A discontinuous Galerkin moving mesh method for Hamilton-Jacobi equations

In this paper we consider the numerical solution of first-order Hamilton-Jacobi equations using the combination of a discontinuous Galerkin finite element method and an adaptive $r$-refinement (mesh movement) strategy. Particular attention is given to the choice of an appropriate adaptivity criterion when the solution becomes discontinuous. Numerical examples in one and two dimensions are presented to demonstrate the effectiveness of the adaptive procedure

Two fluid space-time discontinuous Galerkin finite element method. Part I: numerical algorithm

A novel numerical method for two fluid flow computations is presented, which combines the space-time discontinuous Galerkin finite element discretization with the level set method and cut-cell based interface tracking. The space-time discontinuous Galerkin (STDG) finite element method offers high accuracy, an inherent ability to handle discontinuities and a very local stencil, making it relatively easy to combine with local {\it hp}-refinement. The front tracking is incorporated via cut-cell mesh refinement to ensure a sharp interface between the fluids. To compute the interface dynamics the level set method (LSM) is used because of its ability to deal with merging and breakup. Also, the LSM is easy to extend to higher dimensions. Small cells arising from the cut-cell refinement are merged to improve the stability and performance. The interface conditions are incorporated in the numerical flux at the interface and the STDG discretization ensures that the scheme is conservative as long as the numerical fluxes are conservative

Self-Adaptive Methods for PDE

[no abstract available

Adaptive C\u3csup\u3e0\u3c/sup\u3e interior penalty methods for Hamilton–Jacobi–Bellman equations with Cordes coefficients

In this paper we conduct a priori and a posteriori error analysis of the C interior penalty method for Hamilton–Jacobi–Bellman equations, with coefficients that satisfy the Cordes condition. These estimates show the quasi-optimality of the method, and provide one with an adaptive finite element method. In accordance with the proven regularity theory, we only assume that the solution of the Hamilton–Jacobi–Bellman equation belongs to H . 0

Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations

This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The goal of the paper is to extend the successful framework of monotone, consistent, and stable finite difference methods for first order fully nonlinear Hamilton-Jacobi equations to second order fully nonlinear PDEs such as Monge-Amp\`ere and Bellman type equations. New concepts of consistency, generalized monotonicity, and stability are introduced; among them, the generalized monotonicity and consistency, which are easier to verify in practice, are natural extensions of the corresponding notions of finite difference methods for first order fully nonlinear Hamilton-Jacobi equations. The main component of the proposed framework is the concept of "numerical operator", and the main idea used to design consistent, monotone and stable finite difference methods is the concept of "numerical moment". These two new concepts play the same roles as the "numerical Hamiltonian" and the "numerical viscosity" play in the finite difference framework for first order fully nonlinear Hamilton-Jacobi equations. In the paper, two classes of consistent and monotone finite difference methods are proposed for second order fully nonlinear PDEs. The first class contains Lax-Friedrichs-like methods which also are proved to be stable and the second class contains Godunov-like methods. Numerical results are also presented to gauge the performance of the proposed finite difference methods and to validate the theoretical results of the paper.Comment: 23 pages, 8 figues, 11 table

Adaptive interior penalty methods for Hamilton–Jacobi–Bellman equations with Cordes coefficients

In this paper we conduct a priori and a posteriori error analysis of the C0 interior penalty method for Hamilton–Jacobi–Bellman equations, with coefficients that satisfy the Cordes condition. These estimates show the quasi-optimality of the method, and provide one with an adaptive finite element method. In accordance with the proven regularity theory, we only assume that the solution of the Hamilton–Jacobi–Bellman equation belongs to H2

A space-time discontinuous Galerkin finite element method for two-fluid problems

A space-time discontinuous Galerkin finite element method for two fluid flow problems is presented. By using a combination of level set and cut-cell methods the interface between two fluids is tracked in space-time. The movement of the interface in space-time is calculated by solving the level set equation, where the interface geometry is identified with the 0-level set. To enhance the accuracy of the interface approximation the level set function is advected with the interface velocity, which for this purpose is extended into the domain. Close to the interface the mesh is locally refined in such a way that the 0-level set coincides with a set of faces in the mesh. The two fluid flow equations are solved on this refined mesh. The procedure is repeated until both the mesh and the flow solution have converged to a reasonable accuracy.\ud The method is tested on linear advection and Euler shock tube problems involving ideal gas and compressible bubbly magma. Oscillations around the interface are eliminated by choosing a suitable interface flux