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The main theoretical obstacle to establish the original energy dissipation laws of Runge-Kutta methods for phase-field equations is to verify the maximum norm boundedness of the stage solutions without assuming global Lipschitz continuity of the nonlinear bulk. We present a unified theoretical framework for the energy stability of three effective classes of Runge-Kutta methods, including the additive implicit-explicit Runge-Kutta, explicit exponential Runge-Kutta and corrected integrating factor Runge-Kutta methods, for the Swift-Hohenberg and phase field crystal models. By the standard discrete energy argument, it is proven that the three classes of Runge-Kutta methods preserve the original energy dissipation laws if the associated differentiation matrices are positive definite. Our main tools include the differential form with the associated differentiation matrix, the discrete orthogonal convolution kernels and the principle of mathematical induction. Many existing Runge-Kutta methods in the literature are revisited by evaluating the lower bound on the minimum eigenvalues of the associated differentiation matrices. Our theoretical approach paves a new way for the internal nonlinear stability of Runge-Kutta methods for dissipative semilinear parabolic problems., Comment: 24 pages, 8 figures

One of main obstacles in verifying the energy dissipation laws of implicit-explicit Runge-Kutta (IERK) methods for phase field equations is to establish the uniform boundedness of stage solutions without the global Lipschitz continuity assumption of nonlinear bulk. With the help of discrete orthogonal convolution kernels, an updated time-space splitting technique is developed to establish the uniform boundedness of stage solutions for a refined class of IERK methods in which the associated differentiation matrices and the average dissipation rates are always independent of the time-space discretization meshes. This makes the refined IERK methods highly advantageous in self-adaptive time-stepping procedures as some larger adaptive step-sizes in actual simulations become possible. From the perspective of optimizing the average dissipation rate, we construct some parameterized refined IERK methods up to third-order accuracy, in which the involved diagonally implicit Runge-Kutta methods for the implicit part have an explicit first stage and allow a stage-order of two such that they are not necessarily algebraically stable. Then we are able to establish, for the first time, the original energy dissipation law and the unconditional $L^2$ norm convergence. Extensive numerical tests are presented to support our theory., Comment: 26 pages, 21 figures

A unified theoretical framework is suggested to examine the energy dissipation properties at all stages of additive implicit-explicit Runge-Kutta (IERK) methods up to fourth-order accuracy for gradient flow problems. We construct some parameterized IERK methods by applying the so-called first same as last method, that is, the diagonally implicit Runge-Kutta method with the explicit first stage and stiffly-accurate assumption for the linear stiff term, and applying the explicit Runge-Kutta method for the nonlinear term. The main part of the novel framework is to construct the differential forms and the associated differentiation matrices of IERK methods by using the difference coefficients of method and the so-called discrete orthogonal convolution kernels. As the main result, we prove that an IERK method can preserve the original energy dissipation law unconditionally if the associated differentiation matrix is positive semi-definite. The recent indicator, namely average energy dissipation rate, is also adopted for these multi-stage methods to evaluate the overall energy dissipation rate of an IERK method such that one can choose proper parameters in some parameterized IERK methods. It is found that the selection of method parameters in the IERK methods is at least as important as the selection of different IERK methods. Extensive numerical experiments are also included to support our theory., Comment: 32 pages, 3 tables, 40 figures

Explicit integrating factor Runge-Kutta methods are attractive and popular in developing high-order maximum bound principle preserving time-stepping schemes for Allen-Cahn type gradient flows. However, they always suffer from the non-preservation of steady-state solution and original energy dissipation law. To overcome these disadvantages, some new integrating factor methods are developed by using two classes of difference correction, including the telescopic correction and nonlinear-term translation correction, enforcing the preservation of steady-state solution. Then the original energy dissipation properties of the new methods are examined by using the associated differential forms and the differentiation matrices. As applications, some new integrating factor Runge-Kutta methods up to third-order maintaining the original energy dissipation law are constructed by applying the difference correction strategies to some popular explicit integrating factor methods in the literature. Extensive numerical experiments are presented to support our theory and to demonstrate the improved performance of new methods., Comment: 25 pages,55 figures

