arXiv subjects

Kelong Cheng

Publications and source records attributed to Kelong Cheng.

6 recordsLinked to original sources

arXiv2025

Long-time stability and convergence analysis of an IMEX BDF3 scheme for 2-D incompressible Navier-Stokes equation

High-order time-stepping schemes are crucial for simulating incompressible fluid flows due to their ability to capture complex turbulent behavior and unsteady motion. In this work, we propose a third-order accurate numerical scheme for the two-dimensional incompressible Navier-Stokes equation. Spatial and temporal discretization is achieved using Fourier pseudo-spectral approximation and the BDF3 stencil, combined with the Adams-Bashforth extrapolation for the nonlinear convection term, resulting in a semi-implicit, fully discrete formulation. This approach requires solving only a single Poisson-like equation per time step while maintaining the desired temporal accuracy. Classical numerical experiments demonstrate the advantage of our scheme in terms of permissible time step sizes. Moreover, we establish uniform-in-time bounds for the vorticity in both $L^2$ and higher-order $H^m$ norms ($m \geq 1$), provided the time step is sufficiently small. These bounds, in turn, facilitate the derivation of optimal convergence rates.

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arXiv2019

An Energy Stable BDF2 Fourier Pseudo-Spectral Numerical Scheme for the Square Phase Field Crystal Equation

In this paper we propose and analyze an energy stable numerical scheme for the square phase field crystal (SPFC) equation, a gradient flow modeling crystal dynamics at the atomic scale in space but on diffusive scales in time. In particular, a modification of the free energy potential to the standard phase field crystal model leads to a composition of the 4-Laplacian and the regular Laplacian operators. To overcome the difficulties associated with this highly nonlinear operator, we design numerical algorithms based on the structures of the individual energy terms. A Fourier pseudo-spectral approximation is taken in space, in such a way that the energy structure is respected, and summation-by-parts formulae enable us to study the discrete energy stability for such a high-order spatial discretization. In the temporal approximation, a second order BDF stencil is applied, combined with an appropriate extrapolation for the concave diffusion term(s). A second order artificial Douglas-Dupont-type regularization term is added to ensure energy stability, and a careful analysis leads to the artificial linear diffusion coming at an order lower that that of surface diffusion term. Such a choice leads to reduced numerical dissipation. At a theoretical level, the unique solvability, energy stability are established, and an optimal rate convergence analysis is derived in the $\ell^\infty (0,T; \ell^2) \cap \ell^2 (0,T; H_N^3)$ norm. In the numerical implementation, the preconditioned steepest descent (PSD) iteration is applied to solve for the composition of the highly nonlinear 4-Laplacian term and the standard Laplacian term, and a geometric convergence is assured for such an iteration. Finally, a few numerical experiments are presented, which confirm the robustness and accuracy of the proposed scheme.

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arXiv2019

A third order exponential time differencing numerical scheme for no-slope-selection epitaxial thin film model with energy stability

In this paper we propose and analyze a (temporally) third order accurate exponential time differencing (ETD) numerical scheme for the no-slope-selection (NSS) equation of the epitaxial thin film growth model, with Fourier pseudo-spectral discretization in space. A linear splitting is applied to the physical model, and an ETD-based multistep approximation is used for time integration of the corresponding equation. In addition, a third order accurate Douglas-Dupont regularization term, in the form of $-A \dt^2 \phi_0 (L_N) \Delta_N^2 ( u^{n+1} - u^n)$, is added in the numerical scheme. A careful 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 $\ell^\infty (0,T; H_h^1) \cap \ell^2 (0,T; H_h^3)$ norm, with the help of a careful eigenvalue bound estimate, combined with the nonlinear analysis for the NSS model. This convergence estimate is the first such result for a third order accurate scheme for a gradient flow. 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 $\varepsilon=0.02$ (up to $T=3 \times 10^5$) 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.

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arXiv2017

An energy stable fourth order finite difference scheme for the Cahn-Hilliard equation

In this paper we propose and analyze an energy stable numerical scheme for the Cahn-Hilliard equation, with second order accuracy in time and the fourth order finite difference approximation in space. In particular, the truncation error for the long stencil fourth order finite difference approximation, over a uniform numerical grid with a periodic boundary condition, is analyzed, via the help of discrete Fourier analysis instead of the the standard Taylor expansion. This in turn results in a reduced regularity requirement for the test function. In the temporal approximation, we apply a second order BDF stencil, combined with a second order extrapolation formula applied to the concave diffusion term, as well as a second order artificial Douglas-Dupont regularization term, for the sake of energy stability. As a result, the unique solvability, energy stability are established for the proposed numerical scheme, and an optimal rate convergence analysis is derived in the $\ell^\infty (0,T; \ell^2) \cap \ell^2 (0,T; H_h^2)$ norm. A few numerical experiments are presented, which confirm the robustness and accuracy of the proposed scheme.

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arXiv2017

An Efficient Finite Difference Scheme for the 2D Sine-Gordon Equation

We present an efficient second-order finite difference scheme for solving the 2D sine-Gordon equation, which can inherit the discrete energy conservation for the undamped model theoretically. Due to the semi-implicit treatment for the nonlinear term, it leads to a sequence of nonlinear coupled equations. We use a linear iteration algorithm, which can solve them efficiently, and the contraction mapping property is also proven. Based on truncation errors of the numerical scheme, the convergence analysis in the discrete $l^2$-norm is investigated in detail. Moreover, we carry out various numerical simulations, such as verifications of the second order accuracy, tests of energy conservation and circular ring solitons, to demonstrate the efficiency and the robustness of the proposed scheme.

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arXiv2014

A Fourier Pseudospectral Method for the "Good" Boussinesq Equation with Second Order Temporal Accuracy

In this paper, we discuss the nonlinear stability and convergence of a fully discrete Fourier pseudospectral method coupled with a specially designed second order time-stepping for the numerical solution of the "good" Boussinesq equation. Our analysis improves the existing results presented in earlier literature in two ways. First, an $l_\infty(0, T^*; H2)$ convergence for the solution and $l_\infty(0, T^*; l_2)$ convergence for the time-derivative of the solution are obtained in this paper, instead of the $l_\infty(0, T^*; l_2)$ convergence for the solution and the $l_\infty(0, T^*; H^{-2})$ convergence for the time-derivative, given in [17]. In addition, the stability and convergence of this method is shown to be unconditional for the time step in terms of the spatial grid size, compared with a severe restriction time step restriction $\Delta t \leq Ch^2$ reported in [17].

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