A popular and efficient discretization of evolutions involving the singular $p$-Laplace operator is based on a factorization of the differential operator into a linear part which is treated implicitly and a regularized singular factor which is treated explicitly. It is shown that an unconditional energy stability property for this semi-implicit time stepping strategy holds. Related error estimates depend critically on a required regularization parameter. Numerical experiments reveal reduced experimental convergence rates for smaller regularization parameters and thereby confirm that this dependence cannot be avoided in general.
A fully discretization, unconditionally energy stable finite element method solving the thermodynamically consistent diffuse interface model for incompressible two-phase MHD flows with large density ratios
We present a novel class of high-order space-time finite element schemes for the Poisson-Nernst-Planck (PNP) equations. We prove that our schemes are mass conservative, positivity preserving, and unconditionally energy stable for any order of approximation. To the best of our knowledge, this is the first class of (arbitrarily) high-order accurate schemes for the PNP equations that simultaneously achieve all these three properties. This is accomplished via (1) using finite elements to directly approximate the so-called entropy variable instead of the density variable, and (2) using a discontinu…
The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE constraint, and can handle \emph{a priori} a vast class of cost functions and geometries. Several discretizations of this problem have been proposed, leading to computations on flat spaces as well as Riemannian manifolds, with extensions to mean field games and gradient flows in the Wasserstein space. In this article, we provide a framework which guarantees con…
Most research on preconditioners for time-dependent PDEs has focused on implicit multi-step or diagonally-implicit multi-stage temporal discretizations. In this paper, we consider monolithic multigrid preconditioners for fully-implicit multi-stage Runge-Kutta (RK) time integration methods. These temporal discretizations have very attractive accuracy and stability properties, but they couple the spatial degrees of freedom across multiple time levels, requiring the solution of very large linear systems. We extend the classical Vanka relaxation scheme to implicit RK discretizations of saddle poin…
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…
A novel theoretical convergence rate estimate for a Balancing Domain Decomposition by Constraints algorithm is proven for the solution of the cardiac Bidomain model, describing the propagation of the electric impulse in the cardiac tissue. The non-linear system arises from a fully implicit time discretization and a monolithic solution approach. The preconditioned non-symmetric operator is constructed from the linearized system arising within the Newton-Krylov approach for the solution of the non-linear problem; we theoretically analyze and prove a convergence rate bound for the Generalised Min…
An extension of the two-step staggered time discretization of linear elastodynamics in stress-velocity form to systems involving internal variables subjected to a possibly non-linear dissipative evolution is proposed. The original scheme is thus enhanced by another step for the internal variables which, in general, is implicit, although even this step might be explicit if no spatial gradients of the internal variables are involved. Using an abstract Banach-space formulation, a-priori estimates and convergence are proved under a CFL condition. The developed three-step scheme finds applications …
For the Landau--Lifshitz--Gilbert (LLG) equation of micromagnetics we study linearly implicit backward difference formula (BDF) time discretizations up to order $5$ combined with higher-order non-conforming finite element space discretizations, which are based on the weak formulation due to Alouges but use approximate tangent spaces that are defined by $L^2$-averaged instead of nodal orthogonality constraints. We prove stability and optimal-order error bounds in the situation of a sufficiently regular solution. For the BDF methods of orders $3$ to~$5$, this requires %a mild time step restricti…
We provide a framework for high-order discretizations of nonlinear scalar convection-diffusion equations that satisfy a discrete maximum principle. The resulting schemes can have arbitrarily high order accuracy in time and space, and can be stable and maximum-principle-preserving (MPP) with no step size restriction. The schemes are based on a two-tiered limiting strategy, starting with a high-order limiter-based method that may have small oscillations or maximum-principle violations, followed by an additional limiting step that removes these violations while preserving high order accuracy. The…
Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further, it is shown that Newton's method, Krylov subspace methods and pseudo-time iterations are globally conservative while the Jacobi and Gauss-Seidel methods are not in general. If pseudo-time iterations using an explicit Runge-Kutta method are applied to a locally conservative discretization, then the resulting scheme is also locally conservative. However, the co…
An L-Stable Implicit Two-Stage Fourth-Order Temporal Discretization Scheme for Lax-Wendroff-Type Solvers Applied to Stiff Problems
School of Mathematics and Information Science, Henan Polytechnic University（河南理工大学数学与信息科学学院）；School of Mechatronical Engineering, Beijing Institute of Technology（北京理工大学机械与车辆学院）
