Nothing Special   »   [go: up one dir, main page]

Skip to main content
Log in

A Dimensional Splitting Exponential Time Differencing Scheme for Multidimensional Fractional Allen-Cahn Equations

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

This paper is concerned with numerical methods for solving the multidimensional Allen-Cahn equations with spatial fractional Riesz derivatives. A fully discrete numerical scheme is proposed using a dimensional splitting exponential time differencing approximation for the time integration with finite difference discretization in space. Theoretically, we prove that the proposed numerical scheme can unconditionally preserve the discrete maximum principle. The error estimate in maximum-norm of the proposed scheme is also established in the fully discrete sense. In practical computation, the proposed algorithm can be carried out by computing linear systems and the matrix exponential associated with only one dimensional discretized matrices that possess Toeplitz structure. Meanwhile, fast methods for inverting the Toeplitz matrix and computing the Toeplitz exponential multiplying a vector are exploited to reduce the complexity. Numerical examples in two and three spatial dimensions are given to illustrate the effectiveness and efficiency of the proposed scheme.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

References

  1. Allen, S.M., Cahn, J.W.: A microscopic theory for antiphase boundary motion and its application to antiphase domain coarsening. Acta Metall. 27, 1085–1095 (1979)

    Article  Google Scholar 

  2. Al-Mohy, A.H., Higham, N.J.: Computing the action of the matrix exponential, with an application to exponential integrators. SIAM J. Sci. Comput. 33, 488–511 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bueno-Orovio, A., Kay, D., Burrage, K.: Fourier spectral methods for fractional-in-space reaction-diffusion equations. BIT 54, 937–954 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  4. Burrage, K., Hale, N., Kay, D.: An efficient implicit FEM scheme for fractional-in-space reaction-diffusion equations. SIAM J. Sci. Comput. 34, A2145–A2172 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  5. Chan, R., Jin, X.: An Introduction to Iterative Toeplitz Solvers. SIAM, Philadelphia (2007)

    Book  MATH  Google Scholar 

  6. Chan, R., Ng, M.: Conjugate gradient methods for Toeplitz system. SIAM Rev. 38, 427–482 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  7. Cox, S.M., Matthews, P.C.: Exponential time differencing for stiff systems. J. Comput. Phys. 176, 430–455 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  8. Du, Q., Zhu, W.: Stability analysis and application of the exponential time differencing schemes. J. Comput. Math. 22, 200–209 (2004)

    MathSciNet  MATH  Google Scholar 

  9. Du, Q., Zhu, W.: Analysis and applications of the exponential time differencing schemes and their contour integration modifications. BIT 45, 307–328 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  10. Du, Q., Yang, J.: Asymptotic compatible Fourier spectral approximations of nonlocal Allen–Cahn equations. SIAM J. Numer. Anal. 54, 1899–1919 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  11. Du, Q., Ju, L., Li, X., Qiao, Z.: Maximum principle preserving exponential time differencing schemes for the nonlocal Allen–Cahn equation. SIAM J. Numer. Anal. 57, 875–898 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  12. Du, Q., Ju, L., Li, X., Qiao, Z.: Maximum bound principles for a class of semilinear parabolic equations and exponential time differencing schemes. SIAM Rev. accepted, 2020

  13. Feng, X., Prohl, A.: Numerical analysis of the Allen–Cahn equation and approximation for mean curvature flows. Numer. Math. 94, 33–65 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  14. Feng, X., Song, H., Tang, T., Yang, J.: Nonlinear stability of the implicit-explicit methods for the Allen–Cahn equation. Inverse Probl. Imaging 7, 679–695 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  15. Feng, X., Tang, T., Yang, J.: Stabilized Crank–Nicolson/Adams–Bashforth schemes for phase field models. East Asian J. Appl. Math. 3, 59–80 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  16. Gaudreault, S., Rainwater, G., Tokman, M.: KIOPS: a fast adaptive Krylov subspace solver for exponential integrators. J. Comput. Phys. 372, 236–255 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  17. Gohberg, I., Olshevsky, V.: Circulants, displacements and decompositions of matrices. Integr. Equ. Oper. Theory 15, 730–743 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  18. He, D., Pan, K., Hu, H.: A spatial fourth-order maximum principle preserving operator splitting scheme for the multi-dimensional fractional Allen–Cahn equation. Appl. Numer. Math. 151, 44–63 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  19. Higham, N.J.: Functions of Matrices: Theory and Computation. SIAM, Philadelphia (2008)

    Book  MATH  Google Scholar 

  20. Higham, N.J., Al-Mohy, A.H.: Computing matrix functions. Acta Numer. 19, 159–208 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  21. Hochbruck, M., Lubich, C.: On Krylov subspace approximations to the matrix exponential operator. SIAM J. Numer. Anal. 34, 1911–1925 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  22. Hochbruck, M., Ostermann, A.: Exponential integrators. Acta Numer. 19, 209–286 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  23. Horn, R., Johnson, C.: Topics in Matrix Analysis. Cambridge University Press, Cambridge (1991)

