A Charge Preserving Scheme for the Numerical Resolution of the Vlasov-Ampère Equations

In this report, a charge preserving numerical resolution of the 1D Vlasov-Ampère equation is achieved, with a forward Semi-Lagrangian method introduced in [10]. The Vlasov equation belongs to the kinetic way of simulating plasmas evolution, and is coupled with the Poisson's equation, or equivalently under charge conservation, the Ampère's one, which self-consistently rules the electric field evolution. In order to ensure having proper physical solutions, it is necessary that the scheme preserves charge numerically. B-spline deposition will be used for the interpolation step. The solving of the characteristics will be made with a Runge-Kutta 2 method and with a Cauchy-Kovalevsky procedure.     

Symmetric Energy-Conserved Splitting FDTD Scheme for the Maxwell's Equations

In this paper, a new symmetric energy-conserved splitting FDTD scheme (symmetric EC-S-FDTD) for Maxwell's equations is proposed. The new algorithm inherits the same properties of our previous EC-S-FDTDI and EC-S-FDTDII algorithms: energy-conservation, unconditional stability and computational efficiency. It keeps the same computational complexity as the EC-S-FDTDI scheme and is of second-order accuracy in both time and space as the EC-S-FDTDII scheme. The convergence and error estimate of the symmetric EC-S-FDTD scheme are proved rigorously by the energy method and are confirmed by numerical experiments.     

New Energy-Conserved Identities and Super-Convergence of the Symmetric EC-S-FDTD Scheme for Maxwell's Equations in 2D

The symmetric energy-conserved splitting FDTD scheme developed in [1] is a very new and efficient scheme for computing the Maxwell's equations. It is based on splitting the whole Maxwell's equations and matching the x-direction and y-direction electric fields associated to the magnetic field symmetrically. In this paper, we make further study on the scheme for the 2D Maxwell's equations with the PEC boundary condition. Two new energy-conserved identities of the symmetric EC-S-FDTD scheme in the discrete H¹-norm are derived. It is then proved that the scheme is unconditionally stable in the discrete H¹-norm. By the new energy-conserved identities, the super-convergence of the symmetric EC-S-FDTD scheme is further proved that it is of second order convergence in both time and space steps in the discrete H¹-norm. Numerical experiments are carried out and confirm our theoretical results.     

Space-Time Discontinuous Galerkin Method for Maxwell's Equations

A fully discrete discontinuous Galerkin method is introduced for solving time-dependent Maxwell's equations. Distinguished from the Runge-Kutta discontinuous Galerkin method (RKDG) and the finite element time domain method (FETD), in our scheme, discontinuous Galerkin methods are used to discretize not only the spatial domain but also the temporal domain. The proposed numerical scheme is proved to be unconditionally stable, and a convergent rate $\mathcal{O}((∆t)^{r+1}+h^{k+1/2})$ is established under the $L^2$ -norm when polynomials of degree at most $r$ and $k$ are used for temporal and spatial approximation, respectively. Numerical results in both 2-D and 3-D are provided to validate the theoretical prediction. An ultra-convergence of order $(∆t)^{2r+1}$ in time step is observed numerically for the numerical fluxes w.r.t. temporal variable at the grid points.     

Solving Allen-Cahn and Cahn-Hilliard Equations Using the Adaptive Physics Informed Neural Networks

Phase field models, in particular, the Allen-Cahn type and Cahn-Hilliard type equations, have been widely used to investigate interfacial dynamic problems. Designing accurate, efficient, and stable numerical algorithms for solving the phase field models has been an active field for decades. In this paper, we focus on using the deep neural network to design an automatic numerical solver for the Allen-Cahn and Cahn-Hilliard equations by proposing an improved physics informed neural network (PINN). Though the PINN has been embraced to investigate many differential equation problems, we find a direct application of the PINN in solving phase-field equations won't provide accurate solutions in many cases. Thus, we propose various techniques that add to the approximation power of the PINN. As a major contribution of this paper, we propose to embrace the adaptive idea in both space and time and introduce various sampling strategies, such that we are able to improve the efficiency and accuracy of the PINN on solving phase field equations. In addition, the improved PINN has no restriction on the explicit form of the PDEs, making it applicable to a wider class of PDE problems, and shedding light on numerical approximations of other PDEs in general.     

