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1. High Spatial Order Energy Stable FDTD Methods for Maxwell’s Equations in Nonlinear Optical Media in One Dimension

   Bokil, Vrushali A ; Cheng, Yingda ; Jiang, Yan ; Li, Fengyan ( April 2018 , Journal of scientific computing)

   In this paper, we consider electromagnetic (EM) wave propagation in nonlinear optical media in one spatial dimension. We model the EM wave propagation by the time- dependent Maxwell’s equations coupled with a system of nonlinear ordinary differential equations (ODEs) for the response of the medium to the EM waves. The nonlinearity in the ODEs describes the instantaneous electronic Kerr response and the residual Raman molecular vibrational response. The ODEs also include the single resonance linear Lorentz dispersion. For such model, we will design and analyze fully discrete finite difference time domain (FDTD) methods that have arbitrary (even) order in space and second order in time. It is challenging to achieve provable stability for fully discrete methods, and this depends on the choices of temporal discretizations of the nonlinear terms. In Bokil et al. (J Comput Phys 350:420–452, 2017), we proposed novel modifications of second-order leap-frog and trapezoidal temporal schemes in the context of discontinuous Galerkin methods to discretize the nonlinear terms in this Maxwell model. Here, we continue this work by developing similar time discretizations within the framework of FDTD methods. More specifically, we design fully discrete modified leap-frog FDTD methods which are proved to be stable under appropriate CFLmore »conditions. These method can be viewed as an extension of the Yee-FDTD scheme to this nonlinear Maxwell model. We also design fully discrete trapezoidal FDTD methods which are proved to be unconditionally stable. The performance of the fully discrete FDTD methods are demonstrated through numerical experiments involving kink, antikink waves and third harmonic generation in soliton propagation.« less
2. CONVERGENCE ANALYSIS OF YEE-FDTD SCHEMES FOR 3D MAXWELL’S EQUATIONS IN LINEAR DISPERSIVE MEDIA

   Sakkaplangkul, P ; Bokil, V. ( January 2021 , International journal of numerical analysis and modeling)

   In this paper, we develop and analyze finite difference methods for the 3D Maxwell’s equations in the time domain in three different types of linear dispersive media described as Debye, Lorentz and cold plasma. These methods are constructed by extending the Yee-Finite Difference Time Domain (FDTD) method to linear dispersive materials. We analyze the stability criterion for the FDTD schemes by using the energy method. Based on energy identities for the continuous models, we derive discrete energy estimates for the FDTD schemes for the three dispersive models. We also prove the convergence of the FDTD schemes with perfect electric conducting boundary conditions, which describes the second order accuracy of the methods in both time and space. The discrete divergence-free conditions of the FDTD schemes are studied. Lastly, numerical examples are given to demonstrate and confirm our results.
3. Positivity-preserving and energy-dissipative finite difference schemes for the Fokker–Planck and Keller–Segel equations

   https://doi.org/10.1093/imanum/drac014  

   Hu, Jingwei ; Zhang, Xiangxiong ( May 2022 , IMA Journal of Numerical Analysis)

   Abstract In this work we introduce semi-implicit or implicit finite difference schemes for the continuity equation with a gradient flow structure. Examples of such equations include the linear Fokker–Planck equation and the Keller–Segel equations. The two proposed schemes are first-order accurate in time, explicitly solvable, and second-order and fourth-order accurate in space, which are obtained via finite difference implementation of the classical continuous finite element method. The fully discrete schemes are proved to be positivity preserving and energy dissipative: the second-order scheme can achieve so unconditionally while the fourth-order scheme only requires a mild time step and mesh size constraint. In particular, the fourth-order scheme is the first high order spatial discretization that can achieve both positivity and energy decay properties, which is suitable for long time simulation and to obtain accurate steady state solutions.
4. Semi-implicit hybrid discrete (H$^T_N$) approximation of thermal radiative transfer

   https://doi.org/https://link.springer.com/article/10.1007/s10915-021-01686-7  

   R.G. McClarren, J.A. Rossmanith ( November 2021 , Journal of scientific computing)

