Second-order Backward Differentiation Formula Research Articles

Implicit EXP-RBF techniques for modeling unsaturated flow through soils with water uptake by plant roots

Modeling unsaturated flow through soils with water uptake by plan root has many applications in agriculture and water resources management. In this study, our aim is to develop efficient numerical techniques for solving the Richards equation with a sink term due to plant root water uptake. The Feddes model is used for water absorption by plant roots, and the van-Genuchten model is employed for capillary pressure. We introduce a numerical approach that combines the localized exponential radial basis function (EXP-RBF) method for space and the second-order backward differentiation formula (BDF2) for temporal discretization. The localized RBF methods eliminate the need for mesh generation and avoid ill-conditioning problems. This approach yields a sparse matrix for the global system, optimizing memory usage and computational time. The proposed implicit EXP-RBF techniques have advantages in terms of accuracy and computational efficiency thanks to the use of BDF2 and the localized RBF method. Modified Picards iteration method for the mixed form of the Richards equation is employed to linearize the system. Various numerical experiments are conducted to validate the proposed numerical model of infiltration with plant root water absorption. The obtained results conclusively demonstrate the effectiveness of the proposed numerical model in accurately predicting soil moisture dynamics under water uptake by plant roots. The proposed numerical techniques can be incorporated in the numerical models where unsaturated flows and water uptake by plant roots are involved such as in hydrology, agriculture, and water management.

Unconditional error analysis of linearized BDF2 mixed virtual element method for semilinear parabolic problems on polygonal meshes

In this paper, we construct, analyze, and numerically validate a class of H(div)-mixed virtual element method for the semilinear parabolic problem in mixed form, in which the parabolic problem is reformulated in terms of the velocity and the pressure of the time-dependent Darcy flow. The Newton linearized method for the nonlinear term is designed to cooperate with the second-order backward differentiation formula of the temporal discretization scheme. This allows each time step to only require the solution of a small and well-structured linear system rather than the solution of a nonlinear system. The linearization improves computational efficiency without decreasing convergence rates. Moreover, the “Fortin” operator and its approximation properties are applied to derive an optimal error estimates O(hk+1+τ2) for the virtual element solution of the velocity and the pressure. Finally, its remarkable performance is illustrated by several numerical examples that also validate the theoretical rates of convergence.

An efficient two-grid high-order compact difference scheme with variable-step BDF2 method for the semilinear parabolic equation

Due to the lack of corresponding analysis on appropriate mapping operator between two grids, high-order two-grid difference algorithms are rarely studied. In this paper, we firstly discuss the boundedness of a local bi-cubic Lagrange interpolation operator. And then, taking the semilinear parabolic equation as an example, we first construct a variable-step high-order nonlinear difference algorithm using compact difference technique in space and the second-order backward differentiation formula with variable temporal stepsize in time. With the help of discrete orthogonal convolution kernels, temporal-spatial error splitting idea and a cut-off numerical technique, the unique solvability, maximum-norm stability and corresponding error estimate of the high-order nonlinear difference scheme are established under assumption that the temporal stepsize ratio satisfies rk := τk/τk−1 < 4.8645. Then, an efficient two-grid high-order difference algorithm is developed by combining a small-scale variable-step high-order nonlinear difference algorithm on the coarse grid and a large-scale variable-step high-order linearized difference algorithm on the fine grid, in which the constructed piecewise bi-cubic Lagrange interpolation mapping operator is adopted to project the coarse-grid solution to the fine grid. Under the same temporal stepsize ratio restriction rk < 4.8645 on the variable temporal stepsize, unconditional and optimal fourth-order in space and second-order in time maximum-norm error estimates of the two-grid difference scheme is established. Finally, several numerical experiments are carried out to demonstrate the effectiveness and efficiency of the proposed scheme.

