An adaptive multiresolution scheme with local time stepping for evolutionary PDEs

We present a fully adaptive numerical scheme for evolutionary PDEs in Cartesian geometry based on a second-order finite volume discretization. A multiresolution strategy allows local grid refinement while controlling the approximation error in space. For time discretization we use an explicit Runge–Kutta scheme of second-order with a scale-dependent time step. On the finest scale the size of the time step is imposed by the stability condition of the explicit scheme. On larger scales, the time step can be increased without violating the stability requirement of the explicit scheme. The implementation uses a dynamic tree data structure. Numerical validations for test problems in one space dimension demonstrate the efficiency and accuracy of the local time-stepping scheme with respect to both multiresolution scheme with global time stepping and finite volume scheme on a regular grid. Fully adaptive three-dimensional computations for reaction–diffusion equations illustrate the additional speed-up of the local time stepping for a thermo-diffusive flame instability.     

Conservation Quantities of the Explicit Symplectic Scheme for Time-evolution of Quantum System

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An adaptive implicit–explicit scheme for the DNS and LES of compressible flows on unstructured grids

An adaptive implicit–explicit scheme for Direct Numerical Simulation (DNS) and Large-Eddy Simulation (LES) of compressible turbulent flows on unstructured grids is developed. The method uses a node-based finite-volume discretization with Summation-by-Parts (SBP) property, which, in conjunction with Simultaneous Approximation Terms (SAT) for imposing boundary conditions, leads to a linearly stable semi-discrete scheme. The solution is marched in time using an Implicit–Explicit Runge–Kutta (IMEX-RK) time-advancement scheme. A novel adaptive algorithm for splitting the system into implicit and explicit sets is developed. The method is validated using several canonical laminar and turbulent flows. Load balance for the new scheme is achieved by a dual-constraint, domain decomposition algorithm. The scalability and computational efficiency of the method is investigated, and memory savings compared with a fully implicit method is demonstrated. A notable reduction of computational costs compared to both fully implicit and fully explicit schemes is observed.     

A boundary integral method for simulating the dynamics of inextensible vesicles suspended in a viscous fluid in 2D

We present a new method for the evolution of inextensible vesicles immersed in a Stokesian fluid. We use a boundary integral formulation for the fluid that results in a set of nonlinear integro-differential equations for the vesicle dynamics. The motion of the vesicles is determined by balancing the non-local hydrodynamic forces with the elastic forces due to bending and tension. Numerical simulations of such vesicle motions are quite challenging. On one hand, explicit time-stepping schemes suffer from a severe stability constraint due to the stiffness related to high-order spatial derivatives and a milder constraint due to a transport-like stability condition. On the other hand, an implicit scheme can be expensive because it requires the solution of a set of nonlinear equations at each time step. We present two semi-implicit schemes that circumvent the severe stability constraints on the time step and whose computational cost per time step is comparable to that of an explicit scheme. We discretize the equations by using a spectral method in space, and a multistep third-order accurate scheme in time. We use the fast multipole method (FMM) to efficiently compute vesicle–vesicle interaction forces in a suspension with a large number of vesicles. We report results from numerical experiments that demonstrate the convergence and algorithmic complexity properties of our scheme.     

Explicit TE/TM scheme for particle beam simulations

In this paper we propose an explicit two-level conservative scheme based on a TE/TM like splitting of the field components in time. Its dispersion properties are adjusted to accelerator problems. It is simpler and faster than the implicit version [I. Zagorodnov, T. Weiland, TE/TM scheme for computation of electromagnetic fields in accelerators, J. Comput. Phys. 207 (2005) 69]. It does not have dispersion in the longitudinal direction and the dispersion properties in the transverse plane are improved. The explicit character of the new scheme allows a uniformly stable conformal method without iterations and the scheme can be parallelized easily. It assures energy and charge conservation. A version of this explicit scheme for rotationally symmetric structures is free from the progressive time step reducing for higher order azimuthal modes as it takes place for Yee’s explicit method used in the most popular electrodynamics codes.     

近尾迹流动的数值模拟

通过数值求解可压缩Navier-Stokes方程的方法来模拟近尾迹的分离流动。Navier-Stokes方程^[1]是利用中所给出的方法进行差分逼近的。这一方法兼备显式格式和隐式格式的优点。这是一隐式格式,因而可放松稳定性对时间步长的限制。这一格式又具有显式格式的简单性,差分方程的解可显式表达出来。求解过程中避免了通常隐式格式所要求的大量数值矩阵求逆和大量的矩阵运算。文中对不同的马赫数M_∞和雷诺数Re进行了计算。数值实验表明,本文所采用的方法是模拟底部分离流动的一个简单而有效的方法,可用来计算高马赫数和高雷诺数的分离流动。     

