A Positivity-Preserving Second-Order BDF Scheme for the Cahn-Hilliard Equation with Variable Interfacial Parameters

We present and analyze a new second-order finite difference scheme for the Macromolecular Microsphere Composite hydrogel, Time-Dependent Ginzburg-Landau (MMC-TDGL) equation, a Cahn-Hilliard equation with Flory-Huggins-deGennes energy potential. This numerical scheme with unconditional energy stability is based on the Backward Differentiation Formula (BDF) method in time derivation combining with Douglas-Dupont regularization term. In addition, we present a pointwise bound of the numerical solution for the proposed scheme in the theoretical level. For the convergent analysis, we treat three nonlinear logarithmic terms as a whole and deal with all logarithmic terms directly by using the property that the nonlinear error inner product is always non-negative. Moreover, we present the detailed convergent analysis in $ℓ^∞$(0,$T$;$H_h^{-1}$)∩$ℓ^2$(0,$T$;$H_h^1$) norm. At last, we use the local Newton approximation and multigrid method to solve the nonlinear numerical scheme, and various numerical results are presented, including the numerical convergence test, positivity-preserving property test, spinodal decomposition, energy dissipation and mass conservation properties.     

A Third Order BDF Energy Stable Linear Scheme for the No-Slope-Selection Thin Film Model

In this paper we propose and analyze a (temporally) third order accurate backward differentiation formula (BDF) numerical scheme for the no-slope-selection (NSS) equation of the epitaxial thin film growth model, with Fourier pseudo-spectral discretization in space. The surface diffusion term is treated implicitly, while the nonlinear chemical potential is approximated by a third order explicit extrapolation formula for the sake of solvability. In addition, a third order accurate Douglas-Dupont regularization term, in the form of $−A∆t^2∆^2_N (u^{n+1}−u^n)$, is added in the numerical scheme. A careful energy stability estimate, combined with Fourier eigenvalue analysis, results in the energy stability in a modified version, and a theoretical justification of the coefficient $A$ becomes available. As a result of this energy stability analysis, a uniform in time bound of the numerical energy is obtained. And also, the optimal rate convergence analysis and error estimate are derived in details, in the $ℓ^∞(0,T;ℓ^2)∩ℓ^2(0,T;H^2_h)$ norm, with the help of a linearized estimate for the nonlinear error terms. Some numerical simulation results are presented to demonstrate the efficiency of the numerical scheme and the third order convergence. The long time simulation results for $ε = 0.02$ (up to $T = 3×10^5$) have indicated a logarithm law for the energy decay, as well as the power laws for growth of the surface roughness and the mound width. In particular, the power index for the surface roughness and the mound width growth, created by the third order numerical scheme, is more accurate than those produced by certain second order energy stable schemes in the existing literature.     

Decoupled,Energy Stable Numerical Scheme for the Cahn-Hilliard-Hele-Shaw System with Logarithmic Flory-Huggins Potential

In this paper, a decoupling numerical method for solving Cahn-Hilliard-Hele-Shaw system with logarithmic potential is proposed. Combing with a convex-splitting of the energy functional, the discretization of the Cahn-Hilliard equation in time is presented. The nonlinear term in Cahn-Hilliard equation is decoupled from the pressure gradient by using a fractional step method. Therefore, to update the pressure, we just need to solve a Possion equation at each time step by using an incremental pressure-correction technique for the pressure gradient in Darcy equation. For logarithmic potential, we use the regularization procedure, which make the domain for the regularized functional $F$($ф$) is extended from (−1,1) to (−∞,∞). Further, the stability and the error estimate of the proposed method are proved. Finally, a series of numerical experiments are implemented to illustrate the theoretical analysis.     

