Stochastic Domain Decomposition for Time Dependent Adaptive Mesh Generation

The efficient generation of meshes is an important component in the numerical solution of problems in physics and engineering. Of interest are situations where global mesh quality and a tight coupling to the solution of the physical partial differential equation (PDE) is important. We consider parabolic PDE mesh generation and present a method for the construction of adaptive meshes in two spatial dimensions using stochastic domain decomposition that is suitable for an implementation in a multi- or many-core environment. Methods for mesh generation on periodic domains are also provided. The mesh generator is coupled to a time dependent physical PDE and the system is evolved using an alternating solution procedure. The method uses the stochastic representation of the exact solution of a parabolic linear mesh generator to find the location of an adaptive mesh along the (artificial) subdomain interfaces. The deterministic evaluation of the mesh over each subdomain can then be obtained completely independently using the probabilistically computed solutions as boundary conditions. A small scaling study is provided to demonstrate the parallel performance of this stochastic domain decomposition approach to mesh generation. We demonstrate the approach numerically and compare the mesh obtained with the corresponding single domain mesh using a representative mesh quality measure.     

A Numerical Study of Blowup in the Harmonic Map Heat Flow Using the MMPDE Moving Mesh Method

The numerical solution of the harmonic heat map flow problems with blowup in finite or infinite time is considered using an adaptive moving mesh method. A properly chosen monitor function is derived so that the moving mesh method can be used to simulate blowup and produce accurate blowup profiles which agree with formal asymptotic analysis. Moreover, the moving mesh method has finite time blowup when the underlying continuous problem does. In situations where the continuous problem has infinite time blowup, the moving mesh method exhibits finite time blowup with a blowup time tending to infinity as the number of mesh points increases. The inadequacy of a uniform mesh solution is clearly demonstrated.     

Numerical simulation of blowup in nonlocal reaction–diffusion equations using a moving mesh method

In this paper we implement the moving mesh PDE method for simulating the blowup in reaction–diffusion equations with temporal and spacial nonlinear nonlocal terms. By a time-dependent transformation, the physical equation is written into a Lagrangian form with respect to the computational variables. The time-dependent transformation function satisfies a parabolic partial differential equation — usually called moving mesh PDE (MMPDE). The transformed physical equation and MMPDE are solved alternately by central finite difference method combined with a backward time-stepping scheme. The integration time steps are chosen to be adaptive to the blowup solution by employing a simple and efficient approach. The monitor function in MMPDEs plays a key role in the performance of the moving mesh PDE method. The dominance of equidistribution is utilized to select the monitor functions and a formal analysis is performed to check the principle. A variety of numerical examples show that the blowup profiles can be expressed correctly in the computational coordinates and the blowup rates are determined by the tests.     

Spectral domain embedding for elliptic PDEs in complex domains

Spectral methods are a class of methods for solving partial differential equations (PDEs). When the solution of the PDE is analytic, it is known that the spectral solutions converge exponentially as a function of the number of modes used. The basic spectral method works only for regular domains such as rectangles or disks. Domain decomposition methods/spectral element methods extend the applicability of spectral methods to more complex geometries. An alternative is to embed the irregular domain into a regular one. This paper uses the spectral method with domain embedding to solve PDEs on complex geometry. The running time of the new algorithm has the same order as that for the usual spectral collocation method for PDEs on regular geometry. The algorithm is extremely simple and can handle Dirichlet, Neumann boundary conditions as well as nonlinear equations.     

Finite Element Simulations with Adaptively Moving Mesh for the Reaction Diffusion System

A moving mesh method is proposed for solving reaction-diffusion equations. The finite element method is used to solving the partial different equation system, and an efficient scheme is applied to implement mesh moving. In the practical calculations, the moving mesh step and the problem equation solver are performed alternatively. Serveral numerical examples are presented, including the Gray-Scott, the Activator-Inhibitor and a case with a growing domain. It is illustrated numerically that the moving mesh method costs much lower, compared with the numerical schemes on a fixed mesh. Even in the case of complex pattern dynamics described by the reaction-diffusion systems, the adapted meshes can capture the details successfully.     

