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
We present a high-resolution relaxation scheme for a multi-class Lighthill-Whitham-Richards (MCLWR) traffic flow model. This scheme is based on high-order reconstruction for spatial discretization and an implicit-expl...We present a high-resolution relaxation scheme for a multi-class Lighthill-Whitham-Richards (MCLWR) traffic flow model. This scheme is based on high-order reconstruction for spatial discretization and an implicit-explicit Runge-Kutta method for time integration. The resulting method retains the simplicity of the relaxation schemes. There is no need to involve Riemann solvers and characteristic decomposition. Even the computation of the eigenvalues is not required. This makes the scheme particularly well suited for the MCLWR model in which the analytical expressions of the eigenvalues are difficult to obtain for more than four classes of road users. The numerical results illustrate the effectiveness of the presented method.展开更多
We consider the drift-diffusion （DD） model of one dimensional semiconductor devices, which is a system involving not only first derivative convection terms but also second derivative diffusion terms and a coupled Po...We consider the drift-diffusion （DD） model of one dimensional semiconductor devices, which is a system involving not only first derivative convection terms but also second derivative diffusion terms and a coupled Poisson potential equation. Optimal error estimates are obtained for both the semi-discrete and fully discrete local discontinuous Galerkin （LDG） schemes with smooth solutions. In the fully discrete scheme, we couple the implicit-explicit （IMEX） time discretization with the LDG spatial diseretization, in order to allow larger time steps and to save computational cost. The main technical difficulty in the analysis is to treat the inter-element jump terms which arise from the discontinuous nature of the numerical method and the nonlinearity and coupling of the models. A simulation is also performed to validate the analysis.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 the present work we aim to simulate shallow water flows over movable bottom with suspended and bedload transport.In order to numerically approximate such a system,we proceed step by step.We start by considering sha...In the present work we aim to simulate shallow water flows over movable bottom with suspended and bedload transport.In order to numerically approximate such a system,we proceed step by step.We start by considering shallow water equations with non-constant density of the mixture water-sediment.Then,the Exner equation is included to take into account bedload sediment transport.Finally,source terms for friction,erosion and deposition processes are considered.Indeed,observe that the sediment particle could go in suspension into the water or being deposited on the bottom.For the numerical scheme,we rely on well-balanced Lagrange-projection methods.In particular,since sediment transport is generally a slow process,we aim to develop semi-implicit schemes in order to obtain fast simulations.The Lagrange-projection splitting is well-suited for such a purpose as it entails a decomposition of the(fast)acoustic waves and the(slow)material waves of the model.Hence,in subsonic regimes,an implicit approximation of the acoustic equations allows us to neglect the corresponding CFL condition and to obtain fast numerical schemes with large time step.展开更多
More researchers have been attempting to clarify some appropriate approaches in teaching and learning grammar especially in the implicit or explicit way. I would attempt to find out some hints in the grammar course of...More researchers have been attempting to clarify some appropriate approaches in teaching and learning grammar especially in the implicit or explicit way. I would attempt to find out some hints in the grammar course offered by a senior teacher of a senior high in order to provide some ideas and inspirations toward future teaching and researches.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
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-step is 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 introduces a three dielectric layer hybrid solvation model for treating electrostatic interactions of biomolecules in solvents using the PoissonBoltzmann equation.In this model,an interior spherical cavity ...This paper introduces a three dielectric layer hybrid solvation model for treating electrostatic interactions of biomolecules in solvents using the PoissonBoltzmann equation.In this model,an interior spherical cavity will contain the solute and some explicit solvent molecules,and an intermediate buffer layer and an exterior layer contain the bulk solvent.A special dielectric permittivity profile is used to achieve a continuous dielectric transition from the interior cavity to the exterior layer.The selection of this special profile using a harmonic interpolation allows an analytical solution of the model by generalizing the classical Kirkwood series expansion.Discrete image charges are used to speed up calculations for the electrostatic potential within the interior and buffer layer regions.Semi-analytical and least squares methods are used to construct an accurate discrete image approximation for the reaction field due to solvent with or without salt effects.In particular,the image charges obtained by the least squares method provide accurate approximations to the reaction field independent of the ionic concentration of the solvent.Numerical results are presented to validate the accuracy and effectiveness of the image charge methods.展开更多
