The discrete variational derivative method based on discrete differential forms

As is well known, for PDEs that enjoy a conservation or dissipation property, numerical schemes that inherit this property are often advantageous in that the schemes are fairly stable and give qualitatively better numerical solutions in practice. Lately, Furihata and Matsuo have developed the so-called “discrete variational derivative method” that automatically constructs energy preserving or dissipative finite difference schemes. Although this method was originally developed on uniform meshes, the use of non-uniform meshes is of importance for multi-dimensional problems. On the other hand, the theories of discrete differential forms have received much attention recently. These theories provide a discrete analogue of the vector calculus on general meshes. In this paper, we show that the discrete variational derivative method and the discrete differential forms by Bochev and Hyman can be combined. Applications to the Cahn–Hilliard equation and the Klein–Gordon equation on triangular meshes are provided as demonstrations. We also show that the schemes for these equations are H¹-stable under some assumptions. In particular, one for the nonlinear Klein–Gordon equation is obtained by combination of the energy conservation property and the discrete Poincaré inequality, which are the temporal and spacial structures that are preserved by the above methods.     

Analysis of the monotonicity conditions in the mimetic finite difference method for elliptic problems

The maximum principle is one of the most important properties of solutions of partial differential equations. Its numerical analog, the discrete maximum principle (DMP), is one of the most difficult properties to achieve in numerical methods, especially when the computational mesh is distorted to adapt and conform to the physical domain or the problem coefficients are highly heterogeneous and anisotropic. Violation of the DMP may lead to numerical instabilities such as oscillations and to unphysical solutions such as heat flow from a cold material to a hot one. In this work, we investigate sufficient conditions to ensure the monotonicity of the mimetic finite difference (MFD) method on two- and three-dimensional meshes. These conditions result in a set of general inequalities for the elements of the mass matrix of every mesh element. Efficient solutions are devised for meshes consisting of simplexes, parallelograms and parallelepipeds, and orthogonal locally refined elements as those used in the AMR methodology. On simplicial meshes, it turns out that the MFD method coincides with the mixed-hybrid finite element methods based on the low-order Raviart–Thomas vector space. Thus, in this case we recover the well-established conventional angle conditions of such approximations. Instead, in the other cases a suitable design of the MFD method allows us to formulate a monotone discretization for which the existence of a DMP can be theoretically proved. Moreover, on meshes of parallelograms we establish a connection with a similar monotonicity condition proposed for the Multi-Point Flux Approximation (MPFA) methods. Numerical experiments confirm the effectiveness of the considered monotonicity conditions.     

Decay of solutions of a Boussinesq-type system with variable coefficients

We introduce a modified Chebyshev rational approximation applied to a weakly nonlinear, weakly dispersive Boussinesq formulation considered on the whole line, which is a model for waves propagating on the surface of a channel with variable bottom. We also establish rigorous convergence and error estimates in L ² of the semidiscrete and fully discrete numerical schemes and validate the numerical results using the theory derived in a previous paper on the decay of a linear pulse propagating along the surface of a channel with a random bottom.     

Spectral/hp least-squares finite element formulation for the Navier–Stokes equations

We consider the application of least-squares finite element models combined with spectral/hp methods for the numerical solution of viscous flow problems. The paper presents the formulation, validation, and application of a spectral/hp algorithm to the numerical solution of the Navier–Stokes equations governing two- and three-dimensional stationary incompressible and low-speed compressible flows. The Navier–Stokes equations are expressed as an equivalent set of first-order equations by introducing vorticity or velocity gradients as additional independent variables and the least-squares method is used to develop the finite element model. High-order element expansions are used to construct the discrete model. The discrete model thus obtained is linearized by Newton’s method, resulting in a linear system of equations with a symmetric positive definite coefficient matrix that is solved in a fully coupled manner by a preconditioned conjugate gradient method. Spectral convergence of the L₂ least-squares functional and L₂ error norms is verified using smooth solutions to the two-dimensional stationary Poisson and incompressible Navier–Stokes equations. Numerical results for flow over a backward-facing step, steady flow past a circular cylinder, three-dimensional lid-driven cavity flow, and compressible buoyant flow inside a square enclosure are presented to demonstrate the predictive capability and robustness of the proposed formulation.     

Mesh locking effects in the finite volume solution of 2-D anisotropic diffusion equations

Strongly anisotropic diffusion equations require special techniques to overcome or reduce the mesh locking phenomenon. We present a finite volume scheme that tries to approximate with the best possible accuracy the quantities that are of importance in discretizing anisotropic fluxes. In particular, we discuss the crucial role of accurate evaluations of the tangential components of the gradient acting tangentially to the control volume boundaries, that are called into play by anisotropic diffusion tensors. To obtain the sought characteristics from the proposed finite volume method, we employ a second-order accurate reconstruction scheme which is used to evaluate both normal and tangential cell-interface gradients. The experimental results on a number of different meshes show that the scheme maintains optimal convergence rates in both L² and H¹ norms except for the benchmark test considering full Neumann boundary conditions on non-uniform grids. In such a case, a severe locking effect is experienced and documented. However, within the range of practical values of the anisotropy ratio, the scheme is robust and efficient. We postulate and verify experimentally the existence of a quadratic relationship between the anisotropy ratio and the mesh size parameter that guarantees optimal and sub-optimal convergence rates.     

