Operator Splitting Method Research Articles

Application of the Cubic Exponential B-spline Collocation Operator Splitting Method for Numerical solutions of Burgers Equation

In this study, the cubic exponential B-spline collocation method has been proposed for the numerical solutions of the Burgers equation with the operator splitting. To apply the operator splitting method, the Burgers' equation has decomposed into two sub-equations based on the time term: the linear part (diffusion) and the nonlinear part (convection). Subsequently, for each sub-equation, Crank-Nicolson finite difference schemes in the temporal direction and cubic exponential B-spline functions and their derivatives, have applied at the x_m nodal points in the spatial direction. The algebraic equation systems obtained have been solved numerically using the Lie-Trotter and Strang splitting schemes to get the solutions of the main equation. Some advantages of the splitting methods include preserving the physical characteristics of the solution, yielding more convergent results over long time intervals, enabling simpler algorithms, and facilitating the storage of solution vectors on computer. To assess the accuracy of the computed numerical results the L_2 and L_∞ error norms have been used. Additionally, the obtained results have been compared with some studies in the literature. The stability analysis of the applied method has been investigated using the von Neumann Fourier series method.

An RBF Method for Time Fractional Jump-Diffusion Option Pricing Model under Temporal Graded Meshes

This paper explores a numerical method for European and American option pricing under time fractional jump-diffusion model in Caputo scene. The pricing problem for European options is formulated using a time fractional partial integro-differential equation, whereas the pricing of American options is described by a linear complementarity problem. For European option, we present nonuniform discretization along time and the radial basis function (RBF) method for spatial discretization. The stability and convergence analysis of the discrete scheme are carried out in the case of European options. For American option, the operator splitting method is adopted which split linear complementary problem into two simple equations. The numerical results confirm the accuracy of the proposed method.

Operator splitting for coupled linear port-Hamiltonian systems

Operator splitting methods tailored to coupled linear port-Hamiltonian systems are developed. We present algorithms that are able to exploit scalar coupling, as well as multirate potential of these coupled systems. The obtained algorithms preserve the dissipative structure of the overall system and are convergent of second order. Numerical results for coupled mass–spring–damper chains illustrate the computational efficiency of the splitting methods compared to a straight-forward application of the implicit midpoint rule to the overall system.

Positivity preserving and unconditionally stable numerical scheme for the three-dimensional modified Fisher–Kolmogorov–Petrovsky–Piskunov equation

This paper introduces a numerical approach for the practical solution of the modified Fisher–Kolmogorov–Petrovsky–Piskunov equation that describes population dynamics. The diffusion term and nonlinear term is based on the operator splitting method and interpolation method, respectively. The analytic proof of the discrete maximum principle and positivity preserving for the numerical algorithm is demonstrated. Numerical solution calculated using the proposed method remains stable without blowing up, which implies that the proposed method is unconditionally stable. Numerical studies show that the proposed method is second-order convergence in space and first-order convergence in time. The performance and applicability of the proposed scheme are studied through various computational tests that present the effects of model parameters and evolution dynamics.

Numerical Simulation of Non-Darcy Flow in Naturally Fractured Tight Gas Reservoirs for Enhanced Gas Recovery

In this work, we analyze non-Darcy two-component single-phase isothermal flow in naturally fractured tight gas reservoirs. The model is applied in a scenario of enhanced gas recovery (EGR) with the possibility of carbon dioxide storage. The properties of the gases are obtained via the Peng–Robinson equation of state. The finite volume method is used to solve the governing partial differential equations. This process leads to two subsystems of algebraic equations, which, after linearization and use of an operator splitting method, are solved by the conjugate gradient (CG) and biconjugate gradient stabilized (BiCGSTAB) methods for determining the pressure and fraction molar, respectively. We include inertial effects using the Barree and Conway model and gas slippage via a more recent model than Klinkenberg’s, and we use a simplified model for the effects of effective stress. We also utilize a mesh refinement technique to represent the discrete fractures. Finally, several simulations show the influence of inertial, slippage and stress effects on production in fractured tight gas reservoirs.

An arbitrary Lagrangian–Eulerian positivity-preserving finite volume scheme for radiation hydrodynamics equations in the equilibrium-diffusion limit

In this paper, an arbitrary Lagrangian–Eulerian (ALE) positivity-preserving finite volume scheme is constructed for radiation hydrodynamics equations (RHE) in the equilibrium-diffusion limit. Firstly, the integral form equations of RHE in the ALE framework are presented. Then, the operator-splitting method is applied to divide the equations into hyperbolic part and parabolic part. In addition, a second-order positivity-preserving finite volume scheme is constructed for the hyperbolic part based on MUSCL reconstruction. The vertex velocity is obtained by the predictor–corrector strategy. The Winslow method is applied to improve the quality of the Lagrangian mesh. Furthermore, a nonlinear positivity-preserving finite volume scheme suitable for distorted mesh is proposed for the parabolic part. Finally, some numerical examples are given to show the accuracy and reliability of the numerical scheme.

