Energy preserving schemes for nonlinear Hamiltonian systems of wave equations: Application to the vibrating piano string

This paper considers a general class of nonlinear systems, “nonlinear Hamiltonian systems of wave equations”. The first part of our work focuses on the mathematical study of these systems, showing central properties (energy preservation, stability, hyperbolicity, finite propagation velocity, etc.). Space discretization is made in a classical way (variational formulation) and time discretization aims at numerical stability using an energy technique. A definition of “preserving schemes” is introduced, and we show that explicit schemes or partially implicit schemes which are preserving according to this definition cannot be built unless the model is trivial. A general energy preserving second order accurate fully implicit scheme is built for any continuous system that fits the nonlinear Hamiltonian systems of wave equations class. The problem of the vibration of a piano string is taken as an example. Nonlinear coupling between longitudinal and transversal modes is modeled in the “geometrically exact model”, or approximations of this model. Numerical results are presented.     

Numerical analysis of a new conservative scheme for the coupled nonlinear Schrödinger equations

We devote the present paper to an efficient conservative scheme for the coupled nonlinear Schrödinger (CNLS) system, based on the Fourier pseudospectral method, the Crank–Nicolson method and leap-frog method. To obtain the present scheme, the key idea consists of two aspects. First, we solve the CNLS system based on its Hamiltonian structure and the resulted scheme can preserve the Hamiltonian nature. Second, we use Fourier pseudospectral method in spatial discretization and Crank–Nicolson/ leap-frog scheme for discretizing linear/ nonlinear terms in time direction, respectively. The proposed scheme is energy-preserving, mass-preserving, uniquely solvable and unconditionally stable, while being decoupled, linearized and suitable for parallel computation in practical computation. Using the energy method and the classical interpolation theory, an error estimate of the proposed scheme is proven strictly without any grid ratio restrictions in the discrete L² norm. Finally, numerical results are reported to verify our theoretical analysis.     

Strong Convergence Analysis of the Stochastic Exponential Rosenbrock Scheme for the Finite Element Discretization of Semilinear SPDEs Driven by Multiplicative and Additive Noise

In this paper, we consider the numerical approximation of a general second order semilinear stochastic spartial differential equation (SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear part is stronger than the linear part also called stochastic reactive dominated transport equations. Most numerical techniques, including current stochastic exponential integrators lose their good stability properties on such equations. Using finite element for space discretization, we propose a new scheme appropriated on such equations, called stochastic exponential Rosenbrock scheme based on local linearization at every time step of the semi-discrete equation obtained after space discretization. We consider noise with finite trace and give a strong convergence proof of the new scheme toward the exact solution in the root-mean-square \(L^2\) norm. Numerical experiments to sustain theoretical results are provided.     

Meshless Conservative Scheme for Multivariate Nonlinear Hamiltonian PDEs

For multivariate nonlinear Hamiltonian equations, we propose a meshless conservative method by using radial basis approximation. Based on the method of lines, we first discretize the Hamiltonian functional using radial basis function interpolation, and then obtain a finite-dimensional semi-discrete Hamiltonian system. Moreover, we define a discrete symplectic form and verify that it is an approximation to the continuous one and is conserved with respect to time. For time discretization, two conservative methods (symplectic method and energy-conserving method) are employed to derive the full-discretized system. Approximation errors together with conservation properties including symplecticity and energy are discussed in detail. Finally, we present several numerical examples to illustrate that our method is accurate and effective when processing nonlinear Hamiltonian equations with scattered nodes. Besides, the numerical results also confirm the excellent conservation properties of the proposed method.     

Optimally Convergent HDG Method for Third-Order Korteweg–de Vries Type Equations

We develop and analyze a new hybridizable discontinuous Galerkin method for solving third-order Korteweg–de Vries type equations. The approximate solutions are defined by a discrete version of a characterization of the exact solution in terms of the solutions to local problems on each element which are patched together through transmission conditions on element interfaces. We prove that the semi-discrete scheme is stable with proper choices of stabilization function in the numerical traces. For the linearized equation, we carry out error analysis and show that the approximations to the exact solution and its derivatives have optimal convergence rates. In numerical experiments, we use an implicit scheme for time discretization and the Newton–Raphson method for solving systems of nonlinear equations, and observe optimal convergence rates for both the linear and the nonlinear third-order equations.     

