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Chuanju Xu

Publications and source records attributed to Chuanju Xu.

15 recordsLinked to original sources

Second order reduced model via incremental projection for Navier Stokes

The numerical simulation of incompressible flows is challenging due to the tight coupling of velocity and pressure. Projection methods offer an effective solution by decoupling these variables, making them suitable for large-scale computations. This work focuses on reduced-order modeling using incremental projection schemes for the Stokes equations. We present both semi-discrete and fully discrete formulations, employing BDF2 in time and finite elements in space. A proper orthogonal decomposition (POD) approach is adopted to construct a reduced-order model for the Stokes problem. The method enables explicit computation of reduced velocity and pressure while preserving accuracy. We provide a detailed stability analysis and derive error estimates, showing second-order convergence in time. Numerical experiments are conducted to validate the theoretical results and demonstrate computational efficiency.

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Energy Dissipation Analysis of Implicit-Explicit Linear Multistep Methods for Gradient Flows Using General Multipliers

A unified framework is proposed to establish the energy dissipation of implicit-explicit linear multistep methods (IMEX-LMMs) for gradient flows, based on general multipliers that are linear combinations of first-order differences of numerical solutions. A generalized Dahlquist's theory is developed to establish the energy dissipation of IMEX-LMMs. It is shown that given an IMEX-LMM, to find a multiplier ensuring the energy dissipation is relaxed to solve a linear programming that can be easily solved. Within this framework, two specific multipliers are discovered to establish the energy dissipation of the sixth-order IMEX backward differentiation formula (IMEX-BDF6) method and a seventh-order IMEX weighted and shifted BDF method, and a new eighth-order energy-dissipative IMEX-LMM is provided. To the best of our knowledge, these are the first energy-dissipation results for the IMEX-BDF6 method and the IMEX-LMMs of order higher than six. In addition, this framework can be used directly to establish the $L^2$- or $H^1$-stability of general LMMs for linear parabolic problems. Numerical experiments illustrate the temporal accuracy and energy dissipation of these methods.

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Energy Dissipation Analysis of Implicit-Explicit Linear Multistep Methods for Gradient Flows Using a Simple Multiplier

This paper proposes a theoretical framework for establishing the energy dissipation of general implicit-explicit linear multistep methods (IMEX-LMMs) for gradient flows, by constructing a dissipative modified energy consisting of the original energy and a non-negative quadratic modification. We first test IMEX-LMMs with a simple multiplier, the first-order time difference of numerical solutions. Then, it is shown that the associated non-negative quadratic modification can be constructed if and only if two generating polynomials (corresponding to the LMM) are positive on $[-1,1]$. Based on this, the modified energy is proved to decay over time under a mild time-step restriction depending on the lower bounds of the associated generating polynomials. As a consequence, the energy dissipation of the well-known backward differentiation formula methods up to fifth order can be obtained straightforwardly. Furthermore, we construct for the first time (to the best of our knowledge) a sixth-order energy-dissipative IMEX-LMM and also prove the sixth-order barrier of energy-dissipative IMEX-LMMs when testing the simple multiplier. Some numerical experiments are conducted to verify our theoretical results.

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An efficient fully explicit scheme for stochastic Navier-Stokes equations driven by multiplicative noise

This work proposes an efficient, linear, and fully decoupled pressure-correction scheme for the 2D stochastic Navier-Stokes equations with multiplicative noise and Dirichlet boundary condition. Leveraging the auxiliary variable approach, the scheme is fully explicit yet unconditionally stable. At each time step, it only requires solving Poisson-type equations with constant coefficients. To the best of our knowledge, this is the first application of the auxiliary variable method to stochastic Navier-Stokes equations. We provide a detailed strong convergence analysis for the linearized equation under standard assumptions.

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Machine learning-based parameter optimization for Müntz spectral methods

Spectral methods employing non-standard polynomial bases, such as Müntz polynomials, have proven effective for accurately solving problems with solutions exhibiting low regularity, notably including sub-diffusion equations. However, due to the absence of theoretical guidance, the key parameters controlling the exponents of Müntz polynomials are usually determined empirically through extensive numerical experiments, leading to a time-consuming tuning process. To address this issue, we propose a novel machine learning-based optimization framework for the Müntz spectral method. As an illustrative example, we optimize the parameter selection for solving time-fractional partial differential equations (PDEs). Specifically, an artificial neural network (ANN) is employed to predict optimal parameter values based solely on the time-fractional order as input. The ANN is trained by minimizing solution errors on a one-dimensional time-fractional convection-diffusion equation featuring manufactured exact solutions that manifest singularities of varying intensity, covering a comprehensive range of sampled fractional orders. Numerical results for time-fractional PDEs in both one and two dimensions demonstrate that the ANN-based parameter prediction significantly improves the accuracy of the Müntz spectral method. Moreover, the trained ANN generalizes effectively from one-dimensional to two-dimensional cases, highlighting its robustness across spatial dimensions. Additionally, we verify that the ANN substantially outperforms traditional function approximators, such as spline interpolation, in both prediction accuracy and training efficiency. The proposed optimization framework can be extended beyond fractional PDEs, offering a versatile and powerful approach for spectral methods applied to various low-regularity problems.