An All-Regime Lagrange-Projection Like Scheme for the Gas Dynamics Equations on Unstructured Meshes

We propose an all regime Lagrange-Projection like numerical scheme for the gas dynamics equations. By all regime, we mean that the numerical scheme is able to compute accurate approximate solutions with an under-resolved discretization with respect to the Mach number M, i.e. such that the ratio between the Mach number M and the mesh size or the time step is small with respect to 1. The key idea is to decouple acoustic and transport phenomenon and then alter the numerical flux in the acoustic approximation to obtain a uniform truncation error in term of M. This modified scheme is conservative and endowed with good stability properties with respect to the positivity of the density and the internal energy. A discrete entropy inequality under a condition on the modification is obtained thanks to a reinterpretation of the modified scheme in the Harten Lax and van Leer formalism. A natural extension to multi-dimensional problems discretized over unstructured mesh is proposed. Then a simple and efficient semi-implicit scheme is also proposed. The resulting scheme is stable under a CFL condition driven by the (slow) material waves and not by the (fast) acoustic waves and so verifies the all regime property. Numerical evidences are proposed and show the ability of the scheme to deal with tests where the flow regime may vary from low to high Mach values.     

Operator Splitting for Three-Phase Flow in Heterogeneous Porous Media

We describe an operator splitting technique based on physics rather than on dimension for the numerical solution of a nonlinear system of partial differential equations which models three-phase flow through heterogeneous porous media. The model for three-phase flow considered in this work takes into account capillary forces, general relations for the relative permeability functions and variable porosity and permeability fields. In our numerical procedure a high resolution, nonoscillatory, second order, conservative central difference scheme is used for the approximation of the nonlinear system of hyperbolic conservation laws modeling the convective transport of the fluid phases. This scheme is combined with locally conservative mixed finite elements for the numerical solution of the parabolic and elliptic problems associated with the diffusive transport of fluid phases and the pressure-velocity problem. This numerical procedure has been used to investigate the existence and stability of nonclassical shock waves (called transitional or undercompressive shock waves) in two-dimensional heterogeneous flows, thereby extending previous results for one-dimensional flow problems. Numerical experiments indicate that the operator splitting technique discussed here leads to computational efficiency and accurate numerical results.     

Analysis of High-Order Absorbing Boundary Conditions for the Schrödinger Equation

The paper is concerned with the numerical solution of Schrödinger equations on an unbounded spatial domain. High-order absorbing boundary conditions for one-dimensional domain are derived, and the stability of the reduced initial boundary value problem in the computational interval is proved by energy estimate. Then a second order finite difference scheme is proposed, and the convergence of the scheme is established as well. Finally, numerical examples are reported to confirm our error estimates of the numerical methods.     

Fully Decoupled,Linear and Unconditionally Energy Stable Schemes for the Binary Fluid-Surfactant Model

Here, we develop a first and a second order time stepping schemes for a binary fluid-surfactant phase field model by using the scalar auxiliary variable approach. The free energy contains a double-well potential, a nonlinear coupling entropy and a Flory-Huggins potential. The resulting coupled system consists of a Cahn-Hilliard type equation and a Wasserstein type equation which leads to a degenerate problem. By introducing only one scalar auxiliary variable, the system is transformed into an equivalent form so that the nonlinear terms can be treated semi-explicitly. Both the schemes are linear and decoupled, thus they can be solved efficiently. We further prove that these semi-discretized schemes in time are unconditionally energy stable. Some numerical experiments are performed to validate the accuracy and energy stability of the proposed schemes.     

A Decoupled Energy Stable Adaptive Finite Element Method for Cahn–Hilliard–Navier–Stokes Equations

In this paper, we propose, analyze, and numerically validate an adaptive finite element method for the Cahn–Hilliard–Navier–Stokes equations. The adaptive method is based on a linear, decoupled scheme introduced by Shen and Yang [30]. An unconditionally energy stable discrete law for the modified energy is shown for the fully discrete scheme. A superconvergent cluster recovery based a posteriori error estimations are constructed for both the phase field variable and velocity field function, respectively. Based on the proposed space and time discretization error estimators, a time-space adaptive algorithm is designed for numerical approximation of the Cahn–Hilliard–Navier–Stokes equations. Numerical experiments are presented to illustrate the reliability and efficiency of the proposed error estimators and the corresponding adaptive algorithm.     

