Time Convergence Rate Research Articles

Time-dependent electromagnetic scattering from dispersive materials

Abstract This paper studies time-dependent electromagnetic scattering from obstacles that are described by dispersive material laws. We consider the numerical treatment of a scattering problem in which a dispersive material law, for a causal and passive homogeneous material, determines the wave–material interaction in the scatterer. The resulting problem is nonlocal in time inside the scatterer and is posed on an unbounded domain. Well-posedness of the scattering problem is shown using a formulation that is fully given on the surface of the scatterer via a time-dependent boundary integral equation. Discretizing this equation by convolution quadrature in time and boundary elements in space yields a provably stable and convergent method that is fully parallel in time and space. Under regularity assumptions on the exact solution we derive error bounds with explicit convergence rates in time and space. Numerical experiments illustrate the theoretical results and show the effectiveness of the method.

Solving a fractional diffusion PDE using some standard and nonstandard finite difference methods with conformable and Caputo operators

IntroductionFractional diffusion equations offer an effective means of describing transport phenomena exhibiting abnormal diffusion pat-terns, often eluding traditional diffusion models.MethodsWe construct four finite difference methods where fractional derivatives are approximated using either conformable or Caputo operators.ResultsStability of the proposed schemes is analyzed using von Neumann stability analysis, and conditions are established to preserve positivity. Consistency analysis is performed for all methods, and numerical results with fractional parameters (α) set to 0.75, 0.90, 0.95, and 1.0 are presented.DiscussionThe rate of convergence in time for the four methods is computed.

Numerical analysis for nonlinear wave equations with boundary conditions: Dirichlet, Acoustics and Impenetrability

In this article, we present an error estimation in the L2 norm referring to three wave models with variable coefficients, supplemented with initial and boundary conditions. The first two models are nonlinear wave equations with Dirichlet, Acoustics, and nonlinear dissipative impenetrability boundary conditions, while the third model is a linear wave equation with Dirichlet, Acoustics, and linear dissipative impenetrability boundary conditions. In the field of numerical analysis, we establish two key theorems for estimating errors to the semi-discrete and totally discrete problems associated with each model. Such theorems provide theoretical results on the convergence rate in both space and time. For conducting numerical simulations, we employ linear, quadratic, and cubic polynomial basis functions for the finite element spaces in the Galerkin method, in conjunction with the Crank-Nicolson method for time discretization. For each time step, we apply Newton's method to the resulting nonlinear problem. The numerical results are presented for all three models in order to corroborate with the theoretical convergence order obtained.

A second-order structure-preserving discretization for the Cahn-Hilliard/Allen-Cahn system with cross-kinetic coupling

We study the numerical solution of a Cahn-Hilliard/Allen-Cahn system with strong coupling through state and gradient dependent non-diagonal mobility matrices. A fully discrete approximation scheme in space and time is proposed which preserves the underlying gradient flow structure and leads to dissipation of the free-energy on the discrete level. Existence and uniqueness of the discrete solution is established and relative energy estimates are used to prove optimal convergence rates in space and time under minimal smoothness assumptions. Numerical tests are presented for illustration of the theoretical results and to demonstrate the viability of the proposed methods.

Second-order error analysis of a corrected average finite difference scheme for time-fractional Cable equations with nonsmooth solutions

In this paper, we first formulate an average finite difference scheme with appropriate correction terms for the time-fractional initial-value problem of y′(t)+0RLDt1−αy(t)=g(t), where 0RLDt1−α denotes the Riemann–Liouville fractional derivative of order 1−α(α∈(0,1)). It is shown that, under some suitable conditions on the data, the numerical solution converges to the exact solution with order O(τ2), where τ is the time step size. The method is then extended to solve the time-fractional Cable equation, combined with a standard discretisation of the spatial derivatives on a uniform mesh. The second-order time convergence rate is proved. Several numerical examples are given to illustrate the good agreement with the theoretical analysis of the presented methods.