We propose a unified theoretical framework to examine the energy dissipation properties at all stages of explicit exponential Runge-Kutta (EERK) methods for gradient flow problems. The main part of the novel framework is to construct the differential form of EERK method by using the difference coefficients of method and the so-called discrete orthogonal convolution kernels. As the main result, we prove that an EERK method can preserve the original energy dissipation law unconditionally if the associated differentiation matrix is positive semi-definite. A simple indicator, namely average dissipation rate, is also introduced for these multi-stage methods to evaluate the overall energy dissipation rate of an EERK method such that one can choose proper parameters in some parameterized EERK methods or compare different kinds of EERK methods. Some existing EERK methods in the literature are evaluated from the perspective of preserving the original energy dissipation law and the energy dissipation rate. Some numerical examples are also included to support our theory., Comment: 35 pages, 44 figures

We provide a new theoretical framework for the variable-step deferred correction (DC) methods based on the well-known BDF2 formula. By using the discrete orthogonal convolution kernels, some high-order BDF2-DC methods are proven to be stable on arbitrary time grids according to the recent definition of stability (SINUM, 60: 2253-2272). It significantly relaxes the existing step-ratio restrictions for the BDF2-DC methods (BIT, 62: 1789-1822). The associated sharp error estimates are established by taking the numerical effects of the starting approximations into account, and they suggest that the BDF2-DC methods have no aftereffect, that is, the lower-order starting scheme for the BDF2 scheme will not cause a loss in the accuracy of the high-order BDF2-DC methods. Extensive tests on the graded and random time meshes are presented to support the new theory., Comment: 27 pages, 12 tables, 8 figures

We build an asymptotically compatible energy of the variable-step L2-$1_{\sigma}$ scheme for the time-fractional Allen-Cahn model with the Caputo's fractional derivative of order $\alpha\in(0,1)$, under a weak step-ratio constraint $\tau_k/\tau_{k-1}\geq r_{\star}(\alpha)$ for $k\ge2$, where $\tau_k$ is the $k$-th time-step size and $r_{\star}(\alpha)\in(0.3865,0.4037)$ for $\alpha\in(0,1)$. It provides a positive answer to the open problem in [J. Comput. Phys., 414:109473], and, to the best of our knowledge, it is the first second-order nonuniform time-stepping scheme to preserve both the maximum bound principle and the energy dissipation law of time-fractional Allen-Cahn model. The compatible discrete energy is constructed via a novel discrete gradient structure of the second-order L2-$1_{\sigma}$ formula by a local-nonlocal splitting technique. It splits the discrete fractional derivative into two parts: one is a local term analogue to the trapezoid rule of the first derivative and the other is a nonlocal summation analogue to the L1 formula of Caputo derivative. Numerical examples with an adaptive time-stepping strategy are provided to show the effectiveness of our scheme and the asymptotic properties of the associated modified energy., Comment: 21 pages,23 figues

The discrete gradient structure and the positive definiteness of discrete fractional integrals or derivatives are fundamental to the numerical stability in long-time simulation of nonlinear integro-differential models. We build up a discrete gradient structure for a class of second-order variable-step approximations of fractional Riemann-Liouville integral and fractional Caputo derivative. Then certain variational energy dissipation laws at discrete levels of the corresponding variable-step Crank-Nicolson type methods are established for time-fractional Allen-Cahn and time-fractional Klein-Gordon type models. They are shown to be asymptotically compatible with the associated energy laws of the classical Allen-Cahn and Klein-Gordon equations in the associated fractional order limits.Numerical examples together with an adaptive time-stepping procedure are provided to demonstrate the effectiveness of our second-order methods., Comment: 25 pages, 16 figures, 2 tables

A new discrete energy dissipation law of the variable-step fractional BDF2 (second-order backward differentiation formula) scheme is established for time-fractional Cahn-Hilliard model with the Caputo's fractional derivative of order $\alpha\in(0,1)$, under a weak step-ratio constraint $0.4753\le \tau_k/\tau_{k-1}

