Semidiscretization In Time Research Articles

Numerical Reconstruction of the Source in Dynamical Boundary Condition of Laplace’s Equation

In this work, we consider Cauchy-type problems for Laplace’s equation with a dynamical boundary condition on a part of the domain boundary. We construct a discrete-in-time, meshless method for solving two inverse problems for recovering the space–time-dependent source and boundary functions in dynamical and Dirichlet boundary conditions. The approach is based on Green’s second identity and the forward-in-time discretization of the non-stationary problem. We derive a global connection that relates the source of the dynamical boundary condition and Dirichlet and Neumann boundary conditions in an integral equation. First, we perform time semi-discretization for the dynamical boundary condition into the integral equation. Then, on each time layer, we use Trefftz-type test functions to find the unknown source and Dirichlet boundary functions. The accuracy of the developed method for determining dynamical and Dirichlet boundary conditions for given over-determined data is first-order in time. We illustrate its efficiency for a high level of noise, namely, when the deviation of the input data is above 10% on some part of the over-specified boundary data. The proposed method achieves optimal accuracy for the identified boundary functions for a moderate number of iterations.

A finite difference/Kansa method for the two-dimensional time and space fractional Bloch-Torrey equation

In this paper, an implicit finite difference scheme combined with Kansa meshless method is proposed for the two-dimensional time and space fractional Bloch-Torrey equation. The Caputo derivative with respect to time is discretized by finite difference method based on Alikhanov's super convergent approximation while Riesz derivative with respect to spatial variables by Kansa meshless method. The convergence and stability of the time semi-discretization are proven using energy method. The convergence order in time direction is proven to be 2. The implementation of the full discretization is discussed in detail. Especially, the issue of calculation of Riesz derivative of RBF is addressed. Numerical examples are given which verify the feasibility of the proposed method.

RBF based some implicit–explicit finite difference schemes for pricing option under extended jump-diffusion model

In this manuscript, we presented some efficient and accurate radial basis function-based finite difference (RBF-FD) implicit–explicit (IMEX) numerical techniques for pricing the option when the underlying asset follows the jump-diffusion process with local volatility. For the time semi-discretization, we present three numerical techniques Crank–Nikolson Leap-Frog (CNLF), Crank–Nikolson AdamBashforth (CNAB), and Backward difference formula of order two (BDF2), incorporated with the radial basis function based finite difference (RBF-FD) method. The stabilities of time semi-discretized schemes are also proved. The computational methods developed for the European option are extended for the American option. We amalgamate the RBF-FD implicit–explicit methods with an operator splitting (OS) method for solving the linear complementarity problem (LCP) with variable parameters that determines the price of an American option. In order to demonstrate the effectiveness and precision of the current techniques, numerical data for European and American put options under the Merton and Kou models are presented.

Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise

In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only assumed to satisfy a one-sided Lipschitz condition and the diffusion term is assumed to be globally Lipschitz continuous. Our new strategy for time discretization is based on the Milstein method from stochastic differential equations. We use the energy method for its error analysis and show a strong convergence order of nearly 1 for the approximate solution. The proof is based on new Hölder continuity estimates of the SPDE solution and the nonlinear term. For the general polynomial-type drift term, there are difficulties in deriving even the stability of the numerical solutions. We propose an interpolation-based finite element method for spatial discretization to overcome the difficulties. Then we obtain H1 stability, higher moment H1 stability, L2 stability, and higher moment L2 stability results using numerical and stochastic techniques. The nearly optimal convergence orders in time and space are hence obtained by coupling all previous results. Numerical experiments are presented to implement the proposed numerical scheme and to validate the theoretical results.

Poroelastic problem of a non-penetrating crack with cohesive contact for fluid-driven fracture

A new class of unilaterally constrained problems for fully coupled poroelastic models stemming from hydraulic fracturing is introduced and studied with respect to its well-posedness. The poroelastic medium contains a fluid-driven crack, which is subjected to non-penetration conditions and cohesion forces between the crack faces. Existence of solution for the governing elliptic–parabolic variational inequality under the unilateral constraint with a small cohesion is established using the incremental approximation based on Rothe’s semi-discretization in time.

