Skip to main content
Erschienen in: Journal of Scientific Computing 3/2016

14.10.2015

Fast High-Order Compact Exponential Time Differencing Runge–Kutta Methods for Second-Order Semilinear Parabolic Equations

verfasst von: Liyong Zhu, Lili Ju, Weidong Zhao

Erschienen in: Journal of Scientific Computing | Ausgabe 3/2016

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this paper we propose fast high-order numerical methods for solving a class of second-order semilinear parabolic equations in regular domains. The proposed methods are explicit in nature, and use exponential time differencing and Runge–Kutta approximations in combination with a linear splitting technique to achieve accurate and stable time integration. A two-step compact difference scheme is employed for spatial discretization to obtain fourth-order accuracy and make use of FFT-based fast calculations. Such methods can be applied to problems with stiff nonlinearities and boundary conditions of Dirichlet or periodic types. Linear stability analysis and various numerical experiments are also presented to demonstrate accuracy and stability of the proposed methods.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Allen, S., Cahn, J.W.: A microscopic theory for antiphase boundary motion and its application to antiphase domain coarsening. Acta Metall. 27, 1084–1095 (1979)CrossRef Allen, S., Cahn, J.W.: A microscopic theory for antiphase boundary motion and its application to antiphase domain coarsening. Acta Metall. 27, 1084–1095 (1979)CrossRef
2.
Zurück zum Zitat Certaine, J.: The solution of ordinary differential equations with large time constants. Mathematical methods for digital computers, pp. 128–132. Wiley, New York (1960) Certaine, J.: The solution of ordinary differential equations with large time constants. Mathematical methods for digital computers, pp. 128–132. Wiley, New York (1960)
3.
Zurück zum Zitat Caplan, R.M., Carretero-Gonzalez, R.: A two-step high-order compact scheme for the Laplacian operator and its implementation in an explicit method for integrating the nonlinear schrödinger equation. J. Comput. Appl. Math. 251, 33–46 (2013)MathSciNetCrossRefMATH Caplan, R.M., Carretero-Gonzalez, R.: A two-step high-order compact scheme for the Laplacian operator and its implementation in an explicit method for integrating the nonlinear schrödinger equation. J. Comput. Appl. Math. 251, 33–46 (2013)MathSciNetCrossRefMATH
4.
Zurück zum Zitat Cahn, J.W., Hillard, J.E.: Free energy of a nonuniform system. I. Interfacial free energy. J. Chem. Phys. 28, 258–267 (1958)CrossRef Cahn, J.W., Hillard, J.E.: Free energy of a nonuniform system. I. Interfacial free energy. J. Chem. Phys. 28, 258–267 (1958)CrossRef
6.
Zurück zum Zitat Calvo, M.P., Portillo, A.M.: Variable step implementation of ETD methods for semilinear problems. Appl. Math. Comput. 196, 627–637 (2008)MathSciNetMATH Calvo, M.P., Portillo, A.M.: Variable step implementation of ETD methods for semilinear problems. Appl. Math. Comput. 196, 627–637 (2008)MathSciNetMATH
7.
Zurück zum Zitat Chen, L.-Q., Shen, J.: Applications of semi-implicit Fourier-spectral method to phase field equations. Comput. Phys. Comm. 108, 147–158 (1998)CrossRefMATH Chen, L.-Q., Shen, J.: Applications of semi-implicit Fourier-spectral method to phase field equations. Comput. Phys. Comm. 108, 147–158 (1998)CrossRefMATH
8.
Zurück zum Zitat Du, Q., Gunzburger, M., Peterson, J.: Analysis and approximation of the Ginzburg–Landau model of superconductivity. SIAM Rev. 34, 54–81 (1992)MathSciNetCrossRefMATH Du, Q., Gunzburger, M., Peterson, J.: Analysis and approximation of the Ginzburg–Landau model of superconductivity. SIAM Rev. 34, 54–81 (1992)MathSciNetCrossRefMATH
9.
Zurück zum Zitat Du, Q., Liu, C., Wang, X.: A phase field approach in the numerical study of the elastic bending energy for vesicle membranes. J. Comput. Phys. 198, 450–468 (2004)MathSciNetCrossRefMATH Du, Q., Liu, C., Wang, X.: A phase field approach in the numerical study of the elastic bending energy for vesicle membranes. J. Comput. Phys. 198, 450–468 (2004)MathSciNetCrossRefMATH
