Backward Euler Method Research Articles

Structure‐preserving numerical methods for Fokker–Planck equations

AbstractA common way to numerically solve Fokker–Planck equations is the Chang–Cooper method in space combined with one of the Euler methods in time. However, the explicit Euler method is only conditionally positive, leading to severe restrictions on the time step to ensure positivity. On the other hand, the implicit Euler method is robust but nonlinearly implicit. Instead, we propose to combine the Chang–Cooper method with unconditionally positive Patankar‐type time integration methods, since they are unconditionally positive, robust for stiff problems, only linearly implicit, and also higher‐order accurate. We describe the combined approach, analyze it, and present a relevant numerical example demonstrating advantages compared to schemes proposed in the literature.

A New Multiphysics Finite Element Method for a Quasi-Static Poroelasticity Model

In this paper, we propose a new multiphysics finite element method for a quasi-static poroelasticity model. Firstly, to overcome the displacement locking phenomenon and pressure oscillation, we reformulate the original model into a fluid-fluid coupling problem by introducing new variables-the generalized nonlocal Stokes equations and a diffusion equation, which is a completely new model. Then, we design a fully discrete multiphysics finite element method for the reformulated model-linear finite element pairs for the spatial variables (u,ξ,η) and backward Euler method for time discretization. And we prove that the proposed method is stable without any stabilized term and robust for many parameters and it has the optimal convergence order. Finally, we show some numerical tests to verify the theoretical results.

An elasto-visco-plastic constitutive model for snow: Theory and finite element implementation

Snow exhibits unique mechanical behaviour due to its evolving properties influenced by temperature, stress conditions, and viscous effects. This paper introduces a nonlinear constitutive model for snow, featuring new formulations for the yield function and strain rate potential, and incorporating viscosity, sintering, and degradation effects. The model is numerically integrated into the Abaqus/Standard FEM software using a fully implicit backward Euler method for time integration and Powell’s hybrid method for linearizing the nonlinear system of equations. The robustness and stability of the numerical scheme ensure accurate simulation of snow behaviour under various loading conditions. The model is finally validated against experimental data available in the literature, demonstrating its effectiveness and reliability in capturing the complex mechanical response of snow.

Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay

. In this article, we consider the backward Euler method for a class of neutral stochastic differential equations with time-dependent delay and reveal conditions of the divergence of the p-th absolute moments of the corresponding approximate solutions when p ∈ ( 0 , ∞ ) . This implies the strong L p -divergence of the method at finite time, for p ∈ [ 1 , + ∞ ) , and shows that its numerically weak convergence fails to hold. This article is motivated by the paper Hutzenthaler, M., Jentzen, A., Kloeden, P. E.: Strong and weak divergence in finite time of Euler’s method for stochastic differential equations with non-globally Lipschitz continuous coefficients, Proc. R. Soc. A 467 (2011), no. 2130, 1563–1576, where a class of ordinary stochastic differential equations with superlinearly growing coefficients is studied.

Computational insights into tumor invasion dynamics: A finite element approach

The finite element scheme is proposed and analyzed for the solution of an acid-mediated tumor invasion model. The reaction–diffusion equation shows the evolution in the tumor cell density, H+ ions concentration, and healthy tissue density over time. The coupled non-linear partial differential equations are discretized in time with the implicit Euler method and in space with standard Galerkin finite element. To solve the non-linear and coupled terms of the system a fixed point iteration scheme is presented. Moreover, a mass-lumped scheme is adopted to reduce the computation cost. The cut-off method is used to compute the bounded solutions of the PDEs. Finally, The effects of proliferation rate and healthy tissue degradation rate are investigated.

A combined Markov Chain Monte Carlo and Levenberg–Marquardt inversion method for heterogeneous subsurface reservoir modeling

In this study, we systematically investigate an inverse method for heterogeneous porous media to obtain porosity and permeability fields considering only production well data. The forward modeling of the input data, namely pressure and saturation fields, is based on the motion equations of a coupled Darcy flow system involving two phases of isothermal fluid flow. We discretize these equations using a multiscale finite volume simulation technique in the spatial domain, and the backward Euler method in time domain. In the inversion procedure, we combine a global optimization method, the Markov Chain Monte Carlo (MCMC) method, with a local optimization method, the Levenberg–Marquardt (LM) method. The MCMC was implemented as the Random Walk algorithm, and to generate the samples of the porosity and permeability fields, we employed Karhunen–Loève (KL) expansion of second-order stationary fields with Gaussian covariance. The coefficients of the KL expansion are estimated by minimizing the norm of the residual dependent on these fields. At the end of the MCMC iterations, we refine the KL coefficients associated with the porosity and permeability fields using the LM method. We verify in the numerical experiments that the accuracy of the porosity and permeability fields is improved by the LM refinement step.

