In this paper, we present a novel strategy to systematically construct linearly implicit energy-preserving schemes with arbitrary order of accuracy for Hamiltonian PDEs. Such novel strategy is based on the newly developed exponential scalar variable (ESAV) approach that can remove the bounded-from-blew restriction of nonlinear terms in the Hamiltonian functional and provides a totally explicit discretization of the auxiliary variable without computing extra inner products, which make it more effective and applicable than the traditional scalar auxiliary variable (SAV) approach. To achieve arbitrary high-order accuracy and energy preservation, we utilize the symplectic Runge-Kutta method for both solution variables and the auxiliary variable, where the values of internal stages in nonlinear terms are explicitly derived via an extrapolation from numerical solutions already obtained in the preceding calculation. A prediction-correction strategy is proposed to further improve the accuracy. Fourier pseudo-spectral method is then employed to obtain fully discrete schemes. Compared with the SAV schemes, the solution variables and the auxiliary variable in these ESAV schemes are now decoupled. Moreover, when the linear terms are of constant coefficients, the solution variables can be explicitly solved by using the fast Fourier transform. Numerical experiments are carried out for three Hamiltonian PDEs to demonstrate the efficiency and conservation of the ESAV schemes.
We present linearly implicit methods that preserve discrete approximations to local and global energy conservation laws for multi-symplectic PDEs with cubic invariants. The methods are tested on the one-dimensional Korteweg-de Vries equation and the two-dimensional Zakharov-Kuznetsov equation; the numerical simulations confirm the conservative properties of the methods, and demonstrate their good stability properties and superior running speed when compared to fully implicit schemes.
In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other hand, if the stiff component is nonlinear, the complexity and cost per step of using an implicit method is heightened, and explicit methods may be preferred for their simplicity and ease of implementation. In this article, we analyze new and existing linearly stabilized schemes for the purpose of integrating stiff nonlinear PDEs in time. These schemes compute t…
Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for better stability and correctness. The existing implicit schemes are usually iterative and employ a general-purpose solver which may be sub-optimal for a specific class of PDEs. In this paper, we propose a neural solver to learn an optimal iterative scheme for a class of PDEs, in a data-driven fashion. We attain this objective by modifying an iteration of an …
This paper aims at studying the difference between Ritz-Galerkin (R-G) method and deep neural network (DNN) method in solving partial differential equations (PDEs) to better understand deep learning. To this end, we consider solving a particular Poisson problem, where the information of the right-hand side of the equation f is only available at n sample points, that is, f is known at finite sample points. Through both theoretical and numerical studies, we show that solution of the R-G method converges to a piecewise linear function for the one dimensional (1D) problem or functions of lower reg…
Systems driven by multiple physical processes are central to many areas of science and engineering. Time discretization of multiphysics systems is challenging, since different processes have different levels of stiffness and characteristic time scales. The multimethod approach discretizes each physical process with an appropriate numerical method; the methods are coupled appropriately such that the overall solution has the desired accuracy and stability properties. The authors developed the general-structure additive Runge-Kutta (GARK) framework, which constructs multimethods based on Runge-Ku…
Many complex applications require the solution of initial-value problems where some components change fast, while others vary slowly. Multirate schemes apply different step sizes to resolve different components of the system, according to their dynamics, in order to achieve increased computational efficiency. The stiff components of the system, fast or slow, are best discretized with implicit base methods in order to ensure numerical stability. To this end, linearly implicit methods are particularly attractive as they solve only linear systems of equations at each step. This paper develops the…
Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). This framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions…
We consider a kind of differential equations d/dt y(t) = R(y(t))y(t) + f(y(t)) with energy conservation. Such conservative models appear for instance in quantum physics, engineering and molecular dynamics. A new class of energy-preserving schemes is constructed by the ideas of scalar auxiliary variable (SAV) and splitting, from which the nonlinearly implicit schemes have been improved to be linearly implicit. The energy conservation and error estimates are rigorously derived. Based on these results, it is shown that the new proposed schemes have unconditionally energy stability and can be impl…
Kahan's method and a two-step generalization of the discrete gradient method are both linearly implicit methods that can preserve a modified energy for Hamiltonian systems with a cubic Hamiltonian. These methods are here investigated and compared. The schemes are applied to the Korteweg-de Vries equation and the Camassa-Holm equation, and the numerical results are presented and analysed.