Error analysis of second-order local time integration methods for discontinuous Galerkin discretizations of linear wave equations

This paper is dedicated to the full discretization of linear wave equations, where the space discretization is carried out with a discontinuous Galerkin method on spatial meshes which are locally refined or have a large wave speed on only a small part of the mesh. Such small local structures lead to a strong Courant–Friedrichs–Lewy (CFL) condition in explicit time integration schemes causing a severe loss in efficiency. For these problems, various local time-stepping schemes have been proposed in the literature in the last years and have been shown to be very efficient. Here, we construct a quite general class of local time integration methods preserving a perturbed energy and containing local time-stepping and locally implicit methods as special cases. For these two variants we prove stability and optimal convergence rates in space and time. Numerical results confirm the stability behavior and show the proved convergence rates.

A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates

In this paper, we study numerical methods for solving a class of nonlinear backward stochastic partial differential equations. By utilizing finite element methods in space and θ-scheme in time, the proposed scheme forms a generalized spatio-temporal full discrete scheme, which can be solved in parallel. We rigorously prove the boundedness and error estimates, and obtain the optimal convergence rates in both time (first order/second order) and space (k + 1, k in L2 and H1, respectively). Numerical results are finally provided to demonstrate the effectiveness of the proposed scheme and validate the theoretical analyses.

A Three‐Field Formulation for Two‐Phase Flow in Geodynamic Modeling: Toward the Zero‐Porosity Limit

AbstractTwo‐phase flow, a system where Stokes flow and Darcy flow are coupled, is of great importance in the Earth's interior, such as in subduction zones, mid‐ocean ridges, and hotspots. However, it remains challenging to solve the two‐phase equations accurately in the zero‐porosity limit, for example, when melt is fully frozen below solidus temperature. Here we propose a new three‐field formulation of the two‐phase system, with solid velocity (vs), total pressure (Pt), and fluid pressure (Pf) as unknowns, and present a robust finite‐element implementation, which can be used to solve problems in which domains of both zero porosity and non‐zero porosity are present. The reformulated equations include regularization to avoid singularities and exactly recover to the standard single‐phase incompressible Stokes problem at zero porosity. We verify the correctness of our implementation using the method of manufactured solutions and analytic solutions and demonstrate that we can obtain the expected convergence rates in both space and time. Example experiments, such as self‐compaction, falling block, and mid‐ocean ridge spreading show that this formulation can robustly resolve zero‐ and non‐zero‐porosity domains simultaneously, and can be used for a large range of applications in various geodynamic settings.

Fixed-time adaptive path-following control of autonomous surface vehicles with asymmetric output performance and feasibility constraints

This paper proposes a fixed-time adaptive path-following control scheme for autonomous surface vehicles (ASVs) to address accuracy and safety considerations in actual navigation practice. The proposed scheme is designed to effectively follow a reference path while satisfying output performance and feasibility constraints during navigation. For the output constraint problem, a modified version of the universal barrier Lyapunov function is used for the analysis of path-dependent constraint requirements. Additionally, a new type of path-dependent constraint function is proposed that depends on the path parameters rather than directly on the time variables. A new adaptive backstepping method is also devised to address the problem of fixed-time convergence, as well as the 'complexity explosion' in the controller design process, and the unknown dynamics of the model. The study shows that, under this control scheme, the ASV's position and heading errors can converge to a set near the equilibrium point at a fixed time convergence rate, while always satisfying the path-dependent constraints. Simulation and experimental studies further validate the effectiveness of the proposed scheme.