The convergence of variable-step L1 scheme is studied for the time-fractional molecular beam epitaxy (MBE) model with slope selection.A novel asymptotically compatible $L^2$ norm error estimate of the variable-step L1 scheme is established under a convergence-solvability-stability (CSS)-consistent time-step constraint. The CSS-consistent condition means that the maximum step-size limit required for convergence is of the same order to that for solvability and stability (in certain norms) as the small interface parameter $\epsilon\rightarrow 0^+$. To the best of our knowledge, it is the first time to establish such error estimate for nonlinear subdiffusion problems. The asymptotically compatible convergence means that the error estimate is compatible with that of backward Euler scheme for the classical MBE model as the fractional order $\alpha\rightarrow 1^-$. Just as the backward Euler scheme can maintain the physical properties of the MBE equation, the variable-step L1 scheme can also preserve the corresponding properties of the time-fractional MBE model, including the volume conservation, variational energy dissipation law and $L^2$ norm boundedness. Numerical experiments are presented to support our theoretical results., Comment: 23 pages,21 figures,4 tables

This is one of our series works on discrete energy analysis of the variable-step BDF schemes. In this part, we present stability and convergence analysis of the third-order BDF (BDF3) schemes with variable steps for linear diffusion equations, see e.g. [SIAM J. Numer. Anal., 58:2294-2314] and [Math. Comp., 90: 1207-1226] for our previous works on the BDF2 scheme. To this aim, we first build up a discrete gradient structure of the variable-step BDF3 formula under the condition that the adjacent step ratios are less than 1.4877, by which we can establish a discrete energy dissipation law. Mesh-robust stability and convergence analysis in the $L^2$ norm are then obtained. Here the mesh robustness means that the solution errors are well controlled by the maximum time-step size but independent of the adjacent time-step ratios. We also present numerical tests to support our theoretical results., Comment: 21 pages, 5 tables

The positive definiteness of discrete time-fractional derivatives is fundamental to the numerical stability (in the energy sense) for time-fractional phase-field models. A novel technique is proposed to estimate the minimum eigenvalue of discrete convolution kernels generated by the nonuniform L1, half-grid based L1 and time-averaged L1 formulas of the fractional Caputo's derivative. The main discrete tools are the discrete orthogonal convolution kernels and discrete complementary convolution kernels. Certain variational energy dissipation laws at discrete levels of the variable-step L1-type methods are then established for time-fractional Cahn-Hilliard model.They are shown to be asymptotically compatible, in the fractional order limit $\alpha\rightarrow1$, with the associated energy dissipation law for the classical Cahn-Hilliard equation. Numerical examples together with an adaptive time-stepping procedure are provided to demonstrate the effectiveness of the proposed methods., Comment: 26 pages, 25 figures, 10 tables

The well-known backward difference formulas (BDF) of the third, the fourth and the fifth orders are investigated for time integration of the phase field crystal model. By building up novel discrete gradient structures of the BDF-$\rmk$ ($\rmk=3,4,5$) formulas, we establish the energy dissipation laws at the discrete levels and then obtain the priori solution estimates for the associated numerical schemes (however, we can not build any discrete energy dissipation law for the corresponding BDF-6 scheme because the BDF-6 formula itself does not have any discrete gradient structures). With the help of the discrete orthogonal convolution kernels and Young-type convolution inequalities, some concise $L^2$ norm error estimates (with respect to the starting data in the $L^2$ norm) are established via the discrete energy technique. To the best of our knowledge, this is the first time such type $L^2$ norm error estimates of non-A-stable BDF schemes are obtained for nonlinear parabolic equations. Numerical examples are presented to verify and support the theoretical analysis., Comment: 25 pages, 8 figures. arXiv admin note: text overlap with arXiv:2008.00212

We prove that the two-step backward differentiation formula (BDF2) method is stable on arbitrary time grids; while the variable-step BDF3 scheme is stable if almost all adjacent step ratios are less than 2.553. These results relax the severe mesh restrictions in the literature and provide a new understanding of variable-step BDF methods. Our main tools include the discrete orthogonal convolution kernels and an elliptic-type matrix norm., Comment: 20 pages, 2 figures, 3 tables

