Analysis of a two‐level method for anisotropic diffusion equations on aligned and nonaligned grids

This paper is on the convergence analysis for two‐grid and multigrid methods for linear systems arising from conforming linear finite element discretization of the second‐order elliptic equations with anisotropic diffusion. The multigrid algorithm with a line smoother is known to behave well when the discretization grid is aligned with the anisotropic direction; however, this is not the case with a nonaligned grid. The analysis in this paper is mainly focused on two‐level algorithms. For aligned grids, a lower bound is given for a pointwise smoother, and this bound shows a deterioration in the convergence rate, whereas for ‘maximally’ nonaligned grids (with no edges in the triangulation parallel to the direction of the anisotropy), the pointwise smoother results in a robust convergence. With a specially designed block smoother, we show that, for both aligned and nonaligned grids, the convergence is uniform with respect to the anisotropy ratio and the mesh size in the energy norm. The analysis is complemented by numerical experiments that confirm the theoretical results. Copyright © 2012 John Wiley & Sons, Ltd.     

Convergence of a staggered Lax-Friedrichs scheme for nonlinear conservation laws on unstructured two-dimensional grids

Summary. Based on Nessyahu and Tadmor's nonoscillatory central difference schemes for one-dimensional hyperbolic conservation laws [16], for higher dimensions several finite volume extensions and numerical results on structured and unstructured grids have been presented. The experiments show the wide applicability of these multidimensional schemes. The theoretical arguments which support this are some maximum-principles and a convergence proof in the scalar linear case. A general proof of convergence, as obtained for the original one-dimensional NT-schemes, does not exist for any of the extensions to multidimensional nonlinear problems. For the finite volume extension on two-dimensional unstructured grids introduced by Arminjon and Viallon [3,4] we present a proof of convergence for the first order scheme in case of a nonlinear scalar hyperbolic conservation law. Received April 8, 2000 / Published online December 19, 2000     

Exact wirelength of hypercubes on a grid

Grid embeddings are used not only to study the simulation capabilities of a parallel architecture but also to design its VLSI layout. In addition to dilation and congestion, wirelength is an important measure of an embedding. There are very few papers in the literature which provide the exact wirelength of grid embedding. As far as the most versatile architecture hypercube is concerned, only approximate estimates of the wirelength of grid embedding are available. In this paper, we give an exact formula of minimum wirelength of hypercube layout into grids and thereby we solve completely the wirelength problem of hypercubes into grids.We introduce a new technique to estimate the wirelength of a grid embedding. This new technique is based on a Congestion Lemma and a Partition Lemma which we study in this paper.     

Improved upper and lower bounds on the feedback vertex numbers of grids and butterflies

We improve upon the best known upper and lower bounds on the sizes of minimal feedback vertex sets in butterflies. Also, we construct new feedback vertex sets in grids so that for a large number of pairs (n,m), the size of our feedback vertex set in the grid M_n,m matches the best known lower bound, and for all other pairs it differs from this lower bound by at most 2.     

Hybrid grids and the Homing Robot

In their paper (Inform. Process. Lett. 77 (2001) 261), Wongngamnit and Angluin introduced a memory-efficient robot, called the Homing Robot, which localizes in an occupancy grid. We present a more general class of grids called hybrid grids, and establish the least upper bound for the number of moves the robot takes to localize. We also state analogous results for a hexagonal tiling.     

Optimized partial semicoarsening multigrid algorithm for heat diffusion problems and anisotropic grids

The purpose of this work is to reduce the CPU time necessary to solve three two-dimensional linear diffusive problems governed by Laplace and Poisson equations, discretized with anisotropic grids. The Finite Difference Method is used to discretizate the differential equations with central differencing scheme. The systems of equations are solved with the lexicographic and red–black Gauss–Seidel methods associated to the geometric multigrid with correction scheme and V-cycle. The anisotropic grids considered have aspect ratios varying from 1/1024 up to 16,384. Four algorithms are compared: full coarsening, semicoarsening, full coarsening followed by semicoarsening and partial semicoarsening. Three new restriction schemes for anisotropic grids are proposed: geometric half weighting, geometric full weighting and partial weighting. Comparisons are made among these three new schemes and some restriction schemes presented in literature: injection, half weighting and full weighting. The prolongation process used is the bilinear interpolation. It is also investigated the effects on the CPU time caused by: the number of inner iterations of the smoother, the number of grids and the number of grid elements. It was verified that the partial semicoarsening algorithm is the fastest. This work also provides the optimum values of the multigrid components for this algorithm.     

