A third-order semi-discrete genuinely multidimensional central scheme for hyperbolic conservation laws and related problems

Summary. We construct a new third-order semi-discrete genuinely multidimensional central scheme for systems of conservation laws and related convection-diffusion equations. This construction is based on a multidimensional extension of the idea, introduced in [17] – the use of more precise information about the local speeds of propagation, and integration over nonuniform control volumes, which contain Riemann fans. As in the one-dimensional case, the small numerical dissipation, which is independent of , allows us to pass to a limit as . This results in a particularly simple genuinely multidimensional semi-discrete scheme. The high resolution of the proposed scheme is ensured by the new two-dimensional piecewise quadratic non-oscillatory reconstruction. First, we introduce a less dissipative modification of the reconstruction, proposed in [29]. Then, we generalize it for the computation of the two-dimensional numerical fluxes. Our scheme enjoys the main advantage of the Godunov-type central schemes –simplicity, namely it does not employ Riemann solvers and characteristic decomposition. This makes it a universal method, which can be easily implemented to a wide variety of problems. In this paper, the developed scheme is applied to the Euler equations of gas dynamics, a convection-diffusion equation with strongly degenerate diffusion, the incompressible Euler and Navier-Stokes equations. These numerical experiments demonstrate the desired accuracy and high resolution of our scheme. Received February 7, 2000 / Published online December 19, 2000     

Nonlinear Galerkin method in the finite difference case and wavelet-like incremental unknowns

Summary The IMG algorithm (Inertial Manifold-Multigrid algorithm) which uses the first-order incremental unknowns was introduced in [20]. The IMG algorithm is aimed at numerically implementing inertial manifolds (see e.g. [19]) when finite difference discretizations are used. For that purpose it is necessary to decompose the unknown function into its long wavelength and its short wavelength components; (first-order) Incremental Unknowns (IU) were proposed in [20] as a means to realize this decomposition. Our aim in the present article is to propose and study other forms of incremental unknowns, in particular the Wavelet-like Incremental Unknowns (WIU), so-called because of their oscillatory nature.In this report, we first extend the general convergence results in [20] by proving them under slightly weaker conditions. We then present three sets of incremental unknowns (i.e. the first-order as in [20], the second-order and wavelet-like incremental unknowns). We show that these incremental unknown can be used to construct convergent IMG algorithms. Special stress is put on the wavelet-like incremental unknowns since this set of unknowns has theL ² orthogonality property between different levels of unknowns and this should make them particularly appropriate for the approximation of evolution equations by inertial algorithms.     

Well-posed absorbing layer for hyperbolic problems

Summary. The perfectly matched layer (PML) is an efficient tool to simulate propagation phenomena in free space on unbounded domain. In this paper we consider a new type of absorbing layer for Maxwell's equations and the linearized Euler equations which is also valid for several classes of first order hyperbolic systems. The definition of this layer appears as a slight modification of the PML technique. We show that the associated Cauchy problem is well-posed in suitable spaces. This theory is finally illustrated by some numerical results. It must be underlined that the discretization of this layer leads to a new discretization of the classical PML formulation. Received May 5, 2000 / Published online November 15, 2001     

On the transport-diffusion algorithm and its applications to the Navier-Stokes equations

Summary This paper deals with an algorithm for the solution of diffusion and/or convection equations where we mixed the method of characteristics and the finite element method. Globally it looks like one does one step of transport plus one step of diffusion (or projection) but the mathematics show that it is also an implicit time discretization of thePDE in Lagrangian form. We give an error bound (h+t+h×h/t in the interesting case) that holds also for the Navier-Stokes equations even when the Reynolds number is infinite (Euler equation).     

Runge–Kutta convolution quadrature methods for well-posed equations with memory

Runge–Kutta based convolution quadrature methods for abstract, well-posed, linear, and homogeneous Volterra equations, non necessarily of sectorial type, are developed. A general representation of the numerical solution in terms of the continuous one is given. The error and stability analysis is based on this representation, which, for the particular case of the backward Euler method, also shows that the numerical solution inherits some interesting qualitative properties, such as positivity, of the exact solution. Numerical illustrations are provided.     