Discrete and continuous maximum principles for parabolic and elliptic operators

The major qualitative properties of linear parabolic and elliptic operators/PDEs are the different maximum principles (MPs). Another important property is the stabilization property (SP), which connects these two types of operators/PDEs. This means that under some assumptions the solution of the parabolic PDE tends to an equilibrium state when t→∞, which is the solution of the corresponding elliptic PDE. To solve PDEs we need to use some numerical methods, and it is a natural requirement that these qualitative properties are preserved on the discrete level. In this work we investigate this question when a two-level discrete mesh operator is used as the discrete model of the parabolic operator (which is a one-step numerical procedure for solving the parabolic PDE) and a matrix as a discrete elliptic operator (which is a linear algebraic system of equations for solving the elliptic PDE). We clarify the relation between the discrete parabolic maximum principle (DPMP), the discrete elliptic maximum principle (DEMP) and the discrete stabilization property (DSP). The main result is that the DPMP implies the DSP and the DEMP.     

A moving mesh method in multiblock domains with application to a combustion problem

A moving mesh method for structured grids is presented for general solution domains, which are composed of a number of simply shaped blocks. Its basic idea is to solve moving mesh PDEs by overlapping Schwarz iterations and to connect the meshes in each of the blocks smoothly. A finite element method based upon this moving mesh method is developed for solving time dependent PDEs and validated for the problem of laminar flame propagation in an obstacled channel. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 449–467, 1999     

Abstract robust coarse spaces for systems of PDEs via generalized eigenproblems in the overlaps

Coarse spaces are instrumental in obtaining scalability for domain decomposition methods for partial differential equations (PDEs). However, it is known that most popular choices of coarse spaces perform rather weakly in the presence of heterogeneities in the PDE coefficients, especially for systems of PDEs. Here, we introduce in a variational setting a new coarse space that is robust even when there are such heterogeneities. We achieve this by solving local generalized eigenvalue problems in the overlaps of subdomains that isolate the terms responsible for slow convergence. We prove a general theoretical result that rigorously establishes the robustness of the new coarse space and give some numerical examples on two and three dimensional heterogeneous PDEs and systems of PDEs that confirm this property.     

Preconditioned defect corrected averaging for parabolic PDEs

Modelling physical systems with fast moving components leads to PDEs with highly oscillatory sources. Often, the time scale of the oscillation is much below the scale of the interesting variables. Time integrators must follow the scale of the fast motion, leading to long simulation times. For mechanical systems, methods like heterogeneous multiscaling and stroboscopic averaging are quite satisfactory. In case of semidiscretized PDEs, their advantage is limited. Here, we derive a smooth source term which generates a solution that coincides with the solution of the oscillatory system in stroboscopic points. The derivation involves the solution of a linear system with the solution operator of the PDE being the linear operator. Several preconditioners are developed and compared for those systems. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Estimation of 1-dimensional nonlinear stochastic differential equations based on higher-order partial differential equation numerical scheme and its application

A method based on higher-order partial differential equation (PDE) numerical scheme are proposed to obtain the transition cumulative distribution function (CDF) of the diffusion process (numerical differentiation of the transition CDF follows the transition probability density function (PDF)), where a transformation is applied to the Kolmogorov PDEs first, then a new type of PDEs with step function initial conditions and 0, 1 boundary conditions can be obtained. The new PDEs are solved by a fourth-order compact difference scheme and a compact difference scheme with extrapolation algorithm. After extrapolation, the compact difference scheme is extended to a scheme with sixth-order accuracy in space, where the convergence is proved. The results of the numerical tests show that the CDF approach based on the compact difference scheme to be more accurate than the other estimation methods considered; however, the CDF approach is not time-consuming. Moreover, the CDF approach is used to fit monthly data of the Federal funds rate between 1983 and 2000 by CKLS model.     