Lower bounds on the pathwidth of some grid-like graphs

We present proofs of lower bounds on the node search number of some grid-like graphs including two-dimensional grids, cylinders, tori and a variation we call “orb-webs”. Node search number is equivalent to pathwidth and vertex separation, which are all important graph parameters. Since matching upper bounds are not difficult to obtain, this implies that the pathwidth of these graphs is easily computed, because the bounds are simple functions of the graph dimensions. We also show matching upper and lower bounds on the node search number of equidimensional tori which are one less than the obvious upper bound.     

Solving the problem of non-stationary filtration of substance by the discontinuous Galerkin method on unstructured grids

A numerical algorithm is proposed for solving the problem of non-stationary filtration of substance in anisotropic media by the Galerkin method with discontinuous basis functions on unstructured triangular grids. A characteristic feature of this method is that the flux variables are considered on the dual grid. The dual grid comprises median control volumes around the nodes of the original triangular grid. The flux values of the quantities on the boundary of an element are calculated with the help of stabilizing additions. For averaging the permeability tensor over the cells of the dual grid, the method of support operators is applied. The method is studied on the example of a two-dimensional boundary value problem. The convergence and approximation of the numerical method are analyzed, and results of mathematical modeling are presented. The numerical results demonstrate the applicability of this approach for solving problems of non-stationary filtration of substance in anisotropic media by the discontinuous Galerkin method on unstructured triangular grids.     

A characterization of mapping unstructured grids onto structured grids and using multigrid as a preconditioner

Many problems based on unstructured grids provide a natural multigrid framework due to using an adaptive gridding procedure. When the grids are saved, even starting from just a fine grid problem poses no serious theoretical difficulties in applying multigrid. A more difficult case occurs when a highly unstructured grid problem is to be solved with no hints how the grid was produced. Here, there may be no natural multigrid structure and applying such a solver may be quite difficult to do. Since unstructured grids play a vital role in scientific computing, many modifications have been proposed in order to apply a fast, robust multigrid solver. One suggested solution is to map the unstructured grid onto a structured grid and then apply multigrid to a sequence of structured grids as a preconditioner. In this paper, we derive both general upper and lower bounds on the condition number of this procedure in terms of computable grid parameters. We provide examples to illuminate when this preconditioner is a useful (e. g.,p orh-p formulated finite element problems on semi-structured grids) or should be avoided (e.g., typical computational fluid dynamics (CFD) or boundary layer problems). We show that unless great care is taken, this mapping can lead to a system with a high condition number which eliminates the advantage of the multigrid method. This work was partially supported by ONR Grant # N0014-91-J-1576.     

Hybrid WENO schemes with different indicators on curvilinear grids

In {J. Comput. Phys. 229 (2010) 8105-8129}, we studied hybrid weighted essentially non-oscillatory (WENO) schemes with different indicators for hyperbolic conservation laws on uniform grids for Cartesian domains. In this paper, we extend the schemes to solve two-dimensional systems of hyperbolic conservation laws on curvilinear grids for non-Cartesian domains. Our goal is to obtain similar advantageous properties as those of the hybrid WENO schemes on uniform grids for Cartesian domains. Extensive numerical results strongly support that the hybrid WENO schemes with discontinuity indicators on curvilinear grids can also save considerably on computational cost in contrast to the pure WENO schemes. They also maintain the essentially non-oscillatory property for general solutions with discontinuities and keep the sharp shock transition.     

Single-point condensation and least-energy solutions

We prove a conjecture raised in our earlier paper which says that the least-energy solutions to a two-dimensional semilinear problem exhibit single-point condensation phenomena as the nonlinear exponent gets large. Our method is based on a sharp form of a well-known borderline case of the Sobolev embedding theory. With the help of this embedding, we can use the Moser iteration scheme to carefully estimate the upper bound of the solutions. We can also determine the location of the condensation points.

     

An efficient transient Navier–Stokes solver on compact nonuniform space grids

In this paper, we propose an implicit higher-order compact (HOC) finite difference scheme for solving the two-dimensional (2D) unsteady Navier–Stokes (N–S) equations on nonuniform space grids. This temporally second-order accurate scheme which requires no transformation from the physical to the computational plane is at least third-order accurate in space, which has been demonstrated with numerical experiments. It efficiently captures both transient and steady-state solutions of the N–S equations with Dirichlet as well as Neumann boundary conditions. The proposed scheme is likely to be very useful for the computation of transient viscous flows involving free and wall bounded shear layers which invariably contain spatial scale variation. Numerical results are presented and compared with analytical as well as established numerical data. Excellent comparison is obtained in all the cases.     

