Space Semi-discretization Research Articles

An extension of the singular boundary method for solving two dimensional time fractional diffusion equations

In this paper, singular boundary method (SBM) in conjunction with the dual reciprocity method (DRM) is extended to the solution of constant and variable order time fractional diffusion equations (TFDEs). In this procedure, finite difference method breaks down the time domain and reduces the time fractional diffusion equation into a sequence of boundary value problems in inhomogeneous Helmholtz-type equations. Then SBM-DRM is applied to space semi-discretization of these types of equations, in a two step process. First, DRM, which is a popular meshless method based on radial basis functions (RBFs), is applied to obtain the particular solution. After evaluating the particular solution, singular boundary method can be employed to evaluate the homogeneous solution. To consider the accuracy and efficiency of the presented method, some benchmark problems subjected to the Dirichlet and Neumann boundaries are examined on regular and irregular geometries.

Fourth‐order compact and energy conservative scheme for solving nonlinear Klein‐Gordon equation

In this article, a fourth‐order compact and conservative scheme is proposed for solving the nonlinear Klein‐Gordon equation. The equation is discretized using the integral method with variational limit in space and the multidimensional extended Runge‐Kutta‐Nyström (ERKN) method in time. The conservation law of the space semidiscrete energy is proved. The proposed scheme is stable in the discrete maximum norm with respect to the initial value. The optimal convergent rate is obtained at the order of in the discrete ‐norm. Numerical results show that the integral method with variational limit gives an efficient fourth‐order compact scheme and has smaller error, higher convergence order and better energy conservation for solving the nonlinear Klein‐Gordon equation compared with other methods under the same condition. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1283–1304, 2017

New mapping properties of the time domain electric field integral equation

We show some improved mapping properties of the Time Domain Electric Field Integral Equation and of its Galerkin semidiscretization in space. We relate the weak distributional framework with a stronger class of solutions using a group of strongly continuous operators. The stability and error estimates we derive are sharper than those in the literature.

Symmetric Boundary-Finite Element Discretization of Time Dependent Acoustic Scattering by Elastic Obstacles with Piezoelectric Behavior

A coupled BEM/FEM formulation for the transient interaction between an acoustic field and a piezoelectric scatterer is proposed. The scattered part of the acoustic wave is represented in terms of retarded layer potentials while the elastic displacement and electric potential are treated variationally. This results in an integro-differential system. Well posedness of a general Galerkin semi-discretization in space of the problem is shown in the Laplace domain and translated into explicit stability bounds in the time domain. Trapezoidal-Rule and BDF2 Convolution Quadrature are used in combination with matching time stepping for time discretization. Second order convergence is proven for the BDF2-based method. Numerical experiments are provided for BDF2 and Trapezoidal Rule based time evolution.

Boundary Observability of Semi-Discrete Second-Order Integro-Differential Equations Derived from Piecewise Hermite Cubic Orthogonal Spline Collocation Method

In this paper we consider space semi-discretization of some integro-differential equations using the harmonic analysis method. We study the problem of boundary observability, i. e., the problem of whether the initial data of solutions can be estimated uniformly in terms of the boundary observation as the net-spacing \(h\rightarrow 0\). When \(h\rightarrow 0\) these finite-dimensional spaces increase and eventually cover the whole space. We thus recover the well-known observability property of the continuous system as the limit of discrete observability estimates as the mesh size tends to zero. We shall consider the piecewise Hermite cubic orthogonal spline collocation semi-discretization.

Discontinuous Galerkin method for the solution of a transport level-set problem

The subject of the paper is the numerical analysis of the transport level-set problem discretized by the discontinuous Galerkin method. Without the assumption that the first order nonstationary transport equation contains a reaction term, which is used in a standard literature, we prove error estimates in the L∞(L2)-norm in the case of the space semidiscretization method of lines and in the case of the space–time discontinuous Galerkin method in the L2(L2)-norm. Numerical experiments support the derived error estimates and show that they are not sharp in the case of the space–time discontinuous Galerkin method.

Parallel methods for weakly singular Volterra integral equations on GPUs

The purpose of this paper is to employ graphics processing units for the numerical solution of large systems of weakly singular Volterra Integral Equations (VIEs), by means of Waveform Relaxation (WR) methods. A CUDA solver based on different kinds of WR iterations is developed. Numerical results on large systems of VIEs arising from the semi-discretization in space of fractional diffusion-wave equations are presented, showing the obtained speed-up.

On the viscous Cahn-Hilliard-Navier-Stokes equations with dynamic boundary conditions

In the present article we study the viscous Cahn-Hilliard-Navier-Stokes model, endowed with dynamic boundary conditions, from the theoretical and numerical point of view. We start by deducing results on the existence, uniqueness and regularity of the solutions for the continuous problem. Then we propose a space semi-discrete finite element approximation of the model and we study the convergence of the approximate scheme. We also prove the stability and convergence of a fully discretized scheme, obtained using the semi-implicit Euler scheme applied to the space semi-discretization proposed previously. Numerical simulations are also presented to illustrate the theoretical results.

