We consider the Cauchy problem for a second-order evolution equation, in which the problem operator is the sum of two self-adjoint operators. The main feature of the problem is that one of the operators is represented in the form of the product of operator A by its conjugate A*. Time approximations are carried out so that the transition to a new level in time was associated with a separate solution of problems for operators A and A*, not their products. The construction of unconditionally stable schemes is based on general results of the theory of stability (correctness) of operator-difference schemes in Hilbert spaces and is associated with the multiplicative perturbation of the problem operators, which lead to stable implicit schemes. As an example, the problem of the dynamics of a thin plate on an elastic foundation is considered.
Practical splitting methods for the adaptive integration of nonlinear evolution equations. Part I: Construction of optimized schemes and pairs of schemes
Technische Universität Wien（维也纳工业大学）；King Abdullah University of Science and Technology (KAUST)（阿卜杜拉国王科技大学）；Universität Wien（维也纳大学）
In this work, we consider the error estimates of some splitting schemes for the charged-particle dynamics under a strong magnetic field. We first propose a novel energy-preserving splitting scheme with computational cost per step independent from the strength of the magnetic field. Then under the maximal ordering scaling case, we establish for the scheme and in fact for a class of Lie-Trotter type splitting schemes, a uniform (in the strength of the magnetic field) and optimal error bound in the position and in the velocity parallel to the magnetic field. For the general strong magnetic field …
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic differential equation. The backward stochastic differential equation and the stochastic differential equation are then approximated by first order finite difference schemes, which results in a first order scheme for the backward doubly stochastic differential equation. Numerical experiments are conducted to illustrate the convergence rate of the proposed scheme.
Nonlinear parabolic equations are frequently encountered in applications and efficient approximating techniques for their solution are of great importance. In order to provide an effective scheme for the temporal approximation of such equations, we present a sum splitting scheme that comes with a straight forward parallelization strategy. The convergence analysis is carried out in a variational framework that allows for a general setting and, in particular, nontrivial temporal coefficients. The aim of this work is to illustrate the significant advantages of a variational framework for operator…
Splitting-based time integration approaches such as fractional steps, alternating direction implicit, operator splitting, and locally one-dimensional methods partition the system of interest into components and solve individual components implicitly in a cost-effective way. This work proposes a unified formulation of splitting time integration schemes in the framework of general-structure additive Runge-Kutta (GARK) methods. Specifically, we develop implicit-implicit (IMIM) GARK schemes, provide the order conditions and stability analysis for this class, and explain their application to partit…
In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given time step does not necessarily use all the parts of the split operator. This is in contrast to deterministic splitting schemes which always use every part at least once, and often several times. As a result, the computational cost can be significantly decreased in comparison to such methods. We rigorously define a randomized operator splitting scheme in an a…
We present a loosely coupled, non-iterative time-splitting scheme based on Robin-Robin coupling conditions. We apply a novel unified analysis for this scheme applied to both a Parabolic/Parabolic coupled system and a Parabolic/Hyperbolic coupled system. We show for both systems that the scheme is stable, and the error converges as $\mathcal{O}\big(Δt \sqrt{T +\log{\frac{1}{Δt}}}\big)$, where $Δt$ is the time step
We study a filtered Lie splitting scheme for the cubic nonlinear Schrödinger equation. We establish error estimates at low regularity by using discrete Bourgain spaces. This allows us to handle data in $H^s$ with $0<s<1$ overcoming the standard stability restriction to smooth Sobolev spaces with index $s>1/2$ . More precisely, we prove convergence rates of order $τ^{s/2}$ in $L^2$ at this level of regularity.
A second-order $L$-stable exponential time-differencing (ETD) method is developed by combining an ETD scheme with approximating the matrix exponentials by rational functions having real distinct poles (RDP), together with a dimensional splitting integrating factor technique. A variety of non-linear reaction-diffusion equations in two and three dimensions with either Dirichlet, Neumann, or periodic boundary conditions are solved with this scheme and shown to outperform a variety of other second-order implicit-explicit schemes. An additional performance boost is gained through further use of bas…
We carry out a rigorous error analysis of the first-order semi-discrete (in time) consistent splitting scheme coupled with a generalized scalar auxiliary variable (GSAV) approach for the Navier-Stokes equations with no-slip boundary conditions. The scheme is linear, unconditionally stable, and only requires solving a sequence of Poisson type equations at each time step. By using the build-in unconditional stability of the GSAV approach, we derive optimal global (resp. local) in time error estimates in the two (resp. three) dimensional case for the velocity and pressure approximations.
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…
Analysis of A Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise
LSEC, ICMSEC, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Science, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
This paper is devoted to the analysis of an energy-stable discontinuous Galerkin algorithm for solving the Cahn-Hilliard-Navier-Stokes equations within a decoupled splitting framework. We show that the proposed scheme is uniquely solvable and mass conservative. The energy dissipation and the $L^\infty$ stability of the order parameter are obtained under a CFL condition. Optimal a priori error estimates in the broken gradient norm and in the $L^2$ norm are derived. The stability proofs and error analysis are based on induction arguments and do not require any regularization of the potential fun…
We propose a new class of uniformly accurate splitting methods for the Benjamin-Bona-Mahony equation which converge uniformly in the dispersive parameter $\varepsilon$. The proposed splitting schemes are furthermore asymptotic convergent and preserve the KdV limit. We carry out a rigorous convergence analysis of the splitting schemes exploiting the smoothing properties in the system. This will allow us to establish improved error bounds with gain either in regularity (for non smooth solutions) or in the dispersive parameter $\varepsilon$. The latter will be interesting in regimes of a small di…
We derive a second-order realizability-preserving scheme for moment models for linear kinetic equations. We apply this scheme to the first-order continuous and discontinuous models in slab and three-dimensional geometry derived in a previous paper as well as the classical full-moment $M_N$ models. We provide extensive numerical analysis as well as our code to show that the new class of models can compete or even outperform the full-moment models in reasonable test cases.