On the Fully Implicit Solution of a Phase-Field Model for Binary Alloy Solidification in Three Dimensions

A fully implicit numerical method, based upon a combination of adaptively refined hierarchical meshes and geometric multigrid, is presented for the simulation of binary alloy solidification in three space dimensions. The computational techniques are presented for a particular mathematical model, based upon the phase-field approach, however, their applicability is of greater generality than for the specific phase-field model used here. In particular, an implicit second order time discretization is combined with the use of second order spatial differences to yield a large nonlinear system of algebraic equations as each time step. It is demonstrated that these equations may be solved reliably and efficiently through the use of a nonlinear multigrid scheme for locally refined grids. In effect, this paper presents an extension of earlier research in two space dimensions (J. Comput. Phys., 225 (2007), pp. 1271-1287) to fully three-dimensional problems. This extension is validated against earlier two-dimensional results and against some of the limited results available in three dimensions, obtained using an explicit scheme. The efficiency of the implicit approach and the multigrid solver are then demonstrated and some sample computational results for the simulation of the growth of dendrite structures are presented.     

Locally implicit discontinuous Galerkin method for time domain electromagnetics

In the recent years, there has been an increasing interest in discontinuous Galerkin time domain (DGTD) methods for the solution of the unsteady Maxwell equations modeling electromagnetic wave propagation. One of the main features of DGTD methods is their ability to deal with unstructured meshes which are particularly well suited to the discretization of the geometrical details and heterogeneous media that characterize realistic propagation problems. Such DGTD methods most often rely on explicit time integration schemes and lead to block diagonal mass matrices. However, explicit DGTD methods are also constrained by a stability condition that can be very restrictive on highly refined meshes and when the local approximation relies on high order polynomial interpolation. An implicit time integration scheme is a natural way to obtain a time domain method which is unconditionally stable but at the expense of the inversion of a global linear system at each time step. A more viable approach consists of applying an implicit time integration scheme locally in the refined regions of the mesh while preserving an explicit time scheme in the complementary part, resulting in an hybrid explicit–implicit (or locally implicit) time integration strategy. In this paper, we report on our recent efforts towards the development of such a hybrid explicit–implicit DGTD method for solving the time domain Maxwell equations on unstructured simplicial meshes. Numerical experiments for 3D propagation problems in homogeneous and heterogeneous media illustrate the possibilities of the method for simulations involving locally refined meshes.     

一种基于磁通和电磁能流的磁扩散问题求解格式

针对一维磁场扩散问题设计一种显式的有限体积离散格式。格式的第一个特征是不仅将磁场的扩散表达为单元边界上的磁通流, 同时将能量方程中的欧姆加热也表达为单元边界上的电磁能量流, 该特征能够更好地保证磁场能与内能的总量守恒。格式的第二个特征是将单元边界上的磁通量和电磁能通量进行截断, 在极端电阻率存在的磁扩散问题求解过程中, 该特征能够一定程度上放宽稳定性条件对显式格式时间步长的限制。     

On the stability and performance of discrete event methods for simulating continuous systems

This paper establishes a link between the stability of a first order, explicit discrete event integration scheme and the stability criteria for the explicit Euler method. The paper begins by constructing a time-varying linear system with bounded inputs that is equivalent to the first order discrete event integration scheme. The stability of the discrete event system is shown to result from the fact that it automatically adjusts its time advance to lie below the limit set by the explicit Euler stability criteria. Moreover, because it is not necessary to update all integrators at this rate, a significant performance advantage is possible. Our results confirm and explain previously reported studies where it is demonstrated that a reduced number of updates can provide a significant performance advantage compared to fixed step methods. These results also throw some light on stability requirements for discrete event simulation of spatially extended systems.     

Nonuniform time-step Runge–Kutta discontinuous Galerkin method for Computational Aeroacoustics

With many superior features, Runge–Kutta discontinuous Galerkin method (RKDG), which adopts Discontinuous Galerkin method (DG) for space discretization and Runge–Kutta method (RK) for time integration, has been an attractive alternative to the finite difference based high-order Computational Aeroacoustics (CAA) approaches. However, when it comes to complex physical problems, especially the ones involving irregular geometries, the time step size of an explicit RK scheme is limited by the smallest grid size in the computational domain, demanding a high computational cost for obtaining time accurate numerical solutions in CAA. For computational efficiency, high-order RK method with nonuniform time step sizes on nonuniform meshes is developed in this paper. In order to ensure correct communication of solutions on the interfaces of grids with different time step sizes, the values at intermediate-stages of the Runge–Kutta time integration on the elements neighboring such interfaces are coupled with minimal dissipation and dispersion errors. Based upon the general form of an explicit p-stage RK scheme, a linear coupling procedure is proposed, with details on the coefficient matrices and execution steps at common time-levels and intermediate time-levels. Applications of the coupling procedures to Runge–Kutta schemes frequently used in simulation of fluid flow and acoustics are given, including the third-order TVD scheme, and low-storage low dissipation and low dispersion (LDDRK) schemes. In addition, an analysis on the stability of coupling procedures on a nonuniform grid is carried out. For validation, numerical experiments on one-dimensional and two-dimensional problems are presented to illustrate the stability and accuracy of proposed nonuniform time-step RKDG scheme, as well as the computational benefits it brings. Application to a one-dimensional nonlinear problem is also investigated.     

