Second-order Backward Difference Methods Research Articles

Adaptive Finite Element Simulation of Double-Diffusive Convection

Double-diffusive convection plays an important role in many physical phenomena of practical importance. However, the numerical simulation of these phenomena is challenging since fine meshes are often required to capture the flow physics. Hence, several different numerical methods have been employed in the past. This work reports the development and application of an adaptive finite element method for the simulation of these phenomena, thereby avoiding the need for the use of very fine meshes over the whole domain. The weak formulation of the conservation equations for mass, momentum, energy and species concentration is used. The Boussinesq approximation relates the density of the fluid to the temperature and/or the species concentration. A second-order backward difference method is used for time discretization and the Galerkin method is employed for spatial discretization. Both adaptive time step and grid refinement techniques are employed, and the code is parallelized using MPI. Three different stabilization methods of the convective-diffusion equations are compared; namely, the streamline upwind Petrov–Galerkin (SUPG) method, and two modified methods aimed at diminishing spurious oscillations that include an artificial diffusion term. This diffusion term may be either isotropic or orthogonal to the streamlines. The addition of artificial isotropic diffusion to the SUPG method provides enhanced stability. The method is applied to double-diffusive finger convection in a sucrose-salt aqueous mixture and a stratified salt solution heated from below. The method accurately reproduces the experimentally observed temporal evolution of the salt fingers in the former case and the location of the interfaces between convective and non-convective zones in the latter.

Two fast numerical methods for a generalized Oldroyd-B fluid model

This work proposes two fast and efficient numerical methods for a generalized Oldroyd-B fluid model with fractional derivatives. The fast evaluations of the Riemann–Liouville fractional derivatives are developed based on convolution quadrature generated by the backward Euler and the second-order backward difference methods. By using these fast algorithms in time and employing the finite element method in space, two fully discrete schemes are established for the considered problem. Further, we discuss the error estimates of these numerical schemes based on the property of the initial value and the right hand function instead of the regularity assumption of the exact solution. Finally, some numerical tests are presented to verify the effectiveness of the numerical schemes and confirm the theoretical results.

Error Bounds of a Finite Difference/Spectral Method for the Generalized Time Fractional Cable Equation

We present a finite difference/spectral method for the two-dimensional generalized time fractional cable equation by combining the second-order backward difference method in time and the Galerkin spectral method in space with Legendre polynomials. Through a detailed analysis, we demonstrate that the scheme is unconditionally stable. The scheme is proved to have min{2−α,2−β}-order convergence in time and spectral accuracy in space for smooth solutions, where α,β are two exponents of fractional derivatives. We report numerical results to confirm our error bounds and demonstrate the effectiveness of the proposed method. This method can be applied to model diffusion and viscoelastic non-Newtonian fluid flow.

Numerical schemes for the time-fractional mobile/immobile transport equation based on convolution quadrature

In this work, the numerical approximation of the time-fractional mobile/immobile transport equation is considered. We investigate the solution regularity for two types of the initial data regularities. By applying the continuous piecewise linear finite elements in space, we obtain the spatial semidiscrete Galerkin scheme and derive its error estimates. We then propose two finite element schemes for the equation by employing convolution quadrature based on the backward Euler and the second-order backward difference methods. The corresponding error estimates for the two schemes are also given. Numerical examples of the two-dimensional problems are shown to confirm the convergence theory results.

Fast algorithm based on TT-M FE method for modified Cahn–Hilliard equation

We consider numerical methods for solving the modified Cahn–Hilliard equation involving strong nonlinearities. A fast algorithm based on time two-mesh (TT-M) finite element (FE) scheme is proposed to overcome the time-consuming computation of the nonlinear terms. The TT-M FE algorithm includes three main steps: Firstly, a nonlinear FE scheme is solved on a coarse time-mesh τc. Here, the FE method is used for spatial discretization and the implicit second-order 𝜃 scheme (containing both implicit Crank–Nicolson scheme and second-order backward difference method) is used for temporal discretization. Secondly, the Lagrange’s interpolation is used to obtain the interpolation result on the fine time-mesh. Finally, a linearized FE system is solved on a fine time-mesh τ (τ<τc). The stability analysis and priori error estimates are provided in detail. Numerical examples are given to demonstrate the validity of the proposed scheme. The TT-M FE method is compared with the traditional Galerkin FE method and it is evident that the TT-M FE method can save the calculation time.

