In this paper,a fully discrete stability analysis is carried out for the direct discontinuous Galerkin(DDG)methods coupled with Runge-Kutta-type implicit-explicit time marching,for solving one-dimensional linear conve...In this paper,a fully discrete stability analysis is carried out for the direct discontinuous Galerkin(DDG)methods coupled with Runge-Kutta-type implicit-explicit time marching,for solving one-dimensional linear convection-diffusion problems.In the spatial discretization,both the original DDG methods and the refined DDG methods with interface corrections are considered.In the time discretization,the convection term is treated explicitly and the diffusion term implicitly.By the energy method,we show that the corresponding fully discrete schemes are unconditionally stable,in the sense that the time-stepis only required to be upper bounded by a constant which is independent of the mesh size h.Opti-mal error estimate is also obtained by the aid of a special global projection.Numerical experiments are given to verify the stability and accuracy of the proposed schemes.展开更多
This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that...This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.展开更多
This paper provides a study on the stability and time-step constraints of solving the linearized Korteweg-de Vries(KdV)equation,using implicit-explicit(IMEX)Runge-Kutta(RK)time integration methods combined with either...This paper provides a study on the stability and time-step constraints of solving the linearized Korteweg-de Vries(KdV)equation,using implicit-explicit(IMEX)Runge-Kutta(RK)time integration methods combined with either finite difference(FD)or local discontinuous Galerkin(DG)spatial discretization.We analyze the stability of the fully discrete scheme,on a uniform mesh with periodic boundary conditions,using the Fourier method.For the linearized KdV equation,the IMEX schemes are stable under the standard Courant-Friedrichs-Lewy(CFL)conditionτ≤λh.Here,λis the CFL number,τis the time-step size,and h is the spatial mesh size.We study several IMEX schemes and characterize their CFL number as a function ofθ=d/h^(2)with d being the dispersion coefficient,which leads to several interesting observations.We also investigate the asymptotic behaviors of the CFL number for sufficiently refined meshes and derive the necessary conditions for the asymptotic stability of the IMEX-RK methods.Some numerical experiments are provided in the paper to illustrate the performance of IMEX methods under different time-step constraints.展开更多
It is known that the Allen-Chan equations satisfy the maximum principle. Is this true for numerical schemes？ To the best of our knowledge, the state-of-art stability framework is the nonlinear energy stability which ...It is known that the Allen-Chan equations satisfy the maximum principle. Is this true for numerical schemes？ To the best of our knowledge, the state-of-art stability framework is the nonlinear energy stability which has been studied extensively for the phase field type equations. In this work, we will show that a stronger stability under the infinity norm can be established for the implicit-explicit discretization in time and central finite difference in space. In other words, this commonly used numerical method for the Allen-Cahn equation preserves the maximum principle.展开更多
Implicit-explicit （IMEX） linear multistep methods are popular techniques for solving partial differential equations （PDEs） with terms of different types. While fixed timestep versions of such schemes have been dev...Implicit-explicit （IMEX） linear multistep methods are popular techniques for solving partial differential equations （PDEs） with terms of different types. While fixed timestep versions of such schemes have been developed and studied, implicit-explicit schemes also naturally arise in general situations where the temporal smoothness of the solution changes. In this paper we consider easily implementable variable step-size implicit-explicit （VSIMEX） linear multistep methods for time-dependent PDEs. Families of order-p, pstep VSIMEX schemes are constructed and analyzed, where p ranges from 1 to 4. The corresponding schemes are simple to implement and have the property that they reduce to the classical IMEX schemes whenever constant time step-sizes are imposed. The methods are validated on the Burgers＇ equation. These results demonstrate that by varying the time step-size, VSIMEX methods can outperform their fixed time step counterparts while still maintaining good numerical behavior.展开更多
Implicit-explicit Runge-Kutta-Rosenbrock methods are proposed to solve nonlinear sti ordinary di erential equations by combining linearly implicit Rosenbrock methods with explicit Runge-Kutta methods.First,the general...Implicit-explicit Runge-Kutta-Rosenbrock methods are proposed to solve nonlinear sti ordinary di erential equations by combining linearly implicit Rosenbrock methods with explicit Runge-Kutta methods.First,the general order conditions up to order 3 are obtained.Then,for the nonlinear sti initial-value problems satisfying the one-sided Lipschitz condition and a class of singularly perturbed initial-value problems,the corresponding errors of the implicit-explicit methods are analysed.At last,some numerical examples are given to verify the validity of the obtained theoretical results and the e ectiveness of the methods.展开更多