Efficient parallel shock-capturing method for aerodynamics simulations on body-unfitted cartesian grids

For problems with complex geometry, a numerical method is proposed for solving the three-dimensional nonstationary Euler equations on Cartesian grids with the use of hybrid computing systems. The baseline numerical scheme, a method for implementing internal boundary conditions on body-unfitted grids, and an iterative matrix-free LU-SGS method for solving the discretized equations are described. An efficient software implementation of the numerical algorithm on a multiprocessor hybrid CPU/GPU computing system is considered. Results of test computations are presented.     

Convergence of two-dimensional staggered central schemes on unstructured triangular grids

In this paper, we present a convergence analysis of a two-dimensional central finite volume scheme on unstructured triangular grids for hyperbolic systems of conservation laws. More precisely, we show that the solution obtained by the numerical base scheme presents, under an appropriate CFL condition, an optimal convergence to the unique entropy solution of the Cauchy problem.     

The exponent of discrepancy of sparse grids is at least 2.1933

We study bounds on the exponents of sparse grids for L ₂‐discrepancy and average case d‐dimensional integration with respect to the Wiener sheet measure. Our main result is that the minimal exponent of sparse grids for these problems is bounded from below by 2.1933. This shows that sparse grids provide a rather poor exponent since, due to Wasilkowski and Woźniakowski [16], the minimal exponent of L ₂‐discrepancy of arbitrary point sets is at most 1.4778. The proof of the latter, however, is non‐constructive. The best known constructive upper bound is still obtained by a particular sparse grid and equal to 2.4526.... This revised version was published online in June 2006 with corrections to the Cover Date.     

Finite difference on grids with nearly uniform cell area and line spacing for the wave equation on complex domains

A finite difference time-dependent numerical method for the wave equation, supported by recently derived novel elliptic grids, is analyzed. The method is successfully applied to single and multiple two-dimensional acoustic scattering problems including soft and hard obstacles with complexly shaped boundaries. The new grids have nearly uniform cell area (J-grids) and nearly uniform grid line spacing (αγ-grids). Numerical experiments reveal the positive impact of these two grid properties on the scattered field convergence to its harmonic steady state. The restriction imposed by stability conditions on the time step size is relaxed due to the near uniformity cell areas and grid line spacing. As a consequence, moderately large time steps can be used for relatively fine spatial grids resulting in greater accuracy at a lower computational cost. Also, numerical solutions for wave problems inside annular regions of complex shapes are obtained. The use of the new grids results in late time stability in contrast with other classical finite difference time-dependent methods.     

Generation of structured difference grids in two-dimensional nonconvex domains using mappings

Generation of structured difference grids in two-dimensional nonconvex domains is considered using a mapping of a parametric domain with a given nondegenerate grid onto a physical domain. For that purpose, a harmonic mapping is first used, which is a diffeomorphism under certain conditions due to Rado’s theorem. Although the harmonic mapping is a diffeomorphism, its discrete implementation can produce degenerate grids in nonconvex domains with highly curved boundaries. It is shown that the degeneration occurs due to approximation errors. To control the coordinate lines of the grid, an additional mapping is used and universal elliptic differential equations are solved. This makes it possible to generate a nondegenerate grid with cells of a prescribed shape.     

An exponential decay estimate for the stationary axisymmetric perturbation of Poiseuille flow in a circular pipe

We prove a decay estimate for the steady state incompressible Navier-Stokes equations. The estimate describes the exponential decay, in the axial direction of a semi-infinite circular tube, for an energy-type functional in terms of the axisymmetric perturbation of Poiseuille flow, provided that the Reynolds number does not exceed a critical value, for which we exhibit a lower and an upper bound. Since the motion is considered axisymmetric we use a stream function formulation, and the results are similar to those obtained by Horgan [8], for a two-dimensional channel flow problem. For the Stokes problem our estimate for the rate of decay is a lower bound to the actual rate of decay which is obtained from an asymptotic solution to the Stokes equations. Finally we describe a numerical approach to computing bounds to the energy functionalE(0).     

Parallel algorithms and domain decomposition techniques for solving three-dimensional boundary value problems on quasi-structured grids

A new approach to the decomposition of a three-dimensional computational domain into subdomains matched without overlapping is proposed. It is based on direct approximation of the Poincare–Steklov equation at the interface. Parallel algorithms and techniques for solving threedimensional boundary value problems on quasi-structured grids are presented. Experimental evaluation of parallel efficiency is done by solving a model problem with quasi-structured parallelepipedal matching and non-matching grids as an example.