We propose two linearly implicit energy-preserving schemes for the complex modified Korteweg–de Vries equation, based on the invariant energy quadratization method. First, a new variable is introduced and a new Hamiltonian system is constructed for this equation. Then the Fourier pseudospectral method is used for the space discretization and the Crank–Nicolson leap-frog schemes for the time discretization. The proposed schemes are linearly implicit, which is only needed to solve a linear system at each time step. The fully discrete schemes can be shown to conserve both mass and energy in the discrete setting. Some numerical examples are also presented to validate the effectiveness of the proposed schemes.

In this paper, we study an exponential time differencing method for solving the gauge system of incompressible viscous flows governed by Stokes or Navier-Stokes equations. The momentum equation is decoupled from the kinematic equation at a discrete level and is then solved by exponential time stepping multistep schemes in our approach. We analyze the stability of the proposed method and rigorously prove that the first order exponential time differencing scheme is unconditionally stable for the Stokes problem. We also present a compact representation of the algorithm for problems on rectangular domains, which makes FFT-based solvers available for the resulting fully discretized system. Various numerical experiments in two and three dimensional spaces are carried out to demonstrate the accuracy and stability of the proposed method.

In this paper, a new numerical scheme for the time dependent Ginzburg-Landau (GL) equations under the Lorentz gauge is proposed. We first rewrite the original GL equations into a new mixed formulation, which consists of three parabolic equations for the order parameter ψ, the magnetic field σ=curlA, the electric potential θ=divA and a vector ordinary differential equation for the magnetic potential A, respectively. Then, an efficient fully linearized backward Euler finite element method (FEM) is proposed for the mixed GL system, where conventional Lagrange element method is used in spatial discretization. The new approach offers many advantages on both accuracy and efficiency over existing methods for the GL equations under the Lorentz gauge. Three physical variables ψ, σ and θ can be solved accurately and directly. More importantly, the new approach is well suitable for non-convex superconductors. We present a set of numerical examples to confirm these advantages.

We analyze in this paper the pressure splitting scheme of a partitioned semi-implicit coupling algorithm for fluid-structure interaction (FSI) simulation. The semi-implicit coupling algorithm is developed on the ground of the artificial compressibility characteristic-based split (AC-CBS) scheme that serves not only for the fluid subsystem but also for the global FSI system. As the dual-time stepping procedure recommended for quasi-incompressible flows is incorporated into the implicit coupling stage, the fluctuating pressure may be unusually susceptible to the AC coefficient. Moreover, it is not trivial to devise an optimal AC formulation for pressure estimation. Instead, we consider a stabilized second-order pressure splitting scheme in the AC-CBS-based partitioned semi-implicit coupling algorithm. Computer simulation of a benchmark FSI experiment demonstrates that good agreement is exposed between the available and present data.

In this paper we develop explicit fast exponential Runge-Kutta methods for the numerical solutions of a class of parabolic equations. By incorporating the linear splitting technique into the explicit exponential Runge-Kutta schemes, we are able to greatly improve the numerical stability. The proposed numerical methods could be fast implemented through use of decompositions of compact spatial difference operators on a regular mesh together with discrete fast Fourier transform techniques. The exponential Runge-Kutta schemes are easy to be adopted in adaptive temporal approximations with variable time step sizes, as well as applied to stiff nonlinearity and boundary conditions of different types. Linear stabilities of the proposed schemes and their comparison with other schemes are presented. We also numerically demonstrate accuracy, stability and robustness of the proposed method through some typical model problems.

