In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term and a Newton linearized method for the nonlinear term in time combining with a Galerkin finite element method (FEM) in space. We prove the unconditionally optimal error estimate of the proposed scheme under mild restrictions on the ratio of adjacent time-steps, i.e. $0<r_k < r_{\max} \approx 4.8645$ and on the maximum time step. The proof involves the discrete orthogonal convolution (DOC) and discrete complementary convolution (DCC) kernels, and the error splitting approach. In addition, our analysis also shows that the first level solution $u^1$ obtained by BDF1 (i.e. backward Euler scheme) does not cause the loss of global accuracy of second order. Numerical examples are provided to demonstrate our theoretical results.
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…
Unconditionally optimal error Estimate of a linearized Second-order Fully Discrete Finite Element Method for the bioconvection flows with concentration dependent viscosity
School of Mathematical Sciences, East China Normal University（华东师范大学数学科学学院）；School of Mathematical Sciences, Ministry of Education Key Laboratory of Mathematics and Engineering Applications, Shanghai Key Laboratory of PMMP, East China Normal University（华东师范大学数学科学学院，教育部数学与工程应用重点实验室，上海市PMMP重点实验室）
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…
In this paper we deal with an abstract problem which includes the linearized equations of coupled sound and heat flow as an example. Recently, a time discretization of a simultaneous abstract evolution equation applying to some parabolic-hyperbolic phase-field systems has been studied. This paper focuses on a time discretization of an abstract problem applying to the linearized equations of coupled sound and heat flow. Also, this paper gives some parabolic-hyperbolic phase-field systems as examples.
This paper is concerned with numerical approximation of some two-dimensional Keller-Segel chemotaxis models, especially those generating pattern formations. The numerical resolution of such nonlinear parabolic-parabolic or parabolic-elliptic systems of partial differential equations consumes a significant computational time when solved with fully implicit schemes. Standard linearized semi-implicit schemes, however, require reasonable computational time, but suffer from lack of accuracy. In this work, two methods based on a single-layer neural network are developed to build linearized implicit …
We revise the structure-preserving finite element method in [K. Hu, Y. MA and J. Xu. (2017) Stable finite element methods preserving $\nabla \cdot \mathbf{B}=0$ exactly for MHD models. Numer. Math.,135, 371-396]. The revised method is semi-implicit in time-discretization. We prove the linearized scheme preserves the divergence free property for the magnetic field exactly at each time step. Further, we showed the linearized scheme is unconditionally stable and we obtain optimal convergence in the energy norm of the revised method even for solutions with low regularity.
An unconditionally stable algorithm for generalised thermoelasticity based on operator-splitting and time-discontinuous Galerkin finite element methods
University of Cape Town（开普敦大学）；Centre for Research in Computational and Applied Mechanics (CERECAM)（计算与应用力学研究中心）
Analysis of linearized Galerkin-mixed FEMs for the time-dependent Ginzburg--Landau equations of superconductivity
School of Mathematics and Statistics, Huazhong University of Science and Technology（华中科技大学数学与统计学院）；Department of Mathematics, City University of Hong Kong（香港城市大学数学系）
A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson method and extrapolation methods in the temporal direction. A novel discrete fractional Grönwall inequality is established. Thanks to the inequality, the error estimate of fully discrete scheme is obtained. Several numerical examples are provided to verify the effectiveness of the fully discrete numerical method.
Maximum bound principle (MBP) is an important property for a large class of semilinear parabolic equations, in the sense that the time-dependent solution of the equation with appropriate initial and boundary conditions and nonlinear operator preserves for all time a uniform pointwise bound in absolute value. It has been a challenging problem on how to design unconditionally MBP-preserving high-order accurate time-stepping schemes for these equations. In this paper, we combine the integrating factor Runge-Kutta (IFRK) method with the linear stabilization technique to develop a stabilized IFRK (…
Error analysis of mixed finite element methods for nonlinear parabolic equations
School of Mathematics and Statistics, Huazhong University of Science and Technology（华中科技大学数学与统计学院）；Department of Mathematics, City University of Hong Kong（香港城市大学数学系）
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 propose a linearized semi-implicit and decoupled finite element method for the incompressible Navier--Stokes equations with variable density. Our method is fully discrete and shown to be unconditionally stable. The velocity equation is solved by an H1-conforming finite element method, and an upwind discontinuous Galerkin finite element method with post-processed velocity is adopted for the density equation. The proposed method is proved to be convergent in approximating reasonably smooth solutions in three-dimensional convex polyhedral domains.