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On Weighted Generalized Gauss Quadratures for Müntz Systems

A novel recurrence formula for moments with respect to Müntz-Legendre polynomials is proposed and applied to construct a numerical method for solving generalized Gauss quadratures with power function weight for Müntz systems. These quadrature rules exhibit several properties similar to the classical Gaussian quadratures for polynomial systems, including positive weights, rapid convergence, and others. They are applicable to a wide range of functions, including smooth functions and functions with endpoint singularities, commonly found in integral equations with singular kernels, complex analysis, potential theory, and other areas.

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An efficient numerical method for the anisotropic phase field dendritic crystal growth model

In this paper, we propose and analyze an efficient numerical method for the anisotropic phase field dendritic crystal growth model, which is challenging because we are facing the nonlinear coupling and anisotropic coefficient in the model. The proposed method is a two-step scheme. In the first step, an intermediate solution is computed by using BDF schemes of order up to three for both the phase-field and heat equations. In the second step the intermediate solution is stabilized by multiplying an auxiliary variable. The key of the second step is to stabilize the overall scheme while maintaining the convergence order of the stabilized solution. In order to overcome the difficulty caused by the gradient-dependent anisotropic coefficient and the nonlinear terms, some stabilization terms are added to the BDF schemes in the first step. The second step makes use of a generalized auxiliary variable approach with relaxation. The Fourier spectral method is applied for the spatial discretization. Our analysis shows that the proposed scheme is unconditionally stable and has accuracy in time up to third order. We also provide a sophisticated implementation showing that the computational complexity of our schemes is equivalent to solving two linear equations and some algebraic equations. To the best of our knowledge, this is the cheapest unconditionally stable schemes reported in the literature. Some numerical examples are given to verify the efficiency of the proposed method.

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Efficient numerical methods for the Navier-Stokes-Nernst-Planck-Poisson equations

We propose in this paper efficient first/second-order time-stepping schemes for the evolutional Navier-Stokes-Nernst-Planck-Poisson equations. The proposed schemes are constructed using an auxiliary variable reformulation and sophisticated treatment of the terms coupling different equations. By introducing a dynamic equation for the auxiliary variable and reformulating the original equations into an equivalent system, we construct first- and second-order semi-implicit linearized schemes for the underlying problem. The main advantages of the proposed method are: (1) the schemes are unconditionally stable in the sense that a discrete energy keeps decay during the time stepping; (2) the concentration components of the discrete solution preserve positivity and mass conservation; (3) the delicate implementation shows that the proposed schemes can be very efficiently realized, with computational complexity close to a semi-implicit scheme. Some numerical examples are presented to demonstrate the accuracy and performance of the proposed method. As far as the best we know, this is the first second-order method which satisfies all the above properties for the Navier-Stokes-Nernst-Planck-Poisson equations.

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A novel spectral method for the subdiffusion equation

In this paper, we design and analyze a novel spectral method for the subdiffusion equation. As it has been known, the solutions of this equation are usually singular near the initial time. Consequently, direct application of the traditional high-order numerical methods is inefficient. We try to overcome this difficulty in a novel approach by combining variable transformation techniques with spectral methods. The idea is to first use suitable variable transformation to re-scale the underlying equation, then construct spectral methods for the re-scaled equation. We establish a new variational framework based on the $ψ$-fractional Sobolev spaces. This allows us to prove the well-posedness of the associated variational problem. The proposed spectral method is based on the variational problem and generalized Jacobi polynomials to approximate the re-scaled fractional differential equation. Our theoretical and numerical investigation show that the proposed method is exponentially convergent for general right hand side functions, even though the exact solution has very limited regularity. Implementation details are also provided, along with a series of numerical examples to show the efficiency of the proposed method.

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New efficient time-stepping schemes for the anisotropic phase-field dendritic crystal growth model

In this paper, we propose and analyze a first-order and a second-order time-stepping schemes for the anisotropic phase-field dendritic crystal growth model. The proposed schemes are based on an auxiliary variable approach for the Allen-Cahn equation and delicate treatment of the terms coupling the Allen-Cahn equation and temperature equation. The idea of the former is to introduce suitable auxiliary variables to facilitate construction of high order stable schemes for a large class of gradient flows. We propose a new technique to treat the coupling terms involved in the crystal growth model and introduce suitable stabilization terms to result in totally decoupled schemes, which satisfy a discrete energy law without affecting the convergence order. A delicate implementation demonstrates that the proposed schemes can be realized in a very efficient way. That is, it only requires solving four linear elliptic equations and a simple algebraic equation at each time step. A detailed comparison with existing schemes is given, and the advantage of the new schemes are emphasized. As far as we know this is the first second-order scheme that is totally decoupled, linear, unconditionally stable for the dendritic crystal growth model with variable mobility parameter.

