Hamilton系统下基于相位误差的精细辛算法

Hamilton系统是一类重要的动力系统，辛算法（如生成函数法、SRK法、SPRK法、多步法等）是针对Hamilton系统所设计的具有保持相空间辛结构不变或保Hamilton函数不变的算法.但是，时域上，同阶的辛算法与Runge-Kutta法具有相同的数值精度，即辛算法在计算过程中也存在相位误差，导致时域上解的数值精度不高.经过长时间计算后，计算结果在时域上也会变得“面目全非”.为了提高辛算法在时域上解的精度，将精细算法引入到辛差分格式中，提出了基于相位误差的精细辛算法（HPD-symplectic method），这种算法满足辛格式的要求，因此在离散过程中具有保Hamilton系统辛结构的优良特性.同时，由于精细化时间步长，极大地减小了辛算法的相位误差，大幅度提高了时域上解的数值精度，几乎可以达到计算机的精度，误差为O（10-13）.对于高低混频系统和刚性系统，常规的辛算法很难在较大的步长下同时实现对高低频精确仿真，精细辛算法通过精细计算时间步长，在大步长情况下，没有额外增加计算量，实现了高低混频的精确仿真.数值结果验证了此方法的有效性和可靠性.     

结构动力学方程的辛RK方法

针对有阻尼和外载荷的线性动力学常微分方程,给出了s级2s阶隐式Gauss-Legendre辛RK(Gauss-Legendre symplectic Runge-Kutta,GLSRK)方法的一种显式高效的执行格式,首次给出了Gauss-Legendre辛RK方法和经典RK方法(classical RK,CRK)的谱半径和单步相位误差的显式表达式,并将两者进行了比较.线性多自由度系统和非线性Rayleigh系统数值算例表明,对结构动力学系统而言,辛RK方法远比经典RK方法优越,在运动学特性和长时间数值模拟方面尤为明显.     

基于非线性相位恢复的X射线相位衬度断层成像算法

对全息测量下的X射线相位衬度断层成像问题提出了一种新的重建算法．该算法的主要想法是利用牛顿迭代法求解非线性的相位恢复问题．我们证明了牛顿方向满足的线性方程是非适定的,并利用共轭梯度法得到方程的正则化解．最后利用模拟数据进行了数值实验,数值结果验证了算法的合理性以及对噪声数据的数值稳定性,同时通过与线性化相位恢复算法的数值结果比较说明了新算法对探测数据不要求限制在Fresnel区域的近场,适用范围更广．     

求解大规模Hamilton矩阵特征问题的辛Lanczos算法的误差分析

对求解大规模稀疏Hamilton矩阵特征问题的辛Lanczos算法给出了舍入误差分析.分析表明辛Lanczos算法在无中断时,保Hamilton结构的限制没有破坏非对称Lanczos算法的本质特性.本文还讨论了辛Lanczos算法计算出的辛Lanczos向量的J一正交性的损失与Ritz值收敛的关系.结论正如所料,当某些Ritz值开始收敛时.计算出的辛Lanczos向量的J-正交性损失是必然的.以上结果对辛Lanczos算法的改进具有理论指导意义.     

无限维Hamilton系统稳态解的保结构算法

基于Hamilton变分原理和Bridges意义下的多辛积分理论,提出了保持无穷维Hamilton系统稳态解能流通量和动量通量的保结构分析方法.针对复杂的无穷维Hamilton系统的多辛对称形式,首先讨论了其稳态解所满足的对称形式的守恒律问题;随后,以一个典型的无穷维Hamilton系统——Zufiria方程为例,采用box离散格式,模拟了其稳态解,并验证了算法的保结构性能.研究结果显示:采用保结构算法能够较好地模拟无穷维Hamilton系统的稳态解,并保持了无穷维Hamilton系统稳态解的能流通量和动量通量两个重要力学参量.这一研究结果将为复杂无穷维Hamilton系统稳态解的数值分析提供新的途径.     

基于径向基逼近的KdV方程的无网格辛算法

基于径向基逼近理论,本文为KdV方程构造了一个无网格辛算法.首先借助径向基空间离散Hamilton函数以及Poisson括号,把KdV方程转化成一个有限维的Hamilton系统.然后用辛积分子离散有限维系统,得到辛算法.文章进一步讨论了所构造辛算法的收敛性和误差界.数值例子验证了理论分析.     