In this paper,we present a mesh adaptation algorithm for the unsteady compressible Navier-Stokes equations under the framework of local discontinuous Galerkin methods coupled with implicit-explicit Runge-Kutta or spec...In this paper,we present a mesh adaptation algorithm for the unsteady compressible Navier-Stokes equations under the framework of local discontinuous Galerkin methods coupled with implicit-explicit Runge-Kutta or spectral deferred correction time discretization methods.In both of the two high order semi-implicit time integration methods,the convective flux is treated explicitly and the viscous and heat fluxes are treated implicitly.The remarkable benefits of such semi-implicit temporal discretizations are that they can not only overcome the stringent time step restriction compared with time explicit methods,but also avoid the construction of the large Jacobian matrix as is done for fully implicit methods,thus are relatively easy to implement.To save computing time as well as capture the flow structures of interest accurately,a local mesh refinement(h-adaptive)technique,in which we present detailed criteria for selecting candidate elements and complete strategies to refine and coarsen them,is also applied for the Navier-Stokes equations.Numerical experiments are provided to illustrate the high order accuracy,efficiency and capabilities of the semi-implicit schemes in combination with adaptive local discontinuous Galerkin methods for the Navier-Stokes equations.展开更多
We consider the construction of semi-implicit linear multistep methods that can be applied to time-dependent PDEs where the separation of scales in additive form,typically used in implicit-explicit(IMEX)methods,is not...We consider the construction of semi-implicit linear multistep methods that can be applied to time-dependent PDEs where the separation of scales in additive form,typically used in implicit-explicit(IMEX)methods,is not possible.As shown in Boscarino et al.(J.Sci.Comput.68:975-1001,2016)for Runge-Kutta methods,these semi-implicit techniques give a great flexibility,and allow,in many cases,the construction of simple linearly implicit schemes with no need of iterative solvers.In this work,we develop a general setting for the construction of high order semi-implicit linear multistep methods and analyze their stability properties for a prototype lineal'advection-diffusion equation and in the setting of strong stability preserving(SSP)methods.Our findings are demonstrated on several examples,including nonlinear reaction-diffusion and convection-diffusion problems.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
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
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Project supported by the Aoxiang Project and the Scientific and Technological Innovation Foundation of Northwestern Polytechnical University, China (No 2007KJ01011)
文摘We present a high-resolution relaxation scheme for a multi-class Lighthill-Whitham-Richards (MCLWR) traffic flow model. This scheme is based on high-order reconstruction for spatial discretization and an implicit-explicit Runge-Kutta method for time integration. The resulting method retains the simplicity of the relaxation schemes. There is no need to involve Riemann solvers and characteristic decomposition. Even the computation of the eigenvalues is not required. This makes the scheme particularly well suited for the MCLWR model in which the analytical expressions of the eigenvalues are difficult to obtain for more than four classes of road users. The numerical results illustrate the effectiveness of the presented method.
基金supported by National Natural Science Foundation of China(Grant No.11471194)Department of Energy of USA(Grant No.DE-FG02-08ER25863)National Science Foundation of USA(Grant No.DMS-1418750)
文摘We consider the drift-diffusion （DD） model of one dimensional semiconductor devices, which is a system involving not only first derivative convection terms but also second derivative diffusion terms and a coupled Poisson potential equation. Optimal error estimates are obtained for both the semi-discrete and fully discrete local discontinuous Galerkin （LDG） schemes with smooth solutions. In the fully discrete scheme, we couple the implicit-explicit （IMEX） time discretization with the LDG spatial diseretization, in order to allow larger time steps and to save computational cost. The main technical difficulty in the analysis is to treat the inter-element jump terms which arise from the discontinuous nature of the numerical method and the nonlinearity and coupling of the models. A simulation is also performed to validate the analysis.
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 the Spanish Government and FEDER through the coordinated Research project RTI2018-096064-B-C1 and PID2022-137637NB-C21the Junta de Andalucía research project P18-RT-3163+2 种基金the Junta de Andalucia-FEDER-University of Málaga research project UMA18-FEDERJA-163the University of Málaga.T.Morales de Luna has been partially supported by the Spanish Government and FEDER through the coordinated Research project RTI2018-096064-B-C2 and PID2022-137637NB-C21by the the Junta de Andalucía research project PROYEXCEL-00525.
