In \cite{christlieb2019kernel}, the authors developed a class of high-order numerical schemes for the Hamilton-Jacobi (H-J) equations, which are unconditionally stable, yet take the form of an explicit scheme. This paper extends such schemes, so that they are more effective at capturing sharp gradients, especially on nonuniform meshes. In particular, we modify the weighted essentially non-oscillatory (WENO) methodology in the previously developed schemes by incorporating an exponential basis and adapting the previously developed nonlinear filters used to control oscillations. The main advantages of the proposed schemes are their effectiveness and simplicity, since they can be easily implemented on higher-dimensional nonuniform meshes. We perform numerical experiments on a collection of examples, including H-J equations with linear, nonlinear, convex and non-convex Hamiltonians. To demonstrate the flexibility of the proposed schemes, we also include test problems defined on non-trivial geometry.
In this work the L2-1$_σ$ method on general nonuniform meshes is studied for the subdiffusion equation. When the time step ratio is no less than $0.475329$, a bilinear form associated with the L2-1$_σ$ fractional-derivative operator is proved to be positive semidefinite and a new global-in-time $H^1$-stability of L2-1$_σ$ schemes is then derived under simple assumptions on the initial condition and the source term. In addition, the sharp $L^2$-norm convergence is proved under the constraint that the time step ratio is no less than $0.475329$.
In this work, the global-in-time $H^1$-stability of a fast L2-1$_σ$ method on general nonuniform meshes is studied for subdiffusion equations, where the convolution kernel in the Caputo fractional derivative is approximated by sum of exponentials. Under some mild restrictions on time stepsize, a bilinear form associated with the fast L2-1$_σ$ formula is proved to be positive semidefinite for all time. As a consequence, the uniform global-in-time $H^1$-stability of the fast L2-1$_σ$ schemes can be derived for both linear and semilinear subdiffusion equations, in the sense that the $H^1$-norm is…
We introduce a symmetric fractional-order reduction (SFOR) method to construct numerical algorithms on general nonuniform temporal meshes for semilinear fractional diffusion-wave equations. By using the novel order reduction method, the governing problem is transformed to an equivalent coupled system, where the explicit orders of time-fractional derivatives involved are all $α/2$ $(1<α<2)$. The linearized L1 scheme and Alikhanov scheme are then proposed on general time meshes. Under some reasonable regularity assumptions and weak restrictions on meshes, the optimal convergence is derived for t…
High-order nonuniform time-stepping and MBP-preserving linear schemes for the time-fractional Allen-Cahn equation
Ocean University of China（中国海洋大学）；School of Mathematical Sciences, Ocean University of China（中国海洋大学数学科学学院）；Laboratory of Marine Mathematics, Ocean University of China（中国海洋大学海洋数学实验室）
In this paper, a temporal nonuniform $L1$ type difference scheme is built up for the time fractional diffusion-wave equation with the help of the order reduction technique. The unconditional convergence of the nonuniform difference scheme is proved rigorously in $L^2$ norm. Our main tool is the discrete complementary convolution kernels with respect to the coefficient kernels of the L1 type formula. The positive definiteness of the complementary convolution kernels is shown to be vital to the stability and convergence. To the best of our knowledge, this property is proved at the first time on …
In this paper we analyse full discretizations of an initial boundary value problem (IBVP) related to reaction-diffusion equations. To avoid possible order reduction, the IBVP is first transformed into an IBVP with homogeneous boundary conditions (IBVPHBC) via a lifting of inhomogeneous Dirichlet, Neumann or mixed Dirichlet-Neumann boundary conditions. The IBVPHBC is discretized in time via the deferred correction method for the implicit midpoint rule and leads to a time-stepping scheme of order $2p+2$ of accuracy at the stage $p=0,1,2,\cdots $ of the correction. Each semi-discretized scheme re…
In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of consistency error, we present sharp maximum-norm error estimates which reflect the temporal regularity. As our analysis is built on nonuniform time steps, we may resolve the intrinsic initial singularity by using the graded meshes. Moreover, we propose an adaptive time-stepping strategy for large time simulations. Numerical experiments are presented to show the ef…
