Sparse-Grid Implementation of Fixed-Point Fast Sweeping WENO Schemes for Eikonal Equations

Fixed-point fast sweeping methods are a class of explicit iterative methods developed in the literature to efficiently solve steady-state solutions of hyperbolic partial differential equations(PDEs).As other types of fast sweeping schemes,fixed-point fast sweeping methods use the Gauss-Seidel iterations and alternating sweeping strategy to cover characteristics of hyperbolic PDEs in a certain direction simultaneously in each sweeping order.The resulting iterative schemes have a fast convergence rate to steady-state solutions.Moreover,an advantage of fixed-point fast sweeping methods over other types of fast sweeping methods is that they are explicit and do not involve the inverse operation of any nonlinear local system.Hence,they are robust and flexible,and have been combined with high-order accurate weighted essentially non-oscillatory(WENO)schemes to solve various hyperbolic PDEs in the literature.For multidimensional nonlinear problems,high-order fixed-point fast sweeping WENO methods still require quite a large amount of computational costs.In this technical note,we apply sparse-grid techniques,an effective approximation tool for multidimensional problems,to fixed-point fast sweeping WENO methods for reducing their computational costs.Here,we focus on fixed-point fast sweeping WENO schemes with third-order accuracy(Zhang et al.2006[41]),for solving Eikonal equations,an important class of static Hamilton-Jacobi(H-J)equations.Numerical experiments on solving multidimensional Eikonal equations and a more general static H-J equation are performed to show that the sparse-grid computations of the fixed-point fast sweeping WENO schemes achieve large savings of CPU times on refined meshes,and at the same time maintain comparable accuracy and resolution with those on corresponding regular single grids.

Efficient Sparse-Grid Implementation of a Fifth-Order Multi-resolution WENO Scheme for Hyperbolic Equations

High-order accurate weighted essentially non-oscillatory(WENO)schemes are a class of broadly applied numerical methods for solving hyperbolic partial differential equations(PDEs).Due to highly nonlinear property of the WENO algorithm,large amount of computational costs are required for solving multidimensional problems.In our previous work(Lu et al.in Pure Appl Math Q 14:57–86,2018;Zhu and Zhang in J Sci Comput 87:44,2021),sparse-grid techniques were applied to the classical finite difference WENO schemes in solving multidimensional hyperbolic equations,and it was shown that significant CPU times were saved,while both accuracy and stability of the classical WENO schemes were maintained for computations on sparse grids.In this technical note,we apply the approach to recently developed finite difference multi-resolution WENO scheme specifically the fifth-order scheme,which has very interesting properties such as its simplicity in linear weights’construction over a classical WENO scheme.Numerical experiments on solving high dimensional hyperbolic equations including Vlasov based kinetic problems are performed to demonstrate that the sparse-grid computations achieve large savings of CPU times,and at the same time preserve comparable accuracy and resolution with those on corresponding regular single grids.

A Fixed-Point Fast Sweeping WENO Method with Inverse Lax-Wendroff Boundary Treatment for Steady State of Hyperbolic Conservation Laws

Fixed-point fast sweeping WENO methods are a class of efficient high-order numerical methods to solve steady-state solutions of hyperbolic partial differential equations(PDEs).The Gauss-Seidel iterations and alternating sweeping strategy are used to cover characteristics of hyperbolic PDEs in each sweeping order to achieve fast convergence rate to steady-state solutions.A nice property of fixed-point fast sweeping WENO methods which distinguishes them from other fast sweeping methods is that they are explicit and do not require inverse operation of nonlinear local systems.Hence,they are easy to be applied to a general hyperbolic system.To deal with the difficulties associated with numerical boundary treatment when high-order finite difference methods on a Cartesian mesh are used to solve hyperbolic PDEs on complex domains,inverse Lax-Wendroff(ILW)procedures were developed as a very effective approach in the literature.In this paper,we combine a fifthorder fixed-point fast sweeping WENO method with an ILW procedure to solve steadystate solution of hyperbolic conservation laws on complex computing regions.Numerical experiments are performed to test the method in solving various problems including the cases with the physical boundary not aligned with the grids.Numerical results show highorder accuracy and good performance of the method.Furthermore,the method is compared with the popular third-order total variation diminishing Runge-Kutta(TVD-RK3)time-marching method for steady-state computations.Numerical examples show that for most of examples,the fixed-point fast sweeping method saves more than half CPU time costs than TVD-RK3 to converge to steady-state solutions.

