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Linearly first- and second-order, unconditionally energy stable schemes for the phase field crystal model
In this paper, we develop a series of linear, unconditionally energy stable numerical schemes for solving the classical phase field crystal model. The temporal discretizations are based on the first order Euler method, the second order backward differentiation formulas (BDF2) and the second order Crank–Nicolson method, respectively. The schemes lead to linear elliptic equations to be solved at each time step, and the induced linear systems are symmetric positive definite. We prove that all three schemes are unconditionally energy stable rigorously. Various classical numerical experiments in 2D and 3D are performed to validate the accuracy and efficiency of the proposed schemes.
Unconditionally energy stable time stepping scheme for Cahn–Morral equation: Application to multi-component spinodal decomposition and optimal space tiling
An unconditionally energy stable time stepping scheme is introduced to solve Cahn–Morral-like equations in the present study. It is constructed based on the combination of David Eyre's time stepping scheme and Schur complement approach. Although the presented method is general and independent of the choice of homogeneous free energy density function term, logarithmic and polynomial energy functions are specifically considered in this paper. The method is applied to study the spinodal decomposition in multi-component systems and optimal space tiling problems. A penalization strategy is developed, in the case of later problem, to avoid trivial solutions. Extensive numerical experiments demonstrate the success and performance of the presented method. According to the numerical results, the method is convergent and energy stable, independent of the choice of time stepsize. Its MATLAB implementation is included in the appendix for the numerical evaluation of algorithm and reproduction of the presented results. -- Highlights: •Extension of Eyre's convex–concave splitting scheme to multiphase systems. •Efficient solution of spinodal decomposition in multi-component systems. •Efficient solution of least perimeter periodic space partitioning problem. •Developing a penalization strategy to avoid trivial solutions. •Presentation of MATLAB implementation of the introduced algorithm.
New stability criteria for difference approximations of hyperbolic initial-boundary value problems
New convenient stability criteria are provided for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = Au sub x + Bu + f in the quarter plane x greater than or equal to 0, t greater than or equal to 0. The criteria are used to easily establish stability for numerous combinations of well known basic schemes and boundary conditions, thus generalizing many special cases studied in the recent literature. A number of examples are examined, including the unitary unconditionally stable Crank-Nicholson scheme and an almost-dissipative unconditionally stable backward Euler scheme.
A flexible nonlinear diffusion acceleration method for the S N transport equations discretized with discontinuous finite elements
This paper presents a flexible nonlinear diffusion acceleration (NDA) method that discretizes both the S N transport equation and the diffusion equation using the discontinuous finite element method (DFEM). The method is flexible in that the diffusion equation can be discretized on a coarser mesh with the only restriction that it is nested within the transport mesh and the FEM shape function orders of the two equations can be different. The consistency of the transport and diffusion solutions at convergence is defined by using a projection operator mapping the transport into the diffusion FEM space. The diffusion weak form is based on the modified incomplete interior penalty (MIP) diffusion DFEM discretization that is extended by volumetric drift, interior face, and boundary closure terms. In contrast to commonly used coarse mesh finite difference (CMFD) methods, the presented NDA method uses a full FEM discretized diffusion equation for acceleration. Suitable projection and prolongation operators arise naturally from the FEM framework. Via Fourier analysis and numerical experiments for a one-group, fixed source problem the following properties of the NDA method are established for structured quadrilateral meshes: (1) the presented method is unconditionally stable and effective in the presence of mild material heterogeneities if the same mesh and identical shape functions either of the bilinear or biquadratic type are used, (2) the NDA method remains unconditionally stable in the presence of strong heterogeneities, (3) the NDA method with bilinear elements extends the range of effectiveness and stability by a factor of two when compared to CMFD if a coarser diffusion mesh is selected. In addition, the method is tested for solving the C5G7 multigroup, eigenvalue problem using coarse and fine mesh acceleration. Finally, while NDA does not offer an advantage over CMFD for fine mesh acceleration, it reduces the iteration count required for convergence by almost a factor of two in the case of coarse mesh acceleration.
