中文版 | English
题名

整数阶和分数阶相场方程高精度稳定算法

其他题名
HIGH ORDER STABLE METHODS FOR INTEGER AND FRACTIONAL ORDER PHASE-FIELD EQUATIONS
姓名
姓名拼音
WU Xu
学号
11849596
学位类型
博士
学位专业
070102 计算数学
学科门类/专业学位类别
07 理学
导师
汤涛
导师单位
数学系
论文答辩日期
2023-04-19
论文提交日期
2023-06-19
学位授予单位
哈尔滨工业大学
学位授予地点
哈尔滨
摘要

本篇论文致力于研究并分析整数和分数阶相场方程高精度稳定算法.  相场模型在模拟界面问题时有着极大的优势. 近年来, 对于相场模型构造高效且能量稳定的数值算法非常活跃. 本文结合了标量辅助变量法以及间断有限元方法构造并分析了整数阶相场方程的高精度能量稳定的全离散数值算法. 

由于分数阶相场方程具有弱奇异性、非局部性以及多尺度行为,  直接研究分数阶相场方程的高精度稳定算法十分困难. 本文首先在一般非均匀网格上研究Caputo分数阶导数的L2-1$_\sigma$、L2和快速L2-1$_\sigma$ 离散算子的性质, 证明了关于以上三种算子所对应的相关双线性型的正定性.  这也是保证相应时间分数阶相场方程的离散格式能量稳定的关键.
其次把相关结果应用于时间分数阶扩散方程(次扩散方程), 得出相关数值格式的长时间$H^1$稳定性. 最后基于正定性结果, 对时间分数阶相场方程构造出高精度稳定算法. 

本文的内容如下:

第一章介绍问题的研究背景和现状,  以及本文的主要研究内容.  我们介绍了整数以及分数阶相场方程的背景, 及其相关研究的挑战性.

第二章对相场方程构造并分析了一种高精度稳定全离散格式, 该方法在时间和空间上分别使用带标量辅助变量的 Runge--Kutta (RK-SAV) 外推法和间断Galerkin (DG) 方法. 基于一种新的解耦技巧, 该格式只需 求解几个具有常系数的椭圆标量问题. 对于相场梯度流问题, 该算法保持离散能量递减.   此外本章证明了该格式对Allen-Cahn 和Cahn-Hilliard 方程 是时空任意高阶, 具体来说 对于$q$ 级RK--SAV/DG外推 算法 有 空间上 最优 $L^2$ 误差估计和时间上$q$ 阶收敛率. 

第三章关注时间分数阶问题的高阶数值算法.  本章首先在一般时间非均匀网格上分析Caputo导数的 L2-1$_\sigma$、 L2 以及快速L2-1$_\sigma$离散系数的单调性,  其次证明了当时间步长满足一定条件时,  L2-1$_\sigma$、L2 和快速L2-1$_\sigma$离散分数阶算子所对应的双线性型正定. 此外基于以上系数的分析以及正定性结果, 对次扩散方程的L2-1$_\sigma$、 L2 和快速L2-1$_\sigma$ 格式给出数值解的 全局$H^1$ 稳定性 以及初步收敛性分析. 具体来说在一般时间非均匀网格上, 放宽了次扩散方程的L2-1$_\sigma$ 和快速L2-1$_\sigma$ 格式最优误差分析步长比的限制条件以及 首次给出了次扩散方程的 L2格式次优的$H^1$-范数误差分析.  本章最后一节考虑困扰学者很长时间的导致错误数值模拟的舍入误差问题,  其原因是由于计算机中的消除灾难. 本章提出一种处理消除灾难的新框架, 特别是在一般时间非均匀网格上, 计算标准和快速 L2型方法的系数. 首先引进 $\delta$-消除的概念, 与此同时提出了一些阈值条件来确保 不会发生$\delta$-消除. 如果不满足阈值条件, 则用Taylor展开技巧以避免 $\delta$-消除. 

第四章基于上一章研究的分数阶离散算子的性质给出时间分数阶相场方程的高精度稳定算法. 首先对基于二次线性化的快速L2-1$_\sigma$格式, 结合正定性结果给出能量稳定的证明. 此外基于SAV方法和快速L2-1$_\sigma$近似, 对时间分数阶相场方程提出了一个无条件能量稳定的快速算法.

