A new stabilizing technique for boundary integral methods for water waves

Boundary integral methods to compute interfacial flows are very sensitive to numerical instabilities. A previous stability analysis by Beale, Hou and Lowengrub reveals that a very delicate balance among terms with singular integrals and derivatives must be preserved at the discrete level in order to maintain numerical stability. Such balance can be preserved by applying suitable numerical filtering at certain places of the discretization. While this filtering technique is effective for two-dimensional (2-D) periodic fluid interfaces, it does not apply to nonperiodic fluid interfaces. Moreover, using the filtering technique alone does not seem to be sufficient to stabilize 3-D fluid interfaces.

Here we introduce a new stabilizing technique for boundary integral methods for water waves which applies to nonperiodic and 3-D interfaces. A stabilizing term is added to the boundary integral method which exactly cancels the destabilizing term produced by the point vortex method approximation to the leading order. This modified boundary integral method still has the same order of accuracy as the point vortex method. A detailed stability analysis is presented for the point vortex method for 2-D water waves. The effect of various stabilizing terms is illustrated through careful numerical experiments.

     

Uncoupling evolutionary groundwater‐surface water flows using the Crank–Nicolson Leapfrog method

Consider an incompressible fluid in a region Ω_f flowing both ways across an interface into a porous media domain Ω_p saturated with the same fluid. The physical processes in each domain have been well studied and are described by the Stokes equations in the fluid region and the Darcy equations in the porous media region. Taking the interfacial conditions into account produces a system with an exactly skew symmetric coupling. Spatial discretization by finite element method and time discretization by Crank–Nicolson LeapFrog give a second‐order partitioned method requiring only one Stokes and one Darcy subphysics and subdomain solver per time step for the fully evolutionary Stokes‐Darcy problem. Analysis of this method leads to a time step condition sufficient for stability and convergence. Numerical tests verify predicted rates of convergence; however, stability tests reveal the problem of growth of numerical noise in unstable modes in some cases. In such instances, the addition of time filters adds stability. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Second Order Unconditionally Stable and Convergent Linearized Scheme for a Fluid-Fluid Interaction Model

In this paper, a fully discrete finite element scheme with second-order temporal accuracy is proposed for a fluid-fluid interaction model, which consists of two Navier-Stokes equations coupled by a linear interface condition. The proposed fully discrete scheme is a combination of a mixed finite element approximation for spatial discretization, the second-order backward differentiation formula for temporal discretization, the second-order Gear's extrapolation approach for the interface terms and extrapolated treatments in linearization for the nonlinear terms. Moreover, the unconditional stability is established by rigorous analysis and error estimate for the fully discrete scheme is also derived. Finally, some numerical experiments are carried out to verify the theoretical results and illustrate the accuracy and efficiency of the proposed scheme.     

Adaptive first integral preserving methods for PDEs

We present a method for constructing first integral preserving numerical schemes for time-dependent partial differential equations on non-uniform grids, using a finite difference approach for spatial discretization and discrete gradients for time stepping. The method is extended to accommodate spatial adaptivity. A numerical experiment is carried out where the method is applied to the Sine-Gordon equation with moving mesh adaptivity. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A priori error estimates for a coupled finite element method and mixed finite element method for a fluid-solid interaction problem

This paper presents a heterogeneous finite element method fora fluid–solid interaction problem. The method, which combinesa standard finite element discretization in the fluid regionand a mixed finite element discretization in the solid region,allows the use of different meshes in fluid and solid regions.Both semi-discrete and fully discrete approximations are formulatedand analysed. Optimal order a priori error estimates in theenergy norm are shown. The main difficulty in the analysis iscaused by the two interface conditions which describe the interactionbetween the fluid and the solid. This is overcome by explicitlybuilding one of the interface conditions into the finite elementspaces. Iterative substructuring algorithms are also proposedfor effectively solving the discrete finite element equations.     

Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach

This paper presents the numerical solution of the process evolution equation of a homogeneous semi-Markov process (HSMP) with a general quadrature method. Furthermore, results that justify this approach proving that the numerical solution tends to the evolution equation of the continuous time HSMP are given. The results obtained generalize classical results on integral equation numerical solutions applying them to particular kinds of integral equation systems. A method for obtaining the discrete time HSMP is shown by applying a very particular quadrature formula for the discretization. Following that, the problem of obtaining the continuous time HSMP from the discrete one is considered. In addition, the discrete time HSMP in matrix form is presented and the fact that the solution of the evolution equation of this process always exists is proved. Afterwards, an algorithm for solving the discrete time HSMP is given. Finally, a simple application of the HSMP is given for a real data social security example.     

Nitsche’s Method for a Transport Problem in Two-phase Incompressible Flows

We consider a parabolic interface problem which models the transport of a dissolved species in two-phase incompressible flow problems. Due to the so-called Henry interface condition the solution is discontinuous across the interface. We use an extended finite element space combined with a method due to Nitsche for the spatial discretization of this problem and derive optimal discretization error bounds for this method. For the time discretization a standard θ-scheme is applied. Results of numerical experiments are given that illustrate the convergence properties of this discretization.     

A time discretization scheme of a characteristics method for a fluid–rigid system with discontinuous density

We propose a new characteristics method for the time discretization of a fluid–rigid system in the case when the densities of the fluid and the solid are different. This method is based on a global weak formulation involving only terms defined on the whole fluid–rigid domain. The main idea is to construct a characteristic function which preserves the rigidity of the solid at the discrete time levels. A convergence result for this semi-discrete scheme is then given.     

Well-balanced unstaggered central schemes for one and two-dimensional shallow water equation systems

We propose a new well-balanced unstaggered central finite volume scheme for hyperbolic balance laws with geometrical source terms. In particular we construct a new one and two-dimensional finite volume method for the numerical solution of shallow water equations on flat/variable bottom topographies. The proposed scheme evolves a non-oscillatory numerical solution on a single grid, avoids the time consuming process of solving Riemann problems arising at the cell interfaces, and is second-order accurate both in space and time. Furthermore, the numerical scheme follows a well-balanced discretization that first discretizes the geometrical source term according to the discretization of the flux terms, and then mimics the surface gradient method and discretizes the water height according to the discretization of the water level. The resulting scheme exactly satisfies the C-property at the discrete level. The proposed scheme is then applied and classical one and two-dimensional shallow water equation problems with flat or variable bottom topographies are successfully solved. The obtained numerical results are in good agreement with corresponding ones appearing in the recent literature, thus confirming the potential and efficiency of the proposed method.     

Interface problem in holonomic elastoplasticity

The three-dimensional interface problem with the homogeneous Lamé system in an unbounded exterior domain and holonomic material behaviour in a bounded interior Lipschitz domain is considered. Existence and uniqueness of solutions of the interface problem are obtained rewriting the exterior problem in terms of boundary integral operators following the symmetric coupling procedure. The numerical approximation of the solutions consists in coupling of the boundary element method (BEM) and the finite element method (FEM). A Céa-like error estimate is presented for the discrete solutions of the numerical procedure proving its convergence.     

Time-discretization schema for an integrodifferential Sobolev type equation with integral conditions

The appropriate discretization in time schema is considered for approximating the solution of a nonlinear integro-differential Sobolev type equation with integral conditions. We construct a discrete numerical solution of the discretized problem. Then, some a priori estimates for the approximations are derived, while the convergence of the method and the well posedness of the problem under study are established.     

Fully discrete second-order backward difference method for Kelvin-Voigt fluid flow model

In this article, based on a second-order backward difference method, a completely discrete scheme is discussed for a Kelvin-Voigt viscoelastic fluid flow model with nonzero forcing function, which is either independent of time or in L ^∞ (L ²). After deriving some a priori bounds for the solution of a semidiscrete Galerkin finite element scheme, a second-order backward difference method is applied for temporal discretization. Then, a priori estimates in Dirichlet norm are derived, which are valid uniformly in time using a combination of discrete Gronwall’s lemma and Stolz-Cesaro’s classical result on sequences. Moreover, an existence of a discrete global attractor for the discrete problem is established. Further, optimal a priori error estimates are obtained, whose bounds may depend exponentially in time. Under uniqueness condition, these estimates are shown to be uniform in time. Finally, several numerical experiments are conducted to confirm our theoretical findings.     

