Locally One-dimensional Research Articles

High-Resolution Estimation of Soil Saturated Hydraulic Conductivity via Upscaling and Karhunen–Loève Expansion within DREAM(ZS)

Quantification of the soil hydraulic conductivity is key to the study of water flow and solute transport in unsaturated soils. Rapid advances in measurement technology have provided a large number of observations at different scales, offering unprecedented opportunities and challenges for the estimation of hydraulic parameters. This paper proposes an inverse estimation method for downscaling of observations on coarse scales to estimate hydraulic parameters on high-resolution scales. Due to the significant spatial heterogeneity, the inversion faces the problems of dynamics-based integration of data at different scales, model uncertainty due to hundreds and thousands of parameters, and computational consumption due to the large number of forward simulations. To overcome these problems, this paper uses an efficient Bayesian optimization DREAM(ZS) as an inverse framework, and incorporates an analytical upscaling method and Karhunen–Loève (KL) expansion to infer finer-scale saturated hydraulic conductivity distribution conditioned on coarse-scale measurements. The efficient upscaling method is used to link measurements and hydraulic parameters at different scales, and Karhunen–Loève (KL) expansion is incorporated to greatly reduce the dimension of the parameter to be estimated. To further improve the efficiency of the inversion, a locally one-dimensional (LOD) algorithm is used to solve the multidimensional water flow model at coarse scales. The proposed inverse model is applied in a series of numerical experiments to demonstrate its applicability and effectiveness under different flow boundary conditions, different levels of ratio between coarse- and fine-scale grids, different densities of observation points, and different degrees of statistic heterogeneity of soil mediums.

An RBF-LOD Method for Solving Stochastic Diffusion Equations

In this study, we introduce an innovative approach to solving stochastic equations in two and three dimensions, leveraging a time-splitting strategy. Our method combines radial basis function (RBF) spatial discretization with the Crank–Nicolson scheme and the local one-dimensional (LOD) method for temporal approximation. To navigate the probabilistic space inherent in these equations, we employ the Monte Carlo method, providing accurate estimates for expectations and variations. We apply our approach to tackle challenging problems, including two-dimensional convection-diffusion and Burgers’ equations, resulting in reduced computational and memory requirements. Through rigorous testing against diverse problem sets, our methodology demonstrates efficiency and reliability, underscoring its potential as a valuable tool in solving complex multidimensional stochastic equations. We have validated the method’s stability and showcased its convergence as the number of collocation points increases. These findings serve as compelling evidence of the suggested method’s convergence properties.

A high-order compact LOD difference method for solving the two-dimensional diffusion reaction equation with nonlinear source term

In this paper, a high-order compact local one-dimensional (LOD) method for the two-dimensional diffusion reaction equation with nonlinear source term is proposed. Firstly, the original equation is split into two one-dimensional equations. Then, the fourth-order compact difference formulas and the Crank–Nicolson method are used to approximate the space and time derivatives, respectively. The nonlinear source term is linearized based on the Taylor expansions. So we only need to solve two one-dimensional tri-diagonal systems at each time level, which makes the computation efficient. Through theoretical analysis, we find that the current LOD method produces a splitting error. Therefore, although this method has advantages for source term symmetry problems, it loses accuracy for source term asymmetry problems. The convergence and stability of the proposed scheme are proved by energy analysis method. Finally, several numerical examples are given to verify the accuracy and effectiveness of the proposed method. Furthermore, it is also applied in simulation of the quenching and blow-up phenomena.

A High Accuracy Local One-Dimensional Explicit Compact Scheme for the 2D Acoustic Wave Equation

In this paper, we develop a highly accurate and efficient finite difference scheme for solving the two-dimensional (2D) wave equation. Based on the local one-dimensional (LOD) method and Padé difference approximation, a fourth-order accuracy explicit compact difference scheme is proposed. Then, the Fourier analysis method is used to analyze the stability of the scheme, which shows that the new scheme is conditionally stable and the Courant-Friedrichs-Lewy (CFL) condition is superior to most existing methods of equivalent order of accuracy in the literature. Finally, numerical experiments demonstrate the high accuracy, stability, and efficiency of the proposed method.