The Second-Order Numerical Approximation for a Modified Ericksen–Leslie Model

In this study, two numerical schemes with second-order accuracy in time for a modified Ericksen–Leslie model are constructed. The highlight is based on a novel convex splitting method for dealing with the nonlinear potentials, which is integrated with the second-order backward differentiation formula (BDF2) and leap frog method for temporal discretization and the finite element method for spatial discretization. The unconditional energy stability of both schemes is further demonstrated. Finally, several numerical examples are presented to demonstrate the efficiency and accuracy of the proposed schemes.

Magnetotactic bacteria and Fe3O4–water in a wavy walled cavity

PurposeThe purpose of this study is to investigate the interaction between magnetotactic bacteria and Fe3O4–water nanofluid (NF) in a wavy enclosure in the presence of 2D natural convection flow.Design/methodology/approachUniform magnetic field (MF), Brownian and thermophoresis effects are also contemplated. The dimensionless, time-dependent equations are governed by stream function, vorticity, energy, nanoparticle concentration and number of bacteria. Radial basis function-based finite difference method for the space derivatives and the second-order backward differentiation formula for the time derivatives are performed. Numerical outputs in view of isolines as well as average Nusselt number, average Sherwood number and flux density of microorganisms are presented.FindingsConvective mass transfer rises if any of Lewis number, Peclet number, Rayleigh number, bioconvection Rayleigh number and Brownian motion parameter increases, and the flux density of microorganisms is an increasing function of Rayleigh number, bioconvection Rayleigh number, Peclet number, Brownian and thermophoresis parameters. The rise in buoyancy ratio parameter between 0.1 and 1 and the rise in Hartmann number between 0 and 50 reduce all outputs average Nusselt, average Sherwood numbers and flux density of microorganisms.Research limitations/implicationsThis study implies the importance of the presence of magnetotactic bacteria and magnetite nanoparticles inside a host fluid in view of heat transfer and fluid flow. The limitation is to check the efficiency on numerical aspect. Experimental observations would be more effective.Practical implicationsIn practical point of view, in a heat transfer and fluid flow system involving magnetite nanoparticles, the inclusion of magnetotactic bacteria and MF effect provide control over fluid flow and heat transfer.Social implicationsThis is a scientific study. However, this idea may be extended to sustainable energy or biofuel studies, too. This means that a better world may create better social environment between people.Originality/valueThe presence of magnetotactic bacteria inside a Fe3O4–water NF under the effect of a MF is a good controller on fluid flow and heat transfer. Since the magnetotactic bacteria is fed by nanoparticles Fe3O4 which has strong magnetic property, varying nanoparticle concentration and Brownian and thermophoresis effects are first considered.

BDF2 ADI orthogonal spline collocation method for the fractional integro-differential equations of parabolic type in three dimensions

In this paper, we are concerned with constructing a fast and an efficient alternating direction implicit (ADI) scheme for the fractional parabolic integro-differential equations (FPIDE) with a weakly singular kernel in three dimensions (3D). Our constructed scheme is based on a second-order backward differentiation formula (BDF2) for temporal discretization, orthogonal spline collocation (OSC) method for spatial discretization and a second-order fractional quadrature rule proposed by Lubich for the Riemann-Liouville fractional integral. The stability and convergence of the constructed numerical scheme are derived. Finally, some numerical examples are given to illustrate the accuracy and validity of the BDF2 ADI OSC method. Based on the obtained results, the numerical results are in line with the theoretical ones.

