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Space-Time Finite Element Tensor Network Approach for the Time-Dependent Convection–Diffusion–Reaction Equation with Variable Coefficients

In this paper, we present a new space-time Galerkin-like method, where we treat the discretization of spatial and temporal domains simultaneously. This method utilizes a mixed formulation of the tensor-train (TT) and quantized tensor-train (QTT) (please see Section Tensor-Train Decomposition), designed for the finite element discretization (Q1-FEM) of the time-dependent convection–diffusion–reaction (CDR) equation. We reformulate the assembly process of the finite element discretized CDR to enhance its compatibility with tensor operations and introduce a low-rank tensor structure for the finite element operators. Recognizing the banded structure inherent in the finite element framework’s discrete operators, we further exploit the QTT format of the CDR to achieve greater speed and compression. Additionally, we present a comprehensive approach for integrating variable coefficients of CDR into the global discrete operators within the TT/QTT framework. The effectiveness of the proposed method, in terms of memory efficiency and computational complexity, is demonstrated through a series of numerical experiments, including a semi-linear example.

convection–diffusion–reaction equation↗

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one- dimensional convection-diffusion-reaction (CDR) equations. Accuracy, stability, conservation, and dense-output are first considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, (N = 2), additive Runge-Kutta (ARK(sub 2)) methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms of the partitioned method are of equal order to those of the elemental methods. Derived ARK(sub 2) methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z['] yields -infinity, and retain high stability efficiency in the absence of stiffness, z['] yield 0. Extrapolation-type stage- value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK(sub 2) error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK(sub 2) methods.

Kennedy, Christopher A.↗

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one-dimensional convection-diffusion-reaction (CDR) equations. First, accuracy, stability, conservation, and dense output are considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, N = 2, additive Runge-Kutta ARK2 methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms are of equal order to those of the elemental methods. Derived ARK2 methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z(exp [I]) goes to infinity, and retain high stability efficiency in the absence of stiffness, z(exp [I]) goes to zero. Extrapolation-type stage-value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK2 error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK2 methods while offering error control and stage-value predictors.

Kennedy, Christopher A.↗

Tensor Network Space-Time Spectral Collocation Method for Time-Dependent Convection-Diffusion-Reaction Equations

Emerging tensor network techniques for solutions of partial differential equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultra-fast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for the solution of the time-dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time-dependent PDEs often used finite difference for time, and a spectral scheme for the spatial dimensions, which led to a slow linear convergence. Spectral collocation space-time methods show exponential convergence; however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach, as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to a very high compression of linear operators from terabytes to kilobytes in TT-format, and a speedup of tens of thousands of times when compared to a full-grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions.

97 MATHEMATICS AND COMPUTING↗

An asymptotic induced numerical method for the convection-diffusion-reaction equation

A parallel algorithm for the efficient solution of a time dependent reaction convection diffusion equation with small parameter on the diffusion term is presented. The method is based on a domain decomposition that is dictated by singular perturbation analysis. The analysis is used to determine regions where certain reduced equations may be solved in place of the full equation. Parallelism is evident at two levels. Domain decomposition provides parallelism at the highest level, and within each domain there is ample opportunity to exploit parallelism. Run time results demonstrate the viability of the method.

Scroggs, Jeffrey S.↗

Finite element procedures for time-dependent convection-diffusion-reaction systems

New finite element procedures based on the streamline-upwind/Petrov-Galerkin formulations are developed for time-dependent convection-diffusion-reaction equations. These procedures minimize spurious oscillations for convection-dominated and reaction-dominated problems. The results obtained for representative numerical examples are accurate with minimal oscillations. As a special application problem, the single-well chemical tracer test (a procedure for measuring oil remaining in a depleted field) is simulated numerically. The results show the importance of temperature effects on the interpreted value of residual oil saturation from such tests.

Tezduyar, T. E.↗