Discontinuous Hamiltonian Finite Element Method for Linear Hyperbolic Systems

We develop a Hamiltonian discontinuous finite element discretization of a generalized Hamiltonian system for linear hyperbolic systems, which include the rotating shallow water equations, the acoustic and Maxwell equations. These equations have a Hamiltonian structure with a bilinear Poisson bracket, and as a consequence the phase-space structure, “mass” and energy are preserved. We discretize the bilinear Poisson bracket in each element with discontinuous elements and introduce numerical fluxes via integration by parts while preserving the skew-symmetry of the bracket. This automatically results in a mass and energy conservative discretization. When combined with a symplectic time integration method, energy is approximately conserved and shows no drift. For comparison, the discontinuous Galerkin method for this problem is also used. A variety numerical examples is shown to illustrate the accuracy and capability of the new method.     

A Newton-like finite element scheme for compressible gas flows

Semi-implicit and Newton-like finite element methods are developed for the stationary compressible Euler equations. The Galerkin discretization of the inviscid fluxes is potentially oscillatory and unstable. To suppress numerical oscillations, the spatial discretization is performed by a high-resolution finite element scheme based on algebraic flux correction. A multidimensional limiter of TVD type is employed. An important goal is the efficient computation of stationary solutions in a wide range of Mach numbers, which is a challenging task due to oscillatory correction factors associated with TVD-type flux limiters. A semi-implicit scheme is derived by a time-lagged linearization of the nonlinear residual, and a Newton-like method is obtained in the limit of infinite CFL numbers. Special emphasis is laid on the numerical treatment of weakly imposed characteristic boundary conditions. Numerical evidence for unconditional stability is presented. It is shown that the proposed approach offers higher accuracy and better convergence behavior than algorithms in which the boundary conditions are implemented in a strong sense.     

Multi-symplectic wavelet collocation method for the nonlinear Schrödinger equation and the Camassa–Holm equation

In this paper, we develop a novel multi-symplectic wavelet collocation method for solving multi-symplectic Hamiltonian system with periodic boundary conditions. Based on the autocorrelation function of Daubechies scaling functions, collocation method is conducted for the spatial discretization. The obtained semi-discrete system is proved to have semi-discrete multi-symplectic conservation laws and semi-discrete energy conservation laws. Then, appropriate symplectic scheme is applied for time integration, which leads to full-discrete multi-symplectic conservation laws. Numerical experiments for the nonlinear Schrödinger equation and Camassa–Holm equation show the high accuracy, effectiveness and good conservation properties of the proposed method.     

Exact Boundary Condition for Semi-discretized Schrödinger Equation and Heat Equation in a Rectangular Domain

An approach to solve finite time horizon suboptimal feedback control problems for partial differential equations is proposed by solving dynamic programming equations on adaptive sparse grids. A semi-discrete optimal control problem is introduced and the feedback control is derived from the corresponding value function. The value function can be characterized as the solution of an evolutionary Hamilton–Jacobi Bellman (HJB) equation which is defined over a state space whose dimension is equal to the dimension of the underlying semi-discrete system. Besides a low dimensional semi-discretization it is important to solve the HJB equation efficiently to address the curse of dimensionality. We propose to apply a semi-Lagrangian scheme using spatially adaptive sparse grids. Sparse grids allow the discretization of the value functions in (higher) space dimensions since the curse of dimensionality of full grid methods arises to a much smaller extent. For additional efficiency an adaptive grid refinement procedure is explored. The approach is illustrated for the wave equation and an extension to equations of Schrödinger type is indicated. We present several numerical examples studying the effect the parameters characterizing the sparse grid have on the accuracy of the value function and the optimal trajectory.     

Finite Difference/Finite Element Methods for Distributed-Order Time Fractional Diffusion Equations

In this paper, a class of distributed-order time fractional diffusion equations (DOFDEs) on bounded domains is considered. By L1 method in temporal direction, a semi-discrete variational formulation of DOFDEs is obtained firstly. The stability and convergence of this semi-discrete scheme are discussed, and the corresponding fully discrete finite element scheme is investigated. To improve the convergence rate in time, the weighted and shifted Grünwald difference method is used. By this method, another finite element scheme for DOFDEs is obtained, and the corresponding stability and convergence are considered. And then, as a supplement, a higher order finite difference scheme of the Caputo fractional derivative is developed. By this scheme, an approach is suggested to improve the time convergence rate of our methods. Finally, some numerical examples are given for verification of our theoretical analysis.     

