This paper presents the generalized formulations of fundamental schemes for efficient unconditionally stable implicit finite-difference time-domain (FDTD) methods. The fundamental schemes constitute a family of implicit schemes that feature similar fundamental updating structures, which are in simplest forms with most efficient right-hand sides. The formulations of fundamental schemes are presented in terms of generalized matrix operator equations pertaining to some classical splitting formulae, including those of alternating direction implicit, locally one-dimensional and split-step schemes. To provide further insights into the implications and significance of fundamental schemes, the analyses are also extended to many other schemes with distinctive splitting formulae. Detailed algorithms are described for new efficient implementations of the unconditionally stable implicit FDTD methods based on the fundamental schemes. A comparative study of various implicit schemes in their original and new implementations is carried out, which includes comparisons of their computation costs and efficiency gains.
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…
Hydrodynamics coupled phase field models have intricate difficulties to solve numerically as they feature high nonlinearity and great complexity in coupling. In this paper, we propose three second order, linear, unconditionally stable decoupling methods based on the Crank--Nicolson leap-frog time discretization for solving the Allen--Cahn--Navier--Stokes (ACNS) phase field model of two-phase incompressible flows. The ACNS system is decoupled via the artificial compression method and a splitting approach by introducing an exponential scalar auxiliary variable.We prove all three algorithms are u…
We propose two unconditionally stable, linear ensemble algorithms with pre-computable shared coefficient matrices across different realizations for the magnetohydrodynamics equations. The viscous terms are treated by a standard perturbative discretization. The nonlinear terms are discretized fully explicitly within the framework of the generalized positive auxiliary variable approach (GPAV). Artificial viscosity stabilization that modifies the kinetic energy is introduced to improve accuracy of the GPAV ensemble methods. Numerical results are presented to demonstrate the accuracy and robustnes…
In this paper, we construct efficient schemes based on the scalar auxiliary variable (SAV) block-centered finite difference method for the modified phase field crystal (MPFC) equation, which is a sixth-order nonlinear damped wave equation. The schemes are linear, conserve mass and unconditionally dissipate a pseudo energy. We prove rigorously second-order error estimates in both time and space for the phase field variable in discrete norms. We also present some numerical experiments to verify our theoretical results and demonstrate the robustness and accuracy.
In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [10] for convection-diffusion equations, which relies on a special kernel-based formulation of the solutions and successive convolution. However, disadvantages appear when we extend the previous method to our equations, such as inefficient choice of parameters and unprovable stability for high-dimensional problems. To overcome these difficulties, a new kernel-based formulation is designed to approach the spatial deri…
In this work, we introduce a new space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable, and a modified Hilbert transformation is used. For this resulting variational setting, ansatz and test spaces are equal. Thus, conforming finite element discretizations lead to Galerkin--Bubnov schemes. We consider a conforming tensor-product approach with piecewise polynomial, continuous basis functions, which results in an unconditionally stable method, i.e., no CFL condition is required. We give numerical example…
In this paper, we propose a novel family of high-order numerical schemes for the gradient flow models based on the scalar auxiliary variable (SAV) approach, which is named the high-order scalar auxiliary variable (HSAV) method. The newly proposed schemes could be shown to reach arbitrarily high order in time while preserving the energy dissipation law without any restriction on the time step size (i.e., unconditionally energy stable). The HSAV strategy is rather general that it does not depend on the specific expression of the effective free energy, such that it applies to a class of thermodyn…
The Immersed Boundary method has evolved into one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to suffer from a severe timestep stability restriction when using an explicit time discretization. In this paper, we propose several efficient semi-implicit schemes to remove this stiffness from the Immersed Boundary method for the two-dimensional Stokes flow. First, we obtain a novel unconditionally stable semi-implicit discretization for the immersed boundary problem. Using this unconditionally stable…
Based on a recent novel formulation of parametric anisotropic curve shortening flow, we analyse a fully discrete numerical method of this geometric evolution equation. The method uses piecewise linear finite elements in space and a backward Euler approximation in time. We establish existence and uniqueness of a discrete solution, as well as an unconditional stability property. Some numerical computations confirm the theoretical results and demonstrate the practicality of our method.