On numerical methods for the semi-nonrelativistic limit system of the nonlinear Dirac equation

Solving the nonlinear Dirac equation in the nonrelativistic limit regime numerically is difficult, because the solution oscillates in time with frequency of {mathscr {O}} ! left( varepsilon ^{-2}right) , where 0<varepsilon ll 1 is inversely proportional to the speed of light. Yongyong Cai and Yan Wang have shown, however, that such solutions can be approximated up to an error of {mathscr {O}} ! left( varepsilon ^2right) by solving the semi-nonrelativistic limit system, which is a non-oscillatory problem. For this system, we construct a two-step method, called the explicit exponential midpoint rule, and prove second-order convergence of the semi-discretization in time. Furthermore, we construct a benchmark method based on standard techniques and compare the efficiency of both methods. Numerical experiments show that the new integrator reduces the computational costs per time step to 40% and within a given runtime improves the accuracy significantly.

One-stage explicit trigonometric integrators for effectively solving quasilinear wave equations

In this paper, one-stage explicit trigonometric integrators for solving quasilinear wave equations are formulated and studied. For solving wave equations, we first introduce trigonometric integrators as the semidiscretization in time and then consider a spectral Galerkin method for the discretization in space. We show that one-stage explicit trigonometric integrators in time have second-order convergence and the result is also true for the fully discrete scheme without requiring any CFL-type coupling of the discretization parameters. The results are proved by using energy techniques, which are widely applied in the numerical analysis of methods for partial differential equations.

Exponential convergence of hp-time-stepping in space-time discretizations of parabolic PDES

For linear parabolic initial-boundary value problems with self-adjoint, time-homogeneous elliptic spatial operator in divergence form with Lipschitz-continuous coefficients, and for incompatible, time-analytic forcing term in polygonal/polyhedral domains D, we prove time-analyticity of solutions. Temporal analyticity is quantified in terms of weighted, analytic function classes, for data with finite, low spatial regularity and without boundary compatibility. Leveraging this result, we prove exponential convergence of a conforming, semi-discrete hp-time-stepping approach. We combine this semi-discretization in time with first-order, so-called “h-version’’ Lagrangian Finite Elements with corner-refinements in space into a tensor-product, conforming discretization of a space-time formulation. We prove that, under appropriate corner- and corner-edge mesh-refinement of D, error vs. number of degrees of freedom in space-time behaves essentially (up to logarithmic terms), to what standard FEM provide for one elliptic boundary value problem solve in D. We focus on two-dimensional spatial domains and comment on the one- and the three-dimensional case.

On a semilinear parabolic problem with non-local (Bitsadze–Samarskii type) boundary conditions in more dimensions

This paper studies a semilinear parabolic equation in a bounded domain Ω⊂Rd along with nonlocal boundary conditions. The boundary values are linked to the values of a solution on an interior (d−1)-dimensional manifold lying inside Ω. Firstly, the solvability of a steady-state problem is addressed. Secondly, involving the semi-discretization in time, a constructive algorithm for approximation of a solution to a transient problem is developed. The well-posedness of the problem in a weighted Hilbert space is shown. Convergence of approximations is addressed and the error estimated are derived. Numerical experiments support the theoretical algorithms.

A staggered semi-implicit hybrid finite volume / finite element scheme for the shallow water equations at all Froude numbers

