IET Science, Measurement & Technology

Research Article

Multiclass multistep discontinuous Galerkin ISSN 1751-8822

Received on 26th February 2018
Revised 10th August 2018
discretisation for multiscale electromagnetic Accepted on 17th September 2018
E-First on 31st October 2018
wave propagation simulations doi: 10.1049/iet-smt.2018.5009
www.ietdl.org

Fidel Souza1 , Renato C. Mesquita1, Elson J. Silva1

1Graduate Program in Electrical Engineering, Universidade Federal de Minas Gerais, Av. Antônio Carlos 6627, 31270-901, Belo Horizonte, MG,

Brazil
E-mail: fidelsouza00@gmail.com

Abstract: The classical numerical methods for the simulation of wave propagation phenomena in multiscale systems can
demand an unnecessary computational cost. This study proposes a multiclass strategy to be applied to the linear multistep time
integration methods in the formalism of the discontinuous Galerkin (DG) space discretisation. The multiclass scheme is applied
specifically to linear multistep strong stability preserving method (SSPMS). The potential of this strategy is demonstrated by
numerical tests applied to two electromagnetic problems. The results show that the proposed schemes promote a significant
improvement compared with the standard SSPMS and the fourth-order Runge–Kutta. Furthermore, in order to obtain a real
speed up, this study presents a class parameter that produces a previous knowledge to determine the number of classes.

1 Introduction
In science and engineering, multiscale modelling imposes
computational challenges to solve problems using numerical
methods, mainly if the method is based on a mesh or grid
discretisation of the domain. In time-domain methods, mesh size
discrepancy can become a prohibitive issue since time step must be
adjusted to the smallest spatial discretisation step. Hence several
strategies to select time step have been studied in order to obtain an
accurate solution with a reduced simulation time. Usually, when a
time-dependent system is simulated by numerical methods, it
evolves in a discretised space. The choice of an appropriate spatial
discretisation is an important step to develop stable, accurate and
efficient numerical solvers. Also, the discrete structure must
preserve all significant information of the continuous model
equations.
The discontinuous Galerkin time-domain (DGTD) method, has
several features that make it suitable for modelling time-domain
multiscale problems. As the finite element method (FEM), the
discontinuous Galerkin uses unstructured meshes to represent the
computational domain. This provides a better adaptation to
contours at different scales, improving accuracy, when compared
with methods that use structured grids. The DG is able to use high-
order polynomials functions. This is an important feature in wave
propagation simulations when dealing with numerical dispersion
and dissipation. In DG, the element solutions are discontinuous and
the global continuity must be imposed through numerical flux
making it easy to consider each element separately.
The DGTD method supports time integration based on implicit
or explicit techniques. Implicit time integration methods are
unconditionally stable, i.e. the numerical stability does not depend
on the time step. However, implicit methods solve a linear
equations system at each time step. It can take a long central
processing unit (CPU) time. Explicit methods are simple and
straightforward. In these schemes, matrix inversion is not
necessary. Therefore, these methods are much more
computationally efficient. However, explicit methods are
conditionally stable. Therefore, the time step is subject to a
Courant-Friedrichs-Lewy (CFL) condition to guarantee the
stability.
In multiscale problems, the time integration can become a
limiting factor, since both implicit and explicit methods present
severe limitations. To overcome these limitations, researchers
basically adopt two approaches: apply hybrid methods [1] or use
explicit methods with local time stepping (LTS). The hybrid
methods try to combine the advantages of explicit and implicit
techniques. However, the classical scheme suffers from loss of
accuracy and stability [2]. The LTS strategies are most commonly
used due to its simplicity. Many LTS methods have been proposed
to improve the performance of the DGTD method in terms of
computational cost. These methods allow marching with solutions
of elements of different sizes, in different time steps, maintaining
the stability of the scheme. Important aspects of LTS schemes are
the time integration method and the way in which the numerical
flux is imposed, which strongly affect the accuracy and
computational efficiency of the time integration.
A lot of the early LTS schemes were based on a leap-frog (LF)
scheme to solve problems modelled by Maxwell's curl equations.
The LF scheme is a central difference method, whose major
advantages are the simplicity and the symplectic feature. However,
the LTS version is not necessarily symplectic. A rigorous study on
the stability and dispersion of LTS-LF schemes applied to the
second-order wave equation is presented by Diaz and Grote [3].
Applying eigenvalue analysis they show that LTS introduces
numerical dispersion and can produce instabilities if the global
time step is not slightly reduced compared with a classical scheme.
A method called recursive LF is presented in 2008 by Montseny et
al. [4]. This method is based on the second-order LF (LF2).
Nowadays, the most used methods with DG are the explicit
Runge–Kutta (RK) family [5, 6]. These methods present a high
order of approximation and large time steps. We also find papers
addressing LTS strategies applied to RK family methods. In 2014,
Angulo et al. [7] proposed an LTS method named causal path LTS.
It was applied in two integration methods, the LF2 and the fourth-
order low-storage RK. These schemes were constructed to deal
with the Maxwell curl equations. The results were compared with
Montseny LTS-LF2 and showed a reduction in the numerical
dissipation and dispersion. The Causal-Path Local Time-Stepping
(CPLTS) take additional calculations of the electromagnetic fields
to satisfy the numerical flux and to maintain the stability. In 2013,
Seny et al. [8] present a RK multirate time-stepping scheme
applied to geophysical flows. Following, in 2014, this same author
presented a parallel implementation of the method [9]. The author
presented two strategies. The first strategy is conservative but only
second-order accurate. The second one is not conservative and
third-order accurate. Recently, in 2016, an LTS scheme named
multirate method was proposed by Kameni et al. [10]. This scheme
is based on two-stage second-order RK and was applied to

