Arbitrary high-order linearly implicit energy-preserving algorithms for Hamiltonian PDEs

In this paper, we present a novel strategy to systematically construct linearly implicit energy-preserving schemes with arbitrary order of accuracy for Hamiltonian PDEs. Such a novel strategy is based on the newly developed exponential scalar auxiliary variable (ESAV) approach that can remove the bounded-from-below restriction of nonlinear terms in the Hamiltonian functional and provides a totally explicit discretization of the auxiliary variable without computing extra inner products. So it is more effective and applicable than the traditional scalar auxiliary variable (SAV) approach. To achieve arbitrary high-order accuracy and energy preservation, we utilize symplectic Runge-Kutta methods for both solution variables and the auxiliary variable, where the values of the internal stages in nonlinear terms are explicitly derived via an extrapolation from numerical solutions already obtained in the preceding calculation. A prediction-correction strategy is proposed to further improve the accuracy. Fourier pseudo-spectral method is then employed to obtain fully discrete schemes. Compared with the SAV schemes, the solution variables and the auxiliary variable in these ESAV schemes are now decoupled. Moreover, when the linear terms have constant coefficients, the solution variables can be explicitly solved by using the fast Fourier transform. Numerical experiments are carried out for three Hamiltonian PDEs to demonstrate the efficiency and conservation of the ESAV schemes.

     

四阶抛物偏微分方程的H1-Galerkin混合元方法及数值模拟

到目前为止, H¹-Galerkin 混合有限元方法研究的问题仅局限于二阶发展方程. 然而对于高阶发展方程, 特别是重要的四阶发展方程问题的研究却没有出现. 本文首次提出四阶发展方程的H¹-Galerkin 混合有限元方法, 为了给出理论分析的需要, 我们考虑四阶抛物型发展方程. 通过引进三个适当的中间辅助变量, 形成四个一阶方程组成的方程组系统, 提出四阶抛物型方程的H¹-Galerkin 混合有限元方法. 得到了一维情形下的半离散和全离散格式的最优收敛阶误差估计和多维情形的半离散格式误差估计, 并采用迭代方法证明了全离散格式的稳定性. 最后, 通过数值例子验证了提出算法的可行性. 在一维情况下我们能够同时得到未知纯量函数、一阶导数、负二阶导数和负三阶导数的最优逼近解, 这一点是以往混合元方法所不能得到的.     

Entropy stable shock capturing space–time discontinuous Galerkin schemes for systems of conservation laws

We present a streamline diffusion shock capturing spacetime discontinuous Galerkin (DG) method to approximate nonlinear systems of conservation laws in several space dimensions. The degrees of freedom are in terms of the entropy variables and the numerical flux functions are the entropy stable finite volume fluxes. We show entropy stability of the (formally) arbitrarily high order accurate method for a general system of conservation laws. Furthermore, we prove that the approximate solutions converge to the entropy measure valued solutions for nonlinear systems of conservation laws. Convergence to entropy solutions for scalar conservation laws and for linear symmetrizable systems is also shown. Numerical experiments are presented to illustrate the robustness of the proposed schemes.     

EFFICIENT LINEAR SCHEMES WITH UNCONDITIONAL ENERGY STABILITY FOR THE PHASE FIELD MODEL OF SOLID-STATE DEWETTING PROBLEMS

In this paper, we study linearly first and second order in time, uniquely solvable and unconditionally energy stable numerical schemes to approximate the phase field model of solid-state dewetting problems based on the novel "scalar auxiliary variable" (SAV) approach, a new developed efficient and accurate method for a large class of gradient flows. The schemes are based on the first order Euler method and the second order backward differential formulas (BDF2) for time discretization, and finite element methods for space discretization. The proposed schemes are proved to be unconditionally stable and the discrete equations are uniquely solvable for all time steps. Various numerical experiments are presented to validate the stability and accuracy of the proposed schemes.     

Emergence of a common generalized synchronization manifold in network motifs of structurally different time-delay systems

We point out the existence of a transition from partial to global generalized synchronization (GS) in symmetrically coupled structurally different time-delay systems of different orders using the auxiliary system approach and the mutual false nearest neighbor method. The present authors have recently reported that there exists a common GS manifold even in an ensemble of structurally nonidentical scalar time-delay systems with different fractal dimensions and shown that GS occurs simultaneously with phase synchronization (PS). In this paper we confirm that the above result is not confined just to scalar one-dimensional time-delay systems alone but there exists a similar type of transition even in the case of time-delay systems with different orders. We calculate the maximal transverse Lyapunov exponent to evaluate the asymptotic stability of the complete synchronization manifold of each of the main and the corresponding auxiliary systems, which in turn ensures the stability of the GS manifold between the main systems. Further we estimate the correlation coefficient and the correlation of probability of recurrence to establish the relation between GS and PS. We also calculate the mutual false nearest neighbor parameter which doubly confirms the occurrence of the global GS manifold.     