Error estimates for a robust finite element method of two-term time-fractional diffusion-wave equation with nonsmooth data

In this paper, we consider a two-term time-fractional diffusion-wave equation which involves the fractional ordersα∈ (1, 2) andβ∈ (0, 1), respectively. By using piecewise linear Galerkin finite element method in space and convolution quadrature based on second-order backward difference method in time, we obtain a robust fully discrete scheme. Error estimates for semidiscrete and fully discrete schemes are established with respect to nonsmooth data. Numerical experiments for two-dimensional problems are provided to illustrate the efficiency of the method and conform the theoretical results.

Two efficient Galerkin finite element methods for the modified anomalous subdiffusion equation

ABSTRACT In this paper, we consider the numerical approximation of the modified anomalous subdiffusion model which involves the Riemann–Liouville derivatives in time. We propose two robust fully discrete finite element methods by employing the piecewise linear Galerkin finite element method in space and the convolution quadrature in time generated by the backward Euler and the second-order backward difference methods. The error estimates for semidiscrete and fully discrete schemes are investigated with respect to the data regularity. Furthermore, we numerically compare our numerical schemes with a Crank–Nicolson finite element method to illustrate the efficiency of our methods and confirm the theoretical results.

Efficient Galerkin finite element methods for a time-fractional Cattaneo equation

In this paper, we develop two efficient fully discrete schemes for solving the time-fractional Cattaneo equation, where the fractional derivative is in the Caputo sense with order in (1, 2]. The schemes are based on the Galerkin finite element method in space and convolution quadrature in time generated by the backward Euler and the second-order backward difference methods. Error estimates are established with respect to data regularity. We further compare our schemes with the L2-1_{sigma } scheme. Numerical examples are provided to show the efficiency of the schemes.

The Efficient Finite Element Methods for Time-Fractional Oldroyd-B Fluid Model Involving Two Caputo Derivatives

In this paper, we consider the numerical schemes for a timefractional Oldroyd-B fluid model involving the Caputo derivative. We propose two efficient finite element methods by applying the convolution quadrature in time generated by the backward Euler and the second-order backward difference methods. Error estimates in terms of data regularity are established for both the semidiscrete and fully discrete schemes. Numerical examples for two-dimensional problems further confirm the robustness of the schemes with first- and second-order accurate in time.

Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative

Recently, the numerical schemes of the Fokker-Planck equations describing anomalous diffusion with two internal states have been proposed in Nie et al., [23], which use convolution quadrature to approximate the Riemann-Liouville fractional derivative; and the schemes need huge storage and computational cost because of the non-locality of fractional derivative and the large scale of the system. This paper first provides fast algorithms for computing the Riemann-Liouville derivative based on convolution quadrature with the generating function given by the backward Euler and second-order backward difference methods; the algorithms don't require the assumption of the regularity of the solution in time, while the computation time and the total memory requirement are greatly reduced. Then we apply fast algorithms to solve the homogeneous fractional Fokker-Planck equations with two internal states for nonsmooth data and get the first- and second-order accuracy in time. Lastly, numerical examples are presented to verify the convergence and the effectiveness of fast algorithms.

