Semi-discrete Problem Research Articles

Gaussian quadrature method with exponential fitting factor for two-parameter singularly perturbed parabolic problem

The parabolic convection-diffusion-reaction problem is examined in this work, where the diffusion and convection terms are multiplied by two small parameters, respectively. The proposed approach is based on a fitted operator finite difference method. The Crank-Nicolson method on uniform mesh is utilized to discretize the time variables in the first step. Two-point Gaussian quadrature rule is used for further discretizing these semi-discrete problems in space, and the second order interpolation of the first derivatives is utilized. The fitting factor’s value, which accounts for abrupt changes in the solution, is calculated using the theory of singular perturbations. The developed scheme is demonstrated to be second-order accurate and uniformly convergent. The proposed method’s applicability is validated by two examples, which yielded more accurate results than some other methods found in the literatures.

Finite element method for fractional order parabolic obstacle problem with nonlinear source term

This paper considers the finite element method for a fractional order parabolic obstacle problem in time with a nonlinear source term. An error estimation of the spatially semi-discrete problem is discussed. A fully discrete problem is proposed by introducing the finite difference approximation for the time variable. The L2-unconditional stability and convergence of the approximate solution have been proven.

Mixed Virtual Element approximation of linear acoustic wave equation

Abstract We design a Mixed Virtual Element Method for the approximated solution to the first-order form of the acoustic wave equation. In the absence of external loads, the semi-discrete method exactly conserves the system energy. To integrate in time the semi-discrete problem we consider a classical $\theta $-method scheme. We carry out the stability and convergence analysis in the energy norm for the semi-discrete problem showing an optimal rate of convergence with respect to the mesh size. We further study the property of energy conservation for the fully-discrete system. Finally, we present some verification tests as well as engineering applications of the method.

Fitted cubic spline in tension difference scheme for two-parameter singularly perturbed delay parabolic partial differential equations

A numerical study of a two-parameter singularly perturbed time-delay parabolic equation has been initiated. The proposed technique is based on a fitted operator finite difference scheme. The first step involves the discretization of the time variables using the Crank–Nicolson method. This results in singularly perturbed semi-discrete problems, which are further discretized in space using the exponentially fitted tension-spline finite difference method. The error analysis is carried out. It is shown to be parameter-uniformly convergent and second-order accurate. To support the theoretical results, numerical experiments are carried out by applying the proposed technique to two test examples.

Numerical modeling of wave propagation phenomena in thermo-poroelastic media via discontinuous Galerkin methods

We present and analyze a high-order discontinuous Galerkin method for the space discretization of the wave propagation model in thermo-poroelastic media. The proposed scheme supports general polytopal grids. Stability analysis and hp-version error estimates in suitable energy norms are derived for the semi-discrete problem. The fully-discrete scheme is then obtained based on employing an implicit Newmark-β time integration scheme. A wide set of numerical simulations is reported, both for the verification of the theoretical estimates and for examples of physical interest. A comparison with the results of the poroelastic model is provided too, highlighting the differences between the predictive capabilities of the two models.

Nonsymmetric interior penalty Galerkin method for nonlinear time-fractional integro-partial differential equations

This article discusses an efficient numerical method for solving nonlinear time-fractional integro-partial differential initial–boundary-value problems. To tackle the non-linearity of the problem, we first use the Newton linearization process. Then we apply the non-symmetric interior penalty Galerkin method for the spatial variable, and obtain a semi-discrete problem in the time variable. Finally, to obtain the fully-discrete scheme, we use both L1-scheme and L2-scheme for time-fractional derivative, and trapezoidal rule for integral term in the semi-discrete problem. We derive L2-norm stability and error estimates. The validity of the error analysis is supported by numerical experiments.