A novel multilevel finite element method for a generalized nonlinear Schrödinger equation

In this article, we focus on an efficient multilevel finite element method to solve the time-dependent nonlinear Schrödinger equation which is one of the most important equations of mathematical physics. For the time derivative, we adopt implicit schemes including the backward Euler method and the Crank–Nicolson method. Based on these stable implicit schemes, the proposed method requires solving a nonlinear elliptic problem at each time step. For these nonlinear elliptic equations, a multilevel mesh sequence is constructed. At each mesh level, we first derive a rough approximation by correcting the approximation of the previous mesh level in a special correction subspace. The correction subspace is composed of a coarse finite element space and an additional approximate solution derived from the previous mesh level. Next, we only need to solve a linearized elliptic equation by inserting the rough approximation into the nonlinear term. Then, we derive an accurate approximate solution by performing the aforementioned solving process on the multilevel mesh sequence until we reach the final mesh level. Owing to the special construct of the correction subspace, we derive a multilevel finite element method to solve the nonlinear Schrödinger equation for the first time, and meanwhile we also derive an optimal error estimate with linear computational complexity. Additionally, unlike the existing multilevel methods for nonlinear problems, that typically require bounded second-order derivatives of the nonlinear terms, the nonlinear term in our study requires only one-order derivatives. Numerical results are provided to support our theoretical analysis and demonstrate the efficiency of the presented method.

Numerical integration of mechanical forces in center-based models for biological cell populations

Center-based models are used to simulate the mechanical behavior of biological cells during embryonic development or cancer growth. To allow for the simulation of biological populations potentially growing from a few individual cells to many thousands or more, these models have to be numerically efficient, while being reasonably accurate on the level of individual cell trajectories. In this work, we increase the robustness, accuracy, and efficiency of the simulation of center-based models by choosing the time steps adaptively in the numerical method and comparing five different integration methods. We investigate the gain in using single rate time stepping based on local estimates of the numerical errors for the forward and backward Euler methods of first order accuracy and a Runge-Kutta method and the trapezoidal method of second order accuracy. Properties of the analytical solution such as convergence to steady state and conservation of the center of gravity are inherited by the numerical solutions. Furthermore, we propose a multirate time stepping scheme that simulates regions with high local force gradients (e.g. as they happen after cell division) with multiple smaller time steps within a larger single time step for regions with smoother forces. These methods are compared for a model system in numerical experiments. We conclude, for example, that the multirate forward Euler method performs better than the Runge-Kutta method for low accuracy requirements but for higher accuracy the latter method is preferred. Only with frequent cell divisions the method with a fixed time step is the best choice.

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.

Weak convergence of the split-step backward Euler method for stochastic delay integro-differential equations

In this paper, our primary objective is to discuss the weak convergence of the split-step backward Euler (SSBE) method, renowned for its exceptional stability when used to solve a class of stochastic delay integro-differential equations (SDIDEs) characterized by global Lipschitz coefficients. Traditional weak convergence analysis techniques are not directly applicable to SDIDEs due to the absence of a Kolmogorov equation. To bridge this gap, we employ modified equations to establish an equivalence between the SSBE method used for solving the original SDIDEs and the Euler–Maruyama method applied to modified equations. By demonstrating first-order strong convergence between the solutions of SDIDEs and the modified equations, we establish the first-order weak convergence of the SSBE method for SDIDEs. Finally, we present numerical simulations to validate our theoretical findings.

Mathematical analysis of spin transport in topological insulators to optimize memory devices performance using numerical simulations

Understanding spin transport in topological insulators (TIs) is crucial for the development of spin-based technologies, such as magnetic memory, sensors, and quantum bits. To optimize memory device performance, we developed a comprehensive mathematical model that describes the evolution of spin density, as a function of space and time, taking into account spin-momentum locking, spin-orbit coupling, spin dynamics, and diffusive transport processes (including phonon and impurity scattering). Using numerical simulations (finite element method and Backward Euler Method) implemented in Python, we analyzed the spin transport in TIs. Our study demonstrated a critical dependence of spin transport efficiency on device length, with a maximum efficiency of 75% at a length of 8 micrometers. Beyond a critical length of 10 micrometers, efficiency recovered, reaching 80% at 14 micrometers. We observed oscillatory behavior in spin polarization, with amplitude modulation indicating constructive and destructive interference patterns. The inclusion of spin-orbit coupling and Dirac terms in our model revealed a non-uniform spin polarization distribution, with a 30% increase in polarization near the center. Defects and boundaries significantly impacted spin transport, reducing polarization by 40% near the defect region. Through optimization, we achieved a 25% increase in spin transport efficiency and a 20% enhancement in memory device performance. Our results demonstrate the crucial role of optimizing device length, material quality, and interface engineering in achieving efficient spin transport and improved memory device performance, paving the way for the development of high-performance spin-based technologies.

