kutta methods together with order reduction phenomenon is discussed.     

TWO-STAGE FOURTH-ORDER ACCURATE TIME DISCRETIZATIONS FOR 1D AND 2D SPECIAL RELATIVISTIC HYDRODYNAMICS

This paper studies the two-stage fourth-order accurate time discretization [J.Q. Li and Z.F. Du, SIAM J. Sci. Comput., 38 (2016)] and its application to the special relativistic hydrodynamical equations. Our analysis reveals that the new two-stage fourth-order accurate time discretizations can be proposed. With the aid of the direct Eulerian GRP (generalized Riemann problem) methods and the analytical resolution of the local "quasi 1D" GRP, the two-stage fourth-order accurate time discretizations are successfully implemented for the 1D and 2D special relativistic hydrodynamical equations. Several numerical experiments demonstrate the performance and accuracy as well as robustness of our schemes.     

DOMAIN DECOMPOSITION PRECONDITIONERS FOR SECOND-ORDER HYPERBOLIC EQUATIONS ON L-SHAPED REGIONS

Linear systems arising from implicit time discretizations and finite difference space discretizations of second-order hyperbolic equations on L-shaped region are considered. We analyse the use of domain deocmposilion preconditioner.s for the solution of linear systems via the preconditioned conjugate gradient method. For the constant-coefficient second-order hyperbolic equaions with initial and Dirichlet boundary conditions,we prove that the conditionnumber of the preconditioned interface system is bounded by 2+x2 2+0.46x2 where x is the quo-tient between the lime and space steps. Such condition number produces a convergence rale that is independent of gridsize and aspect ratios. The results could be extended to parabolic equations.     

高维非线性Schrdinger方程的Fourier谱方法

其中i=(-1)(1/2),△为Laplace算子,q(·)为实变量实值函数,u_0(x)和u(x,t)分别为关于x以2π为周期的已知和未知复值函数,J=(0,T](T>0),β为一实常数,e_j为R~m的第j个单位向量,x=(x_1,…,x_m)∈R~m. 方程(1.1)在非线性光学、等离子体物理、流体动力学及非相对论量子场论中用得很     

Dispersion Analysis of Multi-symplectic Scheme for the Nonlinear Schrodinger Equations

In this paper,we study the dispersive properties of multi-symplectic discretizations for the nonlinear Schrodinger equations.The numerical dispersion relation and group velocity are investigated.It is found that the numerical dispersion relation is relevant when resolving the nonlinear Schrodinger equations.     

Separation of linear components in nonlinear boundary heat control

By means of an additional substitution a parabolic control problem with some nonlinear boundary condition will be decoupled into some control problem with linear parabolic state equations and an appropriate nonlinear mapping. This separation allows the use of efficient techniques e.g. Fourier methods, to determine the solution of linear parabolic state equations. Essential properties of the mapping used in the transformation are studied. Further, the application of piecewise constant discretizations of the controls in connection with the proposed splitting is discussed.     

Improved maximum-norm a posteriori error estimates for linear and semilinear parabolic equations

Linear and semilinear second-order parabolic equations are considered. For these equations, we give a posteriori error estimates in the maximum norm that improve upon recent results in the literature. In particular it is shown that logarithmic dependence on the time step size can be eliminated. Semidiscrete and fully discrete versions of the backward Euler and of the Crank-Nicolson methods are considered. For their full discretizations, we use elliptic reconstructions that are, respectively, piecewise-constant and piecewise-linear in time. Certain bounds for the Green’s function of the parabolic operator are also employed.     

Asynchronous multisplitting two-stage iterations for systems of weakly nonlinear equations

For the large sparse systems of weakly nonlinear equations arising in the discretizations of many classical differential and integral equations, this paper presents a class of asynchronous parallel multisplitting two-stage iteration methods for getting their solutions by the high-speed multiprocessor systems. Under suitable assumptions, we study the global convergence properties of these asynchronous multisplitting two-stage iteration methods. Moreover, for this class of new methods, we establish their local convergence theories, and precisely estimate their asymptotic convergence factors under some reasonable assumptions when the involved nonlinear mapping is only assumed to be directionally differentiable. Numerical computations show that our new methods are feasible and efficient for parallely solving the system of weakly nonlinear equations.     

Relaxation schemes for spectral multigrid methods

The effectiveness of relaxation schemes for solving the systems of algebraic equations which arise from spectral discretizations of elliptic equations is examined. Iterative methods are an attractive alternative to direct methods because Fourier transform techniques enable the discrete matrix-vector products to be computed almost as efficiently as for corresponding but sparse finite difference discretizations. Preconditioning is found to be essential for acceptable rates of convergence. Preconditioners based on second-order finite difference methods are used. A comparison is made of the performance of different relaxation methods on model problems with a variety of conditions specified around the boundary. The investigations show that iterations based on incomplete LU decompositions provide the most efficient methods for solving these algebraic systems.     

Backward Euler discretization of fully nonlinear parabolic problems

This paper is concerned with the time discretization of nonlinear evolution equations. We work in an abstract Banach space setting of analytic semigroups that covers fully nonlinear parabolic initial-boundary value problems with smooth coefficients. We prove convergence of variable stepsize backward Euler discretizations under various smoothness assumptions on the exact solution. We further show that the geometric properties near a hyperbolic equilibrium are well captured by the discretization. A numerical example is given.

     

An adaptive domain decomposition procedure for Boltzmann and Euler equations

In this paper we present a domain decomposition approach for the coupling of Boltzmann and Euler equations. Particle methods are used for both equations. This leads to a simple implementation of the coupling procedure and to natural interface conditions between the two domains. Adaptive time and space discretizations and a direct coupling procedure lead to considerable gains in CPU time compared to a solution of the full Boltzmann equation. Several test cases involving a large range of Knudsen numbers are numerically investigated.