We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete approximation to a gradient flow by solving a sequence of optimization problems. In particular, each step entails minimizing the associated energy of the gradient flow plus a movement limiter term that is, in the classical context of steepest descent with respect to an inner product, simply quadratic. A variety of existing unconditionally stable numerical met…
This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element methods. Different implicit and semi-implicit temporal discretization techniques of second-order accuracy are studied. To obtain a linear system for the semi-implicit schemes, we propose second-order techniques using extrapolation formulas and/or semi-implicit Taylor approximations for the temporal discretization of nonlinear terms. A numerical convergence study …
Two novel parallel Newton-Krylov Balancing Domain Decomposition by Constraints (BDDC) and Dual-Primal Finite Element Tearing and Interconnecting (FETI-DP) solvers are here constructed, analyzed and tested numerically for implicit time discretizations of the three-dimensional Bidomain system of equations. This model represents the most advanced mathematical description of the cardiac bioelectrical activity and it consists of a degenerate system of two non-linear reaction-diffusion partial differential equations (PDEs), coupled with a stiff system of ordinary differential equations (ODEs). A fin…
Stability and convergence analysis of unconditionally original energy dissipative implicit-explicit Runge--Kutta methods for the phase field crystal models without Lipschitz assumptions
A linear mass-lumped finite element method for the Landau-Lifshitz-Gilbert equation: unconditional energy dissipation and length preservation
Beijing University of Technology（北京工业大学）；Shandong University（山东大学）；University of Massachusetts, North Dartmouth（马萨诸塞大学北达特茅斯分校）；Southern University of Science and Technology（南方科技大学）
We analyze, from the viewpoint of positivity preservation, certain discretizations of a fundamental partial differential equation, the one-dimensional advection equation with periodic boundary condition. The full discretization is obtained by coupling a finite difference spatial semi-discretization (the second- and some higher-order centered difference schemes, or the Fourier spectral collocation method) with an arbitrary $θ$-method in time (including the forward and backward Euler methods, and a second-order method by choosing $θ\in [0,1]$ suitably). The full discretization generates a two-pa…
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive terms. Standard interpolation procedures are used for the space discretization on structured and unstructured meshes. The proposed method allows for large time steps, while avoiding the solution of large linear systems, which would be required by an implicit time discretization technique. Numerical experiments demonstrate the effectiveness of the proposed appr…
Energy-based operator splitting approach for the time discretization of coupled systems of partial and ordinary differential equations for fluid flows: The Stokes case
Worcester Polytechnic Institute（伍斯特理工学院）；University of Missouri（密苏里大学）；Université de Strasbourg, CNRS, IRMA UMR 7501（斯特拉斯堡大学，法国国家科学研究中心，IRMA UMR 7501）
A finite element discretization with semi-implicit nonlinear multistep scheme for a two-dimensional competition-diffusion system of three competing species with different mobility rates
College of Integrative Sciences and Arts, Arizona State University（亚利桑那州立大学综合科学与艺术学院）；Department of Mathematics, Jimma University（吉马大学数学系）；Department of Mathematics and Applied Mathematics, University of the Western Cape（西开普大学数学与应用数学系）
Unconditional Optimal Error Estimates and Energy Stability for a Linearly Implicit Mass-Lumped Projection Finite Element Method for the Harmonic Map Flow
We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as well as both distributed and boundary noise. We apply the finite element method for the spatial discretization and the linear implicit Euler method for the temporal discretization. Due to the low regularity induced by the boundary noise, convergence orders above 1/2 in space and 1/4 in time cannot be expected. We prove such optimal convergence orders for our f…
The existing discrete variational derivative method is only second-order accurate and fully implicit. In this paper, we propose a framework to construct an arbitrary high-order implicit (original) energy stable scheme and a second-order semi-implicit (modified) energy stable scheme. Combined with the Runge--Kutta process, we can build an arbitrary high-order and unconditionally (original) energy stable scheme based on the discrete variational derivative method. The new energy stable scheme is implicit and leads to a large sparse nonlinear algebraic system at each time step, which can be effici…
Invariant domain preserving limiting of time explicit and time implicit discretizations for systems of conservation laws
ONERA, Institut Polytechnique de Paris（法国航空航天研究院，巴黎理工学院）；MONHADE, Equipe Inria-ONERA, DAAA, ONERA, Institut Polytechnique de Paris（MONHADE，Inria-ONERA团队，DAAA，法国航空航天研究院，巴黎理工学院）
Many multiscale problems have a high contrast, which is expressed as a very large ratio between the media properties. The contrast is known to introduce many challenges in the design of multiscale methods and domain decomposition approaches. These issues to some extend are analyzed in the design of spatial multiscale and domain decomposition approaches. However, some of these issues remain open for time dependent problems as the contrast affects the time scales, particularly, for explicit methods. For example, in parabolic equations, the time step is $dt=H^2/κ_{max}$, where $κ_{max}$ is the la…
