DOE PAGES title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations

Abstract

A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions. Here, the MBP plays a crucial role in understanding the physical meaning and the well-posedness of the mathematical model. Investigation on numerical algorithms with preservation of the MBP has attracted increasingly attentions in recent years, especially for the temporal discretizations, since the violation of MBP may lead to nonphysical solutions or even blow-ups of the algorithms. In this paper, we study high-order MBP-preserving time integration schemes by means of the integrating factor Runge-Kutta (IFRK) method. Beginning with the space-discrete system of semilinear parabolic equations, we present the IFRK method in general form and derive the sufficient conditions for the method to preserve the MBP. In particular, we show that the classic four-stage, fourth-order IFRK scheme is MBP preserving for some typical semilinear systems although not strong stability preserving, which can be instantly applied to the Allen-Cahn type of equations. To our best knowledge, this is the first time to present a fourth-order linear numerical method preserving the MBP. In addition, convergence of these numerical schemesmore » is proved theoretically and verified numerically, as well as their efficiency by simulations of 2D and 3D long-time evolutional behaviors. Numerical experiments are also carried out for a model which is not a typical gradient flow as the Allen-Cahn type of equations.« less

Authors:
 [1];  [2];  [2];  [3]
  1. Univ. of South Carolina, Columbia, SC (United States)
  2. Hong Kong Polytechnic Univ., Kowloon (Hong Kong)
  3. Southern Univ. of Science and Technology, Shenzhen (China)
Publication Date:
Research Org.:
Univ. of South Carolina, Columbia, SC (United States)
Sponsoring Org.:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR). Scientific Discovery through Advanced Computing (SciDAC); USDOE Office of Science (SC), Biological and Environmental Research (BER). Earth and Environmental Systems Science Division; National Science Foundation (NSF); National Natural Science Foundation of China (NSFC); Hong Kong Research Council
OSTI Identifier:
1785013
Grant/Contract Number:  
SC0020270; DMS-1818438; 11801024; 15300417; 15302919; 11871264
Resource Type:
Accepted Manuscript
Journal Name:
Journal of Computational Physics
Additional Journal Information:
Journal Volume: 439; Journal ID: ISSN 0021-9991
Publisher:
Elsevier
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING; Maximum bound principle; Integrating factor Runge-Kutta method; Semilinear parabolic equation; High-order numerical methods; Allen-Cahn equations

Citation Formats

Ju, Lili, Li, Xiao, Qiao, Zhonghua, and Yang, Jiang. Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations. United States: N. p., 2021. Web. doi:10.1016/j.jcp.2021.110405.
Ju, Lili, Li, Xiao, Qiao, Zhonghua, & Yang, Jiang. Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations. United States. https://doi.org/10.1016/j.jcp.2021.110405
Ju, Lili, Li, Xiao, Qiao, Zhonghua, and Yang, Jiang. Wed . "Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations". United States. https://doi.org/10.1016/j.jcp.2021.110405. https://www.osti.gov/servlets/purl/1785013.
@article{osti_1785013,
title = {Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations},
author = {Ju, Lili and Li, Xiao and Qiao, Zhonghua and Yang, Jiang},
abstractNote = {A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions. Here, the MBP plays a crucial role in understanding the physical meaning and the well-posedness of the mathematical model. Investigation on numerical algorithms with preservation of the MBP has attracted increasingly attentions in recent years, especially for the temporal discretizations, since the violation of MBP may lead to nonphysical solutions or even blow-ups of the algorithms. In this paper, we study high-order MBP-preserving time integration schemes by means of the integrating factor Runge-Kutta (IFRK) method. Beginning with the space-discrete system of semilinear parabolic equations, we present the IFRK method in general form and derive the sufficient conditions for the method to preserve the MBP. In particular, we show that the classic four-stage, fourth-order IFRK scheme is MBP preserving for some typical semilinear systems although not strong stability preserving, which can be instantly applied to the Allen-Cahn type of equations. To our best knowledge, this is the first time to present a fourth-order linear numerical method preserving the MBP. In addition, convergence of these numerical schemes is proved theoretically and verified numerically, as well as their efficiency by simulations of 2D and 3D long-time evolutional behaviors. Numerical experiments are also carried out for a model which is not a typical gradient flow as the Allen-Cahn type of equations.},
doi = {10.1016/j.jcp.2021.110405},
journal = {Journal of Computational Physics},
number = ,
volume = 439,
place = {United States},
year = {Wed May 05 00:00:00 EDT 2021},
month = {Wed May 05 00:00:00 EDT 2021}
}