A note on pressure accuracy in immersed boundary method for Stokes flow

In this short note, we provide a simplified one-dimensional analysis and two-dimensional numerical experiments to predict that the overall accuracy for the pressure or indicator function in immersed boundary calculations is first-order accurate in L₁ norm, half-order accurate in L₂ norm, but has O(1) error in L_∞ norm. Despite the pressure has O(1) error near the interface, the velocity field still has the first-order convergence in immersed boundary calculations.     

The mimetic finite difference method for the 3D magnetostatic field problems on polyhedral meshes

We extend the mimetic finite difference (MFD) method to the numerical treatment of magnetostatic fields problems in mixed div–curl form for the divergence-free magnetic vector potential. To accomplish this task, we introduce three sets of degrees of freedom that are attached to the vertices, the edges, and the faces of the mesh, and two discrete operators mimicking the curl and the gradient operator of the differential setting. Then, we present the construction of two suitable quadrature rules for the numerical discretization of the domain integrals of the div–curl variational formulation of the magnetostatic equations. This construction is based on an algebraic consistency condition that generalizes the usual construction of the inner products of the MFD method. We also discuss the linear algebraic form of the resulting MFD scheme, its practical implementation, and discuss existence and uniqueness of the numerical solution by generalizing the concept of logically rectangular or cubic meshes by Hyman and Shashkov to the case of unstructured polyhedral meshes. The accuracy of the method is illustrated by solving numerically a set of academic problems and a realistic engineering problem.     

Numerical integration of the Ostrovsky equation based on its geometric structures

We consider structure preserving numerical schemes for the Ostrovsky equation, which describes gravity waves under the influence of Coriolis force. This equation has two associated invariants: an energy function and the L² norm. It is widely accepted that structure preserving methods such as invariants-preserving and multi-symplectic integrators generally yield qualitatively better numerical results. In this paper we propose five geometric integrators for this equation: energy-preserving and norm-preserving finite difference and Galerkin schemes, and a multi-symplectic integrator based on a newly found multi-symplectic formulation. A numerical comparison of these schemes is provided, which indicates that the energy-preserving finite difference schemes are more advantageous than the other schemes.     

On the Spectral Dynamics of the Deformation Tensor and New A Priori Estimates for the 3D Euler Equations

In this paper we study the dynamics of eigenvalues of the deformation tensor for solutions of the 3D incompressible Euler equations. Using the evolution equation of the L² norm of spectra, we deduce new a priori estimates of the L² norm of vorticity. As an immediate corollary of the estimate we obtain a new sufficient condition of L² norm control of vorticity. We also obtain decay in time estimates of the ratios of the eigenvalues. In the remarks we discuss what these estimates suggest in the study of searching initial data leading to possible finite time singularities. We find that the dynamical behaviors of L² norm of vorticity are controlled completely by the second largest eigenvalue of the deformation tensor. Part of this work was done while the author was visiting CSCAMM, University of Maryland, USA. The author would like to thank to Professor E. Tadmor for his hospitality     

Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation

New numerical techniques are presented for the solution of a two-dimensional anomalous sub-diffusion equation with time fractional derivative. In these methods, standard central difference approximation is used for the spatial discretization, and, for the time stepping, two new alternating direction implicit (ADI) schemes based on the L₁ approximation and backward Euler method are considered. The two ADI schemes are constructed by adding two different small terms, which are different from standard ADI methods. The solvability, unconditional stability and H¹ norm convergence are proved. Numerical results are presented to support our theoretical analysis and indicate the efficiency of both methods.     

Some Stability and Instability Criteria for Ideal Plane Flows

We investigate stability and instability of steady ideal plane flows for an arbitrary bounded domain. First, we obtain some general criteria for linear and nonlinear stability. Second, we find a sufficient condition for the existence of a growing mode to the linearized equation. Third, we construct a steady flow which is nonlinearly and linearly stable in the L² norm of vorticity but linearly unstable in the L² norm of velocity.     

<Superscript>6</Superscript>He + <Superscript>6</Superscript>He Clustering of <Superscript>12</Superscript>Be in a Microscopic Algebraic Approach

The norm kernel of the A=12 system composed of two ⁶He clusters, and the L=0 basis functions (in the SU(3) and angular momentum-coupled schemes) are analytically obtained in the Fock-Bargmann space. The norm kernel has a diagonal form in the former basis, but the asymptotic conditions are naturally defined in the latter one. The system is a good illustration for the method of projection of the norm kernel to the basis functions in the presence of SU(3) degeneracy that was proposed by the authors. The coupled-channel problem is considered in the algebraic version of the resonating-group method, with the multiple decay thresholds being properly accounted for. The structure of the ground state of ¹²Be obtained in the approximation of zero-range nuclear force is compared with the shell-model predictions. In the continuum part of the spectrum, the S-matrix is constructed, the asymptotic normalization coefficients are deduced and their energy dependence is analyzed.     

