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Semi-implicit finite-difference method with predictor-corrector algorithm for solution of diffusion equation with nonlinear terms

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 Added by Vladimir Lipp
 Publication date 2015
  fields Physics
and research's language is English




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We present a finite-difference integration algorithm for solution of a system of differential equations containing a diffusion equation with nonlinear terms. The approach is based on Crank-Nicolson method with predictor-corrector algorithm and provides high stability and precision. Using a specific example of short-pulse laser interaction with semiconductors, we give a detailed description of the method and apply it for the solution of the corresponding system of differential equations, one of which is a nonlinear diffusion equation. The calculated dynamics of the energy density and the number density of photoexcited free carriers upon the absorption of laser energy are presented for the irradiated thin silicon film. The energy conservation within 0.2% has been achieved for the time step $10^4$ times larger than that in case of the explicit scheme, for the chosen numerical setup. We also present a few examples of successful application of the method demonstrating its benefits for the theoretical studies of laser-matter interaction problems.



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A monolithic coupling between the material point method (MPM) and the finite element method (FEM) is presented. The MPM formulation described is implicit, and the exchange of information between particles and background grid is minimized. The reduced information transfer from the particles to the grid improves the stability of the method. Once the residual is assembled, the system matrix is obtained by means of automatic differentiation. In such a way, no explicit computation is required and the implementation is considerably simplified. When MPM is coupled with FEM, the MPM background grid is attached to the FEM body and the coupling is monolithic. With this strategy, no MPM particle can penetrate a FEM element, and the need for computationally expensive contact search algorithms used by existing coupling procedures is eliminated. The coupled system can be assembled with a single assembly procedure carried out element by element in a FEM fashion. Numerical results are reported to display the performances and advantages of the methods here discussed.
A new implicit BGK collision model using a semi-Lagrangian approach is proposed in this paper. Unlike existing models, in which the implicit BGK collision is resolved either by a temporal extrapolation or by a variable transformation, the new model removes the implicitness by tracing the particle distribution functions (PDFs) back in time along their characteristic paths during the collision process. An interpolation scheme is needed to evaluate the PDFs at the traced-back locations. By using the first-order interpolation, the resulting model allows for the straightforward replacement of ${f_{alpha}}^{eq,n+1}$ by ${f_{alpha}}^{eq,n}$ no matter where it appears. After comparing the new model with the existing models under different numerical conditions (e.g. different flux schemes and time marching schemes) and using the new model to successfully modify the variable transformation technique, three conclusions can be drawn. First, the new model can improve the accuracy by almost an order of magnitude. Second, it can slightly reduce the computational cost. Therefore, the new scheme improves accuracy without extra cost. Finally, the new model can significantly improve the ${Delta}t/{tau}$ limit compared to the temporal interpolation model while having the same ${Delta}t/{tau}$ limit as the variable transformation approach. The new scheme with a second-order interpolation is also developed and tested; however, that technique displays no advantage over the simple first-order interpolation approach. Both numerical and theoretical analyses are also provided to explain why the new implicit scheme with simple first-order interpolation can outperform the same scheme with second-order interpolation, as well as the existing temporal extrapolation and variable transformation schemes.
The explicit semi-Lagrangian method method for solution of Lagrangian transport equations as developed in [Natarajan and Jacobs, Computer and Fluids, 2020] is adopted for the solution of stochastic differential equations that is consistent with Discontinuous Spectral Element Method (DSEM) approximations of Eulerian conservation laws. The method extends the favorable properties of DSEM that include its high-order accuracy, its local and boundary fitted properties and its high performance on parallel platforms for the concurrent Monte-Carlo, semi-Lagrangian and Eulerian solution of a class of time-dependent problems that can be described by coupled Eulerian-Lagrangian formulations. The semi-Lagrangian method seeds particles at Gauss quadrature collocation nodes within a spectral element. The particles are integrated explicitly in time according to a drift velocity and a Wiener increment forcing and form the nodal basis for an advected interpolant. This interpolant is mapped back in a semi-Lagrangian fashion to the Gauss quadrature points through a least squares fit using constraints for element boundary values. Stochastic Monte-Carlo samples are averaged element-wise on the quadrature nodes. The stable explicit time step Wiener increment is sufficiently small to prevent particles from leaving the elements bounds. The semi-Lagrangian method is hence local and parallel and does not have the grid complexity, and parallelization challenges of the commonly used Lagrangian particle solvers in particle-mesh methods for solution of Eulerian-Lagrangian formulations. Formal proof is presented that the semi-Lagrangian algorithm evolves the solution according to the Eulerian Fokker-Planck equation. Numerical tests in one and two dimensions for drift-diffusion problems show that the method converges exponentially for constant and non-constant advection and diffusion velocities.
201 - Yifei Sun , Jingrun Chen , Rui Du 2021
Magnetization dynamics in magnetic materials is modeled by the Landau-Lifshitz-Gilbert (LLG) equation. In the LLG equation, the length of magnetization is conserved and the system energy is dissipative. Implicit and semi-implicit schemes have been used in micromagnetics simulations due to their unconditional numerical stability. In more details, implicit schemes preserve the properties of the LLG equation, but solve a nonlinear system of equations per time step. In contrast, semi-implicit schemes only solve a linear system of equations, while additional operations are needed to preserve the length of magnetization. It still remains unclear which one shall be used if both implicit and semi-implicit schemes are available. In this work, using the implicit Crank-Nicolson (ICN) scheme as a benchmark, we propose to make this implicit scheme semi-implicit. It can be proved that both schemes are second-order accurate in space and time. For the unique solvability of nonlinear systems of equations in the ICN scheme, we require that the temporal step size scales quadratically with the spatial mesh size. It is numerically verified that the convergence of the nonlinear solver becomes slower for larger temporal step size and multiple magnetization profiles are obtained for different initial guesses. The linear systems of equations in the semi-implicit CN (SICN) scheme are unconditionally uniquely solvable, and the condition that the temporal step size scales linearly with the spatial mesh size is needed in the convergence of the SICN scheme. In terms of numerical efficiency, the SICN scheme achieves the same accuracy as the ICN scheme with less computational time. Based on these results, we conclude that a semi-implicit scheme is superior to its implicit analog both theoretically and numerically, and we recommend the semi-implicit scheme in micromagnetics simulations if both methods are available.
The recently developed energy conserving semi-implicit method (ECsim) for PIC simulation is applied to multiple scale problems where the electron-scale physics needs to be only partially retained and the interest is on the macroscopic or ion-scale processes. Unlike hybrid methods, the ECsim is capable of providing kinetic electron information, such as wave-electron interaction (Landau damping or cyclotron resonance) and non-Maxwellian electron velocity distributions. However, like hybrid, the ECsim does not need to resolve all electron scales, allowing time steps and grid spacing orders of magnitude larger than in explicit PIC schemes. The additional advantage of the ECsim is that the stability at large scale is obtained while conserving energy exactly. Three examples are presented: ion acoustic waves, electron acoustic instability and reconnection processes.
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