A numerical method for exact diagonalization of semiconductor quantum dot model

An approach to the exact diagonalization of many-electron Hamiltonian in semiconductor quantum dot (QD) structures is proposed. The QD model is based on 3D finite hard-wall confinement potential and nonparabolic effective-mass approximation (EMA) that render analytical basis functions such as Laguerre polynomials inaccessible for the numerical treatment of this kind of models. In this approach, the many-electron wave function is expanded in a basis of Slater determinants constructed from numerical wave functions of the single-electron Hamiltonian with the nonparabolic EMA which results in a cubic eigenvalue problem from a finite difference discretization. The nonlinear eigenvalue problem is solved by using the Jacobi-Davidson method. The Coulomb matrix elements in the many-electron Hamiltonian are obtained by solving Poisson's problems via GMRES. Numerical results reveal that a good convergence can be achieved by means of a few single-electron basis states.     

具有端点质量的一维波动方程半离散格式的一致指数稳定性

无穷维系统主要由偏微分方程描述, 可是大部分用偏微分方程描述的控制系统, 无论是单纯的数值实验还是需要应用到实际的问题中去, 都需要对方程进行有限数值离散. 本文考虑了端点带有质量的波动方程在边界反馈控制下半离散格式的一致指数稳定性. 首先, 原闭环系统通过降阶法变成低阶的等价系统, 通过一种间接Lyapunov函数方法证明了降阶等价的连续系统是一致指数稳定的. 其次, 对等价系统空间变量离散得到半离散的差分格式.平行于连续系统, 间接Lyapunov函数方法证明了半离散系统的一致指数稳定性. 数值实验证明了基于降阶法的一致指数稳定性和经典半离散格式的非一致指数稳定性.     

Finite element analysis of viscous,incompressible fluid flow: Part 1 : Basic methodology

A numerical procedure is developed for the analysis of general two-dimensional flows of viscous, incompressible fluids using the finite element method. The partial differential equations describing the continuum motion of the fluid are discretized by using an integral energy balance approach in conjunction with the finite element approximation. The nonlinear algebraic equations resulting from the discretization process are solved using a Picard iteration technique.A number of computational procedures are developed that allow significant reductions to be made in the computational effort required for the analysis of many flow problems. These techniques include a coarse-to-fine-mesh rezone procedure for the detailed study of regions of particular interest in a flow field and a special finite element to model far-field regions in external flow problems.     

On numerical stabilization in the solution of Saint-Venant equations using the finite element method

Solving the Saint-Venant equations by using numerical schemes like finite difference and finite element methods leads to some unwanted oscillations in the water surface elevation. The reason for these oscillations lies in the method used for the approximation of the nonlinear terms. One of the ways of smoothing these oscillations is by adding artificial viscosity into the scheme. In this paper, by using a suitable discretization, we first solve the one-dimensional Saint-Venant equations by a finite element method and eliminate the unwanted oscillations without using an artificial viscosity. Second, our main discussion is concentrated on numerical stabilization of the solution in detail. In fact, we first convert the systems resulting from the discretization to systems relating to just water surface elevation. Then, by using M-matrix properties, the stability of the solution is shown. Finally, two numerical examples of critical and subcritical flows are given to support our results.     

Parallel adaptive solution for two dimensional 3-T energy equation on UG

Two-dimensional (2D) energy equation coupled with three temperatures such as electron, ion and photon is widely used to approximately describe the evolution of radiation energy across multiple materials and to study the exchange of energy among electrons, ions and photons for numerical research on laser-driven implosion of a fuel capsule in inertial confinement fusion experiments. The numerical solution of such equations is always fascinating because of its strongly nonlinear phenomena and strongly discontinuous interfaces. Using the UG framework, this paper successfully solves such equations on 2D unstructured grids with a fully implicit finite volume discretization scheme and parallel adaptive multigrid. Significant numerical results using 32 processors are given and analyzed.     

