Implicit-Explicit Runge-Kutta schemes for hyperbolic systems and kinetic equations in the diffusion limit

We consider Implicit-Explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such regime the system relaxes towards a convection-diffusion equation. The first objective of the paper is to show that traditional partitioned IMEX R-K schemes will relax to an explicit scheme for the limit equation with no need of modification of the original system. Of course the explicit scheme obtained in the limit suffers from the classical parabolic stability restriction on the time step. The main goal of the paper is to present an approach, based on IMEX R-K schemes, that in the diffusion limit relaxes to an IMEX R-K scheme for the convection-diffusion equation, in which the diffusion is treated implicitly. This is achieved by an original reformulation of the problem, and subsequent application of IMEX R-K schemes to it. An analysis on such schemes to the reformulated problem shows that the schemes reduce to IMEX R-K schemes for the limit equation, under the same conditions derived for hyperbolic relaxation. Several numerical examples including neutron transport equations confirm the theoretical analysis

A multigrid perspective on the parallel full approximation scheme in space and time

For the numerical solution of time-dependent partial differential equations, time-parallel methods have recently shown to provide a promising way to extend prevailing strong-scaling limits of numerical codes. One of the most complex methods in this field is the "Parallel Full Approximation Scheme in Space and Time" (PFASST). PFASST already shows promising results for many use cases and many more is work in progress. However, a solid and reliable mathematical foundation is still missing. We show that under certain assumptions the PFASST algorithm can be conveniently and rigorously described as a multigrid-in-time method. Following this equivalence, first steps towards a comprehensive analysis of PFASST using block-wise local Fourier analysis are taken. The theoretical results are applied to examples of diffusive and advective type

High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems

We design and compute first-order implicit-in-time variational schemes with high-order spatial discretization for initial value gradient flows in generalized optimal transport metric spaces. We first review some examples of gradient flows in generalized optimal transport spaces from the Onsager principle. We then use a one-step time relaxation optimization problem for time-implicit schemes, namely generalized Jordan-Kinderlehrer-Otto schemes. Their minimizing systems satisfy implicit-in-time schemes for initial value gradient flows with first-order time accuracy. We adopt the first-order optimization scheme ALG2 (Augmented Lagrangian method) and high-order finite element methods in spatial discretization to compute the one-step optimization problem. This allows us to derive the implicit-in-time update of initial value gradient flows iteratively. We remark that the iteration in ALG2 has a simple-to-implement point-wise update based on optimal transport and Onsager's activation functions. The proposed method is unconditionally stable for convex cases. Numerical examples are presented to demonstrate the effectiveness of the methods in two-dimensional PDEs, including Wasserstein gradient flows, Fisher--Kolmogorov-Petrovskii-Piskunov equation, and two and four species reversible reaction-diffusion systems

Low-lying bifurcations in cavity quantum electrodynamics

The interplay of quantum fluctuations with nonlinear dynamics is a central topic in the study of open quantum systems, connected to fundamental issues (such as decoherence and the quantum-classical transition) and practical applications (such as coherent information processing and the development of mesoscopic sensors/amplifiers). With this context in mind, we here present a computational study of some elementary bifurcations that occur in a driven and damped cavity quantum electrodynamics (cavity QED) model at low intracavity photon number. In particular, we utilize the single-atom cavity QED Master Equation and associated Stochastic Schrodinger Equations to characterize the equilibrium distribution and dynamical behavior of the quantized intracavity optical field in parameter regimes near points in the semiclassical (mean-field, Maxwell-Bloch) bifurcation set. Our numerical results show that the semiclassical limit sets are qualitatively preserved in the quantum stationary states, although quantum fluctuations apparently induce phase diffusion within periodic orbits and stochastic transitions between attractors. We restrict our attention to an experimentally realistic parameter regime.Comment: 13 pages, 10 figures, submitted to PR

Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology and finance. Thus, it is of paramount importance to develop and to analyze efficient and accurate numerical methods for reliably simulating such models, and the literature on the topic is vast and fast growing. The present paper gives a concise overview on numerical schemes for the subdiffusion model with nonsmooth problem data, which are important for the numerical analysis of many problems arising in optimal control, inverse problems and stochastic analysis. We focus on the following aspects of the subdiffusion model: regularity theory, Galerkin finite element discretization in space, time-stepping schemes (including convolution quadrature and L1 type schemes), and space-time variational formulations, and compare the results with that for standard parabolic problems. Further, these aspects are showcased with illustrative numerical experiments and complemented with perspectives and pointers to relevant literature.Comment: 24 pages, 3 figure