Error analysis for full discretizations of quasilinear parabolic problems on evolving surfaces

Convergence results are shown for full discretizations of quasilinear parabolic partial differential equations on evolving surfaces. As a semidiscretization in space the evolving surface finite element method is considered, using a regularity result of a generalized Ritz map, optimal order error estimates for the spatial discretization is shown. Combining this with the stability results for Runge–Kutta and backward differentiation formulae time integrators, we obtain convergence results for the fully discrete problems. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1200–1231, 2016

Error estimates for approximations of distributed order time fractional diffusion with nonsmooth data

Abstract In this work, we consider the numerical solution of a distributed order subdiffusion model, arising in the modeling of ultra-slow diffusion processes. We develop a space semidiscrete scheme based on the Galerkin finite element method, and establish error estimates optimal with respect to data regularity in L 2(Ω) and H 1(Ω) norms for both smooth and nonsmooth initial data. Further, we propose two fully discrete schemes, based on the Laplace transform and convolution quadrature generated by the backward Euler method, respectively, and provide optimal L 2(Ω) error estimates, which exhibits exponential convergence and first-order convergence in time, respectively. Extensive numerical experiments are provided to verify the error estimates for both smooth and nonsmooth initial data.

A Dual-Porosity-Stokes Model and Finite Element Method for Coupling Dual-Porosity Flow and Free Flow

In this paper, we propose and numerically solve a new model considering confined flow in dual-porosity media coupled with free flow in embedded macrofractures and conduits. Such situation arises, for example, for fluid flows in hydraulic fractured tight/shale oil/gas reservoirs. The flow in dual-porosity media, which consists of both matrix and microfractures, is described by a dual-porosity model. And the flow in the macrofractures and conduits is governed by the Stokes equation. Then the two models are coupled through four physically valid interface conditions on the interface between dual-porosity media and macrofractures/conduits, which play a key role in a physically faithful simulation with high accuracy. All the four interface conditions are constructed based on fundamental properties of the traditional dual-porosity model and the well-known Stokes--Darcy model. The weak formulation is derived for the proposed model, and the well-posedness of the model is analyzed. A finite element semidiscretization in space is presented based on the weak formulation, and four different schemes are then utilized for the full discretization. The convergence of the full discretization with the backward Euler scheme is analyzed. Four numerical experiments are presented to validate the proposed model and demonstrate the features of both the model and the numerical method, such as the optimal convergence rate of the numerical solution, the detail flow characteristics around macrofractures and conduits, and the applicability to the real world problems.

Devising efficient numerical methods for oscillating patterns in reaction–diffusion systems

In this paper, we consider the numerical approximation of a reaction–diffusion system 2D in space whose solutions are patterns oscillating in time or both in time and space. We present a stability analysis for a linear test heat equation in terms of the diffusion d and of the reaction timescales given by the real and imaginary parts α and β of the eigenvalues of J(Pe), the Jacobian of the reaction part at the equilibrium point Pe. Focusing on the case α=0,β≠0, we obtain stability regions in the plane (ξ,ν), where ξ=λ(h;d)ht, ν=βht, ht time stepsize, λ lumped diffusion scale depending also from the space stepsize h and from the spectral properties of the discrete Laplace operator arising from the semi-discretization in space. In space we apply the Extended Central Difference Formulas (ECDFs) of order p=2,4,6. In time we approximate the diffusion part in implicit way and the reaction part by a selection of integrators: the Explicit Euler and ADI methods, the symplectic Euler and a partitioned Runge–Kutta method that are symplectic in the absence of diffusion. Hence, by estimating λ, for each method we derive stepsize restrictions ht⪅Fmet(h;d,β,p) in terms of the stability curve Fmet depending on diffusion and reaction timescales and from the approximation order in space. For the same schemes, we provide also a dispersion error analysis. We present numerical simulations for the test heat equation and for the Lotka–Volterra PDE system with solutions oscillating only in time for the presence of a centre-type dynamics. In these cases, the implicit-symplectic schemes provide the best choice. We solve also the Schnakenberg model with spatial patterns oscillating in space and time in the presence of an attractive limit cycle due to the Turing–Hopf instability. In this case, all schemes attain closed orbits in the phase space, but the Explicit ADI method is the best choice from the computational point of view.

