No Arabic abstract
In this paper, we propose and analyze a first-order and a second-order time-stepping schemes for the anisotropic phase-field dendritic crystal growth model. The proposed schemes are based on an auxiliary variable approach for the Allen-Cahn equation and delicate treatment of the terms coupling the Allen-Cahn equation and temperature equation. The idea of the former is to introduce suitable auxiliary variables to facilitate construction of high order stable schemes for a large class of gradient flows. We propose a new technique to treat the coupling terms involved in the crystal growth model and introduce suitable stabilization terms to result in totally decoupled schemes, which satisfy a discrete energy law without affecting the convergence order. A delicate implementation demonstrates that the proposed schemes can be realized in a very efficient way. That is, it only requires solving four linear elliptic equations and a simple algebraic equation at each time step. A detailed comparison with existing schemes is given, and the advantage of the new schemes are emphasized. As far as we know this is the first second-order scheme that is totally decoupled, linear, unconditionally stable for the dendritic crystal growth model with variable mobility parameter.
This article is concerned with the discretisation of the Stokes equations on time-dependent domains in an Eulerian coordinate framework. Our work can be seen as an extension of a recent paper by Lehrenfeld & Olshanskii [ESAIM: M2AN, 53(2):585-614, 2019], where BDF-type time-stepping schemes are studied for a parabolic equation on moving domains. For space discretisation, a geometrically unfitted finite element discretisation is applied in combination with Nitsches method to impose boundary conditions. Physically undefined values of the solution at previous time-steps are extended implicitly by means of so-called ghost penalty stabilisations. We derive a complete a priori error analysis of the discretisation error in space and time, including optimal $L^2(L^2)$-norm error bounds for the velocities. Finally, the theoretical results are substantiated with numerical examples.
The Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions (PNP-FBV) describe ion transport with Faradaic reactions, and have applications in a number of fields. In this article, we develop an adaptive time-stepping scheme for the solution of the PNP-FBV equations based on two time-stepping methods: a fully implicit (BDF2) method, and an implicit-explicit (SBDF2) method. We present simulations under both current and voltage boundary conditions and demonstrate the ability to simulate a large range of parameters, including any value of the singular perturbation parameter $epsilon$. When the underlying dynamics is one that would have the solutions converge to a steady-state solution, we observe that the adaptive time-stepper based on the SBDF2 method produces solutions that ``nearly converge to the steady state and that, simultaneously, the time-step sizes stabilize to a limiting size $dt_infty$. In the companion to this article cite{YPD_Part2}, we linearize the SBDF2 scheme about the steady-state solution and demonstrate that the linearized scheme is conditionally stable. This conditional stability is the cause of the adaptive time-steppers behaviour. While the adaptive time-stepper based on the fully-implicit (BDF2) method is not subject to such time-step constraints, the required nonlinear solve yields run times that are significantly longer.
In this paper we present two unconditionally energy stable finite difference schemes for the Modified Phase Field Crystal (MPFC) equation, a sixth-order nonlinear damped wave equation, of which the purely parabolic Phase Field Crystal (PFC) model can be viewed as a special case. The first is a convex splitting scheme based on an appropriate decomposition of the discrete energy and is first order accurate in time and second order accurate in space. The second is a new, fully second-order scheme that also respects the convex splitting of the energy. Both schemes are nonlinear but may be formulated from the gradients of strictly convex, coercive functionals. Thus, both are uniquely solvable regardless of the time and space step sizes. The schemes are solved by efficient nonlinear multigrid methods. Numerical results are presented demonstrating the accuracy, energy stability, efficiency, and practical utility of the schemes. In particular, we show that our multigrid solvers enjoy optimal, or nearly optimal complexity in the solution of the nonlinear schemes.
Simulation of complex dynamical systems arising in many applications is computationally challenging due to their size and complexity. Model order reduction, machine learning, and other types of surrogate modeling techniques offer cheaper and simpler ways to describe the dynamics of these systems, but are inexact and introduce additional approximation errors. In order to overcome the computational difficulties of the full complex models, on one hand, and the limitations of surrogate models, on the other, this work proposes a new accelerated time-stepping strategy that combines information from both. This approach is based on the multirate infinitesimal general-structure additive Runge-Kutta (MRI-GARK) framework. The inexpensive surrogate model is integrated with a small timestep to guide the solution trajectory, and the full model is treated with a large timestep to occasionally correct for the surrogate model error and ensure convergence. We provide a theoretical error analysis, and several numerical experiments, to show that this approach can be significantly more efficient than using only the full or only the surrogate model for the integration.
In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for this type of equations. The unconditional stability is proved through establishing a discrete nonlocal free energy dispassion law, which is also true for the continuous problem. The main idea used in the analysis is to split the time fractional derivative into two parts: a local part and a history part, which are discretized by the well known L1, L1-CN, and $L1^{+}$-CN schemes. Then an extended auxiliary variable approach is used to deal with the nonlinear and history term. The main contributions of the paper are: First, it is found that the time fractional Allen-Chan equation is a dissipative system related to a nonlocal free energy. Second, we construct efficient time stepping schemes satisfying the same dissipation law at the discrete level. In particular, we prove that the proposed schemes are unconditionally stable for quite general meshes. Finally, the efficiency of the proposed method is verified by a series of numerical experiments.