A quick probability-oriented introduction to operator splitting methods

The survey is devoted to operator splitting methods in the abstract formulation and their applications in probability. While the survey is focused on multiplicative methods, the BCH formula is used to discuss exponential splitting methods and a short informal introduction to additive splitting is presented. We introduce frameworks and available deterministic and probabilistic results and concentrate on constructing a wide picture of the field of operator splitting methods, providing a rigorous description in the setting of abstract Cauchy problems and an informal discussion for further and parallel advances. Some limitations and common difficulties are listed, as well as examples of works that provide solutions or hints. No new results are provided. The bibliography contains illustrative deterministic examples and a selection of probability-related works.

One-level and two-level operator splitting methods for the unsteady incompressible micropolar fluid equations with double diffusion convection

In this paper, a one-level operator splitting method (OOSM) and a two-level operator splitting method (TOSM) for the two-dimensional or three-dimensional (2D/3D) unsteady incompressible micropolar fluid equations with double diffusion convection (IMFDDC) are proposed and analyzed. Firstly, a OOSM is constructed, which consists of five steps. The projection strategy is adopted to get the values of linear velocity and pressure in the first two steps, then the three elliptic subproblems about the angular velocity, the temperature, and the concentration variables are solved in the last three steps. The original variables with the predefined boundary conditions need to be solved separately in each step. Next, in order to solve the problem efficiently, a TOSM is presented, which only solves the nonlinear equations in the coarse level subspaces and the Oseen type linearized equations in the fine level. The numerical analysis of stability and error estimates of the fully discrete methods show that TOSM can reach the same accuracy as the OOSM with H∼O(h2/3). Numerical examples are provided to confirm the effectiveness and reliability of the proposed methods.

RBF–based IMEX finite difference schemes for pricing option under liquidity switching

In this work, we introduce two accurate and efficient finite difference methods based on radial basis functions (RBF–FD) for pricing European and American options under liquidity shocks. The problem is formulated as the semi-linear complementarity and PDE systems for American and European options, respectively. In the context of temporal semi-discretization, we provide two backward difference formulas of order one and two (BDF1 & BDF2). Furthermore, we discuss the stability and convergence properties of the proposed methods. For the American option, to solve the semi-linear system of complementarity problems (LCPs), we combine the RBF-FD approaches with an operator splitting (OS) method. To illustrate the efficiency and accuracy of the suggested methods, we provide numerical examples for both European and American call options and verify them with the existing work in the literature. In numerical discussion, we show the Greeks (Delta & Gamma) plots for the American options.

Analysis of the effect of inert gas on alveolar/venous blood partial pressure by using the operator splitting method.

This study aims to investigate how inert gas affects the partial pressure of alveolar and venous blood using a fast and accurate operator splitting method (OSM). Unlike previous complex methods, such as the finite element method (FEM), OSM effectively separates governing equations into smaller sub-problems, facilitating a better understanding of inert gas transport and exchange between blood capillaries and surrounding tissue. The governing equations were discretized with a fully implicit finite difference method (FDM), which enables the use of larger time steps. The model employed partial differential equations, considering convection-diffusion in blood and only diffusion in tissue. The study explores the impact of initial arterial pressure, breathing frequency, blood flow velocity, solubility, and diffusivity on the partial pressure of inert gas in blood and tissue. Additionally, the effects of anesthetic inert gas and oxygen on venous blood partial pressure were analyzed. Simulation results demonstrate that the high solubility and diffusivity of anesthetic inert gas lead to its prolonged presence in blood and tissue, resulting in lower partial pressure in venous blood. These findings enhance our understanding of inert gas interaction with alveolar/venous blood, with potential implications for medical diagnostics and therapies.

A second-order Strang splitting scheme for the generalized Allen–Cahn type phase-field crystal model with FCC ordering structure

In this paper, we consider the generalized Allen–Cahn-type phase-field crystal model with face-centered-cubic ordering structure (PFC-FCC). Due to the combined complexity of the eighth-order spatial derivative and inherent nonlinearity, it poses a significant challenge to design a numerical scheme of high accuracy, stability, and efficiency to solve the PFC-FCC model. Endeavoring towards this objective, we adopt operator splitting method to address the PFC-FCC model. Based on Fourier spectral method for spatial discretization and SSP-RK method for temporal discretization, we propose an effective and easy-to-implement second-order scheme. We are also able to proffer an analytical proof for discrete mass conservation, and engage a discussion on an optimal error estimate for the second-order scheme. In addition, the energy stability of the numerical scheme is derived. Ultimately, a series of numerical experiments specifically designed to substantiate its accuracy, efficiency, and capability for phase transition are performed.