On the use of Mühlbach expansions in the recovery step of ENO methods

Summary. The recovery step is the most expensive algorithmic ingredient in modern essentially non-oscillatory (ENO) shock capturing methods on triangular meshes for the numerical simulation of compressible fluid flow. While recovery polynomials in Newton form are used in one-dimensional ENO schemes it is a priori not clear whether such useful as well as numerically stable form of polynomials exists in multiple dimensions. As was observed in [1] a very general answer to this question was provided by Mühlbach in two subsequent papers [15] and [16]. We generalise his interpolation theory further to the general recovery problem and outline the use of Mühlbach's expansion in ENO schemes. Numerical examples show the usefulness of this approach in the problem of recovery from cell average data. Received August 24, 1995 / Revised version received December 14, 1995     

High-order adaptive finite element-singly implicit Runge-Kutta methods for parabolic differential equations

We describe an adaptive mesh refinement finite element method-of-lines procedure for solving one-dimensional parabolic partial differential equations. Solutions are calculated using Galerkin's method with a piecewise hierarchical polynomial basis in space and singly implicit Runge-Kutta (SIRK) methods in time. A modified SIRK formulation eliminates a linear systems solution that is required by the traditional SIRK formulation and leads to a new reduced-order interpolation formula. Stability and temporal error estimation techniques allow acceptance of approximate solutions at intermediate stages, yielding increased efficiency when solving partial differential equations. A priori energy estimates of the local discretization error are obtained for a nonlinear scalar problem. A posteriori estimates of local spatial discretization errors, obtained by order variation, are used with the a priori error estimates to control the adaptive mesh refinement strategy. Computational results suggest convergence of the a posteriori error estimate to the exact discretization error and verify the utility of the adaptive technique.This research was partially supported by the U.S. Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR-90-0194; the U.S. Army Research Office under Contract Number DAAL 03-91-G-0215; by the National Science Foundation under Grant Number CDA-8805910; and by a grant from the Committee on Research, Tulane University.     

A generalization of the Runge–Kutta iteration

Iterative solvers in combination with multi-grid have been used extensively to solve large algebraic systems. One of the best known is the Runge–Kutta iteration. We show that a generally used formulation [A. Jameson, Numerical solution of the Euler equations for compressible inviscid fluids, in: F. Angrand, A. Dervieux, J.A. Désidéri, R. Glowinski (Eds.), Numerical Methods for the Euler Equations of Fluid Dynamics, SIAM, Philadelphia, 1985, pp. 199–245] does not allow to form all possible polynomial transmittance functions and we propose a new formulation to remedy this, without using an excessive number of coefficients.     

Adaptive techniques for Landau–Lifshitz–Gilbert equation with magnetostriction

In this paper we propose a time–space adaptive method for micromagnetic problems with magnetostriction. The considered model consists of coupled Maxwell's, Landau–Lifshitz–Gilbert (LLG) and elastodynamic equations. The time discretization of Maxwell's equations and the elastodynamic equation is done by backward Euler method, the space discretization is based on Whitney edge elements and linear finite elements, respectively. The fully discrete LLG equation reduces to an ordinary differential equation, which is solved by an explicit method, that conserves the norm of the magnetization.     

Boundary element preconditioners for a hypersingular integral equation on an interval

We propose an almost optimal preconditioner for the iterative solution of the Galerkin equations arising from a hypersingular integral equation on an interval. This preconditioning technique, which is based on the single layer potential, was already studied for closed curves [11,14]. For a boundary element trial space, we show that the condition number is of order (1 + | log h _min|)², where h _min is the length of the smallest element. The proof requires only a mild assumption on the mesh, easily satisfied by adaptive refinement algorithms.     

On an application of hypoellipticity to solutions of functional equations

Summary We study the regularity of solutions of functional equations of a generalized mean value type. In this paper we give sufficient conditions for the regularity by using hypoellipticity which is a concept of the theory of partial differential equations. We also give an affirmative answer to a conjecture of H. wiatak. A part of the results was announced in the comprehensive paper [8] on our joint works. To prove the regularity of solutions of functional equations is one of the central problems in the theory of functional equations (see [1]).     

