An adaptive BDF2 implicit time-stepping method is analyzed for the phase field crystal model. The suggested method is proved to preserve a modified energy dissipation law at the discrete levels if the time-step ratios $r_k:=τ_k/τ_{k-1}<3.561$, a recent zero-stability restriction of variable-step BDF2 scheme for ordinary differential problems. By using the discrete orthogonal convolution kernels and the corresponding convolution inequalities, an optimal $L^2$ norm error estimate is established under the weak step-ratio restriction $0<r_k<3.561$ ensuring the energy stability. This is the first time such error estimate is theoretically proved for a nonlinear parabolic equation. On the basis of ample tests on random time meshes, a useful adaptive time-stepping strategy is suggested to efficiently capture the multi-scale behaviors and to accelerate the numerical simulations.
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 …
The time domain analysis of eddy current problems often requires the simulation of long time intervals, e.g. until a steady state is reached. Fast-switching excitations e.g. in pulsedwidth modulated signals require in addition very small time step sizes that significantly increase computation time. To speed up the simulation, parallel-in-time methods can be used. In this paper, we investigate the combination of explicit and implicit time integration methods in the context of the parallel-in-time method Parareal and using a simplified model for the coarse propagator.
The classical Biot's theory provides the foundation of a fully dynamic poroelasticity model describing the propagation of elastic waves in fluid-saturated media. Multiple network poroelastic theory (MPET) takes into account that the elastic matrix (solid) can be permeated by one or several ($n\ge1$) superimposed interacting single fluid networks of possibly different characteristics; hence the single network (classical Biot) model can be considered as a special case of the MPET model. We analyze the stability properties of the time-discrete systems arising from second-order implicit time stepp…
This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite element method, in which the flux variable represents both the advective and diffusive flux, and the Lagrange multiplier arising from the hybridization is used for the discretization of the advective term. Based on global-in-time and nonoverlapping domain decomposition, we propose two implicit local time-stepping methods to solve the semi-discrete problem. The fir…
We consider the periodic initial-value problem for the Korteweg-de Vries equation that we discretize in space by a spectral Fourier-Galerkin method and in time by an implicit, high order, Runge-Kutta scheme of composition type based on the implicit midpoint rule. We prove $L^{2}$ error estimates for the resulting semidiscrete and the fully discrete approximations.
Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative
In this paper, we propose and analyze a first-order and a second-order time-stepping schemes for the anisotropic phase-field dendritic crystal growth model. The proposed schemes are based on an auxiliary variable approach for the Allen-Cahn equation and delicate treatment of the terms coupling the Allen-Cahn equation and temperature equation. The idea of the former is to introduce suitable auxiliary variables to facilitate construction of high order stable schemes for a large class of gradient flows. We propose a new technique to treat the coupling terms involved in the crystal growth model an…
Improving the Adaptive Moment Estimation (ADAM) stochastic optimizer through an Implicit-Explicit (IMEX) time-stepping approach
Computational Science Laboratory（计算科学实验室）；Virginia Tech（弗吉尼亚理工大学）；The University of Texas at Austin（德克萨斯大学奥斯汀分校）；California State University, Long Beach（加州州立大学长滩分校）
We consider the Cahn-Hilliard equation with standard double-well potential. We employ a prototypical class of first order in time semi-implicit methods with implicit treatment of the linear dissipation term and explicit extrapolation of the nonlinear term. When the dissipation coefficient is held small, a conventional wisdom is to add a judiciously chosen stabilization term in order to afford relatively large time stepping and speed up the simulation. In practical numerical implementations it has been long observed that the resulting system exhibits remarkable stability properties in the regim…
In this paper, we introduce a fourth-order accurate finite element method for incompressible variable density flow. The method is implicit in time and constructed with the Taylor series technique, and uses standard high-order Lagrange basis functions in space. Taylor series time-stepping relies on time derivative correction terms to achieve high-order accuracy. We provide detailed algorithms to approximate the time derivatives of the variable density Navier-Stokes equations. Numerical validations confirm a fourth-order accuracy for smooth problems. We also numerically illustrate that the Taylo…
Two fast L1 time-stepping methods, including the backward Euler and stabilized semi-implicit schemes, are suggested for the time-fractional Allen-Cahn equation with Caputo's derivative. The time mesh is refined near the initial time to resolve the intrinsically initial singularity of solution, and unequal time-steps are always incorporated into our approaches so that an adaptive time-stepping strategy can be used in long-time simulations. It is shown that the proposed schemes using the fast L1 formula preserve the discrete maximum principle. Sharp error estimates reflecting the time regularity…
While implicit Runge--Kutta methods possess high order accuracy and important stability properties, implementation difficulties and the high expense of solving the coupled algebraic system at each time step are frequently cited as impediments. We present IIrksome, a high-level library for manipulating UFL (Unified Form Language) expressions of semidiscrete variational forms to obtain UFL expressions for the coupled Runge--Kutta stage equations at each time step. Irksome works with the Firedrake package to enable the efficient solution of the resulting coupled algebraic systems. Numerical examp…
