Alternating Direction Implicit Research Articles

The efficient ADI Galerkin finite element methods for the three-dimensional nonlocal evolution problem arising in viscoelastic mechanics

In this article, we investigate and analyze new methods for the numerical solution of the three-dimensional nonlocal evolution problem arising in viscoelastic mechanics. Then these methods combine Galerkin finite element methods (FEMs) for the spatial discretization with corresponding alternating direction implicit (ADI) algorithms, based on the backward Euler (BE) method and Crank-Nicolson (CN) method, respectively, from which, the Riemann-Liouville (R-L) integral term is approximated by relevant convolution quadrature rules. The $ L^2 $-norm stability and convergence of two ADI Galerkin schemes are proved by the energy argument. Numerical results confirm the predicted space-time convergence orders.

A second-order ADI method for pricing options under fractional regime-switching models

<abstract><p>Fractional regime-switching option models have recently attracted much attention because they can capture the sudden state movement of the market, and deal with the non-stationary behavior. A second-order numerical scheme is proposed to solve the regime-switching option pricing models with fractional derivatives in space. The sufficient conditions of the stability and convergence of the proposed scheme are studied in details. An alternating direction implicit (ADI) method is implemented to accelerate the computation in every time layer. Numerical experiments are presented to verify the convergence and efficiency of the proposed method, compared with classical Krylov subspace solvers.</p></abstract>

A two-grid ADI finite element approximation for a nonlinear distributed-order fractional sub-diffusion equation

<abstract><p>In this paper, a two-grid alternating direction implicit (ADI) finite element (FE) method based on the weighted and shifted Grünwald difference (WSGD) operator is proposed for solving a two-dimensional nonlinear time distributed-order fractional sub-diffusion equation. The stability and optimal error estimates with second-order convergence rate in spatial direction are obtained. The storage space can be reduced and computing efficiency can be improved in this method. Two numerical examples are provided to verify the theoretical results.</p></abstract>

A New Two-dimensional Dual-permeability Model of Preferential Water Flow in the Vadose Zone

LEAK2D (L2D) is a new, two-dimensional, dual-permeability model for the simulation of preferential water flow in the vadose zone, allowing for the continuous exchange of water between the matrix and the fracture domain. It is based on the two-dimensional Richards equation for the simulation of flow in the matrix domain and on the kinematic wave equation for the simulation of flow in the fracture domain. The Richards equation is solved by a combination of the Alternating Direction Implicit method and the Douglas-Jones predictor-corrector method. This combination leads to a very efficient, stable, and time-consuming method. A variable time step is used by which any instability of the numerical solution is avoided. The water transfer from the fracture to the matrix domain is estimated as a first-order approximation of the water diffusion equation. The model was used to satisfactorily simulate preferential flow under an extreme rainfall/irrigation event. The exchange of water between the two domains depends on parameters which have physical meaning; however, their exact values are difficult to be determined or measured. Based on the most common values of these parameters found in the literature, a sensitivity analysis was performed to define their effect on the output of the model.

Efficiently energy-dissipation-preserving ADI methods for solving two-dimensional nonlinear Allen-Cahn equation

Over the years, energy-dissipation-preserving (EDP) numerical methods (EDP-NMs) for the nonlinear system of energy dissipation have attracted considerable attention because they are good at long-term computations. More recently, the invariant energy quadratization methods (IEQMs) have been proposed by Xiaofeng Yang and his collaborators to construct linearized EDP-NMs for the nonlinear system of energy dissipation, such as gradient flows. However, the system of the linear algebraic equations corresponding to the obtained EDP-NMs involves the variable coefficient matrices in general, thus resulting in complex computations. Besides, most of efficient alternating direction implicit (ADI) methods are not able to preserve the structures of continuous problem, such as, energy dissipation, energy conservation. To overcome these shortcomings, taking two-dimensional (2D) nonlinear Allen-Cahn equation for example, two energy-dissipation-preserving ADI finite difference methods (FDMs) have been developed by using IEQMs. Numerical analyses of them, such as, the discrete energy-dissipation laws, error estimations and stabilities, have been derived in detail. Numerical results support the theoretical analysis, and confirm the efficiency and accuracy of the proposed algorithms.