BE-BDF2 Time Integration Scheme Equipped with Richardson Extrapolation for Unsteady Compressible Flows

In this work we investigate the effectiveness of the Backward Euler-Backward Differentiation Formula (BE-BDF2) in solving unsteady compressible inviscid and viscous flows. Furthermore, to improve its accuracy and its order of convergence, we have equipped this time integration method with the Richardson Extrapolation (RE) technique. The BE-BDF2 scheme is a second-order accurate, A-stable, L-stable and self-starting scheme. It has two stages: the first one is the simple Backward Euler (BE) and the second one is a second-order Backward Differentiation Formula (BDF2) that uses an intermediate and a past solution. The RE is a very simple and powerful technique that can be used to increase the order of accuracy of any approximation process by eliminating the lowest order error term(s) from its asymptotic error expansion. The spatial approximation of the governing Navier–Stokes equations is performed with a high-order accurate discontinuous Galerkin (dG) method. The presented numerical results for canonical test cases, i.e., the isentropic convecting vortex and the unsteady vortex shedding behind a circular cylinder, aim to assess the performance of the BE-BDF2 scheme, in its standard version and equipped with RE, by comparing it with the ones obtained by using more classical methods, like the BDF2, the second-order accurate Crank–Nicolson (CN2) and the explicit third-order accurate Strong Stability Preserving Runge–Kutta scheme (SSP-RK3).

Numerical investigation of generalized tempered-type integrodifferential equations with respect to another function

This paper studies two efficient numerical methods for the generalized tempered integrodifferential equation with respect to another function. The proposed methods approximate the unknown solution through two phases. First, the backward Euler (BE) method and first-order interpolation quadrature rule are adopted to approximate the temporal derivative and generalized tempered integral term to construct a semi-discrete BE scheme. Second, the backward differentiation formula (BDF) and second-order interpolation quadrature rule are adopted to establish a semi-discrete second-order BDF (BDF2) scheme. Additionally, the stability and convergence of two semi-discrete methods are deduced in detail. To further demonstrate the effectiveness of proposed techniques, fully discrete BE and BDF2 finite difference schemes are formulated. Subsequently, the theoretical results of two fully discrete difference schemes are presented. Finally, the numerical results demonstrate the accuracy and competitiveness of the theoretical analysis.

An aneurysm-specific preconditioning technique for the acceleration of Newton-Krylov method with application in the simulation of blood flows.

In this paper, we develop an algorithm to simulate blood flows in aneurysmal arteries and focus on the construction of robust and efficient multilevel preconditioners to speed up the convergence of both linear and nonlinear solvers. The work is motivated by the observation that in the local aneurysmal region, the flow is often quite complicated with one or more vortices, but in the healthy section of the artery, the principal component of blood flows along the centerline of the artery. Based on this observation, we introduce a novel two-level additive Schwarz method with a mixed-dimensional coarse preconditioner. The key components of the preconditioner include (1) a three-dimensional coarse preconditioner covering the aneurysm; (2) a one-dimensional coarse preconditioner covering the central line of the healthy section of the artery; (3) a collection of three-dimensional overlapping subdomain preconditioners covering the fine meshes of the entire artery; (4) extension/restriction operators constructed by radial basis functions. The blood flow is modeled by the unsteady incompressible Navier-Stokes equations with resistance outflow boundary conditions discretized by a stabilized finite element method on fully unstructured meshes and the second-order backward differentiation formula in time. The resulting large nonlinear algebraic systems are solved by a Newton-Krylov algorithm accelerated by the new preconditioner in two ways: (1) the initial guess of Newton is obtained by solving a linear system defined by the coarse preconditioner; (2) the Krylov solver of the Jacobian system is preconditioned by the new preconditioner. Numerical experiments indicate that the proposed preconditioner is highly effective and robust for complex flows in a patient-specific artery with aneurysm, and it significantly reduces the numbers of linear and nonlinear iterations.

A Convergent Entropy-Dissipating BDF2 Finite-Volume Scheme for a Population Cross-Diffusion System

Abstract A second-order backward differentiation formula (BDF2) finite-volume discretization for a nonlinear cross-diffusion system arising in population dynamics is studied. The numerical scheme preserves the Rao entropy structure and conserves the mass. The existence and uniqueness of discrete solutions and their large-time behavior as well as the convergence of the scheme are proved. The proofs are based on the G-stability of the BDF2 scheme, which provides an inequality for the quadratic Rao entropy and hence suitable a priori estimates. The novelty is the extension of this inequality to the system case. Some numerical experiments in one and two space dimensions underline the theoretical results.

