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Thi Tam Dang

Publications and source records attributed to Thi Tam Dang.

10 recordsLinked to original sources

Order Reduction of Exponential Runge--Kutta Methods: Fourth-Order Schemes for Non-Commuting Operators

This paper extends the convergence analysis of explicit exponential Runge--Kutta methods for linear parabolic problems $u'(t) + Au(t) = Bu(t)$, where $A$ generates an analytic semigroup and $B$ is relatively bounded with respect to $A$, from the third-order case to fourth-order schemes. By establishing the global error recursion relation and extending the defect-based analytical framework, we identify the terms responsible for stiff order reduction when $A$ and $B$ do not commute. Numerical experiments are performed on a non-commuting advection-diffusion problem to validate the theoretical results. Numerical tests using the classical four-stage, fourth-order schemes of Krogstad and Strehmel \& Weiner exhibit an observed convergence order of approximately 2.75, which matches the theoretical prediction from the convergence analysis.

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Leak localisation with a measure source convection-diffusion model

We study the inverse problem of locating gas leaks from line-of-sight concentration measurements using a convection-diffusion model with the source term a Radon measure. By imposing sparsity-promoting regularisation on this measure, we recover point sources - identifying both their locations and intensities - rather than diffuse approximations. We jointly estimate the underlying physical convection (wind) and diffusion parameters. Our main theoretical contribution is the stability analysis of the convection-diffusion equation with respect to its parameters: the measure, and the convection and diffusion fields. Numerically, we employ a semi-grid-free optimisation approach for reconstructing the source measure. Our experiments demonstrate accurate localisation, highlighting the potential of the method for practical gas emission detection.

math.AP↗

Well-posedness of nonlinear parabolic equations with unbounded drift via nonlinear evolution theory

We develop a nonlinear evolution framework for nonlinear parabolic equations with unbounded drift terms formulated in Lorentz spaces. The main contribution lies in the construction of uniformly m-accretive operators based on Lorentz-Sobolev embeddings, which allows us to apply the Crandall-Liggett generation theorem for nonlinear evolution equations. Within this framework, we establish existence, uniqueness, and stability of mild solutions. We further show that these mild solutions coincide with weak solutions, ensuring consistency with the variational formulation. Finally, we investigate the long-time asymptotic behavior of solutions.

math.AP↗

From Memory Model to CPU Time: Exponential Integrators for Advection-Dominated Problems

In this paper, we investigate the application of exponential integrators to advection-dominated problems. We focus on Krylov subspace and Leja interpolation methods to compute the action of exponential and related matrix functions. Complementing our earlier paper, arXiv:2410.12765 (to appear in Advances in Applied Mathematics and Mechanics, 2025) based on a performance model, we extend the numerical investigation to higher-order Krylov approximations and new numerical regime, and assess their CPU-time efficiency relative to explicit Runge--Kutta schemes. We show that, depending on the problem setting, exponential integrators can either outperform or match explicit Runge--Kutta schemes. We also observe that Leja-based methods outperform Krylov iterations for large time steps, whereas for small time steps, Krylov-based methods provide better results than Leja-based methods.

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An initial-boundary corrected splitting method for diffusion-reaction problems

Strang splitting is a widely used second-order method for solving diffusion-reaction problems. However, its convergence order is often reduced to order $1$ for Dirichlet boundary conditions and to order $1.5$ for Neumann and Robin boundary conditions, leading to lower accuracy and reduced efficiency. In this paper, we consider a new splitting approach, called an initial-boundary corrected splitting, which avoids order reduction while improving computational efficiency for a wider range of applications. In contrast to the corrections proposed in the literature, it does not require the computation of correction terms that depend on the boundary conditions and boundary data. Through rigorous analytical convergence analysis and numerical experiments, we demonstrate the improved accuracy and performance of the proposed method.

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A simple predictor-corrector scheme without order reduction for advection-diffusion-reaction problems

Treating diffusion and advection/reaction separately is an effective strategy for solving semilinear advection-diffusion-reaction equations. However, such an approach is prone to suffer from order reduction, especially in the presence of inhomogeneous Dirichlet boundary conditions. In this paper, we extend an approach of Einkemmer and Ostermann [SIAM J. Sci. Comput. 37, A1577-A1592, 2015] to advection-diffusion-reaction problems, where the advection and reaction terms depend nonlinearly on both the solution and its gradient. Starting from a modified splitting method, we construct a predictor-corrector scheme that avoids order reduction and significantly improves accuracy. The predictor only requires the solution of a linear diffusion equation, while the corrector is simply an explicit Euler step of an advection-reaction equation. Under appropriate regularity assumptions on the exact solution, we rigorously establish second-order convergence for this scheme. Numerical experiments are presented to confirm the theoretical results.

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An initial-corrected splitting approach for convection-diffusion-reaction problems

Splitting methods constitute a well-established class of numerical schemes for solving convection-diffusion-reaction problems. They have been shown to be effective in solving problems with periodic boundary conditions. However, in the case of Dirichlet boundary conditions, order reduction has been observed even with homogeneous boundary conditions. In this paper, we propose a novel splitting approach, the so-called `initial-corrected splitting method', which succeeds in overcoming order reduction. A convergence analysis is performed to demonstrate second-order convergence of this modified Strang splitting method. Furthermore, we conduct numerical experiments to illustrate the performance of the newly developed splitting approach.

math.NA↗

How to avoid order reduction in third-order exponential Runge--Kutta methods for problems with non-commutative operators?

This paper investigates the performance of a subclass of exponential integrators, specifically explicit exponential Runge--Kutta methods. It is well known that third-order methods can suffer from order reduction when applied to linearized problems involving unbounded and non-commuting operators. In this work, we consider a fourth-stage third-order Runge--Kutta method, which successfully achieves the expected order of accuracy and avoids order reduction, as long as all required order conditions are satisfied. The convergence analysis is carried out under the assumption of higher regularity for the initial data. Numerical experiments are provided to validate the theoretical results.

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Adapted Lie splitting method for convection-diffusion problems with singular convective term

Splitting methods are a widely used numerical scheme for solving convection-diffusion problems. However, they may lose stability in some situations, particularly when applied to convection-diffusion problems in the presence of an unbounded convective term. In this paper, we propose a new splitting method, called the "Adapted Lie splitting method", which successfully overcomes the observed instability in certain cases. Assuming that the unbounded coefficient belongs to a suitable Lorentz space, we show that the adapted Lie splitting converges to first-order under the analytic semigroup framework. Furthermore, we provide numerical experiments to illustrate our newly proposed splitting approach.

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