Semi-discrete Scheme Research Articles

English

This paper represents a continuation of a previous study on “Analysis of a Sliding Frictional Contact Problem with Unilateral Constraint”. This study considers a mathematical model which describes the equilibrium of an elastic body in frictional contact with a moving foundation. The contact is modeled with a multivalued normal compliance condition with unilateral constraints, associated to a sliding version of Coulomb’s law of dry friction. After a description of the model, the variational formulation was presented. Then, the dependence of the solution was studied with respect to the data and a convergence result was proven. Regularization method was also used to study the existence and uniqueness of the contact problem for which a convergence result was presented. Finally, a semi-discrete scheme was introduced for the numerical approximation of the sliding contact problem. Under certain solution regularity assumptions, an optimal order error estimate was derived. Key words: Elastic material, frictional contact, normal compliance, unilateral constraint, variational formulation, weak solution, regularization method, finite element, error estimate.

A highly accurate boundary integral method for the elastic obstacle scattering problem

Consider the scattering of a time-harmonic plane wave by a rigid obstacle embedded in a homogeneous and isotropic elastic medium in two dimensions. In this paper, a novel boundary integral formulation is proposed and its highly accurate numerical method is developed for the elastic obstacle scattering problem. More specifically, based on the Helmholtz decomposition, the model problem is reduced to a coupled boundary integral equation with singular kernels. A regularized system is constructed in order to handle the degenerated integral operators. The semi-discrete and full-discrete schemes are studied for the boundary integral system by using the trigonometric collocation method. Convergence is established for the numerical schemes in some appropriate Sobolev spaces. Numerical experiments are presented for both smooth and nonsmooth obstacles to demonstrate the superior performance of the proposed method.

Coupling of the Crank–Nicolson scheme and localized meshless technique for viscoelastic wave model in fluid flow

This paper proposes an efficient localized meshless technique for approximating the viscoelastic wave model. This model is a significant methodology to explain wave propagation in solids modeled with a wide collection of viscoelastic laws. In the first method, a difference scheme with the second-order accuracy is implemented to obtain a semi-discrete scheme. Then, a localized radial basis function partition of unity scheme is adopted to get a full-discrete scheme. This localization technique consists of decomposing the initial domain into several sub-domains and constructing a local radial basis function approximation over every sub-domain. A well-conditioned resulting linear system and a low computational burden are the main merits of this technique compared to global collocation methods. Further, the stability and convergence analysis of the temporal discretization scheme are deduced using discrete energy method. Numerical results are shown to validate the accuracy and effectiveness of the proposed method.

On Thermodynamically Compatible Finite Volume Methods and Path-Conservative ADER Discontinuous Galerkin Schemes for Turbulent Shallow Water Flows

In this paper we propose a new reformulation of the first order hyperbolic model for unsteady turbulent shallow water flows recently proposed in Gavrilyuk et al. (J Comput Phys 366:252–280, 2018). The novelty of the formulation forwarded here is the use of a new evolution variable that guarantees the trace of the discrete Reynolds stress tensor to be always non-negative. The mathematical model is particularly challenging because one important subset of evolution equations is nonconservative and the nonconservative products also act across genuinely nonlinear fields. Therefore, in this paper we first consider a thermodynamically compatible viscous extension of the model that is necessary to define a proper vanishing viscosity limit of the inviscid model and that is absolutely fundamental for the subsequent construction of a thermodynamically compatible numerical scheme. We then introduce two different, but related, families of numerical methods for its solution. The first scheme is a provably thermodynamically compatible semi-discrete finite volume scheme that makes direct use of the Godunov form of the equations and can therefore be called a discrete Godunov formalism. The new method mimics the underlying continuous viscous system exactly at the semi-discrete level and is thus consistent with the conservation of total energy, with the entropy inequality and with the vanishing viscosity limit of the model. The second scheme is a general purpose high order path-conservative ADER discontinuous Galerkin finite element method with a posteriori subcell finite volume limiter that can be applied to the inviscid as well as to the viscous form of the model. Both schemes have in common that they make use of path integrals to define the jump terms at the element interfaces. The different numerical methods are applied to the inviscid system and are compared with each other and with the scheme proposed in Gavrilyuk et al. (2018) on the example of three Riemann problems. Moreover, we make the comparison with a fully resolved solution of the underlying viscous system with small viscosity parameter (vanishing viscosity limit). In all cases an excellent agreement between the different schemes is achieved. We furthermore show numerical convergence rates of ADER-DG schemes up to sixth order in space and time and also present two challenging test problems for the model where we also compare with available experimental data.

