Alternating Direction Implicit Research Articles

A fully discrete GL-ADI scheme for 2D time-fractional reaction-subdiffusion equation

Alternating direction implicit (ADI) difference method for solving a 2D reaction-subdiffusion equation whose solution behaves a weak singularity at t=0 is studied in this paper. A Grünwald-Letnikov (GL) approximation is used for the discretization of Caputo fractional derivative (of order α, with 0<α<1) on a uniform mesh. Stability and convergence of the fully discrete ADI scheme are rigorously established. With the help of a discrete fractional Gronwall inequality, we get the sharp error estimate. The stability in L2 norm and the convergence of the GL-ADI scheme are strictly proved, where the convergent order is O(τtsα−1+τ2α+h12+h22). Numerical experiments are given to verify the theoretical analysis.

Coupled filtration–consolidation model for vacuum-preloaded soft ground

The widespread utilisation of vacuum-assisted prefabricated vertical drains for managing clayey soft ground has led to the development of numerous consolidation models. However, these models have limitations when describing the filtration behaviour of soil under conditions of high water content, without the formation of a particle network. To address this issue effectively, in this work, based on the compressional rheology theory, a two-dimensional axisymmetric model incorporating the compressive yield stress Py(ϕ) and a hindered setting factor r(ϕ) was developed to couple the filtration and consolidation of soil under vacuum preloading. A novel approach for determining the unified ϕ–Py–r relationships was introduced. The equation governing such fluid/solid and solid/solid interactions was solved using the alternative direction implicit method, and the numerical solutions were validated against the one-dimensional filtration cases, three-dimensional laboratory model tests and large-scale field trials. Further parametric analysis suggests that the radius of the representative unit and r(ϕ) exclusively affect the dewatering rate of the clayey slurry, while the gel point and Py(ϕ) influence both the dewatering rate and the final deformation.

A fast H3N3‐2σ$_\sigma$‐based compact ADI difference method for time fractional wave equations

AbstractIn the present paper, we derive a fast H3N3‐2‐based compact alternating direction implicit (ADI) scheme for the time fractional wave equation in two‐dimensional spatial domains. The time fractional derivative involved in the equation is discretized by the H3N3‐2 formula combined with sum‐of‐exponential technique. The former was first proposed by Du et al., while the latter has become a widely used technique to reduce the computational cost in the processing of convolution integrals. The spatial discretization adopts the standard compact ADI method, which can ensure that the space can reach the fourth‐order accuracy without increasing the amount of computation. The numerical stability and convergence of the difference scheme are analyzed rigorously. As an auxiliary illustration, a numerical example is given to verify the validity of the theoretical findings.

A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation

The complex continuous-time algebraic Riccati equation (CCARE) is quadratic, which is closely related to the analysis of the optimal control problem. In this paper, we apply Newton method as the outer iteration and an efficient general alternating-direction implicit (GADI) method as the inner iteration to solve CCARE. Meanwhile, we propose the inexact Newton-GADI method to further improve the efficiency of the algorithm. We give the convergence analysis of our proposed method and prove that its convergence rate is faster than the classical Newton-ADI method. Finally, some numerical examples are given to illustrate the effectiveness of our algorithms and the correctness of the theoretical analysis.

Thermo-mechanical responses of rubber concrete post-exposure to elevated temperatures

This manuscript introduces a hybrid approach merging the Alternating Direction Implicit (ADI) method with the Crank Nicolson scheme, renowned for its unconditional stability, for forecasting the thermo-mechanical responses of rubber concrete experiencing thermal shock. Various proportions of rubber aggregate (0%, 10%, 20%, and 30%) are investigated under a constant humidity level (3%). The governing equation for coupled thermo-mechanical phenomena, derived from the heat conduction equation, is delineated, followed by discretization employing the proposed methodology. A comparative analysis between the analytical solution, featuring temperature and time-dependent constants, and the numerical outcomes is conducted to validate the proposed algorithm. Additionally, the impact of temperature on mechanical parameters like tensile strength, compressive strength, and elastic modulus is deliberated. The findings, including 3D contour plots and the temporal evolution of temperature and each mechanical parameter, affirm the capability of our numerical framework in anticipating and scrutinizing the thermo-mechanical dynamics of rubber concrete under fire-induced loading conditions.