We present a novel staggered semi-implicit hybrid finite volume / finite element method for the numerical solution of the shallow water equations at all Froude numbers on unstructured meshes. A semi-discretization in time of the conservative Saint-Venant equations with bottom friction terms leads to its decomposition into a first order hyperbolic subsystem containing the nonlinear convective term and a second order wave equation for the pressure. For the spatial discretization of the free surface elevation an unstructured mesh composed of triangular simplex elements is considered, whereas a dual grid of the edge-type is employed for the computation of the depth-averaged momentum vector. The first stage of the proposed algorithm consists in the solution of the nonlinear convective subsystem using an explicit Godunov-type finite volume method on the staggered dual grid. Next, a classical continuous finite element scheme provides the free surface elevation at the vertices of the primal simplex mesh. The semi-implicit strategy followed in this paper circumvents the contribution of the surface wave celerity to the CFL-type time step restriction, hence making the proposed algorithm well-suited for the solution of low Froude number flows. It can be shown that in the low Froude number limit the proposed algorithm reduces to a semi-implicit hybrid FV/FE projection method for the incompressible Navier-Stokes equations. At the same time, the conservative formulation of the governing equations also allows the discretization of high Froude number flows with shock waves. As such, the new hybrid FV/FE scheme can be considered an all-Froude number solver, able to deal simultaneously with both, subcritical as well as supercritical flows. Besides, the algorithm is well balanced by construction. The accuracy of the overall methodology is studied numerically and the C-property is proven theoretically and is also validated via numerical experiments. The numerical solution of several Riemann problems, including flat bottom and a bottom with jumps, attests the robustness of the new method to deal also with flows containing bores and discontinuities. Finally, a 3D dam break problem over a dry bottom is studied and our numerical results are successfully compared with numerical reference solutions obtained for the 3D free surface Navier-Stokes equations and with available experimental reference data.

Rothe–Legendre pseudospectral method for a semilinear pseudoparabolic equation with nonclassical boundary condition

A semilinear pseudoparabolic equation with nonlocal integral boundary conditions is studied in the present paper. Using Rothe method, which is based on backward Euler finitedifference schema, we designed a suitable semidiscretization in time to approximate the original problem by a sequence of standard elliptic problems. The questions of convergence of the approximation scheme as well as the existence and uniqueness of the solution are investigated. Moreover, the Legendre pseudospectral method is employed to discretize the time-discrete approximation scheme in the space direction. The main advantage of the proposed approach lies in the fact that the full-discretization schema leads to a symmetric linear algebraic system, which may be useful for theoretical and practical reasons. Finally, numerical experiments are included to illustrate the effectiveness and robustness of the presented algorithm.

Poroelastic medium with non-penetrating crack driven by hydraulic fracture: Variational inequality and its semidiscretization

A new class of unilateral variational models appearing in the theory of poroelasticity is introduced and studied. A poroelastic medium consists of solid phase and pores saturated with a Newtonian fluid. The medium contains a fluid-driven crack, which is subjected to non-penetration between the opposite crack faces. The fully coupled poroelastic system includes elliptic–parabolic governing equations under the unilateral constraint. Well-posedness of the corresponding variational inequality is established based on the Rothe semi-discretization in time, after subsequent passing time step to zero. The NLCP-formulation of non-penetration conditions is given which is useful for a semi-smooth Newton solution strategy.

A Composite Algorithm for Numerical Solutions of Two-Dimensional Coupled Burgers’ Equations

In this study, a new composite algorithm with the help of the finite difference and the modified cubic trigonometric B-spline differential quadrature method is developed. The developed method was applied to two-dimensional coupled Burgers’ equation with initial and Dirichlet boundary conditions for computational modeling. The established algorithm is better than the traditional differential quadrature algorithm proposed in literature due to more smoothness of cubic trigonometric B-spline functions. In the development of the algorithm, the first step is semidiscretization in time with the forward finite difference method. Furthermore, the obtained system is fully discretized by the modified cubic trigonometric B-spline differential quadrature method. Finally, we obtain coupled Lyapunov systems of linear equations, which are analyzed by the MATLAB solver for the system. Moreover, comparative study of these solutions with the numerical and exact solutions which are appeared in the literature is also discussed. Finally, it is found that there is good suitability between exact solutions and numerical solutions obtained by the developed composite algorithm. The technique can be extended for various multidimensional Burgers’ equations after some modifications.

On a Semilinear Parabolic Problem with Four-Point Boundary Conditions

This paper studies a semilinear parabolic equation in 1D along with nonlocal boundary conditions. The value at each boundary point is associated with the value at an interior point of the domain, which is known as a four-point boundary condition. First, the solvability of a steady-state problem is addressed and a constructive algorithm for finding a solution is proposed. Combining this schema with the semi-discretization in time, a constructive algorithm for approximation of a solution to a transient problem is developed. The well-posedness of the problem is shown using the semigroup theory in C-spaces. Numerical experiments support the theoretical algorithms.