Current Source Implementations for the HIE-FDTD Methods

In this letter, the current source implementations are presented for the hybrid implicit–explicit finite-difference time-domain (HIE-FDTD), the improved HIE-FDTD, and the leapfrog HIE-FDTD methods. The asymmetry and the field errors of these HIE-FDTD methods are investigated for all possible values of the time index parameters. The proposed implementations give very low asymmetry and field errors for all the three HIE–FDTD methods. The field errors given by these HIE-FDTD methods are lower than those given by the alternating direction implicit finite-difference time-domain (ADI-FDTD) method.

High-order orthogonal spline collocation ADI scheme for a new complex two-dimensional distributed-order fractional integro-differential equation with two weakly singular kernels

We present an alternating direction implicit scheme for the numerical solution of the distributed-order fractional integro-differential equation with two weakly singular kernels. Orthogonal spline collocation with piecewise Hermite bicubics is used for spatial discretization. The weighted and shifted Grünwald difference formula is employed to discretize the distributed-order time-fractional derivative combined with the second-order quadrature convolution rule introduced by Lubich for the Riemann–Liouville fractional integral. We prove the stability of the proposed scheme and derive error estimates. We also describe an efficient implementation of the scheme and show the numerical results demonstrating the accuracy and convergence rates in norm.

Efficient ADI schemes and preconditioning for a class of high-dimensional spatial fractional diffusion equations with variable diffusion coefficients

In this paper, alternating direction implicit (ADI) finite difference method and preconditioned Krylov subspace method are combined to solve a class of high-dimensional spatial fractional diffusion equations with variable diffusion coefficients. We prove the unconditional stability and convergence rate of the ADI finite difference method provided that the diffusion coefficients satisfy the given conditions. For the linear system in each spatial direction, we establish a circulant approximate inverse preconditioner to accelerate the Krylov subspace method. In addition, we also use matrix-free algorithms and fast Fourier transforms (FFT) to speed up the solution of linear systems. Numerical experiments show the utility of the ADI method and the preconditioner.

Cross-Gramian-Based Model Reduction for Descriptor Systems

In this paper, we explore model order reduction for large-scale square descriptor systems. A balancing-free square-root method is proposed. The balancing-free square-root method is based on two cross Gramians, one of which is known as the proper cross Gramian and the other as the improper cross Gramian. The proper cross Gramian is the unique solution of a projected generalized continuous-time Sylvester equation, and the improper cross Gramian solves a projected generalized discrete-time Sylvester equation. In order to compute the low-rank factors of these two cross Gramians, we extend the low-rank iteration of the alternating direction implicit method and the Smith method to the projected generalized Sylvester equations. We illustrate the effectiveness of the balance truncation method with one numerical example.

Numerical simulation for nonlinear space-fractional reaction convection-diffusion equation with its application

In this research, we adopt a fully implicit approach with a weighted shifted Grunwald–Letnikov difference operator to find the numerical solution of the one and two-dimensional nonlinear space fractional convection–diffusion-reaction equation over a bounded domain. We employ the Peacemann-Rachford alternative direction implicit technique for 2D problems, which is computationally efficient and is used to reduce a 2D problem to a 1D problem by alternately applying x and y directions. This type of problem allows us to successfully predict and investigate pollutant distribution in groundwater, which is based on two processes: convection and diffusion. Because computing the numerical solution of the nonlinear system of equations at each time step using the fixed-point iteration technique is computationally expensive, we have linearized our problem. The numerical scheme’s unconditional stability and second-order convergence in both space and time are theoretically investigated. Finally, numerical experiments with several variations of the nonlinear reaction term are performed, confirming the theoretical analysis and demonstrating the effectiveness of the suggested strategy.

