Time-stepping Scheme Research Articles

High-order accurate implicit-explicit time-stepping schemes for wave equations on overset grids

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step, three levels in time, and based on the modified equation approach. Second and fourth-order accurate schemes are developed and they incorporate upwind dissipation for stability on overset grids. The fully implicit schemes are useful for certain applications such as the WaveHoltz algorithm for solving Helmholtz problems where very large time-steps are desired. Some wave propagation problems are geometrically stiff due to localized regions of small grid cells, such as grids needed to resolve fine geometric features, and for these situations the implicit time-stepping scheme is combined with an explicit scheme: the implicit scheme is used for component grids containing small cells while the explicit scheme is used on the other grids such as background Cartesian grids. The resulting partitioned implicit-explicit scheme can be many times faster than using an explicit scheme everywhere. The accuracy and stability of the schemes are studied through analysis and numerical computations.

Nonlinear Seismic Response of an Alluvial Basin Modelled by Spectral Element Method: Implementation of a Davidenkov Constitutive Model

ABSTRACT A subroutine incorporating soil nonlinearity is presented using SPECFEM3D Cartesian, an open-access Spectral Element Method (SEM)-based code for full waveform simulation. Specifically, the adaptive time-stepping scheme is developed in the time marching algorithm, enabling the computation to be effective. The verification of the method is first demonstrated via comparison with results calculated by DEEPSOIL. Then, applications for a trapezoid basin are implemented to study the effects of impedance ratio (IR), magnitude, and basin shape on ground motion. Finally, we focus on the nonlinear ground motion simulation of the Shidian basin in southwestern China and compare it with the linear results.

A Novel Approach Integrating the Method of Characteristics with Large Time-Step Scheme (MOC-LTS) for Efficient Transient Flow Simulation in Liquid Pipelines

Water hammer incidents pose a significant risk to the safety and stability of pipeline operations. Therefore, rapid and precise transient flow simulation is essential for efficiently developing scientific water hammer control strategies. Nevertheless, the prevailing transient flow simulation methods for liquid pipelines predominantly employ explicit schemes to solve transient flow control equations, necessitating adherence to the stability criterion of Courant-Friedrichs-Lewy (CFL) ≤ 1. This results in limited time step sizes, which in turn constrains computational efficiency, particularly when simulating hydraulic behavior in large-scale pipeline networks. In this paper, a novel approach integrating the method of characteristics (MOC) with a large time-step scheme (LTS) is proposed to enable rapid and accurate simulation of transient flow in liquid pipelines. The proposed approach discretizes the computational domain into contiguous control volumes, ategorizing them as either boundary or internal control volumes depending on whether they are affected by boundary conditions within a large time step. For internal control volumes, an LTS scheme based on the first-order Godunov format is employed to improve computational efficiency. For boundary control volumes, MOC is applied iteratively to accurately capture boundary dynamics until the simulated time matches that of the internal control volumes. Quantitative analysis is conducted to verify the performance of the proposed approach. The results confirm that the proposed approach outperforms the MOC in computational efficiency while maintaining minimal accuracy loss.

Original energy dissipation preserving corrections of integrating factor Runge-Kutta methods for gradient flow problems

Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the non-preservation of steady-state solution and original energy dissipation law. To overcome these disadvantages, some new integrating factor methods are developed by using two classes of difference correction, including the telescopic correction and nonlinear-term translation correction, enforcing the preservation of steady-state solution. Then the original energy dissipation properties of the new methods are examined by using the associated differential forms and the differentiation matrices. As applications, some new integrating factor Runge-Kutta methods up to third-order maintaining the original energy dissipation law are constructed by applying the difference correction strategies to some popular explicit integrating factor methods in the literature. Extensive numerical experiments are presented to support our theory and to demonstrate the improved performance of new methods.