Preface to the Focused Issue on WENO Schemes

The weighted essentially-oscillatory(WENO)schemes are a class of finite volume and finite difference methods for solving convection-dominated problems,mainly hyperbolic conservation laws.The idea comes from the earlier essentially-oscillatory(ENO)schemes,first developed in[1]in finite volume version and in[6]in finite difference version,for solving hyperbolic conservation laws.

信用等级变换的自由边界问题

本文总结近年来评估信用等级变换风险的结构化模型的建立和发展,特别关注了使用资产债务比划分高低等级并且不同等级的资产满足不同的随机过程的情形,而这个问题可以转化为自由边界问题.本文介绍关于这个模型的理论研究结果、计算和实证方法以及模型的一些推广和展望.

SPLITTING SCHEMES FOR A NAVIER-STOKES-CAHN-HILLIARD MODEL FOR TWO FLUIDS WITH DIFFERENT DENSITIES

In this work, we focus on designing efficient numerical schemes to approximate a ther- modynamically consistent Navier-Stokes/Cahn-Hilliard problem given in [3] modeling the mixture of two incompressible fluids with different densities. The model is based on a diffuse-interface phase-field approach that is able to describe topological transitions like droplet coalescense or droplet break-up in a natural way. We present a splitting scheme, decoupling computations of the Navier-Stokes part from the Cahn-Hilliard one, which is unconditionally energy-stable up to the choice of the potential approximation. Some nu- merical experiments are carried out to validate the correctness and the accuracy of the scheme, and to study the sensitivity of the scheme with respect to different physical pa- rameters.

A conservative numerical method for the fractional nonlinear Schrodinger equation in two dimensions

This paper proposes and analyzes an efficient finite difference scheme for the two-dimensional nonlinear Schr?dinger(NLS) equation involving fractional Laplacian. The scheme is based on a weighted and shifted Grünwald-Letnikov difference(WSGD) operator for the spatial fractional Laplacian. We prove that the proposed method preserves the mass and energy conservation laws in semi-discrete formulations. By introducing the differentiation matrices, the semi-discrete fractional nonlinear Schr?dinger(FNLS) equation can be rewritten as a system of nonlinear ordinary differential equations(ODEs) in matrix formulations. Two kinds of time discretization methods are proposed for the semi-discrete formulation. One is based on the Crank-Nicolson(CN) method which can be proved to preserve the fully discrete mass and energy conservation. The other one is the compact implicit integration factor(c IIF) method which demands much less computational effort. It can be shown that the cIIF scheme can approximate CN scheme with the error O(τ~2). Finally numerical results are presented to demonstrate the method’s conservation, accuracy, efficiency and the capability of capturing blow-up.

A Continuous Finite Element Method with Homotopy VanishingViscosity for Solving the Static Eikonal Equation

We develop a second-order continuousfinite element method for solving the static Eikonal equation.It is based on the vanishing viscosity approach with a homotopy method for solving the discretized nonlinear system.More specifically,the homotopy method is utilized to decrease the viscosity coefficient gradually,while Newton’s method is applied to compute the solution for each viscosity coefficient.Newton’s method alone converges for just big enough viscosity coefficients on very coarse grids and for simple 1D examples,but the proposed method is much more robust and guarantees the convergence of the nonlinear solver for all viscosity coefficients and for all examples over all grids.Numerical experiments from 1D to 3D are presented to confirm the second-order convergence and the effectiveness of the proposed method on both structured or unstructured meshes.