Crystal plasticity modeling of irradiation effects on flow stress in pure-iron and iron-copper alloys
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Group implicit concurrent algorithms in nonlinear structural dynamics
During the 70's and 80's, considerable effort was devoted to developing efficient and reliable time stepping procedures for transient structural analysis. Mathematically, the equations governing this type of problems are generally stiff, i.e., they exhibit a wide spectrum in the linear range. The algorithms best suited to this type of applications are those which accurately integrate the low frequency content of the response without necessitating the resolution of the high frequency modes. This means that the algorithms must be unconditionally stable, which in turn rules out explicit integration. The most exciting possibility in the algorithms development area in recent years has been the advent of parallel computers with multiprocessing capabilities. So, this work is mainly concerned with the development of parallel algorithms in the area of structural dynamics. A primary objective is to devise unconditionally stable and accurate time stepping procedures which lend themselves to an efficient implementation in concurrent machines. Some features of the new computer architecture are summarized. A brief survey of current efforts in the area is presented. A new class of concurrent procedures, or Group Implicit algorithms is introduced and analyzed. The numerical simulation shows that GI algorithms hold considerable promise for application in coarse grain as well as medium grain parallel computers.
Boundary Corrections for Kernel Approximation to Differential Operators
The kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same computational cost as an explicit finite difference scheme but can exhibit order reduction at boundaries. In previous work on periodic domains, order reduction was addressed, yielding high-order accuracy. The issue addressed in this work is the elimination of order reduction of the kernel-based approach for a more general set of boundary conditions. Further, we consider the case of both first and second order operators. To demonstrate the theory, we provide not only the mathematical proofs but also experimental results by applying various boundary conditions to different types of equations. The results agree with the theory, demonstrating a systematic path to high order for kernel-based methods on bounded domains.
Exactly energy conserving semi-implicit particle in cell formulation
We report a new particle in cell (PIC) method based on the semi-implicit approach. The novelty of the new method is that unlike any of its semi-implicit predecessors at the same time it retains the explicit computational cycle and conserves energy exactly. Recent research has presented fully implicit methods where energy conservation is obtained as part of a non-linear iteration procedure. The new method (referred to as Energy Conserving Semi-Implicit Method, ECSIM), instead, does not require any non-linear iteration and its computational cycle is similar to that of explicit PIC. The properties of the new method are: i) it conserves energy exactly to round-off for any time step or grid spacing; ii) it is unconditionally stable in time, freeing the user from the need to resolve the electron plasma frequency and allowing the user to select any desired time step; iii) it eliminates the constraint of the finite grid instability, allowing the user to select any desired resolution without being forced to resolve the Debye length; iv) the particle mover has a computational complexity identical to that of the explicit PIC, only the field solver has an increased computational cost. The new ECSIM is tested in a number of benchmarks where accuracy and computational performance are tested. - Highlights: • We present a new fully energy conserving semi-implicit particle in cell (PIC) method based on the implicit moment method (IMM). The new method is called Energy Conserving Implicit Moment Method (ECIMM). • The novelty of the new method is that unlike any of its predecessors at the same time it retains the explicit computational cycle and conserves energy exactly. • The new method is unconditionally stable in time, freeing the user from the need to resolve the electron plasma frequency. • The new method eliminates the constraint of the finite grid instability, allowing the user to select any desired resolution without being forced to resolve the Debye length. • These features are achieved at a reduced cost compared with either previous IMM or fully implicit implementation of PIC.
High order unconditionally energy stable RKDG schemes for the Swift–Hohenberg equation
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Stable numerical solutions of the reactor kinetics equations.