Estimate of the difference between the Kac operator and the Schrödinger semigroup

An operator norm estimate of the difference between the Kac operator and the Schrödinger semigroup is proved and used to give a variant of the Trotter product formula for Schrödinger operators in theL ^p operator norm. This extends Helffer’s result in theL ² operator norm to the case in theL ^p operator norm for more general scalar potentials and with vector potentials. The method of the proof is probabilistic based on the Feynman—Kac and Feynman—Kac—Itô formula.     

时变离散切换系统的迭代学习控制

针对一类具有任意切换序列的时变离散切换系统的轨迹跟踪问题,提出了一种离散迭代学习控制算法.该算法在切换序列沿迭代轴不变而只沿时间轴变化的前提下,将整个有限时间区间划分为有限个子区间,并利用λ-范数对各个子区间上的收敛性进行了严格证明,给出了算法收敛的范数形式的充分条件.该方法不仅实现了时变离散切换系统在有限时间内对目标轨迹的完全跟踪,而且结构简单更便于工程实现.仿真结果验证了该方法的有效性.     

On the flexibility of agglomeration based physical space discontinuous Galerkin discretizations

In this work we show that the flexibility of the discontinuous Galerkin (dG) discretization can be fruitfully exploited to implement numerical solution strategies based on the use of elements with very general shapes. Thanks to the freedom in defining the mesh topology, we propose a new h-adaptive technique based on agglomeration coarsening of a fine mesh. The possibility to enhance the error distribution over the computational domain is investigated on a Poisson problem with the goal of obtaining a mesh independent discretization.The main building block of our dG method consists of defining discrete polynomial spaces directly on physical frame elements. For this purpose we orthonormalize with respect to the L²-product a set of monomials relocated in a specific element frame and we introduce an easy way to reduce the cost related to numerical integration on agglomerated meshes. To complete the dG formulation for second order problems, two extensions of the BR2 scheme to arbitrary polyhedral grids, including an estimate of the stabilization parameter ensuring the coercivity property, are here proposed.     

FORCE schemes on unstructured meshes I: Conservative hyperbolic systems

This paper is about the construction of numerical fluxes of the centred type for one-step schemes in conservative form for solving general systems of conservation laws in multiple space dimensions on structured and unstructured meshes. The work is a multi-dimensional extension of the one-dimensional FORCE flux and is closely related to the work of Nessyahu–Tadmor and Arminjon. The resulting basic flux is first-order accurate and monotone; it is then extended to arbitrary order of accuracy in space and time on unstructured meshes in the framework of finite volume and discontinuous Galerkin methods. The performance of the schemes is assessed on a suite of test problems for the multi-dimensional Euler and Magnetohydrodynamics equations on unstructured meshes.     

The finite volume scheme preserving extremum principle for diffusion equations on polygonal meshes

We construct a new nonlinear finite volume scheme for diffusion equation on polygonal meshes and prove that the scheme satisfies the discrete extremum principle. Our scheme is locally conservative and has only cell-centered unknowns. Numerical results are presented to show how our scheme works for preserving discrete extremum principle and positivity on various distorted meshes.     

Multiscale Basis Functions for Singular Perturbation on Adaptively Graded Meshes

We apply the multiscale basis functions for the singularly perturbed reaction-diffusion problem on adaptively graded meshes, which can provide a good balance between the numerical accuracy and computational cost. The multiscale space is built through standard finite element basis functions enriched with multiscale basis functions. The multiscale basis functions have abilities to capture originally perturbed information in the local problem, as a result, our method is capable of reducing the boundary layer errors remarkably on graded meshes, where the layer-adapted meshes are generated by a given parameter. Through numerical experiments we demonstrate that the multiscale method can acquire second order convergence in the L² norm and first order convergence in the energy norm on graded meshes, which is independent of ε. In contrast with the conventional methods, our method is much more accurate and effective.     

On a Kinetic Equation for Coalescing Particles

Existence of global weak solutions to a spatially inhomogeneous kinetic model for coalescing particles is proved, each particle being identified by its mass, momentum and position. The large time convergence to zero is also shown. The cornestone of our analysis is that, for any nonnegative and convex function, the associated Orlicz norm is a Liapunov functional. Existence and asymptotic behaviour then rely on weak and strong compactness methods in L¹ in the spirit of the DiPerna-Lions theory for the Boltzmann equation.     

IDeC(k): A new velocity reconstruction algorithm on arbitrarily polygonal staggered meshes

We propose a novel algorithm for velocity reconstruction from staggered data on arbitrary polygonal staggered meshes. The formulation of the new algorithm is based on a constant polynomial reconstruction approach in conjunction with an iterative defect correction method and is referred to as the IDeC(k) reconstruction. The algorithm is designed for second order accuracy of the reconstructed velocity field and also leads to a consistent estimate of velocity gradients. Accuracy, convergence and robustness of the new algorithm are studied on different mesh topologies and the need for higher-order reconstruction is demonstrated. Numerical experiments for several cases including incompressible viscous flows establish the IDeC(k) reconstruction as a generic, fast, robust and higher-order accurate algorithm on arbitrary polygonal meshes.