Optimized higher order time discretization of second order hyperbolic problems: Construction and numerical study

We investigate explicit higher order time discretizations of linear second order hyperbolic problems. We study the even order (2m) schemes obtained by the modified equation method. We show that the corresponding CFL upper bound for the time step remains bounded when the order of the scheme increases. We propose variants of these schemes constructed to optimize the CFL condition. The corresponding optimization problem is analyzed in detail. The optimal schemes are validated through various numerical results.     

Hamiltonian Interpolation of Splitting Approximations for Nonlinear PDEs

We consider a wide class of semilinear Hamiltonian partial differential equations and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical trajectory remains at least uniformly integrable with respect to an eigenbasis of the linear operator (typically the Fourier basis). We show the existence of a modified interpolated Hamiltonian equation whose exact solution coincides with the discrete flow at each time step over a long time. While for standard splitting or implicit–explicit schemes, this long time depends on a cut-off condition in the high frequencies (CFL condition), we show that it can be made exponentially large with respect to the step size for a class of modified splitting schemes.     

A Study on CFL Conditions for the DG Solution of Conservation Laws on Adaptive Moving Meshes

The selection of time step plays a crucial role in improving stability and efficiency in the Discontinuous Galerkin (DG) solution of hyperbolic conservation laws on adaptive moving meshes that typically employs explicit stepping. A commonly used selection of time step is a direct extension based on Courant-Friedrichs-Levy (CFL) conditions established for fixed and uniform meshes. In this work, we provide a mathematical justification for those time step selection strategies used in practical adaptive DG computations. A stability analysis is presented for a moving mesh DG method for linear scalar conservation laws. Based on the analysis, a new selection strategy of the time step is proposed, which takes into consideration the coupling of the $α$-function (that is related to the eigenvalues of the Jacobian matrix of the flux and the mesh movement velocity) and the heights of the mesh elements. The analysis also suggests several stable combinations of the choices of the $α$-function in the numerical scheme and in the time step selection. Numerical results obtained with a moving mesh DG method for Burgers' and Euler equations are presented. For comparison purpose, numerical results obtained with an error-based time step-size selection strategy are also given.     

On error estimates of an exponential wave integrator sine pseudospectral method for the Klein–Gordon–Zakharov system

In this article, we propose an exponential wave integrator sine pseudospectral (EWI‐SP) method for solving the Klein–Gordon–Zakharov (KGZ) system. The numerical method is based on a Deuflhard‐type exponential wave integrator for temporal integrations and the sine pseudospectral method for spatial discretizations. The scheme is fully explicit, time reversible and very efficient due to the fast algorithm. Rigorous finite time error estimates are established for the EWI‐SP method in energy space with no CFL‐type conditions which show that the method has second order accuracy in time and spectral accuracy in space. Extensive numerical experiments and comparisons are done to confirm the theoretical studies. Numerical results suggest the EWI‐SP allows large time steps and mesh size in practical computing. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 266–291, 2016     

A linearized Crank–Nicolson Galerkin FEMs for the nonlinear fractional Ginzburg–Landau equation

In this paper, we study a linearized Crank–Nicolson Galerkin finite element method for solving the nonlinear fractional Ginzburg–Landau equation. The boundedness, existence and uniqueness of the numerical solution are studied in details. Then we prove that the optimal error estimates hold unconditionally, in the sense that no restriction on the size of the time step in terms of the spatial mesh size needs to be assumed. Finally, numerical tests are investigated to support our theoretical analysis.     

A quadratic b-spline based isogeometric analysis of transient wave propagation problems with implicit time integration method

A uniform quadratic b-spline isogeometric element is exclusively considered for wave propagation problem with the use of desirable implicit time integration scheme. A generalized numerical algorithm is proposed for dispersion analysis of one-dimensional (1-D) and two-dimensional (2-D) wave propagation problems where the quantified influence of the defined CFL number on wave velocity error is analyzed and obtained. Meanwhile, the optimal CFL (Courant–Friedrichs–Lewy) number for the proposed 1-D and 2-D problems is suggested. Four representative numerical simulations confirm the effectiveness of the proposed method and the correctness of dispersion analysis when appropriate spatial element size and time increment are adopted. The desirable computation efficiency of the proposed isogeometric method was confirmed by conducting time cost and calculation accuracy analysis of a 2-D numerical example where the referred FEM was also tested for comparison.     

Convergence of a continuous Galerkin method with mesh modification for nonlinear wave equations

We consider space-time continuous Galerkin methods with mesh modification in time for semilinear second order hyperbolic equations. We show a priori estimates in the energy norm without mesh conditions. Under reasonable assumptions on the choice of the spatial mesh in each time step we show optimal order convergence rates. Estimates of the jump in the Riesz projection in two successive time steps are also derived.