We present a systematical approach to developing arbitrarily high order, unconditionally energy stable numerical schemes for thermodynamically consistent gradient flow models that satisfy energy dissipation laws. Utilizing the energy quadratization (EQ) method, We formulate the gradient flow model into an equivalent form with a corresponding quadratic free energy functional. Based on the equivalent form with a quadratic energy, we propose two classes of energy stable numerical approximations. In the first approach, we use a prediction-correction strategy to improve the accuracy of linear numer…
In this paper, we introduce novel discontinuous Galerkin (DG) schemes for the Cahn-Hilliard equation, which arises in many applications. The method is designed by integrating the mixed DG method for the spatial discretization with the \emph{Invariant Energy Quadratization} (IEQ) approach for the time discretization. Coupled with a spatial projection, the resulting IEQ-DG schemes are shown to be unconditionally energy dissipative, and can be efficiently solved without resorting to any iteration method. Both one and two dimensional numerical examples are provided to verify the theoretical result…
In this paper, we present first-order accurate numerical methods for solution of the heat equation with uncertain temperature-dependent thermal conductivity. Each algorithm yields a shared coefficient matrix for the ensemble set improving computational efficiency. Both mixed and Robin-type boundary conditions are treated. In contrast with alternative, related methodologies, stability and convergence are unconditional. In particular, we prove unconditional, energy stability and optimal-order error estimates. A battery of numerical tests are presented to illustrate both the theory and applicatio…
In this paper, we consider the numerical approximation for a diffuse interface model of the two-phase incompressible inductionless magnetohydrodynamics problem. This model consists of Cahn-Hilliard equations, Navier-Stokes equations and Poisson equation. We propose a linear and decoupled finite element method to solve this highly nonlinear and multi-physics system. For the time variable, the discretization is a combination of first-order Euler semi-implicit scheme, several first-order stabilization terms and implicit-explicit treatments for coupling terms. For the space variables, we adopt the…
This paper studies a class of linear unconditionally energy stable schemes for the gradient flows. Such schemes are built on the SAV technique and the general linear time discretization (GLTD) as well as the linearization based on the extrapolation for the nonlinear term, and may be arbitrarily high-order accurate and very general, containing many existing SAV schemes and new SAV schemes. It is shown that the semi-discrete-in-time schemes are unconditionally energy stable when the GLTD is algebraically stable, and are convergent with the order of $\min\{\hat{q},ν\}$ under the diagonal stabilit…
The one-leg, two-step time-stepping scheme proposed by Dahlquist, Liniger and Nevanlinna has clear advantages in complex, stiff numerical simulations: unconditional $G$-stability for variable time-steps and second-order accuracy. Yet it has been underutilized due, partially, to its complexity of direct implementation. We prove herein that this method is equivalent to the backward Euler method with pre- and post arithmetic steps added. This refactorization eases implementation in complex, possibly legacy codes. The realization we develop reduces complexity, including cognitive complexity and in…
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 advantag…
In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic density, from the formal solution of the distribution function, which is then discretized by following characteristics for the transport part with a backward finite difference semi-Lagrangian approach, while the diffusive part is discretized implicitly. After the macroscopic density is available, the distribution function can be efficiently solved even with a…
We introduce an unconditionally stable finite element (FE) method, the automatic variationally stable FE (AVS-FE) method for the numerical analysis of the Korteweg-de Vries (KdV) equation. The AVS-FE method is a Petrov-Galerkin method which employs the concept of optimal discontinuous test functions of the discontinuous Petrov- Galerkin (DPG) method. However, since AVS-FE method is a minimum residual method, we establish a global saddle point system instead of computing optimal test functions element-by-element. This system allows us to seek both the approximate solution of the KdV initial bou…
We present several first-order and second-order numerical schemes for the Cahn-Hilliard equation with discrete unconditional energy stability. These schemes stem from the generalized Positive Auxiliary Variable (gPAV) idea, and require only the solution of linear algebraic systems with a constant coefficient matrix. More importantly, the computational complexity (operation count per time step) of these schemes is approximately a half of those of the gPAV and the scalar auxiliary variable (SAV) methods in previous works. We investigate the stability properties of the proposed schemes to establi…
The Swift-Hohenberg equation as a central nonlinear model in modern physics has a gradient flow structure. Here we introduce fully discrete discontinuous Galerkin (DG) schemes for a class of fourth order gradient flow problems, including the nonlinear Swift-Hohenberg equation, to produce free-energy-decaying discrete solutions, irrespective of the time step and the mesh size. We exploit and extend the mixed DG method introduced in [H. Liu and P. Yin, J. Sci. Comput., 77: 467--501, 2018] for the spatial discretization, and the "Invariant Energy Quadratization" method for the time discretization…
The ideal Magnetohydrodynamics (MHD) equations are challenging because one needs to maintain the divergence free condition, $\nabla \cdot \Bv = 0$. Many numerical methods have been developed to enforce this condition. In this work, we further our work on mesh aligned constrained transport by developing a new kernel based approach for the vector potential in 2D and 3D. The approach for solving the vector potential is based on the method of lines transpose and is A-stable, eliminating the need for diffusion limiters needed in our previous work in 3D. The work presented here is an improvement ove…
Linear, Second order and Unconditionally Energy stable schemes for The Viscous Cahn-Hilliard Equation with hyperbolic relaxation using the invariant energy quadratization method
University of South Carolina（南卡罗来纳大学）；Utah State University（犹他州立大学）
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
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…
This paper continues to study linear and unconditionally modified-energy stable (abbreviated as SAV-GL) schemes for the gradient flows. The schemes are built on the SAV technique and the general linear time discretizations (GLTD) as well as the extrapolation for the nonlinear term. Different from [44], the GLTDs with three parameters discussed here are not necessarily algebraically stable. Some algebraic identities are derived by using the method of undetermined coefficients and further used to establish the modified-energy inequalities for the unconditional modified-energy stability of the se…
