BDF Scheme Research Articles

Unconditionally energy stable high-order BDF schemes for the molecular beam epitaxial model without slope selection

In this paper, we consider a class of k-order (3≤k≤5) backward differentiation formulas (BDF-k) for the molecular beam epitaxial (MBE) model without slope selection. Convex splitting technique along with k-th order Douglas-Dupont regularization term τnk(−Δ)kD_kϕn (D_k represents a truncated BDF-k formula) is added to the numerical schemes to ensure unconditional energy stability. The stabilized convex splitting BDF-k (3≤k≤5) methods are unique solvable unconditionally. Then the modified discrete energy dissipation laws are established by using the discrete gradient structures of BDF-k (3≤k≤5) formulas and processing k-th order explicit extrapolations of the concave term. In addition, based on the discrete energy technique, the L2 norm stability and convergence of the stabilized BDF-k (3≤k≤5) schemes are obtained by means of the discrete orthogonal convolution kernels and the convolution type Young inequalities. Numerical results are carried out to verify our theory and illustrate the validity of the proposed schemes.

On a New Class of BDF and IMEX Schemes for Parabolic Type Equations

On a New Class of BDF and IMEX Schemes for Parabolic Type Equations

Temporal error analysis of an unconditionally energy stable second-order BDF scheme for the square phase-field crystal model

In this paper, we first propose and study the second-order time-discrete numerical scheme for the sixth-order nonlinear parabolic problem of the square phase-field crystal model. Then, we demonstrate the two-step backward differentiation formula (BDF-2) scheme with mass conservation and energy dissipation, where the higher order nonlinear term is treated implicitly. Moreover, a rigorous error analysis is presented and we prove the optimal second-order convergence rate O(τ2) in H1- norm, where τ is the time step. Finally, some numerical results are provided to confirm our theoretical analysis.

An efficient numerical method for the anisotropic phase field dendritic crystal growth model

In this paper, we propose and analyze an efficient numerical method for the anisotropic phase field dendritic crystal growth model, which is challenging because we are facing the nonlinear coupling and anisotropic coefficient in the model. The proposed method is a two-step scheme. In the first step, an intermediate solution is computed by using BDF schemes of order up to three for both the phase-field and heat equations. In the second step the intermediate solution is stabilized by multiplying an auxiliary variable. The key of the second step is to stabilize the overall scheme while maintaining the convergence order of the stabilized solution. In order to overcome the difficulty caused by the gradient-dependent anisotropic coefficient and the nonlinear terms, some stabilization terms are added to the BDF schemes in the first step. The second step makes use of a generalized auxiliary variable approach with relaxation. The Fourier spectral method is applied for the spatial discretization. Our analysis shows that the proposed scheme is unconditionally stable and has accuracy in time up to third order. We also provide a sophisticated implementation showing that the computational complexity of our schemes is equivalent to solving two linear equations and some algebraic equations. To the best of our knowledge, this is the cheapest unconditionally stable schemes reported in the literature. Some numerical examples are given to verify the efficiency of the proposed method.

A linear second-order maximum bound principle-preserving BDF scheme for the Allen-Cahn equation with a general mobility

In this paper, we propose and analyze a linear second-order numerical method for solving the Allen-Cahn equation with a general mobility. The proposed fully-discrete scheme is carefully constructed based on the combination of first and second-order backward differentiation formulas with nonuniform time steps for temporal approximation and the central finite difference for spatial discretization. The discrete maximum bound principle is proved of the proposed scheme by using the kernel recombination technique under certain mild constraints on the time steps and the ratios of adjacent time step sizes. Furthermore, we rigorously derive the discrete H 1 H^{1} error estimate and energy stability for the classic constant mobility case and the L ∞ L^{\infty } error estimate for the general mobility case. Various numerical experiments are also presented to validate the theoretical results and demonstrate the performance of the proposed method with a time adaptive strategy.