关于辛算法稳定性的若干注记

我们讨论辛算法的线性稳定性和非线性稳定性,从动力系统和计算的角度论述了研究辛算法的这两类稳定性问题的重要性,分析总结了相关重要结果.我们给出了解析方法的明确定义,证明了稳定函数是亚纯函数的解析辛方法是绝对线性稳定的.绝对线性稳定的辛方法既有解析方法（如Runge-Kutta辛方法）,也有非解析方法（如基于常数变易公式对线性部分进行指数积分而对非线性部分使用其它数值积分的方法）.我们特别回顾并讨论了R.I.McLachlan,S.K.Gray和S.Blanes,F.Casas,A.Murua等关于分裂算法的线性稳定性结果,如通过选取适当的稳定多项式函数构造具有最优线性稳定性的任意高阶分裂辛算法和高效共轭校正辛算法,这类经优化后的方法应用于诸如高振荡系统和波动方程等线性方程或者线性主导的弱非线性方程具有良好的数值稳定性.我们通过分析辛算法在保持椭圆平衡点的稳定性,能量面的指数长时间慢扩散和KAM不变环面的保持等三个方面阐述了辛算法的非线性稳定性,总结了相关已有结果.最后在向后误差分析基础上,基于一个自由度的非线性振子和同宿轨分析法讨论了辛算法的非线性稳定性,提出了一个新的非线性稳定性概念,目的是为辛算法提供一个实际可用的非线性稳定性判别法.     

一类非线性外问题的数值解法

本文利用FEM-BEM方法研究平面上一类非线性外问题数值方法, 给出了基于非线性人工边界条件的耦合问题收敛性结果和误差估计.数值算例验证了我们的理论分析结果. 最后, 我们提出求解其耦合问题的一种区域分解算法.     

求解分数阶延迟微分方程的卷积Runge-Kutta方法

本文利用强A-稳定Runge-Kutta方法求解一类非线性分数阶延迟微分方程初值问题,并给出了算法的稳定性和误差分析.数值算例验证算法的有效性及其相关理论结果.     

一类强色散DGH方程的多辛普雷斯曼格式

DGH方程作为一类重要的非线性水波方程有着许多广泛的应用前景.基于Hamilton系统的多辛理论研究了一类强色散DGH方程的数值解法,利用多辛普雷斯曼方法构造了一种典型的半隐式的多辛格式.分析了该格式的局部能量和动量守恒律误差,并给出了数值算例.数值算例结果表明该多辛离散格式具有较好的长时间数值稳定性.     

High‐order energy‐preserving schemes for the improved Boussinesq equation

This article proposes a class of high‐order energy‐preserving schemes for the improved Boussinesq equation. To derive the energy‐preserving schemes, we first discretize the improved Boussinesq equation by Fourier pseudospectral method, which leads to a finite‐dimensional Hamiltonian system. Then, the obtained semidiscrete system is solved by Hamiltonian boundary value methods, which is a newly developed class of energy‐preserving methods. The proposed schemes can reach spectral precision in space, and in time can reach second‐order, fourth‐order, and sixth‐order accuracy, respectively. Moreover, the proposed schemes can conserve the discrete mass and energy to within machine precision. Furthermore, to show the efficiency and accuracy of the proposed methods, the proposed methods are compared with the finite difference methods and the finite volume element method. The results of several numerical experiments are given for the propagation of the single solitary wave, the interaction of two solitary waves and the wave break‐up.     

Efficient structure‐preserving schemes for good Boussinesq equation

The good Boussinesq equation is endowed with symplectic conservation law and energy conservation law. In this paper, some new highly efficient structure‐preserving methods for the good Boussinesq equation are proposed by improving the standard finite difference method (FDM). The new methods only use and calculate values at the odd (or even) nodes to reduce the computational cost. We call this kind of methods odd‐even method (OEM). Numerical results show that the OEM and the standard FDM have nearly the same numerical errors under the same mesh partition. However, the OEM is much more efficient than the standard FDM, such as the consumed CPU time and occupied memory.     

On the conservativeness of two-stage symmetric-symplectic Runge-Kutta methods and the Störmer-Verlet method

In the present paper, we discuss the problem on the total energy conservation for the numerical solution of the Cauchy problem for the equations of classical molecular dynamics by symplectic and symmetric methods. We consider the methods from a one-parameter family of two-stage symmetric-symplectic Runge-Kutta methods and the Störmer-Verlet method. In particular, we show that a numerical algorithm preserving the total energy of the system on the approximate solutions of the model Cauchy problem almost on the entire trajectory can be constructed on the basis of the one-parameter family of two-stage symmetric-symplectic Runge-Kutta methods.     

A linear energy and entropy-production-rate preserving scheme for thermodynamically consistent crystal growth models

We present a linear, second order, energy and entropy-production-rate preserving scheme for a thermodynamically consistent phase field model for dentritic crystal growth, combining an energy quadratization strategy with the finite element method. The scheme can be decomposed into a series of Poisson equations for efficient numerical implementations. Numerical tests are carried out to verify the accuracy of the scheme and simulations are conducted to demonstrate the effectiveness of the scheme on benchmark examples.     