Operator-splitting finite element method for solving the radiative transfer equation

AbstractAn operator-splitting finite element scheme for the time-dependent radiative transfer equation is presented in this paper. The streamline upwind Petrov-Galerkin finite element method and discontinuous Galerkin finite element method are used for the spatial-angular discretization of the radiative transfer equation, whereas the backward Euler scheme is used for temporal discretization. Error analysis of the proposed numerical scheme for the fully discrete radiative transfer equation is presented. The stability and convergence estimates for the fully discrete problem are derived. Moreover, an operator-splitting algorithm for the numerical simulation of high-dimensional equations is also presented. The validity of the derived estimates and implementation is illustrated with suitable numerical experiments.

RHDLPP: A multigroup radiation hydrodynamics code for laser-produced plasmas

In this paper, we introduce the RHDLPP, a flux-limited multigroup radiation hydrodynamics numerical code designed for simulating laser-produced plasmas in diverse environments. The code bifurcates into two packages: RHDLPP-LTP for low-temperature plasmas generated by moderate-intensity nanosecond lasers, and RHDLPP-HTP for high-temperature, high-density plasmas formed by high-intensity laser pulses. The core radiation hydrodynamic equations are resolved in the Eulerian frame, employing an operator-split method. This method decomposes the solution into two substeps: first, the explicit resolution of the hyperbolic subsystems integrating radiation and fluid dynamics; second, the implicit treatment of the parabolic part comprising stiff radiation diffusion, heat conduction, and energy exchange. Laser propagation and energy deposition are modeled through a hybrid approach, combining geometrical-optics ray-tracing in sub-critical plasma regions with a one-dimensional solution of the Helmholtz wave equation in super-critical areas. The thermodynamic states are ascertained using an equation of state, based on either the real gas approximation or the quotidian equation of state (QEOS). For ionization calculations, the code employs a steady-state collisional-radiation (CR) model using the screened-hydrogenic approximation. Additionally, RHDLPP includes RHDLPP-SpeIma3D, a three-dimensional spectral simulation post-processing module, for generating both temporally-spatially resolved and time-integrated spectra and imaging, facilitating direct comparisons with experimental data. The paper showcases a series of verification tests to establish the code's accuracy and efficiency, followed by application cases, including simulations of laser-produced aluminium (Al) plasmas, pre-pulse-induced target deformation of tin (Sn) microdroplets relevant to extreme ultraviolet lithography light sources, and varied imaging and spectroscopic simulations. These simulations highlight RHDLPP's effectiveness and applicability in fields such as laser-induced breakdown spectroscopy, extreme ultraviolet lithography sources, and high-energy-density physics.

Tunneling Probability of Quantum Wavepacket in Time-Dependent Potential Well

Quantum tunneling of particles plays an important role in many chemical reactions. Studying quantum tunneling in time-dependent potential wells is tricky since most of the available solutions of time-dependent potential wells are coupled to specific properties of the Hamiltonian. Here, we investigate the tunneling probability of a quantum wavepacket in time-dependent potential well by using the split operator method. This numerical method can give us an overview of the tunneling probability of a quantum wavepacket for any temporal change in the shape of the potential well. We study a time-dependent potential well model evolving from symmetric to asymmetric quartic double well since quartic potential wells resemble certain practically available potential well models.Quanta 2024; 13: 11–19.

Geometrically exact 3D beam theory with embedded strong discontinuities for modeling of localized failure in bending

In this work, we propose the elastoplastic model of a three-dimensional (3D) geometrically exact beam, which can capture localized bending deformation leading to a plastic hinge. This is a follow-up work to Tojaga et al. (2023), where we only studied the fracture of fiber-like beam structures that break in mode I or mode II, here extended to handle beam-like behavior with bending failure and the main difficulty of the non-vectorial character of large 3D rotations. The Reissner model is chosen for representing the large elastic and large plastic deformations of such a beam model, which leads to the multiplicative decomposition of the rotation tensor. We shown how to replace this with the corresponding additive decomposition of the rotation vector derivatives, to be performed in the material description in the tangent space of SO(3) manifold in the initial configuration. The plasticity model for which we give a more detailed implementation employs a Rankin-like multi-surface plasticity criteria, where each moment vector component (i.e. torsion or bending) is considered separately. The non-local variational formulation is proposed to deal with the softening phenomena characteristic of localized bending failure, where the fracture energy is introduced as the main parameter for softening. The discrete approximation is built in terms of the embedded-discontinuity finite element method (ED-FEM), which introduces a jump in rotation vector that can be handled at the level of a particular beam element. This kind of approach builds upon the best approximation property of the FEM discrete approximation in the energy norm and provides the best-approximation property for the dissipated energy computations, and thus optimal computational accuracy if the quantity of interest is inelastic dissipation. The computations are carried out by the operator split method, which separates the computations of global state variables (displacements and moments) from local (plastic curvature) variables. Several illustrative examples are provided to confirm an excellent performance of the proposed methodology.