极坐标系下非分裂PML及时域有限元实现

在弹性波传播的数值模拟中,吸收边界被广泛应用于截取有限空间进行无限空间问题的分析.完全匹配层（perfect matched layer, PML）吸收边界较其他吸收边界条件具有更优越的吸收性能,已被成功应用于直角坐标系下的弹性波方程正演模拟.考虑极坐标系下二阶弹性波动方程,通过采用辅助函数的方法,提出了一种非分裂格式的完全匹配层吸收边界条件.并且基于Galerkin近似技术,给出了非对称以及轴对称条件下的时域有限元计算格式.通过数值算例分析了该极坐标系下分裂格式的完全匹配层吸收边界的有效性.     

Boosting the accuracy of finite difference schemes via optimal time step selection and non-iterative defect correction

In this article, we present a unified analysis of the simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations (PDEs) by optimally selecting the time step used to advance the numerical solution and adding defect correction terms in a non-iterative manner. The power of the technique, which is applicable to time dependent, semilinear, scalar PDEs where the leading-order spatial derivative has a constant coefficient, is its ability to increase the accuracy of formally low-order finite difference schemes without major modification to the basic numerical algorithm. Through straightforward numerical analysis arguments, we explain the origin of the boost in accuracy and estimate the computational cost of the resulting numerical method. We demonstrate the utility of optimal time step (OTS) selection combined with non-iterative defect correction (NIDC) on several different types of finite difference schemes for a wide array of classical linear and semilinear PDEs in one and more space dimensions on both regular and irregular domains.     

An exact far-field inversion for the Born approximation and plane wave decompositions for Hankel functions

We consider the Born approximation (representative for first-order approximations) of the scattering problem for the scalar Helroholtz equation with a fixed real-valued free-space wavenumber and a complex-valued compactly supported potential. The boundary condition is the Sommerfeld radiation condition. We derive an exact series-integral representation of the potential from the Fourier coefficients of its far-field pattern, suitable for discussion of the connected stability problem. Furthermore we stress the connection between this representation and some plane wave decompositions for Hankel functions. Without loss of generality we restrict ourselves to the case of two space dimensions.     

An auxiliary space preconditioner for linear elasticity based on the generalized finite element method

We construct and analyze a preconditioner of the linear elasticity system discretized by conforming linear finite elements in the framework of the auxiliary space method. The auxiliary space preconditioner is based on two auxiliary spaces corresponding to discretizations of the scalar Poisson equation by linear finite elements and the generalized finite element method. Copyright © 2011 John Wiley & Sons, Ltd.     

Mixed Discontinuous Galerkin Time-Stepping Method for Linear Parabolic Optimal Control Problems

In this paper, we discuss the mixed discontinuous Galerkin (DG) finite element approximation to linear parabolic optimal control problems. For the state variables and the co-state variables, the discontinuous finite element method is used for the time discretization and the Raviart-Thomas mixed finite element method is used for the space discretization. We do not discretize the space of admissible control but implicitly utilize the relation between co-state and control for the discretization of the control. We derive a priori error estimates for the lowest order mixed DG finite element approximation. Moveover, for the element of arbitrary order in space and time, we derive a posteriori $L^2(0, T ;L^2(Ω))$ error estimates for the scalar functions, assuming that only the underlying mesh is static. Finally, we present an example to confirm the theoretical result on a priori error estimates.     

Multivariate Normal Slice Sampling

By introducing auxiliary variables, the traditional Markov chain Monte Carlo method can be improved in certain cases by implementing a “slice sampler.” In the current literature, this sampling technique is used to sample from multivariate distributions with both single and multiple auxiliary variables. When the latter is employed, it generally updates one component at a time.

In this article, we propose two variations of a new multivariate normal slice sampling method that uses multiple auxiliary variables to perform multivariate updating. These methods are flexible enough to allow for truncation to a rectangular region and/or exclusion of any n-dimensional hyper-quadrant. We present results of our methods and existing state-of-the-art slice samplers by comparing efficiency and accuracy. We find that we can generate approximately iid samples at a rate that is more efficient than other methods that update all dimensions at once. Supplemental materials are available online.     

Convergence of higher order upwind finite volume schemes on unstructured grids for scalar conservation laws in several space dimensions

Summary. We prove convergence of a class of higher order upwind finite volume schemes on unstructured grids for scalar conservation laws in several space dimensions. The result is applied to the discontinuous Galerkin method due to Cockburn, Hou and Shu. Received April 15, 1993 / Revised version received March 13, 1995     

Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model

In order to reduce computational burden and improve the convergence rate of identification algorithms, an auxiliary model based multi-innovation stochastic gradient (AM-MISG) algorithm is derived for the multiple-input single-output systems by means of the auxiliary model identification idea and multi-innovation identification theory. The basic idea is to replace the unknown outputs of the fictitious subsystems in the information vector with the outputs of the auxiliary models and to present an auxiliary model based stochastic gradient algorithm, and then to derive the AM-MISG algorithm by expanding the scalar innovation to innovation vector and introducing the innovation length. The simulation example shows that the proposed algorithms work quite well.     

