The main purpose of this work is to contrast and analyze a large time-stepping numerical method for the Swift-Hohenberg (SH) equation. This model requires very large time simulation to reach steady state, so developing a large time step algorithm becomes necessary to improve the computational efficiency. In this paper, a semi-implicit Euler schemes in time is adopted. An extra artificial term is added to the discretized system in order to preserve the energy stability unconditionally. The stability property is proved rigorously based on an energy approach. Numerical experiments are used to demonstrate the effectiveness of the large time-stepping approaches by comparing with the classical scheme.

This paper studies a system of semi-linear fractional diffusion equations which arise in competitive predator-prey models by replacing the second-order derivatives in the spatial variables with fractional derivatives of order less than two. Moving finite element methods are proposed to solve the system of fractional diffusion equations and the convergence rates of the methods are proved. Numerical examples are carried out to confirm the theoretical findings. Some applications in anomalous diffusive Lotka-Volterra and Michaelis-Menten-Holling predator-prey models are studied.

In this paper, we proposes and analyzes the mixed 4th-order Runge-Kutta scheme of conditional nonlinear perturbation (CNOP) approach for the EI Niño-Southern Oscillation (ENSO) model. This method consists of solving the ENSO model by using a mixed 4th-order Runge-Kutta method. Convergence, the local and global truncation error of this mixed 4th-order Runge-Kutta method are proved. Furthermore, optimal control problem is developed and the gradient of the cost function is determined.

Von Neumann stability theory is applied to analyze the stability of a fully coupled implicit (FCI) scheme based on the lower-upper symmetric Gauss-Seidel (LU-SGS) method for inviscid chemical non-equilibrium flows. The FCI scheme shows excellent stability except the case of the flows involving strong recombination reactions, and can weaken or even eliminate the instability resulting from the stiffness problem, which occurs in the subsonic high-temperature region of the hypersonic flow field. In addition, when the full Jacobian of chemical source term is diagonalized, the stability of the FCI scheme relies heavily on the flow conditions. Especially in the case of high temperature and subsonic state, the CFL number satisfying the stability is very small. Moreover, we also consider the effect of the space step, and demonstrate that the stability of the FCI scheme with the diagonalized Jacobian can be improved by reducing the space step. Therefore, we propose an improved method on the grid distribution according to the flow conditions. Numerical tests validate sufficiently the foregoing analyses. Based on the improved grid, the CFL number can be quickly ramped up to large values for convergence acceleration.

The static shape of drop under electrowetting actuation is well studied and recent electrowetting theory and experiments confirm that the local contact angle (microscopic angle) is unaffected while the apparent contact angle (macroscopic angle) is characterized by the Lippmann-Young equation. On the other hand, the evolution of the drop motion under electrowetting actuation has received less attention. In this paper, we investigate the motion of a conducting water drop on an electrowetting device (EWD) using the level set method. We derive a contact line two-phase flow model under electrowetting actuation using energy dissipation by generalizing an existing contact line model without the electric field. Our model is consistent with the static electrowetting theory as the dynamic contact angle satisfies the static Young's equation under equilibrium conditions. Our steady state results show that the apparent contact angle predicted by our model satisfies the Lippmann-Young's relation. Our numerical results based on the drop maximum deformation agree with experimental observations and static electrowetting theory. Finally, we show that for drop motion our results are not as good due to the difficulty of computing singular electric field accurately. Nonetheless, they provide useful insights and ameaningful first step towards the understanding of the drop dynamics under electrowetting actuation.

We study the exciton diffusion in organic semiconductors from a macroscopic viewpoint. In a unified way, we conduct the equivalence analysis between Monte-Carlo method and diffusion equation model for photoluminescence quenching and photocurrent spectrum measurements, in both the presence and the absence of Förster energy transfer effect. Connections of these two models to Stern-Volmer method and exciton-exciton annihilation method are also specified for the photoluminescence quenching measurement.