From Time-Collocated to Leapfrog Fundamental Schemes for ADI and CDI FDTD Methods

The leapfrog schemes have been developed for unconditionally stable alternating-direction implicit (ADI) finite-difference time-domain (FDTD) method, and recently the complying-divergence implicit (CDI) FDTD method. In this paper, the formulations from time-collocated to leapfrog fundamental schemes are presented for ADI and CDI FDTD methods. For the ADI FDTD method, the time-collocated fundamental schemes are implemented using implicit E-E and E-H update procedures, which comprise simple and concise right-hand sides (RHS) in their update equations. From the fundamental implicit E-H scheme, the leapfrog ADI FDTD method is formulated in conventional form, whose RHS are simplified into the leapfrog fundamental scheme with reduced operations and improved efficiency. For the CDI FDTD method, the time-collocated fundamental scheme is presented based on locally one-dimensional (LOD) FDTD method with complying divergence. The formulations from time-collocated to leapfrog schemes are provided, which result in the leapfrog fundamental scheme for CDI FDTD method. Based on their fundamental forms, further insights are given into the relations of leapfrog fundamental schemes for ADI and CDI FDTD methods. The time-collocated fundamental schemes require considerably fewer operations than all conventional ADI, LOD and leapfrog ADI FDTD methods, while the leapfrog fundamental schemes for ADI and CDI FDTD methods constitute the most efficient implicit FDTD schemes to date.

High-order compact LOD methods for solving high-dimensional advection equations

In this paper, by using the local one-dimensional (LOD) method, Taylor series expansion and correction for the third derivatives in the truncation error remainder, two high-order compact LOD schemes are established for solving the two- and three- dimensional advection equations, respectively. They have the fourth-order accuracy in both time and space. By the von Neumann analysis method, it shows that the two schemes are unconditionally stable. Besides, the consistency and convergence of them are also proved. Finally, numerical experiments are given to confirm the accuracy and efficiency of the present schemes.

Computationally Efficient Locally One-Dimensional Algorithm for Open Region Ground Penetrating Radar Problem With Improved Absorption

By incorporating higher order formulation with perfectly matched layer (PML) implementation, unconditionally stable computationally efficient locally one-dimensional (LOD) algorithm with improved absorption is proposed for simulating ground penetrating radar and its open region problems in finite-difference time-domain (FDTD) algorithm. To take advantages of these methods, the proposed implementation shows characteristics of maintaining considerable accuracy, enhancing computational efficiency and improving the entire absorption. These above-mentioned advantages are illustrated through the ground penetrating radar related problem in open regions. It can be concluded from the calculation results that the proposal shows advantages of higher order formulation, PML implementation and LOD procedure which are efficient in remarkable accuracy, considerable efficiency and improved absorption with increment of CFLNs. Meanwhile, the simulation results also indicate that the proposal is an unconditionally stable procedure with the dissatisfaction of Courant-Friedrichs-Levy stability condition.

Splitting schemes for phase-field models

In this paper, we consider several splitting schemes for unsteady problems for the most common phase-field models. The fully implicit discretization of such problems would yield at each time step a nonlinear problem that involves second- or higher-order spatial operators. We derive new factorization schemes that linearize the equations and split the higher-order operators as a product of second-order operators that can be further split direction-wise. We prove the unconditional stability of the first-order schemes for the case of constant mobility. If the spatial discretization uses Cartesian grids, the most efficient schemes are Locally One Dimensional (LOD). We validate our theoretical analysis with 2D numerical examples.

