Euler Scheme In Time Research Articles

On strong convergence of a fully discrete scheme for solving stochastic strongly damped wave equations

AbstractThis article develops an efficient fully discrete scheme for a stochastic strongly damped wave equation (SSDWE) driven by an additive noise and presents its error estimates in the strong sense. We use the truncated spectral expansion of the noise to get an approximate equation and prove its regularity. Then we establish a spatio‐temporal discretization of the approximate equation by a finite element method in space and an exponential trapezoidal scheme in time. We prove that the combination can derive higher strong convergence order in time than the use of the piecewise approximation of the noise and the exponential Euler scheme or the implicit Euler scheme in time. Particularly, the temporal strong convergence order of the fully discrete scheme reaches for the one‐dimensional space‐time white noise, which overcomes the order barrier one. Moreover, we allow the covariance operator of the noise to be noncommutative with the Dirichlet Laplacian, which weakens the common assumptions on the noise in the literature. Finally, some numerical experiments in different spatial dimensions are presented to support our theoretical findings. By means of the piecewise spectral approximation of the noise, a piecewise version of the fully discrete scheme is constructed to fulfill a long‐time simulation.

On the complex version of the Cahn–Hilliard–Oono type equation for long interactions phase separation

Abstract This paper focuses on the complex version of the Cahn-Hilliard-Oono equation with Neumann boundary conditions, which is used to capture long-range nonlocal interactions in the phase separation process. The first part of the paper establishes the well-posedness of the corresponding stationary problem associated with the equation. Subsequently, a numerical model is constructed using a finite element discretization in space and a backward Euler scheme in time. We demonstrate the existence of a unique solution to the stationary problem and obtain error estimates for the numerical solution. This, in turn, serves as proof of the convergence of the semi-discrete scheme to the continuous problem. Finally, we establish the convergence of the fully discrete problem to the semi-discrete formulation.

Analysis of a semi-implicit and structure-preserving finite element method for the incompressible MHD equations with magnetic-current formulation

In this paper, we investigate a fully discrete finite element scheme for the incompressible magnetohydrodynamic (MHD) equations with magnetic-current formulation that was introduced in Hu et al. (2016). We discretize the system by the semi-implicit Euler scheme in time and a mixed finite element approach together with finite element exterior calculus in space. The resulting scheme enjoys the structure-preserving feature that it can always produce an exactly divergence-free magnetic induction on the discrete level. The unique solvability and unconditional stability of the scheme are also proved rigorously. By utilizing the energy argument, error estimates for the velocity, magnetic induction, current density and induced electric field are further established under the low regularity hypothesis for the exact solutions. Numerical results are provided to verify the theoretical analysis and to show the effectiveness of the proposed scheme.

Generalized finite difference method-based numerical modeling of oil–water two-phase flow in anisotropic porous media

This paper applies generalized finite difference method (GFDM) to a compressible two-phase flow in anisotropic porous media with the aim of further extending the wider application of this class of meshless methods. We develop an implicit Euler scheme in time and a GFDM discretization in space based on two treatments of the anisotropic permeability tensor in continuous function expression and discrete distribution. The effectiveness and generality of GFDM for two-phase flow problems in anisotropic porous media are verified by three examples with rectangular, irregular, and complex boundaries. Also, the computational performance of the method is verified according to the error calculation with L2 absolute error functions in different node collocation schemes. In addition, the sensitivity analysis of the radius of the influence domain to the transient pressure equation (parabolic equation) and the saturation equation (hyperbolic equation) is considered. It generally holds that the larger the radius of the influence domain, the lower the calculation accuracy in the case of Cartesian collocation. This may be a preliminary rule for the radius choice of the influence domain for GFDM. In sum, this work provides an efficient and accurate meshless solver to handle two-phase flow problems in anisotropic porous media under the GFDM framework, which reveals the great application potential of GFDM in reservoir numerical simulation.

New error analysis and recovery technique of a class of fully discrete finite element methods for the dynamical inductionless MHD equations

In this paper, we present a new error analysis of a class of fully discrete finite element methods for the dynamical inductionless magnetohydrodynamic (MHD) equations. The methods use the semi-implicit backward Euler scheme in time and use the standard inf–sup stable Mini/Taylor–Hood pairs to discretize the velocity and pressure, and the Raviart–Thomas for solving the current density in space. Due to the strong coupling of the system and the pollution of the lower-order Raviart–Thomas face approximation in analysis, the existing analysis is not optimal. In terms of a mixed Poisson projection and the corresponding estimates in negative norms, we establish new and optimal error estimates for all variables. In particular, we prove that the method with the lowest-order Raviart–Thomas face element and Mini element provides the optimal accuracy for the velocity in L∞(0,T;L2(Ω))-norm, and the method with the lowest-order Raviart–Thomas face element and P2−P1 Taylor–Hood element supplies the optimal accuracy for the velocity in L2(0,T;H1(Ω))-norm and the pressure in L1(0,T;L2(Ω))-norm. Moreover, we propose a simple recovery technique to obtain a new numerical current density of first-order higher accuracy in the spatial direction by re-solving a mixed Poisson equation. Numerical experiments are performed to verify the theoretical analysis.