A penalty method for American options with jump diffusion processes

Summary. The fair price for an American option where the underlying asset follows a jump diffusion process can be formulated as a partial integral differential linear complementarity problem. We develop an implicit discretization method for pricing such American options. The jump diffusion correlation integral term is computed using an iterative method coupled with an FFT while the American constraint is imposed by using a penalty method. We derive sufficient conditions for global convergence of the discrete penalized equations at each timestep. Finally, we present numerical tests which illustrate such convergence.Mathematics Subject Classification (1991): 65M12, 65M60, 91B28Correspondence to: P.A. Forsyth     

Numerical model for tsunami generation by subaerial landslides

A discretization method based on stabilized space–time finite elements is presented for the numerical analysis of three–fluid flows of immiscible and incompressible fluids. Signed distance functions are used to assign the material properties to each spatial point in the domain. The motion and the change in topology of fluid–fluid interfaces are implicitly described by the level–set method. Strong and weak discontinuities in the fields of the physical state variables are captured by locally enriched approximations based on the partition–of–unity concept. An interior penalty method enforces interfacial conservation of mass and momentum. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Analysis of the local discontinuous Galerkin method for the drift-diffusion model of semiconductor devices

We consider the drift-diffusion(DD) model of one dimensional semiconductor devices, which is a system involving not only first derivative convection terms but also second derivative diffusion terms and a coupled Poisson potential equation. Optimal error estimates are obtained for both the semi-discrete and fully discrete local discontinuous Galerkin(LDG) schemes with smooth solutions. In the fully discrete scheme, we couple the implicit-explicit(IMEX) time discretization with the LDG spatial discretization, in order to allow larger time steps and to save computational cost. The main technical difficulty in the analysis is to treat the inter-element jump terms which arise from the discontinuous nature of the numerical method and the nonlinearity and coupling of the models. A simulation is also performed to validate the analysis.     

Error analysis of fully discrete velocity-correction methods for incompressible flows

A fully discrete version of the velocity-correction method, proposed by Guermond and Shen (2003) for the time-dependent Navier-Stokes equations, is introduced and analyzed. It is shown that, when accounting for space discretization, additional consistency terms, which vanish when space is not discretized, have to be added to establish stability and optimal convergence. Error estimates are derived for both the standard version and the rotational version of the method. These error estimates are consistent with those by Guermond and Shen (2003) as far as time discretiztion is concerned and are optimal in space for finite elements satisfying the inf-sup condition.

     

CONSTRAINT-PRESERVING ENERGY-STABLE SCHEME FOR THE 2D SIMPLIFIED ERICKSEN-LESLIE SYSTEM

Here we consider the numerical approximations of the 2D simplified Ericksen-Leslie system.We first rewrite the system and get a new system.For the new system,we propose an easy-to-implement time discretization scheme which preserves the sphere constraint at each node,enjoys a discrete energy law,and leads to linear and decoupled elliptic equations to be solved at each time step.A discrete maximum principle of the schemc in the finite element form is also proved.Some numerical simulations are performed to validate the scheme and simulate the dynamic motion of liquid crystals.     

Convergence of the ghost fluid method for elliptic equations with interfaces

This paper proves the convergence of the ghost fluid method for second order elliptic partial differential equations with interfacial jumps. A weak formulation of the problem is first presented, which then yields the existence and uniqueness of a solution to the problem by classical methods. It is shown that the application of the ghost fluid method by Fedkiw, Kang, and Liu to this problem can be obtained in a natural way through discretization of the weak formulation. An abstract framework is given for proving the convergence of finite difference methods derived from a weak problem, and as a consequence, the ghost fluid method is proved to be convergent.

     

A parallel method for time-discretization of parabolic problems based on contour integral representation and quadrature

We treat the time discretization of an initial-value problem for a homogeneous abstract parabolic equation by first using a representation of the solution as an integral along the boundary of a sector in the right half of the complex plane, then transforming this into a real integral on the finite interval , and finally applying a standard quadrature formula to this integral. The method requires the solution of a finite set of elliptic problems with complex coefficients, which are independent and may therefore be done in parallel. The method is combined with spatial discretization by finite elements.