We present a higher-order finite volume method for solving elliptic PDEs with jump conditions on interfaces embedded in a 2D Cartesian grid. Second, fourth, and sixth order accuracy is demonstrated on a variety of tests including problems with high-contrast and spatially varying coefficients, large discontinuities in the source term, and complex interface geometries. We include a generalized truncation error analysis based on cell-centered Taylor series expansions, which then define stencils in terms of local discrete solution data and geometric information. In the process, we develop a simple method based on Green's theorem for computing exact geometric moments directly from an implicit function definition of the embedded interface. This approach produces stencils with a simple bilinear representation, where spatially-varying coefficients and jump conditions can be easily included and finite volume conservation can be enforced.
We present the first implementation of the Active Flux method on adaptively refined Cartesian grids. The Active Flux method is a third order accurate finite volume method for hyperbolic conservation laws, which is based on the use of point values as well as cell average values of the conserved quantities. The resulting method has a compact stencil in space and time and good stability properties. The method is implemented as a new solver in ForestClaw, a software for parallel adaptive mesh refinement of patch-based solvers. On each Cartesian grid patch the single grid Active Flux method can be …
We investigate the properties of discretizations of advection equations on non-cartesian grids and graphs in general. Advection equations discretized on non-cartesian grids have remained a long-standing challenge as the structure of the grid can lead to strong oscillations in the solution, even for otherwise constant velocity fields. We introduce a new method to track oscillations of the solution for rough velocity fields on any graph. The method in particular highlights some inherent structural conditions on the mesh for propagating regularity on solutions.
A High-Order Modified Finite Volume WENO Method on 3D Cartesian Grids
School of Mathematics and Systems Science, Beihang University（北京航空航天大学数学与系统科学学院）；ICMSEC and LSEC, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
We present a general purpose method for solving partial differential equations on a closed surface, based on a technique for discretizing the surface introduced by Wenjun Ying and Wei-Cheng Wang [J. Comput. Phys. 252 (2013), pp. 606-624] which uses projections on coordinate planes. Assuming it is given as a level set, the surface is represented by a set of points at which it intersects the intervals between grid points in a three-dimensional grid. They are designated as primary or secondary. Discrete functions on the surface have independent values at primary points, with values at secondary p…
Finite volume schemes for hyperbolic conservation laws require a numerical intercell flux. In one spatial dimension the numerical flux can be successfully obtained by solving (exactly or approximately) Riemann problems that are introduced at cell interfaces. This is more challenging in multiple spatial dimensions. The active flux scheme is a finite volume scheme that considers continuous reconstructions instead. The intercell flux is obtained using additional degrees of freedom distributed along the cell boundary. For their time evolution an exact evolution operator is employed, which naturall…
We propose a constraint preserving discontinuous Galerkin method for ideal compressible MHD in two dimensions and using Cartesian grids, which automatically maintains the global divergence-free property. The approximation of the magnetic field is achieved using Raviart-Thomas polynomials and the DG scheme is based on evolving certain moments of these polynomials which automatically guarantees divergence-free property. We also develop HLL-type multi-dimensional Riemann solvers to estimate the electric field at vertices which are consistent with the 1-D Riemann solvers. When limiters are used, t…
A new parametric class of semi-implicit numerical schemes for a level set advection equation on Cartesian grids is derived and analyzed. An accuracy and a stability study is provided for a linear advection equation with a variable velocity using partial Lax-Wendroff procedure and numerical von Neumann stability analysis. The obtained semi-implicit kappa-scheme is 2nd order accurate in space and time in any dimensional case when using a dimension by dimension extension of the one-dimensional scheme that is not the case for analogous fully explicit or fully implicit kappa-schemes. A further impr…
We construct a new nonlinear finite volume (FV) scheme for highly anisotropic diffusion equations, that satisfies the discrete minimum-maximum principle. The construction relies on the linearized scheme satisfying less restrictive monotonicity conditions than those of an M-matrix, based on a weakly regular matrix splitting and using the Cartesian structure of the mesh (extension to quadrilateral meshes is also possible). The resulting scheme, obtained by expressing fluxes as nonlinear combinations of linear fluxes, has a larger stencil than other nonlinear positivity preserving or minimum-maxi…
Finite volume schemes often have difficulties to resolve the low Mach number (incompressible) limit of the Euler equations. Incompressibility is only non-trivial in multiple spatial dimensions. Low Mach fixes, however generally are applied to the one-dimensional method and the method is then used in a dimensionally split way. This often reduces its stability. Here, it is suggested to keep the one-dimensional method as it is, and only to extend it to multiple dimensions in a particular, all-speed way. This strategy is found to lead to much more stable numerical methods. Apart from the conceptua…
An arbitrary order finite difference method for curved boundary domains with Cartesian grid is proposed. The technique handles in a universal manner Dirichlet, Neumann or Robin condition. We introduce the Reconstruction Off-site Data (ROD) method, that transfers in polynomial functions the information located on the physical boundary. Three major advantages are: (1) a simple description of the physical boundary with Robin condition using a collection of points; (2) no analytical expression (implicit or explicit) is required, particularly the ghost cell centroids' projection are not needed; (3)…
