Irksome: Automating Runge–Kutta Time-stepping for Finite Element Methods

While implicit Runge–Kutta (RK) methods possess high order accuracy and important stability properties, implementation difficulties and the high expense of solving the coupled algebraic system at each time step are frequently cited as impediments. We present Irksome , a high-level library for manipulating UFL (Unified Form Language) expressions of semidiscrete variational forms to obtain UFL expressions for the coupled Runge–Kutta stage equations at each time step. Irksome works with the Firedrake package to enable the efficient solution of the resulting coupled algebraic systems. Numerical examples confirm the efficacy of the software and our solver techniques for various problems.

One-Parameter Controlled Non-Dissipative Unconditionally Stable Explicit Structure-Dependent Integration Methods with No Overshoot

Although many families of integration methods have been successfully developed with desired numerical properties, such as second order accuracy, unconditional stability and numerical dissipation, they are generally implicit methods. Thus, an iterative procedure is often involved for each time step in conducting time integration. Many computational efforts will be consumed by implicit methods when compared to explicit methods. In general, the structure-dependent integration methods (SDIMs) are very computationally efficient for solving a general structural dynamic problem. A new family of SDIM is proposed. It exhibits the desired numerical properties of second order accuracy, unconditional stability, explicit formulation and no overshoot. The numerical properties are controlled by a single free parameter. The proposed family method generally has no adverse disadvantage of unusual overshoot in high frequency transient responses that have been found in the currently available implicit integration methods, such as the WBZ-α method, HHT-α method and generalized-α method. Although this family method has unconditional stability for the linear elastic and stiffness softening systems, it becomes conditionally stable for stiffness hardening systems. This can be controlled by a stability amplification factor and its unconditional stability is successfully extended to stiffness hardening systems. The computational efficiency of the proposed method proves that engineers can do the accurate nonlinear analysis very quickly.

A Non-Iterative Problem-Dependent Formula for Stiff Dynamic Problems

A novel one-step formula is proposed for solving initial value problems based on a concept of eigenmode. It is characterized by problem dependency since it has problem-dependent coefficients, which are functions of the product of the step size and the initial physical properties to define the problem under analysis. It can simultaneously combine A-stability, explicit formulation and second order accuracy. A-stability implies no limitation on step size based on stability consideration. An explicit formulation implies no nonlinear iterations for each step. The second order accuracy with an appropriate step size can have a good accuracy in numerical solutions. Thus, it seems promising for solving stiff dynamic problems. Numerical tests affirm that it can have the same performance as that of the trapezoidal rule for solving linear and nonlinear dynamic problems. It is evident that the most important advantage is of high computational efficiency in contrast to the trapezoidal rule due to no nonlinear iterations of each step.

A new formulation of finite difference and finite volume methods for solving a space fractional convection–diffusion model with fewer error estimates

Convection and diffusion are two harmonious physical processes that transfer particles and physical quantities. This paper deals with a new aspect of solving the convection–diffusion equation in fractional order using the finite volume method and the finite difference method. In this context, we present an alternative way for estimating the space fractional derivative by utilizing the fractional Grünwald formula. The proposed methods are conditionally stable with second-order accuracy in space and first-order accuracy in time. Many comparisons are performed to display reliability and capability of the proposed methods. Furthermore, several results and conclusions are provided to indicate appropriateness of the finite volume method in solving the space fractional convection–diffusion equation compared with the finite difference method.

A pseudo-spectral Strang splitting method for linear dispersive problems with transparent boundary conditions

The present work proposes a second-order time splitting scheme for a linear dispersive equation with a variable advection coefficient subject to transparent boundary conditions. For its spatial discretization, a dual Petrov–Galerkin method is considered which gives spectral accuracy. The main difficulty in constructing a second-order splitting scheme in such a situation lies in the compatibility condition at the boundaries of the sub-problems. In particular, the presence of an inflow boundary condition in the advection part results in order reduction. To overcome this issue a modified Strang splitting scheme is introduced that retains second-order accuracy. For this numerical scheme a stability analysis is conducted. In addition, numerical results are shown to support the theoretical derivations.

Numerical Simulation for a Multidimensional Fourth-Order Nonlinear Fractional Subdiffusion Model with Time Delay

The purpose of this paper is to develop a numerical scheme for the two-dimensional fourth-order fractional subdiffusion equation with variable coefficients and delay. Using the L2−1σ approximation of the time Caputo derivative, a finite difference method with second-order accuracy in the temporal direction is achieved. The novelty of this paper is to introduce a numerical scheme for the problem under consideration with variable coefficients, nonlinear source term, and delay time constant. The numerical results show that the global convergence orders for spatial and time dimensions are approximately fourth order in space and second-order in time.

Propagation of diffusing pollutant by kinetic flux-vector splitting method

In this article, the transport of a passive pollutant by a flow modeled by shallow water equations is numerically investigated. The kinetic flux-vector splitting (KFVS) scheme is extended to solve the one and two-dimensional equations. The first two equations of the considered model are mass and momentum equations and the third equation is the transport equation. The suggested scheme focuses on the direct splitting of the macroscopic flux functions at the cell interfaces. It achieves second-order accuracy by using MUSCL-type initial reconstruction and the Runge–Kutta time stepping technique. Several numerical test problems from literature are considered to check the efficiency and performance of the scheme. The results of the proposed scheme are compared to the central scheme for validation. It is found that the results of both the schemes are in close agreement with each other. However, our suggested KFVS scheme resolves the sharp discontinuous profiles precisely.

Effects of Physical Coordinate Clustering on Boundary Vorticity Approximations in von Mises Coordinates

Forward finite difference expressions of first-order accuracy for boundary vorticity on a solid boundary are evaluated in this work when the physical coordinates are clustered and mapped using von Mises coordinates. Results show that schemes using in-field grid points do not improve solutions obtained. Results also show that the finer the grid used in the physical domain, and the more clustered it is, improves the boundary vorticity values in the computational domain. The “best” expressions forward finite difference expressions are identified when two, three, four and five grid points are used.

A Space-Time Fully Decoupled Wavelet Integral Collocation Method with High-Order Accuracy for a Class of Nonlinear Wave Equations

A space-time fully decoupled wavelet integral collocation method (WICM) with high-order accuracy is proposed for the solution of a class of nonlinear wave equations. With this method, wave equations with various nonlinearities are first transformed into a system of ordinary differential equations (ODEs) with respect to the highest-order spatial derivative values at spatial nodes, in which all the matrices in the resulting nonlinear ODEs are constants over time. As a result, these matrices generated in the spatial discretization do not need to be updated in the time integration, such that a fully decoupling between spatial and temporal discretization can be achieved. A linear multi-step method based on the same wavelet approximation used in the spatial discretization is then employed to solve such a semi-discretization system. By numerically solving several widely considered benchmark problems, including the Klein/sine–Gordon equation and the generalized Benjamin–Bona–Mahony–Burgers equation, we demonstrate that the proposed wavelet algorithm possesses much better accuracy and a faster convergence rate than many existing numerical methods. Most interestingly, the space-associated convergence rate of the present WICM is always about order 6 for different equations with various nonlinearities, which is in the same order with direct approximation of a function in terms of the proposed wavelet approximation scheme. This fact implies that the accuracy of the proposed method is almost independent of the equation order and nonlinearity.