Stability analysis of the numerical Method of characteristics applied to a class of energy-preserving systems. Part II: Nonreflecting boundary conditions
We show that imposition of non-periodic, in place of periodic, boundary conditions (BC) can alter stability of modes in the Method of characteristics (MoC) employing certain ordinary-differential equation (ODE) numerical solvers. Thus, using non-periodic BC may render some of the MoC schemes stable for most practical computations, even though they are unstable for periodic BC. This fact contradicts a statement, found in some literature, that an instability detected by the von Neumann analysis for a given numerical scheme implies an instability of that scheme with arbitrary (i.e., non-periodic) BC. We explain the mechanism behind this contradiction. We also show that, and explain why, for the MoC employing some other ODE solvers, stability of the modes may be unaffected by the BC.
In this paper, we perform stability analysis for a class of second and third order accurate strong-stability-preserving modified Patankar Runge-Kutta (SSPMPRK) schemes, which were introduced in [4,5] and can be used to solve convection equations with stiff source terms, such as reactive Euler equations, with guaranteed positivity under the standard CFL condition due to the convection terms only. The analysis allows us to identify the range of free parameters in these SSPMPRK schemes in order to ensure stability. Numerical experiments are provided to demonstrate the validity of the analysis.
Spectral methods, thanks to the high accuracy and the possibility to use fast algorithms, represent an effective way to approximate the Boltzmann collision operator. On the other hand, the loss of some local invariants leads to the wrong long time behavior. A way to overcome this drawback, without sacrificing spectral accuracy, has been proposed recently with the construction of equilibrium preserving spectral methods. Despite the ability to capture the steady state with arbitrary accuracy, the theoretical properties of the method have never been studied in details. In this paper, using the pe…
This paper is concerned with the approximation of linear and nonlinearinitial-boundary-value problems of pseudo-parabolic equations with Dirichlet boundary conditions. They are discretized in space by spectral Galerkin and collocation methods based on Legendre and Chebyshev polynomials. The time integration is carried out suitably with robust schemes attending to qualitative features such as stiffness and preservation of strong stability to simulate nonregular problems more correctly. The corresponding semidiscrete and fully discrete schemes are described and the performance of the methods is …
In this work we present a class of high order unconditionally strong stability preserving (SSP) implicit multi-derivative Runge--Kutta schemes, and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step restriction is independent of the stiff term. The unconditional SSP property for a method of order $p>2$ is unique among SSP methods, and depends on a backward-in-time assumption on the derivative of the operator. We show that this backward derivative condition is satisfied in many relevant cases where SSP IMEX schemes are desired. We devise unconditionally SSP i…
Mathematical modeling often yields linear dynamical systems in science and engineering. We change physical parameters of the system into random variables to perform an uncertainty quantification. The stochastic Galerkin method yields a larger linear dynamical system, whose solution represents an approximation of random processes. A model order reduction (MOR) of the Galerkin system is advantageous due to the high dimensionality. However, asymptotic stability may be lost in some MOR techniques. In Galerkin-type MOR methods, the stability can be guaranteed by a transformation to a dissipative fo…
King Abdullah University of Science & Technology（阿卜杜拉国王科技大学）；Széchenyi István University（塞切尼伊什特万大学）；University of Massachusetts Dartmouth（马萨诸塞大学达特茅斯分校）
Modified Patankar (MP) schemes are conservative, linear implicit and unconditionally positivity preserving time-integration schemes constructed for production-destruction systems. For such schemes, a classical stability analysis does not yield any information about the performance. Recently, two different techniques have been proposed to investigate the properties of MP schemes. In Izgin et al. [ESAIM: M2AN, 56 (2022)], inspired from dynamical systems, the Lyapunov stability properties of such schemes have been investigated, while in Torlo et al. [Appl. Numer. Math., 182 (2022)] their oscillat…