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 Maxwell equations. RK schemes are based on a multistage ε(r)∂t E(r, t) = ∇ × H(r, t) (1)
strategy. In one stage methods, it is necessary to calculate the slope
of the function once in each time step. To improve the accuracy μ(r)∂t H(r, t) = − ∇ × E(r, t) (2)
order of the approximation in the multistage methods, slopes are
calculated at intermediary instants. The accuracy order of the The hyperbolic equations (1) and (2) relate the electric, E, and
approximation is proportional to the number of the substages. magnetic, H, fields. The electrical permittivity, ε, and the magnetic
Therefore, the high-order RK methods can need a lot of function permeability, μ, can depend on the position vector r. Furthermore,
evaluations. This can bring a larger computational cost compared the time is represented in (1) and (2) by t. The discontinuous
with one stage methods. Galerkin discretisation must be applied in the Maxwell curl
An alternative form to get high-order approximations is to use equations in the conservation law form [18]
one stage multistep methods. In this family of methods, one
function evaluation is enough to get the solution. However, these Q∂tq(r, t) + ∇ F(q) = 0 (3)
schemes use past solutions to increase the accuracy order. Hence,
these methods require more storage than the RK. We also found Q is the material matrix
papers addressing LTS technics based on multistep methods. The
first scheme was presented by Gear and Wells in 1984 and was ε(r) 0
denominated multirate linear multistep methods [11]. In this paper, Q=
they presented error and convergence analysis; furthermore, a 0 μ(r)
rigorous stability analysis of the multirate scheme. After that, other
LTS multistep schemes have been developed. For instance, q represents the state vector
Schomann et al. [12] present a scheme based on Taylor expansion
in 2010. The results compare the scheme proposed to the low- E(r, t)
q(r, t) =
storage four-order four stages RK LSRK(4,4) and demonstrate H(r, t)
computational efficiency gain when the LTS approach is used.
More recently, in 2013, Grote and Mitkova proposed a space and and the flux term is given by F(q)
time discretisation scheme with an arbitrary order, applied to the
damped wave equation [13]. The time discretisation was done Fx
using the Adams–Bashforth method with LTS. The scheme is e^i × E(r, t)
F = Fy , Fi = .
based on an FEM discretisation; therefore, the resulting time −e^i × H(r, t)
marching scheme is fully explicit only if the mass matrix is Fz
diagonal, introducing an additional complication.
A subset of the ordinary differential equations (ODE) solvers is where e^i are the Cartesian unit vectors and i = x, y, z. After the
named strong stability preserving (SSP). There are two types of discontinuous Galerkin space discretisation, we get to the semi-
SSP methods: based on RK methods and based on linear multistep discrete form. Grouping the matrix operators resulting from the DG
methods. The SSP method class was developed for non-linear discretisation and assembling all local systems, we can represent
hyperbolic problems. However, these methods are equally effective the semi-discrete form by
when applied to linear operators [14]. The SSP methods are
suitable for applying to electromagnetic propagation. Owing to the ∂tq = ℋ(q, t) . (4)
arbitrary order of approximation, it is possible to maintain the time
discretisation order consistent with the polynomial discretisation There are several texts describing details of the DG discretisation;
order, preserving the DG high order of convergence [15]. The therefore, we will not do it in this paper. For the one interested in
consistency of the time discretisation and spatial discretisation the DG general features, an efficient nodal version is described in
orders can reduce the dispersion and dissipation errors, providing a [19]. In the space discretisation of the test problems presented in
higher accuracy without a significant increase in the computational Section 4, we consider only admissible meshes.
cost [16].
The local time step approach has already been introduced for
almost all types of ODE integrators. However, our goal in this
3 Linear multistep SSP method
paper is to demonstrate the effectiveness of the high-order linear The method proposed here is based on the linear multistep SSP
multistep SSP methods when applied to electromagnetic wave methods. There is a great difference compared with strong-
propagation simulations. To improve the computational efficiency stability-preserving Runge-Kutta (SSPRK) since these methods do
of the scheme, we create an LTS strategy, which can produce a not have intermediary stages in the calculation of the solution. This
speed up compared with the standard version, in multiscale reduces the number of mathematical operations and brings the
problems. We called this strategy, multiclass method (mC-SSPMS). possibility of computational gain. The high order is achieved by
This strategy is general and can be applied to any linear multistep using past solutions, leading to an increase in storage requirements.
method. Furthermore, we create a class-based parameter to guide Thus, in this paper, we propose a trade-off between storage and
the classification process. This parameter is used to determine how computational cost.
many classes should be used to achieve good performance. To The time integration methods are ODE solvers. A priori, we are
validate the proposal, we applied the multiclass strategy to the interested in first-order methods to solve the problem
third-order SSPMS(6,3) and simulate two electromagnetic wave
propagation problems. Moreover, we compare the CPU time of the q′(t) = ℋ(q, t); q(t0) = q0 . (5)
multiclass method to the standard SSPMS(6,3) and the
conventional fourth-order RK. A simple first-order accuracy method to solve (5) is the Euler
forward method. The Euler forward is explicit and can be derived,
2 Discontinuous Galerkin space discretisation among other forms, using Taylor series expansion. Considering a
time interval Δt we have
The DG space discretisation is based on the local formulation and
discontinuous elements. Generally, the continuity of the global q(t0 + Δt) = q(t0) + Δtq′(t0) + O(Δt2) . (6)
solution and the boundary conditions are imposed by the numerical
flux. The method, originally proposed by Reed and Hill in 1973
By (5) we know that q′(t) = ℋ(q, t). Therefore, applying the
[17], appears in different versions depending on how certain
calculus fundamental theorem
features are supported.
In this paper, we are concerned in the discontinuous Galerkin
discretisation of Maxwell's curl equations

