Unconditionally-stable FDTD method based on Crank-Nicolson scheme for solving three-dimensional Maxwell equations

This study was suggested by previous work on the simulation of evolution equations with scale-dependent processes, e.g., wave-propagation or heat-transfer, that are modeled by wave equations or heat equations. Here, we study both parabolic and hyperbolic equations. We focus on ADI (alternating direction implicit) methods and LOD (locally one-dimensional) methods, which are standard splitting methods of lower order, e.g. second-order. Our aim is to develop higher-order ADI methods, which are performed by Richardson extrapolation, Crank-Nicolson methods and higher-order LOD methods, based on locally higher-order methods. We discuss the new theoretical results of the stability and consistency of the ADI methods. The main idea is to apply a higher- order time discretization and combine it with the ADI methods. We also discuss the dis- cretization and splitting methods for first-order and second-order evolution equations. The stability analysis is given for the ADI method for first-order time derivatives and for the LOD (locally one-dimensional) methods for second-order time derivatives. The higher-order methods are unconditionally stable. Some numerical experiments verify our results. AMS subject classifications: 35J60, 35J65, 65M99, 65N12, 65Z05, 74S10, 76R50, 80A20, 80M25

We propose a multigrid Alternating-Direction Implicit (ADI) method for solving Maxwell's equations in this paper. This method is based on the interpretation of the ADI method as an iterative solver of the Crank-Nicolson (CN) scheme. By introducing a special solving procedure for the residual equation within the ADI framework, multigrid schemes are incorporated into the iterative ADI method. The accuracy and efficiency of the proposed multigrid ADI method are further demonstrated by numerical examples.

This paper describes a circuit-oriented leapfrog alternating direction implicit (ADI) method applied to a simulation of a power delivery network (PDN). An equivalent circuit model of the PDN is derived by using a recently-proposed conformal modeling technique, in which orthogonal meshes are used along with a treatment to improve the accuracy of the model. Since the conformal equivalent circuit model has a grid-like topology, it is suitable for direction-based algorithms such as an ADI method and the leapfrog ADI method. An advantage of the ADI-based method is that they can use a relatively-large time step size and reduce the total number of time steps in a transient simulation. In addition, the leapfrog ADI method is more efficient than the existing ADI method because its time marching procedure requires less updating processes. As a result, the conformal equivalent circuit model combined with the leapfrog ADI method can be accurate and efficient in modeling and analysis of the PDN.

ABSTRACTAs we know, second-order backward differentiation formula (BDF2) is L-stable scheme, which can damp unwanted finite oscillations, while Crank-Nicolson (C-N) method is only A-stable scheme and usually causes numerical oscillations. Thus, BDF2 may be more popular than C-N. However, up to now, most of studies focus on the error analysis of the compact alternating direction implicit (ADI) method on the basis of C-N method for temporal discretization in -norm. This paper is devoted to the convergence analysis of a compact multi-step ADI method used to solve a two-dimensional (2D) parabolic equation in -, - and -norms. Besides, the existence of the ADI solution is also analyzed in detail. A class of Richardson extrapolation algorithms are established to improve computational efficiency. By introducing a transformation, our algorithms are easily generalized to the solution of convection-diffusion problems with constant coefficients. Numerical results confirm the performance of our algorithms and support theoretical analysis.

The conventional three-dimensional alternating-direction implicit (ADI) method is modified by introducing an f factor (0 < f < 1). This modification allows the time step limit to be increased by a factor of 1/f with the solutions remaining stable and high accuracy being retained. This new method is tested for two different boundary conditions: a constant heat flux and a sudden heating of the surface to a constant temperature. In addition, it is compared with the popular Brian and Douglas methods, the results showing that the new ADI method has higher accuracy and requires less computer storage than those methods.

We consider the initial boundary value problem for a fractional evolution integro-differential equation with a weakly singular kernel arising from viscoelastic rods and membranes in a bounded smooth domain. In our numerical scheme, an arbitrary-order orthogonal spline collocation (OSC) method is used for spatial approximation and combined with the Crank-Nicolson (CN) alternating direction implicit (ADI) method for time approximation, and the integral term is approximated via the product integration (PI) rule. The detailed stability and convergence of the CN ADI OSC method in norm are proved. Finally, some numerical simulations are provided to illustrate our theoretical error estimates. In addition, the comparison between the non-uniform mesh and the uniform mesh shows the effectiveness of the non-uniform mesh when the solution is not sufficiently smooth.

Contaminant transport in a soil formation is described by advection dispersion equation. In this study, a horizontal and transversal contaminant transport along transient groundwater flow under non-linear sorption is solved numerically to examine the contaminant distribution profiles in finite soil media. The horizontal and transversal pore-water seepage velocities are defined as varying exponentially with time. Dispersion is considered directly proportional to the first power of the pore-water velocity. Axial input sources varying exponentially with time are assigned along the two-dimensional coordinate axes. For approximating the governing solute transport equation into algebraic equations, Crank–Nicolson (CN) and alternating direction implicit (ADI) methods are used. Both the numerical solutions are illustrated graphically with the help of computer software for various hydrological input data. In a special case, the numerical solutions are also compared with an approximate solution obtained by PDEtool. The comparison is performed with the help of contour plots. The CN method gives more accurate result than ADI method for the present model problem.

