Explicit local time-stepping methods for time-dependent wave propagation

Semi-discrete Galerkin formulations of transient wave equations, either with conforming or discontinuous Galerkin finite element discretizations, typically lead to large systems of ordinary differential equations. When explicit time integration is used, the time-step is constrained by the smallest elements in the mesh for numerical stability, possibly a high price to pay. To overcome that overly restrictive stability constraint on the time-step, yet without resorting to implicit methods, explicit local time-stepping schemes (LTS) are presented here for transient wave equations either with or without damping. In the undamped case, leap-frog based LTS methods lead to high-order explicit LTS schemes, which conserve the energy. In the damped case, when energy is no longer conserved, Adams-Bashforth based LTS methods also lead to explicit LTS schemes of arbitrarily high accuracy. When combined with a finite element discretization in space with an essentially diagonal mass matrix, the resulting time-marching schemes are fully explicit and thus inherently parallel. Numerical experiments with continuous and discontinuous Galerkin finite element discretizations validate the theory and illustrate the usefulness of these local time-stepping methods.Comment: overview paper, typos added, references updated. arXiv admin note: substantial text overlap with arXiv:1109.448

Efficient PML for the wave equation

In the last decade, the perfectly matched layer (PML) approach has proved a flexible and accurate method for the simulation of waves in unbounded media. Most PML formulations, however, usually require wave equations stated in their standard second-order form to be reformulated as first-order systems, thereby introducing many additional unknowns. To circumvent this cumbersome and somewhat expensive step, we instead propose a simple PML formulation directly for the wave equation in its second-order form. Inside the absorbing layer, our formulation requires only two auxiliary variables in two space dimensions and four auxiliary variables in three space dimensions; hence it is cheap to implement. Since our formulation requires no higher derivatives, it is also easily coupled with standard finite difference or finite element methods. Strong stability is proved while numerical examples in two and three space dimensions illustrate the accuracy and long time stability of our PML formulation.Comment: 16 pages, 6 figure

Convergence analysis of energy conserving explicit local time-stepping methods for the wave equation

Local adaptivity and mesh refinement are key to the efficient simulation of wave phenomena in heterogeneous media or complex geometry. Locally refined meshes, however, dictate a small time-step everywhere with a crippling effect on any explicit time-marching method. In [18] a leap-frog (LF) based explicit local time-stepping (LTS) method was proposed, which overcomes the severe bottleneck due to a few small elements by taking small time-steps in the locally refined region and larger steps elsewhere. Here a rigorous convergence proof is presented for the fully-discrete LTS-LF method when combined with a standard conforming finite element method (FEM) in space. Numerical results further illustrate the usefulness of the LTS-LF Galerkin FEM in the presence of corner singularities

On local nonreflecting boundary conditions for time dependent wave propagation

The simulation of wave phenomena in unbounded domains generally requires an artificial boundary to truncate the unbounded exterior and limit the computation to a finite region. At the artificial boundary a boundary condition is then needed, which allows the propagating waves to exit the computational domain without spurious reflection. In 1977, Engquist and Majda proposed the first hierarchy of absorbing boundary conditions, which allows a systematic reduction of spurious reflection without moving the artificial boundary farther away from the scatterer. Their pioneering work, which initiated an entire research area, is reviewed here from a modern perspective. Recent developments such as high-order local conditions and their extension to multiple scattering are also presented. Finally, the accuracy of high-order local conditions is demonstrated through numerical experiment

Optimal Error Estimates for the Fully Discrete Interior Penalty DG Method for the Wave Equation

In Grote et al. (SIAM J.Numer.Anal., 44:2408-2431, 2006) a symmetric interior penalty discontinuous Galerkin (DG) method was presented for the time-dependent wave equation. In particular, optimal a-priori error bounds in the energy norm and the L 2-norm were derived for the semi-discrete formulation. Here the error analysis is extended to the fully discrete numerical scheme, when a centered second-order finite difference approximation ("leap-frog” scheme) is used for the time discretization. For sufficiently smooth solutions, the maximal error in the L 2-norm error over a finite time interval converges optimally as O(h p+1+Δt 2), where p denotes the polynomial degree, h the mesh size, and Δt the time ste