We generalize previous work by Mardal, Nilssen, and Staff (2007, SIAM J. Sci. Comp. v. 29, pp. 361-375) and Rana, Howle, Long, Meek, and Milestone (2021, SIAM J. Sci. Comp. v. 43, p. 475-495) on order-optimal preconditioners for parabolic PDEs to a larger class of differential equations and methods. The problems considered are those of the forms $u_{t}=-\mathcal{K}u+g$ and $u_{tt}=-\mathcal{K}u+g$, where the operator $\mathcal{K}$ is defined by $\mathcal{K}u:=-\nabla\cdot\left(α\nabla u\right)+βu$ and the functions $α$ and $β$ are restricted so that $α>0$, and $β\ge0$. The methods considered a…
We present a new linearly implicit exponential integrator that preserves the polynomial first integrals or Lyapunov functions for the conservative and dissipative stiff equations, respectively. The method is tested by both oscillated ordinary differential equations and partial differential equations, e.g., an averaged system in wind-induced oscillation, the Fermi-Pasta-Ulam systems, and the polynomial pendulum oscillators. The numerical simulations confirm the conservative properties of the proposed method and demonstrate its good behavior in superior running speed when compared with fully imp…
This paper introduces a new class of numerical methods for the time integration of evolution equations set as Cauchy problems of ODEs or PDEs. The systematic design of these methods mixes the Runge-Kutta collocation formalism with collocation techniques, in such a way that the methods are linearly implicit and have high order. The fact that these methods are implicit allows to avoid CFL conditions when the large systems to integrate come from the space discretization of evolution PDEs. Moreover, these methods are expected to be efficient since they only require to solve one linear system of eq…
We propose a Fourier pseudo-spectral scheme for the space-fractional nonlinear Schrödinger equation. The proposed scheme has the following features: it is linearly implicit, it preserves two invariants of the equation, its unique solvability is guaranteed without any restrictions on space and time step sizes. The scheme requires solving a complex symmetric linear system per time step. To solve the system efficiently, we also present a certain variable transformation and preconditioner.
The E(xplicit)I(implicit)N(null) method was developed recently to remove numerical instability from PDEs, adding and subtracting an operator $\mathcal{D}$ of arbitrary structure, treating the operator implicitly in one case, and explicitly in the other. Here we extend this idea by devising an adaptive procedure to find an optimal approximation for $\mathcal{D}$. We propose a measure of the numerical error which detects numerical instabilities across all wavelengths, and adjust each Fourier component of $\mathcal{D}$ to the smallest value such that numerical instability is suppressed. We show t…
Technical University Munich（慕尼黑工业大学）；École normale supérieure, Paris（巴黎高等师范学院）；deepc GmbH, Munich（慕尼黑deepc有限公司）；Helmholtz Zentrum München（慕尼黑亥姆霍兹研究中心）；University of Zurich（苏黎世大学）
Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over explicit ones to improve stability and correctness. However, existing semi-implicit methods are usually iterative and employ a general-purpose solver, which may be sub-optimal for a specific class of PDEs. In this paper, we propose a neural solver to learn an optimal iterative scheme in a data-driven fashion for any class of PDEs. Specifically, we modify a si…
In this paper, we generalize the exponential energy-preserving integrator proposed in the recent paper [SIAM J. Sci. Comput. 38(2016) A1876-A1895] for conservative systems, which now becomes linearly implicit by further utilizing the idea of the scalar auxiliary variable approach. Comparing with the original exponential energy-preserving integrator which usually leads to a nonlinear algebraic system, our new method only involve a linear system with constant coefficient matrix. Taking the nonlinear Klein-Gordon equation for example, we derive the concrete energy-preserving scheme and demonstrat…
In this paper, we propose linearly implicit and arbitrary high-order conservative numerical schemes for ordinary differential equations with a quadratic invariant. Many differential equations have invariants, and numerical schemes for preserving them have been extensively studied. Since linear invariants can be easily kept after discretisation, quadratic invariants are essentially the simplest ones. Quadratic invariants are important objects that appear not only in many physical examples but also in the computationally efficient conservative schemes for general invariants such as scalar auxili…
In this paper, we present and analyze an energy-conserving and linearly implicit scheme for solving the nonlinear wave equations. Optimal error estimates in time and superconvergent error estimates in space are established without time-step dependent on the spatial mesh size. The key is to estimate directly the solution bounds in the $H^2$-norm for both the nonlinear wave equation and the corresponding fully discrete scheme, while the previous investigations rely on the temporal-spatial error splitting approach. Numerical examples are presented to confirm energy-conserving properties, uncondit…
In this paper we derive and analyse a class of linearly implicit schemes which includes the one of Feistauer and Kučera (JCP 2007) as well as the class of RS-IMEX schemes. The implicit part is based on a Jacobian matrix which is evaluated at a reference state. This state can be either the solution at the old time level as in Feistauer and Kučera (JCP 2007), or a numerical approximation of the incompressible limit equations as in Zeifang et al. (Commun. Comput. Phys. 2009), or possibly another state. Subsequently, it is shown that this class of methods is asymptotically preserving under the ass…