A Simple and Effective Self-adaptive Moving Mesh for Enthalpy Formulations of Phase Change Problems

A self-adaptive moving mesh for enthalpy formulations of diffusiondriven phase change problems is described. The PDE is approximatedby a finite element method on a moving, irregular mesh. Themesh is determined by a novel equidistribution principle andis concentrated in the phase transition regions and uniformin regions of pure phase.     

Numerical performance of parallel group explicit solvers for the solution of fourth order elliptic equations

Many applications in applied mathematics and engineering involve numerical solutions of partial differential equations (PDEs). Various discretisation procedures such as the finite difference method result in a problem of solving large, sparse systems of linear equations. In this paper, a group iterative numerical scheme based on the rotated (skewed) five-point finite difference discretisation is proposed for the solution of a fourth order elliptic PDE which represents physical situations in fluid mechanics and elasticity. The rotated approximation formulas lead to schemes with lower computational complexities compared to the centred approximation formulas since the iterative procedure need only involve nodes on half of the total grid points in the solution domain. We describe the development of the parallel group iterative scheme on a cluster of distributed memory parallel computer using Message-Passing Interface (MPI) programming environment. A comparative study with another group iterative scheme derived from the centred difference formula is also presented. A detailed performance analysis of the parallel implementations of both group methods will be reported and discussed.     

Upwind Based Parameter Uniform Convergence Analysis for Two Parametric Parabolic Convection Diffusion Problems by Moving Mesh Methods

A parabolic two parametric convection-diffusion reaction problem is considered for the moving mesh error analysis. The continuous problem is discretized by the first order upwind scheme on a non uniform mesh. A curvature based error monitor function is proposed to generate the layer adapted mesh. It is proved that the numerical solution converges to the exact solution on the mesh obtained by the equidistribution of the proposed monitor function. The convergence is first order accurate. The present analysis generalizes the results obtained in earlier publications [8,9]. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Ghost Point Diffusion Maps for Solving Elliptic PDEs on Manifolds with Classical Boundary Conditions

In this paper, we extend the class of kernel methods, the so-called diffusion maps (DM) and its local kernel variants to approximate second-order differential operators defined on smooth manifolds with boundaries that naturally arise in elliptic PDE models. To achieve this goal, we introduce the ghost point diffusion maps (GPDM) estimator on an extended manifold, identified by the set of point clouds on the unknown original manifold together with a set of ghost points, specified along the estimated tangential direction at the sampled points on the boundary. The resulting GPDM estimator restricts the standard DM matrix to a set of extrapolation equations that estimates the function values at the ghost points. This adjustment is analogous to the classical ghost point method in a finite-difference scheme for solving PDEs on flat domains. As opposed to the classical DM, which diverges near the boundary, the proposed GPDM estimator converges pointwise even near the boundary. Applying the consistent GPDM estimator to solve well-posed elliptic PDEs with classical boundary conditions (Dirichlet, Neumann, and Robin), we establish the convergence of the approximate solution under appropriate smoothness assumptions. We numerically validate the proposed mesh-free PDE solver on various problems defined on simple submanifolds embedded in Euclidean spaces as well as on an unknown manifold. Numerically, we also found that the GPDM is more accurate compared to DM in solving elliptic eigenvalue problems on bounded smooth manifolds. © 2021 Wiley Periodicals LLC.     

A hybrid DQ/LMQRBF-DQ approach for numerical solution of Poisson-type and Burger’s equations in irregular domain

Differential quadrature (DQ) is an efficient and accurate numerical method for solving partial differential equations (PDEs). However, it can only be used in regular domains in its conventional form. Local multiquadric radial basis function-based differential quadrature (LMQRBF-DQ) is a mesh free method being applicable to irregular geometry and allowing simple imposition of any complex boundary condition. Implementation of the latter numerical scheme imposes high computational cost due to the necessity of numerous matrix inversions. It also suffers from sensitivity to shape parameter(s). This paper presents a new method through coupling the conventional DQ and LMQRBF-DQ to solve PDEs. For this purpose, the computational domain is divided into a few rectangular shapes and some irregular shapes. In such a domain decomposition process, a high percentage of the computational domain will be covered by regular shapes thus taking advantage of conventional DQM eliminating the need to implement Local RBF-DQ over the entire domain but only on a portion of it. By this method, we have the advantages of DQ like simplicity, high accuracy, and low computational cost and the advantages of LMQRBF-DQ like mesh free and Dirac’s delta function properties. We demonstrate the effectiveness of the proposed methodology using Poisson and Burgers’ equations.     