其他摘要

This thesis is dedicated to study and analysis of high-order stable methods for integer and fractional order phase-field equations. Phase-field approach has been demonstrated  successful  in simulating interface problems. Efficient and energy stable numerical schemes for phase-field equations are very prevalent in the last few decades. In this thesis, we will combine the    scalar auxiliary variable method  and discontinuous Galerkin (DG) method to obtain  fully discrete schemes for the phase-field  equations, which can be of arbitrarily high order and satisfying energy stability. 
    
    Due to the weak singularity, non-locality and multi-scale behaviors of the  time-fractional phase-field (TFPF) equations, it is very difficult to directly study  high-order stable schemes for the TFPF equations.  In this thesis, we first investigate the properties for  the L2-1$_\sigma$, L2 and fast L2-1$_\sigma$   discrete fractional-derivative operators on genneral nonuniform meshes.  Then the positive definiteness for the bilinear forms associated with the three operators is examined, which is the  core issue  in constructing the energy stable schemes for TFPF equations. Based on the positive definiteness results, the long time $H^1$-stabilities of high order methods are then derived for subdiffusion equations. Finally, some high-order stable methods for TFPF equations are provided.
    
     This thesis is organized as follows.
     
Chapter 1 presents the research background and current development,  as well as the main contents of this thesis.  We introduce the background of integer and fractional order phase field equations.  The difficulties in studying high order stable methods for the phase-field equations  are explained. 

Chapter 2  constructs and analyzes a stable higher order fully discrete method for phase-field equations,  which uses extrapolated Runge--Kutta with scalar auxiliary variable (RK-SAV) method in time and DG method in space.  A new technique is proposed to decouple the system,  after which only several elliptic scalar problems with constant coefficients need to be solved independently. Discrete energy diminishing property of the method is proved. The scheme can be of arbitrarily high order both in time and space,  which is demonstrated rigorously for the Allen--Cahn equation and the Cahn--Hilliard equation. More precisely,  optimal $L^2$-error bound in space and $q$th-order convergence rate in time are obtained for $q$-stage extrapolated RK-SAV/DG method. 

 Chapter 3 focus on high order methods for time-fractional problems.   The monotonicity of the L2-1$_\sigma$,  L2 and  fast L2-1$_\sigma$  coefficients for Caputo derivative is provided and proved first.  Then  under some mild restrictions on time stepsize, the positive definiteness of the bilinear forms associated with the L2-1$_\sigma$, L2  and  fast L2-1$_\sigma$  formulas is proved.   As a consequence,  the uniform global-in-time $H^1$-stability of the L2-1$_\sigma$,   L2 and   fast L2-1$_\sigma$ schemes can be  derived  for subdiffusion equations,  in the sense that the $H^1$-norm is uniformly bounded as the time tends to infinity. 
 In addition, the sharp error analysis is proved for the L2-1$_\sigma$  and  fast L2-1$_\sigma$  methods on general nonuniform meshes for subdiffusion equations, where the restriction on time step ratios is relaxed comparing to existing works. The sub-optimal $H^1$-norm error analysis is provied for L2  method of subdiffusion equations on general nonuniform meshes. To the best of our knowledge, this is the first work on the  $H^1$-norm convergence for L2 method on general nonuniform meshes.  In the end of this Chapter, the  roundoff error problems are investigated, which  have troubled researchers  for a long time. The  roundoff issue occurred frequently in interpolation methods of time-fractional equations,  which can lead to wrong results in simulations.  These problems are essentially caused by catastrophic cancellations. In this Chapter,  a new framework to handle catastrophic cancellations is proposed,  in particular,  in the computation of the coefficients for standard and fast L2-type methods on general nonuniform meshes. A concept of $\delta$-cancellation is proposed  with some threshold conditions which ensure that $\delta$-cancellations will not happen. 
If the threshold conditions are not satisfied,  then a Taylor-expansion technique is proposed to avoid $\delta$-cancellation. 
 
 In Chapter 4, based on the properties of fractional discrete operators studied in  Chapter 3, high-order stable numerical methods for TFPF equations are provieded. The fast L2-1$_\sigma$ scheme based on second order linearization is considered first. Then  a fast unconditional energy stable method  is constructed for TFPF equations by combining the SAV method and the fast L2-1$_\sigma$ approximation.

关键词
其他关键词
语种
中文
培养类别
联合培养
入学年份
2018
学位授予年份
2023-06-12
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吴旭. 整数阶和分数阶相场方程高精度稳定算法[D]. 哈尔滨. 哈尔滨工业大学,2023.
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