Convergence and Asymptotic Stability of the BDF Schemes for the Nonlocal Partial Differential Equations with Delay

Convergence and Asymptotic Stability of the BDF Schemes for the Nonlocal Partial Differential Equations with Delay

Optimal error estimates of a linearized second-order BDF scheme for a nonlocal parabolic problem

PurposeThis paper focuses on the unconditionally optimal error estimates of a linearized second-order scheme for a nonlocal nonlinear parabolic problem. The first step of the scheme is based on Crank–Nicholson method while the second step is the second-order BDF method.Design/methodology/approachA rigorous error analysis is done, and optimal L2 error estimates are derived using the error splitting technique. Some numerical simulations are presented to confirm the study’s theoretical analysis.FindingsOptimal L2 error estimates and energy norm.Originality/valueThe goal of this research article is to present and establish the unconditionally optimal error estimates of a linearized second-order BDF finite element scheme for the reaction-diffusion problem. An optimal error estimate for the proposed methods is derived by using the temporal-spatial error splitting techniques, which split the error between the exact solution and the numerical solution into two parts, that is, the temporal error and the spatial error. Since the spatial error is not dependent on the time step, the boundedness of the numerical solution in L∞-norm follows an inverse inequality immediately without any restriction on the grid mesh.

Localized meshless approaches based on theta method and BDF2 for nonlinear Sobolev equation arising from fluid dynamics

This paper formulates the second-order BDF and theta schemes based on an efficient localized meshless technique for computing the approximate solution of the Sobolev model. The model is one of the useful description for modeling the flow of fluids through fractured rocks, movement of moisture in soils. This proposed approach discretizes the nonlinear Sobolev equation in two main steps. In the first step, temporal discretization is accomplished with the help of the second-order BDF and theta schemes, respectively. In the second step, the localized radial basis function partition of unity collocation method (L-RBF-PUCM) is used for spatial discretization, thereby constructing a fully-discrete algorithm. For large linear problems, global techniques have the disadvantage of high computational cost. The proposed method overcomes this shortcoming well and reduces the computational burden by sparsifying the linear system. The convergence analysis and unconditional stability of the semi-discrete formulation are examined by means of the energy method. Numerical results are carried out to verify the validity and accuracy of the L-RBF-PUCM.

Solving the Incompressible Surface Stokes Equation by Standard Velocity-Correction Projection Methods

In this paper, an effective numerical algorithm for the Stokes equation of a curved surface is presented and analyzed. The velocity field was decoupled from the pressure by the standard velocity correction projection method, and the penalty term was introduced to make the velocity satisfy the tangential condition. The first-order backward Euler scheme and second-order BDF scheme are used to discretize the time separately, and the stability of the two schemes is analyzed. The mixed finite element pair (P2,P1) is applied to discretization of space. Finally, numerical examples are given to verify the accuracy and effectiveness of the proposed method.

A second-order BDF scheme for the Swift–Hohenberg gradient flows with quadratic–cubic nonlinearity and vacancy potential

A second-order BDF scheme for the Swift–Hohenberg gradient flows with quadratic–cubic nonlinearity and vacancy potential

Fully decoupled and energy stable BDF schemes for a class of Keller-Segel equations

The Keller-Segel equations are widely used for describing chemotaxis in biology. Recently, first-order and second-order approximations for a class of Keller-Segel equations based on the gradient flow structure were proposed in [48]. Mass conservation, positivity and energy stability were proved for the first-order scheme, whereas for the second-order scheme the energy stability was not provided. Besides, an explicit-implicit treatment is performed to a non-convex and non-concave term −χρϕ, making their decoupled system could only be solved in sequence. In this paper, we propose new BDF schemes of first-order (BDF1) and second-order accuracy (BDF2 and EsBDF2): the coupled term −χρϕ involved in two equations of ρ and ϕ is fully explicitly treated, thus the discrete schemes could be computed in parallel. For the first-order scheme (BDF1) and the second-order scheme (BDF2), the standard backward differentiation formula is applied to approximate the origin continuous equations with a regularization term added to guarantee the unconditional energy stability. For the BDF1 scheme, the discrete system is proved to be energy stable with a constant restriction for the stabilized parameter. For the EsBDF2 scheme, which is different with the standard BDF2 scheme, the differential operators are carefully handled and some regularization terms are added to provide the energy stability. Several numerical examples are presented to verify the theoretical results.