The goal of this work is to construct and study hybrid and multiplicative two-level overlapping Schwarz algorithms with standard coarse spaces for the almost incompressible linear elasticity and Stokes systems, discretized by mixed finite and spectral element methods with discontinuous pressures. Two different approaches are considered to solve the resulting saddle point systems: a) a preconditioned conjugate gradient (PCG) method applied to the symmetric positive definite reformulation of the almost incompressible linear elasticity system obtained by eliminating the pressure unknowns; b) a GMRES method with indefinite overlapping Schwarz preconditioner applied directly to the saddle point formulation of both the elasticity and Stokes systems. Condition number estimates and convergence properties of the proposed hybrid and multiplicative overlapping Schwarz algorithms are proven for the positive definite reformulation of almost incompressible elasticity. These results are based on our previous study [8] where only additive Schwarz preconditioners were considered for almost incompressible elasticity. Extensive numerical experiments with both finite and spectral elements show that the proposed overlapping Schwarz preconditioners are scalable, quasi-optimal in the number of unknowns across individual subdomains and robust with respect to discontinuities of the material parameters across subdomains interfaces. The results indicate that the proposed preconditioners retain a good performance also when the quasi-monotonicity assumption, required by the available theory, does not hold.

Implicit time integration schemes are popular because their relaxed stability constraints can result in better computational efficiency. For time-accurate unsteady simulations, it has been well recognized that the inherent dispersion and dissipation errors of implicit Runge-Kutta schemes will reduce the computational accuracy for large time steps. Yet for steady state simulations using the time-dependent governing equations, these errors are often overlooked because the intermediate solutions are of less interest. Based on the model equation dy/dt=(μ+iλ)y of scalar convection diffusion systems, this study examines the stability limits, dispersion and dissipation errors of four diagonally implicit Runge-Kutta-type schemes on the complex (μ+iλ)Δt plane. Through numerical experiments, it is shown that, as the time steps increase, the A-stable implicit schemes may not always have reduced CPU time and the computations may not always remain stable, due to the inherent dispersion and dissipation errors of the implicit Runge-Kutta schemes. The dissipation errors may decelerate the convergence rate, and the dispersion errors may cause large oscillations of the numerical solutions. These errors, especially those of high wavenumber components, grow at large time steps. They lead to difficulty in the convergence of the numerical computations, and result in increasing CPU time or even unstable computations as the time step increases. It is concluded that an optimal implicit time integration scheme for steady state simulations should have high dissipation and low dispersion.

In the first part, we study the convergence of discrete solutions to splitting schemes for two-phase flow with different mass densities suggested in [Guillen-Gonzalez, Tierra, J.Comput.Math. (6)2014]. They have been formulated for the diffuse interface model in [Abels, Garcke, Grün, M3AS, 2012, DOI:10.1142/S0218202511500138] which is consistent with thermodynamics. Our technique covers various discretization methods for phase-field energies, ranging from convex-concave splitting to difference quotient approaches for the double-well potential. In the second part of the paper, numerical experiments are presented in two space dimensions to identify discretizations of Cahn-Hilliard energies which are ϕ-stable and which do not reduce the acceleration of falling droplets. Finally, 3d simulations in axial symmetric geometries are shown to underline even more the full practicality of the approach.

A high-order finite difference scheme has been developed to approximate the spatial derivative terms present in the unsteady Poisson-Nernst-Planck (PNP) equations and incompressible Navier-Stokes (NS) equations. Near the wall the sharp solution profiles are resolved by using the combined compact difference (CCD) scheme developed in five-point stencil. This CCD scheme has a sixth-order accuracy for the second-order derivative terms while a seventh-order accuracy for the first-order derivative terms. PNP-NS equations have been also transformed to the curvilinear coordinate system to study the effects of channel shapes on the development of electroos-motic flow. In this study, the developed scheme has been analyzed rigorously through the modified equation analysis. In addition, the developed method has been computationally verified through four problems which are amenable to their own exact solutions. The electroosmotic flow details in planar and wavy channels have been explored with the emphasis on the formation of Coulomb force. Significance of different forces resulting from the pressure gradient, diffusion and Coulomb origins on the convective electroosmotic flow motion is also investigated in detail.