Fast algorithm based on TT-M FE system for space fractional Allen–Cahn equations with smooth and non-smooth solutions

In this article, a fast algorithm based on time two-mesh (TT-M) finite element (FE) scheme, which aims at solving nonlinear problems quickly, is considered to numerically solve the nonlinear space fractional Allen–Cahn equations with smooth and non-smooth solutions. The implicit second-order θ scheme containing both implicit Crank–Nicolson scheme and second-order backward difference method is applied to time direction, a fast TT-M method is used to increase the speed of calculation, and the FE method is developed to approximate the spacial direction. The TT-M FE algorithm includes the following main computing steps: firstly, a nonlinear implicit second-order θ FE scheme on the time coarse mesh τc is solved by a nonlinear iterative method; secondly, based on the chosen initial iterative value, a linearized FE system on time fine mesh τ<τc is solved, where some useful coarse numerical solutions are found by the Lagrange's interpolation formula. The analysis for both stability and a priori error estimates are made in detail. Finally, three numerical examples with smooth and non-smooth solutions are provided to illustrate the computational efficiency in solving nonlinear partial differential equations, from which it is easy to find that the computing time can be saved.

Galerkin FEM for a time-fractional Oldroyd-B fluid problem

We consider the numerical approximation of a generalized fractional Oldroyd-B fluid problem involving two Riemann-Liouville fractional derivatives in time. We establish regularity results for the exact solution which play an important role in the error analysis. A semidiscrete scheme based on the piecewise linear Galerkin finite element method in space is analyzed, and optimal with respect to the data regularity error estimates are established. Further, two fully discrete schemes based on convolution quadrature in time generated by the backward Euler and the second-order backward difference methods are investigated and related error estimates for smooth and nonsmooth data are derived. Numerical experiments are performed with different values of the problem parameters to illustrate the efficiency of the method and confirm the theoretical results.

The lumped mass FEM for a time-fractional cable equation

We consider the numerical approximation of a time-fractional cable equation involving two Riemann–Liouville fractional derivatives. We investigate a semidiscrete scheme based on the lumped mass Galerkin finite element method (FEM), using piecewise linear functions. We establish optimal error estimates for smooth and middly smooth initial data, i.e., v∈Hq(Ω)∩H01(Ω), q=1,2. For nonsmooth initial data, i.e., v∈L2(Ω), the optimal L2(Ω)-norm error estimate requires an additional assumption on mesh, which is known to be satisfied for symmetric meshes. A quasi-optimal L∞(Ω)-norm error estimate is also obtained. Further, we analyze two fully discrete schemes using convolution quadrature in time based on the backward Euler and the second-order backward difference methods, and derive error estimates for smooth and nonsmooth data. Finally, we present several numerical examples to confirm our theoretical results.

Error analysis of a FVEM for fractional order evolution equations with nonsmooth initial data

In this paper, a finite volume element (FVE) method is considered for spatial approximations of time fractional diffusion equations involving a Riemann-Liouville fractional derivative of order α ∈ (0, 1) in time. Improving upon earlier results [Karaa et al., IMA J. Numer. Anal. 37 (2017) 945–964], error estimates in L2 (Ω)- and H1 (Ω)-norms for the semidiscrete problem with smooth and mildly smooth initial data, i.e., v ∈ H2(Ω) ∩ H01(Ω) and v ∈ H01(Ω) are established. For nonsmooth data, that is, v ∈ L2 (Ω), the optimal L2 (Ω)-error estimate is shown to hold only under an additional assumption on the triangulation, which is known to be satisfied for symmetric triangulations. Superconvergence result is also proved and as a consequence, a quasi-optimal error estimate is established in the L∞ (Ω)-norm. Further, two fully discrete schemes using convolution quadrature in time generated by the backward Euler and the second-order backward difference methods are analyzed, and error estimates are derived for both smooth and nonsmooth initial data. Based on a comparison of the standard Galerkin finite element solution with the FVE solution and exploiting tools for Laplace transforms with semigroup type properties of the FVE solution operator, our analysis is then extended in a unified manner to several time fractional order evolution problems. Finally, several numerical experiments are conducted to confirm our theoretical findings.