A new analytical approach for the local radial point interpolation discretisation in space and applications to high-order in time schemes for two-dimensional fractional PDEs

In weak-form formulations of the local radial point interpolation method (LRPIM) for the solution of partial differential equations, space discretisation matrices have most often been obtained entirely through numerical integration. This work introduces a novel approach which derives closed-form expressions for obtaining the entries of the discretisation matrix for the solution of two-dimensional time-fractional diffusion problems. This analytical approach also yields a closed-form formula for the approximation of the Laplacian. These techniques are then applied for developing LRPIM-based numerical algorithms. Since the exact solutions usually have unbounded first-order time derivatives at time zero, a graded mesh is employed for a high-order in time approximation of the Caputo derivative. The analytical shape functions are used to develop a weak-form algorithm and a strong-form algorithm is developed using the analytical approximation of the Laplacian. We demonstrate that computed solutions obtained using the weak-form and strong-form algorithms have the accuracy levels consistent with the theoretical accuracy in space. An appropriate choice of the mesh grading parameter yields a high-order convergence rate in time. The unconditional stability and convergence of a LRPIM strong form algorithm on a uniform temporal mesh is established under the assumption that the exact solution has sufficient regularity.

Numerical solution of a malignant invasion model using some finite difference methods

Abstract In this article, one standard and four nonstandard finite difference methods are used to solve a cross-diffusion malignant invasion model. The model consists of a system of nonlinear coupled partial differential equations (PDEs) subject to specified initial and boundary conditions, and no exact solution is known for this problem. It is difficult to obtain theoretically the stability region of the classical finite difference scheme to solve the set of nonlinear coupled PDEs, this is one of the challenges of this class of method in this work. Three nonstandard methods abbreviated as NSFD1, NSFD2, and NSFD3 are considered from the study of Chapwanya et al., and these methods have been constructed by the use of a more general function replacing the denominator of the discrete derivative and nonlocal approximations of nonlocal terms. It is shown that NSFD1, which preserves positivity when used to solve classical reaction-diffusion equations, does not inherit this property when used for the cross-diffusion system of PDEs. NSFD2 and NSFD3 are obtained by appropriate modifications of NSFD1. NSFD2 is positivity-preserving when the functional relationship [ ψ ( h ) ] 2 = 2 ϕ ( k ) {\left[\psi \left(h)]}^{2}=2\phi \left(k) holds, while NSFD3 is unconditionally dynamically consistent with respect to positivity. First, we show that NSFD2 and NSFD3 are not consistent methods. Second, we tried to modify NSFD2 in order to make it consistent but we were not successful. Third, we extend NSFD3 so that it becomes consistent and still preserves positivity. We denote the extended version of NSFD3 as NSFD5. Finally, we compute the numerical rate of convergence in time for NSFD5 and show that it is close to the theoretical value. NSFD5 is consistent under certain conditions on the step sizes and is unconditionally positivity-preserving.

A space-time spectral order sinc-collocation method for the fourth-order nonlocal heat model arising in viscoelasticity

The purpose of this paper is to investigate a space-time Sinc-collocation method for solving the fourth-order nonlocal heat model arising in viscoelasticity, which is a class of partial integro-differential equations (PIDEs) whose solution typically exhibits the weak singularities at the initial time. Most of existing approximate methods for solving such kind PIDEs are unbalanced, since most work have used a low order scheme for integrating the temporal variable and a high order numerical framework for discretization of space variables. The current paper contributes to a space-time spectral-order Sinc-collocation method which is balanced in both time and space variables. In order to deal with the initial singularity of solution in the time direction, the Sinc-collocation method with single exponential (SE) transformation is used for the first time, which is an effective method to deal with the singularity of the equation. Also, we fully analyse the error bounds of the method which show the exponential convergence rate in space and time. Meanwhile, we consider several test problems for examining the suggested scheme. The experiment results highlight a good precision of the new Sinc-colloction method and the correctness of the theoretical prediction for this kind nonlocal heat problems.

