The new alternating direction implicit difference methods for the wave equations

A new second-order alternating direction implicit (ADI) scheme, based on the idea of the operator splitting, is presented for solving two-dimensional wave equations. The scheme is also extended to a high-order compact difference scheme. Both of them have the advantages of unconditional stability, less impact of the perturbing terms on the accuracy, and being convenient to compute the boundary values of the intermediates. Besides this, the compact scheme has high-order accuracy and costs less in computational time. Numerical examples are presented and the results are very satisfactory.     

ADI方法在液桥Marangoni对流控制的数值模拟中的应用

我们采用一种ADI方法用于Marangoni对流控制的计算模拟.本文着重在数值上考察了这种应用.结果表明,这种ADI方法的应用是成功和有效的.     

A fourth order ADI method for semidiscrete parabolic equations

A fourth order fourstep ADI method is described for solving the systems of ordinary differential equations which are obtained when a (nonlinear) parabolic initial-boundary value problem in two dimensions is semi-discretized. The local time-discretization error and the stability conditions are derived. By numerical experiments it is demonstrated that the (asymptotic) fourth order behaviour does not degenerate if the time step increases to relatively large values. Also a comparison is made with the classical ADI method of Peaceman and Rachford showing the superiority of the fourth order method in the higher accuracy region, particularly in nonlinear problems.     

Efficient Simulation of Wave Propagation with Implicit Finite Difference Schemes

Finite difference method is an important methodology in the approximation of waves. In this paper, we will study two implicit finite difference schemes for the simulation of waves. They are the weighted alternating direction implicit (ADI) scheme and the locally one-dimensional (LOD) scheme. The approximation errors, stability conditions, and dispersion relations for both schemes are investigated. Our analysis shows that the LOD implicit scheme has less dispersion error than that of the ADI scheme. Moreover, the unconditional stability for both schemes with arbitrary spatial accuracy is established for the first time. In order to improve computational efficiency, numerical algorithms based on message passing interface (MPI) are implemented. Numerical examples of wave propagation in a three-layer model and a standard complex model are presented. Our analysis and comparisons show that both ADI and LOD schemes are able to efficiently and accurately simulate wave propagation in complex media.     

Fourth-Order Splitting Methods for Time-Dependant Differential Equations

This study was suggested by previous work on the simulation of evolution equations with scale-dependent processes,e.g.,wave-propagation or heat-transfer,that are modeled by wave equations or heat equations.Here,we study both parabolic and hyperbolic equations.We focus on ADI (alternating direction implicit) methods and LOD (locally one-dimensional) methods,which are standard splitting methods of lower order,e.g.second-order.Our aim is to develop higher-order ADI methods,which are performed by Richardson extrapolation,Crank-Nicolson methods and higher-order LOD methods,based on locally higher-order methods.We discuss the new theoretical results of the stability and consistency of the ADI methods.The main idea is to apply a higher- order time discretization and combine it with the ADI methods.We also discuss the dis- cretization and splitting methods for first-order and second-order evolution equations. The stability analysis is given for the ADI method for first-order time derivatives and for the LOD (locally one-dimensional) methods for second-order time derivatives.The higher-order methods are unconditionally stable.Some numerical experiments verify our results.     

解高维热传导方程的一个高精度ADI格式

构造了一个解四维热传导方程的一个高精度ADI格式,格式绝对稳定,截断误差阶达到O(△t~2 △x~4).可用追赶法求解.     

Comparison of POD reduced order strategies for the nonlinear 2D shallow water equations

This paper introduces tensorial calculus techniques in the framework of POD to reduce the computational complexity of the reduced nonlinear terms. The resulting method, named tensorial POD, can be applied to polynomial nonlinearities of any degree p. Such nonlinear terms have an online complexity of , where k is the dimension of POD basis and therefore is independent of full space dimension. However, it is efficient only for quadratic nonlinear terms because for higher nonlinearities, POD model proves to be less time consuming once the POD basis dimension k is increased. Numerical experiments are carried out with a two‐dimensional SWE test problem to compare the performance of tensorial POD, POD, and POD/discrete empirical interpolation method (DEIM). Numerical results show that tensorial POD decreases by 76× the computational cost of the online stage of POD model for configurations using more than 300,000 model variables. The tensorial POD SWE model was only 2 to 8× slower than the POD/DEIM SWE model but the implementation effort is considerably increased. Tensorial calculus was again employed to construct a new algorithm allowing POD/DEIM SWE model to compute its offline stage faster than POD and tensorial POD approaches. Copyright © 2014 John Wiley & Sons, Ltd.     

An inverse‐free ADI algorithm for computing Lagrangian invariant subspaces

The numerical computation of Lagrangian invariant subspaces of large‐scale Hamiltonian matrices is discussed in the context of the solution of Lyapunov equations. A new version of the low‐rank alternating direction implicit method is introduced, which, in order to avoid numerical difficulties with solutions that are of very large norm, uses an inverse‐free representation of the subspace and avoids inverses of ill‐conditioned matrices. It is shown that this prevents large growth of the elements of the solution that may destroy a low‐rank approximation of the solution. A partial error analysis is presented, and the behavior of the method is demonstrated via several numerical examples. Copyright © 2015 John Wiley & Sons, Ltd.     

解三维抛物型方程的一个ADI格式

构造了一个解三维抛物型方程的高精度ADI格式,格式绝对稳定,截断误差为O（△t^2＋△x^4）;然后应用Richerdson外推法,外推一次得到了具有O（△t^3＋△x^6）阶精度的近似解.