We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved numerical scheme is third order accurate for the linear advection with a space dependent velocity and unconditionally stable in the sense of von Neumann stability analysis. We also present a simple high-resolution scheme that gives a TVD (Total Variation Diminishing) approximation of the spatial derivative for the advected level set function. In the case of nonlinear advection, the semi-implicit discretization is proposed to linearize the problem. The compact form of implicit stencil in numerical schemes containing unknowns only in the upwind direction allows applications of efficient algebraic solvers like fast sweeping methods. Numerical tests to evolve a smooth and non-smooth interface and an example with a large variation of velocity confirm the good accuracy of the methods and fast convergence of the algebraic solver even in the case of very large Courant numbers.
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…
Analysis for Implicit and Implicit-Explicit ADER and DeC Methods for Ordinary Differential Equations, Advection-Diffusion and Advection-Dispersion Equations
本文在 DeC 框架下构造隐式与隐式–显式 ADER、DeC 方法，通过 Runge–Kutta 重解释和 von Neumann 分析刻画其 ODE 及线性 PDE 稳定性，并给出系数边界与格式选择建议。
A new parametric class of semi-implicit numerical schemes for a level set advection equation on Cartesian grids is derived and analyzed. An accuracy and a stability study is provided for a linear advection equation with a variable velocity using partial Lax-Wendroff procedure and numerical von Neumann stability analysis. The obtained semi-implicit kappa-scheme is 2nd order accurate in space and time in any dimensional case when using a dimension by dimension extension of the one-dimensional scheme that is not the case for analogous fully explicit or fully implicit kappa-schemes. A further impr…
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. …
This paper considers a two-step fourth-order modified explicit Euler/Crank-Nicolson numerical method for solving the time-variable fractional mobile-immobile advection-dispersion model subjects to suitable initial and boundary conditions. Both stability and error estimates of the new approach are deeply analyzed in the $L^{\infty}(0,T;L^{2})$-norm. The theoretical studies show that the proposed technique is unconditionally stable with convergence of order $O(k+h^{4})$, where $h$ and $k$ are space step and time step, respectively. This result indicate that the two-step fourth-order formulation …
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…
In this paper, we propose a novel computational implicit method, which we call Isogeometric Residual Minimization (iGRM) with direction splitting. The method mixes the benefits resulting from isogeometric analysis, implicit dynamics, residual minimization, and alternating direction solver. We utilize tensor product B-spline basis functions in space, implicit second order time integration schemes, residual minimization in every time step, and we exploit Kronecker product structure of the matrix to employ linear computational cost alternating direction solver. We implement an implicit time integ…
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…
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 propose a novel family of asymptotically stable, implicit-explicit, adaptive, time integration method (denoted with the $θ$-method) for the solution of the fractional advection-diffusion-reaction (FADR) equations. This family of time integration method generalized the computationally explicit $L_1$-method adopted by Brunner (J. Comput. Phys. {\bf 229} 6613-6622 (2010)) as well as the fully implicit method proposed by Jannelli (Comm. Nonlin. Sci. Num. Sim., {\bf 105}, 106073 (2022)). The spectral analysis of the method (involving the group velocity and the phase speed) indicates a region of …
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive terms. Standard interpolation procedures are used for the space discretization on structured and unstructured meshes. The proposed method allows for large time steps, while avoiding the solution of large linear systems, which would be required by an implicit time discretization technique. Numerical experiments demonstrate the effectiveness of the proposed appr…
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…
In this paper, we propose high-order numerical methods for the Riesz space fractional advection-dispersion equations (RSFADE) on a {f}inite domain. The RSFADE is obtained from the standard advection-dispersion equation by replacing the first-order and second-order space derivative with the Riesz fractional derivatives of order $α\in(0,1)$ and $β\in(1,2]$, respectively. Firstly, we utilize the weighted and shifted Grünwald difference operators to approximate the Riesz fractional derivative and present the {f}inite difference method for the RSFADE. Specifically, we discuss the Crank-Nicolson sch…
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…
In this study, an implicit-explicit local differential transform method (IELDTM) based on Taylor series representations is produced for solving 2D and 3D advection-diffusion equations. The parabolic advection-diffusion equations are reduced to the nonhomogeneous elliptic system of partial differential equations with the utilization of the Chebyshev spectral collocation approach in temporal variable. The IELDTM is constructed over 2D and 3D meshes using continuity equations of the neighbour representations with either explicit or implicit forms in related directions. The IELDTM is proven to hav…
We investigate errors in tangents and adjoints of implicit functions resulting from errors in the primal solution due to approximations computed by a numerical solver. Adjoints of systems of linear equations turn out to be unconditionally numerically stable. Tangents of systems of linear equations can become instable as well as both tangents and adjoints of systems of nonlinear equations, which extends to optima of convex unconstrained objectives. Sufficient conditions for numerical stability are derived.