A Polynomial Chaos Method for Dispersive Electromagnetics

Electromagnetic wave propagation in complex dispersive media is governed by the time dependent Maxwell's equations coupled to equations that describe the evolution of the induced macroscopic polarization. We consider "polydispersive" materials represented by distributions of dielectric parameters in a polarization model. The work focuses on a novel computational framework for such problems involving Polynomial Chaos Expansions as a method to improve the modeling accuracy of the Debye model and allow for easy simulation using the Finite Difference Time Domain (FDTD) method. Stability and dispersion analyses are performed for the approach utilizing the second order Yee scheme in two spatial dimensions.     

Adaptive hp-Finite Element Computations for Time-Harmonic Maxwell's Equations

In this paper, hp-adaptive finite element methods are studied for time-harmonic Maxwell's equations. We propose the parallel hp-adaptive algorithms on conforming unstructured tetrahedral meshes based on residual-based a posteriori error estimates. Extensive numerical experiments are reported to investigate the efficiency of the hp-adaptive methods for point singularities, edge singularities, and an engineering benchmark problem of Maxwell's equations. The hp-adaptive methods show much better performance than the h-adaptive method.     

Mixed Spectral Element Method for 2D Maxwell's Eigenvalue Problem

It is well known that conventional edge elements in solving vector Maxwell's eigenvalue equations by the finite element method will lead to the presence of spurious zero eigenvalues. This problem has been addressed for the first order edge element by Kikuchi by the mixed element method. Inspired by this approach, this paper describes a higher order mixed spectral element method (mixed SEM) for the computation of two-dimensional vector eigenvalue problem of Maxwell's equations. It utilizes Gauss-Lobatto-Legendre (GLL) polynomials as the basis functions in the finite-element framework with a weak divergence condition. It is shown that this method can suppress all spurious zero and nonzero modes and has spectral accuracy. A rigorous analysis of the convergence of the mixed SEM is presented, based on the higher order edge element interpolation error estimates, which fully confirms the robustness of our method. Numerical results are given for homogeneous, inhomogeneous, L-shape, coaxial and dual-inner-conductor cavities to verify the merits of the proposed method.     

A Numerical Method and Its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations

In this paper, a new numerical method for solving the decoupled forward-backward stochastic differential equations (FBSDEs) is proposed based on some specially derived reference equations. We rigorously analyze errors of the proposed method under general situations. Then we present error estimates for each of the specific cases when some classical numerical schemes for solving the forward SDE are taken in the method; in particular, we prove that the proposed method is second-order accurate if used together with the order-2.0 weak Taylor scheme for the SDE. Some examples are also given to numerically demonstrate the accuracy of the proposed method and verify the theoretical results.     

Construction,Analysis and Application of Coupled Compact Difference Scheme in Computational Acoustics and Fluid Flow Problems

In the present work, a new type of coupled compact difference scheme has been proposed for the solution of computational acoustics and flow problems. The proposed scheme evaluates the first, the second and the fourth derivative terms simultaneously. Derived compact difference scheme has a significant spectral resolution and a physical dispersion relation preserving (DRP) ability over a considerable wavenumber range when a fourth order four stage Runge-Kutta scheme is used for the time integration. Central stencil has been used for the present numerical scheme to evaluate spatial derivative terms. Derived scheme has the capability of adding numerical diffusion adaptively to attenuate spurious high wavenumber oscillations responsible for numerical instabilities. The DRP nature of the proposed scheme across a wider wavenumber range provides accurate results for the model wave equations as well as computational acoustic problems. In addition to the attractive feature of adaptive diffusion, present scheme also helps to control spurious reflections from the domain boundaries and is projected as an alternative to the perfectly matched layer (PML) technique.     

A Weighted Runge-Kutta Discontinuous Galerkin Method for 3D Acoustic and Elastic Wave-Field Modeling

Numerically solving 3D seismic wave equations is a key requirement for forward modeling and inversion. Here, we propose a weighted Runge-Kutta discontinuous Galerkin (WRKDG) method for 3D acoustic and elastic wave-field modeling. For this method, the second-order seismic wave equations in 3D heterogeneous anisotropic media are transformed into a first-order hyperbolic system, and then we use a discontinuous Galerkin (DG) solver based on numerical-flux formulations for spatial discretization. The time discretization is based on an implicit diagonal Runge-Kutta (RK) method and an explicit iterative technique, which avoids solving a large-scale system of linear equations. In the iterative process, we introduce a weighting factor. We investigate the numerical stability criteria of the 3D method in detail for linear and quadratic spatial basis functions. We also present a 3D analysis of numerical dispersion for the full discrete approximation of acoustic equation, which demonstrates that the WRKDG method can efficiently suppress numerical dispersion on coarse grids. Numerical results for several different 3D models including homogeneous and heterogeneous media with isotropic and anisotropic cases show that the 3D WRKDG method can effectively suppress numerical dispersion and provide accurate wave-field information on coarse mesh.     