Stable and efficient finite-difference nonlinear-multigrid schemes for the phase field crystal equation

In this paper we present and compare two unconditionally energy stable finite-difference schemes for the phase field crystal equation. The first is a one-step scheme based on a convex splitting of a discrete energy by Wise et al. [S.M. Wise, C. Wang, J.S. Lowengrub, An energy stable and convergent finite-difference scheme for the phase field crystal equation, SIAM J. Numer. Anal., in press]. In this scheme, which is first order in time and second order in space, the discrete energy is non-increasing for any time step. The second scheme we consider is a new, fully second-order two-step algorithm. In the new scheme, the discrete energy is bounded by its initial value for any time step. In both methods, the equations at the implicit time level are nonlinear but represent the gradients of strictly convex functions and are thus uniquely solvable, regardless of time step-size. We solve the nonlinear equations using an efficient nonlinear multigrid method. Numerical simulations are presented and confirm the stability, efficiency and accuracy of the schemes.     

A multirate time integrator for regularized Stokeslets

The method of regularized Stokeslets is a numerical approach to approximating solutions of fluid–structure interaction problems in the Stokes regime. Regularized Stokeslets are fundamental solutions to the Stokes equations with a regularized point-force term that are used to represent forces generated by a rigid or elastic object interacting with the fluid. Due to the linearity of the Stokes equations, the velocity at any point in the fluid can be computed by summing the contributions of regularized Stokeslets, and the time evolution of positions can be computed using standard methods for ordinary differential equations. Rigid or elastic objects in the flow are usually treated as immersed boundaries represented by a collection of regularized Stokeslets coupled together by virtual springs which determine the forces exerted by the boundary in the fluid. For problems with boundaries modeled by springs with large spring constants, the resulting ordinary differential equations become stiff, and hence the time step for explicit time integration methods is severely constrained. Unfortunately, the use of standard implicit time integration methods for the method of regularized Stokeslets requires the solution of dense nonlinear systems of equations for many relevant problems. Here, an alternate strategy using an explicit multirate time integration scheme based on spectral deferred corrections is incorporated that in many cases can significantly decrease the computational cost of the method. The multirate methods are higher-order methods that treat different portions of the ODE explicitly with different time steps depending on the stiffness of each component. Numerical examples on two nontrivial three-dimensional problems demonstrate the increased efficiency of the multi-explicit approach with no significant increase in numerical error.     

Three-Step Predictor-Corrector of Exponential Fitting Method for Nonlinear Schroedinger Equations

We develop the three-step explicit and implicit schemes of exponential fitting methods. We use the three- step explicit exponential fitting scheme to predict an approximation, then use the three-step implicit exponential fitting scheme to correct this prediction. This combination is called the three-step predictor-corrector of exponential fitting method. The three-step predictor-corrector of exponential fitting method is applied to numerically compute the coupled nonlinear Schroedinger equation and the nonlinear Schroedinger equation with varying coefficients. The numerical results show that the scheme is highly accurate.     

A fully second order implicit/explicit time integration technique for hydrodynamics plus nonlinear heat conduction problems

We present a fully second order implicit/explicit time integration technique for solving hydrodynamics coupled with nonlinear heat conduction problems. The idea is to hybridize an implicit and an explicit discretization in such a way to achieve second order time convergent calculations. In this scope, the hydrodynamics equations are discretized explicitly making use of the capability of well-understood explicit schemes. On the other hand, the nonlinear heat conduction is solved implicitly. Such methods are often referred to as IMEX methods [2], [1], [3]. The Jacobian-Free Newton Krylov (JFNK) method (e.g. [10], [9]) is applied to the problem in such a way as to render a nonlinearly iterated IMEX method. We solve three test problems in order to validate the numerical order of the scheme. For each test, we established second order time convergence. We support these numerical results with a modified equation analysis (MEA) [21], [20]. The set of equations studied here constitute a base model for radiation hydrodynamics.     