High-Order Positivity-Preserving Well-Balanced Discontinuous Galerkin Methods for Euler Equations with Gravitation on Unstructured Meshes

In this paper, we propose a high-order accurate discontinuous Galerkin (DG) method for the compressible Euler equations under gravitational fields on unstructured meshes. The scheme preserves a general hydrostatic equilibrium state and provably guarantees the positivity of density and pressure at the same time. Comparing with the work on the well-balanced scheme for Euler equations with gravitation on rectangular meshes, the extension to triangular meshes is conceptually plausible but highly nontrivial. We first introduce a special way to recover the equilibrium state and then design a group of novel variables at the interface of two adjacent cells, which plays an important role in the well-balanced and positivity-preserving properties. One main challenge is that the well-balanced schemes may not have the weak positivity property. In order to achieve the well-balanced and positivity-preserving properties simultaneously while maintaining high-order accuracy, we carefully design DG spatial discretization with well-balanced numerical fluxes and suitable source term approximation. For the ideal gas, we prove that the resulting well-balanced scheme, coupled with strong stability preserving time discretizations, satisfies a weak positivity property. A simple existing limiter can be applied to enforce the positivity-preserving property, without losing high-order accuracy and conservation. Extensive one- and two-dimensional numerical examples demonstrate the desired properties of the proposed scheme, as well as its high resolution and robustness.     

An All Speed Second Order IMEX Relaxation Scheme for the Euler Equations

We present an implicit-explicit finite volume scheme for the Euler equations. We start from the non-dimensionalised Euler equations where we split the pressure in a slow and a fast acoustic part. We use a Suliciu type relaxation model which we split in an explicit part, solved using a Godunov-type scheme based on an approximate Riemann solver, and an implicit part where we solve an elliptic equation for the fast pressure. The relaxation source terms are treated projecting the solution on the equilibrium manifold. The proposed scheme is positivity preserving with respect to the density and internal energy and asymptotic preserving towards the incompressible Euler equations. For this first order scheme we give a second order extension which maintains the positivity property. We perform numerical experiments in 1D and 2D to show the applicability of the proposed splitting and give convergence results for the second order extension.     

An Explicit MUSCL Scheme on Staggered Grids with Kinetic-Like Fluxes for the Barotropic and Full Euler System

We present a second order scheme for the barotropic and full Euler equations. The scheme works on staggered grids, with numerical unknowns stored at dual locations, while the numerical fluxes are derived in the spirit of kinetic schemes. We identify stability conditions ensuring the positivity of the discrete density and energy. We illustrate the ability of the scheme to capture the structure of complex flows with 1D and 2D simulations on MAC grids.     

Stable and Efficient Modeling of Anelastic Attenuation in Seismic Wave Propagation

We develop a stable finite difference approximation of the three-dimensional viscoelastic wave equation. The material model is a super-imposition of N standard linear solid mechanisms, which commonly is used in seismology to model a material with constant quality factor Q. The proposed scheme discretizes the governing equations in second order displacement formulation using 3N memory variables, making it significantly more memory efficient than the commonly used first order velocity-stress formulation. The new scheme is a generalization of our energy conserving finite difference scheme for the elastic wave equation in second order formulation [SIAM J. Numer. Anal., 45 (2007), pp. 1902–1936]. Our main result is a proof that the proposed discretization is energy stable, even in the case of variable material properties. The proof relies on the summation-by-parts property of the discretization. The new scheme is implemented with grid refinement with hanging nodes on the interface. Numerical experiments verify the accuracy and stability of the new scheme. Semi-analytical solutions for a half-space problem and the LOH.3 layer over half-space problem are used to demonstrate how the number of viscoelastic mechanisms and the grid resolution influence the accuracy. We find that three standard linear solid mechanisms usually are sufficient to make the modeling error smaller than the discretization error.     