In this paper, a free boundary problem modelling the growth of tumor is considered. The model includes two reaction-diffusion equations modelling the diffusion of nutrient and drug in the tumor and three hyperbolic equations describing the evolution of three types of cells (i.e. proliferative cells, quiescent cells and dead cells) considered in the tumor. Due to the fact that in the real situation, the subdiffusion of nutrient and drug in the tumor can be found, we have changed the reaction-diffusion equations to the fractional ones to consider other conditions and study a more general and rel…
The ubiquity of semilinear parabolic equations has been illustrated in their numerous applications ranging from physics, biology, to materials and social sciences. In this paper, we consider a practically desirable property for a class of semilinear parabolic equations of the abstract form $u_t=\mathcal{L}u+f[u]$ with $\mathcal{L}$ being a linear dissipative operator and $f$ being a nonlinear operator in space, namely a time-invariant maximum bound principle, in the sense that the time-dependent solution $u$ preserves for all time a uniform pointwise bound in absolute value imposed by its init…
Analysis of $L1$-Galerkin FEMs for time-fractional nonlinear parabolic problems
School of Mathematics and Statistics, Huazhong University of Science and Technology（华中科技大学数学与统计学院）；Department of Mathematics, City University of Hong Kong（香港城市大学数学系）；Institute of Sciences, PLA University of Science and Technology（中国人民解放军理工大学理学院）；Department of Scientific Computing, Florida State University（佛罗里达州立大学科学计算系）；Beijing Computational Science Research Center（北京计算科学研究中心）
High-order integrator for sampling the invariant distribution of a class of parabolic SPDEs with additive space-time noise
Univ Lyon, Université Claude Bernard Lyon 1（里昂大学，克洛德·贝尔纳里昂大学）；CNRS UMR 5208, Institut Camille Jordan（法国国家科学研究中心联合研究实验室5208，卡米耶·若当研究所）；Université de Genève（日内瓦大学）
Time discretizations of phase-field systems have been studied. For example, a time discretization and an error estimate for a parabolic-parabolic phase-field system have been studied by Colli--K. [Commun. Pure Appl. Anal. 18 (2019)]. Also, a time discretization and an error estimate for a simultaneous abstract evolution equation applying parabolic-hyperbolic phase field systems and the linearized equations of coupled sound and heat flow have been studied (see K. [ESAIM Math. Model. Numer. Anal.54 (2020), Electron. J. Differential Equations 2020, Paper No. 96]). On the other hand, although exis…
We develop an \textit{a posteriori} error analysis for a numerical estimate of the time at which a functional of the solution to a partial differential equation (PDE) first achieves a threshold value on a given time interval. This quantity of interest (QoI) differs from classical QoIs which are modeled as bounded linear (or nonlinear) functionals {of the solution}. Taylor's theorem and an adjoint-based \textit{a posteriori} analysis is used to derive computable and accurate error estimates in the case of semi-linear parabolic and hyperbolic PDEs. The accuracy of the error estimates is demonstr…
Recent theoretical and experimental advances show that the inertia of magnetization emerges at sub-picoseconds and contributes to the ultrafast magnetization dynamics which cannot be captured intrinsically by the LLG equation. Therefore, as a generalization, the inertial Landau-Lifshitz-Gilbert (iLLG) equation is proposed to model the ultrafast magnetization dynamics. Mathematically, the LLG equation is a nonlinear system of parabolic type with (possible) degeneracy. However, the iLLG equation is a nonlinear system of mixed hyperbolic-parabolic type with degeneracy, and exhibits more complicat…
In this paper, a class of arbitrarily high-order linear momentum-preserving and energy-preserving schemes are proposed, respectively, for solving the regularized long-wave equation. For the momentum-preserving scheme, the key idea is based on the extrapolation/prediction-correction technique and the symplectic Runge-Kutta method in time, together with the standard Fourier pseudo-spectral method in space. We show that the scheme is linear, high-order, unconditionally stable and preserves the discrete momentum of the system. For the energy-preserving scheme, it is mainly based on the energy quad…
We consider a chemo-repulsion model with quadratic production in a bounded domain. Firstly, we obtain global in time weak solutions, and give a regularity criterion (which is satisfied for $1D$ and $2D$ domains) to deduce uniqueness and global regularity. After, we study two cell-conservative and unconditionally energy-stable first-order time schemes: a (nonlinear and positive) Backward Euler scheme and a linearized coupled version, proving solvability, convergence towards weak solutions and error estimates. In particular, the linear scheme does not preserve positivity and the uniqueness of th…
We consider the finite element (FE) approximation of the shallow water equations (SWE) by considering discretizations in which both space and time are established using an unconditionally stable FE method. Particularly, we consider the automatic variationally stable FE (AVS-FE) method, a type of discontinuous Petrov-Galerkin (DPG) method. The philosophy of the DPG method allows us to break the test space and achieve unconditionally stable FE approximations as well as accurate a posteriori error estimators upon solution of a saddle point system of equations. The resulting error indicators allow…
Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v- φ(t,x))= f(t,x).$$ For the scheme building on the second order BDF formula (BDF2), we discuss unconditional stability, prove an $L^2$-error estimate and show numerically second order convergence, in both space and time, unconditionally on the ratio of the mesh steps. In the analysis, an equivalence of the obstacle equation with a Hamilton-Jacobi-Bellman equation…
