Adaptive time splitting method for multi-scale evolutionary partial differential equations

DOI10.1142/S1793744211000412MaRDI QIDQ643856zbMATH OpenFDO

Authors Stéphane Descombes, Max Duarte, Thierry Dumont, V. Louvet, Marc Massot

Publication date 2 November 2011

Published in Confluentes Mathematici (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.3697

zbMATH Keywords

adaptive multiresolutionBelousov-Zhabotinski modelerror controlmulti-scale gas dischargesmulti-scale processesreaction-diffusion equationsStrang-Marchuk operator splittingtime adaptive integrationtraveling waves

Mathematics Subject Classification ID

Theoretical approximation in context of PDEs (35A35) Traveling wave solutions (35C07) Reaction-diffusion equations (35K57) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Abstract: This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady problems. The strategy considers a second order Strang method and another lower order embedded splitting scheme that takes into account potential loss of order due to the stiffness featured by time-space multi-scale phenomena. The scheme is then built upon a precise numerical analysis of the method and a complementary numerical procedure, conceived to overcome classical restrictions of adaptive time stepping schemes based on lower order embedded methods, whenever asymptotic estimates fail to predict the dynamics of the problem. The performance of the method in terms of control of integration errors is evaluated by numerical simulations of stiff propagating waves coming from nonlinear chemical dynamics models as well as highly multi-scale nanosecond repetitively pulsed gas discharges, which allow to illustrate the method capabilities to consistently describe a broad spectrum of time scales and different physical scenarios for consecutive discharge/post-discharge phases.

Review text

The authors consider the question of how to estimate the splitting error when solving nonlinear reaction-diffusion equations by applying the Strang (-Marchuk) splitting to partial differential equations. For the discretization in space they refer to an adaptive multiresolution technique. They prove theorems about the error of the original and a shifted (first order) splitting for a scalar reaction-diffusion equation, and, based on this, develop a strategy to compute the actual time step as well as an interval in which the estimates are valid, for more general equations and systems of equations, and for a given accuracy. Their numerical tests include the stiff Belousov-Zhabotinski model and multi-scale gas discharges, applying high-order methods in time in order to make the main error source the splitting method.

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Cited in

(12)

• High-order IMEX-spectral schemes for computing the dynamics of systems of nonlinear Schrödinger/Gross-Pitaevskii equations
• High order time integration and mesh adaptation with error control for incompressible Navier-Stokes and scalar transport resolution on dual grids
• Splitting and composition methods with embedded error estimators
• An adaptive multiresolution scheme with local time stepping for evolutionary PDEs
• A fully adaptive reaction-diffusion integration scheme with applications to systems biology
• Time marching multilevel techniques for evolutionary dissipative problems
• New resolution strategy for multiscale reaction waves using time operator splitting, space adaptive multiresolution, and dedicated high order implicit/explicit time integrators
• Blockwise Adaptivity for Time Dependent Problems Based on Coarse Scale Adjoint Solutions
• Local error estimates for adaptive simulation of the reaction-diffusion master equation via operator splitting
• A new numerical strategy with space-time adaptivity and error control for multi-scale streamer discharge simulations
• Adaptive high-order splitting methods for systems of nonlinear evolution equations with periodic boundary conditions
• The error of the splitting scheme for solving evolutionary equations

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