We analyze, from the viewpoint of positivity preservation, certain discretizations of a fundamental partial differential equation, the one-dimensional advection equation with periodic boundary condition. The full discretization is obtained by coupling a finite difference spatial semi-discretization (the second- and some higher-order centered difference schemes, or the Fourier spectral collocation method) with an arbitrary $θ$-method in time (including the forward and backward Euler methods, and a second-order method by choosing $θ\in [0,1]$ suitably). The full discretization generates a two-pa…
Radial basis functions are typically used when discretization sche-mes require inhomogeneous node distributions. While spawning from a desire to interpolate functions on a random set of nodes, they have found successful applications in solving many types of differential equations. However, the weights of the interpolated solution, used in the linear superposition of basis functions to interpolate the solution, and the actual value of the solution are completely different. In fact, these weights mix the value of the solution with the geometrical location of the nodes used to discretize the equa…
A fast second-order implicit difference method for time-space fractional advection-diffusion equation
University of Electronic Science and Technology of China（电子科技大学）；Southwestern University of Finance and Economics（西南财经大学）；Neijiang Normal University（内江师范学院）
We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete approximation to a gradient flow by solving a sequence of optimization problems. In particular, each step entails minimizing the associated energy of the gradient flow plus a movement limiter term that is, in the classical context of steepest descent with respect to an inner product, simply quadratic. A variety of existing unconditionally stable numerical met…
In this work we present a class of high order unconditionally strong stability preserving (SSP) implicit multi-derivative Runge--Kutta schemes, and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step restriction is independent of the stiff term. The unconditional SSP property for a method of order $p>2$ is unique among SSP methods, and depends on a backward-in-time assumption on the derivative of the operator. We show that this backward derivative condition is satisfied in many relevant cases where SSP IMEX schemes are desired. We devise unconditionally SSP i…
Stability and convergence analysis of unconditionally original energy dissipative implicit-explicit Runge--Kutta methods for the phase field crystal models without Lipschitz assumptions
We provide a preliminary comparison of the dispersion properties, specifically the time-amplification factor, the scaled group velocity and the error in the phase speed of four spatiotemporal discretization schemes utilized for solving the one-dimensional (1D) linear advection diffusion reaction (ADR) equation: (a) An explicit (RK2) temporal integration combined with the Optimal Upwind Compact Scheme (or OUCS3) and the central difference scheme (CD2) for second order spatial discretization, (b) a fully implicit mid-point rule for time integration coupled with the OUCS3 and the Lele's compact s…
We propose a new method that extends conservative explicit multirate methods to implicit explicit-multirate methods. We develop extensions of order one and two with different stability properties on the implicit side. The method is suitable for time-stepping adaptive mesh refinement PDE discretizations with different degrees of stiffness. A numerical example with an advection-diffusion problem illustrates the new method's properties.
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
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.
We introduce a class of high order accurate, semi-implicit Runge-Kutta schemes in the general setting of evolution equations that arise as gradient flow for a cost function, possibly with respect to an inner product that depends on the solution, and we establish their energy stability. This class includes as a special case high order, unconditionally stable schemes obtained via convexity splitting. The new schemes are demonstrated on a variety of gradient flows, including partial differential equations that are gradient flow with respect to the Wasserstein (mass transport) distance.
We construct efficient implicit-explicit BDF$k$ scalar auxiliary variable (SAV) schemes for general dissipative systems. We show that these schemes are unconditionally stable, and lead to a uniform bound of the numerical solution in the norm based on the principal linear operator in the energy. Based on this uniform bound, we carry out a rigorous error analysis for the $k$th-order $(k=1,2,3,4,5)$ SAV schemes in a unified form for a class of typical Allen-Cahn type and Cahn-Hilliard type equations. We also present numerical results confirming our theoretical convergence rates.
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…
An adaptive implicit-explicit (IMEX) BDF2 scheme is investigated on generalized SAV approach for the Cahn-Hilliard equation by combining with Fourier spectral method in space. It is proved that the modified energy dissipation law is unconditionally preserved at discrete levels. Under a mild ratio restriction, i.e., \Ass{1}: $0<r_k:=τ_k/τ_{k-1}< r_{\max}\approx 4.8645$, we establish a rigorous error estimate in $H^1$-norm and achieve optimal second-order accuracy in time. The proof involves the tools of discrete orthogonal convolution (DOC) kernels and inequality zoom. It is worth noting that t…