Strong convergence for an explicit fully‐discrete finite element approximation of the Cahn‐Hillard‐Cook equation with additive noise

AbstractIn this paper, we consider an explicit fully‐discrete approximation of the Cahn–Hilliard–Cook (CHC) equation with additive noise, performed by a standard finite element method in space and a kind of nonlinearity‐tamed Euler scheme in time. The main result in this paper establishes strong convergence rates of the proposed scheme. The key ingredient in the proof of our main result is to employ uniform moment bounds for the numerical approximations. To the best of our knowledge, the main contribution of this work is the first result in the literature which establishes strong convergence for an explicit fully‐discrete finite element approximation of the CHC equation. Finally, numerical results are finally reported to confirm the previous theoretical findings.

Numerical Upscaling for Wave Equations with Time-Dependent Multiscale Coefficients

In this paper, we consider the classical wave equation with time-dependent, spatially multiscale coefficients. We propose a fully discrete computational multiscale method in the spirit of the localized orthogonal decomposition in space with a backward Euler scheme in time. We show optimal convergence rates in space and time beyond the assumptions of spatial periodicity or scale separation of the coefficients. Further, we propose an adaptive update strategy for the time-dependent multiscale basis. Numerical experiments illustrate the theoretical results and showcase the practicability of the adaptive update strategy.

A high order convergent numerical method for singularly perturbed time dependent problems using mesh equidistribution

The purpose of this paper is to introduce a high order convergent numerical method for singularly perturbed time dependent problems using mesh equidistribution. The discretization is based on the backward Euler scheme in time and a high order non-monotone scheme in space. In time direction we consider a uniform mesh, while in spatial direction we construct an adaptive mesh through equidistribution of a monitor function involving appropriate power of the solution’s second derivative. The method is analysed in two steps, splitting the time and space discretization errors. We establish that the method is uniformly convergent with optimal order having order one in time and order four in space. Further, we use the Richardson extrapolation technique for improving the order of convergence from one to two in time. Numerical experiments are presented to confirm the theoretically proven convergence result.

Finite element error analysis for a system coupling surface evolution to diffusion on the surface

We consider a numerical scheme for the approximation of a system that couples the evolution of a two-dimensional hypersurface to a reaction–diffusion equation on the surface. The surfaces are assumed to be graphs and evolve according to forced mean curvature flow. The method uses continuous, piecewise linear finite elements in space and a backward Euler scheme in time. Assuming the existence of a smooth solution, we prove optimal error bounds both in L^\infty(L^2) and in L^2(H^1) . We present several numerical experiments that confirm our theoretical findings and apply the method in order to simulate diffusion induced grain boundary motion.

Evaluating the solution accuracy of the heat equation by a posteriori error estimation

A produce based on a guaranteed posterior error estimates is proposed to estimate the accuracy of solution of the time-dependent heat equation. The time-dependent heat equation is discretized by the backward Euler scheme in time and conforming finite elements in space. The error between the exact solution and the numeric solution in space is bounded by a guaranteed posterior error estimates which is calculated at every time step. Numerical results demonstrate that the produce can be used to evaluate the accuracy of numerical solutions.

Time varying control of magnetohydrodynamic duct flow

Optimal control of the unsteady, laminar, fully developed flow of a viscous, incompressible and electrically conducting fluid is considered under the effect of a time varying magnetic field B0(t) applied in the direction making an angle with the y–axis. Thus, the coefficients of convection terms in the Magnetohydrodynamics (MHD) equations are also time-dependent. The coupled time-dependent MHD equations are solved by using the mixed finite element method (FEM) in space and the implicit Euler scheme in time. FEM solutions are obtained for various values of the Hartmann number, Reynolds number, magnetic Reynolds number and for several types of time dependence of applied magnetic field at transient level and steady-state.In this study, we aim to control the unsteady MHD flow by using the time varying coefficient function f(t) in the applied magnetic field B0(t)=B0f(t) as a control function. In addition, control problem is designed to involve the determination of the optimal parameters of the system (Reynolds number, magnetic Reynolds number and the angle θ) regarded as control variables.In the optimization, a discretize-then-optimize approach with a gradient based algorithm is followed. Cost function is designed to regain the prescribed velocity and induced magnetic field profiles as well as the smooth control function with respect to time. Controls are investigated for the regularization parameters included in the cost function. Optimal solutions are achieved for several states of the flow considering Hartmann number and at the time level where the flow stabilizes.

Discretization of a Distributed Optimal Control Problem with a Stochastic Parabolic Equation Driven by Multiplicative Noise

A discretization of an optimal control problem of a stochastic parabolic equation driven by multiplicative noise is analyzed. The state equation is discretized by the continuous piecewise linear element method in space and by the backward Euler scheme in time. The convergence rate $$ O(\tau ^{1/2} + h^2) $$ is rigorously derived.