     

Stability and convergence of fully discrete finite element schemes for the acoustic wave equation

In this paper, we investigate the stability and convergence of some fully discrete finite element schemes for solving the acoustic wave equation where a discontinuous Galerkin discretization in space is used. We first review and compare conventional time-stepping methods for solving the acoustic wave equation. We identify their main properties and investigate their relationship. The study includes the Newmark algorithm which has been used extensively in applications. We present a rigorous stability analysis based on the energy method and derive sharp stability results covering some well-known CFL conditions. A convergence analysis is carried out and optimal a priori error estimates are obtained. For sufficiently smooth solutions, we demonstrate that the maximal error in the L ²-norm error over a finite time interval converges optimally as O(h ^p+1+??t ^s ), where p denotes the polynomial degree, s=1 or 2, h the mesh size, and ??t the time step.     

A two-grid finite element method for the Allen-Cahn equation with the logarithmic potential

In this paper, we present a two-grid finite element method for the Allen-Cahn equation with the logarithmic potential. This method consists of two steps. In the first step, based on a fully implicit finite element method, the Allen-Cahn equation is solved on a coarse grid with mesh size H. In the second step, a linearized system whose nonlinear term is replaced by the value of the first step is solved on a fine grid with mesh size h. We give the energy stabilities of the traditional finite element method and the two-grid finite element method. The optimal convergence order of the two-grid finite element method in H¹ norm is achieved when the mesh sizes satisfy h = O(H²). Numerical examples are given to demonstrate the validity of the proposed scheme. The results show that the two-grid method can save the CPU time while keeping the same convergence rate.     

离散的Burgers-Ginzburg-Landau方程组的吸引子

文章通过对空间变量的有限差分方法离散了具有周期边值的Ｂｕｒｇｅｒｓ Ｇｉｎｚｂｕｒｇ Ｌａｎｄａｕ方程组．研究了这个离散方程组初值问题解的适定性．证明了当差分网格足够大时离散方程组存在吸引子，并得到了吸引子的Ｈａｕｓｄｏｒｆｆ维数和分形维数的上界估计．这个上界不会随着网格的加细而无限增大，因此数值分析离散的有限维系统的吸引子可以近似探讨原无限维系统的吸引子．     

Implicit–explicit schemes for nonlinear nonlocal equations with a gradient flow structure in one space dimension

Nonlinear convection–diffusion equations with nonlocal flux and possibly degenerate diffusion arise in various contexts including interacting gases, porous media flows, and collective behavior in biology. Their numerical solution by an explicit finite difference method is costly due to the necessity of discretizing a local spatial convolution for each evaluation of the convective numerical flux, and due to the disadvantageous Courant–Friedrichs–Lewy (CFL) condition incurred by the diffusion term. Based on explicit schemes for such models devised in the study of Carrillo et al. a second‐order implicit–explicit Runge–Kutta (IMEX‐RK) method can be formulated. This method avoids the restrictive time step limitation of explicit schemes since the diffusion term is handled implicitly, but entails the necessity to solve nonlinear algebraic systems in every time step. It is proven that this method is well defined. Numerical experiments illustrate that for fine discretizations it is more efficient in terms of reduction of error versus central processing unit time than the original explicit method. One of the test cases is given by a strongly degenerate parabolic, nonlocal equation modeling aggregation in study of Betancourt et al. This model can be transformed to a local partial differential equation that can be solved numerically easily to generate a reference solution for the IMEX‐RK method, but is limited to one space dimension.     

Numerical analysis of heat and moisture transport with a finite difference method

In this article, we study a system of nonlinear parabolic partial differential equations arising from the heat and moisture transport through textile materials with phase change. A splitting finite difference method with semi‐implicit Euler scheme in time direction is proposed for solving the system of equations. We prove the existence and uniqueness of a classical positive solution to the parabolic system as well as the existence and uniqueness of a positive solution to the splitting finite difference system. We provide optimal error estimates for the splitting finite difference system under the condition that the mesh size and time step size are smaller than a positive constant which solely depends upon the physical parameters involved. Numerical results are presented to confirm our theoretical analysis. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

On the long‐time stability of the Crank–Nicolson scheme for the 2D Navier–Stokes equations

In this article we study the stability for all positive time of the Crank–Nicolson scheme for the two‐dimensional Navier–Stokes equations. More precisely, we consider the Crank–Nicolson time discretization together with a general spatial discretization, and with the aid of the discrete Gronwall lemma and of the discrete uniform Gronwall lemma we prove that the numerical scheme is stable, provided a CFL‐type condition is satisfied. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

Unconditionally Optimal Error Analysis of the Second-Order BDF Finite Element Method for the Kuramoto-Tsuzuki Equation

This paper aims to study a second-order semi-implicit BDF finite element scheme for the Kuramoto-Tsuzuki equations in two dimensional and three dimensional spaces. The proposed scheme is stable and the nonlinear term is linearized by the extrapolation technique. Moreover, we prove that the error estimate in $L^2$-norm is unconditionally optimal which means that there has not any restriction on the time step and the mesh size. Finally, numerical results are displayed to illustrate our theoretical analysis.     