We describe a relativistic semi-Lagrangian scheme for the numerical solution of the relativistic Vlasov-Maxwell system. The implementation strategy on a modern non-unified memory access (NUMA) architecture using the OpenMP framework is discussed. We demonstrated that close to perfect scaling can be obtained on modern many-core, multi-socket systems. Application of this code to the problem of relativistic generation of high-harmonic laser radiation is demonstrated. The results are compared to particle-in-cell (PIC) simulations, indicating in particular that for warm plasma the Vlasov simulation is superior. We discuss the impact of plasma temperature on the radiation spectrum and show that the efficiency of harmonic generation depends on the plasma temperature.

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.

This paper deals with numerical solution to the multi-term time fractional diffusion equation in a finite domain. An implicit finite difference scheme is established based on Caputo's definition to the fractional derivatives, and the upper and lower bounds to the spectral radius of the coefficient matrix of the difference scheme are estimated, with which the unconditional stability and convergence are proved. The numerical results demonstrate the effectiveness of the theoretical analysis, and the method and technique can also be applied to other kinds of time/space fractional diffusion equations.

An efficient high order numerical method is presented to solve the mobile-immobile advection-dispersion model with the Coimbra time variable-order fractional derivative, which is used to simulate solute transport in watershed catchments and rivers. On establishing an efficient recursive algorithm based on the properties of Jacobi polynomials to approximate the Coimbra variable-order fractional derivative operator, we use spectral collocation method with both temporal and spatial discretisation to solve the time variable-order fractional mobile-immobile advection-dispersion model. Numerical examples then illustrate the effectiveness and high order convergence of our approach.

Adaptive numerical methods for solving partial differential equations (PDEs) that control the movement of grid points are called moving mesh methods. In this paper, these methods are examined in the case where a separate PDE, that depends on a monitor function, controls the behavior of the mesh. This results in a system of PDEs: one controlling the mesh and another solving the physical problem that is of interest. For a class of monitor functions resembling the arc length monitor, a trade off between computational efficiency in solving the moving mesh system and the accuracy level of the solution to the physical PDE is demonstrated. This accuracy is measured in the density of mesh points in the desired portion of the domain where the function has steep gradient. The balance of computational efficiency versus accuracy is illustrated numerically with both the arc length monitor and a monitor that minimizes certain interpolation errors. Physical solutions with steep gradients in small portions of their domain are considered for both the analysis and the computations.

In this paper, we study carbon emission trading whose market is gaining in popularity as a policy instrument for global climate change. The mathematical model is presented for pricing options on CO2 emission allowance futures with jump diffusion processes, and a so-called fitted finite volume method is proposed to solve the pricing model for the spatial discretization, in which the Crank-Nicolson is employed for time stepping. In addition, the stability and the convergence of the fully discrete scheme are given, and some numerical results, which are compared with the closed form solution and the Monte Carlo simulation solution, are provided to demonstrate the rates of convergence and the robustness of the numerical method.

This article addresses the resolution of the inverse problem for the parameter identification in orthotropic materials with a number of measurements merely on the boundaries. The inverse problem is formulated as an optimization problem of a residual functional which evaluates the differences between the experimental and predicted displacements. The singular boundary method, an integration-free, mathematically simple and boundary-only meshless method, is employed to numerically determine the predicted displacements. The residual functional is minimized by the Levenberg-Marquardt method. Three numerical examples are carried out to illustrate the robustness, efficiency, and accuracy of the proposed scheme. In addition, different levels of noise are added into the boundary conditions to verify the stability of the present methodology.

