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Numerical analysis and applications of explicit high order maximum principle preserving integrating factor Runge-Kutta schemes for Allen-Cahn equation
Applied Numerical Mathematics ( IF 2.2 ) Pub Date : 2021-03-01 , DOI: 10.1016/j.apnum.2020.11.022
Hong Zhang , Jingye Yan , Xu Qian , Songhe Song

Abstract Whether high order temporal integrators can preserve the maximum principle of Allen-Cahn equation has been an open problem in recent years. This work provides a positive answer by designing and analyzing a class of up to fourth order maximum principle preserving integrators for the Allen-Cahn equation. First, the second order finite difference discretization is applied to the Allen-Cahn equation in the space direction. The obtained semi-discrete system also preserves the maximum principle and the energy dissipation law. Then the fully discrete numerical scheme is obtained by applying the Lawson transformation and the Runge-Kutta integration in the time direction. We define sufficient conditions for explicit integration factor Runge-Kutta scheme to preserve the maximum principle, namely, the Shu-Osher form of the underlying Runge-Kutta scheme has non-negative coefficients α i , j , nondecreasing abscissas c i and the time step size τ > 0 satisfies τ { β i , j α i , j } ∈ [ − 4 , 1 2 ] . We prove that the proposed method is convergent with order O ( τ p + h 2 ) in the discrete L ∞ norm. A fast solver is then applied to the discrete system to accelerate numerical computations. Various experiments for 1D, 2D and 3D problems are provided to illustrate the high-order convergence and maximum principle preserving of the proposed algorithms over a long time and verify the theoretical analysis.

中文翻译:

Allen-Cahn方程显式高阶极大值守恒积分因子Runge-Kutta格式的数值分析及应用

摘要 高阶时间积分器能否保留Allen-Cahn方程的极大值原理一直是近年来的一个悬而未决的问题。这项工作通过为 Allen-Cahn 方程设计和分析一类高达四阶最大原理保持积分器,提供了一个肯定的答案。首先,将二阶有限差分离散化应用于空间方向的 Allen-Cahn 方程。得到的半离散系统也保留了极大值原理和能量耗散规律。然后在时间方向上应用Lawson变换和Runge-Kutta积分得到完全离散的数值格式。我们为显式积分因子 Runge-Kutta 方案定义了充分条件以保持最大值原则,即,底层 Runge-Kutta 方案的 Shu-Osher 形式具有非负系数 α i , j ,非递减横坐标 ci 和时间步长 τ > 0 满足 τ { β i , j α i , j } ∈ [ − 4 , 1 2 ]。我们证明了所提出的方法在离散 L ∞ 范数中以 O ( τ p + h 2 ) 阶收敛。然后将快速求解器应用于离散系统以加速数值计算。提供了针对 1D、2D 和 3D 问题的各种实验,以说明所提出算法在长时间内的高阶收敛性和最大原理保持性,并验证了理论分析。我们证明了所提出的方法在离散 L ∞ 范数中以 O ( τ p + h 2 ) 阶收敛。然后将快速求解器应用于离散系统以加速数值计算。提供了针对 1D、2D 和 3D 问题的各种实验,以说明所提出算法在长时间内的高阶收敛性和最大原理保持性,并验证了理论分析。我们证明了所提出的方法在离散 L ∞ 范数中以 O ( τ p + h 2 ) 阶收敛。然后将快速求解器应用于离散系统以加速数值计算。提供了针对 1D、2D 和 3D 问题的各种实验,以说明所提出算法在长时间内的高阶收敛性和最大原理保持性,并验证了理论分析。
更新日期:2021-03-01
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