This work develops a fully discrete implicit-explicit finite element scheme for a parabolicordinary system with a nonlinear reaction term which is known as the FitzHugh-Nagumo model from physiology.The first-order bac...This work develops a fully discrete implicit-explicit finite element scheme for a parabolicordinary system with a nonlinear reaction term which is known as the FitzHugh-Nagumo model from physiology.The first-order backward Euler discretization for the time derivative,and an implicit-explicit discretization for the nonlinear reaction term are employed for the model,with a simple linearization technique used to make the process of solving equations more efficient.The stability and convergence of the fully discrete implicit-explicit finite element method are proved,which shows that the FitzHugh-Nagumo model is accurately solved and the trajectory of potential transmission is obtained.The numerical results are also reported to verify the convergence results and the st ability of the proposed method.展开更多
The baroclinic-barotropic mode splitting technique is commonly employed in numerical solutions of the primitive equations for ocean modeling to deal with the multiple time scales of ocean dynamics.In this paper,a seco...The baroclinic-barotropic mode splitting technique is commonly employed in numerical solutions of the primitive equations for ocean modeling to deal with the multiple time scales of ocean dynamics.In this paper,a second-order implicit-explicit(IMEX)scheme is proposed to advance the baroclinic-barotropic split system.Specifically,the baroclinic mode and the layer thickness of fluid are evolved explicitly via the second-order strong stability preserving Runge-Kutta scheme,while the barotropic mode is advanced implicitly using the linearized Crank-Nicolson scheme.At each time step,the baroclinic velocity is first computed using an intermediate barotropic velocity.The barotropic velocity is then corrected by re-advancing the barotropic mode with an improved barotropic forcing.Finally,the layer thickness is updated by coupling the baroclinic and barotropic velocities together.In addition,numerical inconsistencies on the discretized sea surface height caused by the mode splitting are alleviated via a reconciliation process with carefully calculated flux deficits.Temporal truncation error is also analyzed to validate the second-order accuracy of the scheme.Finally,two benchmark tests from the MPAS-Ocean platform are conducted to numerically demonstrate the performance of the proposed IMEX scheme.展开更多
In this paper,two fully-discrete local discontinuous Galerkin(LDG)methods are applied to the growth-mediated autochemotactic pattern formation model in self-propelling bacteria.The numerical methods are linear and dec...In this paper,two fully-discrete local discontinuous Galerkin(LDG)methods are applied to the growth-mediated autochemotactic pattern formation model in self-propelling bacteria.The numerical methods are linear and decoupled,which greatly improve the computational efficiency.In order to resolve the time level mismatch of the discretization process,a special time marching method with high-order accuracy is constructed.Under the condition of slight time step constraints,the optimal error estimates of this method are given.Moreover,the theoretical results are verified by numerical experiments.Real simulations show the patterns of spots,rings,stripes as well as inverted spots because of the interplay of chemotactic drift and growth rate of the cells.展开更多
Efficient and accurate simulation of unsteady flow presents a significant challenge that needs to be overcome in computational fluid dynamics.Temporal discretization method plays a crucial role in the simulation of un...Efficient and accurate simulation of unsteady flow presents a significant challenge that needs to be overcome in computational fluid dynamics.Temporal discretization method plays a crucial role in the simulation of unsteady flows.To enhance computational efficiency,we propose the Implicit-Explicit Two-Step Runge-Kutta(IMEX-TSRK)time-stepping discretization methods for unsteady flows,and develop a novel adaptive algorithm that correctly partitions spatial regions to apply implicit or explicit methods.The novel adaptive IMEX-TSRK schemes effectively handle the numerical stiffness of the small grid size and improve computational efficiency.Compared to implicit and explicit Runge-Kutta(RK)schemes,the IMEX-TSRK methods achieve the same order of accuracy with fewer first derivative calculations.Numerical case tests demonstrate that the IMEX-TSRK methods maintain numerical stability while enhancing computational efficiency.Specifically,in high Reynolds number flows,the computational efficiency of the IMEX-TSRK methods surpasses that of explicit RK schemes by more than one order of magnitude,and that of implicit RK schemes several times over.展开更多
基金the NSFC grant 11871428the Nature Science Research Program for Colleges and Universities of Jiangsu Province grant 20KJB110011Qiang Zhang:Research supported by the NSFC grant 11671199。
文摘In this paper,a fully discrete stability analysis is carried out for the direct discontinuous Galerkin(DDG)methods coupled with Runge-Kutta-type implicit-explicit time marching,for solving one-dimensional linear convection-diffusion problems.In the spatial discretization,both the original DDG methods and the refined DDG methods with interface corrections are considered.In the time discretization,the convection term is treated explicitly and the diffusion term implicitly.By the energy method,we show that the corresponding fully discrete schemes are unconditionally stable,in the sense that the time-stepis only required to be upper bounded by a constant which is independent of the mesh size h.Opti-mal error estimate is also obtained by the aid of a special global projection.Numerical experiments are given to verify the stability and accuracy of the proposed schemes.