Discontinuous Galerkin (DG) and matrix-free finite element methods with a novel projective pressure estimation are combined to enable the numerical modeling of magma dynamics in 2D and 3D using the library deal.II. The physical model is an advection-reaction type system consisting of two hyperbolic equations to evolve porosity and soluble mineral abundance at local chemical equilibrium and one elliptic equation to recover global pressure. A combination of a discontinuous Galerkin method for the advection equations and a finite element method for the elliptic equation provide a robust and efficient solution to the channel regime problems of the physical system in 3D. A projective and adaptively applied pressure estimation is employed to significantly reduce the computational wall time without impacting the overall physical reliability in the modeling of important features of melt segregation, such as melt channel bifurcation in 2D and 3D time dependent simulations.

In this paper, we propose a multigrid algorithm based on the full approximate scheme for solving the membrane constrained obstacle problems and the minimal surface obstacle problems in the formulations of HJB equations. A Newton-Gauss-Seidel (NGS) method is used as smoother. A Galerkin coarse grid operator is proposed for the membrane constrained obstacle problem. Comparing with standard FAS with the direct discretization coarse grid operator, the FAS with the proposed operator converges faster. A special prolongation operator is used to interpolate functions accurately from the coarse grid to the fine grid at the boundary between the active and inactive sets. We will demonstrate the fast convergence of the proposed multigrid method for solving two model obstacle problems and compare the results with other multigrid methods.

Sparse grids have become a versatile tool for a vast range of applications reaching from interpolation and numerical quadrature to data-driven problems and uncertainty quantification. We review four selected real-world applications of sparse grids: financial product pricing with the Black-Scholes model, interactive exploration of simulation data with sparse-grid-based surrogate models, analysis of simulation data through sparse grid data mining methods, and stability investigations of plasma turbulence simulations.

A computational fluid dynamics solver based on homogeneous cavitation model is employed to compute the two-phase cavitating flow. The model treats the two-phase regime as the homogeneous mixture of liquid and vapour which are locally assumed to be under both kinetic and thermodynamic equilibrium. As our focus is on pressure wave formation, propagation and its impact on cavitation bubble, the compressibility effects of liquid water have to be accounted for and hence the flow is considered to be compressible. The cavitating flow disturbed by the introduced pressure wave is simulated to investigate the unsteady features of cavitation due to the external perturbations. It is observed that the cavity becomes unstable, locally experiencing deformation or collapse, which depends on the shock wave intensity and freestream flow speed.

We study the computation of ground states and time dependent solutions of the Schrödinger-Poisson system (SPS) on a bounded domain in 2D (i.e. in two space dimensions). On a disc-shaped domain, we derive exact artificial boundary conditions for the Poisson potential based on truncated Fourier series expansion in θ, and propose a second order finite difference scheme to solve the r-variable ODEs of the Fourier coefficients. The Poisson potential can be solved within (MNlogN) arithmetic operations where M,N are the number of grid points in r-direction and the Fourier bases. Combined with the Poisson solver, a backward Euler and a semi-implicit/leap-frog method are proposed to compute the ground state and dynamics respectively. Numerical results are shown to confirm the accuracy and efficiency. Also we make it clear that backward Euler sine pseudospectral (BESP) method in [33] can not be applied to 2D SPS simulation.

We study the simulation of specular reflection in a level set method implementation for wavefront propagation in high frequency acoustics using WENO spatial operators. To implement WENO efficiently and maintain convergence rate, a rectangular grid is used over the physical space. When the physical domain does not conform to the rectangular grid, appropriate boundary conditions to represent reflection must be derived to apply at grid locations that are not coincident with the reflecting boundary. A related problem is the extraction of the normal vectors to the boundary, which are required to formulate the reflection condition. A separate level set method is applied to pre-compute the boundary normals which are then stored for use in the wavefront method. Two approaches to handling the reflection boundary condition are proposed and studied: one uses an approximation to the boundary location, and the other uses a local reflection principle. The second method is shown to produce superior results.