A high-order numerical scheme based on graded mesh and its analysis for the two-dimensional time-fractional convection-diffusion equation

This work proposes a numerical method for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The time-fractional derivative is considered in the sense of Caputo. The considered problem with Caputo temporal fractional derivative generally shows a weak singularity at the initial time. In order to handle the weak singularity at t = 0 , the time-fractional derivative is discretized on a non-uniform graded mesh. A high-order compact operator is employed for approximating the derivatives in space directions. The resulting system of equations is then solved using the Alternating Direction Implicit (ADI) approach. We prove the stability and convergence of this scheme. Numerical experiment is performed to demonstrate the applicability and accuracy of the method. The considered numerical example subjected to nonsmooth solution confirms that the method has an order min ⁡ ( 2 − α , r α , 2 α + 1 ) in the temporal direction, where α ∈ ( 0 , 1 ) is the order of the fractional derivative and r is a parameter used in construction of the graded mesh and has a rate of convergence of order four in spatial direction. The proposed method on graded mesh has an advantage in terms of numerical accuracy over the method on the uniform mesh. The CPU time (in seconds) for the present method is also provided.

Second-order accurate, robust and efficient ADI Galerkin technique for the three-dimensional nonlocal heat model arising in viscoelasticity

This paper adopts an accurate and robust algorithm for the nonlocal heat equation having a weakly singular kernel in three dimensions. The proposed method approximates the unknown solution in two steps. First, the temporal discretization is achieved through a Crank-Nicolson finite difference with the nonuniform temporal meshes, which are applied to tackle the singularity behavior for the exact solution when t=0. Second, the spatial discretization is derived by means of the Galerkin finite element. Additionally, the alternating direction implicit (ADI) approach is adopted to decrease computational burden. The proposed method in terms of the convergence and stability analysis is studied by using the discrete energy method in detail with optimal rates of convergence O(k2+hr+1), r≥1 based on some appropriate assumptions, where k and h represent step sizes in the temporal and spatial directions, respectively. Numerical results highlight the effectiveness of the proposed method and the correctness of the theoretical prediction.

Force-Extension Curve of a Polymer Chain Entangled with a Static Ring-Shaped Obstacle.

The way to theoretically approach dynamic and static topological constraints of polymer entanglements still presents a great challenge in polymer physics. So far, only the problem of static entanglement with multiple simple objects has been solved in theory by a superspace approach in our previous work. This work is devoted to extending the superspace approach to study a polymer chain entangled with a relatively complicated object-a ring-shaped object with genus one. Taking advantage of the axial symmetry of the model setup, the 3D diffusion equations in the superspace can be numerically solved within the 2D coordinates using a specially designed alternating-direction implicit (ADI) scheme. A series of numerical calculations reveal that the topological entanglement effect of the ring will exert a topological entropy attractive force on the linear chain, which can be used to explain the viscosity-increase phenomenon observed in recent simulations and experiments. Furthermore, the influences of the ring size and the entangling modes on the topological entropy force are also investigated by examining the corresponding force-extension curves. This work, together with our previous work, might pave the path toward the complete formulation of static topological constraints.

A fast numerical solution of the 3D nonlinear tempered fractional integrodifferential equation

AbstractIn this paper, we investigate the numerical solution of the three‐dimensional (3D) nonlinear tempered fractional integrodifferential equation which is subject to the initial and boundary conditions. The backward Euler (BE) method in association with the first‐order convolution quadrature rule is employed to discretize this equation for time, and the Galerkin finite element method is applied for space, which is combined with an alternating direction implicit (ADI) algorithm, in order to reduce the computational cost for solving the three‐dimensional nonlocal problem. Then a fully discrete BE ADI Galerkin finite element scheme can be obtained by linearizing the non‐linear term. Thereafter we prove a positive‐type lemma, from which the stability and convergence of the proposed numerical scheme are derived based on the energy method. Numerical experiments are performed to verify the effectiveness of the proposed approach.