文摘This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.
基金supported by the NSF under Grant DMS-2208391sponsored by the NSF under Grant DMS-1753581.
文摘This paper provides a study on the stability and time-step constraints of solving the linearized Korteweg-de Vries(KdV)equation,using implicit-explicit(IMEX)Runge-Kutta(RK)time integration methods combined with either finite difference(FD)or local discontinuous Galerkin(DG)spatial discretization.We analyze the stability of the fully discrete scheme,on a uniform mesh with periodic boundary conditions,using the Fourier method.For the linearized KdV equation,the IMEX schemes are stable under the standard Courant-Friedrichs-Lewy(CFL)conditionτ≤λh.Here,λis the CFL number,τis the time-step size,and h is the spatial mesh size.We study several IMEX schemes and characterize their CFL number as a function ofθ=d/h^(2)with d being the dispersion coefficient,which leads to several interesting observations.We also investigate the asymptotic behaviors of the CFL number for sufficiently refined meshes and derive the necessary conditions for the asymptotic stability of the IMEX-RK methods.Some numerical experiments are provided in the paper to illustrate the performance of IMEX methods under different time-step constraints.
文摘It is known that the Allen-Chan equations satisfy the maximum principle. Is this true for numerical schemes？ To the best of our knowledge, the state-of-art stability framework is the nonlinear energy stability which has been studied extensively for the phase field type equations. In this work, we will show that a stronger stability under the infinity norm can be established for the implicit-explicit discretization in time and central finite difference in space. In other words, this commonly used numerical method for the Allen-Cahn equation preserves the maximum principle.
基金supported by an NSERC Canada Postgraduate Scholarshipsupported by a grant from NSERC Canada
文摘Implicit-explicit （IMEX） linear multistep methods are popular techniques for solving partial differential equations （PDEs） with terms of different types. While fixed timestep versions of such schemes have been developed and studied, implicit-explicit schemes also naturally arise in general situations where the temporal smoothness of the solution changes. In this paper we consider easily implementable variable step-size implicit-explicit （VSIMEX） linear multistep methods for time-dependent PDEs. Families of order-p, pstep VSIMEX schemes are constructed and analyzed, where p ranges from 1 to 4. The corresponding schemes are simple to implement and have the property that they reduce to the classical IMEX schemes whenever constant time step-sizes are imposed. The methods are validated on the Burgers＇ equation. These results demonstrate that by varying the time step-size, VSIMEX methods can outperform their fixed time step counterparts while still maintaining good numerical behavior.
基金The authors wish to thank the anonymous referees for their valuable comments and suggestions.The work is supported by the National Natural Science Foundation of China(Grant Nos.11671343,11701110)the Foundation for the Key Laboratory of Computational Physics,China(No.6142A05180103)the Scientific Research Fund of Science and Technology Department of Hunan Province in China(Grant No.2018WK4006).
文摘Implicit-explicit Runge-Kutta-Rosenbrock methods are proposed to solve nonlinear sti ordinary di erential equations by combining linearly implicit Rosenbrock methods with explicit Runge-Kutta methods.First,the general order conditions up to order 3 are obtained.Then,for the nonlinear sti initial-value problems satisfying the one-sided Lipschitz condition and a class of singularly perturbed initial-value problems,the corresponding errors of the implicit-explicit methods are analysed.At last,some numerical examples are given to verify the validity of the obtained theoretical results and the e ectiveness of the methods.
基金The authors would like to thank the referee and the editor for their valuable&constructive comments,which have greatly improved the article.This research was supported by the National Natural Science Foundation of China(Grant Nos.11871399,11471261,11101333,11302172,11571275)the Natural Science Foundation of Shaanxi(Grant No.2017JM 1005)the Fundamental Research Funds for the Central Universities of China(Grant Nos.31020180QD07&3102017zy041).