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 t0 + Δt
q(t0 + Δt) − q(t0) = ∫ t0
ℋ(q, t)dt .
If Δt is small enough, we can approximate the integral on the right-
hand side of (7) by Δtℋ(q0, t0). In this way, the Euler forward
method, for the interval t0 → t0 + Δt, is given by
q(t0 + Δt) = q0 + Δtℋ(q0, t0) .
This can be generalised for any interval. Changing the notation and
rewriting (8) for a generic interval tn → tn + 1, where tn + 1 = tn + Δt
qn + 1 = qn + Δtℋ(qn, tn) .
Considering higher terms of the Taylor series we can arrive in the
high-order linear multistep schemes, named Adams–Bashforth
[20]. In multistep methods, in addition to the current solution,
previous solutions are used to increase the accuracy order. In the
RK methods with precision order greater than four, the number of
stages can grow significantly, increasing the computational cost.
Unlike RK, in multistep methods, the growing of the order of
accuracy does not increase significantly the number of
mathematical operations. Therefore, the order of the time
integration can be adjusted by the order of the spatial discretisation
without increasing the computational cost.
The Euler forward is a total variation diminishing scheme.
Therefore, it has the SSP property [21]. This means that for a given
norm ∥ ⋅ ∥ we have: ∥ qn + Δtℋ(qn, tn) ∥ ≤ ∥ qn ∥ for
0 ≤ Δt ≤ ΔtFE. ΔtFE is the required time step in the Euler forward
method. The SSP property ensures the monotonicity of the time
integration. The reference time step for the DG can be calculated
by [22]
2 rD
ΔtFE = r min . (10)
3 G |c|
In (10), c is a module of the wave speed, rD is a vector containing
the ratio of the area and the semi-perimeter of each element and rG
is the lowest distance of grid points distributed in the
unidimensional standard element, [−1 1], with the same order of
the spatial approximation. Linear SSP multistep methods can be
built taking a linear combination of Euler forward [23]
s
qn + 1 = ∑ (αiqn +1−i + βiΔtℋ(qn + 1 − i, tn + 1 − i)) .
i=1
To maintain the consistency, it is required that ∑i αi = 1. The time
step is an SSP coefficient function: Δt = C(αi, βi)ΔtFE with [14]
βi
C = min , if αi > 0 for all i
αi
Therefore, in an SSP high-order method: ∥ qn + 1 ∥ ≤ ∥ qn ∥ for
0 ≤ Δt ≤ CΔtFE. A detailed description of SSP methods
characteristics can be found in [14].
3.1 Multiclass SSPMS method
Our strategy is simple, it does not increase the storage requirements
and reduces the number of mathematical operations to be
performed at each time step. In the proposed scheme, the elements
will be classified by its local time steps. First, we calculate the
local time step Δtk of each local element. Then, we group the
elements into m classes according to the Δtk. The least restrictive
Δtk is taken as a reference, that is, Δtref = max (Δtk). Then, the
time steps in each class j are given by: Δt j = Δtref /2κ j, κ j ∈ ℕ. In
this way, the synchronisation is easily done. In the first class,
κ1 = 0, in the other classes κ j will depend on the size difference of
the elements of the mesh.
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(7)
Fig. 1  Time evolution classes
(8)
Before proceeding further, there is an important issue that
should be considered: the numerical flux must be satisfied with the
interfaces of each element. Elements of a class which has
neighbours of another class, with a larger time step, will need nodal
(9) values at instants which are not calculated in the time marching. To