We propose an all regime Lagrange-Projection like numerical scheme for the gas dynamics equations. By all regime, we mean that the numerical scheme is able to compute accurate approximate solutions with an under-resolved discretization with respect to the Mach number M, i.e. such that the ratio between the Mach number M and the mesh size or the time step is small with respect to 1. The key idea is to decouple acoustic and transport phenomenon and then alter the numerical flux in the acoustic approximation to obtain a uniform truncation error in term of M. This modified scheme is conservative and endowed with good stability properties with respect to the positivity of the density and the internal energy. A discrete entropy inequality under a condition on the modification is obtained thanks to a reinterpretation of the modified scheme in the Harten Lax and van Leer formalism. A natural extension to multi-dimensional problems discretized over unstructured mesh is proposed. Then a simple and efficient semi implicit scheme is also proposed. The resulting scheme is stable under a CFL condition driven by the (slow) material waves and not by the (fast) acoustic waves and so verifies the all regime property. Numerical evidences are proposed and show the ability of the scheme to deal with tests where the flow regime may vary from low to high Mach values.

Here we investigate the kinematic transports of the defects in the nematic liquid crystal system by numerical experiments. The model is a shear flow case of the viscoelastic continuummodel simplified fromthe Ericksen-Leslie system. The numerical experiments are carried out by using a difference method. Based on these numerical experiments we find some interesting and important relationships between the kinematic transports and the characteristics of the flow. We present the development and interaction of the defects. These results are partly consistent with the observation from the experiments. Thus this scheme illustrates, to some extent, the kinematic effects of the defects.

In this paper, we present a discretization of the time-dependent Schrödinger equation based on a Magnus-Lanczos time integrator and high-order Gauss-Lobatto finite elements in space. A truncated Galerkin orthogonality is used to obtain duality-based a posteriori error estimates that address the temporal and the spatial error separately. Based on this theory, a space-time adaptive solver for the Schrödinger equation is devised. An efficient matrix-free implementation of the differential operator, suited for spectral elements, is used to enable computations for realistic configurations. We demonstrate the performance of the algorithm for the example of matter-field interaction.

The paper addresses the construction of a non spurious mixed spectral finite element (FE) method to problems in the field of computational aeroacoustics. Based on a computational scheme for the conservation equations of linear acoustics, the extension towards convected wave propagation is investigated. In aeroacoustic applications, the mean flow effects can have a significant impact on the generated sound field even for smaller Mach numbers. For those convective terms, the initial spectral FE discretization leads to non-physical, spurious solutions. Therefore, a regularization procedure is proposed and qualitatively investigated by means of discrete eigenvalues analysis of the discrete operator in space. A study of convergence and an application of the proposed scheme to simulate the flow induced sound generation in the process of human phonation underlines stability and validity.

We construct and analyze conservative local discontinuous Galerkin (LDG) methods for the Generalized Korteweg-de-Vries equation. LDG methods are designed by writing the equation as a system and performing separate approximations to the spatial derivatives. The main focus is on the development of conservative methods which can preserve discrete versions of the first two invariants of the continuous solution, and a posteriori error estimates for a fully discrete approximation that is based on the idea of dispersive reconstruction. Numerical experiments are provided to verify the theoretical estimates.

In this work, two approaches, based on the certified Reduced Basis method, have been developed for simulating the movement of nuclear reactor control rods, in time-dependent non-coercive settings featuring a 3D geometrical framework. In particular, in a first approach, a piece-wise affine transformation based on subdomains division has been implemented for modelling the movement of one control rod. In the second approach, a “staircase” strategy has been adopted for simulating the movement of all the three rods featured by the nuclear reactor chosen as case study. The neutron kinetics has been modelled according to the so-called multi-group neutron diffusion, which, in the present case, is a set of ten coupled parametrized parabolic equations (two energy groups for the neutron flux, and eight for the precursors). Both the reduced order models, developed according to the two approaches, provided a very good accuracy compared with high-fidelity results, assumed as “truth” solutions. At the same time, the computational speed-up in the Online phase, with respect to the fine “truth” finite element discretization, achievable by both the proposed approaches is at least of three orders of magnitude, allowing a real-time simulation of the rod movement and control.