文摘This work develops a fully discrete implicit-explicit finite element scheme for a parabolicordinary system with a nonlinear reaction term which is known as the FitzHugh-Nagumo model from physiology.The first-order backward Euler discretization for the time derivative,and an implicit-explicit discretization for the nonlinear reaction term are employed for the model,with a simple linearization technique used to make the process of solving equations more efficient.The stability and convergence of the fully discrete implicit-explicit finite element method are proved,which shows that the FitzHugh-Nagumo model is accurately solved and the trajectory of potential transmission is obtained.The numerical results are also reported to verify the convergence results and the st ability of the proposed method.
基金partially supported by the U.S.Department of Energy,Office of Science,Office of Biological and Environmental Research through Earth and Environmental System Modeling and Scientific Discovery through Advanced Computing programs under university grants DE-SC0020270 and DE-SC0020418partially supported by Shandong Excellent Young Scientists Program(Overseas)under the grant 2023HWYQ-064OUC Youth Talents Project.
文摘The baroclinic-barotropic mode splitting technique is commonly employed in numerical solutions of the primitive equations for ocean modeling to deal with the multiple time scales of ocean dynamics.In this paper,a second-order implicit-explicit(IMEX)scheme is proposed to advance the baroclinic-barotropic split system.Specifically,the baroclinic mode and the layer thickness of fluid are evolved explicitly via the second-order strong stability preserving Runge-Kutta scheme,while the barotropic mode is advanced implicitly using the linearized Crank-Nicolson scheme.At each time step,the baroclinic velocity is first computed using an intermediate barotropic velocity.The barotropic velocity is then corrected by re-advancing the barotropic mode with an improved barotropic forcing.Finally,the layer thickness is updated by coupling the baroclinic and barotropic velocities together.In addition,numerical inconsistencies on the discretized sea surface height caused by the mode splitting are alleviated via a reconciliation process with carefully calculated flux deficits.Temporal truncation error is also analyzed to validate the second-order accuracy of the scheme.Finally,two benchmark tests from the MPAS-Ocean platform are conducted to numerically demonstrate the performance of the proposed IMEX scheme.
基金supported by National Natural Science Foundation of China(Grant No.11801569)Natural Science Foundation of Shandong Province(CN)(Grant No.ZR2021MA001)the Fundamental Research Funds for the Central Universities(Grant Nos.22CX03025A and 22CX03020A).
文摘In this paper,two fully-discrete local discontinuous Galerkin(LDG)methods are applied to the growth-mediated autochemotactic pattern formation model in self-propelling bacteria.The numerical methods are linear and decoupled,which greatly improve the computational efficiency.In order to resolve the time level mismatch of the discretization process,a special time marching method with high-order accuracy is constructed.Under the condition of slight time step constraints,the optimal error estimates of this method are given.Moreover,the theoretical results are verified by numerical experiments.Real simulations show the patterns of spots,rings,stripes as well as inverted spots because of the interplay of chemotactic drift and growth rate of the cells.
基金supported by the National Natural Science Foundation of China(No.92252201)the Fundamental Research Funds for the Central Universitiesthe Academic Excellence Foundation of Beihang University(BUAA)for PhD Students。
文摘Efficient and accurate simulation of unsteady flow presents a significant challenge that needs to be overcome in computational fluid dynamics.Temporal discretization method plays a crucial role in the simulation of unsteady flows.To enhance computational efficiency,we propose the Implicit-Explicit Two-Step Runge-Kutta(IMEX-TSRK)time-stepping discretization methods for unsteady flows,and develop a novel adaptive algorithm that correctly partitions spatial regions to apply implicit or explicit methods.The novel adaptive IMEX-TSRK schemes effectively handle the numerical stiffness of the small grid size and improve computational efficiency.Compared to implicit and explicit Runge-Kutta(RK)schemes,the IMEX-TSRK methods achieve the same order of accuracy with fewer first derivative calculations.Numerical case tests demonstrate that the IMEX-TSRK methods maintain numerical stability while enhancing computational efficiency.Specifically,in high Reynolds number flows,the computational efficiency of the IMEX-TSRK methods surpasses that of explicit RK schemes by more than one order of magnitude,and that of implicit RK schemes several times over.