Pseudo-transient ghost fluid methods for the Poisson-Boltzmann equation with a two-component regularization

The Poisson Boltzmann equation (PBE) is a well-established implicit solvent continuum model for the electrostatic analysis of solvated biomolecules. The numerical solution of the nonlinear PBE is still a challenge due to its exponential nonlinear term, strong singularity by the source terms, and distinct dielectric regions. In this paper, a new pseudo-transient approach is proposed, which combines an analytical treatment of singular charges in a two-component regularization, with an analytical integration of nonlinear term in pseudo-time solution. To ensure efficiency, both fully implicit alternating direction implicit (ADI) and unconditionally stable locally one-dimensional (LOD) methods have been constructed to decompose three-dimensional linear systems into one-dimensional (1D) ones in each pseudo-time step. Moreover, to accommodate the nonzero function and flux jumps across the dielectric interface, a modified ghost fluid method (GFM) has been introduced as a first order accurate sharp interface method in 1D style, which minimizes the information needed for the molecular surface. The 1D finite-difference matrix generated by the GFM is symmetric and diagonally dominant, so that the stability of ADI and LOD methods is boosted. The proposed pseudo-transient GFM schemes have been numerically validated by calculating solvation free energy, binding energy, and salt effect of various proteins. It has been found that with the augmentation of regularization and GFM interface treatment, the ADI method not only enhances the accuracy dramatically, but also improves the stability significantly. By using a large time increment, an efficient protein simulation can be realized in steady-state solutions. Therefore, the proposed GFM-ADI and GFM-LOD methods provide accurate, stable, and efficient tools for biomolecular simulations.

An optimal nearly analytic splitting method for solving 2D acoustic wave equations

In this article, we suggest a new optimal nearly analytic splitting (ONAS) method for 2D acoustic wave simulation. We first split 2D acoustic wave equation into the local one-dimensional (LOD) equations. Then we solve each of these equations over half of the time step used for the complete 2D wave equation using technique similar to the optimal nearly analytic discrete method (ONADM) for the 1D acoustic wave equation. We provide the theoretical study on the properties of the ONAS method, such as stability criteria, theoretical error, numerical error, and numerical dispersion. We also compare some acoustic modeling results of this method against those of the ONADM, the fourth-order nearly analytic symplectic partitioned Runge–Kutta (NSPRK) method, the fourth-order Lax–Wendroff correction (LWC) method. Theoretical analysis and numerical tests show that the ONAS method is fourth-order accurate in time and fourth-order accurate in space, and the ONAS method is much more effective than the fourth-order LWC, the fourth-order NSPRK and the ONADM in suppressing numerical dispersion. The new ONAS method theoretically preserves the symplectic geometry structure as time proceeds. Numerical results illustrate that the ONAS method has better numerical stability and long-term calculation capability as time proceeds than the ONADM

Unconditionally stable meshless method for solving 3D transient electromagnetic problems based on LOD scheme

One of the main problems of the conventional meshless methods in the time domain is their conditional stability. Up to now, some algorithms have been introduced to remove the stability condition, like alternating-direction-implicit (ADI) and locally one-dimensional (LOD) schemes. ADI meshless method has been investigated completely, but there is no report to exploit the full efficiency of the LOD meshless method. So, in this study, LOD scheme is employed to a meshless method for solving three-dimensional transient electromagnetic problems. The initial form of the proposed meshless method solves time-domain Maxwell's equations in three sub-steps, so it is called LOD3. LOD3 meshless method has first-order temporal accuracy. Moreover, LOD5 meshless method is introduced to upgrade temporal accuracy. Also, the results show that LOD5 meshless method is more accurate than ADI and LOD3 meshless methods. The accuracy of the proposed method is due to two main factors; Crank–Nicolson scheme and solving the equation in five sub-steps instead of one sub-step. Stability and accuracy of the proposed method are assessed through numerical experiment. Also, the unconditional stability of the proposed method is proved, analytically.