Elliptic partial differential equations (PDEs) arise in many areas of computational sciences such as computational fluid dynamics, biophysics, engineering, geophysics and more. They are difficult to solve due to their global nature and sometimes ill-conditioned operators. We review common discretization methods for elliptic PDEs such as the finite difference, finite volume, finite element, and spectral methods and the linear systems they form. We also provide an overview of classic to modern solution methods for the linear systems formed by these discretization methods. These methods include s…
We present high order accurate numerical methods for the wave equation that combines efficient Hermite methods with eometrically flexible discontinuous Galerkin methods by using overset grids. Near boundaries we use thin boundary fitted curvilinear grids and in the volume we use Cartesian grids so that the computational complexity of the solvers approach a structured Cartesian Hermite method. Unlike many other overset methods we do not need to add artificial dissipation but we find that the built in dissipation of the Hermite and discontinuous Galerkin methods is sufficient to maintain stabili…
Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases on a hypercube to approximate functions on subsets of that cube. These subsets may have a general shape. This construction is inherently associated with redundancy which leads to severe ill-conditioning, but recent theory shows that nevertheless high accuracy and numerical stability can be achieved using regularization and oversampling. Regularized least squa…
Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a regular but oversampled grid that is defined on a bounding box. This approach allows the use of high order and highly structured splines as a basis for piecewise polynomials. The methodology is analogous to that of Fourier extensions, using Fourier series on a bounding box, which leads to spectral accuracy for smooth functions. However, Fourier extension approxi…
We present a class of hybrid FD-FV (finite difference and finite volume) methods for solving general hyperbolic conservation laws written in first-order form. The presentation focuses on one- and two-dimensional Cartesian grids; however, the generalization to higher dimensions is straightforward. These methods use both cell-averaged values and nodal values as dependent variables to discretize the governing partial differential equation (PDE) in space, and they are combined with method of lines for integration in time. This framework is absent of any Riemann solvers while it achieves numerical …
In this article, a weak Galerkin method is firstly presented and analyzed for the quasi-linear elliptic problem of non-monotone type. By using Brouwer's fixed point technique, the existence of WG solution and error estimates in both the energy-like norm and the $L^2$ norm are derived. Then an efficient two-grid WG method is introduced to improve the computational efficiency. The convergence error of the two-grid WG method is analyzed in the energy-like norm. Numerical experiments are presented to verify our theoretical findings.
A ghost-cell immersed boundary method for the shallow water equations on Cartesian grids: mass conservation and wetting and drying over variable topography
We consider the numerical solution of Poisson's equation on structured grids using geometric multigrid with nonstandard coarse grids and coarse level operators. We are motivated by the problem of developing high-order accurate numerical solvers for elliptic boundary value problems on complex geometry using overset grids. Overset grids are typically dominated by large Cartesian background grids and thus fast solvers for Cartesian grids are highly desired. For flexibility in grid generation we would like to consider coarsening factors other than two, and lower-order accurate coarse-level approxi…
This article considers the extension of two-grid $hp$-version discontinuous Galerkin finite element methods for the numerical approximation of second-order quasilinear elliptic boundary value problems of monotone type to the case when agglomerated polygonal/polyhedral meshes are employed for the coarse mesh approximation. We recall that within the two-grid setting, while it is necessary to solve a nonlinear problem on the coarse approximation space, only a linear problem must be computed on the original fine finite element space. In this article, the coarse space will be constructed by agglome…
This paper introduces a deep learning method for solving an elliptic hemivariational inequality (HVI). In this method, an expectation minimization problem is first formulated based on the variational principle of underlying HVI, which is solved by stochastic optimization algorithms using three different training strategies for updating network parameters. The method is applied to solve two practical problems in contact mechanics, one of which is a frictional bilateral contact problem and the other of which is a frictionless normal compliance contact problem. Numerical results show that the dee…
High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral methods. These tools make it difficult to apply these techniques to higher dimensions. In contrast, fixed Cartesian grid methods, such as the immersed boundary (IB) method, are easy to apply and generalize, but typically are low-order accurate. In this study, we introduce the Smooth Forcing Extension (SFE) method, a fixed Cartesian grid technique that builds on the…
We design an adaptive unfitted finite element method on the Cartesian mesh with hanging nodes. We derive an hp-reliable and efficient residual type a posteriori error estimate on K-meshes. A key ingredient is a novel hp-domain inverse estimate which allows us to prove the stability of the finite element method under practical interface resolving mesh conditions and also prove the lower bound of the hp a posteriori error estimate. Numerical examples are included.
In this paper, a piecewise quadratic nonconforming finite element method on rectangular grids for a fourth-order elliptic singular perturbation problem is presented. This proposed method is robustly convergent with respect to the perturbation parameter. Numerical results are presented to verify the theoretical findings. The new method uses piecewise quadratic polynomials, and is of the lowest degree possible. Optimal order approximation property of the finite element space is proved by means of a locally-averaged interpolation operator newly constructed. This interpolator, however, is not a pr…
A correction adaptive two-grid finite element method for nonselfadjoint or indefinite elliptic problems
Lingnan Normal University（岭南师范学院）；Missouri University of Science and Technology（密苏里科技大学）；Guangzhou University（广州大学）；South China Normal University（华南师范大学）