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Identifying source term in the subdiffusion equation with L^2-TV regularization

In this paper, we consider the inverse source problem for the time-fractional diffusion equation, which has been known to be an ill-posed problem. To deal with the ill-posedness of the problem, we propose to transform the problem into a regularized problem with L^2 and total variational (TV) regularization terms. Differing from the classical Tikhonov regularization with L^2 penalty terms, the TV regularization is beneficial for reconstructing discontinuous or piecewise constant solutions. The regularized problem is then approximated by a fully discrete scheme. Our theoretical results include: estimate of the error order between the discrete problem and the continuous direct problem; the convergence rate of the discrete regularized solution to the target source term; and the convergence of the regularized solution with respect to the noise level. Then we propose an accelerated primal-dual iterative algorithm based on an equivalent saddle-point reformulation of the discrete regularized model. Finally, a series of numerical tests are carried out to demonstrate the efficiency and accuracy of the algorithm.

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Highly efficient and energy dissipative schemes for the time fractional Allen-Cahn equation

In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for this type of equations. The unconditional stability is proved through establishing a discrete nonlocal free energy dispassion law, which is also true for the continuous problem. The main idea used in the analysis is to split the time fractional derivative into two parts: a local part and a history part, which are discretized by the well known L1, L1-CN, and $L1^{+}$-CN schemes. Then an extended auxiliary variable approach is used to deal with the nonlinear and history term. The main contributions of the paper are: First, it is found that the time fractional Allen-Chan equation is a dissipative system related to a nonlocal free energy. Second, we construct efficient time stepping schemes satisfying the same dissipation law at the discrete level. In particular, we prove that the proposed schemes are unconditionally stable for quite general meshes. Finally, the efficiency of the proposed method is verified by a series of numerical experiments.

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Highly efficient schemes for time fractional Allen-Cahn equation using extended SAV approach

In this paper, we propose and analyze high order efficient schemes for the time fractional Allen-Cahn equation. The proposed schemes are based on the L1 discretization for the time fractional derivative and the extended scalar auxiliary variable (SAV) approach developed very recently to deal with the nonlinear terms in the equation. The main contributions of the paper consist in: 1) constructing first and higher order unconditionally stable schemes for different mesh types, and proving the unconditional stability of the constructed schemes for the uniform mesh; 2) carrying out numerical experiments to verify the efficiency of the schemes and to investigate the coarsening dynamics governed by the time fractional Allen-Cahn equation. Particularly, the influence of the fractional order on the coarsening behavior is carefully examined. Our numerical evidence shows that the proposed schemes are more robust than the existing methods, and their efficiency is less restricted to particular forms of the nonlinear potentials.

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A Müntz-Collocation spectral method for weakly singular volterra integral equations

In this paper we propose and analyze a fractional Jacobi-collocation spectral method for the second kind Volterra integral equations (VIEs) with weakly singular kernel $(x-s)^{-μ},0<μ<1$. First we develop a family of fractional Jacobi polynomials, along with basic approximation results for some weighted projection and interpolation operators defined in suitable weighted Sobolev spaces. Then we construct an efficient fractional Jacobi-collocation spectral method for the VIEs using the zeros of the new developed fractional Jacobi polynomial. A detailed convergence analysis is carried out to derive error estimates of the numerical solution in both $L^{\infty}$- and weighted $L^{2}$-norms. The main novelty of the paper is that the proposed method is highly efficient for typical solutions that VIEs usually possess. Precisely, it is proved that the exponential convergence rate can be achieved for solutions which are smooth after the variable change $x\rightarrow x^{1/λ}$ for a suitable real number $λ$. Finally a series of numerical examples are presented to demonstrate the efficiency of the method.

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Parallel in time algorithm with spectral-subdomain enhancement for Volterra integral equations

This paper proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking the domain of computation into subdomains and solving iteratively the sub-problems in a parallel way. To obtain high order of accuracy, a spectral collocation accuracy enhancement in subdomains will be employed. Our main contributions in this work are two folds: (i) a time parareal method is designed for the integral equations, which to our knowledge is the first of its kind. The new method is an iterative process combining a coarse prediction in the whole domain with fine corrections in subdomains by using spectral approximation, leading to an algorithm of very high accuracy; (ii) a rigorous convergence analysis of the overall method is provided. The numerical experiment confirms that the overall computational cost is considerably reduced while the desired spectral rate of convergence can be obtained.

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