Quasi-positive families of continuous Darcy-flux finite volume schemes on structured and unstructured grids

New families of flux-continuous control-volume distributed finite volume schemes are presented for the general full-tensor pressure equation arising in porous media and formulated for structured and unstructured grids. These schemes offer the practical advantage of being flux-continuous while only depending on one degree of freedom per control-volume, unlike rival approximations such as the Mixed Finite Element method. M-matrix bounds are presented, quasi QM-matrices are defined and an optimal quadrilateral scheme is identified. Anisotropy favoring triangulation is also shown to yield an optimal scheme. The new schemes prove to be relatively robust for the cases tested, including strongly anisotropic full tensor fields. Strong oscillations encountered with the earlier formulations, are removed or minimized.     

三维涡度方程双向周期问题的拟谱─差分解法

本文构造了三维涡度方程双向周期问题的Ｆｏｕｒｉｅｒ拟谱─差分格式，其数值解满足半离散守恒律．文中分析了格式的广义稳定性和收敛性．数值例子表明这类格式的优越性．     

Component splitting for semi-discrete Maxwell equations

A time-integration scheme for semi-discrete linear Maxwell equations is proposed. Special for this scheme is that it employs component splitting. The idea of component splitting is to advance the greater part of the components of the semi-discrete system explicitly in time and the remaining part implicitly. The aim is to avoid severe step size restrictions caused by grid-induced stiffness emanating from locally refined space grids. The proposed scheme is a blend of an existing second-order composition scheme which treats wave terms explicitly and the second-order implicit trapezoidal rule. The new blended scheme retains the composition property enabling higher-order composition.     

Solution of the heat equation on unstructured curvilinear grids

A computational approach to the solution of the heat equation is proposed. In the case of three-dimensional oblique (nonorthogonal) unstructured grids, this approach results in a compact grid stencil and unconditionally stable computational algorithm. A feature of the proposed approach is the use of flux functions as dependent separate variables. Mainly hexagonal grids are considered in which every cell can be continuously mapped onto a unit cube. Computational examples are presented.     

A cell edge‐based linearity‐preserving scheme for diffusion problems on two‐dimensional unstructured grids

We propose a new finite volume scheme for 2D anisotropic diffusion problems on general unstructured meshes. The main feature lies in the introduction of two auxiliary unknowns on each cell edge, and then the scheme has both cell‐centered primary unknowns and cell edge‐based auxiliary unknowns. The auxiliary unknowns are interpolated by the multipoint flux approximation technique, which reduces the scheme to a completely cell‐centered one. The derivation of the scheme satisfies the linearity‐preserving criterion that requires that a discretization scheme should be exact on linear solutions. The resulting new scheme is then called as a cell edge‐based linearity‐preserving scheme. The optimal convergence rates are numerically obtained on unstructured grids in case that the diffusion tensor is taken to be anisotropic and/or discontinuous. Copyright © 2017 John Wiley & Sons, Ltd.     

APPROXIMATION, STABILITY AND FAST EVALUATION OF EXACT ARTIFICIAL BOUNDARY CONDITION FOR THE ONE-DIMENSIONAL HEAT EQUATION

In this paper we consider the numerical solution of the one-dimensional heat equation on unbounded domains. First an exact semi-discrete artificial boundary condition is derived by discretizing the time variable with the Crank-Nicolson method. The semi-discretized heat equation equipped with this boundary condition is then proved to be unconditionally stable, and its solution is shown to have second-order accuracy. In order to reduce the computational cost, we develop a new fast evaluation method for the convolution operation involved in the exact semi-discrete artificial boundary condition. A great advantage of this method is that the unconditional stability held by the semi-discretized heat equation is preserved. An error estimate is also given to show the dependence of numerical errors on the time step and the approximation accuracy of the convolution kernel. Finally, a simple numerical example is presented to validate the theoretical results.     