Discontinuous Galerkin Approximation of the Fully Coupled Thermo-poroelastic Problem

We present and analyze a discontinuous Galerkin method for the numerical modeling of the nonlinear fully coupled thermo-poroelastic problem. For the spatial discretization, we design a high-order discontinuous Galerkin method on polygonal and polyhedral grids based on a novel four-field formulation of the problem. To handle the nonlinear convective transport term in the energy conservation equation we adopt a fixed-point linearization strategy. We perform a robust stability analysis for the linearized semidiscrete problem under mild requirements on the problem’s physical parameters. A priori hp-version error estimates in suitable energy norms are also derived. A complete set of numerical simulations is presented in order to validate the theoretical analysis, to inspect numerically the robustness properties, and to test the capability of the proposed method in a practical scenario inspired by a geothermal problem.

Canonical Euler splitting method for parabolic partial functional differential algebraic equations

A novel canonical Euler splitting method is presented for semilinear composite stiff parabolic partial functional differential algebraic equations with initial and Dirichlet boundary conditions. The original partial differential problems are transformed into the semi-discrete problems by spatial discretization, and then the canonical Euler splitting method is employed to solve the resulting semi-discrete problems. Under appropriate assumptions, the stability and convergence theories of this method are established. A series of numerical experiments are given to illustrate the effectiveness of this method and the correctness of theoretical results.Numerical results also demonstrate that the constructed method can significantly improve the calculation speed.

HDG method for linear parabolic integro-Differential equations

This paper develops the hybridizable discontinuous Galerkin (HDG) method for a linear parabolic integro-differential equation and analyzes uniform in time apriori error bounds. To handle the integral term, an extended Ritz-Volterra projection is introduced, which helps in achieving optimal order convergence of O(hk+1) for the semi-discrete problem when polynomials of degree k≥0 are used to approximate both the solution and the flux variables. Further, element-by-element post-processing is proposed, and it is established that it achieves convergence of the order O(hk+2) for k≥1. Using the backward Euler method in temporal direction and quadrature rule to discretize the integral term, a fully discrete scheme is derived along with its error estimates. Finally, with the help of numerical examples in two-dimensional domains, computational results are obtained, which verify our results.

Stability of a two-dimensional biomorphoelastic model for post-burn contraction

We consider the stability analysis of a two-dimensional model for post-burn contraction. The model is based on morphoelasticity for permanent deformations and combined with a chemical-biological model that incorporates cellular densities, collagen density, and the concentration of chemoattractants. We formulate stability conditions depending on the decay rate of signaling molecules for both the continuous partial differential equations-based problem and the (semi-)discrete representation. We analyze the difference and convergence between the resulting spatial eigenvalues from the continuous and semi-discrete problems.

Numerical Blow-up Time of a One-Dimensional Semilinear Parabolic Equation with a Gradient Term

This paper deals with numerical approximations of a one-dimensional semilinear parabolic equation with a gradient term. Firstly, we derive the semidiscrete problem of the considered problem and discuss its convergence and blow-up properties. Secondly, we propose both Euler explicit and implicit finite differences methods with a non-fixed time-stepping procedure to estimate the numerical blow-up time of the considered problem. Finally, two numerical experiments are given to illustrate the efficiency, accuracy, and numerical order of convergence of the proposed schemes.

Low regularity integrators for semilinear parabolic equations with maximum bound principles

This paper is concerned with conditionally structure-preserving, low regularity time integration methods for a class of semilinear parabolic equations of Allen–Cahn type. Important properties of such equations include maximum bound principle (MBP) and energy dissipation law; for the former, that means the absolute value of the solution is pointwisely bounded for all the time by some constant imposed by appropriate initial and boundary conditions. The model equation is first discretized in space by the central finite difference, then by iteratively using Duhamel’s formula, first- and second-order low regularity integrators (LRIs) are constructed for time discretization of the semi-discrete system. The proposed LRI schemes are proved to preserve the MBP and the energy stability in the discrete sense. Furthermore, their temporal error estimates are also successfully derived under a low regularity requirement that the exact solution of the semi-discrete problem is only assumed to be continuous in time. Numerical results show that the proposed LRI schemes are more accurate and have better convergence rates than classic exponential time differencing schemes, especially when the interfacial parameter approaches zero.