Stable and efficient numerical schemes for two-dimensional Maxwell equations in lossy medium

In this paper, some stable and efficient numerical methods are developed for two-dimensional Maxwell equations. To avoid solving large scale algebraic equations, we use local one-dimensional (LOD) technique and split the original equations into several LOD equations. Then, the resulted LOD equations are discretized by Wendroff scheme which is usually applied to simulate hyperbolic-type equations. The Lie-Trotter composition and Strang composition are employed. To improve the computational efficiency and the convergent accurate, the space direction is approximated by high order compact method. Some benchmark symbols, such as stability, conservation laws of the schemes are analyzed. Some numerical examples confirm the theoretical analysis. Numerical results show that the new schemes can not only accurately simulate the electromagnetic waves, including profiles, amplitude, but also capture the energy structures exactly.

Hybrid sub-gridding ADE–FDTD method of modeling periodic metallic nanoparticle arrays**Project supported by the National Natural Science Foundation of China (Grant Nos. 61471105 and 61331007).

In this paper, a modified sub-gridding scheme that hybridizes the conventional finite-difference time-domain (FDTD) method and the unconditionally stable locally one-dimensional (LOD) FDTD is developed for analyzing the periodic metallic nanoparticle arrays. The dispersion of the metal, caused by the evanescent wave propagating along the metal-dielectric interface, is expressed by the Drude model and solved with a generalized auxiliary differential equation (ADE) technique. In the sub-gridding scheme, the ADE–FDTD is applied to the global coarse grids while the ADE–LOD–FDTD is applied to the local fine grids. The time step sizes in the fine-grid region and coarse-grid region can be synchronized, and thus obviating the temporal interpolation of the fields in the time-marching process. Numerical examples about extraordinary optical transmission through the periodic metallic nanoparticle array are provided to show the accuracy and efficiency of the proposed method.

A new family of fourth-order locally one-dimensional schemes for the 3D elastic wave equation

In this paper, we present a new family of locally one-dimensional (LOD) schemes with fourth-order accuracy both in space and time for the three-dimensional (3D) elastic wave equation. It is an extension of our previous LOD work on the 3D acoustic wave equation. The method is based on the new family of 3D acoustic LOD schemes with a source term. The constructed scheme is four-layer in time and three-layer in space. It only involves a three-point stencil in each spatial direction to achieve fourth-order accuracy. In each time level, only a tridiagonal system is required to solve. The stability condition is given and it has more relax restriction for the time step than the classical staggered-grid schemes. Numerical computations are completed and show the performance of the new method.

An Efficient Parallel Implicit Solver for LOD-FDTD Algorithm in Cloud Computing Environment

This letter presents an efficient parallel algorithm for solving locally one-dimensional (LOD) finite-difference time domain (FDTD) in cloud computing environment. As opposed to the existing LOD-FDTD algorithm parallelization scheme, the proposed method solves the implicit tridiagonal system in parallel by using the Sherman–Morrison formula to decompose the tridiagonal matrix into smaller matrices. The parallel nodes in cloud computers solve the matrices simultaneously. Numerical results show that the proposed method is more efficient in cloud computing environment than the conventional parallelization scheme and shows better scalability.

Splitting schemes for unsteady problems involving the grad-div operator

In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the solution vector. In this paper we discuss various possibilities to decouple the equations for the different components that result in unconditionally stable schemes. If the spatial discretization uses Cartesian grids, the resulting schemes are Locally One Dimensional (LOD). The stability analysis of these schemes is based on the general stability theory of additive operator-difference schemes developed by Samarskii and his collaborators. The results of the theoretical analysis are illustrated on a 2D numerical example with a smooth manufactured solution.