Greedy trial subspace selection in meshfree time-stepping scheme with applications in coupled bulk-surface pattern formations

Combining kernel-based collocation methods with time-stepping methods to solve parabolic partial differential equations can potentially introduce challenges in balancing temporal and spatial discretization errors. Typically, using kernels with high orders of smoothness on some sufficiently dense set of trial centers provides high spatial approximation accuracy that can exceed the accuracy of finite difference methods in time. The paper proposes a greedy approach for selecting trial subspaces in the kernel-based collocation method applied to time-stepping to balance errors in both well-conditioned and ill-conditioned scenarios. The approach involves selecting trial centers using a fast block-greedy algorithm with new stopping criteria that aim to balance temporal and spatial errors. Numerical simulations of coupled bulk-surface pattern formations, a system involving two functions in the domain and two on the boundary, illustrate the effectiveness of the proposed method in reducing trial space dimensions while maintaining accuracy.

An unconditionally energy dissipative, adaptive IMEX BDF2 scheme and its error estimates for Cahn–Hilliard equation on generalized SAV approach

Abstract An adaptive implicit-explicit (IMEX) BDF2 scheme is investigated on generalized SAV approach for the Cahn–Hilliard equation by combining with Fourier spectral method in space. It is proved that the modified energy dissipation law is unconditionally preserved at discrete levels. Under a mild ratio restriction, i.e., A1: $0<r_{k}:=\tau _{k}/\tau _{k-1}< r_{\max }\approx 4.8645$, we establish a rigorous error estimate in $H^{1}$-norm and achieve optimal second-order accuracy in time. The proof involves the tools of discrete orthogonal convolution (DOC) kernels and inequality zoom. It is worth noting that the presented adaptive time-step scheme only requires solving one linear system with constant coefficients at each time step. In our analysis, the first-consistent BDF1 for the first step does not bring the order reduction in $H^{1}$-norm. The $H^{1}$ bound of numerical solution under periodic boundary conditions can be derived without any restriction (such as zero mean of the initial data). Finally, numerical examples are provided to verify our theoretical analysis and the algorithm efficiency.

Split-explicit external mode solver in the finite volume sea ice–ocean model FESOM2

Abstract. A novel split-explicit (SE) external mode solver for the Finite volumE Sea ice–Ocean Model (FESOM2) and its sub-versions is presented. It is compared with the semi-implicit (SI) solver currently used in FESOM2. The split-explicit solver for the external mode utilizes a dissipative asynchronous (forward–backward) time-stepping scheme that does not require additional filtering during the barotropic sub-cycling. Its implementation with arbitrary Lagrangian–Eulerian vertical coordinates like Z star (z*) and Z tilde (z̃) is explored. The comparisons are performed through multiple test cases involving idealized and realistic global simulations. The SE solver demonstrates lower phase errors and dissipation, while maintaining a simulated mean ocean state very similar to the SI solver. The SE solver is also shown to possess better run-time performance and parallel scalability across all workloads tested.

An explicit dynamics framework suited to highly non-smooth interface behaviors

Dynamic systems, and in particular mechanical structures, may be subjected to non-smooth loadings such as impacts or shocks. Moreover, their behavior itself may exhibit more or less non-smooth evolutions, as when fracture occurs. Therefore, robust simulation models are of interest to capture such behaviors. A particular focus is made herein on time-stepping explicit dynamics schemes to allow efficient simulations, and non-smoothness is embedded within the discrete resolution model, so that robust simulations can be obtained, with a minimum number of numerical parameters. The original contributions of this article lie in the way the non-smooth behavior is formulated to be embedded in an explicit dynamics framework. This study focuses on the solver for dynamics with non-smooth interface behavior, rather than on the behavior models themselves. The applications concern non-smooth interface behaviors at macroscopic scale, between displacement jump on the 2D interface surface with no thickness, and interfacial force distributions acting on the bodies apart the interface. The proposed test cases which can serve as benchmarks for simulation codes, concern in a first step contact and perfectly plastic interface behavior (for illustrative purpose, on a 0D example). The last numerical test deals with contact, friction, fracture and adhesion for an extrinsic perfectly brittle interface behavior, to exemplify the feasibility on a full 3D finite element model.