10.
Zurück zum Zitat Du, Q., Zhu, W.-X.: Analysis and applications of the exponential time differencing schemes and their contour integration modifications. BIT Numer. Math. 45, 307–328 (2005)MathSciNetCrossRefMATH Du, Q., Zhu, W.-X.: Analysis and applications of the exponential time differencing schemes and their contour integration modifications. BIT Numer. Math. 45, 307–328 (2005)MathSciNetCrossRefMATH
11.
Zurück zum Zitat Gustafsson, B., Kreiss, H.-O., Oliger, J.: Time Dependent Problems and Difference Methods. Wiley-Interscience, New York (1996)MATH Gustafsson, B., Kreiss, H.-O., Oliger, J.: Time Dependent Problems and Difference Methods. Wiley-Interscience, New York (1996)MATH
12.
Zurück zum Zitat Hochbrucky, M., Lubich, C.: vOn Krylov subspace approximations to the matrix exponential operator. SIAM J. Numer. Anal. 34, 1911–1925 (1997)MathSciNetCrossRefMATH Hochbrucky, M., Lubich, C.: vOn Krylov subspace approximations to the matrix exponential operator. SIAM J. Numer. Anal. 34, 1911–1925 (1997)MathSciNetCrossRefMATH
13.
Zurück zum Zitat Hochbruck, M., Lubich, C., Selhofer, H.: Exponential integrators for large systems of differential equations. SIAM J. Sci. Comput. 19, 1552–1574 (1998)MathSciNetCrossRefMATH Hochbruck, M., Lubich, C., Selhofer, H.: Exponential integrators for large systems of differential equations. SIAM J. Sci. Comput. 19, 1552–1574 (1998)MathSciNetCrossRefMATH
15.
Zurück zum Zitat Hochbruck, M., Ostermann, A.: Explicit exponential Runge–Kutta methods for semilinear parabolic problems. SIAM J. Numer. Anal. 19, 209–286 (2010)MathSciNetMATH Hochbruck, M., Ostermann, A.: Explicit exponential Runge–Kutta methods for semilinear parabolic problems. SIAM J. Numer. Anal. 19, 209–286 (2010)MathSciNetMATH
16.
Zurück zum Zitat Hairer, E., Wanner, G.: Solving Ordinary Differential Equations ii: Stiff and Differential Algebraic Problems. Springer, New York (1999) Hairer, E., Wanner, G.: Solving Ordinary Differential Equations ii: Stiff and Differential Algebraic Problems. Springer, New York (1999)
17.
Zurück zum Zitat Jiang, T., Zhang, Y.-T.: Krylov implicit integration factor WENO methods for semilinear and fully nonlinear advection-diffusion-reaction equations. J. Comput. Phys. 253, 368–388 (2013)MathSciNetCrossRef Jiang, T., Zhang, Y.-T.: Krylov implicit integration factor WENO methods for semilinear and fully nonlinear advection-diffusion-reaction equations. J. Comput. Phys. 253, 368–388 (2013)MathSciNetCrossRef
18.
Zurück zum Zitat Ju, L., Liu, X., Leng, W.: Compact implicit integration factor methods for a family of semilinear fourth-order parabolic equations. Dis. Cont. Dyn. Sys. B 19, 1667–1687 (2014)MathSciNetCrossRefMATH Ju, L., Liu, X., Leng, W.: Compact implicit integration factor methods for a family of semilinear fourth-order parabolic equations. Dis. Cont. Dyn. Sys. B 19, 1667–1687 (2014)MathSciNetCrossRefMATH
19.
Zurück zum Zitat Ju, L., Zhang, J., Du, Q.: Fast and accurate algorithms for simulating coarsening dynamics of Cahn-Hilliard equations. Comput. Mater. Sci. 108, 272–282 (2015)CrossRef Ju, L., Zhang, J., Du, Q.: Fast and accurate algorithms for simulating coarsening dynamics of Cahn-Hilliard equations. Comput. Mater. Sci. 108, 272–282 (2015)CrossRef
20.
Zurück zum Zitat Ju, L., Zhang, J., Zhu, L., Du, Q.: Fast Explicit Integration Factor Methods for Semilinear Parabolic Equations. J. Sci. Comput. 62, 431–455 (2015)MathSciNetCrossRefMATH Ju, L., Zhang, J., Zhu, L., Du, Q.: Fast Explicit Integration Factor Methods for Semilinear Parabolic Equations. J. Sci. Comput. 62, 431–455 (2015)MathSciNetCrossRefMATH
22.
23.
Zurück zum Zitat Lawson, J.: Generalized Runge–Kutta processes for stable systems with large Lipschitz constants. SIAM J. Numer. Anal. 4, 372–390 (1969)MathSciNetCrossRefMATH Lawson, J.: Generalized Runge–Kutta processes for stable systems with large Lipschitz constants. SIAM J. Numer. Anal. 4, 372–390 (1969)MathSciNetCrossRefMATH
24.
Zurück zum Zitat Loan, C.V.: Computational Frameworks for the Fast Fourier Transform, SIAM (1992) Loan, C.V.: Computational Frameworks for the Fast Fourier Transform, SIAM (1992)