An efficient second-order energy stable BDF scheme for the space fractional Cahn–Hilliard equation

The space fractional Cahn-Hilliard phase-field model is more adequate and accurate in the description of the formation and phase change mechanism than the classical Cahn-Hilliard model. In this article, we propose a temporal second-order energy stable scheme for the space fractional Cahn-Hilliard model. The scheme is based on the second-order backward differentiation formula in time and a finite difference method in space. Energy stability and convergence of the scheme are analyzed, and the optimal convergence orders in time and space are illustrated numerically. Note that the coefficient matrix of the scheme is a $2 \times 2$ block matrix with a Toeplitz-like structure in each block. Combining the advantages of this special structure with a Krylov subspace method, a preconditioning technique is designed to solve the system efficiently. Numerical examples are reported to illustrate the performance of the preconditioned iteration.

Analysis of the second-order BDF scheme with variable steps for the molecular beam epitaxial model without slope selection

In this work, we are concerned with the stability and convergence analysis of the second-order backward difference formula (BDF2) with variable steps for the molecular beam epitaxial model without slope selection. We first show that the variable-step BDF2 scheme is convex and uniquely solvable under a weak time-step constraint. Then we show that it preserves an energy dissipation law if the adjacent time-step ratios satisfy rk:= τk/τk−1 < 3.561. Moreover, with a novel discrete orthogonal convolution kernels argument and some new estimates on the corresponding positive definite quadratic forms, the L2 norm stability and rigorous error estimates are established, under the same step-ratio constraint that ensures the energy stability, i.e., 0 < rk < 3.561. This is known to be the best result in the literature. We finally adopt an adaptive time-stepping strategy to accelerate the computations of the steady state solution and confirm our theoretical findings by numerical examples.

A stable second-order BDF scheme for the three-dimensional Cahn–Hilliard–Hele–Shaw system

We propose a stable scheme to solve numerically the Cahn–Hilliard–Hele–Shaw system in three-dimensional space. In the proposed scheme, we discretize the space and time derivative terms by combining with backward differentiation formula, which turns out to be both second-order accurate in space and time. Using this method, a set of linear elliptic equations are solved instead of the complicated and high-order nonlinear equations. We prove that our proposed scheme is uniquely solvable. We use a linear multigrid solver, which is fast and convergent, to solve the resulting discrete system. The numerical tests indicate that our scheme can use a large time step. The accuracy and other capability of the proposed algorithm are demonstrated by various computational results.

UNCONDITIONALLY OPTIMAL CONVERGENCE ANALYSIS OF SECOND-ORDER BDF SCHEME FOR LANDAU-LIFSHITZ EQUATION

<abstract> The Landau-Lifshitz equation is used to describe the evolution of spin fields in continuum ferromagnets and is a highly nonlinear parabolic problem with the constraint of unit length in the point-wise sense. This paper focuses on the unconditionally optimal error estimates of a linearized second-order BDF scheme for the numerical approximations of the solution to the Landau-Lifshitz equation. Since the point-wise constraint can be deduced from the partial differential equation, we do not take into account it in designing the numerical scheme. A rigorous error analysis is done and we derive the unconditionally optimal $ {\textbf{L}}^2 $ error estimate by using the error splitting technique. Numerical result is shown to check the theoretical analysis. </abstract>

二维瞬态热传导问题的无单元Galerkin法分析

The element-free Galerkin (EFG) method was introduced to solve 2D transient heat conduction problems. Firstly, with the 2nd-order BDF scheme to address the time derivative term, the original problem was transformed into a series of time-independent mixed boundary value problems. Then, the penalty method was adopted to treat the Dirichlet boundary condition, and the element-free Galerkin method was established for 2D transient heat conduction problems. Finally, based on the error results of the moving least squares approximation, the error estimation of the element-free Galerkin method for 2D transient heat conduction problems was derived in detail. Numerical examples show that, the calculation results are in good agreement with the analytical solutions or the existing numerical solutions, and the EFG method has higher calculation accuracy and better convergence.