Approximation‐based implicit integration algorithm for the Simo‐Miehe model of finite‐strain inelasticity

AbstractWe propose a simple, efficient, and reliable procedure for implicit time stepping, regarding a special case of the viscoplasticity model proposed by Simo and Miehe (1992). The kinematics of this popular model is based on the multiplicative decomposition of the deformation gradient tensor, allowing for a combination of Newtonian viscosity and arbitrary isotropic hyperelasticity. The algorithm is based on approximation of precomputed solutions. Both Lagrangian and Eulerian versions of the algorithm with equivalent properties are available. The proposed numerical scheme is non‐iterative, unconditionally stable, and first order accurate. Moreover, the integration algorithm strictly preserves the inelastic incompressibility constraint, symmetry, positive definiteness, and w‐invariance. The accuracy of stress calculations is verified in a series of numerical tests, including non‐proportional loading and large strain increments. In terms of stress calculation accuracy, the proposed algorithm is equivalent to the implicit Euler method with strict inelastic incompressibility. The algorithm is implemented into MSC.MARC and a demonstration initial‐boundary value problem is solved.

A mixed finite element spatial discretization scheme and a higher‐order accurate temporal discretization scheme for a strongly discontinuous electromagnetic interface condition in ideal sliding electrical contact problems

AbstractSliding electrical contact involves multiple conductors sliding in contact at different speeds, with current flowing through the contact surfaces. The Lagrangian method is commonly used to describe the electromagnetic field in order to overcome the trouble of convective dominance, especially in high‐speed sliding electrical contact problems. However, to maintain correct field continuity, magnetic vector potential and scalar potential taken as variables cannot be continuous simultaneously at the ideal sliding electrical contact interface. This involves a strongly discontinuous condition for variables. Further, commonly used spatial–temporal discretization algorithms are invalid, for example, the classic finite element (CFEM) framework does not allow discontinuous variables, and the backward Euler method in time domain introduces a significant interface error source associated with the velocity of relative motion. To accurately handle strongly discontinuous conditions in numerical calculations, a mixed nodal finite element scheme and a higher‐order accurate temporal discretization scheme are introduced. In this scheme, classical finite element method is performed in each subdomain, and the derivative terms at the boundary are added as new variables. The effectiveness and accuracy of the above methods are verified by comparing them with a standard solution in a two‐dimensional railgun model and analyzing the current density distribution in a three‐dimensional railgun model.

Numerical solutions to Hyperbolic Maxwell quasi-variational inequalities in Bean–Kim model for type-II superconductivity

This paper is devoted to the finite element analysis for the Bean–Kim model governed by the full 3D Maxwell equations. Describing type-II superconductivity at the macroscopic level, this model leads to a challenging coupled system consisting of the Faraday equation and a hyperbolic quasi-variational inequality (QVI) of the second kind with L1-type nonlinearity, that arises explicitly from the magnetic field dependency in the critical current. With the involved Maxwell coupling in the 3D H(curl)-setting, the hyperbolic QVI character poses the primary challenge in the numerical investigation. Two mixed finite element methods based on implicit Euler and leapfrog time-stepping are proposed. On the one hand, the implicit Euler method results in a nonstandard system of curl-curl elliptic QVI with a first-order curl-type nonlinearity. Though the well-posedness of this system is guaranteed, its numerical realization is not straightforward and requires the use of a two-stage iteration process of high computational complexity. On the other hand, by approximating the electric and magnetic fields at two different time step levels, the leapfrog method turns out to be more suitable as it naturally eliminates the notorious QVI structure. More importantly, utilizing suited subdifferential and optimization techniques, we are able to prove an efficiently computable explicit formula for its exact solution in terms of the electric field, which makes its numerical computation substantially more favorable than the Euler method. As further advantages, the leapfrog method applies to broad scenarios involving low regular data of bounded variation (BV) in time for both the applied current source and the temperature distribution. Through nonstandard technical arguments tailored to the BV data, our analysis proves the conditional stability and, eventually, the uniform convergence of the proposed leapfrog method. This paper is closed by 3D numerical tests showcasing the reasonable and efficient performance of the proposed numerical solution.