A Time Finite Element Method Based on the Generalized Variational Calculus

In this contribution, a new finite element method in the temporal domain is presented, in which the time step size is introduced as an additional variable. Thus, the variation of the time integral of the Lagrangean resulting from Hamilton's principle has to be carried out with respect to the rules of the generalized variational calculus. Apart from the usual time integral of the Euler‐Lagrange differential equations, the so‐called transversality condition is obtained as an additional result representing a time‐boundary term, which is used to obtain an optimal step size in the time domain.     

A stabilized multi-level method for non-singular finite volume solutions of the stationary 3D Navier–Stokes equations

This paper proposes and analyzes a stabilized multi-level finite volume method (FVM) for solving the stationary 3D Navier?CStokes equations by using the lowest equal-order finite element pair without relying on any solution uniqueness condition. This multi-level stabilized FVM consists of solving the nonlinear problem on the coarsest mesh and then performing one Newton correction step on each subsequent mesh, thus only solving a large linear system. An optimal convergence rate for the finite volume approximations of nonsingular solutions is first obtained with the same order as that for the usual finite element solution by using a relationship between the stabilized FVM and a stabilized finite element method. Then the multi-level finite volume approximate solution is shown to have a convergence rate of the same order as that of the stabilized finite volume solution of the stationary Navier?CStokes equations on a fine mesh with an appropriate choice of the mesh size: ${ h_{j} ~ h_{j-1}^{2}, j = 1,\ldots, J}$ . Finally, numerical results presented validate our theoretical findings.     

Local discontinuous Galerkin methods with explicit Runge‐Kutta time marching for nonlinear carburizing model

A fully discrete local discontinuous Galerkin (LDG) method coupled with 3 total variation diminishing Runge‐Kutta time‐marching schemes, for solving a nonlinear carburizing model, will be analyzed and implemented in this paper. On the basis of a suitable numerical flux setting in the LDG method, we obtain the optimal error estimate for the Runge‐Kutta–LDG schemes by energy analysis, under the condition τ ≤ λh², where h and τ are mesh size and time step, respectively, λ is a positive constant independent of h. Numerical experiments are presented to verify the accuracy and capability of the proposed schemes. For the carburizing diffusion processes of steel and the diffusion simulation for Cu‐Ni system, the numerical results show good agreement with the experimental results.     

Maximum principle for the finite element solution of time‐dependent anisotropic diffusion problems

Preservation of the maximum principle is studied for the combination of the linear finite element method in space and the θ ‐method in time for solving time‐dependent anisotropic diffusion problems. It is shown that the numerical solution satisfies a discrete maximum principle when all element angles of the mesh measured in the metric specified by the inverse of the diffusion matrix are nonobtuse, and the time step size is bounded below and above by bounds proportional essentially to the square of the maximal element diameter. The lower bound requirement can be removed when a lumped mass matrix is used. In two dimensions, the mesh and time step conditions can be replaced by weaker Delaunay‐type conditions. Numerical results are presented to verify the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A discontinuous Galerkin method for time fractional diffusion equations with variable coefficients

We propose a piecewise-linear, time-stepping discontinuous Galerkin method to solve numerically a time fractional diffusion equation involving Caputo derivative of order μ ∈ (0, 1) with variable coefficients. For the spatial discretization, we apply the standard continuous Galerkin method of total degree ≤ 1 on each spatial mesh elements. Well-posedness of the fully discrete scheme and error analysis will be shown. For a time interval (0, T) and a spatial domain Ω, our analysis suggest that the error in \(L^{2}\left ((0,T),L^{2}({\Omega })\right )\)-norm is \(O(k^{2-\frac {\mu }{2}}+h^{2})\) (that is, short by order \(\frac {\mu }{2}\) from being optimal in time) where k denotes the maximum time step, and h is the maximum diameter of the elements of the (quasi-uniform) spatial mesh. However, our numerical experiments indicate optimal O(k² + h²) error bound in the stronger \(L^{\infty }\left ((0,T),L^{2}({\Omega })\right )\)-norm. Variable time steps are used to compensate the singularity of the continuous solution near t = 0.     

Error and extrapolation of a compact LOD method for parabolic differential equations

This paper is concerned with a compact locally one-dimensional (LOD) finite difference method for solving two-dimensional nonhomogeneous parabolic differential equations. An explicit error estimate for the finite difference solution is given in the discrete infinity norm. It is shown that the method has the accuracy of the second-order in time and the fourth-order in space with respect to the discrete infinity norm. A Richardson extrapolation algorithm is developed to make the final computed solution fourth-order accurate in both time and space when the time step equals the spatial mesh size. Numerical results demonstrate the accuracy and the high efficiency of the extrapolation algorithm.