Stepwise Alternating Direction Implicit Method of the Three Dimensional Convective-Diffusion Equation

A stepwise alternating direction implicit method of the three dimensional convective-diffusion equation is considered in this paper. We constructed an implicit difference scheme and analyzes it's truncation error, convergence and stabilities. The theoretical and numerical analysis shows that the implicit difference scheme is unconditional stable. Then the Greedy Algorithm is proposed to solve the numerical solution on x,y and z axis separately by using implicit difference scheme and the numerical solution is convergent theoretically, however with no physical meaning. The Stepwise Alternating Direction Implicit Method (SADIM) is proposed, which uses the implicit difference scheme in this paper. Using Sauls scheme to pretreat the initial-boundary condition before iterating, thus eliminate the numerical oscillation caused by discontinuous initial boundary conditions. This SADIM is at least six ordered convergent, and is one of high ordered numerical methods for three dimensional problem. Our implicit difference scheme is more ideal than the standard Galerkin centered on finite difference scheme, quicker than SOR iteration method. The convergence of our implicit scheme is better than finite element method, characteristic line method, and mesh-less method. Our method eliminates the numerical oscillation caused by the convection dominant, resists the dispersion effectively and addresses dissipation caused by diffusion dominant.The implicit difference scheme has good theoretical and practical value.

An unconditional stable modified finite element methods for Maxwell’s equation in Kerr-type nonlinear media

The purpose of this paper is to construct a newly efficient finite element method which named as modified finite element method, for Maxwell’s equation in Kerr-type nonlinear media. Because the efficient unconditional stable alternative direction implicit method can’t extend to the Maxwell’s equations in Kerr-type nonlinear media (the difficulty will be discussed in section 3.1), we design the modified method to construct an efficient unconditional stable scheme for Maxwell’s equations in Kerr-type nonlinear media. Furthermore, combined with the direct method, we construct a more efficient direct modified scheme. Comparisons of the efficiency, stability, convergence rate for our modified method and classical explicit leapfrog method were done by theoretical analysis and numerical experiments. The modified method is unconditional stable and its efficiency is not less than leapfrog method.

A parameter-uniform hybrid method for singularly perturbed parabolic 2D convection-diffusion-reaction problems

The solution of the singular perturbation problems (SPP) of convection-diffusion-reaction type may exhibit regular and corner layers in a rectangular domain. In this work, we construct and analyze a parameter-uniform operator-splitting alternating direction implicit (ADI) scheme to efficiently solve a two-dimensional parabolic singularly perturbed problem with two positive parameters. The proposed model is a combination of the backward-Euler method defined on a uniform mesh in time and a hybrid method in space defined on a special Shishkin mesh. The analysis is presented on a layer adapted piecewise-uniform Shishkin mesh. The developed numerical method is proved to be first-order convergent in time and almost second-order convergent in space. The numerical experiments are performed to validate the theoretical convergence results and illustrate the efficiency of the current strategy.

Two-level implicit high-order compact scheme in exponential form for 3D quasi-linear parabolic equations

We discuss a new high accuracy compact exponential scheme of order four in space and two in time to solve the three-dimensional quasi-linear parabolic partial differential equations. The derived half-step discretization based scheme is implicit in nature and demands only two levels for computation. The generalization of the proposed exponential scheme for the system of the quasi-linear parabolic PDEs is also represented. We generate unconditionally stable alternating direction implicit scheme for the linear parabolic equation in general form. The accuracy and the theoretical results of the proposed scheme are verified for high Reynolds number by several numerical problems like linear and non-linear convection-diffusion equation, coupled Burgers' equations, Navier-Stokes equations, quasi-linear parabolic equation, etc.

A generalized alternating direction implicit method for consensus optimization: application to distributed sparse logistic regression

A generalized alternating direction implicit method for consensus optimization: application to distributed sparse logistic regression

Analytical and numerical study of thermo-solutal convection in pulsating flows between two coaxial cylinders

This research reports an analytical and numerical study of thermo-solutal convection in pulsating flows between two coaxial cylinders under a pressure gradient and subject to Dirichlet-type boundary conditions for temperature and concentration along the vertical walls of the annulus. The numerical procedure used in this work is mainly based on the solution of the momentum equations and coupled with the energy and concentration equations. The finite difference method is adopted to solve governing equations using the implicit Crank-Nicolson time marching scheme in the fluid domain and the alternating direction implicit method inside the inner cylinder. The effect of the various parameters such as the fluid-solid conductivity ratio, thermal diffusivity ratio, buoyancy ratio, Lewis number, Richardson number, aspect ratio, and radius ratio on the heat and mass transfer characteristics and the flow structure is presented and discussed. The governing equations are solved analytically after separating into a steady case and an oscillatory case, where an analytical solution for velocity profile, temperature, and concentration distributions is obtained in terms of Bessel’s functions, while the analytical solutions of temperature and concentration profiles are keeping symmetry with the increase of the radius ratio. The results show that the analytical profile can reproduce the three fields obtained numerically and thus for the whole range of parameters.