Solution of reactor kinetics equation numerically unconditionally stable for all values of reactivity or integration step size
A High-Order Nonlinear Diffusion Acceleration for the SN Equations Discretized with the Discontinuous FEM I: Theory and Numerical Results
Recently, nonlinear diffusion acceleration (NDA) methods have received widespread attention in the radiation transport community because of their inherent efficiency (Willert 2014, Wang 2014, Park 2012). However, NDA is in general only conditionally stable \cite{Larsen2014}, while diffusion synthetic acceleration methods (DSA) are unconditionally stable if suitable discretization methods for the transport and diffusion systems are chosen \cite{Larsen1982}. The presented work introduces a new generalized NDA method for solving the transport equation discretized with $S_N$ (discrete ordinates) and discontinuous Finite Elements. In contrast to common coarse-mesh finite difference methods (CMFD), where the diffusion system is discretized using constant shape functions, the presented NDA method discretizes the diffusion system using the same (higher order) finite element basis functions as those for the transport system. This paper focuses on the solution of the steady-state transport equation with the low-order diffusion equation employing the same mesh and the same spatial shape functions, but the NDA methods currently under development for the Rattle$S_N$ake radiation transport solver\cite{Wang2013} based on the MOOSE\cite{Gaston2009} framework is more general: it allows for the diffusion system to be discretized using an arbitrary group structure and arbitrary mesh nested in their $S_N$ system counterparts, and arbitrary combinations of FEM basis functions.
High-order partitioned spectral deferred correction solvers for multiphysics problems
We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1], [2], which used implicit-explicit Runge-Kutta methods (IMEX) to build high-order, partitioned multiphysics solvers. We consider a generic multiphysics problem modeled as a system of coupled ordinary differential equations (ODEs), coupled through coupling terms that can depend on the state of each subsystem; therefore the method applies to both a semi-discretized system of partial differential equations (PDEs) or problems naturally modeled as coupled systems of ODEs. The sufficient conditions to build arbitrarily high-order partitioned SDC schemes are derived. Based on these conditions, various of partitioned SDC schemes are designed. The stability of the first-order partitioned SDC scheme is analyzed in detail on a coupled, linear model problem. We show that the scheme is conditionally stable, and under conditions on the coupling strength, the scheme can be unconditionally stable. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems with moderate coupling strength. They include a stiff linear system of ODEs, advection-diffusion-reaction systems, and fluid-structure interaction problems with both incompressible and compressible flows, where we verify the design order of the SDC schemes and study various stability properties. We also directly compare the accuracy, stability, and cost of the proposed partitioned SDC solver with the partitioned IMEX method in [1], [2] on this suite of test problems. The results suggest that the high-order partitioned SDC solvers are more robust than the partitioned IMEX solvers for the numerical examples considered in this work, while the IMEX methods require fewer implicit solves.
Alternating direction implicit methods for parabolic equations with a mixed derivative
Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A sub 0-stable linear two-step methods in conjunction with the method of approximation factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A sub 0-stable method. The parameter space for which the resulting ADI schemes are second order accurate and unconditionally stable is determined. Some numerical examples are given.
Multigrid Acceleration of Time-Accurate Navier-Stokes Calculations
A numerical scheme to solve the unsteady Navier-Stokes equations is described. The scheme is fully implicit in time and is unconditionally stable (at least for first- and second-order discretizations of the physical time derivatives). With unconditional stability, the choice of the time step is based on the physical phenomena to be resolved rather than limited by numerical stability. This is especially important for high Reynolds number viscous flows, where the spatial variation of grid cell size can be as much as six orders of magnitude. A multigrid-multiblock, steady-state, three-dimensional Navier-Stokes solver, TLNS3D, was modified to iteratively invert the equations at each physical time step. The implementation of this procedure in TLNS3D is discussed. The implications of applying several popular turbulence models to unsteady flow are also considered. Numerical results are presented to show the application of the scheme to various two-dimensional turbulent flows. The results of a three-dimensional laminar flow calculation are also given.
Alternating direction implicit methods for parabolic equations with a mixed derivative
Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A(0)-stable linear two-step methods in conjunction with the method of approximate factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A(0)-stable method. The parameter space for which the resulting ADI schemes are second-order accurate and unconditionally stable is determined. Some numerical examples are given.
Multigrid Methods for Fully Implicit Oil Reservoir Simulation
In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.