No Arabic abstract
In simulations of fluid motion time accuracy has proven to be elusive. We seek highly accurate methods with strong enough stability properties to deal with the richness of scales of many flows. These methods must also be easy to implement within current complex, possibly legacy codes. Herein we develop, analyze and test new time stepping methods addressing these two issues with the goal of accelerating the development of time accurate methods addressing the needs of applications. The new methods are created by introducing inexpensive pre-filtering and post-filtering steps to popular methods which have been implemented and tested within existing codes. We show that pre-filtering and post-filtering a multistep or multi-stage method results in new methods which have both multiple steps and stages: these are general linear methods (GLMs). We utilize the well studied properties of GLMs to understand the accuracy and stability of filtered method, and to design optimal new filters for popular time-stepping methods. We present several new embedded families of high accuracy methods with low cognitive complexity and excellent stability properties. Numerical tests of the methods are presented, including ones finding failure points of some methods. Among the new methods presented is a novel pair of alternating filters for the Implicit Euler method which induces a third order, A-stable, error inhibiting scheme which is shown to be particularly effective.
In this paper, we develop efficient and accurate algorithms for evaluating $varphi(A)$ and $varphi(A)b$, where $A$ is an $Ntimes N$ matrix, $b$ is an $N$ dimensional vector and $varphi$ is the function defined by $varphi(x)equivsumlimits^{infty}_{k=0}frac{z^k}{(1+k)!}$. Such matrix function (the so-called $varphi$-function) plays a key role in a class of numerical methods well-known as exponential integrators. The algorithms use the scaling and modified squaring procedure combined with truncated Taylor series. The backward error analysis is presented to find the optimal value of the scaling and the degree of the Taylor approximation. Some useful techniques are employed for reducing the computational cost. Numerical comparisons with state-of-the-art algorithms show that the algorithms perform well in both accuracy and efficiency.
This paper studies fixed-step convergence of implicit-explicit general linear methods. We focus on a subclass of schemes that is internally consistent, has high stage order, and favorable stability properties. Classical, index-1 differential algebraic equation, and singular perturbation convergence analyses results are given. For all these problems IMEX GLMs from the class of interest converge with the full theoretical orders under general assumptions. The convergence results require the time steps to be sufficiently small, with upper bounds that are independent on the stiffness of the problem.
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.
We introduce a hybrid method to couple continuous Galerkin finite element methods and high-order finite difference methods in a nonconforming multiblock fashion. The aim is to optimize computational efficiency when complex geometries are present. The proposed coupling technique requires minimal changes in the existing schemes while maintaining strict stability, accuracy, and energy conservation. Results are demonstrated on linear and nonlinear scalar conservation laws in two spatial dimensions.
We propose and study two second-order in time implicit-explicit (IMEX) methods for the coupled Stokes-Darcy system that governs flows in karst aquifers. The first is a combination of a second-order backward differentiation formula and the second-order Gears extrapolation approach. The second is a combination of the second-order Adams-Moulton and second-order Adams-Bashforth methods. Both algorithms only require the solution of two decoupled problems at each time step, one Stokes and the other Darcy. Hence, these schemes are very efficient and can be easily implemented using legacy codes. We establish the unconditional and uniform in time stability for both schemes. The uniform in time stability leads to uniform in time control of the error which is highly desirable for modeling physical processes, e.g., contaminant sequestration and release, that occur over very long time scales. Error estimates for fully-discretized schemes using finite element spatial discretizations are derived. Numerical examples are provided that illustrate the accuracy, efficiency, and long-time stability of the two schemes.