Line-Based High-Order Hybrid Scheme on Unstructured Grids for Compressible Flows

This study explores the use of line-based finite difference techniques on unstructured grids employing high-order stencils for practical aerodynamic applications. The primary focus is on finite-difference explicit and compact spatial discretization up to sixth order. Problems studied include compressible flows containing discontinuities, which necessitated the use of a hybrid finite difference–finite volume approach, where the former is shown to be effective and accurate for smooth regions, while the latter is robust in capturing discontinuities and shocks. To differentiate between discontinuous and smooth zones, two distinct shock indicators are used, one based on pressure gradients and the other on the divergence of velocity. To achieve faster convergence, spatial discretization is applied with line-based alternating direction implicit (ADI) time integration. A key focus of this work is to demonstrate the proposed methodology in flow scenarios relevant to aircraft applications that also test various aspects of the methodology. Consequently, the cases studied are isentropic vortex convection, standing normal shock, transonic NACA0012 airfoil, supersonic cylinder, unsteady flow past tandem circular cylinders, and supersonic flow past a forward-facing step. Comparisons were also done against an existing line-based finite-volume technique for unstructured grids that employed Monotonic Upstream-Centered Scheme for Conservation Laws (MUSCL) and fifth-order Weighted Essentially NonOscillatory (WENO5) spatial reconstruction schemes. It is observed that the hybrid finite difference–finite volume approach performed well with excellent agreement against available results, sometimes with far fewer degrees of freedom. Furthermore, the implicit ADI scheme is effective over unstructured grids and provides a three-time speed-up over the traditional Runge–Kutta fourth-order scheme.

Effects of vibration on natural convection in a square inclined porous enclosure filled with Cu-water nanofluid

PurposeThe purpose of this paper is to investigate the effects of gravitational modulation on natural convection in a square inclined porous cavity filled by a fluid containing copper nanoparticles.Design/methodology/approachThe present study uses a system of equations that couple hydrodynamics to heat transfer, representing the governing equations of fluid flow in a square domain. The Boussinesq–Darcy flow with Cu-water nanofluid is considered. The dimensionless partial differential equations are solved numerically using finite difference method based on alternating direction implicit scheme. The cavity is differentially heated by constant heat flux, while the top and bottom walls are insulated. The authors examined the effects of gravity amplitude (λ), vibration frequency (σ), tilt angle (α) and Rayleigh number (Ra) on flow and temperature.FindingsThe numerical simulations, in the form of streamlines, isotherms, Nusselt number and maximum stream function for different values of amplitude, frequency, tilt angle and Rayleigh number, have revealed an oscillatory behavior in the development of flow and temperature under gravity modulation. An increase of amplitude from 0.5 to 1 intensifies the flow stream (from |ψmax| = 21.415 to |ψmax| = 25.262) and improves heat transfer (from Nu¯ = 17.592 to Nu¯ = 20.421). Low-frequency vibration below 50 has a significant impact on the flow and thermal distributions. However, once this threshold is exceeded, the flow weakens, leading to a gradual decrease in heat transfer rate. The inclination angle is an effective parameter for controlling the flow and temperature characteristics. Thus, transitioning the tilt angle from 30° to 60° can increase the flow velocity (from 22.283 to 23.288) while reducing the Nusselt number (from 16.603 to 13.874). Therefore, by manipulating the combination of vibration and inclination, it is founded that for a fixed frequency value of σ = 100 and for increased amplitude (from 0.5 to 1), the flow intensity at inclination of 60° is boosted, and an increase of the heat transfer rate at inclination of 30° is also observed. Convective thermal instabilities may arise depending on the different key factors.Originality/valueTo the best of the authors’ knowledge, this study is original in its examination of the combined effects of modulated gravity and cavity inclination on free convection in nanofluid porous media. It highlights the crucial roles of these two important factors in influencing flow and heat transfer properties.