satisfy the numerical flux at these interfaces, we perform
interpolations of the solution of the edge nodes of the class element
with the larger time step, in the required instants. Additional
calculations will not be required to satisfy the numerical flux. We
can use several types of interpolations. The choice should be made
based on accuracy and computational cost. For example, a linear
interpolation may be suitable when the discrepancy between the
adjacent class time steps is not very large. However, when the time
step jump from one class to another is very large, we can use
higher-order polynomial interpolations to improve accuracy. It is
important to highlight that with the use of the interpolation it is not
possible to guarantee that the multiclass scheme will achieve the
SSP property.
The time marching, in each class, can be performed in parallel.
However, in this work, we developed an efficient sequential
implementation which can produce a significant speed up in large
systems with long simulation time and multiscale meshes. In this
way, we consider that the solution can be represented as
m m
qn + 1 = ∑ A jqn +1 = ∑ qnj +1 . (13)
j=1 j=1
In (13), A j are sparse arrays with elements equal to unity in some
main diagonal entries. These entries refer to nodes contained in the
class j. The solution of the nodes of the class j is represented as
qnj + 1. In the class j = 1, when the time goes from tn to tn + 1, the
calculation is done in one step. In the j > 1 classes, it is necessary
to perform intermediate calculations, or sub-steps, until you get
tn + 1. The number of sub-steps will depend on κ j.
We can better understand the process by looking at the
following example. We consider that we have three classes with
(11)
κ1 = 0, κ2 = 1 and κ3 = 2. Therefore, Δt2 = Δt1 /2 and
Δt3 = Δt2 /2 = Δt1 /4. Thus, at tn, all nodal values are defined. In
tn + 1/4, qn3 + 1/4 is updated. At the time tn + 1/2, qn3 + 1/2 and qn2 + 1/2 are
updated. In tn + 3/4, qn3 + 3/4 is updated. Finally, at the time tn + 1, qn3 + 1,
qn2 + 1 and qn1 + 1 are updated. This process is illustrated in Fig. 1.
(12) The number of sub-steps of a class j is: nsj = 2κ j − 1. It should
not be overlooked that multistep methods require prior solutions to
calculate the solution in the next step. However, this is necessary
only in the first instant of the time marching. After this, the
solutions can be stored and used in the calculations of future
solutions. In general, a sub-step in a class j with a number ns of
sub-steps can be calculated as
s
qnj + ℓ /2κ j = ∑ j
αiqn + (ℓ − i)/2κ j
i=1 (14)
j
+βiΔt jℋ j qn + (ℓ − i)/2κ j, tn + (ℓ − i)/2κ j
with ℓ varying between 1 and ns + 1. It is important to highlight
that ℋ j operates only on elements contained in the class j.
However, to calculate the numerical flux in ℋ j, it is necessary to
provide information on neighbour elements including interpolated
values. The procedure to one step of time marching is
demonstrated in the following pseudocode (see Fig. 2).
99
 the largest and the smallest edges is 16.13 and, in this case, the
time step range is (2/3)rG[4.21, 60.44] × 10−9 s (see Fig. 3).
The aim of this test is to compare the computational efficiency
(CPU time) and accuracy of the mC-SSPMS(6,3) with
m = 2, 3, 4, 5 and the standard SSPMS(6,3) and the fourth-order
RK (RK4). We measure the accuracy at each time step by
computing the L2 error as
2
∫Ω Eh2 − E2 dΩ
er = (16)
∫Ω E2 dΩ