Error estimates of time-splitting schemes for nonlinear Klein--Gordon equation with rough data
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；University of Chinese Academy of Sciences（中国科学院大学）；Wuhan University（武汉大学）
The present work proposes a second-order time splitting scheme for a linear dispersive equation with a variable advection coefficient subject to transparent boundary conditions. For its spatial discretization, a dual Petrov--Galerkin method is considered which gives spectral accuracy. The main difficulty in constructing a second-order splitting scheme in such a situation lies in the compatibility condition at the boundaries of the sub-problems. In particular, the presence of an inflow boundary condition in the advection part results in order reduction. To overcome this issue a modified Strang …
The fixed-stress splitting scheme is a popular method for iteratively solving the Biot equations. The method successively solves the flow and mechanic subproblems while adding a stabilizing term to the flow equation, which includes a parameter that can be chosen freely. However, the convergence properties of the scheme depend significantly on this parameter and choosing it carelessly might lead to a very slow, or even diverging, method. In this paper, we present a way to exploit the matrix structure arizing from discretizing the equations in the regime of impermeable porous media in order to o…
The numerical approximation of incompressible fluid-structure interaction problems with Lagrange multiplier is generally based on strongly coupled schemes. This delivers unconditional stability but at the expense of solving a computationally demanding coupled system at each time-step. For the case of the coupling with immersed thin-walled solids, we introduce a class of semi-implicit coupling schemes which avoids strongly coupling without compromising stability and accuracy. A priori energy and error estimates are derived. The theoretical results are illustrated through numerical experiments i…
We design and study splitting integrators for the temporal discretization of the stochastic FitzHugh--Nagumo system. This system is a model for signal propagation in nerve cells where the voltage variable is solution of a one-dimensional parabolic PDE with a cubic nonlinearity driven by additive space-time white noise. We first show that the numerical solutions have finite moments. We then prove that the splitting schemes have, at least, the strong rate of convergence $1/4$. Finally, numerical experiments illustrating the performance of the splitting schemes are provided.
We extend to the N-level Bloch model the splitting scheme which use exact numerical solutions of sub-equations. These exact solutions involve matrix exponentials which we want to avoid to calculate at each time step. We use Newton interpolation to reduce the computational cost. The resulting scheme is nonstandard and preserves all qualitative properties of the Bloch equations. We show numerical simulations to compare this approach with a few other schemes.
A second-order accurate in time, positivity-preserving, and unconditionally energy stable operator splitting numerical scheme is proposed and analyzed for the system of reaction-diffusion equations with detailed balance. The scheme is designed based on an energetic variational formulation, in which the reaction part is reformulated in terms of the reaction trajectory, and both the reaction and diffusion parts dissipate the same free energy. At the reaction stage, the reaction trajectory equation is approximated by a second-order Crank-Nicolson type method. The unique solvability, positivity-pr…
We present a detailed convergence analysis for an operator splitting scheme proposed in [C. Liu et al.,J. Comput. Phys., 436, 110253, 2021] for a reaction-diffusion system with detailed balance. The numerical scheme has been constructed based on a recently developed energetic variational formulation, in which the reaction part is reformulated in terms of the reaction trajectory, and both the reaction and diffusion parts dissipate the same free energy. The scheme is energy stable and positivity-preserving. In this paper, the detailed convergence analysis and error estimate are performed for the…
We analyse a splitting integrator for the time discretization of the Schrödinger equation with nonlocal interaction cubic nonlinearity and white noise dispersion. We prove that this time integrator has order of convergence one in the $p$-th mean sense, for any $p\geq1$ in some Sobolev spaces. We prove that the splitting schemes preserves the $L^2$-norm, which is a crucial property for the proof of the strong convergence result. Finally, numerical experiments illustrate the performance of the proposed numerical scheme.
We consider the Dynamical Low Rank (DLR) approximation of random parabolic equations and propose a class of fully discrete numerical schemes. Similarly to the continuous DLR approximation, our schemes are shown to satisfy a discrete variational formulation. By exploiting this property, we establish stability of our schemes: we show that our explicit and semi-implicit versions are conditionally stable under a parabolic type CFL condition which does not depend on the smallest singular value of the DLR solution; whereas our implicit scheme is unconditionally stable. Moreover, we show that, in cer…
We introduce in this work an efficient numerical method for the simulation of the quantum Liouville-BGK equation, which models the diffusive transport of quantum particles. The corner stone to the model is the BGK collision operator, obtained by minimizing the quantum free energy under the constraint that the local density of particles is conserved during collisions. This leads to a large system of coupled nonlinear nonlocal PDEs whose resolution is challenging. We then define a splitting scheme that separates the transport and the collision parts, which, exploiting the local conservation of p…
Fully discrete least-squares splitting scheme for the Monge-Ampère equation: finite element analysis and convergence
Institute of Mathematics, École Polytechnique Fédérale de Lausanne（洛桑联邦理工学院数学研究所）；Geneva School of Business Administration (HEG-GENÈVE), University of Applied Sciences and Arts Western Switzerland (HES-SO)（西瑞士应用科学大学日内瓦商学院）
We construct a positivity-preserving Lie--Trotter splitting scheme with finite difference discretization in space for approximating the solutions to a class of nonlinear stochastic heat equations with multiplicative space-time white noise. We prove that this explicit numerical scheme converges in the mean-square sense, with rate $1/4$ in time and rate $1/2$ in space, under appropriate CFL conditions. Numerical experiments illustrate the superiority of the proposed numerical scheme compared with standard numerical methods which do not preserve positivity.