A linear second order unconditionally maximum bound principle-preserving scheme for the Allen-Cahn equation with general mobility

In this work, we investigate a linear second-order numerical method for the Allen-Cahn equation with general mobility. The proposed scheme is a combination of the two-step first- and second-order backward differentiation formulas for time approximation and the central finite difference for spatial discretization, two additional stabilizing terms are also included. The discrete maximum bound principle of the numerical scheme is rigorously proved under mild constraints on the adjacent time-step ratio and the two stabilization parameters. Furthermore, the error estimates in H1-norm for the case of constant mobility and L∞-norm for the general mobility case, as well as the energy stability for both cases are obtained. Finally, we present extensive numerical experiments to validate the theoretical results, and develop an adaptive time-stepping strategy to demonstrate the performance of the proposed method.

Strong convergence of a class of adaptive numerical methods for SDEs with jumps

We develop adaptive time-stepping strategies for Itô-type stochastic differential equations (SDEs) with jump perturbations. Our approach builds on adaptive strategies for SDEs.Adaptive methods can ensure strong convergence of nonlinear SDEs with drift and diffusion coefficients that violate global Lipschitz bounds by adjusting the stepsize dynamically on each trajectory to prevent spurious growth that can lead to loss of convergence if it occurs with sufficiently high probability.In this article, we demonstrate the use of a jump-adapted mesh that incorporates jump times into the adaptive time-stepping strategy. We prove that any adaptive scheme satisfying a particular mean-square consistency bound for a nonlinear SDE in the non-jump case may be extended to a strongly convergent scheme in the Poisson jump case, where the jump and diffusion perturbations are mutually independent, and the jump coefficient satisfies a global Lipschitz condition.

UIDS: A Matlab-based urban flood model considering rainfall-induced and surcharge-induced inundations

The Urban Inundation-Drainage Simulator (UIDS) is a new coupled model for simulating urban flooding dynamics, developed as an open-source, MATLAB-based platform. It integrates a rainfall-runoff model with a two-dimensional overland flow model (OFM) and a one-dimensional sewer flow model (SFM). Unlike conventional models limited to either rainfall-induced or sewer surcharge-induced flooding, UIDS captures bidirectional surface-underground interactions to simulate both processes simultaneously. The OFM employs an explicit time-stepping scheme and robust wet-dry front treatment, while a weir equation describes roof-to-ground flow exchange for numerical stability. Timing synchronization facilitates continuous OFM-SFM coupling. Benchmarking and case studies of Gangnam flood events demonstrate UIDS's ability to accurately simulate urban flooding, particularly subcritical flows. The open-source nature of UIDS allows user flexibility in accessing and modifying the MATLAB code. Ultimately, UIDS is expected to serve as an accessible and adaptable tool for urban flood modeling and risk assessment.

Cross-Scale Modeling of Shallow Water Flows in Coastal Areas with an Improved Local Time-Stepping Method

A shallow water equations-based model with an improved local time-stepping (LTS) scheme is developed for modeling coastal hydrodynamics across multiple scales, from large areas to detailed local regions. To enhance the stability of the shallow water model for long-duration simulations and at larger LTS gradings, a prediction-correction method using a single-layer interface that couples coarse and fine time discretizations is adopted. The proposed scheme improves computational efficiency with an acceptable additional computational burden and ensures accurate conservation of time truncation errors in a discrete sense. The model performance is verified with respect to conservation and computational efficiency through two idealized tests: the spreading of a drop of shallow water and a tidal flat/channel system. The results of both tests demonstrate that the improved LTS scheme maintains precision as the LTS grading increases, preserves conservation properties, and significantly improves computational efficiency with a speedup ratio of up to 2.615. Furthermore, we applied the LTS scheme to simulate tides at grid scales of 40,000 m to 200 m for a portion of the Northwest Pacific. The proposed model shows promise for modeling cross-scale hydrodynamics in complex coastal and ocean engineering problems.