In this work, we revisit the adaptive L1 time-stepping scheme for solving the time-fractional Allen-Cahn equation in the Caputo's form. The L1 implicit scheme is shown to preserve a variational energy dissipation law on arbitrary nonuniform time meshes by using the recent discrete analysis tools, i.e., the discrete orthogonal convolution kernels and discrete complementary convolution kernels. Then the discrete embedding techniques and the fractional Gr\"onwall inequality were applied to establish an $L^2$ norm error estimate on nonuniform time meshes. An adaptive time-stepping strategy according to the dynamical feature of the system is presented to capture the multi-scale behaviors and to improve the computational performance., Comment: 17 pages, 20 figures, 2 tables

The two-step backward differential formula (BDF2) with unequal time-steps is applied to construct an energy stable convex-splitting scheme for the Cahn-Hilliard model. We focus on the numerical influences of time-step variations by using the recent theoretical framework with the discrete orthogonal convolution kernels. Some novel discrete convolution embedding inequalities with respect to the orthogonal convolution kernels are developed such that a concise $L^2$ norm error estimate is established at the first time under an updated step-ratio restriction $0

In this work, we propose a Crank-Nicolson-type scheme with variable steps for the time fractional Allen-Cahn equation. The proposed scheme is shown to be unconditionally stable (in a variational energy sense), and is maximum bound preserving. Interestingly, the discrete energy stability result obtained in this paper can recover the classical energy dissipation law when the fractional order $\alpha \rightarrow 1.$ That is, our scheme can asymptotically preserve the energy dissipation law in the $\alpha \rightarrow 1$ limit. This seems to be the first work on variable time-stepping scheme that can preserve both the energy stability and the maximum bound principle. Our Crank-Nicolson scheme is build upon a reformulated problem associated with the Riemann-Liouville derivative. As a by product, we build up a reversible transformation between the L1-type formula of the Riemann-Liouville derivative and a new L1-type formula of the Caputo derivative, with the help of a class of discrete orthogonal convolution kernels. This is the first time such a \textit{discrete} transformation is established between two discrete fractional derivatives. We finally present several numerical examples with an adaptive time-stepping strategy to show the effectiveness of the proposed scheme., Comment: 26 pages, 28 figures, 4 tables

The positive definiteness of real quadratic forms with convolution structures plays an important role in stability analysis for time-stepping schemes for nonlocal operators.In this work, we present a novel analysis tool to handle discrete convolution kernels resulting from variable-step approximations for convolution operators. More precisely, for a class of discrete convolution kernels relevant to variable-step time discretizations,we show that the associated quadratic form is positive definite under some easy-to-check algebraic conditions. Our proof is based on an elementary constructing strategy using the properties of discrete orthogonal convolution kernels and complementary convolution kernels. To the best of our knowledge, this is the first general result on simple algebraic conditions for the positive definiteness of variable-step discrete convolution kernels. Using the unified theory, the stability for some simple non-uniform time-stepping schemes can be obtained in a straightforward way., Comment: 21 pages,1 figure

In this work, we are concerned with the stability and convergence analysis of the second order BDF (BDF2) scheme with variable steps for the molecular beam epitaxial model without slope selection. We first show that the variable-step BDF2 scheme is convex and uniquely solvable under a weak time-step constraint. Then we show that it preserves an energy dissipation law if the adjacent time-step ratios $r_k:=\tau_k/\tau_{k-1}<3.561.$ Moreover, with a novel discrete orthogonal convolution kernels argument and some new discrete convolutional inequalities, the $L^2$ norm stability and rigorous error estimates are established, under the same step-ratios constraint that ensuring the energy stability., i.e., $0

An adaptive BDF2 implicit time-stepping method is analyzed for the phase field crystal model. The suggested method is proved to preserve a modified energy dissipation law at the discrete levels if the time-step ratios $r_k:=\tau_k/\tau_{k-1}<3.561$, a recent zero-stability restriction of variable-step BDF2 scheme for ordinary differential problems. By using the discrete orthogonal convolution kernels and the corresponding convolution inequalities, an optimal $L^2$ norm error estimate is established under the weak step-ratio restriction $0