Adaptivity in 3D image processing

We present an adaptive numerical scheme for computing the nonlinear partial differential equations arising in 3D image multiscale analysis. The scheme is based on a semi-implicit scale discretization and on an adaptive finite element method in 3D-space. Successive coarsening of the computational grid is used for increasing the efficiency of the numerical procedure. L_∞-stability of the semi–discrete scheme is proved and computational results related to 3D nonlinear image filtering are discussed. Received: 15 December 1999 / Accepted: 8 June 2001     

Modeling studies and efficient numerical methods for proton exchange membrane fuel cell

In this paper, a three-dimensional (3D), nonisothermal, multiphysics, two-phase steady state transport model and its efficient numerical methods are systematically studied for a full proton exchange membrane fuel cell (PEMFC) in the sense of efficiency and accuracy. The conservation equations of mass, momentum, species, charge and energy are fully addressed in view of nonisothermality and multiphase characteristics. In addition, from an accurate numerical discretization’s point of view, we present some new formulations for species equations by investigating the interactions among the species. In a framework of the combined finite element-upwind finite volume method, some efficient numerical methods are developed in terms of Kirchhoff transformation for the sake of a fast and convergent numerical simulation. The 3D simulations demonstrate that the convergent solutions can be attained within 80 nonlinear iterations, in contrast to the oscillating and nonconvergent iterations conducted by commercial flow solvers or in-house code with standard finite element/volume methods. Numerical convergence tests are carried out to verify the efficiency and accuracy of our numerical algorithms and techniques.     

Energy-Preserving Algorithms for the Benjamin Equation

This paper presents several hybrid algorithms to preserve the global energy of the Benjamin equation. The Benjamin equation is a non-local partial differential equation involving the Hilbert transform. For this sake, quite few structure-preserving integrators have been proposed so far. Our schemes are derived based on an extended multi-symplectic Hamiltonian system of the Benjamin equation by using Fourier pseudospectral method, finite element method and wavelet collocation method spatially coupled with the AVF method temporally. The local and global properties of the proposed schemes are studied. Numerical experiments are presented to demonstrate the conservative properties of the proposed numerical methods and study the evolutions of the numerical solutions of solitary waves and wave breaking.     

Finite element methods for unsteady solidification problems arising in prediction of morphological structure

Galerkin finite element methods are presented for calculation of the dynamic transitions between planar and deep two-dimensional cellular interface morphologies in directional solidification of a binary alloy from models that include solute transport, the phase diagram, and the interfacial free energy between melt and crystals. The unknown melt-solid interface shape is accounted for in the finite element formulation by mapping the equations to a fixed domain. Novel nonorthogonal transformations are introduced combining cylindrical and Cartesian coordinate interface representations for approximating the deep cellular interfaces that evolve from a planar solidification front. The algorithm for time integration combines a fully implicit Adams-Moulton algorithm with the Isotherm-Newton method for solving the nonlinear set of differential-algebraic equations that result from the spatial discretization of the moving-boundary problem. The fully implicit scheme is found to be more accurate and efficient than an explicit predictor-corrector algorithm. Sample calculations show the connectivity between families of shapes with resonant spatial wavelengths.     

POD reduced-order unstructured mesh modeling applied to 2D and 3D fluid flow

A new scheme for implementing a reduced order model for complex mesh-based numerical models (e.g. finite element unstructured mesh models), is presented. The matrix and source term vector of the full model are projected onto the reduced bases. The proper orthogonal decomposition (POD) is used to form the reduced bases. The reduced order modeling code is simple to implement even with complex governing equations, discretization methods and nonlinear parameterizations. Importantly, the model order reduction code is independent of the implementation details of the full model code. For nonlinear problems, a perturbation approach is used to help accelerate the matrix equation assembly process based on the assumption that the discretized system of equations has a polynomial representation and can thus be created by a summation of pre-formed matrices.In this paper, by applying the new approach, the POD reduced order model is implemented on an unstructured mesh finite element fluid flow model, and is applied to 3D flows. The error between the full order finite element solution and the reduced order model POD solution is estimated. The feasibility and accuracy of the reduced order model applied to 3D fluid flows are demonstrated.