Polynomial Preserving Recovery for Anisotropic and Irregular Grids

Some properties of a newly developed polynomial preserving gradient recovery technique are discussed. Both practical and theoretical issues are addressed. Bounded-ness property is considered especially under anisotropic grids. For even-order finite element space, an ultra-convergence property is established under translation invariant meshes; for linear element, a superconvergence result is proven for unstructured grids generated by the Delaunay triangulation.     

Local and parallel finite element method for solving the biharmonic eigenvalue problem of plate vibration

In this paper, we establish a new local and parallel finite element discrete scheme based on the shifted‐inverse power method for solving the biharmonic eigenvalue problem of plate vibration. We prove the local error estimation of finite element solution for the biharmonic equation/eigenvalue problem and prove the error estimation of approximate solution obtained by the local and parallel scheme. When the diameters of three grids satisfy H⁴ = ?(w²) = ?(h), the approximate solutions obtained by our schemes can achieve the asymptotically optimal accuracy. The numerical experiments show that the computational schemes proposed in this paper are effective to solve the biharmonic eigenvalue problem of plate vibration.     

广义混合非线性Schr？dinger方程的拟谱方法

本文讨论了广义混合非线性Schrodinger方程的周期初值问题,构造了守恒的半离散Fourier拟谱格式,对其近似解进行了先验估计,并证明了格式的收敛性.证明了该方程存在孤立子解,并给出其孤立子解的精确表达式.研究了线性化方程的稳定性问题,即在初值有扰动的情况下,该方程只有振荡解和鞍点.最后,通过数值例子验证了格式的可信性,数值计算表明,本格式时间方向可取大步长且是长时间稳定的,我们还计算了孤立子解,并绘出了在初值有扰动的情况下,相空间的轨线图.     

Fourier spectral method with an adaptive time strategy for nonlinear fractional Schrödinger equation

In this paper, a Fourier spectral method with an adaptive time step strategy is proposed to solve the fractional nonlinear Schrödinger (FNLS) equation with periodic initial value problem. First, we prove the conservation law of the mass and the energy for the semi-discrete Fourier spectral scheme. Second, the error estimation of the semi-discrete scheme is given in the relevant fractional Sobolev space. Then, an adaptive time-step strategy is designed to reduce central processing unit (CPU) time. Finally, the numerical experiments for the one-, two- and three-dimensional FNLSs, show that the adaptive strategy, compared to the constant time step, can reduce the CPU-time by almost half.     

广义混合非线性Schrdinger方程的拟谱方法

本文讨论了广义混合非线性Schrdinger 方程的周期初值问题,构造了守恒的半离散Fourier 拟谱格式,对其近似解进行了先验估计,并证明了格式的收敛性.证明了该方程存在孤立子解,并给出其孤立子解的精确表达式.研究了线性化方程的稳定性问题,即在初值有扰动的情况下,该方程只有振荡解和鞍点.最后,通过数值例子验证了格式的可信性,数值计算表明,本格式时间方向可取大步长且是长时间稳定的,我们还计算了孤立子解,并绘出了在初值有扰动的情况下,相空间的轨线图.     

Analysis of a meshless method for the time fractional diffusion-wave equation

In this paper a numerical technique is proposed for solving the time fractional diffusion-wave equation. We obtain a time discrete scheme based on finite difference formula. Then, we prove that the time discrete scheme is unconditionally stable and convergent using the energy method and the convergence order of the time discrete scheme is \(\mathcal {O}(\tau ^{3-\alpha })\). Firstly, we change the main problem based on Dirichlet boundary condition to a new problem based on Robin boundary condition and then, we consider a semi-discrete scheme with Robin boundary condition and show when \(\beta \rightarrow +\infty \) solution of the main semi-discrete problem with Dirichlet boundary condition is convergent to the solution of the new semi-discrete problem with Robin boundary condition. We consider the new semi-discrete problem with Robin boundary condition and use the meshless Galerkin method to approximate the spatial derivatives. Finally, we obtain an error bound for the new problem. We prove that convergence order of the numerical scheme based on Galekin meshless is \(\mathcal {O}(h)\). In the considered method the appeared integrals are approximated using Gauss Legendre quadrature formula. The main aim of the current paper is to obtain an error estimate for the meshless Galerkin method based on the radial basis functions. Numerical examples confirm the efficiency and accuracy of the proposed scheme.     