Higher-order time integration methods that unconditionally preserve the positivity and linear invariants of the underlying differential equation system cannot belong to the class of general linear methods. This poses a major challenge for the stability analysis of such methods since the new iterate depends nonlinearly on the current iterate. Moreover, for linear systems, the existence of linear invariants is always associated with zero eigenvalues, so that steady states of the continuous problem become non-hyperbolic fixed points of the numerical time integration scheme. Altogether, the stabil…
A fixed time-step variational integrator cannot preserve momentum, energy, and symplectic form simultaneously for nonintegrable systems. This barrier can be overcome by treating time as a discrete dynamic variable and deriving adaptive time-step variational integrators that conserve the energy in addition to being symplectic and momentum-preserving. Their utility, however, is still an open question due to the numerical difficulties associated with solving the discrete governing equations. In this work, we investigate the numerical performance of energy-preserving, adaptive time-step variationa…
Strong stability preserving (SSP) coefficients govern the maximally allowable step-size at which positivity or contractivity preservation of integration methods for initial value problems is guaranteed. In this paper, we show that the task of computing linear SSP coefficients of explicit one-step methods is, to a certain extent, equivalent to the problem of characterizing positive quadratures with integer nodes with respect to Poisson-Charlier measures. Using this equivalence, we provide sharp upper and lower bounds for the optimal linear SSP coefficients in terms of the zeros of generalized L…
Mechanical models of tumor growth based on a porous medium approach have been attracting a lot of interest both analytically and numerically. In this paper, we study the stability properties of a finite difference scheme for a model where the density evolves down pressure gradients and the growth rate depends on the pressure and possibly nutrients. Based on the stability results, we prove the scheme to be asymptotic preserving (AP) in the incompressible limit. Numerical simulations are performed in order to investigate the regularity of the pressure. We study the sharpness of the $L^4$-uniform…
We consider a linear kinetic transport equation under a diffusive scaling, that converges to a diffusion equation as the Knudsen number $\varepsilon\rightarrow0$. In [3, 21], to achieve the asymptotic preserving (AP) property and unconditional stability in the diffusive regime with $\varepsilon\ll 1$, numerical schemes are developed based on an additional reformulation of the even-odd or micro-macro decomposed version of the equation. The key of the reformulation is to add a weighted diffusive term on both sides of one equation in the decomposed system. The choice of the weight function, howev…
It is difficult to design high order numerical schemes which could preserve both the maximum bound property (MBP) and energy dissipation law for certain phase field equations. Strong stability preserving (SSP) Runge-Kutta methods have been developed for numerical solution of hyperbolic partial differential equations in the past few decades, where strong stability means the non-increasing of the maximum bound of the underlying solutions. However, existing framework of SSP RK methods can not handle nonlinear stabilities like energy dissipation law. The aim of this work is to extend this SSP theo…
In the second part of this series, we use the Lagrange multiplier approach proposed in the first part \cite{CheS21} to construct efficient and accurate bound and/or mass preserving schemes for a class of semi-linear and quasi-linear parabolic equations. We establish stability results under a general setting, and carry out an error analysis for a second-order bound preserving scheme with a hybrid spectral discretization in space. We apply our approach to several typical PDEs which preserve bound and/or mass, also present ample numerical results to validate our approach.
Hypoxy induced angiogenesis processes can be described coupling an integrodifferential kinetic equation of Fokker-Planck type with a diffusion equation for the angiogenic factor. We propose high order positivity preserving schemes to approximate the marginal tip density by combining an asymptotic reduction with weighted essentially non oscillatory and strong stability preserving time discretization. We show that soliton-like solutions representing blood vessel formation and spread towards hypoxic regions are captured.
We develop a new finite difference scheme for the Maxwell-Stefan diffusion system. The scheme is conservative, energy stable and positivity-preserving. These nice properties stem from a variational structure and are proved by reformulating the finite difference scheme into an equivalent optimization problem. The solution to the scheme emerges as the minimizer of the optimization problem, and as a consequence energy stability and positivity-preserving properties are obtained.