Comparison of Two Aspects of a PDE Model for Biological Network Formation

We compare the solutions of two systems of partial differential equations (PDEs), seen as two different interpretations of the same model which describes the formation of complex biological networks. Both approaches take into account the time evolution of the medium flowing through the network, and we compute the solution of an elliptic–parabolic PDE system for the conductivity vector m, the conductivity tensor C and the pressure p. We use finite differences schemes in a uniform Cartesian grid in a spatially two-dimensional setting to solve the two systems, where the parabolic equation is solved using a semi-implicit scheme in time. Since the conductivity vector and tensor also appear in the Poisson equation for the pressure p, the elliptic equation depends implicitly on time. For this reason, we compute the solution of three linear systems in the case of the conductivity vector m∈R2 and four linear systems in the case of the symmetric conductivity tensor C∈R2×2 at each time step. To accelerate the simulations, we make use of the Alternating Direction Implicit (ADI) method. The role of the parameters is important for obtaining detailed solutions. We provide numerous tests with various values of the parameters involved to determine the differences in the solutions of the two systems.

Error analysis of fast L1 ADI finite difference/compact difference schemes for the fractional telegraph equation in three dimensions

This article proposes the fast L1 alternating direction implicit (ADI) finite difference and compact difference schemes to solve the fractional telegraph equation in three-dimensional space. The fully-discrete fast L1 ADI finite difference scheme can be established via the fast L1 formula for the approximation of mixed Caputo fractional derivatives and the central difference formula for the approximation of the spatial derivative term, then from which an ADI algorithm is designed to reduce three-dimensional problems to a series of one-dimensional problems. We add the corresponding compact operators in all directions of the space to get the fully-discrete L1 ADI compact difference scheme. Then the convergence in L2 and H1 norms of two ADI schemes is derived via energy method. Eventually, numerical experiments are carried out to verify the theoretical estimates.

On an integrated Krylov-ADI solver for large-scale Lyapunov equations

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this task. In particular, we illustrate how a single approximation space can be constructed to solve all the shifted linear systems needed to achieve a prescribed accuracy in terms of Lyapunov residual norm. Moreover, we show how to fully merge the two iterative procedures in order to obtain a novel, efficient implementation of the low-rank ADI method, for an important class of equations. Many state-of-the-art algorithms for the shift computation can be easily incorporated into our new scheme, as well. Several numerical results illustrate the potential of our novel procedure when compared to an implementation of the low-rank ADI method based on sparse direct solvers for the shifted linear systems.

Fast BDF2 ADI methods for the multi-dimensional tempered fractional integrodifferential equation of parabolic type

In this paper, we consider the numerical solutions of the multi-dimensional tempered fractional integrodifferential equation. First, the second-order backward differentiation formula (BDF2) and the second-order convolution quadrature rule are utilized for the temporal discretization, and the finite difference method (FDM) and alternating direction implicit (ADI) technique are used for the spatial discretization, in which the ADI algorithm is mainly employed to reduce the computational cost of high-dimensional non-local problems. Then, the fully discrete BDF2 ADI difference scheme for multi-dimensional tempered non-local problems can be obtained. After that, the stability and convergence of the BDF2 ADI difference scheme in multi-dimensional cases are proved by means of the energy method. In the numerical experiments, some examples validate the theoretical analysis.

Numerical Analysis of Alternating Direction Implicit Orthogonal Spline Collocation Scheme for the Hyperbolic Integrodifferential Equation with a Weakly Singular Kernel

This paper studies an alternating direction implicit orthogonal spline collocation (ADIOSC) technique for calculating the numerical solution of the hyperbolic integrodifferential problem with a weakly singular kernel in the two-dimensional domain. The integral term is approximated with the help of the second-order fractional quadrature formula introduced by Lubich. The stability and convergence analysis of the proposed strategy are proven in L2-norm. Numerical results highlight the high accuracy and efficiency of the proposed strategy and clarify the theoretical prediction.

Alternating direction implicit method for singularly perturbed 2D parabolic convection–diffusion–reaction problem with two small parameters

ABSTRACT In this article, we construct and analyse an Alternating Direction Implicit (ADI) scheme for singularly perturbed 2D parabolic convection–diffusion–reaction problems with two small parameters. We consider the operator-splitting ADI finite difference scheme for time stepping on a uniform mesh and a simple upwind-difference scheme for spatial discretization on a specially designed piecewise-uniform Shishkin mesh. The resulting scheme is proved to be uniformly convergent of order , where N, M are the spatial and temporal parameters respectively. Numerical experiments confirm the theoretical results and the effectiveness of the proposed method.