文摘In the present work we aim to simulate shallow water flows over movable bottom with suspended and bedload transport.In order to numerically approximate such a system,we proceed step by step.We start by considering shallow water equations with non-constant density of the mixture water-sediment.Then,the Exner equation is included to take into account bedload sediment transport.Finally,source terms for friction,erosion and deposition processes are considered.Indeed,observe that the sediment particle could go in suspension into the water or being deposited on the bottom.For the numerical scheme,we rely on well-balanced Lagrange-projection methods.In particular,since sediment transport is generally a slow process,we aim to develop semi-implicit schemes in order to obtain fast simulations.The Lagrange-projection splitting is well-suited for such a purpose as it entails a decomposition of the(fast)acoustic waves and the(slow)material waves of the model.Hence,in subsonic regimes,an implicit approximation of the acoustic equations allows us to neglect the corresponding CFL condition and to obtain fast numerical schemes with large time step.
文摘More researchers have been attempting to clarify some appropriate approaches in teaching and learning grammar especially in the implicit or explicit way. I would attempt to find out some hints in the grammar course offered by a senior teacher of a senior high in order to provide some ideas and inspirations toward future teaching and researches.
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 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-step is 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The authors would like to thank the financial support provided by the National Institutes of Health(Grant No.1R01GM083600-02)Z.Xu is also partially supported by the Charlotte Research Institute through a Duke Postdoctoral FellowshipW.Cai and Z.Xu are also partially supported by the Department of Energy(Grant No.DEFG0205ER25678).
文摘This paper introduces a three dielectric layer hybrid solvation model for treating electrostatic interactions of biomolecules in solvents using the PoissonBoltzmann equation.In this model,an interior spherical cavity will contain the solute and some explicit solvent molecules,and an intermediate buffer layer and an exterior layer contain the bulk solvent.A special dielectric permittivity profile is used to achieve a continuous dielectric transition from the interior cavity to the exterior layer.The selection of this special profile using a harmonic interpolation allows an analytical solution of the model by generalizing the classical Kirkwood series expansion.Discrete image charges are used to speed up calculations for the electrostatic potential within the interior and buffer layer regions.Semi-analytical and least squares methods are used to construct an accurate discrete image approximation for the reaction field due to solvent with or without salt effects.In particular,the image charges obtained by the least squares method provide accurate approximations to the reaction field independent of the ionic concentration of the solvent.Numerical results are presented to validate the accuracy and effectiveness of the image charge methods.
基金National Numerical Windtunnel Project NNW2019ZT4-B08, NSFC grant No. 12071455.
文摘In this paper,we present a mesh adaptation algorithm for the unsteady compressible Navier-Stokes equations under the framework of local discontinuous Galerkin methods coupled with implicit-explicit Runge-Kutta or spectral deferred correction time discretization methods.In both of the two high order semi-implicit time integration methods,the convective flux is treated explicitly and the viscous and heat fluxes are treated implicitly.The remarkable benefits of such semi-implicit temporal discretizations are that they can not only overcome the stringent time step restriction compared with time explicit methods,but also avoid the construction of the large Jacobian matrix as is done for fully implicit methods,thus are relatively easy to implement.To save computing time as well as capture the flow structures of interest accurately,a local mesh refinement(h-adaptive)technique,in which we present detailed criteria for selecting candidate elements and complete strategies to refine and coarsen them,is also applied for the Navier-Stokes equations.Numerical experiments are provided to illustrate the high order accuracy,efficiency and capabilities of the semi-implicit schemes in combination with adaptive local discontinuous Galerkin methods for the Navier-Stokes equations.
基金Open Access funding provided by Universita degli Studi di Verona.
文摘We consider the construction of semi-implicit linear multistep methods that can be applied to time-dependent PDEs where the separation of scales in additive form,typically used in implicit-explicit(IMEX)methods,is not possible.As shown in Boscarino et al.(J.Sci.Comput.68:975-1001,2016)for Runge-Kutta methods,these semi-implicit techniques give a great flexibility,and allow,in many cases,the construction of simple linearly implicit schemes with no need of iterative solvers.In this work,we develop a general setting for the construction of high order semi-implicit linear multistep methods and analyze their stability properties for a prototype lineal'advection-diffusion equation and in the setting of strong stability preserving(SSP)methods.Our findings are demonstrated on several examples,including nonlinear reaction-diffusion and convection-diffusion problems.
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.