A projection-based stabilized virtual element method for the unsteady incompressible Brinkman equations

This paper is devoted to a stabilized mixed virtual element method (mixed VEM) for the unsteady incompressible Brinkman equations. We employ the pairs of C0-conforming virtual element spaces containing the “equal-order” polynomials to approximate the velocity and pressure variables, and replace the time derivative by a backward Euler difference quotient. The numerical stability is guaranteed with a new projection-based stabilization term, which is simple without the projection of second derivatives or the coupling terms. We also establish the error estimates for both the semi-discrete and fully-discrete schemes with respect to the viscosity coefficient. Finally, we carry out several numerical experiments to validate the theoretical analysis.

Smooth, cusped and sharp shock waves in a one-dimensional model of a microfluidic drop ensemble

PurposeThe purpose of this paper is to determine both analytically and numerically the existence of smooth, cusped and sharp shock wave solutions to a one-dimensional model of microfluidic droplet ensembles, water flow in unsaturated flows, infiltration, etc., as functions of the powers of the convection and diffusion fluxes and upstream boundary condition; to study numerically the evolution of the wave for two different initial conditions; and to assess the accuracy of several finite difference methods for the solution of the degenerate, nonlinear, advection--diffusion equation that governs the model.Design/methodology/approachThe theory of ordinary differential equations and several explicit, finite difference methods that use first- and second-order, accurate upwind, central and compact discretizations for the convection terms are used to determine the analytical solution for steadily propagating waves and the evolution of the wave fronts from hyperbolic tangent and piecewise linear initial conditions to steadily propagating waves, respectively. The amplitude and phase errors of the semi-discrete schemes are determined analytically and the accuracy of the discrete methods is assessed.FindingsFor non-zero upstream boundary conditions, it has been found both analytically and numerically that the shock wave is smooth and its steepness increases as the power of the diffusion term is increased and as the upstream boundary value is decreased. For zero upstream boundary conditions, smooth, cusped and sharp shock waves may be encountered depending on the powers of the convection and diffusion terms. For a linear diffusion flux, the shock wave is smooth, whereas, for a quadratic diffusion flux, the wave exhibits a cusped front whose left spatial derivative decreases as the power of the convection term is increased. For higher nonlinear diffusion fluxes, a sharp shock wave is observed. The wave speed decreases as the powers of both the convection and the diffusion terms are increased. The evolution of the solution from hyperbolic tangent and piecewise linear initial conditions shows that the wave back adapts rapidly to its final steady value, whereas the wave front takes much longer, especially for piecewise linear initial conditions, but the steady wave profile and speed are independent of the initial conditions. It is also shown that discretization of the nonlinear diffusion flux plays a more important role in the accuracy of first- and second-order upwind discretizations of the convection term than either a conservative or a non-conservative discretization of the latter. Second-order upwind and compact discretizations of the convection terms are shown to exhibit oscillations at the foot of the wave’s front where the solution is nil but its left spatial derivative is largest. The results obtained with a conservative, centered second--order accurate finite difference method are found to be in good agreement with those of the second-order accurate, central-upwind Kurganov--Tadmor method which is a non-oscillatory high-resolution shock-capturing procedure, but differ greatly from those obtained with a non-conservative, centered, second-order accurate scheme, where the gradients are largest.Originality/valueA new, one-dimensional model for microfluidic droplet transport, water flow in unsaturated flows, infiltration, etc., that includes high-order convection fluxes and degenerate diffusion, is proposed and studied both analytically and numerically. Its smooth, cusped and sharp shock wave solutions have been determined analytically as functions of the powers of the nonlinear convection and diffusion fluxes and the boundary conditions. These solutions are used to assess the accuracy of several finite difference methods that use different orders of accuracy in space, and different discretizations of the convection and diffusion fluxes, and can be used to assess the accuracy of other numerical procedures for one-dimensional, degenerate, convection--diffusion equations.

