Abstract
In this paper, we exploit the Strang splitting technique for solving the multidimensional Allen-Cahn equations with anisotropic spatial fractional Riesz derivatives. Fully discrete numerical methods are proposed using exponential Strang’s splitting schemes for the time integration with finite difference discretization in space. It is proved that the proposed methods can preserve the discrete maximum principle unconditionally. Furthermore, the fully discrete methods are theoretically confirmed to be convergent with second-order accuracy in both of time and space. In practical implementation, the proposed algorithms require to compute the matrix exponential associated with only one-dimensional discretized matrices that possess Toeplitz structure. Meanwhile, a fast algorithm is further developed for evaluating the product of the Toeplitz matrix exponential with a vector. Numerical examples are presented to verify the theoretical analysis and demonstrate the efficiency of the proposed methods.





Similar content being viewed by others
References
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)
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)
Bueno-Orovio, A., Kay, D., Burrage, K.: Fourier spectral methods for fractional-in-space reaction-diffusion equations. BIT 54, 937–954 (2014)
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)
Chen, H., Sun, H.-W.: A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations. J. Sci. Comput. 87, 30 (2021)
Du, Q., Yang, J.: Asymptotic compatible Fourier spectral approximations of nonlocal Allen-Cahn equations. SIAM J. Numer. Anal. 54, 1899–1919 (2016)
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)
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. 63, 317–359 (2021)
D’Elia, M., Du, Q., Glusa, C., Gunzburger, M., Tian, X., Zhou, Z.: Numerical methods for nonlocal and fractional models. Acta Numerica 29, 1–124 (2020)
Feng, X., Prohl, A.: Numerical analysis of the Allen-Cahn equation and approximation for mean curvature flows. Numer. Math. 94, 33–65 (2003)
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)
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)
Gohberg, I., Olshevsky, V.: Circulants, displacements and decompositions of matrices. Integral Equ. Oper. Theory. 15, 730–743 (1992)
Hairer, E., Lubich, C., Wanner, G.: Geometric Numerical Integration. Springer, Berlin (2006)
Hansen, E., Kramer, F., Ostermann, A.: A second-order positivity preserving scheme for semilinear parabolic problems. Appl. Numer. Math. 62, 1428–1435 (2012)
Hansen, E., Ostermann, A.: High-order splitting schemes for semilinear evolution equations. BIT 56, 1303–1316 (2016)
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)
Hundsdorfer, W., Verwer, J.: Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations. Springer, Berlin (2003)
Higham, N.J.: Functions of Matrices: Theory and Computation. SIAM, Philadelphia (2008)
Higham, N.J., Al-Mohy, A.H.: Computing matrix functions. Acta Numerica 19, 159–208 (2010)
Horn, R., Johnson, C.: Topics in Matrix Analysis. Cambridge University Press, Cambridge (1991)
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)
Jahnke, T., Lubich, C.: Error bounds for exponential operator splitting. BIT 40, 735–744 (2000)
Ju, L., Li, X., Qiao, Z., Yang, J.: Maximum bound principle preserving integrating factor Runge-Kutta methods for semilinear parabolic equations. J. Comput. Phys. 439, 110405 (2021)
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)
Lee, S., Pang, H., Sun, H.-W.: Shift-invert Arnoldi approximation to the Toeplitz matrix exponential. SIAM J. Sci. Comput. 32, 774–792 (2010)
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)
Lubich, C.: On splitting methods for Schrödinger-Poisson and cubic nonlinear Schrödinger equations. Math. Comput. 77, 2141–2153 (2008)
Ng, M.: Iterative Methods for Toeplitz Systems. Oxford University Press, Oxford (2004)
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)
Podlubny, I.: Fractional Differential Equations. Academic Press, New York (1999)
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)
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)
Shen, J., Yang, X.: Numerical approximations of Allen-Cahn and Cahn-Hilliard equations. Discret. Contin. Dyn. Syst. 28, 1669–1691 (2010)
Söderlind, G.: The logarithmic norm. History and modern theory. BIT 46, 631–652 (2006)
Strang, G.: On the construction and comparison of difference schemes. SIAM J. Numer. Anal. 5, 506–517 (1968)
Tang, T., Yang, J.: Implicit-explicit scheme for the Allen-Cahn equation preserves the maximum principle. J. Comput. Math. 34, 471–481 (2016)
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)
Trefethen, L.N., Weideman, J.A.C., Schmelzer, T.: Talbot quadratures and rational approximations. BIT 46, 653–670 (2006)
Yang, X.: Error analysis of stabilized semi-implicit method of Allen-Cahn equation. Discrete Contin. Dyn. Syst. Ser. B 11, 1057–1070 (2009)
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)
Zhang, L., Sun, H., Pang, H.: Fast numerical solution for fractional diffusion equations by exponential quadrature rule. J. Comput. Phys. 299, 130–143 (2015)
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)
Acknowledgements
The first author was partially supported by the National Natural Science Foundation of China (Grant No.11971085), the Scientific and Technological Research Program of Chongqing Municipal Education Commission (No. KJQN202000543), and the Program of Chongqing Innovation Research Group Project in University (No. CXQT19018). The second author was partially supported by research grants of the Science and Technology Development Fund, Macau SAR (file no. 0118/2018/A3), and MYRG2020-00224-FST from University of Macau.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher’s note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Chen, H., Sun, HW. Second-order maximum principle preserving Strang’s splitting schemes for anisotropic fractional Allen-Cahn equations. Numer Algor 90, 749–771 (2022). https://doi.org/10.1007/s11075-021-01207-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-021-01207-5
Keywords
- Fractional Allen-Cahn equation
- Discrete maximum principle
- Operator splitting method
- Matrix exponential
- Toeplitz matrix