A Multigrid Method for Ground State Solution of Bose-Einstein Condensates

A multigrid method is proposed to compute the ground state solution of Bose-Einstein condensations by the finite element method based on the multilevel correction for eigenvalue problems and the multigrid method for linear boundary value problems. In this scheme, obtaining the optimal approximation for the ground state solution of Bose-Einstein condensates includes a sequence of solutions of the linear boundary value problems by the multigrid method on the multilevel meshes and some solutions of nonlinear eigenvalue problems some very low dimensional finite element space. The total computational work of this scheme can reach almost the same optimal order as solving the corresponding linear boundary value problem. Therefore, this type of multigrid scheme can improve the overall efficiency for the simulation of Bose-Einstein condensations. Some numerical experiments are provided to validate the efficiency of the proposed method.     

An Adaptive Time-Stepping Strategy for the Cahn-Hilliard Equation

This paper studies the numerical simulations for the Cahn-Hilliard equation which describes a phase separation phenomenon. The numerical simulation of the Cahn-Hilliard model needs very long time to reach the steady state, and therefore large time-stepping methods become useful. The main objective of this work is to construct the unconditionally energy stable finite difference scheme so that the large time steps can be used in the numerical simulations. The equation is discretized by the central difference scheme in space and fully implicit second-order scheme in time. The proposed scheme is proved to be unconditionally energy stable and mass-conservative. An error estimate for the numerical solution is also obtained with second order in both space and time. By using this energy stable scheme, an adaptive time-stepping strategy is proposed, which selects time steps adaptively based on the variation of the free energy against time. The numerical experiments are presented to demonstrate the effectiveness of the adaptive time-stepping approach.     

Relaxation Schemes for the $M_1$ Model with Space-Dependent Flux: Application to Radiotherapy Dose Calculation

Because of stability constraints, most numerical schemes applied to hyperbolic systems of equations turn out to be costly when the flux term is multiplied by some very large scalar. This problem emerges with the $M_1$ system of equations in the field of radiotherapy when considering heterogeneous media with very disparate densities. Additionally, the flux term of the $M_1$ system is non-linear, and in order for the model to be well-posed the numerical solution needs to fulfill conditions called realizability. In this paper, we propose a numerical method that overcomes the stability constraint and preserves the realizability property. For this purpose, we relax the $M_1$ system to obtain a linear flux term. Then we extend the stencil of the difference quotient to obtain stability. The scheme is applied to a radiotherapy dose calculation example.     

Anomalous Sorption Kinetics of Self-Interacting Particles by a Spherical Trap

In this paper we propose a computational framework for the investigation of the correlated motion between positive and negative ions exposed to the attraction of a bubble surface that mimics the (oscillating) cell membrane. Specifically we aim to investigate the role of surface traps with substances freely diffusing around the cell. The physical system we want to model is an anchored gas drop submitted to a diffusive flow of charged surfactants (ions). When the diffusing surfactants meet the surface of the bubble, they are reversibly adsorbed and their local concentration is accurately measured. The correlated diffusion of surfactants is described by a Poisson-Nernst-Planck (PNP) system, in which the drift term is given by the gradient of a potential which includes both the effect of the bubble and the Coulomb interaction between the carriers. The latter term is obtained from the solution of a self-consistent Poisson equation. For very short Debye lengths one can adopt the so called Quasi-Neutral limit which drastically simplifies the system, thus allowing for much faster numerical simulations. The paper has four main objectives. The first one is to present a PNP model that describes ion charges in presence of a trap. The second one is to provide benchmark tests for the validation of simplified multiscale models under current development [1]. The third one is to explore the relevance of the term describing the interaction among the apolar tails of the anions. The last one is to quantitatively explore the validity of the Quasi-Neutral limit by comparison with detailed numerical simulation for smaller and smaller Debye lengths. In order to reach these goals, we propose a simple and efficient Alternate Direction Implicit method for the numerical solution of the non-linear PNP system, which guarantees second order accuracy bothin space and time, without requiring solution of nonlinear equation at each time step. New semi-implicit scheme for a simplified PNP system near quasi neutrality is also proposed.     