Works referenced in this record:

A Stabilized Semi-Implicit Euler Gauge-Invariant Method for the Time-Dependent Ginzburg–Landau Equations
journal, May 2019


Phase transitions and generalized motion by mean curvature
journal, October 1992

  • Evans, L. C.; Soner, H. M.; Souganidis, P. E.
  • Communications on Pure and Applied Mathematics, Vol. 45, Issue 9
  • DOI: 10.1002/cpa.3160450903

The logarithmic norm. History and modern theory
journal, August 2006


An Energy-Stable and Convergent Finite-Difference Scheme for the Phase Field Crystal Equation
journal, January 2009

  • Wise, S. M.; Wang, C.; Lowengrub, J. S.
  • SIAM Journal on Numerical Analysis, Vol. 47, Issue 3
  • DOI: 10.1137/080738143

High order integration factor methods for systems with inhomogeneous boundary conditions
journal, March 2019


Numerical approximations of Allen-Cahn and Cahn-Hilliard equations
journal, June 2010


A new second-order maximum-principle preserving finite difference scheme for Allen–Cahn equations with periodic boundary conditions
journal, June 2020


Maximum Principle Preserving Exponential Time Differencing Schemes for the Nonlocal Allen--Cahn Equation
journal, January 2019

  • Du, Qiang; Ju, Lili; Li, Xiao
  • SIAM Journal on Numerical Analysis, Vol. 57, Issue 2
  • DOI: 10.1137/18M118236X

A New Two-Constant Equation of State
journal, February 1976

  • Peng, Ding-Yu; Robinson, Donald B.
  • Industrial & Engineering Chemistry Fundamentals, Vol. 15, Issue 1
  • DOI: 10.1021/i160057a011

A convergent convex splitting scheme for the periodic nonlocal Cahn-Hilliard equation
journal, January 2014


Efficient implementation of essentially non-oscillatory shock-capturing schemes
journal, August 1988


Numerical Analysis of Fully Discretized Crank–Nicolson Scheme for Fractional-in-Space Allen–Cahn Equations
journal, February 2017


Stabilized linear semi-implicit schemes for the nonlocal Cahn–Hilliard equation
journal, June 2018


A class of second order difference approximations for solving space fractional diffusion equations
journal, January 2015


An Adaptive Time-Stepping Strategy for the Molecular Beam Epitaxy Models
journal, January 2011

  • Qiao, Zhonghua; Zhang, Zhengru; Tang, Tao
  • SIAM Journal on Scientific Computing, Vol. 33, Issue 3
  • DOI: 10.1137/100812781

Analysis and Applications of the Exponential Time Differencing Schemes and Their Contour Integration Modifications
journal, June 2005


Second-order Convex Splitting Schemes for Gradient Flows with Ehrlich–Schwoebel Type Energy: Application to Thin Film Epitaxy
journal, January 2012

  • Shen, Jie; Wang, Cheng; Wang, Xiaoming
  • SIAM Journal on Numerical Analysis, Vol. 50, Issue 1
  • DOI: 10.1137/110822839

Strong Stability Preserving Integrating Factor Runge--Kutta Methods
journal, January 2018

  • Isherwood, Leah; Grant, Zachary J.; Gottlieb, Sigal
  • SIAM Journal on Numerical Analysis, Vol. 56, Issue 6
  • DOI: 10.1137/17M1143290

A second order explicit finite element scheme to multidimensional conservation laws and its convergence
journal, September 2000

  • Ying, Long’an
  • Science in China Series A: Mathematics, Vol. 43, Issue 9
  • DOI: 10.1007/BF02879800

An integration factor method for stochastic and stiff reaction–diffusion systems
journal, August 2015


Comparison principle for some nonlocal problems
journal, January 1992


Numerical approximations of the Ginzburg–Landau models for superconductivity
journal, September 2005


