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arXiv 2502.09413math.NAcs.NA
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针对解和通量不连续的界面问题的调和平均方法分析

Analysis of harmonic average method for interface problems with discontinuous solutions and fluxes

Kejia Pan, Hengrui Xu, Zhilin Li

AI总结:

本文证明调和平均法在系数间断但解与通量连续时的二阶收敛性,并提出允许解、通量及系数均间断的改进二阶方法。

摘要:

调和平均方法已被广泛用于求解微分方程时处理异质系数。调和平均方法的一个显著优点是不需要系数的导数。此外,有限差分方程的系数矩阵是M矩阵,这保证了算法的稳定性。数值上已经观察到但尚未在理论上证明:即使系数存在有限个间断(此时该方法不相容,局部截断误差为O(1)),只要解和通量连续,该方法仍能产生二阶逐点精度。人们一直认为这其中存在某种幸运的误差抵消。当解或通量存在有限个间断时,调和平均方法不收敛。本文中,我们不仅严格证明了对于一维界面问题,当系数存在有限个间断且解和通量连续时调和平均方法的二阶收敛性,还提出了一种改进的调和平均方法,该方法同样具有二阶精度(在L∞范数下),并允许解和通量与不连续系数一起出现间断。收敛证明的关键在于Green函数的构造。该证明以一种微妙的方式展示了误差抵消是如何发生的。一维和二维数值实验均证实了改进调和平均方法的理论证明。

英文摘要:

Harmonic average method has been widely utilized to deal with heterogeneous coefficients in solving differential equations. One remarkable advantage of the harmonic averaging method is that no derivative of the coefficient is needed. Furthermore, the coefficient matrix of the finite difference equations is an M-matrix which guarantees the stability of the algorithm. It has been numerically observed but not theoretically proved that the method produces second order pointwise accuracy when the solution and flux are continuous even if the coefficient has finite discontinuities for which the method is inconsistent ($O(1)$ in the local truncation errors). It has been believed that there are some fortunate error cancellations. The harmonic average method does not converge when the solution or the flux has finite discontinuities. In this paper, not only we rigorously prove the second order convergence of the harmonic averaging method for one-dimensional interface problem when the coefficient has a finite discontinuities and the solution and the flux are continuous, but also proposed an {\em improved harmonic average method} that is also second order accurate (in the $L^{\infty}$ norm), which allows discontinuous solutions and fluxes along with the discontinuous coefficients. The key in the convergence proof is the construction of the Green's function. The proof shows how the error cancellations occur in a subtle way. Numerical experiments in both 1D and 2D confirmed the theoretical proof of the improved harmonic average method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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