A class of ADI method for the nonsymmetric coupled algebraic Riccati equations

A class of ADI method for the nonsymmetric coupled algebraic Riccati equations

A novel second-order ADI Scheme for solving epidemic models with cross-diffusion

Phenomena in life sciences can be modeled using systems of reaction–diffusion partial differential equations with cross-diffusion. These equations, nonlinear in nature, exhibit complex spatial behavior. Within this framework, we propose an SIR model with cross-diffusion to depict the dynamic interaction between susceptible and infectious individuals in the presence of public policies. Achieving accurate solutions requires fine space discretization, leading to high computational costs. In addition, we propose a second-order semi-implicit method based on an Alternating Direction Implicit (ADI) scheme, called SSIADI, suitable for treating nonlinear reaction and linear diffusion problems.

Low-rank generalized alternating direction implicit iteration method for solving matrix equations

Low-rank generalized alternating direction implicit iteration method for solving matrix equations

Convergence analysis of a L1‐ADI scheme for two‐dimensional multiterm reaction‐subdiffusion equation

AbstractIn this paper, we consider the numerical approximation for a two‐dimensional multiterm reaction‐subdiffusion equation, where we adopt an alternating direction implicit (ADI) method combined with the L1 approximation for the multiterm time Caputo fractional derivatives of orders between 0 and 1. Stability and convergence of the full‐discrete L1‐ADI scheme are established. The final convergence in time direction is point‐wise, that is, at . Numerical results are given to confirm our theoretical results.

A generalized curvilinear solver for spherical shell Rayleigh-Bénard convection

Summary A three-dimensional finite-difference solver has been developed and implemented for Boussinesq convection in a spherical shell. The solver transforms any complex curvilinear domain into an equivalent Cartesian domain using Jacobi transformation and solves the governing equations in the latter. This feature enables the solver to account for the effects of the non-spherical shape of the convective regions of planets and stars. Apart from parallelization using MPI, implicit treatment of the viscous terms using a pipeline alternating direction implicit scheme and HYPRE multigrid accelerator for pressure correction makes the solver efficient for high-fidelity direct numerical simulations. We have performed simulations of Rayleigh-Bénard convection at two Rayleigh numbers Ra = 105 and 107 while keeping the Prandtl number fixed at unity (Pr = 1). The average radial temperature profile and the Nusselt number match very well, both qualitatively and quantitatively, with the existing literature. Closure of the turbulent kinetic energy budget, apart from the relative magnitude of the grid spacing compared to the local Kolmogorov scales, ensures sufficient spatial resolution.

Numerical solutions of Schrödinger–Boussinesq system by orthogonal spline collocation method

This paper is concerned with the numerical solutions of Schrödinger–Boussinesq (SBq) system by an orthogonal spline collocation (OSC) discretization in space and Crank–Nicolson (CN) type approximation in time. By using the mathematical induction argument and standard energy method, the proposed CN+OSC scheme is proved to be unconditionally convergent at the order O(τ2+h4) with mesh-size h and time step τ in the discrete L2-norm. We devise a new computation method based on the orthogonal diagonalization techniques (ODT) to realize the proposed CN+OSC scheme. In order to compare the performance of ODT, we devise an alternating direction implicit (ADI) method to compute the CN+OSC scheme for high spatial dimension SBq system. As an alternative implementation, the new method ODT not only exhibits more accurate numerical results, but also demonstrates stronger invariance preserving ability. Numerical results are reported to verify the error estimates and the discrete conservation laws.

A hybrid one‐step leapfrog ADI‐FDTD and subgridding approach based on a heterogeneous computing platform

AbstractThe finite‐difference time‐domain (FDTD) method often demands numerous grids for fine structure analysis, leading to high computational costs. To address this challenge, a subgridding scheme emerges as an attractive solution. However, the explicit nature of the FDTD subgrid method, constrained by Courant–Friedrichs–Lewy (CFL) conditions, can lead to inefficiencies with complex structures. In response, the leapfrog alternating‐direction implicit (ADI)‐FDTD method, exhibiting unconditional stability, has been developed to overcome CFL limitations. This paper presents a hybrid approach merging the one‐step leapfrog ADI‐FDTD method with a subgridding scheme using heterogeneous computing. By optimizing hardware usage and leveraging different device performances, this approach maximizes throughput in heterogeneous systems. Central processing units and graphics processing units handle workloads to minimize system latency. Simulation results on heterogeneous platforms demonstrate superior efficiency over single processor setups while maintaining simulation accuracy, especially in analyzing electromagnetic scattering from multiscale structures.