Energy Stable Numerical Schemes for Ternary Cahn-Hilliard System

We present and analyze a uniquely solvable and unconditionally energy stable numerical scheme for the ternary Cahn-Hilliard system, with a polynomial pattern nonlinear free energy expansion. One key difficulty is associated with presence of the three mass components, though a total mass constraint reduces this to two components. Another numerical challenge is to ensure the energy stability for the nonlinear energy functional in the mixed product form, which turns out to be non-convex, non-concave in the three-phase space. To overcome this subtle difficulty, we add a few auxiliary terms to make the combined energy functional convex in the three-phase space, and this, in turn, yields a convex-concave decomposition of the physical energy in the ternary system. Consequently, both the unique solvability and the unconditional energy stability of the proposed numerical scheme are established at a theoretical level. In addition, an optimal rate convergence analysis in the $$\ell ^\infty (0,T; H_N^{-1}) \cap \ell ^2 (0,T; H_N^1)$$ norm is provided, with Fourier pseudo-spectral discretization in space, which is the first such result in this field. To deal with the nonlinear implicit equations at each time step, we apply an efficient preconditioned steepest descent (PSD) algorithm. A second order accurate, modified BDF scheme is also discussed. A few numerical results are presented, which confirm the stability and accuracy of the proposed numerical scheme.

New error analysis of a second order BDF scheme for unsteady natural convection problem

In this paper, superconvergence analysis of a mixed finite element method (MFEM) is proposed for the unsteady natural convection problem. The system is discretized by the Q11/Q0 conforming finite elements in space and the linearized second-order BDF method in time. Based on the high accuracy characters of the elements, the superclose and global superconvergence results of order O(h2+τ2) for the velocity u, the temperature T in H1-norm and the pressure p in L2-norm are deduced rigorously. Here, h is the subdivision parameter and τ, the time step. The main difficulties caused by the complicate convection terms and the couplings between u, p and T are treated with new skillful techniques. Numerical results are provided to confirm the theoretical analysis.

BDF Schemes in Stable Generalized Finite Element Methods for Parabolic Interface Problems with Moving Interfaces

BDF Schemes in Stable Generalized Finite Element Methods for Parabolic Interface Problems with Moving Interfaces

Long-time behavior of numerical solutions to nonlinear fractional ODEs

In this work, we study the long time behavior, including asymptotic contractivity and dissipativity, of the solutions to several numerical methods for fractional ordinary differential equations (F-ODEs). The existing algebraic contractivity and dissipativity rates of the solutions to the scalar F-ODEs are first improved. In order to study the long time behavior of numerical solutions to fractional backward differential formulas (F-BDFs), two crucial analytical techniques are developed, with the first one for the discrete version of the fractional generalization of the traditional Leibniz rule, and the other for the algebraic decay rate of the solution to a linear Volterra difference equation. By means of these auxiliary tools and some natural conditions, the solutions to F-BDFs are shown to be contractive and dissipative, and also preserve the exact contractivity rate of the continuous solutions. Two typical F-BDFs, based on the Grünwald–Letnikov formula and L1 method respectively, are studied. For high order F-BDFs, including convolution quadrature schemes based on classical second order BDF and product integration schemes based on quadratic interpolation approximation, their numerical contractivity and dissipativity are also developed under some slightly stronger conditions. Numerical experiments are presented to validate the long time qualitative characteristics of the solutions to F-BDFs, revealing very different decay rates of the numerical solutions in terms of the the initial values between F-ODEs and integer ODEs and demonstrating the superiority of the structure-preserving numerical methods.