Efficient energy-stable schemes for the hydrodynamics coupled phase-field model

In this article, several efficient and energy-stable semi–implicit schemes are presented for the Cahn–Hilliard phase-field model of two-phase incompressible flows. A scalar auxiliary variable (SAV) approach is implemented to solve the Cahn–Hilliard equation, while a splitting method based on pressure stabilization is used to solve the Navier–Stokes equation. At each time step, the schemes involve solving only a sequence of linear elliptic equations, and computations of the phase-field variable, velocity, and pressure are totally decoupled. A finite-difference method on staggered grids is adopted to spatially discretize the proposed time-marching schemes. We rigorously prove the unconditional energy stability for the semi-implicit schemes and the fully discrete scheme. Numerical results in both two and three dimensions are obtained, which demonstrate the accuracy and effectiveness of the proposed schemes. Using our numerical schemes, we compare the SAV, invariant energy quadratization (IEQ), and stabilization approaches. Bubble rising dynamics and coarsening dynamics are also investigated in detail. The results demonstrate that the SAV approach is more accurate than the IEQ approach and that the stabilization approach is the least accurate among the three approaches. The energy stability of the SAV approach appears to be better than that of the other approaches at large time steps.     

PARALLEL AUXILIARY SPACE AMG FOR H（curl） PROBLEMS

In this paper we review a number of auxiliary space based preconditioners for the second order definite and semi-definite Maxwell problems discretized with the lowest order Nedelec finite elements. We discuss the parallel implementation of the most promising of these methods, the ones derived from the recent Hiptmair-Xu （HX） auxiliary space decomposition [Hiptmair and Xu, SIAM J. Numer. Anal., 45 （2007）, pp. 2483-2509]. An extensive set of numerical experiments demonstrate the scalability of our implementation on large-scale H（curl） problems.     

Energy stability and convergence of the scalar auxiliary variable Fourier-spectral method for the viscous Cahn–Hilliard equation

In this paper, we develop two linear and unconditionally energy stable Fourier-spectral schemes for solving viscous Cahn–Hilliard equation based on the recently scalar auxiliary variable approach. The temporal discretizations are built upon the first-order Euler method and second-order Crank–Nicolson method, respectively. We carry out the energy stability and error analysis rigorously. Various classical numerical experiments are performed to validate the efficiency and accuracy of the proposed schemes.     

Exact local nonreflecting boundary conditions for time-dependent multiple scattering

In [2, 3] a nonreflecting boundary condition(NBC) for time-dependent multiple scattering was derived, which is local in time but nonlocal in space. Here, based on a high-order local nonreflecting boundary condition (NBC) for single scattering [4], we seek a local NBC for time-dependent multiple scattering, which is completely local both in space and time. To do so, we first develop a high order representation formula for a purely outgoing wave field, given its values and those of certain auxiliary functions needed for the artificial boundary condition. By combining that representation formula with a decomposition of the total scattered field into purely outgoing contributions, we obtain the first exact, completely local, NBC for time-dependent multiple scattering. The accuracy and stability of this local NBC is evaluated by coupling it to standard finite element and finite difference methods. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Implicit kinetic schemes for scalar conservation laws

Based on kinetic formulation for scalar conservation laws, we present implicit kinetic schemes. For time stepping these schemes require resolution of linear systems of algebraic equations. The scheme is conservative at steady states. We prove that if time marching procedure converges to some steady state solution, then the implicit kinetic scheme converges to some entropy steady state solution. We give sufficient condition of the convergence of time marching procedure. For scalar conservation laws with a stiff source term we construct a stiff numerical scheme with discontinuous artificial viscosity coefficients that ensure the scheme to be equilibrium conserving. We couple the developed implicit approach with the stiff space discretization, thus providing improved stability and equilibrium conservation property in the resulting scheme. Numerical results demonstrate high computational capabilities (stability for large CFL numbers, fast convergence, accuracy) of the developed implicit approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 26–43, 2002     

A SINGLE STEP SCHEME WITH HIGH ACCURACY FOR PARABOLIC PROBLEM

1 IntroductionConsider one-dimellsional parabolic problem in fl = (0, 1)and its weak formulatioll: find u(t) E S0 = {v 6 H'(fl), v(0) = 0} 8uch thatwhere the coefficients a(x) and b(x) are independent of t, Au = --(au')' ha, a(x) 2 ao > 0, b 20, and bilinear fOrm A(u, v) = fol(au'V' buv)dx i8 So-coercive, i.e. A(u, v) 2 ullu1li, u ESO, u > 0.Make in n = (0, 1) a subdivision: xo = 0 < x1 < x2 <.' < xn = 1. Set an elenlentry = (xj--l, xj), nddpoint xj--1/2 = (ry n--1)/2 and steplengt…