A numerical method based on a homogeneous single-phase flow model is presented to simulate the interaction between pressure wave and flow cavitation. To account for compressibility effects of liquid water, cavitating flow is assumed to be compressible and governed by time-dependent Euler equations with proper equation of state (EOS). The isentropic one-fluid formulation is employed to model the cavitation inception and evolution, while pure liquid phase is modeled by Tait equation of state. Because of large stiffness of Tait EOS and great variation of sound speed in flow field, some of conventional compressible gasdynamics solvers are unstable and even not applicable when extended to calculation of flow cavitation. To overcome the difficulties, a Godunov-type, cell-centered finite volume method is generalized to numerically integrate the governing equations on triangular mesh. The boundary is treated specially to ensure stability of the approach. The method proves to be stable, robust, accurate, time-efficient and oscillation-free.

Novel numerical experiments are designed to investigate unsteady dynamics of the cavitating flow impacted by pressure wave, which is of great interest in engineering applications but has not been studied systematically so far. Numerical simulation indicates that cavity over cylinder can be induced to collapse if the object is accelerated suddenly and extremely high pressure pulse results almost instantaneously. This, however, may be avoided by changing the traveling speed smoothly. The accompanying huge pressure increase may damage underwater devices. However, cavity formed at relatively high upstream speed may be less distorted or affected by shock wave and can recover fully from the initial deformation. It is observed that the cavitating flow starting from a higher freestream velocity is more stable and more resilient with respect to perturbation than the flow with lower background speed. These findings may shed some light on how to control cavitation development to avoid possible damage to operating devices.

We study compact finite difference methods for the Schrodinger-Poisson equation in a bounded domain and establish their optimal error estimates under proper regularity assumptions on wave function and external potential V(x). The Crank-Nicolson compact finite difference method and the semi-implicit compact finite difference method are both of order Ҩ(h4 + τ2) in discrete l2,H1 and l∞ norms with mesh size h and time step t. For the errors ofcompact finite difference approximation to the second derivative andPoisson potential are nonlocal, thus besides the standard energy method and mathematical induction method, the key technique in analysisis to estimate the nonlocal approximation errors in discrete l∞ and H1 norm by discrete maximum principle of elliptic equation and properties of some related matrix. Also some useful inequalities are established in this paper. Finally, extensive numerical re-sults are reported to support our error estimates of the numerical methods.

A fully implicit numerical method, based upon a combination of adaptively refined hierarchical meshes and geometric multigrid, is presented for the simulation of binary alloy solidification in three space dimensions. The computational techniques are presented for a particular mathematical model, based upon the phase-field approach, however their applicability is of greater generality than for the specific phase-field model used here. In particular, an implicit second order time discretization is combined with the use of second order spatial differences to yield a large nonlinear system of algebraic equations as each time step. It is demonstrated that these equations may be solved reliably and efficiently through the use of a nonlinear multigrid scheme for locally refined grids. In effect this paper presents an extension of earlier research in two space dimensions (J. Comput. Phys., 225 (2007), pp. 1271-1287) to fully three-dimensional problems. This extension is validated against earlier two-dimensional results and against some of the limited results available in three dimensions, obtained using an explicit scheme. The efficiency of the implicit approach and the multigrid solver are then demonstrated and some sample computational results for the simulation of the growth of dendrite structures are presented.

An algorithm for computing wavefronts, based on the high frequency approximation to the wave equation, is presented. This technique applies the level set method to underwater acoustic wavefront propagation in the time domain. The level set method allows for computation of the acoustic phase function using established numerical techniques to solve a first order transport equation to a desired order of accuracy. Traditional methods for solving the eikonal equation directly on a fixed grid limit one to only the first arrivals, so these approaches are not useful when multi-path propagation is present. Applying the level set model to the problem allows for the time domain computation of the phase function on a fixed grid, without having to restrict to first arrival times. The implementation presented has no restrictions on range dependence or direction of travel, and offers improved efficiency over solving the full wave equation which under the high frequency assumption requires a large number of grid points to resolve the highly oscillatory solutions. Boundary conditions are discussed, and an approach is suggested for producing good results in the presence of boundary reflections. An efficient method to compute the amplitude from the level set method solutions is also presented. Comparisons to analytical solutions are presented where available, and numerical results are validated by comparing results with exact solutions where available, a full wave equation solver, and with wavefronts extracted from ray tracing software.