The conditioning of implicit Runge-Kutta (RK) integration for linear finite element approximation of diffusion equations on general anisotropic meshes is investigated. Bounds are established for the condition number of the resulting linear system with and without diagonal preconditioning for the implicit Euler and general implicit RK methods. Two solution strategies are considered for the linear system resulting from general implicit RK integration: the simultaneous solution (the system is solved as a whole) and a successive solution which follows the commonly used implementation of implicit R…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order accurate (sharp error estimate) over nonuniform time-steps. The established convergence analysis is novel, innovative and concise. For completeness, the L1 scheme is combined with the standard Galerkin finite elements for the spatial discretization, which will then define a fully-discrete numerical scheme. The error analysis for this scheme is also investig…
In this work, we revisit the adaptive L1 time-stepping scheme for solving the time-fractional Allen-Cahn equation in the Caputo's form. The L1 implicit scheme is shown to preserve a variational energy dissipation law on arbitrary nonuniform time meshes by using the recent discrete analysis tools, i.e., the discrete orthogonal convolution kernels and discrete complementary convolution kernels. Then the discrete embedding techniques and the fractional Grönwall inequality were applied to establish an $L^2$ norm error estimate on nonuniform time meshes. An adaptive time-stepping strategy according…
We present unconditionally energy stable Runge-Kutta (RK) discontinuous Galerkin (DG) schemes for solving a class of fourth order gradient flows. Our algorithm is geared toward arbitrarily high order approximations in both space and time, while energy dissipation remains preserved without imposing any restriction on time steps and meshes. We achieve this in two steps. First, taking advantage of the penalty free DG method introduced by Liu and Yin [J Sci. Comput. 77:467--501, 2018] for spatial discretization, we reformulate an extended linearized ODE system by the energy quadratization (EQ) app…
We report on simulations of two-phase flows with deforming interfaces at various density contrasts by solving thermodynamically consistent Cahn-Hilliard Navier-Stokes equations. An (essentially) unconditionally energy-stable Crank-Nicolson-type time integration scheme is used. Detailed proofs of energy stability of the semi-discrete scheme and for the existence of solutions of the advective-diffusive Cahn-Hilliard operator are provided. In space we discretize with a conforming continuous Galerkin finite element method in conjunction with a residual-based variational multi-scale (VMS) approach …
A time-fractional Allen-Cahn equation with volume constraint is first proposed by introducing a nonlocal time-dependent Lagrange multiplier. Adaptive linear second-order energy stable schemes are developed for the proposed model by combining invariant energy quadratization and scalar auxiliary variable approaches with the recent L1$^{+}$ formula. The new developed methods are proved to be volume-preserving and unconditionally energy stable on arbitrary nonuniform time meshes. The accelerated algorithm and adaptive time strategy are employed in numerical implement. Numerical results show that t…
In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for this type of equations. The unconditional stability is proved through establishing a discrete nonlocal free energy dispassion law, which is also true for the continuous problem. The main idea used in the analysis is to split the time fractional derivative into two parts: a local part and a history part, which are discretized by the well known L1, L1-CN, and…
The solution of the nonlinear initial-value problem $\mathcal{D}_{t}^αy(t)=-λy(t)^γ$ for $t>0$ with $y(0)>0$, where $\mathcal{D}_{t}^α$ is a Caputo derivative of order $α\in (0,1)$ and $λ, γ$ are positive parameters, is known to exhibit $O(t^{α/γ})$ decay as $t\to\infty$. No corresponding result for any discretisation of this problem has previously been proved. In the present paper it is shown that for the class of complete monotonicity-preserving ($\mathcal{CM}$-preserving) schemes (which includes the L1 and Grünwald-Letnikov schemes) on uniform meshes $\{t_n:=nh\}_{n=0}^\infty$, the discrete…
On Properties of Compact 4th order Finite-Difference Schemes for the Variable Coefficient Wave Equation
Higher School of Economics University（高等经济大学）；Keldysh Institute of Applied Mathematics（凯尔迪什应用数学研究所）；Vilnius Gediminas Technical University（维尔纽斯格迪米纳斯技术大学）