Numerical solution of eigenvalue problems for Hamiltonian systems

This paper discusses the numerical solution of eigenvalue problems for Hamiltonian systems of ordinary differential equations. Two new codes are presented which incorporate the algorithms described here; to the best of the author’s knowledge, these are the first codes capable of solving numerically such general eigenvalue problems. One of these implements a new new method of solving a differential equation whose solution is a unitary matrix. Both codes are fully documented and are written inPfort-verifiedFortran 77, and will be available in netlib/aicm/sl11f and netlib/aicm/sl12f.     

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.     

Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear part is stronger than the linear part, usually called stochastic dominated transport equations. Most standard numerical schemes lose their good stability properties on such equations, including the current linear implicit Euler method. We discretize the SPDE in space by the finite element method and propose a novel scheme called stochastic Rosenbrock-type scheme for temporal discretization. Our scheme is based on the local linearization of the semi-discrete problem obtained after space discretization and is more appropriate for such equations. We provide a strong convergence of the new fully discrete scheme toward the exact solution for multiplicative and additive noise and obtain optimal rates of convergence. Numerical experiments to sustain our theoretical results are provided.     

Uniformly exponentially stable approximation for the transmission line with variable coefficients and its application

We analyze an ideal transmission line, which is defined by the telegraph equation with variable coefficients, from the perspectives of numerical analysis and control theory in this note. Because the spatially semi-discrete scheme of the original system is insufficient for discussing uniform exponential stability, we apply a similar transform to the continuous system and produce an intermediate system that may be easily analyzed. To begin, we discuss uniform exponential stability for the intermediate system using an so called average central-difference semi-discrete scheme and the direct Lyapunov function approach. The proof is the same as in the continuous case. The Trotter-Kato Theorem is used to demonstrate the stability and consistency of numerical approximation scheme. Finally, we propose a semi-discrete strategy for the original system through an inverse transform. All results on intermediate system are then translated into the original system. The numerical state reconstruction problem is addressed as an essential application of the main results. Furthermore, several numerical simulations are used to validate the effectiveness of the numerical approximating algorithms.     

Stability of Preconditioned Finite Volume Schemes at Low Mach Numbers

A finite volume method for inviscid unsteady flows at low Mach numbers is studied. The method uses a preconditioning of the dissipation term within the numerical flux function only. It can be observed by numerical experiments that the preconditioned scheme combined with an explicit time integrator is unstable if the time step Δt does not satisfy the requirement to be as the Mach number M tends to zero, whereas the corresponding standard method remains stable up to , M → 0, though producing unphysical results. A comprehensive mathematical substantiation of this numerical phenomenon by means of a von Neumann stability analysis is presented, which reveals that in contrast to the standard approach, the dissipation matrix of the preconditioned numerical flux function possesses an eigenvalue growing like M^–2 as M tends to zero, thus causing the diminishment of the stability region of the explicit scheme. The theoretical results are afterwards confirmed by numerical experiments. AMS subject classification (2000) 35L65, 35C20, 76G25     

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     

On stability of difference schemes. Central schemes for hyperbolic conservation laws with source terms

The stability of nonlinear explicit difference schemes with not, in general, open domains of the scheme operators are studied. For the case of path-connected, bounded, and Lipschitz domains, we establish the notion that a multi-level nonlinear explicit scheme is stable iff (if and only if) the corresponding scheme in variations is stable. A new modification of the central Lax–Friedrichs (LxF) scheme is developed to be of the second-order accuracy. The modified scheme is based on nonstaggered grids. A monotone piecewise cubic interpolation is used in the central scheme to give an accurate approximation for the model in question. The stability of the modified scheme is investigated. Some versions of the modified scheme are tested on several conservation laws, and the scheme is found to be accurate and robust. As applied to hyperbolic conservation laws with, in general, stiff source terms, it is constructed a second-order nonstaggered central scheme based on operator-splitting techniques.     

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