On the multiple hyperbolic systems modelling phase transformation kinetics

We discuss Cahn’s time cone method modelling phase transformation kinetics. The model equation by the time cone method is an integral equation in the space-time region. First, we reduce it to a system of hyperbolic equations, and in the case of odd spatial dimensions, the reduced system is a multiple hyperbolic equation. Next, we propose a numerical method for such a hyperbolic system. By means of alternating direction implicit methods, numerical simulations for practical forward problems are implemented with satisfactory accuracy and efficiency. In particular, in the three dimensional case, our numerical method on the basis of reduced multiple hyperbolic equation is fast.     

Analysis of finite element approximations of a phase field model for two-phase fluids

This paper studies a phase field model for the mixture of two immiscible and incompressible fluids. The model is described by a nonlinear parabolic system consisting of the nonstationary Stokes equations coupled with the Allen-Cahn equation through an extra phase induced stress term in the Stokes equations and a fluid induced transport term in the Allen-Cahn equation. Both semi-discrete and fully discrete finite element methods are developed for approximating the parabolic system. It is shown that the proposed numerical methods satisfy a discrete energy law which mimics the basic energy law for the phase field model. Error estimates are derived for the semi-discrete method, and the convergence to the phase field model and to its sharp interface limiting model are established for the fully discrete finite element method by making use of the discrete energy law. Numerical experiments are also presented to validate the theory and to show the effectiveness of the combined phase field and finite element approach.

     

Practical estimation of a splitting parameter for a spectral method for the ternary Cahn–Hilliard system with a logarithmic free energy

We propose a practical estimation of a splitting parameter for a spectral method for the ternary Cahn–Hilliard system with a logarithmic free energy. We use Eyre's convex splitting scheme for the time discretization and a Fourier spectral method for the space variables. Given an absolute temperature, we find composition values that make the total free energy be minimum. Then, we find the splitting parameter value that makes the two split homogeneous free energies be convex on the neighborhood of the local minimum concentrations. For general use, we also propose a sixth‐order polynomial approximation of the minimum concentration and derive a useful formula for the practical estimation of the splitting parameter in terms of the absolute temperature. The numerical tests are phase separation and total energy decrease with different temperature values. The linear stability analysis shows a good agreement between the exact and numerical solutions with an optimal value s. Various computational experiments confirm that the proposed splitting parameter estimation gives stable numerical results. Copyright © 2016 John Wiley & Sons, Ltd.     

Efficient unconditionally stable numerical schemes for a modified phase field crystal model with a strong nonlinear vacancy potential

We consider numerical approximations for a modified phase field crystal model with a strong nonlinear vacancy potential. Based on the invariant energy quadratization approach and stabilized strategies, we develop linear, unconditionally energy stable numerical schemes using the first-order Euler method, the second-order backward differentiation formulas and the second-order Crank–Nicolson method, respectively. We rigorously prove the unconditional energy stability, the mass conservation of these three numerical schemes and carry out error estimates in time for the first-order numerical scheme. Various numerical experiments in 2D and 3D are carried out to validate the accuracy, energy stability, mass conservation, and efficiency of the proposed schemes.     

Error Analysis of SAV Finite Element Method to Phase Field Crystal Model

In this paper, we construct and analyze an energy stable scheme by combining the latest developed scalar auxiliary variable (SAV) approach and linear finite element method (FEM) for phase field crystal (PFC) model, and show rigorously that the scheme is first-order in time and second-order in space for the $L^2$ and $H^{-1}$ gradient flow equations. To reduce efficiently computational cost and capture accurately the phase interface, we give a simple adaptive strategy, equipped with a posteriori gradient estimator, i.e., $L^2$ norm of the recovered gradient. Extensive numerical experiments are presented to verify our theoretical results and to demonstrate the effectiveness and accuracy of our proposed method.     

Cahn-Hilliard方程的高阶保能量散逸性方法

能量散逸性是物理和力学中某些微分方程一项重要的物理特性.构造精确地保持微分方程能量散逸性的数值格式对模拟具有能量散逸性的微分方程具有重要的意义.本文利用四阶平均向量场方法和傅里叶谱方法构造了Cahn-Hilliard方程高阶保能量散逸性格式.数值结果表明高阶保能量散逸性格式能很好地模拟Cahn-Hilliard方程在不同初始条件下解的行为,并且很好地保持了Cahn-Hilliard方程的能量散逸特性.