A locking-free numerical method for the quasi-static linear thermo-poroelasticity model

In this paper, we propose a locking-free numerical method to solve the quasi-static linear thermo-poroelasticity model, which exhibits two types of locking phenomena: Poisson locking and nonphysical oscillations. By analyzing the regularity of solution of the original model, we find that the Poisson locking is caused by divu≈0 as λ→+∞. Moreover, when discretizing the diffusion equations using backward Euler method for time, one can see that divu1≈0 for some special parameters. If we directly use the continuous Galerkin mixed finite element method (FEM) to solve the original model, the pressure and temperature fields exhibit numerical oscillations at early times. To overcome these two locking phenomena, we introduce a new variable ξ=αp+βT−λdivu to reformulate the original problem into a new one. This new problem includes a built-in mechanism to maintain stability for the continuous Galerkin mixed FEM. We further prove the existence and uniqueness of the weak solution by using the standard Galerkin method in conjunction with regularity estimates. We also design a fully discrete time-stepping scheme that employs mixed FEM with P2−P1−P1−P1 element pairs for the space variables and the backward Euler method for the time variable. Optimal convergence is demonstrated in both space and time. Finally, numerical examples are provided to demonstrate the optimal convergence rates of the variables and the robustness of the proposed method with respect to ν, and to verify the absence of the locking phenomenon.

Overview of Design Considerations for Data-Driven Time-Stepping Schemes Applied to Nonlinear Mechanical Systems

Overview of Design Considerations for Data-Driven Time-Stepping Schemes Applied to Nonlinear Mechanical Systems

Perturbation-theory informed integrators for cosmological simulations

Large-scale cosmological simulations are an indispensable tool for modern cosmology. To enable model-space exploration, fast and accurate predictions are critical. In this paper, we show that the performance of such simulations can be further improved with time-stepping schemes that use input from cosmological perturbation theory. Specifically, we introduce a class of time-stepping schemes derived by matching the particle trajectories in a single leapfrog/Verlet drift-kick-drift step to those predicted by Lagrangian perturbation theory (LPT). As a corollary, these schemes exactly yield the analytic Zel'dovich solution in 1D in the pre-shell-crossing regime (i.e. before particle trajectories cross). One representative of this class is the popular ‘FastPM’ scheme by Feng et al. 2016[1], which we take as our baseline. We then construct more powerful LPT-inspired integrators and show that they outperform FastPM and standard integrators in fast simulations in two and three dimensions with O(1−100) timesteps, requiring fewer steps to accurately reproduce the power spectrum and bispectrum of the density field. Furthermore, we demonstrate analytically and numerically that, for any integrator, convergence is limited in the post-shell-crossing regime (to order 32 for planar-wave collapse), owing to the lacking regularity of the acceleration field, which makes the use of high-order integrators in this regime futile. Also, we study the impact of the timestep spacing and of a decaying mode present in the initial conditions. Importantly, we find that symplecticity of the integrator plays a minor role for fast approximate simulations with a small number of timesteps.

Improved local time-stepping schemes for storm surge modeling on unstructured grids

This paper presents improved explicit local time-stepping (LTS) schemes of both first and second order accuracy for storm surge modeling. The two-dimensional shallow water equations are numerically solved on unstructured triangular meshes using finite volume method with Roe’s approximate Riemann solver. The LTS algorithms are designed based on explicit Euler and strong stability preserving Runge–Kutta time integration methods. A single-layer interface prediction–correction scheme is adopted to combine coarse and fine time discretization, further enhancing the stability of the LTS schemes, particularly at higher LTS levels and during long time simulations. An ideal numerical test validates the efficiency of the improved LTS models, revealing their capability to improve computational speed while preserving conservation properties and reducing accuracy loss as LTS levels increase. We further apply the LTS models to cross-scale simulations of storm surges in the Northwest Pacific. Results show that compared to the global time-stepping (GTS) models, the LTS models significantly boost computational speed by up to 37%, all while delivering equally reliable computational outcomes. With expanding high-resolution coastal data and the need for high-resolution modeling, the improved LTS models show great potential for cross-scale storm surge modeling.