Fully decoupled, linear and positivity-preserving scheme for the chemotaxis–Stokes equations

In this article, we develop a fully decoupled, linear and positivity-preserving finite element scheme for solving the chemotaxis–Stokes equations, which describe the biological chemotaxis phenomenon in the fluid environment. To deal with the strong coupling of the problem, we first consider a fully decoupled and linear semi-discrete scheme, in which we only need to solve several linearized sub-problems at each time step for the velocity, pressure, oxygen concentration and cell density, respectively. Then, based on the linear finite element method for the spatial discretization, the flux-corrected transport algorithm is extended to the oxygen concentration and cell density sub-problems to preserve their positivity. Finally, we show a series of numerical examples to verify its efficiency. We also find that better simulation can be obtained by regularizing the cut-off function and setting a random initial cell density in the equations.

Analysis of equilibrium dispersive model of liquid chromatography considering a quadratic-type adsorption isotherm

A single-component equilibrium dispersive model of liquid chromatography is solved analytically for a quadratic-type adsorption isotherm. The consideration of quadratic isotherm leads to a non-linear advection-diffusion PDE that hinders the derivation of analytical solution. To over come this difficulty, the Hopf-Cole and exponential transformation techniques are applied one after another to convert the given advection-diffusion PDE to a second order linear diffusion equation. These transformations are applied under the assumption of small non-linearity, or small volumes of injected concentrations, or both. Afterwards, the Fourier transform technique is applied to obtain the analytical solution of the resulting linear diffusion equation. For detailed analysis of the process, numerical temporal moments are obtained from the actual time domain solution. These moments are useful to observe the effects of transport parameters on the shape, height and spreading of the elution peak. A second-order accurate, high resolution semi-discrete finite volume scheme is also utilized to approximate the same model for non-linear Langmuir isotherms. Analytical and numerical results are compared for different case studies to gain knowledge about the ranges of kinetic parameters for which our analytical results are applicable. The effects of various parameters on the mechanism are analyzed under typical operating conditions available in the liquid chromatography literature.

Numerical approximation of nonlinear and non-equilibrium model of gradient elution chromatography

A nonlinear lumped kinetic model of liquid chromatography is formulated and solved numerically to theoretically investigate the effect of column overloading on gradient elution. Linear solvent strength (LSS) model is utilized for Henry’s constant, non linearity coefficient and axial dispersion coefficient. A semi-discrete high-resolution finite volume scheme is extended and applied to obtain the approximate solutions of the governing model equations. The effects of changing modulator concentration are examined on the single and two-component elution. The benefits of gradient elution over isocratic elution are thoroughly discussed. The influences of optimizing free-parameters available in gradient chromatography are analyzed on the efficiency of the column and on the production of targeted components. For instance, the results obtained are used to study the effects of gradient slope, modulator concentration, solvent strength, nonlinearity coefficient, mass transfer coefficient, and axial dispersion coefficient on the concentration profiles.

Convergence Analysis of Hybrid High-Order Methods for the Wave Equation

We prove error estimates for the wave equation semi-discretized in space by the hybrid high-order (HHO) method. These estimates lead to optimal convergence rates for smooth solutions. We consider first the second-order formulation in time, for which we establish \({\varvec{H}}^1\) and \({\varvec{L}}^2\)-error estimates, and then the first-order formulation, for which we establish \({\varvec{H}}^1\)-error estimates. For both formulations, the space semi-discrete HHO scheme has close links with hybridizable discontinuous Galerkin schemes from the literature. Numerical experiments using either the Newmark scheme or diagonally-implicit Runge–Kutta schemes for the time discretization illustrate the theoretical findings and show that the proposed numerical schemes can be used to simulate accurately the propagation of elastic waves in heterogeneous media.

A new approach of superconvergence analysis of nonconforming Wilson finite element for semi-linear parabolic problem

In this paper, the discontinuous Galerkin method (DGM) of nonconforming Wilson element is studied for the semi-linear parabolic problem. The global superconvergence with respect to the mesh size are derived in the modified H1-norm for the semi-discrete scheme and two fully discrete schemes, in which the usual extrapolation and interpolation post-processing approaches are not involved, and the error estimates are one order higher than that of the traditional Galerkin finite element method (FEM). Therefore, the corresponding results in the existing literature are improved. Finally, some numerical results are provided to confirm the theoretical analysis.