where Eh is the DGTD solution and E is the reference solution. We

considered the upwind numerical flux and simple linear
interpolation. The execution time and the error for each scheme are
presented in Table 1. Here, the error is calculated at t = 1.3 μs,
Fig. 2  Procedure to one step of time marching when we stop the simulation.
The first fact to be highlighted is the efficiency gain of the
standard SSPMS(6,3) regarding RK4. The marching execution
time with the multistep method was around 42% lesser than with
the RK4. It occurs due to the additional stages in the RK4. Even
having a time step of about half but having only one stage against
four for RK4, a gain of about 50% was expected. According to the
results in Table 1, in general, the multiclass division showed
computational efficiency improvement. Only the 2C-SSPMS(6,3)
presented inferior performance integration to the standard version.
The 4C-SSPMS(6,3) presented the best performance, being on
average 34% faster than the standard version and 61% faster than
RK4.
As expected, the performance of the multiclass scheme is
affected by the number of classes as well as a number of elements
inside each one. For example, when increasing the number of
classes, the interpolation process at each time step may degrade the
efficiency by introducing computational time overhead. Therefore,
it is necessary to develop a strategy to find the number of classes to
obtain a good performance in terms of computational effort. One
way to solve this problem is to group the elements such that the
time step discrepancy between classes is reduced. To capture this
information we define a class average parameter as
Fig. 3  Triangular multiscale mesh for solving the pulse propagation
problem 1 Δtk j
K j ∑ min (hk j)
rj = . (17)
4 Numerical tests: electromagnetic wave
propagation K j is the number of elements in class j, Δtk j is the local time step of
Now, we solve an electromagnetic wave propagation problem, in k j and min (hk j) is the length of the minor edge of the element k j.
order to verify the efficiency and the accuracy of the order three Thus, we propose the following pre-processing step for a given
and six steps multiclass SSP method, mC-SSPMS(6,3). The mesh supporting until M classes. First, the r j, j = 1, …, m
coefficients which define the standard SSPMS(6,3) are [14] parameters are computed for each class m = 2, …, M. The
generated points ( j, r j) are marked in a plane and the slope, ϕm, of
α1 = 0.850708871672579 β1 = 1.459638436015276 the best first-order fitting is a non-uniformity parameter that
indicates the variation of Δt among classes. Fig. 4 illustrates the
α5 = 0.030664864534383 β5 = 0.052614491749200 application of this process. We can observe a saturation in ϕm
parameter when increasing the number of classes. The saturation
α6 = 0.118626263793039 β6 = 0.203537849338252 indicates the uniformisation of the Δt of classes tends to a limit.
Therefore, the arbitrary increase in the number of classes does not
The SSPMS(6,3) has an optimal SSP coefficient C = 0.52. ensure improvement in CPU time. Thus, a suitable number of
classes will be near the saturation regime. In Test 1, m = 4 is the
4.1 Test 1: Gaussian pulse propagation first value before the saturation regime.
To ensure the stability and accuracy, the time step has to be
In this first test case, a TMz (H x, Hy, Ez) mode is loaded using the
reduced by a factor of Cr (Table 2). Thus, the effective time step
initial condition of the electric field in the domain. The Gaussian
used in each simulation is given by Δt j = CrΔt. This reduction
pulse waveform is
rises when we increase the polynomial order and the number of
2 + y2 /4σ 2 classes. Probably this is due to the increase in interpolations. It
Ez(x, y, t = 0) = e− x (15) seems that the interpolation process affects the stability of the
scheme. Consequently, we have to reduce the time step. A stability
where the pulse's spatial width is σ = 0.1 m. To truncate the analysis of the proposed method is not performed in this work but
computational domain, the Silver–Muller boundary condition we intend to do it in future works.
n × E − Zn × (H × n) = 0 is applied to the boundary of the circle
of radius r = 5, 0 m. We work with a triangular non-uniform mesh
constituting of 2721 vertices and 5312 triangles. The ratio between