Coupling Chemotaxis and Growth Poromechanics for the Modelling of Feather Primordia Patterning

In this paper we propose a new mathematical model for describing the complex interplay between skin cell populations with fibroblast growth factor and bone morphogenetic protein, occurring within deformable porous media describing feather primordia patterning. Tissue growth, in turn, modifies the transport of morphogens (described by reaction-diffusion equations) through diverse mechanisms such as advection from the solid velocity generated by mechanical stress, and mass supply. By performing an asymptotic linear stability analysis on the coupled poromechanical-chemotaxis system (assuming rheological properties of the skin cell aggregates that reside in the regime of infinitesimal strains and where the porous structure is fully saturated with interstitial fluid and encoding the coupling mechanisms through active stress) we obtain the conditions on the parameters—especially those encoding coupling mechanisms—under which the system will give rise to spatially heterogeneous solutions. We also extend the mechanical model to the case of incompressible poro-hyperelasticity and include the mechanisms of anisotropic solid growth and feedback by means of standard Lee decompositions of the tensor gradient of deformation. Because the model in question involves the coupling of several nonlinear PDEs, we cannot straightforwardly obtain closed-form solutions. We therefore design a suitable numerical method that employs backward Euler time discretisation, linearisation of the semidiscrete problem through Newton–Raphson’s method, a seven-field finite element formulation for the spatial discretisation, and we also advocate the construction and efficient implementation of tailored robust solvers. We present a few illustrative computational examples in 2D and 3D, briefly discussing different spatio-temporal patterns of growth factors as well as the associated solid response scenario depending on the specific poromechanical regime. Our findings confirm the theoretically predicted behaviour of spatio-temporal patterns, and the produced results reveal a qualitative agreement with respect to the expected experimental behaviour. We stress that the present study provides insight on several biomechanical properties of primordia patterning.

Metasurfaces and Optimal transport

This paper provides a theoretical and numerical approach to show existence, uniqueness, and the numerical determination of metalenses refracting radiation with energy patterns. The theoretical part uses ideas from optimal transport and for the numerical solution we study and implement a damped Newton algorithm to solve the semi discrete problem. A detailed analysis is carried out to solve the near field one source refraction problem and extensions to the far field are also mentioned.

Numerical scheme for Erdélyi–Kober fractional diffusion equation using Galerkin–Hermite method

The aim of this work is to devise and analyse an accurate numerical scheme to solve Erdélyi–Kober fractional diffusion equation. This solution can be thought as the marginal pdf of the stochastic process called the generalized grey Brownian motion (ggBm). The ggBm includes some well-known stochastic processes: Brownian motion, fractional Brownian motion, and grey Brownian motion. To obtain a convergent numerical scheme we transform the fractional diffusion equation into its weak form and apply the discretization of the Erdélyi–Kober fractional derivative. We prove the stability of the solution of the semi-discrete problem and its convergence to the exact solution. Due to the singularity in the time term appearing in the main equation, the proposed method converges slower than first order. Finally, we provide a numerical analysis of the full-discrete problem using orthogonal expansion in terms of Hermite functions.

On Mathematical and Numerical Modelling of Multiphysics Wave Propagation with Polytopal Discontinuous Galerkin Methods: a Review

In this work we review discontinuous Galerkin finite element methods on polytopal grids (PolydG) for the numerical simulation of multiphysics wave propagation phenomena in heterogeneous media. In particular, we address wave phenomena in elastic, poro-elastic, and poro-elasto-acoustic materials. Wave propagation is modeled by using either the elastodynamics equation in the elastic domain, the acoustics equations in the acoustic domain and the low-frequency Biot’s equations in the poro-elastic one. The coupling between different models is realized by means of (physically consistent) transmission conditions, weakly imposed at the interface between the subdomains. For all models configuration, we introduce and analyse the PolydG semi-discrete formulation, which is then coupled with suitable time marching schemes. For the semi-discrete problem, we present the stability analysis and derive a-priori error estimates in a suitable energy norm. A wide set of two-dimensional verification tests with manufactured solutions are presented in order to validate the error analysis. Examples of physical interest are also shown to demonstrate the capability of the proposed methods.