In this work, we investigate the two-step backward differentiation formula (BDF2) with nonuniform grids for the Allen-Cahn equation. We show that the nonuniform BDF2 scheme is energy stable under the time-step ratio restriction $r_k:=\tau_k/\tau_{k-1}<(3+\sqrt{17})/2\approx3.561.$ Moreover, by developing a novel kernel recombination and complementary technique, we show, for the first time, the discrete maximum principle of BDF2 scheme under the time-step ratio restriction $r_k<1+\sqrt{2}\approx 2.414$ and a practical time step constraint. The second-order rate of convergence in the maximum norm is also presented. Numerical experiments are provided to support the theoretical findings., Comment: 24 pages, 1 table and 25 figures

The variable two-step backward differentiation formula (BDF2) is revisited via a new theoretical framework using the positive semi-definiteness of BDF2 convolution kernels and a class of orthogonal convolution kernels. We prove that, if the adjacent time-step ratios $r_k:=\tau_k/\tau_{k-1}\le(3+\sqrt{17})/2\approx3.561$, the adaptive BDF2 time-stepping scheme for linear reaction-diffusion equations is unconditionally stable and (maybe, first-order) convergent in the $L^2$ norm. The second-order temporal convergence can be recovered if almost all of time-step ratios $r_k\le 1+\sqrt{2}$ or some high-order starting scheme is used. Specially, for linear dissipative diffusion problems, the stable BDF2 method preserves both the energy dissipation law (in the $H^1$ seminorm) and the $L^2$ norm monotonicity at the discrete levels. An example is included to support our analysis., Comment: 20 pages

A time-fractional Allen-Cahn equation with volume constraint is first proposed by introducing a nonlocal time-dependent Lagrange multiplier. Adaptive linear second-order energy stable schemes are developed for the proposed model by combining invariant energy quadratization and scalar auxiliary variable approaches with the recent L1$^{+}$ formula. The new developed methods are proved to be volume-preserving and unconditionally energy stable on arbitrary nonuniform time meshes. The accelerated algorithm and adaptive time strategy are employed in numerical implement. Numerical results show that the proposed algorithms are computationally efficient in multi-scale simulations, and appropriate for accurately resolving the intrinsically initial singularity of solution and for efficiently capturing the fast dynamics away initial time., Comment: 21 pages, 75 figures, 3 tables

In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of consistency error, we present sharp maximum-norm error estimates which reflect the temporal regularity. As our analysis is built on nonuniform time steps, we may resolve the intrinsic initial singularity by using the graded meshes. Moreover, we propose an adaptive time-stepping strategy for large time simulations. Numerical experiments are presented to show the effectiveness of the proposed scheme. This seems to be the first second-order maximum principle preserving scheme for the time-fractional Allen-Cahn equation., Comment: 22pages, 22 figures, 2 tables

A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an averaged operator to construct a fourth-order spatial approximation. This averaged operator is compact since it involves only two grid points for the derivative boundary conditions. The L1 formula on irregular mesh is considered for the Caputo fractional derivative, so we can resolve the initial singularity of solution by putting more grid points near the initial time. The stability and convergence are established by using three theoretical tools: a complementary discrete convolution kernel, a discrete fractional Gronwall inequality and an error convolution structure. Some numerical experiments are reported to demonstrate the accuracy and efficiency of our method., Comment: 20 pages

Adaptive second-order Crank-Nicolson time-stepping methods using the recent scalar auxiliary variable (SAV) approach are developed for the time-fractional Molecular Beam Epitaxial models with Caputo's derivative. Based on the piecewise linear interpolation, the Caputo's fractional derivative is approximated by a novel second-order formula, which is naturally suitable for a general class of nonuniform meshes and essentially preserves the positive semi-definite property of integral kernel. The resulting Crank-Nicolson SAV time-stepping schemes are unconditional energy stable on nonuniform time meshes, and are computationally efficient in multiscale time simulations when combined with adaptive time steps, such as are appropriate for accurately resolving the intrinsically initial singularity of solution and for efficiently capturing fast dynamics away from the initial time. Numerical examples are presented to show the effectiveness of our methods., Comment: 23 pages, 23 figures