A Mixed Finite Element Scheme for Quad-Curl Source and Eigenvalue Problems

The quad-curl problem arises in the resistive magnetohydrodynamics (MHD) and the electromagnetic interior transmission problem. In this paper we study a new mixed finite element scheme using Nédélec's edge elements to approximate both the solution and its curl for quad-curl problem on Lipschitz polyhedral domains. We impose element-wise stabilization instead of stabilization along mesh interfaces. Thus our scheme can be implemented as easy as standardNédélec's methods for Maxwell's equations. Via a discrete energy norm stability due to element-wise stabilization, we prove optimal convergence under a low regularity condition. We also extend the mixed finite element scheme to the quad-curl eigenvalue problem and provide corresponding convergence analysis based on that of source problem. Numerical examples are provided to show the viability and accuracy of the proposed method for quad-curl source problem.     

Analysis and Application of Single Level,Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs

This article is devoted to three quadrature methods for the rapid solution of stochastic time-dependent Maxwell's equations with uncertain permittivity, permeability and initial conditions. We develop the mathematical analysis of the error estimate for single level Monte Carlo method, multi-level Monte Carlo method, and the quasi-Monte Carlo method. The theoretical results are supplemented by numerical experiments.     

A Nominally Second-Order Cell-Centered Finite Volume Scheme for Simulating Three-Dimensional Anisotropic Diffusion Equations on Unstructured Grids

We present a finite volume based cell-centered method for solving diffusion equations on three-dimensional unstructured grids with general tensor conduction. Our main motivation concerns the numerical simulation of the coupling between fluid flows and heat transfers. The corresponding numerical scheme is characterized by cell-centered unknowns and a local stencil. Namely, the scheme results in a global sparse diffusion matrix, which couples only the cell-centered unknowns. The space discretization relies on the partition of polyhedral cells into sub-cells and on the partition of cell faces into sub-faces. It is characterized by the introduction of sub-face normal fluxes and sub-face temperatures, which are auxiliary unknowns. A sub-cell-based variational formulation of the constitutive Fourier law allows to construct an explicit approximation of the sub-face normal heat fluxes in terms of the cell-centered temperature and the adjacent sub-face temperatures. The elimination of the sub-face temperatures with respect to the cell-centered temperatures is achieved locally at each node by solving a small and sparse linear system. This system is obtained by enforcing the continuity condition of the normal heat flux across each sub-cell interface impinging at the node under consideration. The parallel implementation of the numerical algorithm and its efficiency are described and analyzed. The accuracy and the robustness of the proposed finite volume method are assessed by means of various numerical test cases.     

A Simple Solver for the Two-Fluid Plasma Model Based on PseudoSpectral Time-Domain Algorithm

We present a solver of 3D two-fluid plasma model for the simulation of short-pulse laser interactions with plasma. This solver resolves the equations of the two-fluid plasma model with ideal gas closure. We also include the Bhatnagar-Gross-Krook collision model. Our solver is based on PseudoSpectral Time-Domain (PSTD) method to solve Maxwell's curl equations. We use a Strang splitting to integrate Euler equations with source term: while Euler equations are solved with a composite scheme mixing Lax-Friedrichs and Lax-Wendroff schemes, the source term is integrated with a fourth-order Runge-Kutta scheme. This two-fluid plasma model solver is simple to implement because it only relies on finite difference schemes and Fast Fourier Transforms. It does not require spatially staggered grids. The solver was tested against several well-known problems of plasma physics. Numerical simulations gave results in excellent agreement with analytical solutions or with previous results from the literature.     

A Multilevel Numerical Approach with Application in Time-Domain Electromagnetics

An algebraic multilevel method is proposed for efficiently simulating linear wave propagation using higher-order numerical schemes. This method is used in conjunction with the Finite Volume Time Domain (FVTD) technique for the numerical solution of the time-domain Maxwell's equations in electromagnetic scattering problems. In the multilevel method the solution is cycled through spatial operators of varying orders of accuracy, while maintaining highest-order accuracy at coarser approximation levels through the use of the relative truncation error as a forcing function. Higher-order spatial accuracy can be enforced using the multilevel method at a fraction of the computational cost incurred in a conventional higher-order implementation. The multilevel method is targeted towards electromagnetic scattering problems at large electrical sizes which usually require long simulation times due to the use of very fine meshes dictated by point-per-wavelength requirements to accurately model wave propagation over long distances.     