Nitsche method for contact with Coulomb friction: Existence results for the static and dynamic finite element formulations

We study the Nitsche-based finite element method for contact with Coulomb friction considering both static and dynamic situations. We provide existence and/or uniqueness results for the discretized problems under appropriate assumptions on physical and numerical parameters. In the dynamic case, existence and uniqueness of the space semi-discrete problem holds for every value of the friction coefficient and the Nitsche parameter. In the static case, if the Nitsche parameter is large enough, existence is ensured for any friction coefficient, and uniqueness can be obtained provided that the friction coefficient is below a bound that depends on the mesh size. These results are complemented by a numerical study.

The numerical solution of semidiscrete linear evolution problems on the finite interval using the Unified Transform Method

We study a semidiscrete analogue of the Unified Transform Method introduced by A. S. Fokas, to solve initial-boundary-value problems for linear evolution partial differential equations with constant coefficients on the finite interval x ∈ ( 0 , L ) x \in (0,L) . The semidiscrete method is applied to various spatial discretizations of several first and second-order linear equations, producing the exact solution for the semidiscrete problem, given appropriate initial and boundary data. From these solutions, we derive alternative series representations that are better suited for numerical computations. In addition, we show how the Unified Transform Method treats derivative boundary conditions and ghost points introduced by the choice of discretization stencil and we propose the notion of “natural” discretizations. We consider the continuum limit of the semidiscrete solutions and compare with standard finite-difference schemes.

Fully implicit local time-stepping methods for advection-diffusion problems in mixed formulations

This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite element method, in which the flux variable represents both the advective and diffusive flux, and the Lagrange multiplier arising from the hybridization is used for the discretization of the advective term. Based on global-in-time and nonoverlapping domain decomposition, we propose two implicit local time-stepping methods to solve the semi-discrete problem. The first method uses the time-dependent Steklov-Poincaré type operator and the second uses the optimized Schwarz waveform relaxation (OSWR) with Robin transmission conditions. For each method, we formulate a space-time interface problem which is solved iteratively. Each iteration involves solving the subdomain problems independently and globally in time; thus, different time steps can be used in the subdomains. The convergence of the fully discrete OSWR algorithm with nonmatching time grids is proved. Numerical results for problems with various Peclét numbers and discontinuous coefficients, including a prototype for the simulation of the underground storage of nuclear waste, are presented to illustrate the performance of the proposed local time-stepping methods.

Fourier analysis of a time-simultaneous two-grid algorithm using a damped Jacobi waveform relaxation smoother for the one-dimensional heat equation

Abstract In this work, the convergence behavior of a time-simultaneous two-grid algorithm for the one-dimensional heat equation is studied using Fourier arguments in space. The underlying linear system of equations is obtained by a finite element or finite difference approximation in space while the semi-discrete problem is discretized in time using the ϑ-scheme. The simultaneous treatment of all time instances leads to a global system of linear equations which provides the potential for a higher degree of parallelization of multigrid solvers due to the increased number of degrees of freedom per spatial unknown. It is shown that the all-at-once system based on an equidistant discretization in space and time stays well conditioned even if the number of blocked time-steps grows arbitrarily. Furthermore, mesh-independent convergence rates of the considered two-grid algorithm are proved by adopting classical Fourier arguments in space without assuming periodic boundary conditions. The rate of convergence with respect to the Euclidean norm does not deteriorate arbitrarily if the number of blocked time steps increases and, hence, underlines the potential of the solution algorithm under investigation. Numerical studies demonstrate why minimizing the spectral norm of the iteration matrix may be practically more relevant than improving the asymptotic rate of convergence.