Maximum-Principle-Preserving, Steady-State-Preserving and Large Time-Stepping High-Order Schemes for Scalar Hyperbolic Equations with Source Terms

Maximum-Principle-Preserving, Steady-State-Preserving and Large Time-Stepping High-Order Schemes for Scalar Hyperbolic Equations with Source Terms

A boundary element method of bidomain modeling for predicting cellular responses to electromagnetic fields

Objective. Commonly used cable equation approaches for simulating the effects of electromagnetic fields on excitable cells make several simplifying assumptions that could limit their predictive power. Bidomain or ‘whole’ finite element methods have been developed to fully couple cells and electric fields for more realistic neuron modeling. Here, we introduce a novel bidomain integral equation designed for determining the full electromagnetic coupling between stimulation devices and the intracellular, membrane, and extracellular regions of neurons. Approach. Our proposed boundary element formulation offers a solution to an integral equation that connects the device, tissue inhomogeneity, and cell membrane-induced E-fields. We solve this integral equation using first-order nodal elements and an unconditionally stable Crank–Nicholson time-stepping scheme. To validate and demonstrate our approach, we simulated cylindrical Hodgkin–Huxley axons and spherical cells in multiple brain stimulation scenarios. Main Results. Comparison studies show that a boundary element approach produces accurate results for both electric and magnetic stimulation. Unlike bidomain finite element methods, the bidomain boundary element method does not require volume meshes containing features at multiple scales. As a result, modeling cells, or tightly packed populations of cells, with microscale features embedded in a macroscale head model, is simplified, and the relative placement of devices and cells can be varied without the need to generate a new mesh. Significance. Device-induced electromagnetic fields are commonly used to modulate brain activity for research and therapeutic applications. Bidomain solvers allow for the full incorporation of realistic cell geometries, device E-fields, and neuron populations. Thus, multi-cell studies of advanced neuronal mechanisms would greatly benefit from the development of fast-bidomain solvers to ensure scalability and the practical execution of neural network simulations with realistic neuron morphologies.

MPSoC-Based Dynamic Adjustable Time-Stepping Scheme With Switch Event Oversampling Technique for Real-Time HIL Simulation of Power Converters

MPSoC-Based Dynamic Adjustable Time-Stepping Scheme With Switch Event Oversampling Technique for Real-Time HIL Simulation of Power Converters

Asymptotic-preserving gyrokinetic implicit particle-orbit integrator for arbitrary electromagnetic fields

We extend the asymptotic preserving and energy conserving time integrator for charged-particle motion developed in Ricketson and Chacón (2020) [36] to include finite Larmor-radius (FLR) effects in the presence of electric-field length-scales comparable to the particle gyro-radius (the gyro-kinetic limit). We introduce two modifications to the earlier scheme. The first is the explicit gyro-averaging of the electric field at the half time-step, along with an analogous modification to the current deposition, which we show preserves total energy conservation in implicit PIC schemes. The number of gyrophase samples is chosen adaptively, ensuring proper averaging for large timesteps and the recovery of full-orbit dynamics in the small time-step limit. The second modification is an alternating large and small time-step strategy that ensures the particle trajectory samples gyrophases evenly. We show that this strategy relaxes the time-step restrictions on the scheme, allowing even larger speed-ups than previously achievable. We demonstrate the new method with several single-particle motion tests in a variety of electromagnetic field configurations featuring gyro-scale variation in the electric field. The results demonstrate the advertised ability to capture FLR effects accurately even when significantly stepping over the gyration time-scale.