Stochastic LOD-FDTD method for two-dimensional electromagnetic uncertainty problems

PurposeRandom media uncertainties exhibit a significant impact on the properties of electromagnetic fields that usually deterministic models tend to neglect. As a result, these models fail to quantify the variation in the calculated electromagnetic fields, leading to inaccurate outcomes. This paper aims to introduce an unconditionally stable finite-difference time-domain (FDTD) method for assessing two-dimensional random media uncertainties in one simulation.Design/methodology/approachThe proposed technique is an extension of the stochastic FDTD (S-FDTD) scheme, which approximates the variance of a given field component using the Delta method. Specifically in this paper, the Delta method is applied to the locally one-dimensional (LOD) FDTD scheme (hence named S-LOD-FDTD), to achieve unconditional stability. The validity of this algorithm is tested by solving two-dimensional random media problems and comparing the results with other methods, such as the Monte-Carlo (MC) and the S-FDTD techniques.FindingsThis paper provides numerical results that prove the unconditional stability of the S-LOD-FDTD technique. Also, the comparison with the MC and the S-FDTD methods shows that reliable outcomes can be extracted even with larger time steps, thus making this technique more efficient than the other two aforementioned schemes.Research limitations/implicationsThe S-LOD-FDTD method requires the proper quantification of various correlation coefficients between the calculated fields and the electrical parameters, to achieve reliable results. This cannot be known beforehand and the only known way to calculate them is to run a fraction of MC simulations.Originality/valueThis paper introduces a new unconditional stable technique for measuring material uncertainties in one realization.

A Comparison Study of ADI and LOD Methods on Option Pricing Models

This paper will focus on pricing options in marketing with two basic assets with risk and one basic asset without risk. In so doing, the Black-Scholes model and the European options which is applicable at the due date were used. By investigating the European option to find the proper price, it is necessary to solve an equation with partial derivatives which has two spatial variables. The finite differences will be used for such equations. Finite differences for one dimensional equations commonly ends in a three diagonal set which will be solved by calculation costs O(n) in which n is the number of discrete points. But here, since the problems are two dimensional, the Alternating Direction Implicit (ADI) and Locally One-Dimensional (LOD) are used to reduce the calculation costs. The open cost is at the level of discrete points and this is the advantage of these methods. Moreover, these methods enjoy acceptable stability. Though ADI and LOD are equal and easy in calculations, evaluating these methods in pricing the option indicates that the ADI method is sensitive to discontinuity or non-derivation which is the common property of income function; therefore, this thesis proposes the LOD method.

A new family of fourth-order locally one-dimensional schemes for the three-dimensional wave equation

In this paper, we present a new family of locally one-dimensional (LOD) schemes with fourth-order accuracy in both space and time for the three-dimensional (3D) acoustic wave equation. It is well-known that high order explicit schemes offer efficient time steppings but with restrictive CFL conditions; implicit discretization gives unconditional stable schemes but with inefficient time steppings. Our LOD schemes can be seen as a compromise between explicit and implicit schemes, in the way that our schemes have more relax CFL conditions compared with traditional explicit schemes and only require solutions of tridiagonal systems of linear algebraic equations, which is more efficient than implicit schemes. Moreover, the new scheme is four-layer in time and three-layer in space, so that boundary conditions can be imposed in the classical way. The computations of the initial conditions for the three intermediate time layers are explicitly constructed. Furthermore, the stability condition is derived and the restriction for the time step is given explicitly. Finally, numerical examples are completed to show the performance of our new method.

Comprehensive Numerical Analysis of Finite Difference Time Domain Methods for Improving Optical Waveguide Sensor Accuracy

This paper discusses numerical analysis methods for different geometrical features that have limited interval values for typically used sensor wavelengths. Compared with existing Finite Difference Time Domain (FDTD) methods, the alternating direction implicit (ADI)-FDTD method reduces the number of sub-steps by a factor of two to three, which represents a 33% time savings in each single run. The local one-dimensional (LOD)-FDTD method has similar numerical equation properties, which should be calculated as in the previous method. Generally, a small number of arithmetic processes, which result in a shorter simulation time, are desired. The alternating direction implicit technique can be considered a significant step forward for improving the efficiency of unconditionally stable FDTD schemes. This comparative study shows that the local one-dimensional method had minimum relative error ranges of less than 40% for analytical frequencies above 42.85 GHz, and the same accuracy was generated by both methods.