On the Existence of Leray-Hopf Weak Solutions to the Navier-Stokes Equations

We give a rather short and self-contained presentation of the global existence for Leray-Hopf weak solutions to the three dimensional incompressible Navier-Stokes equations, with constant density. We give a unified treatment in terms of the domains and the relative boundary conditions and in terms of the approximation methods. More precisely, we consider the case of the whole space, the flat torus, and the case of a general bounded domain with a smooth boundary (the latter supplemented with homogeneous Dirichlet conditions). We consider as approximation schemes the Leray approximation method, the Faedo-Galerkin method, the semi-discretization in time and the approximation by adding a Smagorinsky-Ladyžhenskaya term. We mainly focus on developing a unified treatment especially in the compactness argument needed to show that approximations converge to the weak solutions.

Error analysis of a fully discrete finite element method for variable density incompressible flows in two dimensions

An error estimate is presented for a fully discrete, linearized and stabilized finite element method for solving the coupled system of nonlinear hyperbolic and parabolic equations describing incompressible flow with variable density in a two-dimensional convex polygon. In particular, the error of the numerical solution is split into the temporal and spatial components, separately. The temporal error is estimated by applying discrete maximal Lp-regularity of time-dependent Stokes equations, and the spatial error is estimated by using energy techniques based on the uniform regularity of the solutions given by semi-discretization in time.

A robust family of exponential attractors for a time semi-discretization of the Ginzburg-Landau equation

&lt;abstract&gt;&lt;p&gt;We consider a time semidiscretization of the Ginzburg-Landau equation by the backward Euler scheme. For each time step $ \tau $, we build an exponential attractor of the dynamical system associated to the scheme. We prove that, as $ \tau $ tends to $ 0 $, this attractor converges for the symmetric Hausdorff distance to an exponential attractor of the dynamical system associated to the Allen-Cahn equation. We also prove that the fractal dimension of the exponential attractor and of the global attractor is bounded by a constant independent of $ \tau $.&lt;/p&gt;&lt;/abstract&gt;

On Existence, Uniqueness and Two-Scale Convergence of a Model for Coupled Flows in Heterogeneous Media

This paper is concerned with the global existence, uniqueness and homogenization of degenerate partial differential equations with integral conditions arising from coupled transport processes and chemical reactions in three-dimensional highly heterogeneous porous media. Existence of global weak solutions of the microscale problem is proved by means of semidiscretization in time deriving a priori estimates for discrete approximations needed for proofs of existence and convergence theorems. It is further shown that the solution of the microscale problem is two-scale convergent to that of the upscaled problem as the scale parameter goes to zero. In particular, we focus our efforts on the contribution of the so-called first order correctors in periodic homogenization. Finally, under additional assumptions, we consider the problem of the uniqueness of the solution to the homogenized problem.

Unconditionally energy stable, splitting schemes for magnetohydrodynamic equations

AbstractIn this article, we propose first‐order and second‐order linear, unconditionally energy stable, splitting schemes for solving the magnetohydrodynamics (MHD) system. These schemes are based on the projection method for Navier–Stokes equations and implicit–explicit treatments for nonlinear coupling terms. We transform a double saddle points problem into a set of elliptic type problems to solve the MHD system. Our schemes are efficient, easy to implement, and stable. We further prove that time semidiscrete schemes and fully discrete schemes are unconditionally energy stable. Various numerical experiments, including Hartmann flow and lid‐driven cavity problems, are implemented to demonstrate the stability and the accuracy of our schemes.

A meshless method for time fractional nonlinear mixed diffusion and diffusion-wave equation

The paper aims to put forth a radial basis function-based meshless approach for the numerical solution of the time-fractional nonlinear mixed diffusion and diffusion-wave equation. The time-fractional derivative is defined in Caputo's sense and discretized by the finite difference method. The spatial discretization is done using a radial basis function-based local meshless method. Stability of time semi-discretization is rigorously set up. Proposed method's efficiency is validated with different numerical examples on an irregular domain with uniform and nonuniform points. Numerical results obtained demonstrate the ability and accuracy of the present method.