Two fast L1 time-stepping methods, including the backward Euler and stabilized semi-implicit schemes, are suggested for the time-fractional Allen-Cahn equation with Caputo's derivative. The time mesh is refined near the initial time to resolve the intrinsically initial singularity of solution, and unequal time-steps are always incorporated into our approaches so that an adaptive time-stepping strategy can be used in long-time simulations. It is shown that the proposed schemes using the fast L1 formula preserve the discrete maximum principle. Sharp error estimates reflecting the time regularity of solution are established by applying the discrete fractional Gr\"{o}nwall inequality and global consistency analysis. Numerical experiments are presented to show the effectiveness of our methods and to confirm our analysis., Comment: 19 pages, 8 figures

Due to the intrinsically initial singularity of solution and the discrete convolution form in numerical Caputo derivatives, the traditional $H^1$-norm analysis (corresponding to the case for a classical diffusion equation) to the time approximations of a fractional subdiffusion problem always leads to suboptimal error estimates (a loss of time accuracy). To recover the theoretical accuracy in time, we propose an improved discrete Gr\"{o}nwall inequality and apply it to the well-known L1 formula and a fractional Crank-Nicolson scheme. With the help of a time-space error-splitting technique and the global consistency analysis, sharp $H^1$-norm error estimates of the two nonuniform approaches are established for a reaction-subdiffusion problems. Numerical experiments are included to confirm the sharpness of our analysis., Comment: 22 pages, 8 tables

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are singular at~$t=0$. The main result is a type of fractional Gr\"{o}nwall inequality and we illustrate its use by outlining some stability and convergence estimates of schemes for fractional reaction-subdiffusion problems. This approach extends earlier work that used the familiar L1 approximation to the Caputo fractional derivative, and will facilitate the analysis of higher order and linearized fast schemes., Comment: 15 pages, 2 figures

Stability and convergence of a time-weighted discrete scheme with nonuniform time steps are established for linear reaction-subdiffusion equations. The Caupto derivative is approximated at an offset point by using linear and quadratic polynomial interpolation. Our analysis relies on two tools: a discrete fractional Gr\"{o}nwall inequality and the global consistency analysis. The new consistency analysis makes use of an interpolation error formula for quadratic polynomials, which leads to a convolution-type bound for the local truncation error. To exploit these two tools, some theoretical properties of the discrete kernels in the numerical Caputo formula are crucial and we investigate them intensively in the nonuniform setting. Taking the initial singularity of the solution into account, we obtain a sharp error estimate on nonuniform time meshes. The fully discrete scheme generates a second-order accurate solution on the graded mesh provided a proper grading parameter is employed. An example is presented to show the sharpness of our analysis., Comment: 23 pages, 4 tables

A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on the sum-of-exponentials technique. The resulting fast algorithm is computationally efficient in long-time simulations because it significantly reduces the computational cost $O(MN^2)$ and storage $O(MN)$ for the standard L1 formula to $O(MN\log N)$ and $O(M\log N)$, respectively, for $M$ grid points in space and $N$ levels in time. The nonuniform time mesh would be graded to handle the typical singularity of the solution near the time $t=0$, and Newton linearization is used to approximate the nonlinearity term. Our analysis relies on three tools: a new discrete fractional Gr\"{o}nwall inequality, a global consistency analysis and a discrete $H^2$ energy method. A sharp error estimate reflecting the regularity of solution is established without any restriction on the relative diameters of the temporal and spatial mesh sizes. Numerical examples are provided to demonstrate the effectiveness of our approach and the sharpness of error analysis., Comment: 23 pages, 5 figures

This paper is concerned with numerical solutions of time-fractional nonlinear parabolic problems by a class of $L1$-Galerkin finite element methods. The analysis of $L1$ methods for time-fractional nonlinear problems is limited mainly due to the lack of a fundamental Gronwall type inequality. In this paper, we establish such a fundamental inequality for the $L1$ approximation to the Caputo fractional derivative. In terms of the Gronwall type inequality, we provide optimal error estimates of several fully discrete linearized Galerkin finite element methods for nonlinear problems. The theoretical results are illustrated by applying our proposed methods to three examples: linear Fokker-Planck equation, nonlinear Huxley equation and Fisher equation., Comment: 18 pages