A multistep flux-corrected transport scheme

A multistep flux-corrected transport (MFCT) scheme is developed to achieve conservative and monotonic tracer transports for multistep dynamical cores. MFCT extends Zalesak two-time level scheme to any multistep time-differencing schemes by including multiple high-order fluxes in the antidiffusive flux, while computing the two-time level low-order monotone solution. The multistep time-differencing scheme used in this study is the third-order Adams–Bashforth (AB3) scheme implemented in a finite-volume icosahedral shallow-water model. The accuracy of AB3 MFCT is quantified by the shape-preserving advection experiments in non-divergent flow, as well as a cosine bell whose shape changes during advection in shear flow. AB3 MFCT has been shown to be insensitive to time step size. This make AB3 MFCT an attractive transport scheme for explicit high resolution model applications with small time step. MFCT is tested in shallow-water model simulations to demonstrate that the use of MFCT maintains positive-definite tracer transport, while at the same time conserving both fluid mass and tracer mass within round-off errors in the AB3 dynamic core.     

非结构网格上的B-B单方程模型湍流计算

研究如何在非结构网格上进行Navier Stokes(N-S)方程湍流计算.采用格心有限体积方法离散N-S方程.为了适应非结构网格,计算所用的湍流模型特别选用Baldwin Barth(B-B)单方程模型.此模型由一个单一的具有源项的对流扩散方程组成.为了能在非结构网格上求解B B单方程模型,提出一显式有限体积格式,并直接对带源项的格式进行稳定性分析,得到了相应的时间步长限制条件.最后以平板、RAE 2822翼型、多段翼型绕流等数值算例验证了计算方法的有效性.     

A mixed implicit–explicit finite difference scheme for heat transport in magnetised plasmas

An explicit/implicit domain decomposition method is applied to the time-dependent heat-conduction problem in a 2-d, strongly anisotropic medium (a magnetised plasma), using a formulation of the spatial derivatives which avoids the pollution of perpendicular by parallel heat fluxes. The time-stepping at the sub-domain boundaries is done using a DuFort–Frankel scheme, which leads to a time step limit given not by instabilities, but by the damping rate of numerical oscillations driven by inconsistencies in the formulation of initial conditions or the temporal variations in the true physical solution. These limitations can be minimized, however, by aligning the subdomain boundaries as much as possible with magnetic flux surfaces. The time step limit depends on the ratio of the implicit grid spacing to the distance between subdomain boundaries (DuFort–Frankel lines in 2-d, surfaces in 3-d).     

An unconditionally stable fully conservative semi-Lagrangian method

Semi-Lagrangian methods have been around for some time, dating back at least to [3]. Researchers have worked to increase their accuracy, and these schemes have gained newfound interest with the recent widespread use of adaptive grids where the CFL-based time step restriction of the smallest cell can be overwhelming. Since these schemes are based on characteristic tracing and interpolation, they do not readily lend themselves to a fully conservative implementation. However, we propose a novel technique that applies a conservative limiter to the typical semi-Lagrangian interpolation step in order to guarantee that the amount of the conservative quantity does not increase during this advection. In addition, we propose a new second step that forward advects any of the conserved quantity that was not accounted for in the typical semi-Lagrangian advection. We show that this new scheme can be used to conserve both mass and momentum for incompressible flows. For incompressible flows, we further explore properly conserving kinetic energy during the advection step, but note that the divergence free projection results in a velocity field which is inconsistent with conservation of kinetic energy (even for inviscid flows where it should be conserved). For compressible flows, we rely on a recently proposed splitting technique that eliminates the acoustic CFL time step restriction via an incompressible-style pressure solve. Then our new method can be applied to conservatively advect mass, momentum and total energy in order to exactly conserve these quantities, and remove the remaining time step restriction based on fluid velocity that the original scheme still had.     

The element level time domain (ELTD) method for the analysis of nano-optical systems: I. Nondispersive media

We study a 3-dimensional, dual-field, fully explicit method for the solution of Maxwell's equations in the time domain on unstructured, tetrahedral grids. The algorithm uses the element level time domain (ELTD) discretization of the electric and magnetic vector wave equations. In particular, the suitability of the method for the numerical analysis of nanometer structured systems in the optical region of the electromagnetic spectrum is investigated. The details of the theory and its implementation as a computer code are introduced and its convergence behavior as well as conditions for stable time domain integration is examined. Here, we restrict ourselves to non-dispersive dielectric material properties since dielectric dispersion will be treated in a subsequent paper. Analytically solvable problems are analyzed in order to benchmark the method. Eventually, a dielectric microlens is considered to demonstrate the potential of the method. A flexible method of 2nd order accuracy is obtained that is applicable to a wide range of nano-optical configurations and can be a serious competitor to more conventional finite difference time domain schemes which operate only on hexahedral grids. The ELTD scheme can resolve geometries with a wide span of characteristic length scales and with the appropriate level of detail, using small tetrahedra where delicate, physically relevant details must be modeled.