    Book  MATH  Google Scholar 

  24. Hou, T., Tang, T., Yang, J.: Numerical analysis of fully discretized Crank–Nicolson scheme for fractional-in-space Allen–Cahn equations. J. Sci. Comput. 72, 1214–1231 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  25. Jin, X.: Developments and Applications of Block Toeplitz Iterative Solvers. Kluwer, Dordrecht (2002)

    Google Scholar 

  26. Kassam, A.K., Trefethen, L.N.: Fourth-order time-stepping for stiff PDEs. SIAM J. Sci. Comput. 26, 1214–1233 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  27. Lee, S., Liu, X., Sun, H.-W.: Fast exponential time integration scheme for option pricing with jumps. Numer. Linear Algebra Appl. 19, 87–101 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  28. Lee, S., Pang, H., Sun, H.-W.: Shift-invert Arnoldi approximation to the Toeplitz matrix exponential. SIAM J. Sci. Comput. 32, 774–792 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  29. Liao, H.-L., Tang, T., Zhou, T.: On energy stable, maximum-principle preserving, second-order BDF scheme with variable steps for the Allen–Cahn equation. SIAM J. Numer. Anal. 58, 2294–2314 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  30. Minchev, B.V., Wright, W.M.: A review of exponential integrators for first order semi-linear problems. preprint, NTNU Trondheim, Trondheim, Norway, 2005

  31. Niesen, J., Wright, W.M.: Algorithm 919: a Krylov subspace algorithm for evaluating the \(\varphi \)-functions appearing in exponential integrators. ACM Trans. Math. Softw. 38, 22 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  32. Pang, H., Sun, H.-W.: Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential. Numer. Linear Algebra Appl. 18, 603–614 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  33. Pang, H., Sun, H.-W.: Fast exponential time integration for pricing options in stochastic volatility jump diffusion models. East Asian J. Appl. Math. 4, 53–68 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  34. Podlubny, I.: Fractional Differential Equations. Academic Press, New York (1999)

    MATH  Google Scholar 

  35. Schmelzer, T., Trefethen, L.N.: Evaluating matrix functions for exponential integrators via Carathéodory–Fejér approximation and contour integrals. Electron. Trans. Numer. Anal. 29, 1–18 (2007)

    MathSciNet  MATH  Google Scholar 

  36. Shen, J., Tang, T., Yang, J.: On the maximum principle preserving schemes for the generalized Allen–Cahn equation. Commun. Math. Sci. 14, 1517–1534 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  37. Shen, J., Yang, X.: Numerical approximations of Allen–Cahn and Cahn–Hilliard equations. Discret. Contin. Dyn. Syst. 28, 1669–1691 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  38. Tang, T., Yang, J.: Implicit-explicit scheme for the Allen–Cahn equation preserves the maximum principle. J. Comput. Math. 34, 471–481 (2016)

    MathSciNet  MATH  Google Scholar 

  39. Tian, W., Zhou, H., Deng, W.: A class of second order difference approximation for solving space fractional diffusion equations. Math. Comput. 84, 1703–1727 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  40. Yang, X.: Error analysis of stabilized semi-implicit method of Allen–Cahn equation. Discrete Contin. Dyn. Syst. Ser. B 11, 1057–1070 (2009)

    MathSciNet  MATH  Google Scholar 

  41. Zhang, J., Du, Q.: Numerical studies of discrete approximations to the Allen–Cahn equation in the sharp interface limit. SIAM J. Sci. Comput. 31, 3042–3063 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  42. Zhang, L., Sun, H., Pang, H.: Fast numerical solution for fractional diffusion equations by exponential quadrature rule. J. Comput. Phys. 299, 130–143 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  43. Zhang, L., Sun, H.: Numerical solution for multi-dimensional Riesz fractional nonlinear reaction-diffusion equation by exponential Runge–Kutta method. J. Appl. Math. Comput. 62, 449–472 (2020)

    Article  MathSciNet  Google Scholar 

  44. Zhang, L., Zhang, Q., Sun, H.: Exponential Runge–Kutta method for two-dimensional nonlinear fractional complex Ginzburg–Landau equations. J. Sci. Comput. 83, 59 (2020)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors are very grateful to the referees for their constructive comments and valuable suggestions, which greatly improved the quality of this paper. The first author was partially supported by the National Natural Science Foundation of China (Grant No.11971085), the Program of Chongqing Innovation Research Group Project in University (No. CXQT19018), and the Scientific and Technological Research Program of Chongqing Municipal Education Commission (No. KJQN202000543).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hai-Wei Sun.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Chen, H., Sun, HW. A Dimensional Splitting Exponential Time Differencing Scheme for Multidimensional Fractional Allen-Cahn Equations. J Sci Comput 87, 30 (2021). https://doi.org/10.1007/s10915-021-01431-0

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10915-021-01431-0

Keywords

Mathematics Subject Classification

Navigation