This paper aims to develop a linearly implicit structure-preserving numerical scheme for the space fractional sine-Gordon equation, which is based on the newly developed invariant energy quadratization method. First, we reformulate the equation as a canonical Hamiltonian system by virtue of the variational derivative of the functional with fractional Laplacian. Then, we utilize the fractional centered difference formula to discrete the equivalent system derived by the invariant energy quadratization method in space direction, and obtain a conservative semi-discrete scheme. Subsequently, the li…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing restrictions on timestep size. However, implicit methods require solutions to one or more systems of nonlinear equations at each timestep, which for large simulations can be prohibitively expensive. This paper introduces a new family of linearly implicit multistep methods (LIMM), which only requires the solution of one linear system per timestep. Order conditions and …
Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are deve…
In this paper, we develop a novel, linearly implicit and local energy-preserving scheme for the sine-Gordon equation. The basic idea is from the invariant energy quadratization approach to construct energy stable schemes for gradient systems, which are energy dispassion. We here take the sine-Gordon equation as an example to show that the invariant energy quadratization approach is also an efficient way to construct linearly implicit and local energy-conserving schemes for energy-conserving systems. Utilizing the invariant energy quadratization approach, the sine-Gordon equation is first refor…
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…
Explicit stabilized integrators are an efficient alternative to implicit or semi-implicit methods to avoid the severe timestep restriction faced by standard explicit integrators applied to stiff diffusion problems. In this paper, we provide a fully discrete strong convergence analysis of a family of explicit stabilized methods coupled with finite element methods for a class of parabolic semilinear deterministic and stochastic partial differential equations. Numerical experiments including the semilinear stochastic heat equation with space-time white noise confirm the theoretical findings.
On General Linearly Implicit Quantized State System Methods
French-Argentine International Center for Information and System Sciences (CIFASIS), CONICET（法国-阿根廷信息与系统科学国际中心 (CIFASIS)，阿根廷国家科学研究委员会）；FCEIA, Universidad Nacional de Rosario（罗萨里奥国立大学经济与工商学院）
In this paper, we present a linearly implicit energy-preserving scheme for the Camassa-Holm equation by using the multiple scalar auxiliary variables approach, which is first developed to construct efficient and robust energy stable schemes for gradient systems. The Camassa-Holm equation is first reformulated into an equivalent system by utilizing the multiple scalar auxiliary variables approach, which inherits a modified energy. Then, the system is discretized in space aided by the standard Fourier pseudo-spectral method and a semi-discrete system is obtained, which is proven to preserve a se…
Runge-Kutta (RK) schemes, especially Gauss-Legendre and some other fully implicit RK (FIRK) schemes, are desirable for the time integration of parabolic partial differential equations due to their A-stability and high-order accuracy. However, it is significantly more challenging to construct optimal preconditioners for them compared to diagonally implicit RK (or DIRK) schemes. To address this challenge, we first introduce mathematically optimal preconditioners called block complex Schur decomposition (BCSD), block real Schur decomposition (BRSD), and block Jordan form (BJF), motivated by block…
A novel class of high-order linearly implicit energy-preserving integrating factor Runge-Kutta methods are proposed for the nonlinear Schrödinger equation. Based on the idea of the scalar auxiliary variable approach, the original equation is first reformulated into an equivalent form which satisfies a quadratic energy. The spatial derivatives of the system are then approximated with the standard Fourier pseudo-spectral method. Subsequently, we apply the extrapolation technique/prediction-correction strategy to the nonlinear terms of the semi-discretized system and a linearized energy-conservin…
In this paper, we develop a novel class of linear energy-preserving integrating factor methods for the 2D nonlinear Schrödinger equation with wave operator (NLSW), combining the scalar auxiliary variable approach and the integrating factor methods. A second-order scheme is first proposed, which is rigorously proved to be energy-preserving. By using the energy methods, we analyze its optimal convergence in the $H^1$ norm without any restrictions on the grid ratio, where a novel technique and an improved induction argument are proposed to overcome the difficulty posed by the unavailability of a …
This article is devoted to the construction of a new class of semi-Lagrangian (SL) schemes with implicit-explicit (IMEX) Runge-Kutta (RK) time stepping for PDEs involving multiple space-time scales. The semi-Lagrangian (SL) approach fully couples the space and time discretization, thus making the use of RK strategies particularly difficult to be combined with. First, a simple scalar advection-diffusion equation is considered as a prototype PDE for the development of a high order formulation of the semi-Lagrangian IMEX algorithms. The advection part of the PDE is discretized explicitly at the a…