State reconstruction of the wave equation with general viscosity and non-collocated observation and control

In this paper, the state reconstruction of the wave equation with general viscosity and non-collocated observation and control are given from both the theoretical aspect and the numerical aspect. The forward-backward observers-based algorithm is utilized to solve this problem. The formula for calculating the initial value is derived. Moreover, the iterative sequence is also built for any given guess value and it is showed that it strongly converges to initial value. However, because the exponential stabilities of the error systems between the original systems and the forward∖backward observers play important roles in the involved algorithm, the exponential stability of some related system is firstly discussed. Furthermore, combining the theory of port-Hamiltonian system and the finite difference, the semi-discretization scheme of the finite difference with order reduction is given and the uniform exponential stability of the semi-discretization system is verified by the method paralleling to the continuous system. Finally, the convergence analysis of the finite difference scheme is given and the convergence of the solution of the mixed finite element scheme induced by the finite difference scheme with order reduction to the solution of the continuous counterpart is also presented.

Efficient numerical algorithms for the phase field crystal equation

In this paper, based on the Lagrange Multiplier approach in time and the Fourier-spectral scheme for space, we propose efficient numerical algorithms to solve the phase field crystal equation. The numerical schemes are unconditionally energy stable based on the original energy and do not need the lower bound hypothesis of the nonlinear free energy potential. The unconditional energy stability of the three semi-discrete schemes is proven. Several numerical simulations in 2D and 3D are demonstrated to verify the accuracy and efficiency of our proposed schemes.

Mass-conserving diffusion-based dynamics on graphs

An emerging technique in image segmentation, semi-supervised learning and general classification problems concerns the use of phase-separating flows defined on finite graphs. This technique was pioneered in Bertozzi and Flenner (2012, Multiscale Modeling and Simulation10(3), 1090–1118), which used the Allen–Cahn flow on a graph, and was then extended in Merkurjev et al. (2013, SIAM J. Imaging Sci.6(4), 1903–1930) using instead the Merriman–Bence–Osher (MBO) scheme on a graph. In previous work by the authors, Budd and Van Gennip (2020, SIAM J. Math. Anal.52(5), 4101–4139), we gave a theoretical justification for this use of the MBO scheme in place of Allen–Cahn flow, showing that the MBO scheme is a special case of a ‘semi-discrete’ numerical scheme for Allen–Cahn flow. In this paper, we extend this earlier work, showing that this link via the semi-discrete scheme is robust to passing to the mass-conserving case. Inspired by Rubinstein and Sternberg (1992, IMA J. Appl. Math.48, 249–264), we define a mass-conserving Allen–Cahn equation on a graph. Then, with the help of the tools of convex optimisation, we show that our earlier machinery can be applied to derive the mass-conserving MBO scheme on a graph as a special case of a semi-discrete scheme for mass-conserving Allen–Cahn. We give a theoretical analysis of this flow and scheme, proving various desired properties like existence and uniqueness of the flow and convergence of the scheme, and also show that the semi-discrete scheme yields a choice function for solutions to the mass-conserving MBO scheme.

Unsteady Magnetohydrodynamic Mixed Convective Flow of a Reactive Casson Fluid in a Vertical Channel Filled with a Porous Medium

This article analyses the thermal decomposition in an unsteady MHD mixed convection flow of a reactive, electrically conducting Casson fluid within a vertical channel filled with a saturated porous medium and the influence of the temperature dependent properties on the flow. The fluid is assumed to be incompressible with the viscosity coefficient varying exponentially with temperature. The flow is subjected to an externally applied uniform magnetic field. The exothermic chemical kinetics inherent in the flow system give rise to heat dissipation. A technique based on a semi-discretization finite difference scheme and the shooting method is applied to solve the dimensionless governing equations. The effects of the temperature dependent viscosity, the magnetic field and other important parameters on the velocity and temperature profiles, the wall shear stress and the wall heat transfer rate are presented graphically and discussed quantitatively and qualitatively. The fluid flow model revealed flow characteristics that have profound ramifications including the increased heat transfer enhancement attributes of the reactive temperature dependent viscosity Casson fluid flow.