Fully discrete second-order backward difference method for Kelvin-Voigt fluid flow model

In this article, based on a second-order backward difference method, a completely discrete scheme is discussed for a Kelvin-Voigt viscoelastic fluid flow model with nonzero forcing function, which is either independent of time or in L ∞ (L 2). After deriving some a priori bounds for the solution of a semidiscrete Galerkin finite element scheme, a second-order backward difference method is applied for temporal discretization. Then, a priori estimates in Dirichlet norm are derived, which are valid uniformly in time using a combination of discrete Gronwall’s lemma and Stolz-Cesaro’s classical result on sequences. Moreover, an existence of a discrete global attractor for the discrete problem is established. Further, optimal a priori error estimates are obtained, whose bounds may depend exponentially in time. Under uniqueness condition, these estimates are shown to be uniform in time. Finally, several numerical experiments are conducted to confirm our theoretical findings.

Nonsmooth data error estimates for FEM approximations of the time fractional cable equation

In this paper, the fractional cable equation, involving two Riemann–Liouville fractional derivatives, with initial/boundary condition is considered. Two fully discrete schemes are obtained by employing piecewise linear Galerkin FEM in space, and using convolution quadrature methods based on the first- and second-order backward difference methods in time. Optimal error estimates in terms of the initial data and the inhomogeneity for the semi-discrete scheme and fully discrete schemes are discussed. Numerical results are shown to verify the theoretical results.

An analysis of the Rayleigh-Stokes problem for a generalized second-grade fluid.

We study the Rayleigh–Stokes problem for a generalized second-grade fluid which involves a Riemann–Liouville fractional derivative in time, and present an analysis of the problem in the continuous, space semidiscrete and fully discrete formulations. We establish the Sobolev regularity of the homogeneous problem for both smooth and nonsmooth initial data v, including vin L^2(Omega ). A space semidiscrete Galerkin scheme using continuous piecewise linear finite elements is developed, and optimal with respect to initial data regularity error estimates for the finite element approximations are derived. Further, two fully discrete schemes based on the backward Euler method and second-order backward difference method and the related convolution quadrature are developed, and optimal error estimates are derived for the fully discrete approximations for both smooth and nonsmooth initial data. Numerical results for one- and two-dimensional examples with smooth and nonsmooth initial data are presented to illustrate the efficiency of the method, and to verify the convergence theory.

A second-order accurate in time IMplicit–EXplicit (IMEX) integration scheme for sea ice dynamics

Current sea ice models use numerical schemes based on a splitting in time between the momentum and continuity equations. Because the ice strength is explicit when solving the momentum equation, this can create unrealistic ice stress gradients when using a large time step. As a consequence, noise develops in the numerical solution and these models can even become numerically unstable at high resolution. To resolve this issue, we have implemented an iterated IMplicit–EXplicit (IMEX) time integration method. This IMEX method was developed in the framework of an already implemented Jacobian-free Newton–Krylov solver. The basic idea of this IMEX approach is to move the explicit calculation of the sea ice thickness and concentration inside the Newton loop such that these tracers evolve during the implicit integration. To obtain second-order accuracy in time, we have also modified the explicit time integration to a second-order Runge–Kutta approach and by introducing a second-order backward difference method for the implicit integration of the momentum equation. These modifications to the code are minor and straightforward. By comparing results with a reference solution obtained with a very small time step, it is shown that the approximate solution is second-order accurate in time. The new method permits to obtain the same accuracy as the splitting in time but by using a time step that is 10 times larger. Results show that the second-order scheme is more than five times more computationally efficient than the splitting in time approach for an equivalent level of error.

The Uniform L 2 Behavior for Time Discretization of an Evolution Equation

The uniform L 2 stability and convergence properties for the time discretization of an evolution equation with a memory term are studied. The methods are based on the second-order backward difference methods. The memory term is approximated by the second-order convolution quadrature and interpolant quadrature.

Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term

We study the numerical approximation of an integro-differential equation which is intermediate between the heat and wave equations. The proposed discretization uses convolution quadrature based on the first- and second-order backward difference methods in time, and piecewise linear finite elements in space. Optimal-order error bounds in terms of the initial data and the inhomogeneity are shown for positive times, without assumptions of spatial regularity of the data.