Fully decoupled linear BDF2 scheme for the penalty incompressible Ericksen–Leslie equations

This work focuses on the numerical approximation of the penalized Ericksen–Leslie equations. A second-order numerical scheme which has the advantages of full decoupling, linearization and unconditional stability in energy is constructed. Firstly, an equivalent new system is established by introducing two scalar auxiliary variables. One is added to the convective term in the Navier–Stokes equation and the other is added to the rest nonlinear terms. Secondly, a second-order BDF(backward differentiation formula) scheme for the new system is constructed while the pressure-correction method is used and the unconditional stability in energy is subsequently proved. Thirdly, the detailed implementation process is given to clarify that the scheme is fully decoupled and linear. Finally, several numerical simulations are shown to illustrate the accuracy and effectiveness of the scheme. Moreover, the annihilation phenomena of singularities are also performed.

An energy-conservative DG-FEM approach for solid–liquid phase change

We present a discontinuous Galerkin method for melting/solidification problems based on the “linearized enthalpy approach,” which is derived from the conservative form of the energy transport equation and does not depend on the use of a so-called mushy zone. We use the symmetric interior penalty method and the Lax–Friedrichs flux to discretize diffusive and convective terms, respectively. Time is discretized with a second-order implicit backward differentiation formula, and two outer iterations with second-order extrapolation predictors are used for the coupling of the momentum and energy. The numerical method was validated with three different benchmark cases, i.e., the one-dimensional Stefan problem, octadecane melting in a square cavity and gallium melting in a rectangular cavity. The performance of the method was quantified based on the L 2 norm error and the number of iterations needed to convergence the energy equation at each time step. For all three validation cases, a mesh convergence rate of approximately O(h) was obtained, which is below the expected accuracy of the numerical method. Only for the gallium melting case, the use of a higher-order method proved to be beneficial. The results from the present numerical campaign demonstrate the promise of the discontinuous Galerkin finite element method for modeling certain solid–liquid phase change problems where large gradients in the flow field are present or the phase change is highly localized, however, further enhancement of the method is needed to fully benefit from the use of a higher-order numerical method when solving solid–liquid phase change problems.

Second-order numerical method for coupling of slightly compressible Brinkman flow with advection-diffusion system in fractured media

This paper considers a coupling of slightly compressible Darcy-Brinkman-transport problem in fractured media with higher Reynolds numbers, involving Brinkman flow in the fractures with advection-diffusion transport in the whole considered media. A new two-layer reduced coupled model is introduced by treating the fracture as hyperplane. The finite difference method with second-order backward differentiation formula and modified upwind scheme by using the fewest nodal points is constructed to solve the new reduced coupled model on staggered nonuniform grids. Based on error derivation of the coupling term, the uniqueness and existence of solutions and second-order convergence rate of numerical method are derived in the mixed forms under the mass conservative transmission and Beavers-Joseph-Saffman conditions. Some experiments are provided to testify the accuracy and efficiency of the numerical method. The numerical analysis of new two-layer reduced model is illustrated to show the behavior of fluid flow and solute transport in the media with intersected, embedded and L-shaped fractures.

A second-order backward differentiation formula for the numerical solution of Cahn–Hilliard–Hele–Shaw system

A second-order backward differentiation formula for the numerical solution of Cahn–Hilliard–Hele–Shaw system

A second order accurate SAV numerical method for the nonlocal ternary conservative Allen-Cahn model

The nonlocal model has attracted a great attention in materials field for describing various types of material heterogeneities and defects. In this paper, we are concerned with construction of energy stability numerical methods for the nonlocal ternary conservative Allen-Cahn model, two different Lagrange multipliers to enforce conservation of mass are considered, respectively. By employing a stabilized scalar auxiliary variable (S-SAV) approach with second-order backward differentiation formula in temporal, two fast and effective schemes are established. The unconditional energy stability and mass conservation are rigorously derived. Numerical experiments are presented to verify theoretical results and to show the robustness and accuracy of the proposed method.