   The thermal radiative transfer (TRT) equations form an integro-differential system that describes the propagation and collisional interactions of photons. Computing accurate and efficient numerical solutions TRT are challenging for several reasons, the first of which is that TRT is defined on a high-dimensional phase space that includes the independent variables of time, space, and velocity. In order to reduce the dimensionality of the phase space, classical approaches such as the P$_N$ (spherical harmonics) or the S$_N$ (discrete ordinates) ansatz are often used in the literature. In this work, we introduce a novel approach: the hybrid discrete (H$^T_N$) approximation to the radiative thermal transfer equations. This approach acquires desirable properties of both P$_N$ and S$_N$, and indeed reduces to each of these approximations in various limits: H$^1_N$ $\equiv$ P$_N$ and H$^T_0$ $\equiv$ S$_T$. We prove that H$^T_N$ results in a system of hyperbolic partial differential equations for all $T\ge 1$ and $N\ge 0$. Another challenge in solving the TRT system is the inherent stiffness due to the large timescale separation between propagation and collisions, especially in the diffusive (i.e., highly collisional) regime. This stiffness challenge can be partially overcome via implicit time integration, although fully implicit methods may become computationally expensivemore »due to the strong nonlinearity and system size. On the other hand, explicit time-stepping schemes that are not also asymptotic-preserving in the highly collisional limit require resolving the mean-free path between collisions, making such schemes prohibitively expensive. In this work we develop a numerical method that is based on a nodal discontinuous Galerkin discretization in space, coupled with a semi-implicit discretization in time. In particular, we make use of a second order explicit Runge-Kutta scheme for the streaming term and an implicit Euler scheme for the material coupling term. Furthermore, in order to solve the material energy equation implicitly after each predictor and corrector step, we linearize the temperature term using a Taylor expansion; this avoids the need for an iterative procedure, and therefore improves efficiency. In order to reduce unphysical oscillation, we apply a slope limiter after each time step. Finally, we conduct several numerical experiments to verify the accuracy, efficiency, and robustness of the H$^T_N$ ansatz and the numerical discretizations.« less
5. Von Neumann Stable, Implicit, High Order, Finite Volume WENO Schemes

   https://doi.org/10.2118/193817-MS  

   Arbogast, Todd ; Huang, Chieh-Sen ; Zhao, Xikai ( April 2019 , SPE Reservoir Simulation Conference 2019)

   Simulation of flow and transport in petroleum reservoirs involves solving coupled systems of advection-diffusion-reaction equations with nonlinear flux functions, diffusion coefficients, and reactions/wells. It is important to develop numerical schemes that can approximate all three processes at once, and to high order, so that the physics can be well resolved. In this paper, we propose an approach based on high order, finite volume, implicit, Weighted Essentially NonOscillatory (iWENO) schemes. The resulting schemes are locally mass conservative and, being implicit, suited to systems of advection-diffusion-reaction equations. Moreover, our approach gives unconditionally L-stable schemes for smooth solutions to the linear advection-diffusion-reaction equation in the sense of a von Neumann stability analysis. To illustrate our approach, we develop a third order iWENO scheme for the saturation equation of two-phase flow in porous media in two space dimensions. The keys to high order accuracy are to use WENO reconstruction in space (which handles shocks and steep fronts) combined with a two-stage Radau-IIA Runge-Kutta time integrator. The saturation is approximated by its averages over the mesh elements at the current time level and at two future time levels; therefore, the scheme uses two unknowns per grid block per variable, independent of the spatial dimension. Thismore »makes the scheme fairly computationally efficient, both because reconstructions make use of local information that can fit in cache memory, and because the global system has about as small a number of degrees of freedom as possible. The scheme is relatively simple to implement, high order accurate, maintains local mass conservation, applies to general computational meshes, and appears to be robust. Preliminary computational tests show the potential of the scheme to handle advection-diffusion-reaction processes on meshes of quadrilateral gridblocks, and to do so to high order accuracy using relatively long time steps. The new scheme can be viewed as a generalization of standard cell-centered finite volume (or finite difference) methods. It achieves high order in both space and time, and it incorporates WENO slope limiting.« less