Stability Analysis of Large Time‐Stepping Methods for Epitaxial Growth Models
journal, January 2006

  • Xu, Chuanju; Tang, Tao
  • SIAM Journal on Numerical Analysis, Vol. 44, Issue 4
  • DOI: 10.1137/050628143

A New Class of Efficient and Robust Energy Stable Schemes for Gradient Flows
journal, January 2019


Maximum Principles for Discrete and Semidiscrete Reaction-Diffusion Equation
journal, January 2015

  • Stehlík, Petr; Volek, Jonáš
  • Discrete Dynamics in Nature and Society, Vol. 2015
  • DOI: 10.1155/2015/791304

Total variation diminishing Runge-Kutta schemes
journal, January 1998

  • Gottlieb, Sigal; Shu, Chi-Wang
  • Mathematics of Computation of the American Mathematical Society, Vol. 67, Issue 221
  • DOI: 10.1090/S0025-5718-98-00913-2

Analysis of Fully Discrete Approximations for Dissipative Systems and Application to Time-Dependent Nonlocal Diffusion Problems
journal, September 2018


Stabilized Crank-Nicolson/Adams-Bashforth Schemes for Phase Field Models
journal, February 2013


Energy stability and error estimates of exponential time differencing schemes for the epitaxial growth model without slope selection
journal, September 2017

  • Ju, Lili; Li, Xiao; Qiao, Zhonghua
  • Mathematics of Computation, Vol. 87, Issue 312
  • DOI: 10.1090/mcom/3262

Maximum Bound Principles for a Class of Semilinear Parabolic Equations and Exponential Time-Differencing Schemes
journal, January 2021


A diffusion generated method for orthogonal matrix-valued fields
journal, September 2019

  • Osting, Braxton; Wang, Dong
  • Mathematics of Computation, Vol. 89, Issue 322
  • DOI: 10.1090/mcom/3473

Hitchhikerʼs guide to the fractional Sobolev spaces
journal, July 2012

  • Di Nezza, Eleonora; Palatucci, Giampiero; Valdinoci, Enrico
  • Bulletin des Sciences Mathématiques, Vol. 136, Issue 5
  • DOI: 10.1016/j.bulsci.2011.12.004

Analysis and Approximation of the Ginzburg–Landau Model of Superconductivity
journal, March 1992

  • Du, Qiang; Gunzburger, Max D.; Peterson, Janet S.
  • SIAM Review, Vol. 34, Issue 1
  • DOI: 10.1137/1034003

Time-Fractional Allen–Cahn Equations: Analysis and Numerical Methods
journal, November 2020


Analysis and Approximation of Nonlocal Diffusion Problems with Volume Constraints
journal, January 2012

  • Du, Qiang; Gunzburger, Max; Lehoucq, R. B.
  • SIAM Review, Vol. 54, Issue 4
  • DOI: 10.1137/110833294

Asymptotically compatible discretization of multidimensional nonlocal diffusion models and approximation of nonlocal Green’s functions
journal, April 2018

  • Du, Qiang; Tao, Yunzhe; Tian, Xiaochuan
  • IMA Journal of Numerical Analysis, Vol. 39, Issue 2
  • DOI: 10.1093/imanum/dry011

Two-Phase Fluid Simulation Using a Diffuse Interface Model with Peng--Robinson Equation of State
journal, January 2014

  • Qiao, Zhonghua; Sun, Shuyu
  • SIAM Journal on Scientific Computing, Vol. 36, Issue 4
  • DOI: 10.1137/130933745

On the maximum principle preserving schemes for the generalized Allen–Cahn equation
journal, January 2016


A microscopic theory for antiphase boundary motion and its application to antiphase domain coarsening
journal, June 1979


Phase transitions and generalized motion by mean curvature
journal, October 1992

  • Evans, L. C.; Soner, H. M.; Souganidis, P. E.
  • Communications on Pure and Applied Mathematics, Vol. 45, Issue 9
  • DOI: 10.1002/cpa.3160450903

Strong Stability-Preserving High-Order Time Discretization Methods
journal, January 2001


Downwinding for Preserving Strong Stability in Explicit Integrating Factor Runge--Kutta Methods
preprint, January 2018