Discrete nonlinear Schrödinger equations for periodic optical systems : pattern formation in \chi(3) coupled waveguide arrays

Discrete nonlinear Schrödinger equations have been used for many years to model the propagation of light in optical architectures whose refractive index profile is modulated periodically in the transverse direction. Typically, one considers a modal decomposition of the electric field where the complex amplitudes satisfy a coupled system that accommodates nearest neighbour linear interactions and a local intensity dependent term whose origin lies in the χ (3) contribution to the medium's dielectric response. In this presentation, two classic continuum configurations are discretized in ways that have received little attention in the literature: the ring cavity and counterpropagating waves. Both of these systems are defined by distinct types of boundary condition. Moreover, they are susceptible to spatial instabilities that are ultimately responsible for generating spontaneous patterns from arbitrarily small background disturbances. Good agreement between analytical predictions and simulations will be demonstrated

Interior penalty discontinuous Galerkin method for Maxwell's equations: Energy norm error estimates

AbstractWe develop the symmetric interior penalty discontinuous Galerkin (DG) method for the time-dependent Maxwell equations in second-order form. We derive optimal a priori error estimates in the energy norm for smooth solutions. We also consider the case of low-regularity solutions that have singularities in space

Stabilized leapfrog based local time-stepping method for the wave equation

Local time-stepping methods permit to overcome the severe stability constraint on explicit methods caused by local mesh refinement without sacrificing explicitness. In \cite{DiazGrote09}, a leapfrog based explicit local time-stepping (LF-LTS) method was proposed for the time integration of second-order wave equations. Recently, optimal convergence rates were proved for a conforming FEM discretization, albeit under a CFL stability condition where the global time-step, $\Delta t$, depends on the smallest elements in the mesh \cite{grote_sauter_1}. In general one cannot improve upon that stability constraint, as the LF-LTS method may become unstable at certain discrete values of $\Delta t$. To remove those critical values of $\Delta t$, we apply a slight modification (as in recent work on LF-Chebyshev methods \cite{CarHocStu19}) to the original LF-LTS method which nonetheless preserves its desirable properties: it is fully explicit, second-order accurate, satisfies a three-term (leapfrog like) recurrence relation, and conserves the energy. The new stabilized LF-LTS method also yields optimal convergence rates for a standard conforming FE discretization, yet under a CFL condition where $\Delta t$ no longer depends on the mesh size inside the locally refined region

Uncertainty quantification by multilevel Monte Carlo and local time-stepping

Because of their robustness, efficiency, and non intrusiveness, Monte Carlo methods are probablythe most popular approach in uncertainty quantification for computing expected values of quantitiesof interest. Multilevel Monte Carlo (MLMC) methods significantly reduce the computational costby distributing the sampling across a hierarchy of discretizations and allocating most samples tothe coarser grids. For time dependent problems, spatial coarsening typically entails an increasedtime step. Geometric constraints, however, may impede uniform coarsening thereby forcing someelements to remain small across all levels. If explicit time-stepping is used, the time step will thenbe dictated by the smallest element on each level for numerical stability. Hence, the increasinglystringent CFL condition on the time step on coarser levels significantly reduces the advantages of themultilevel approach. To overcome that bottleneck we propose to combine the multilevel approach ofMLMC with local time-stepping. By adapting the time step to the locally refined elements on eachlevel, the efficiency of MLMC methods is restored even in the presence of complex geometry withoutsacrificing the explicitness and inherent parallelism. In a careful cost comparison, we quantify thereduction in computational cost for local refinement either inside a small fixed region or towards areentrant corner