We formulate and analyze new methods for the solution of a partial integrodifferential equation with a positive-type memory term. These methods combine the finite element Galerkin (FEG) method for the spatial discretization with alternating direction implicit (ADI) methods based on the Crank---Nicolson (CN) method and the second order backward differentiation formula for the time stepping. The ADI FEG methods are proved to be of optimal accuracy in time and in the $$L^2$$L2 norm in space. Furthermore, the analysis is extended to include an ADI CN FEG method with a graded mesh in time for problems with a nonsmooth kernel. Numerical results confirm the predicted convergence rates and also exhibit optimal spatial accuracy in the $$L^{\infty }$$L? norm.

In several recent works, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines transpose (MOL$^T$) formulation combined with alternating direction implicit (ADI) schemes. Because our method is based on an integral solution of the ADI splitting of the MOL$^T$ formulation, we are able to easily embed non-Cartesian boundaries and include point sources with exact spatial resolution. Further, we developed an efficient $O(N)$ convolution algorithm for rapid evaluation of the solution, which makes our method competitive with explicit finite difference (e.g., finite difference time domain) solvers, in terms of both accuracy and time to solution, even for Courant numbers slightly larger than 1. We have demonstrated the utility of this method by applying it to a range of problems with complex geometry, including cavities with cusps. In this work, we present several important modifications to our recently developed wave solver. We obtain a family of wave solvers which are unconditionally stable, accurate of order $2P$, and require $O(P^d N)$ operations per time step, where $N$ is the number of spatial points and $d$ the number of spatial dimensions. We obtain these schemes by including higher derivatives of the solution, rather than increasing the number of time levels. The novel aspect of our approach is that the higher derivatives are constructed using successive applications of the convolution operator. We develop these schemes in one spatial dimension, and then extend the results to higher dimensions, by reformulating the ADI scheme to include recursive convolution. Thus, we retain a fast, unconditionally stable scheme, which does not suffer from the large dispersion errors characteristic to the ADI method. We demonstrate the utility of the method by applying it to a host of wave propagation problems. This method holds great promise for developing higher order, parallelizable algorithms for solving hyperbolic PDEs and can also be extended to parabolic PDEs.

Finite difference time domain (FDTD) is widely used to compute the transient behavior of transmission lines. However, the time step of classic FDTD is limited by the Courant-Friedrich-Lewy (CFL) condition, which makes it not sufficiently efficient for relative low frequency (compared with computation cell size and wave length) signals. The FDTD with alternating direction implicit (ADI) technique is not restricted by the CFL condition, but suffers from numerical dispersions. This paper employs the spectral deferred correction method as the time marching scheme to solve the semidiscretized form of the telegraph equation. The method is unconditionally stable, which allows a larger time step, and can be essentially arbitrary high order accurate.

A spatially second order alternating direction implicit (ADI) method for solving three dimensional parabolic interface problems

ABSTRACTHeat transfer at microscale plays an important role in microtechnology applications. First, this paper is concerned with the numerical solution of a two-dimensional (2D) heat transfer equation at microscale through a second-order alternating direction implicit (ADI) method. By the discrete energy method, it is shown that the ADI solution converges to the exact solution with a convergence order of in L2-norm. Second, the ADI method is generalized to numerically solve the three-dimensional (3D) problem, and provides numerical solutions of order two in both time and space. Finally, numerical results testify the temporal and spatial accuracy of the ADI method.

A matched Peaceman–Rachford ADI method for solving parabolic interface problems

This paper addresses the numerical solution of a fractional evolution equation with a weakly singular kernel. The temporal discretization is carried out by the Crank–Nicolson (CN) method based on graded time steps, while the spatial discretization is carried out using an alternating direction implicit (ADI) finite difference method. Stability and convergence rate are also discussed. The convergence rate is $ O(k^2+h_x^2+h_y^2) $, where $ k $ is a parameter of the maximal time steps and $ h_x $, $ h_y $ are the uniform grid steps in space. Three numerical examples are employed to demonstrate the errors and convergence behavior in practice.

In this article, we develop an exponential high order compact alternating direction implicit (EHOC ADI) method for solving three dimensional (3D) unsteady convection–diffusion equations. The method, which requires only a regular seven‐point 3D stencil similar to that in the standard second‐order methods, is second order accurate in time and fourth‐order accurate in space and unconditionally stable. The resulting EHOC ADI scheme in each alternating direction implicit (ADI) solution step corresponding to a strictly diagonally dominant matrix equation can be solved by the application of the one‐dimensional tridiagonal Thomas algorithm with a considerable saving in computing time. Numerical experiments for three test problems are carried out to demonstrate the performance of the present method and to compare it with the classical Douglas–Gunn ADI method and the Karaa's high‐order compact ADI method. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013