Distributed Charging Strategy of PEVs in SCS with Feeder Constraints Based on Generalized Nash Equilibria

In this article, a distributed charging strategy problem for plug-in electric vehicles (PEVs) with feeder constraints based on generalized Nash equilibria (GNE) in a novel smart charging station (SCS) is investigated. The purpose is to coordinate the charging strategies of all PEVs in SCS to minimize the energy cost of SCS. Therefore, we build a non-cooperative game framework and propose a new price-driven charging control game by considering the overload constraint of the assigned feeder, where each PEV minimizes the fees it pays to satisfy its optimal charging strategy. On this basis, the existence of GNE is given. Furthermore, we employ a distributed algorithm based on forward–backward operator splitting methods to find the GNE. The effectiveness of the employed algorithm is verified by the final simulation results.

Real option pricing under the regime-switching model with jumps on a finite time horizon

We consider an irreversible investment decision problem on a finite time horizon where an instantaneous cash flow process of a firm follows a regime-switching jump-diffusion (RSJD) model. The value of a project can be derived from a partial integro-differential equation (PIDE) and then we obtain a closed-form solution of the PIDE. It is proved that the value of the project converges to the solution on an infinite time horizon problem as the lifetime of the project tends to infinity. Moreover, the value function of a real option with a finite expiration date can be evaluated by solving a linear complementarity problem (LCP) under the RSJD model. We apply a 2-step backward differentiation formula (BDF2 method) combined with an operator splitting method to solve the LCP and then it has the second-order convergence rate in the discrete ℓ2-norm with respect to the time and spatial variables. The stability of the proposed method to solve the LCP is also proved in the discrete ℓ2-norm. Finally, a variety of numerical experiments are carried out to determine the optimal investment time and the numerical results on the finite time horizon are analyzed.

Nonadiabatic Conical Intersection Dynamics in the Local Diabatic Representation with Strang Splitting and Fourier Basis.

We develop and implement an exact conical intersection nonadiabatic wave packet dynamics method that combines the local diabatic representation, Strang splitting for the total molecular propagator, and discrete variable representation with uniform grids. By employing the local diabatic representation, this method captures all nonadiabatic effects, including nonadiabatic transitions, electronic coherences, and geometric phase. Moreover, it is free of singularities in the first and second derivative couplings and does not require the electronic wave function to be continuous with respect to the nuclear coordinates. We further show that in contrast to the adiabatic representation, the split-operator method can be directly applied to the full molecular propagator with the locally diabatic ansatz. The Fourier series, employed as the primitive nuclear basis functions, is universal and can be applied to all types of reactive coordinates. The combination of local diabatic representation, Strang splitting, and Fourier basis allows numerically exact modeling of conical intersection quantum dynamics directly with adiabatic electronic states that can be obtained from standard electronic structure computations.

An effective numerical method for the vector-valued nonlocal Allen–Cahn equation

Nonlocal Allen–Cahn model and their numerical schemes have received great attention in the literature as nonlocal model becomes popular in various fields. Our main idea in this work is to consider the vector-valued nonlocal Allen–Cahn model, which is a coupled system of nonlinear partial differential equations. Then, with the help of the operator splitting method and finite difference method, a fully-decoupled and energy stable numerical scheme for the vector-valued nonlocal Allen–Cahn model is proposed. Furthermore, we prove the modified energy dissipation law is unconditionally guaranteed and it is closely related to classical energy up to O(τ). Finally, numerical examples are carried out to verify the efficiency and accuracy of the proposed scheme.

Enhancement of Vital Signals for UWB Through-Wall Radar Using Low-Rank and Block-Sparse Matrix Decomposition

Ultra-wideband (UWB) vital detection radar plays an important role in post-disaster search and rescue, but the vital signal acquired in practice is often submerged in noise. In this paper, an advanced signal processing algorithm based on low-rank block-sparse representation is proposed to enhance the vital signal in life detection radar applications. The preprocessed echo signal can be decomposed into low-rank and block-sparse parts. The alternate direction method (ADM) is employed to obtain the block-sparse part containing the desired vital signal. We solve the subproblems involved in the ADM method using the Douglas/Peaceman–Rachford (DR) monotone operator splitting method. The projection method is applied to accelerate the calculation. Simulation and experimental results show that the proposed algorithm outperforms existing methods in terms of output signal-to-noise ratio (SNR).