A Conservative Parallel Iteration Scheme for Nonlinear Diffusion Equations on Unstructured Meshes

In this paper, a conservative parallel iteration scheme is constructed to solve nonlinear diffusion equations on unstructured polygonal meshes. The design is based on two main ingredients: the first is that the parallelized domain decomposition is embedded into the nonlinear iteration; the second is that prediction and correction steps are applied at subdomain interfaces in the parallelized domain decomposition method. A new prediction approach is proposed to obtain an efficient conservative parallel finite volume scheme. The numerical experiments show that our parallel scheme is second-order accurate, unconditionally stable, conservative and has linear parallel speed-up.     

Adaptive Finite Element Modeling Techniques for the Poisson-Boltzmann Equation

We consider the design of an effective and reliable adaptive finite element method (AFEM) for the nonlinear Poisson-Boltzmann equation (PBE). We first examine the two-term regularization technique for the continuous problem recently proposed by Chen, Holst and Xu based on the removal of the singular electrostatic potential inside biomolecules; this technique made possible the development of the first complete solution and approximation theory for the Poisson-Boltzmann equation, the first provably convergent discretization and also allowed for the development of a provably convergent AFEM. However, in practical implementation, this two-term regularization exhibits numerical instability. Therefore, we examine a variation of this regularization technique which can be shown to be less susceptible to such instability. We establish a priori estimates and other basic results for the continuous regularized problem, as well as for Galerkin finite element approximations. We show that the new approach produces regularized continuous and discrete problems with the same mathematical advantages of the original regularization. We then design an AFEM scheme for the new regularized problem and show that the resulting AFEM scheme is accurate and reliable, by proving a contraction result for the error. This result, which is one of the first results of this type for nonlinear elliptic problems, is based on usingcontinuous and discrete a priori L^∞ estimates. To provide a high-quality geometric model as input to the AFEM algorithm, we also describe a class of feature-preserving adaptive mesh generation algorithms designed specifically for constructing meshes of biomolecular structures, based on the intrinsic local structure tensor of the molecular surface. All of the algorithms described in the article are implemented in the Finite Element Toolkit (FETK), developed and maintained at UCSD. The stability advantages of the new regularization scheme are demonstrated with FETK through comparisons with the original regularization approach for a model problem. The convergence and accuracy of the overall AFEM algorithm is also illustrated by numerical approximation of electrostatic solvation energy for an insulin protein.     

Efficient and Stable Schemes for the Magnetohydrodynamic Potential Model

In this paper, we consider the numerical approximations of a magnetohy-drodynamic potential model that was developed in [15]. Several decoupled, linear, unconditionally energy stable schemes are developed by combining some subtle implicit-explicit treatments for nonlinear coupling terms and the projection-type method for the Navier-Stokes equations. The divergence-free condition for the magnetic field is preserved in the fully-discrete level. We further establish the well-posedness and unconditional energy stabilities of the proposed schemes and present a series of numerical examples in 3D, including accuracy/stability tests, benchmark simulations of driven cavity flow and hydromagnetic Kelvin-Helmholtz instability.     

A Numerical Scheme for the Quantum Fokker-Planck-Landau Equation Efficient in the Fluid Regime

We construct an efficient numerical scheme for the quantum Fokker-Planck-Landau (FPL) equation that works uniformly from kinetic to fluid regimes. Such a scheme inevitably needs an implicit discretization of the nonlinear collision operator, which is difficult to invert. Inspired by work [9] we seek a linear operator to penalize the quantum FPL collision term Q_qFPL in order to remove the stiffness induced by the small Knudsen number. However, there is no suitable simple quantum operator serving the purpose and for this kind of operators one has to solve the complicated quantum Maxwellians (Bose-Einstein or Fermi-Dirac distribution). In this paper, we propose to penalize Q_qFPL by the "classical" linear Fokker-Planck operator. It is based on the observation that the classical Maxwellian, with the temperature replaced by the internal energy, has the same first five moments as the quantum Maxwellian. Numerical results for Bose and Fermi gases are presented to illustrate the efficiency of the scheme in both fluid and kinetic regimes.