A Second-Order Finite Difference Method for Two-Dimensional Fractional Percolation Equations

A finite difference method which is second-order accurate in time and in space is proposed for two-dimensional fractional percolation equations. Using the Fourier transform, a general approximation for the mixed fractional derivatives is analyzed. An approach based on the classical Crank-Nicolson scheme combined with the Richardson extrapolation is used to obtain temporally and spatially second-order accurate numerical estimates. Consistency, stability and convergence of the method are established. Numerical experiments illustrating the effectiveness of the theoretical analysis are provided.     

Computational Aspects of Multiscale Simulation with the Lumped Particle Framework

First introduced in [2], the lumped particle framework is a flexible and numerically efficient framework for the modelling of particle transport in fluid flow. In this paper, the framework is expanded to simulate multicomponent particle-laden fluid flow. This is accomplished by introducing simulation protocols to model particles over a wide range of length and time scales. Consequently, we present a time ordering scheme and an approximate approach for accelerating the computation of evolution of different particle constituents with large differences in physical scales. We apply the extended framework on the temporal evolution of three particle constituents in sand-laden flow, and horizontal release of spherical particles. Furthermore, we evaluate the numerical error of the lumped particle model. In this context, we discuss the Velocity-Verlet numerical scheme, and show how to apply this to solving Newton's equations within the framework. We show that the increased accuracy of the Velocity-Verlet scheme is not lost when applied to the lumped particle framework.     

A New Family of High Order Unstructured MOOD and ADER Finite Volume Schemes for Multidimensional Systems of Hyperbolic Conservation Laws

In this paper, we investigate the coupling of the Multi-dimensional Optimal Order Detection (MOOD) method and the Arbitrary high order DERivatives (ADER) approach in order to design a new high order accurate, robust and computationally efficient Finite Volume (FV) scheme dedicated to solving nonlinear systems of hyperbolic conservation laws on unstructured triangular and tetrahedral meshes in two and three space dimensions, respectively. The Multi-dimensional Optimal Order Detection (MOOD) method for 2D and 3D geometries has been introduced in a recent series of papers for mixed unstructured meshes. It is an arbitrary high-order accurate Finite Volume scheme in space, using polynomial reconstructions with a posteriori detection and polynomial degree decrementing processes to deal with shock waves and other discontinuities. In the following work, the time discretization is performed with an elegant and efficient one-step ADER procedure. Doing so, we retain the good properties of the MOOD scheme, that is to say, the optimal high-order of accuracy is reached on smooth solutions, while spurious oscillations near singularities are prevented. The ADER technique not only reduces the cost of the overall scheme as shown on a set of numerical tests in 2D and 3D, but also increases the stability of the overall scheme. A systematic comparison between classical unstructured ADER-WENO schemes and the new ADER-MOOD approach has been carried out for high-order schemes in space and time in terms of cost, robustness, accuracy and efficiency. The main finding of this paper is that the combination of ADER with MOOD generally outperforms the one of ADER and WENO either because at given accuracy MOOD isless expensive (memory and/or CPU time), or because it is more accurate for a given grid resolution. A large suite of classical numerical test problems has been solved on unstructured meshes for three challenging multi-dimensional systems of conservation laws: the Euler equations of compressible gas dynamics, the classical equations of ideal magneto-Hydrodynamics (MHD) and finally the relativistic MHD equations (RMHD), which constitutes a particularly challenging nonlinear system of hyperbolic partial differential equation. All tests are run on genuinely unstructured grids composed of simplex elements.     

A Hybrid FETD-FDTD Method with Nonconforming Meshes

A quasi non-overlapping hybrid scheme that combines the finite-difference time-domain (FDTD) method and the finite-element time-domain (FETD) method with nonconforming meshes is developed for time-domain solutions of Maxwell's equations. The FETD method uses mixed-order basis functions for electric and magnetic fields, while the FDTD method uses the traditional Yee's grid; the two methods are joined by a buffer zone with the FETD method and the discontinuous Galerkin method is used for the domain decomposition in the FETD subdomains. The main features of this technique is that it allows non-conforming meshes and an arbitrary numbers of FETD and FDTD subdomains. The hybrid method is completely stable for the time steps up to the stability limit for the FDTD method and FETD method. Numerical results demonstrate the validity of this technique.