Some standard and nonstandard finite difference schemes for a reaction–diffusion–chemotaxis model

Abstract Two standard and two nonstandard finite difference schemes are constructed to solve a basic reaction–diffusion–chemotaxis model, for which no exact solution is known. The continuous model involves a system of nonlinear coupled partial differential equations subject to some specified initial and boundary conditions. It is not possible to obtain theoretically the stability region of the two standard finite difference schemes. Through running some numerical experiments, we deduce heuristically that these classical methods give reasonable solutions when the temporal step size k k is chosen such that k ≤ 0.25 k\le 0.25 with the spatial step size h h fixed at h = 1.0 h=1.0 (first novelty of this work). We observe that the standard finite difference schemes are not always positivity preserving, and this is why we consider nonstandard finite difference schemes. Two nonstandard methods abbreviated as NSFD1 and NSFD2 from Chapwanya et al. are considered. NSFD1 was not used by Chapwanya et al. to generate results for the basic reaction–diffusion–chemotaxis model. We find that NSFD1 preserves positivity of the continuous model if some criteria are satisfied, namely, ϕ ( k ) [ ψ ( h ) ] 2 = 1 2 γ ≤ 1 2 σ + β \frac{\phi \left(k)}{{\left[\psi \left(h)]}^{2}}=\frac{1}{2\gamma }\le \frac{1}{2\sigma +\beta } and β ≤ σ \beta \le \sigma , and this is the second novelty of this work. Chapwanya et al. modified NSFD1 to obtain NSFD2, which is positivity preserving if R = ϕ ( k ) [ ψ ( h ) ] 2 = 1 2 γ R=\frac{\phi \left(k)}{{\left[\psi \left(h)]}^{2}}=\frac{1}{2\gamma } and 2 σ R ≤ 1 2\sigma R\le 1 , that is σ ≤ γ \sigma \le \gamma , and they presented some results. For the third highlight of this work, we show that NSFD2 is not always consistent and prove that consistency can be achieved if β → 0 \beta \to 0 and k h 2 → 0 \frac{k}{{h}^{2}}\to 0 . Fourthly, we show numerically that the rate of convergence in time of the four methods for case 2 is approximately one.

Terminal Integral Synergetic Control for Wind Turbine at Region II Using a Two-Mass Model

Mechanical loads considerably impact wind turbine lifetime, and a reduction in this load is crucial while designing a controller for maximum power extraction at below-rated speed (region II). A trade-off between maximum energy extraction and minimum load on the drive train shaft is a big challenge. Some conventional controllers extract the maximum power with a cost of high fluctuations in the generator torque and transient load. Therefore, to overcome the above issues, this work proposes four different integral synergetic control schemes for a wind turbine at region II using a two-mass model with a wind speed estimator. In addition, the proposed controllers have been developed to enhance the maximum power extraction from the wind whilst reducing the control input and drive train oscillations. Moreover, a terminal manifold has been considered to improve the finite time convergence rate. The effectiveness of the proposed controllers is validated through a 600 kW Fatigue, Aerodynamics, Structures, and Turbulence simulator. Further, the proposed controllers were tested by different wind spectrums, such as Kaimal, Von Karman, Smooth-Terrain, and NWTCUP, with different turbulent intensities (10% and 20%). The overall performance of the proposed and conventional controller was examined with 24 different wind speed profiles. A detailed comparative analysis was carried out based on power extraction and reduction in mechanical loads.

A multilevel Monte Carlo ensemble and hybridizable discontinuous Galerkin method for a stochastic parabolic problem

AbstractA second‐order, multilevel Monte Carlo ensemble, and hybridizable discontinuous Galerkin (MLMCE‐HDG) method is proposed to solve the stochastic parabolic partial differential equations (SPDEs). By introducing an ensemble average of the diffusion coefficient, the MLMCE‐HDG method results in a single discrete system with multiple right‐hand‐vectors, which can be solved more efficiently than a group of linear systems. A rigorous error estimate is obtained with a second‐order accuracy in time and optimal convergence rate in physical space. Comparing with the multilevel Monte Carlo and hybridizable discontinuous Galerkin (MLMC‐HDG) method, the MLMCE‐HDG method can reduce the computational cost. Finally, we provide several numerical experiments to illustrate the theoretical results.