Error estimate for the upwind finite volume method for the nonlinear scalar conservation law

In this paper we estimate the error of upwind first order finite volume schemes applied to scalar conservation laws. As a first step, we consider standard upwind and flux finite volume scheme discretization of a linear equation with space variable coefficients in conservation form. We prove that, in spite of their lack of consistency, both schemes lead to a first order error estimate. As a final step, we prove a similar estimate for the nonlinear case. Our proofs rely on the notion of geometric corrector, introduced in our previous paper by Bouche et al. (2005) [24] in the context of constant coefficient linear advection equations.     

Characteristic decompositions and interactions of rarefaction waves of 2-D Euler equations

This paper is concerned with classical solutions to the interaction of two arbitrary planar rarefaction waves for the self-similar Euler equations in two space dimensions. We develop the direct approach, started in Chen and Zheng (in press) [3], to the problem to recover all the properties of the solutions obtained via the hodograph transformation of Li and Zheng (2009) [14]. The direct approach, as opposed to the hodograph transformation, is straightforward and avoids the common difficulties of the hodograph transformation associated with simple waves and boundaries. The approach is made up of various characteristic decompositions of the self-similar Euler equations for the speed of sound and inclination angles of characteristics.     

Parallel linear multigrid by agglomeration for the acceleration of 3D compressible flow calculations on unstructured meshes

In this paper, we report on our recent efforts concerning the design of parallel linear multigrid algorithms for the acceleration of 3-dimensional compressible flow calculations. The multigrid strategy adopted in this study relies on a volume agglomeration principle for the construction of the coarse grids starting from a fine discretization of the computational domain. In the past, this strategy has mainly been studied in the 2-dimensional case for the solution of the Euler equations (see Lallemand et al. [6]), the laminar Navier–Stokes equations (see Mavriplis and Venkatakrishnan [12]) and the turbulent Navier–Stokes equations (see Carré [1], Mavriplis [10] and Francescatto and Dervieux [4]). A first extension to the 3-dimensional case is presented by Mavriplis and Venkatakrishnan in [13] and more recently in Mavriplis and Pirzadeh [11]. The main contribution of the present work is twofold: on the one hand, we demonstrate the successful extension and application of the multigrid by a volume agglomeration principle to the acceleration of complex 3-dimensional flow calculations on unstructured tetrahedral meshes and, on the other hand, we enhance further the efficiency of the methodology through its adaptation to parallel architectures. Moreover, a nontrivial aspect of this work is that the corresponding software developments are taking place in an existing industrial flow solver. This revised version was published online in June 2006 with corrections to the Cover Date.     

Finite element methods of an operator splitting applied to population balance equations

In population balance equations, the distribution of the entities depends not only on space and time but also on their own properties referred to as internal coordinates. The operator splitting method is used to transform the whole time-dependent problem into two unsteady subproblems of a smaller complexity. The first subproblem is a time-dependent convection-diffusion problem while the second one is a transient transport problem with pure advection. We use the backward Euler method to discretize the subproblems in time. Since the first problem is convection-dominated, the local projection method is applied as stabilization in space. The transport problem in the one-dimensional internal coordinate is solved by a discontinuous Galerkin method. The unconditional stability of the method will be presented. Optimal error estimates are given. Numerical tests confirm the theoretical results.     

Convergence properties of the Runge-Kutta-Chebyshev method

Summary The Runge-Kutta-Chebyshev method is ans-stage Runge-Kutta method designed for the explicit integration of stiff systems of ordinary differential equations originating from spatial discretization of parabolic partial differential equations (method of lines). The method possesses an extended real stability interval with a length proportional tos ². The method can be applied withs arbitrarily large, which is an attractive feature due to the proportionality of withs ². The involved stability property here is internal stability. Internal stability has to do with the propagation of errors over the stages within one single integration step. This internal stability property plays an important role in our examination of full convergence properties of a class of 1st and 2nd order schemes. Full convergence means convergence of the fully discrete solution to the solution of the partial differential equation upon simultaneous space-time grid refinement. For a model class of linear problems we prove convergence under the sole condition that the necessary time-step restriction for stability is satisfied. These error bounds are valid for anys and independent of the stiffness of the problem. Numerical examples are given to illustrate the theoretical results.Dedicated to Peter van der Houwen for his numerous contributions in the field of numerical integration of differential equations.Paper presented at the symposium Construction of Stable Numerical Methods for Differential and Integral Equations, held at CWI, March 29, 1989, in honor of Prof. Dr. P.J. van der Houwen to celebrate the twenty-fifth anniversary of his stay at CWI     