Numerical Simulation Model of the Infectious Diseases by Comparing Backward Euler Method and Adams-Bash forth 2-Step Method

In this work, the Backward Euler technique and the Adams-Bashforth 2-step method—two numerical approaches for solving the SIR model of epidemiology are compared for performance. An essential resource for comprehending the transmission of infectious illnesses like COVID-19 in the SIR model. While the explicit Adams-Bash forth 2-step approach is well known for its computing efficiency, the implicit Backward Euler method is noted for its stability. The study evaluates the accuracy, strength, and computing cost of the two approaches to determine which approach is best for simulating the spread of infectious illnesses. The SIR Model was easily solved using the Adams Bashforth 2-step analysis and the Backward Euler method. The approaches' solutions are close to the exact requirements. There are important distinctions between the two-step Adams Bashforth and backward Euler procedures. The running time of the Adams Bashforth 2-step backward Euler method is shorter than that of the backward Euler method.

Discrete energy balance equation via a symplectic second-order method for two-phase flow in porous media

We propose and analyze a second-order partitioned time-stepping method for a two-phase flow problem in porous media. The algorithm is a refactorization of Cauchy's one-leg θ-method: the implicit backward Euler method on [tn,tn+θ], and a linear extrapolation on [tn+θ,tn+1]. In the backward Euler step, the decoupled equations are solved iteratively, with the iterations converging linearly. In the absence of the chain rule for time-discrete setting, we approximate the change in the free energy by the product of a second-order accurate discrete gradient (chemical potential) and the one-step increment of the state variables. Similar to the continuous case, we also prove a discrete Helmholtz free energy balance equation, without numerical dissipation. In the numerical tests we compare this symplectic implicit midpoint method (θ=1/2) with the classic backward Euler method, and two implicit-explicit time-lagging schemes. The midpoint method outperforms the other schemes in terms of rates of convergence, long-time behavior and energy approximation, for both small and large values of the time step.

Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions

Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions

A locking-free numerical method for the quasi-static linear thermo-poroelasticity model

In this paper, we propose a locking-free numerical method to solve the quasi-static linear thermo-poroelasticity model, which exhibits two types of locking phenomena: Poisson locking and nonphysical oscillations. By analyzing the regularity of solution of the original model, we find that the Poisson locking is caused by divu≈0 as λ→+∞. Moreover, when discretizing the diffusion equations using backward Euler method for time, one can see that divu1≈0 for some special parameters. If we directly use the continuous Galerkin mixed finite element method (FEM) to solve the original model, the pressure and temperature fields exhibit numerical oscillations at early times. To overcome these two locking phenomena, we introduce a new variable ξ=αp+βT−λdivu to reformulate the original problem into a new one. This new problem includes a built-in mechanism to maintain stability for the continuous Galerkin mixed FEM. We further prove the existence and uniqueness of the weak solution by using the standard Galerkin method in conjunction with regularity estimates. We also design a fully discrete time-stepping scheme that employs mixed FEM with P2−P1−P1−P1 element pairs for the space variables and the backward Euler method for the time variable. Optimal convergence is demonstrated in both space and time. Finally, numerical examples are provided to demonstrate the optimal convergence rates of the variables and the robustness of the proposed method with respect to ν, and to verify the absence of the locking phenomenon.

An efficient numerical approach for singularly perturbed time delayed parabolic problems with two-parameters

ObjectivesThe main objective of this work is to design an efficient numerical scheme is proposed for solving singularly perturbed time delayed parabolic problems with two parameters.ResultsThe scheme is constructed via the implicit Euler and non-standard finite difference method to approximate the time and space derivatives, respectively. Besides, to enhance the accuracy and order of convergence of the method Richardson extrapolation technique is employed. Intensive numerical experimentation has been done on some model examples. Further, the layer behavior of the solutions is presented using graphs and observed to agree with the existing theories. Finally, error analysis of the scheme is done and observed that the proposed method is parameter uniform convergent with the order of convergence (Δt)2+h2\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\left( (\\Delta t )^2+h^2\\right) $$\\end{document}

FES Control of a Finger MP Joint with a Proxy-Based Super-Twisting Algorithm

To improve motion accuracy through functional electrical stimulation (FES) of forearm muscles, feedback control laws are applied to the index finger’s metacarpophalangeal (MP) joint. This paper introduces a proxy-based super-twisting algorithm (PSTA) for precise servo control of MP joints via FES. The PSTA combines first-order sliding mode control with a second-order super-twisting algorithm, effectively preventing windup during FES saturation and ensuring robust, accurate control. An implicit Euler method minimizes numerical chattering in the digital implementation. Experiments with Arduino and volunteers confirm the algorithm’s effectiveness.