Efficient and energy stable numerical schemes for the two-mode phase field crystal equation

In this paper, we propose four time marching schemes for the two-mode phase field crystal equation with the periodic boundary condition. The first- and second-order schemes are based on the stabilized semi-implicit approach with a combination of the backward Euler method, Crank–Nicolson method, and second-order backward differentiation formula, respectively. Based on the convex splitting method and third-order backward differentiation formula, a third-order scheme is developed. Different stabilized terms are added so that the energy stability of the proposed schemes can be guaranteed. Theoretically, the unique solvability and energy stability of the proposed schemes are rigorously proved. The error estimate of the first-order scheme is also given. Various numerical examples and simulations in the 2D and 3D cases are presented to demonstrate the accuracy, stability, and efficiency of the proposed schemes.

Some efficient numerical schemes for approximating the nonlinear two-space dimensional extended Fisher-Kolmogorov equation

This paper develops some efficient numerical schemes based on the hybridization of finite difference and orthogonal cubic spline collocation (OCSC) techniques to approximate the nonlinear two-dimensional extended Fisher-Kolmogorov model. This model represents a strong nonlinear fourth-order reaction diffusion evolution model. The proposed strategy is based on second-order backward differentiation formula and θ-scheme (including the Crank-Nicolson and backward Euler methods). It is shown that both the semi-discrete and full discrete approaches are unconditionally stable and convergent by means of the energy analysis procedure in an appropriate Sobolev space. In addition, the optimal convergence rates are obtained including fourth-order and second-order accuracies in space and time directions, respectively. Finally, numerical results assess the accuracy of the proposed methods and verify theoretical estimates.

A second-order modular grad-div stabilized scheme for the Darcy–Brinkman model

In this article, a fully discrete modular grad-div stabilized finite element scheme for the Darcy–Brinkman equations are considered. This fully discrete scheme includes two steps: the first step is a combination of a mixed finite element approximation for space discretization, the second-order backward differentiation formula for temporal discretization, and extrapolated treatments in linearization for the nonlinear terms. Then, in the second step, a modular grad-div stabilized technique is applied, which can improve solution accuracy without increasing computational time for large stabilized parameters. Moreover, we show that the scheme is unconditionally stable and convergent with second-order accuracy with respect to time step. Finally, several numerical examples are provided to support the derived theoretical results, and demonstrate the efficiency of the presented scheme.

Numerical approximation of SAV finite difference method for the Allen–Cahn equation

In this paper, the second-order scalar auxiliary variable approach combined with finite difference method is employed for the Allen–Cahn equation that represents a phenomenological model for antiphase domain coarsening in a binary mixture. The second-order backward differentiation formula is used in time. The error estimation of the semi-discrete scheme is derived in the sense of [Formula: see text]-norm. Several numerical simulations in 2D and 3D are demonstrated to verify the accuracy and efficiency of the proposed scheme.

Fast BDF2 ADI methods for the multi-dimensional tempered fractional integrodifferential equation of parabolic type

In this paper, we consider the numerical solutions of the multi-dimensional tempered fractional integrodifferential equation. First, the second-order backward differentiation formula (BDF2) and the second-order convolution quadrature rule are utilized for the temporal discretization, and the finite difference method (FDM) and alternating direction implicit (ADI) technique are used for the spatial discretization, in which the ADI algorithm is mainly employed to reduce the computational cost of high-dimensional non-local problems. Then, the fully discrete BDF2 ADI difference scheme for multi-dimensional tempered non-local problems can be obtained. After that, the stability and convergence of the BDF2 ADI difference scheme in multi-dimensional cases are proved by means of the energy method. In the numerical experiments, some examples validate the theoretical analysis.