Time discretization via Laplace transformation of an integro-differential equation of parabolic type

We consider the discretization in time of an inhomogeneous parabolic integro-differential equation, with a memory term of convolution type, in a Banach space setting. The method is based on representing the solution as an integral along a smooth curve in the complex plane which is evaluated to high accuracy by quadrature, using the approach in recent work of López-Fernández and Palencia. This reduces the problem to a finite set of elliptic equations with complex coefficients, which may be solved in parallel. The method is combined with finite element discretization in the spatial variables to yield a fully discrete method. The paper is a further development of earlier work by the authors, which on the one hand treated purely parabolic equations and, on the other, an evolution equation with a positive type memory term. The authors acknowledge the support of the Australian Research Council.     

On the Lagrangian dynamics of the axisymmetric 3D Euler equations

We study the dynamics along the particle trajectories for the 3D axisymmetric Euler equations. In particular, by rewriting the system of equations we find that there exists a complex Riccati type of structure in the system on the whole of R³, which generalizes substantially the previous results in [5] (D. Chae, On the blow-up problem for the axisymmetric 3D Euler equations, Nonlinearity 21 (2008) 2053-2060). Using this structure of equations, we deduce the new blow-up criterion that the radial increment of pressure is not consistent with the global regularity of classical solution. We also derive a much more refined version of the Lagrangian dynamics than that of [6] (D. Chae, On the Lagrangian dynamics for the 3D incompressible Euler equations, Comm. Math. Phys. 269 (2) (2007) 557-569) in the case of axisymmetry.     

A communication-less parallel algorithm for tridiagonal Toeplitz systems

Diagonally dominant tridiagonal Toeplitz systems of linear equations arise in many application areas and have been well studied in the past. Modern interest in numerical linear algebra is often focusing on solving classic problems in parallel. In McNally [Fast parallel algorithms for tri-diagonal symmetric Toeplitz systems, MCS Thesis, University of New Brunswick, Saint John, 1999], an m processor Split & Correct algorithm was presented for approximating the solution to a symmetric tridiagonal Toeplitz linear system of equations. Nemani [Perturbation methods for circulant-banded systems and their parallel implementation, Ph.D. Thesis, University of New Brunswick, Saint John, 2001] and McNally (2003) adapted the works of Rojo [A new method for solving symmetric circulant tri-diagonal system of linear equations, Comput. Math. Appl. 20 (1990) 61–67], Yan and Chung [A fast algorithm for solving special tri-diagonal systems, Computing 52 (1994) 203–211] and McNally et al. [A split-correct parallel algorithm for solving tri-diagonal symmetric Toeplitz systems, Internat. J. Comput. Math. 75 (2000) 303–313] to the non-symmetric case. In this paper we present relevant background from these methods and then introduce an m processor scalable communication-less approximation algorithm for solving a diagonally dominant tridiagonal Toeplitz system of linear equations.     

A-priori error estimates of Galerkin backward differentiation methods in time-inhomogeneous parabolic problems

Summary Backward differentiation methods up to orderk=5 are applied to solve linear ordinary and partial (parabolic) differential equations where in the second case the space variables are discretized by Galerkin procedures. Using a mean square norm over all considered time levels a-priori error estimates are derived. The emphasis of the results lies on the fact that the obtained error bounds do not depend on a Lipschitz constant and the dimension of the basic system of ordinary differential equations even though this system is allowed to have time-varying coefficients. It is therefore possible to use the bounds to estimate the error of systems with arbitrary varying dimension as they arise in the finite element regression of parabolic problems.