A nonlinear model for stage-structured population dynamics with nonlocal density-dependent regulation: An application to the fall armyworm moth

The assessment and the management of the risks linked to insect pests can be supported by the use of physiologically-based demographic models. These models are useful in population ecology to simulate the dynamics of stage-structured populations, by means of functions (e.g., development, mortality and fecundity rate functions) realistically representing the nonlinear individuals physiological responses to environmental forcing variables. Since density-dependent responses are important regulating factors in population dynamics, we propose a nonlinear physiologically-based Kolmogorov model describing the dynamics of a stage-structured population in which a time-dependent mortality rate is coupled with a nonlocal density-dependent term. We prove existence and uniqueness of the solution for this resulting highly nonlinear partial differential equation. Then, the equation is discretized by finite volumes in space and semi-implicit backward Euler scheme in time. The model is applied for simulating the population dynamics of the fall armyworm moth (Spodoptera frugiperda), a highly invasive pest threatening agriculture worldwide.

Numerical analysis and simulation for Rayleigh beam equation with dynamical boundary controls

In this paper, the Rayleigh beam system with two dynamical boundary controls is treated. Theoretically, the well-posedness of the weak solution is obtained. Later, we discretize the system by using the Implicit Euler scheme in time and the P^3 Hermite finite element in space. In addition, we show the decay of the discrete energy and we establish some a priori error estimates. Finally, some numerical simulations are presented.

Time and space meshes adaptivity for the resolution of a semi-linear heat equation

The aim of this work is to highlight that the adaptivity of the time step when combined with the adaptivity of the spectral mesh is optimal for a semi-linear parabolic equation discretized by an implicit Euler scheme in time and spectral elements method in space. The numerical results confirm the optimality of the order of convergence. The later is similar to the order of the error indicators.

The parabolic p-Laplacian with fractional differentiability

Abstract We study the parabolic $p$-Laplacian system in a bounded domain. We deduce optimal convergence rates for the space–time discretization based on an implicit Euler scheme in time. Our estimates are expressed in terms of Nikolskiǐ spaces and therefore cover situations when the (gradient of the) solution has only fractional derivatives in space and time. The main novelty is that, different to all previous results, we do not assume any coupling condition between the space and time resolutions $h$ and $\tau $. For this we show that the $L^2$-projection is compatible with the quasi-norm. The theoretical error analysis is complemented by numerical experiments.

On the Cahn-Hilliard equation with mass source for biological applications

<p style='text-indent:20px;'>This article deals with some generalizations of the Cahn–Hilliard equation with mass source endowed with Neumann boundary conditions. This equation has many applications in real life e.g. in biology and image inpainting. The first part of this article, discusses the stationary problem of the Cahn–Hilliard equation with mass source. We prove the existence of a unique solution of the associated stationary problem. Then, in the latter part of this article, we consider the evolution problem of the Cahn–Hilliard equation with mass source. We construct a numerical scheme of the model based on a finite element discretization in space and backward Euler scheme in time. Furthermore, after obtaining some error estimates on the numerical solution, we prove that the semi discrete scheme converges to the continuous problem. In addition, we prove the stability of our scheme which allows us to obtain the convergence of the fully discrete problem to the semi discrete one. Finally, we perform the numerical simulations that confirm the theoretical results and demonstrate the performance of our scheme for cancerous tumor growth and image inpainting.

Resolution and implementation of the nonstationary vorticity velocity pressure formulation of the Navier\u2013Stokes equations

This paper deals with the iterative algorithm and the implementation of the spectral discretization of time-dependent Navier–Stokes equations in dimensions two and three. We present a variational formulation, which includes three independent unknowns: the vorticity, velocity, and pressure. In dimension two, we establish an optimal error estimate for the three unknowns. The discretization is deduced from the implicit Euler scheme in time and spectral methods in space. We present a matrix linear system and some numerical tests, which are in perfect concordance with the analysis.

Parameter-uniform approximation on equidistributed meshes for singularly perturbed parabolic reaction-diffusion problems with Robin boundary conditions

In this work we develop a parameter-uniform numerical method on equidistributed meshes for solving a class of singularly perturbed parabolic reaction-diffusion problems with Robin boundary conditions. The discretization consists of a modified Euler scheme in time, a central difference scheme in space, and a special finite difference scheme for the Robin boundary conditions. A uniform mesh is used in the time direction while the mesh in the space direction is generated via the equidistribution of a suitably chosen monitor function. We discuss error analysis and prove that the method is parameter-uniformly convergent of order two in space and order one in time. To support the theoretical result, some numerical experiments are performed.

Fully discrete finite element approximation of the stochastic Cahn–Hilliard–Navier–Stokes system

Abstract In this paper we study the numerical approximation of the stochastic Cahn–Hilliard–Navier–Stokes system on a bounded polygonal domain of $\mathbb{R}^{d}$, $d=2,3$. We propose and analyze an algorithm based on the finite element method and a semiimplicit Euler scheme in time for a fully discretization. We prove that the proposed numerical scheme satisfies the discrete mass conservative law, has finite energies and constructs a weak martingale solution of the stochastic Cahn–Hilliard–Navier–Stokes system when the discretization step (both in time and in space) tends to zero.