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 Table 1 Test 1: efficiency and accuracy of mC-SSPMS(6,3), SSPMS(6,3) and RK4
N 2C-SSPMS(6,3) 3C-SSPMS(6,3) 4C-SSPMS(6,3) 5C-SSPMS(6,3) SSPMS(6,3) RK4
texec er texec er texec er texec er texec er texec er
1 3.643 0.2441 2.715 0.2405 2.313 0.2394 2.478 0.2445 3.970 0.2470 6.803 0.2442
2 11.325 0.0785 7.365 0.0794 5.810 0.0817 6.928 0.0772 10.079 0.0791 16.994 0.0789
3 29.803 0.0433 18.490 0.0437 14.973 0.0443 16.536 0.0422 21.384 0.0438 36.706 0.0437
4 53.082 0.0257 39.366 0.0258 30.658 0.0258 35.490 0.0246 42.696 0.0260 73.069 0.0259
5 98.662 0.0163 68.136 0.0164 55.198 0.0164 60.182 0.0156 75.315 0.0166 129.889 0.0166

Table 2 Cr factor for the Test 1 numerical experiments

N 2C-SSPMS 3C-SSPMS 4C-SSPMS 5C-SSPMS
1 0.88 0.81 0.81 0.73
2 0.71 0.65 0.65 0.52
3 0.63 0.60 0.60 0.50
4 0.63 0.58 0.56 0.46
5 0.61 0.58 0.54 0.44