A simple moving mesh method for one- and two-dimensional phase-field equations

A simple moving mesh method is proposed for solving phase-field equations. The numerical strategy is based on the approach proposed in Li et al. [J. Comput. Phys. 170 (2001) 562–588] to separate the mesh-moving and PDE evolution. The phase-field equations are discretized by a finite-volume method, and the mesh-moving part is realized by solving the conventional Euler–Lagrange equations with the standard gradient-based monitors. Numerical results demonstrate the accuracy and effectiveness of the proposed algorithm.     

Observations on an adaptive moving grid method for one-dimensional systems of partial differential equations

Recently a scheme has been proposed for choosing a moving mesh based on minimizing the time rate of change of the solution in the moving coordinates for one-dimensional systems of PDEs. In this paper we show how to apply this idea to systems where the time derivatives cannot be solved for explicitly, writing the moving mesh equations in an implicit form. We give a geometrical interpretation of the scheme which exposes some of its weaknesses, and suggest some modifications based on this interpretation which increase the efficiency of the scheme. Finally, we present some numerical experiments which illustrate how well the resulting method works.     

Unstructured meshing for two asset barrier options

Discretely observed barriers introduce discontinuities in the solution of two asset option pricing partial differential equations (PDEs) at barrier observation dates. Consequently, an accurate solution of the pricing PDE requires a fine mesh spacing near the barriers. Non-rectangular barriers pose difficulties for finite difference methods using structured meshes. It is shown that the finite element method (FEM) with standard unstructured meshing techniques can lead to significant efficiency gains over structured meshes with a comparable number of vertices. The greater accuracy achieved with unstructured meshes is shown to more than compensate for a greater solve time due to an increase in sparse matrix condition number. Results are presented for a variety of barrier shapes, including rectangles, ellipses, and rotations of these shapes. It is claimed that ellipses best represent constant (risk neutral) probability regions of underlying asset price-point movement, and are thus natural two-dimensional barrier shapes.     

Hybrid Surface Mesh Adaptation for Climate Modeling

Solution-driven mesh adaptation is becoming quite popular for spatial error control in the numerical simulation of complex computational physics applications, such as climate modeling. Typically, spatial adaptation is achieved by element subdivision （h adaptation） with a primary goal of resolving the local length scales of interest. A sec- ond, less-popular method of spatial adaptivity is called ＂mesh motion＂ （r adaptation）; the smooth repositioning of mesh node points aimed at resizing existing elements to capture the local length scales. This paper proposes an adaptation method based on a combination of both element subdivision and node point repositioning （rh adaptation）. By combining these two methods using the notion of a mobility function, the proposed approach seeks to increase the flexibility and extensibility of mesh motion algorithms while providing a somewhat smoother transition between refined regions than is pro- duced by element subdivision alone. Further, in an attempt to support the requirements of a very general class of climate simulation applications, the proposed method is designed to accommodate unstructured, polygonal mesh topologies in addition to the most popular mesh types.     

Meshless method with ridge basis functions

Meshless collocation methods for the numerical solutions of PDEs are increasingly adopted due to their advantages including efficiency and flexibility, and radial basis functions are popularly employed to represent the solutions of PDEs. Motivated by the advantages of ridge basis function representation of a given function, such as the connection to neural network, fast convergence as the number of terms is increased, better approximation effects and various applications in engineering problems, a meshless method is developed based on the collocation method and ridge basis function interpolation. This method is a truly meshless technique without mesh discretization: it neither needs the computation of integrals, nor requires a partition of the region and its boundary. Moreover, the method is applied to elliptic equations to examine its appropriateness, numerical results are compared to that obtained from other (meshless) methods, and influence factors of accuracy for numerical solutions are analyzed.