The Cahn-Hilliard Navier-Stokes (CHNS) system provides a computationally tractable model that can be used to effectively capture interfacial dynamics in two-phase fluid flows. In this work, we present a semi-implicit, projection-based finite element framework for solving the CHNS system. We use a projection-based semi-implicit time discretization for the Navier-Stokes equation and a fully-implicit time discretization for the Cahn-Hilliard equation. We use a conforming continuous Galerkin (cG) finite element method in space equipped with a residual-based variational multiscale (RBVMS) formulati…
In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the time-fractional derivative and a second-order convex-splitting technique to deal with the non-linear term semi-implicitly. Then the pseudospectral method is utilized for spatial discretization. As a result, the fully discrete scheme has several advantages: second-order accurate in time, spectrally accurate in space, uniquely solvable, mass preserving, and un…
This article is concerned with the discretisation of the Stokes equations on time-dependent domains in an Eulerian coordinate framework. Our work can be seen as an extension of a recent paper by Lehrenfeld & Olshanskii [ESAIM: M2AN, 53(2):585-614, 2019], where BDF-type time-stepping schemes are studied for a parabolic equation on moving domains. For space discretisation, a geometrically unfitted finite element discretisation is applied in combination with Nitsche's method to impose boundary conditions. Physically undefined values of the solution at previous time-steps are extended implicitly b…
Two phase flows that include phase transition, especially phase creation, with a sharp interface remain a challenging task for numerics. We consider the isothermal Euler equations with phase transition between a liquid and a vapor phase. The phase interface is modeled as a sharp interface and the mass transfer across the phase boundary is modeled by a kinetic relation. Existence and uniqueness results were proven in Ref. \cite{Hantke2019a}. Using sharp interfaces for simulating nucleation and cavitation results in the grid containing tiny cells that are several orders of magnitude smaller than…
In this paper, an implicit time stepping meshless scheme is proposed to find the numerical solution of high-dimensional sine-Gordon equations (SGEs) by combining the high dimensional model representation (HDMR) and the Fourier hyperbolic cross (HC) approximation. To ensure the sparseness of the relevant coefficient matrices of the implicit time stepping scheme, the whole domain is first divided into a set of subdomains, and the relevant derivatives in high-dimension can be separately approximated by the Fourier HDMR-HC approximation in each subdomain. The proposed method allows for stable larg…
Several difficulties will appear when typical electromagnetic transient simulation, using the implicit trapezoidal method and fixed step sizes, is applied to power systems with switching behaviors. These difficulties are addressed by different aspects of time stepping schemes in the literature. This paper first details the different aspects and reviews corresponding methods. Some misunderstanding in the literature is clarified. Issues that may be encountered by the existing methods are concurrently revealed. Based on the detailed review, the paper then puts forward a novel time stepping scheme…
The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions, and have applications in a number of fields. In this article, we develop an adaptive time-stepping scheme for the solution of the PNP-FBV equations based on two time-stepping methods: a fully implicit (BDF2) method, and an implicit-explicit (SBDF2) method. We present simulations under both current and voltage boundary conditions and demonstrate the ability to simulate a large range of parameters, including any value of the singular perturbatio…
Adaptive time stepping methods for metastable dynamics of the Allen Cahn and Cahn Hilliard equations are investigated in the spatially continuous, semi-discrete setting. We analyse the performance of a number of first and second order methods, formally predicting step sizes required to satisfy specified local truncation error $σ$ in the limit of small order parameter $ε\rightarrow 0$ during meta-stable dynamics. The formal predictions are made under stability assumptions that include the preservation of the asymptotic structure of the diffuse interface, a concept we call profile fidelity. In t…
Efficient simulation of SDEs is essential in many applications, particularly for ergodic systems that demand efficient simulation of both short-time dynamics and large-time statistics. However, locally Lipschitz SDEs often require special treatments such as implicit schemes with small time-steps to accurately simulate the ergodic measure. We introduce a framework to construct inference-based schemes adaptive to large time-steps (ISALT) from data, achieving a reduction in time by several orders of magnitudes. The key is the statistical learning of an approximation to the infinite-dimensional di…
In simulations of fluid motion time accuracy has proven to be elusive. We seek highly accurate methods with strong enough stability properties to deal with the richness of scales of many flows. These methods must also be easy to implement within current complex, possibly legacy codes. Herein we develop, analyze and test new time stepping methods addressing these two issues with the goal of accelerating the development of time accurate methods addressing the needs of applications. The new methods are created by introducing inexpensive pre-filtering and post-filtering steps to popular methods wh…