where d = 2(a − ra) is the width of the waveguide, σ = 5 × 10−14 s

Fig. 4  Non-uniformity parameters among classes
Fig. 5  Test 2: an L-shaped bent photonic waveguide
(a) Multiscale mesh to solve a photonic crystal waveguide, (b) Ez 3C-SSPMS(6,3)
solution for N = 5, (c) Poynting vector distribution
4.2 Test 2: an L-shaped bent photonic waveguide
The second test case that we consider is a two-dimensional (2D)
photonic crystal L-shaped bent waveguide. Fig. 5a shows the
triangular mesh representing the computational domain. The
photonic crystal base used here is composed of circular dielectric
pillars, ε1 = 11.4, in air background, ε2 = 1, on a square array with
lattice constant a = 0.57 μm. The radii of pillars are
ra = 0.114 μm. The photonic crystal has a band gap for transverse
magnetic (TM) polarised field whose frequency range is extended
from 0.35( = ωa/2πc) to 0.42. The optical waveguide is created by
removing one row of pillars where the light is confined. The
incident pulse, with frequency band inside the band gap, is taken as
πy 2
Ez(x, y, t) = E0 cos cos(2π f mt)e− t − t0 /2σ
d was compared with its standard version and with the fourth-order
defines the bandwidth of the pulse and f m = 2 × 1014 Hz is the
centre frequency. Furthermore, in the simulations we consider
t0 = 2.5 × 10−13 s.
The Silver–Muller first-order absorbing condition is applied on
the sides of the computational domain. We work with a non-
uniform mesh consisting of 17,935 vertices and 35,524 triangles.
The ratio between the largest and smallest edges is 13.5810 and, in
this case, the time step range is (2/3)rG[1.40, 20.15] × 10−17 s. The
simulations have been done using the mC-SSPMS(6,3) with three
classes m = 2, 3, 4 for N = 1, 2, 3, 4, 5. The solution for the
electrical field component, Ez, is presented in Fig. 5b. Furthermore,
Fig. 5c is the quiver plot of the Poynting vector that indicates the
propagation direction. The CPU times are shown in Table 3, the
performances of the standard SSPMS(6,3) and the RK4 are also
reported.
Again, we can note a speed up in the computational time. It
occurs when m = 2, 3. The percentage gain, Gp, is shown in
Table 3. We observe the main efficiency improvement occurred for
m = 3. The 3C-SSPMS was on average 33% faster than the
standard version and 63% compared with the RK4 method. While
N increases, the time step of the mC-SSPMS method tends to
become more restrictive. Table 3 presents the experimental values
for Cr. It is important to emphasise that the excessive increase in
the number of classes can degrade the stability of the scheme. This
behaviour was observed in the numerical experiments and is
illustrated by Cr values.
Observing the mesh presented in Fig. 5a, we note that the
elements have approximately three distinct sizes. Therefore,
intuitively the 3C-SSPMS seems to be the most appropriate for this
problem. Fig. 4 presents the ϕm parameter for Test 2. Once again
we realise that ϕm tends to saturation. The value m = 3 is the first
before the saturation regime. It indicates that when m > 3 there
may be no computational gain. This really happens, as we can see
in Table 3. The ϕm parameter does not determine an optimal
number of classes. However, ϕm produces a previous knowledge
which helps to define the number of classes to achieve a speed up.
5 Conclusions
In this paper, we presented a multiclass linear multistep method
suitable for dealing with multiscale domain discretisations. In our
strategy, the elements in the computational domain were classified
according to the time step requirements and the time integration
was done locally. To validate the approach, we solved 2D
electromagnetic wave problems using the discontinuous Galerkin
(18) FEM and the mC-SSPMS(6,3). In addition, the proposed method
RK method.

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 Table 3 Test 2: efficiency of mC-SSPMS(6,3), SSPMS(6,3) and RK4
N 2C-SSPMS(6,3) 3C-SSPMS(6,3) 4C-SSPMS(6,3) SSPMS(6,3) RK4
texec Gp Cr texec Gp Cr texec Gp Cr texec texec
1 445 35 1.00 378 45 1.00 462 33 0.83 690 1410
2 1773 16 0.85 1347 37 0.85 1836 14 0.63 2125 3942
3 4695 10 0.79 3445 35 0.79 4637 12 0.50 5251 8815
4 9693 7 0.75 7821 25 0.75 10,431 −0.4 0.38 10,389 18,300
5 17,512 6 0.73 14,333 23 0.73 20,387 −10 0.36 18,570 33,264

In Test 1, we observed that the SSPMS(6,3) was more
computationally efficient than the fourth-order RK, it took 42%
less time. The results also proved the multiclass strategy is able to
produce a speed up in the time integration. Moreover, no
significant additional error was introduced by the proposed
strategy. For the solved problem, the 4C-SSPMS(6,3) was most
efficient, the four classes yielded a maximum computational
improvement of 42% compared with standard SSPMS(6,3) and
66% compared with the RK4.
In Test 2, the mC-SSPMS(6,3) also presented a speed up
compared with the standard version and the fourth-order RK. We
could observe a maximum speed up of 45% over the SSPMS(6,3)
and 73% over the RK4. The 3C-SSPMS showed the best
computational time gain. Considering the fact of a simulation with
a time window in the μs order can take several hours, the speed up
presented by the proposed method was really significant.
A class parameter, based on the ratio between the time steps and
the smallest edge of each element, helped in defining the number
of classes for good performance. We found that this parameter
must tend to saturation for a given set of classes. Moreover, we
observed that the performance degraded with a large number of
classes.
The numerical experiments showed a negative fact. The CPU
time speed up decreased when the polynomial order increased. It
occurred because the effective time step became more restrictive
when the polynomial order increased; in some cases, this produced
a negative gain. In fact, this was a drawback since the high-order
polynomial base is suitable for control of the numerical dissipation
and dispersion.
6 Acknowledgment
The authors gratefully acknowledge FAPEMIG (Research Support
Foundation of Minas Gerais) and CNPq (National Council for
Scientific and Technological Development) for financial support.
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