Efficient third-order BDF finite difference scheme for the generalized viscous Burgers’ equation

This article presents a third-order backward differentiation formula (BDF3) finite difference scheme for the generalized viscous Burgers’ equation. The discretization of time and space directions is accomplished by the BDF3 method and standard second-order difference formula, respectively, thereby constructing a fully-discrete scheme. For the proposed scheme, we yield the convergence of h2+τ3 by means of the energy argument and the cut-off function method. Besides, a comparison of the time convergence rate and numerical accuracy with those of recent existing work shows the effectiveness and competitiveness of our approach. A numerical experiment is carried out to verify the theoretical predictions.

An implicit fully discrete compact finite difference scheme for time fractional diffusion-wave equation

<abstract><p>In this paper, an implicit compact finite difference (CFD) scheme was constructed to get the numerical solution for time fractional diffusion-wave equation (TFDWE), in which the time fractional derivative was denoted by Caputo-Fabrizio (C-F) sense. We proved that the full discrete scheme is unconditionally stable. We also proved that the rate of convergence in time is near to $ O(\tau^{2}) $ and the rate of convergence in space is near to $ O(h^{4}) $. Test problem was considered for regular domain with uniform points to validate the efficiency and accuracy of the method. The numerical results can support the theoretical claims.</p></abstract>

A high-order stabilizer-free weak Galerkin finite element method on nonuniform time meshes for subdiffusion problems

<abstract><p>We present a stabilizer-free weak Galerkin finite element method (SFWG-FEM) with polynomial reduction on a quasi-uniform mesh in space and Alikhanov's higher order L2-$ 1_\sigma $ scheme for discretization of the Caputo fractional derivative in time on suitable graded meshes for solving time-fractional subdiffusion equations. Typical solutions of such problems have a singularity at the starting point since the integer-order temporal derivatives of the solution blow up at the initial point. Optimal error bounds in $ H^1 $ norm and $ L^2 $ norm are proven for the semi-discrete numerical scheme. Furthermore, we have obtained the values of user-chosen mesh grading constant $ r $, which gives the optimal convergence rate in time for the fully discrete scheme. The optimal rate of convergence of order $ \mathcal{O}(h^{k+1}+M^{-2}) $ in the $ L^\infty(L^2) $-norm has been established. We give several numerical examples to confirm the theory presented in this work.</p></abstract>

A Complete Procedure for a Constraint-Type Fictitious Time Integration Method to Solve Nonlinear Multi-Dimensional Elliptic Partial Differential Equations

In this paper, an efficient and straightforward numerical procedure is constructed to solve multi-dimensional linear and nonlinear elliptic partial differential equations (PDEs). Although the numerical procedure for the constraint-type fictitious time integration method overcomes the numerical stability problem, the parameter’s definition, numerical accuracy and computational efficiency have not been resolved, and the lack of initial guess values results in reduced computational efficiency. Therefore, the normalized two-point boundary value solution of the Lie-group shooting method is proposed and considered in the numerical procedure to avoid the problem of the initial guess value. Then, a space-time variable, including the minimal fictitious time step and convergence rate factor, is introduced to study the relationship between the initial guess value and convergence rate factor. Some benchmark numerical examples are tested. As the results show, this numerical procedure using the normalized boundary value solution can significantly converge within one step, and the numerical accuracy is better than that demonstrated in the previous literature.

Boundedness and asymptotic behavior in a quasilinear two-species chemotaxis system with loop

Chemotaxis is the directed movement of cells or organisms in response to the gradients of concentration of the chemical stimuli, plays essential roles in various biological process. In this paper, we consider a quasilinear two-species chemotaxis-competition system with loop in higher dimensions defined on a smooth bounded domain with homogeneous Neumann boundary conditions. With the help of suitable energy functional and some estimates, we obtain the global existence and boundedness of the classical solution of the model, and also show the large time behavior and convergence rate of the solution. Our results show that the nonlinear diffusion mechanism has an inhibitory effect on the blow-up of solution and partially generalized some results in the literature.