26.
Zurück zum Zitat Nie, Q., Wan, F., Zhang, Y.-T., Liu, X.: Compact integration factor methods in high spatial dimensions. J. Comput. Phys. 227, 5238–5255 (2008)MathSciNetCrossRefMATH Nie, Q., Wan, F., Zhang, Y.-T., Liu, X.: Compact integration factor methods in high spatial dimensions. J. Comput. Phys. 227, 5238–5255 (2008)MathSciNetCrossRefMATH
27.
28.
29.
Zurück zum Zitat Qiao, Z., Sun, Z., Zhang, Z.: Stability and convergence of second-order schemes for the nonlinear epitaxial growth model without slope selection. Math. Comp. 84, 653–674 (2015)MathSciNetCrossRefMATH Qiao, Z., Sun, Z., Zhang, Z.: Stability and convergence of second-order schemes for the nonlinear epitaxial growth model without slope selection. Math. Comp. 84, 653–674 (2015)MathSciNetCrossRefMATH
30.
Zurück zum Zitat Qiao, Z., Zhang, Z., Tang, T.: An adaptive time-stepping strategy for the molecular beam epitaxy models. SIAM J. Sci. Comput. 33, 1395–1414 (2011)MathSciNetCrossRefMATH Qiao, Z., Zhang, Z., Tang, T.: An adaptive time-stepping strategy for the molecular beam epitaxy models. SIAM J. Sci. Comput. 33, 1395–1414 (2011)MathSciNetCrossRefMATH
31.
Zurück zum Zitat Spotz, W.F., Carey, G.F.: Extension of high-order compact schemes to time-dependent problems. Numer. Meth. PDEs 17, 657–672 (2001)MathSciNetCrossRefMATH Spotz, W.F., Carey, G.F.: Extension of high-order compact schemes to time-dependent problems. Numer. Meth. PDEs 17, 657–672 (2001)MathSciNetCrossRefMATH
32.
Zurück zum Zitat Temam, R.: Navier–Stokes Equations: Theory and Numerical Analysis, North-Holland (1977) Temam, R.: Navier–Stokes Equations: Theory and Numerical Analysis, North-Holland (1977)
33.
Zurück zum Zitat Whalen, P., Brio, M., Moloney, J.V.: Exponential time-differencing with embedded Runge–Kutta adaptive step control. J. Comput. Phys. 280, 579–601 (2015)MathSciNetCrossRef Whalen, P., Brio, M., Moloney, J.V.: Exponential time-differencing with embedded Runge–Kutta adaptive step control. J. Comput. Phys. 280, 579–601 (2015)MathSciNetCrossRef
34.
Zurück zum Zitat Wang, D., Zhang, L., Nie, Q.: Array-representation integration factor method for high-dimensional systems. J. Comput. Phys. 258, 585–600 (2014)MathSciNetCrossRef Wang, D., Zhang, L., Nie, Q.: Array-representation integration factor method for high-dimensional systems. J. Comput. Phys. 258, 585–600 (2014)MathSciNetCrossRef
35.
Zurück zum Zitat Xu, C., Tang, T.: Stability analysis of large time-stepping methods for epitaxial growth models. SIAM J. Numer. Anal. 44, 1759–1779 (2006)MathSciNetCrossRefMATH Xu, C., Tang, T.: Stability analysis of large time-stepping methods for epitaxial growth models. SIAM J. Numer. Anal. 44, 1759–1779 (2006)MathSciNetCrossRefMATH
36.
Zurück zum Zitat Yang, X., Feng, J., Liu, C., Shen, J.: Numerical simulations of jet pinching-off and drop formation using an energetic variational phase-field method. J. Comput. Phys. 218, 417–428 (2007)MathSciNetCrossRefMATH Yang, X., Feng, J., Liu, C., Shen, J.: Numerical simulations of jet pinching-off and drop formation using an energetic variational phase-field method. J. Comput. Phys. 218, 417–428 (2007)MathSciNetCrossRefMATH
37.
Zurück zum Zitat Zhang, J., Du, Q.: Numerical studies of discrete approximations to the Allen–Cahn equation in the sharp interface limit. SIAM J. Sci. Comput. 31, 3042–3063 (2009)MathSciNetCrossRefMATH Zhang, J., Du, Q.: Numerical studies of discrete approximations to the Allen–Cahn equation in the sharp interface limit. SIAM J. Sci. Comput. 31, 3042–3063 (2009)MathSciNetCrossRefMATH
Metadaten
Titel
Fast High-Order Compact Exponential Time Differencing Runge–Kutta Methods for Second-Order Semilinear Parabolic Equations
verfasst von
Liyong Zhu
Lili Ju
Weidong Zhao
Publikationsdatum
14.10.2015
Verlag
Springer US
Erschienen in
Journal of Scientific Computing / Ausgabe 3/2016
Print ISSN: 0885-7474
Elektronische ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-015-0117-1

Weitere Artikel der Ausgabe 3/2016

Journal of Scientific Computing 3/2016 Zur Ausgabe

Premium Partner