An advanced meshless approach for the high-dimensional multi-term time-space-fractional PDEs on convex domains

In this article, an advanced differential quadrature (DQ) approach is proposed for the high-dimensional multi-term time-space-fractional partial differential equations (TSFPDEs) on convex domains. Firstly, a family of high-order difference schemes is introduced to discretize the time-fractional derivative, and a semi-discrete scheme for the considered problems is presented. We strictly prove its unconditional stability and error estimate. Further, we derive a class of DQ formulas to evaluate the fractional derivatives, which employs radial basis functions (RBFs) as test functions. Using these DQ formulas in spatial discretization, a fully discrete DQ scheme is then proposed. Our approach provides a flexible and high accurate alternative to solve the high-dimensional multi-term TSFPDEs on convex domains, and its actual performance is illustrated by contrast to the other methods available in the open literature. The numerical results confirm the theoretical analysis and the capability of our proposed method finally.

A family of effective structure-preserving schemes with second-order accuracy for the undamped sine–Gordon equation

In this paper, a family of linear structure-preserving (energy conservation) schemes with second-order accuracy in the time direction is developed to numerically solve the undamped sine–Gordon equation. To be specific, first, transformation of the undamped sine–Gordon system into an equivalent new system is made by introducing an improved scalar auxiliary variable (SAV), and generalization of the conservative Crank–Nicolson scheme is made by applying a non-negative family parameter ϑ to discretize time-dependent variables at the time step (n+ϑ) instead of just (n+1∕2), thereby to establish a family of second-order conservative semi-discrete schemes. Further, based on the advantages of the improved SAV method, not only does the newly introduced scalar auxiliary variable be uncoupled with the original variables at the discrete level, it also requires the family of approximations, at each time step, no more efforts than the solution of a second-order linear differential equation of elliptic type with constant coefficients, making the computational cost of this method only half of the original one, which thus is particularly effective. Finally, several numerical experiments are presented to demonstrate the efficiency, stability, accuracy and energy conservation of the family of schemes developed herein.

On motion by curvature of a network with a triple junction

We numerically study the planar evolution by curvature flow of three parametrised curves that are connected by a triple junction in which conditions are imposed on the angles at which the curves meet. One of the key problems in analysing motion of networks by curvature law is the choice of a tangential velocity that allows for motion of the triple junction, does not lead to mesh degeneration, and is amenable to an error analysis. Our approach consists in considering a perturbation of a classical smooth formulation. The problem we propose admits a natural variational formulation that can be discretized with finite elements. The perturbation can be made arbitrarily small when a regularisation parameter shrinks to zero. Convergence of the new semi-discrete finite element scheme including optimal error estimates are proved. These results are supported by some numerical tests. Finally, the influence of the small regularisation parameter on the properties of scheme and the accuracy of the results is numerically investigated.

The stabilized penalty-projection finite element method for the Navier-Stokes-Cahn-Hilliard-Oono system

In this paper, we propose the stabilized penalty-projection finite element method for solving the Navier-Stokes-Cahn-Hilliard-Oono system, which is used to simulate the movement of thrombus in the blood vessels. The proposed algorithms are based on mixed finite element method in spatial direction, combined with a backward-Euler scheme and penalty-projection scheme for temporal discretization. It is worth noting that the idea of introducing a stabilized term admits the energy laws of two fully discrete schemes. Moreover, the convergence error estimates for both the semi-discrete scheme and fully discrete schemes are established for the first time. Numerical experiments are also provided to verify our proposed methods, and to show the results of our schemes have good performance with the theoretical ones. Finally, the proposed schemes are successfully applied to study the movement status of thrombus in healthy and blocked arteries, respectively.

Numerical approximation of 2D multi-term time and space fractional Bloch–Torrey equations involving the fractional Laplacian

In this paper, we propose a novel numerical technique to 2D multi-term time and space fractional Bloch–Torrey equations defined on an irregular convex domain. First, we consider the problem with space integral Laplacian operator. We present the semi-discrete and fully-discrete schemes by using the L1 formula on a temporal graded mesh and an unstructured-mesh Galerkin finite element method (FEM) based on the matrix transfer technique (MTT). Moreover, the unconditional stability and convergence of the schemes are discussed and theoretically proved. Then we extend the technique and develop a numerical scheme for the case of space fractional Laplacian operator. In addition, the recent L1+ formula is utilized to improving the temporal accuracy. Finally, three numerical examples in rectangular, elliptical and human brain-like irregular domains are given to demonstrate the accuracy and efficiency of the proposed numerical scheme.