A Nitsche finite element method for dynamic contact: 2. Stability of the schemes and numerical experiments

In a previous paper [F. Chouly, P. Hild and Y. Renard, A Nitsche finite element method for dynamic contact. 1. Space semi-discretization and time-marching schemes. ESAIM: M2AN 49 (2015) 481–502.], we adapted Nitsche’s method to the approximation of the linear elastodynamic unilateral contact problem. The space semi-discrete problem was analyzed and some schemes (θ-scheme, Newmark and a new hybrid scheme) were proposed and proved to be well-posed under appropriate CFL conditions. In the present paper we look at the stability properties of the above-mentioned schemes and we proceed to the corresponding numerical experiments. In particular we prove and illustrate numerically some interesting stability and (almost) energy conservation properties of Nitsche’s semi-discretization combined to the new hybrid scheme.

A Nitsche finite element method for dynamic contact: 1. Space semi-discretization and time-marching schemes

This paper presents a new approximation of elastodynamic frictionless contact problems based both on the finite element method and on an adaptation of Nitsche's method which was initially designed for Dirichlet's condition. A main interesting characteristic is that this approximation produces well-posed space semi-discretizations contrary to standard finite element discretizations. This paper is then mainly devoted to present an analysis of the semi-discrete problem in terms of consistency, well-posedness and energy conservation, and also to study the well-posedness of some time-marching schemes (theta-scheme, Newmark and a new hybrid scheme). The stability properties of the schemes and the corresponding numerical experiments can be found in a second paper.

Finite elements with mesh refinement for elastic wave propagation in polygons

Error estimates for the space‐semidiscrete finite element approximation of solutions to initial boundary value problems for linear, second‐order hyperbolic systems in bounded polygons with straight sides are presented. Using recent results on corner asymptotics of solutions of linear wave equations with time‐independent coefficients in conical domains, it is shown that continuous, simplicial Lagrangian finite elements of uniform polynomial degree p≥1, with either suitably graded mesh refinement or with bisection‐tree mesh refinement toward the corners of G, achieve the (maximal) asymptotic rate of convergence O(N−p/2), where N denotes the number of degrees of freedom spent for the finite element space semidiscretization. In the present analysis, Dirichlet, Neumann and mixed boundary conditions are considered. Numerical experiments that confirm the theoretical results are presented for linear elasticity. Copyright © 2015 John Wiley & Sons, Ltd.

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.

The Galerkin finite element method for a multi-term time-fractional diffusion equation

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite element method using continuous piecewise linear functions. Nearly optimal error estimates for both cases of initial data and inhomogeneous term are derived, which cover both smooth and nonsmooth data. Further we develop a fully discrete scheme based on a finite difference discretization of the time-fractional derivatives, and discuss its stability and error estimate. Extensive numerical experiments for one- and two-dimensional problems confirm the theoretical convergence rates.

Moving Dirichlet boundary conditions

This paper develops a framework to include Dirichlet boundary conditions on a subset of the boundary which depends on time. In this model, the boundary conditions are weakly enforced with the help of a Lagrange multiplier method. In order to avoid that the ansatz space of the Lagrange multiplier depends on time, a bi-Lipschitz transformation, which maps a fixed interval onto the Dirichlet boundary, is introduced. An inf-sup condition as well as existence results are presented for a class of second order initial-boundary value problems. For the semi-discretization in space, a finite element scheme is presented which satisfies a discrete stability condition. Because of the saddle point structure of the underlying PDE, the resulting system is a DAE of index 3.

Integration of Newton Linearization into the Time Discretization of Initial-Boundary-Value Problems

We construct a one-step recursive scheme for the integration of the Cauchy problem for large systems of ordinary differential equations appearing after the space semidiscretization of the initial-boundary-value problems for systems of nonlinear parabolic equations. The main specific feature of the construction of this scheme is connected with balancing of the orders of the error of piecewise linear approximation with respect to time and the error of Newton linearization. The indicated feature enables us to construct a numerical predictor-corrector-type scheme with weight parameter. With the help of the principle of contracting mappings, we establish sufficient conditions for the correctness of discretized problems. It is shown that, in the case of sufficiently high regularity of the desired solution of the Cauchy problem, the proposed one-step recursive scheme can attain the quadratic rate of convergence of approximations to this solution. We present the results of numerical experiments characterizing the proposed scheme by comparing with the Runge–Kutta schemes of different orders and its application in modeling the reaction of oxidation of carbon monoxide on the platinum surface.

The improved Hagedorn wavepacket method for semiclassical Schrödinger equation

The Hagedorn wavepacket method is an important numerical method for solving the semiclassical time-dependent Schrödinger equation. In this paper, a new semi-discretization in space is obtained by wavepacket operator. In a sense, such semi-discretization is equivalent to the Hagedorn wavepacket method, but this discretization is more intuitive to show the advantages of wavepacket methods. Moreover, we apply the multi-time-step method and the Magnus-expansion to obtain the improved algorithms in time-stepping computation. The improved algorithms are of the Gauss–Hermite spectral accuracy to approximate the analytical solution of the semiclassical Schrödinger equation. And for the given accuracy, the larger time stepsize can be used for the higher oscillation in the semiclassical Schrödinger equation. The superiority is shown by the error estimation and numerical experiments.