High-order numerical methods for 2D parabolic problems in single and composite domains

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at interfaces, considering (i) the Cut Finite Element Method; (ii) the Difference Potentials Method; and (iii) the summation-by-parts Finite Difference Method. First we give a brief introduction for each of the three methods. Next, we propose benchmark problems, and consider numerical tests-with respect to accuracy and convergence-for linear parabolic problems on a single domain, and continue with similar tests for linear parabolic problems on a composite domain (with the interface defined either explicitly or implicitly). Lastly, a comparative discussion of the methods and numerical results will be given.Comment: 45 pages, 12 figures, in revision for Journal of Scientific Computin

A direct solver with O(N) complexity for variable coefficient elliptic PDEs discretized via a high-order composite spectral collocation method

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The resulting system of linear equations is solved using a direct (as opposed to iterative) solver that has optimal O(N) complexity for all stages of the computation when applied to problems with non-oscillatory solutions such as the Laplace and the Stokes equations. Numerical examples demonstrate that the scheme is capable of computing solutions with relative accuracy of $10^{-10}$ or better, even for challenging problems such as highly oscillatory Helmholtz problems and convection-dominated convection diffusion equations. In terms of speed, it is demonstrated that a problem with a non-oscillatory solution that was discretized using $10^{8}$ nodes was solved in 115 minutes on a personal work-station with two quad-core 3.3GHz CPUs. Since the solver is direct, and the "solution operator" fits in RAM, any solves beyond the first are very fast. In the example with $10^{8}$ unknowns, solves require only 30 seconds.Comment: arXiv admin note: text overlap with arXiv:1302.599

Grid generation for the solution of partial differential equations

A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given

Modelling binary alloy solidification with adaptive mesh refinement

The solidification of a binary alloy results in the formation of a porous mushy layer, within which spontaneous localisation of fluid flow can lead to the emergence of features over a range of spatial scales. We describe a finite volume method for simulating binary alloy solidification in two dimensions with local mesh refinement in space and time. The coupled heat, solute, and mass transport is described using an enthalpy method with flow described by a Darcy-Brinkman equation for flow across porous and liquid regions. The resulting equations are solved on a hierarchy of block-structured adaptive grids. A projection method is used to compute the fluid velocity, whilst the viscous and nonlinear diffusive terms are calculated using a semi-implicit scheme. A series of synchronization steps ensure that the scheme is flux-conservative and correct for errors that arise at the boundaries between different levels of refinement. We also develop a corresponding method using Darcy's law for flow in a porous medium/narrow Hele-Shaw cell. We demonstrate the accuracy and efficiency of our method using established benchmarks for solidification without flow and convection in a fixed porous medium, along with convergence tests for the fully coupled code. Finally, we demonstrate the ability of our method to simulate transient mushy layer growth with narrow liquid channels which evolve over time

Block Structured Adaptive Mesh and Time Refinement for Hybrid, Hyperbolic + N-body Systems

We present a new numerical algorithm for the solution of coupled collisional and collisionless systems, based on the block structured adaptive mesh and time refinement strategy (AMR). We describe the issues associated with the discretization of the system equations and the synchronization of the numerical solution on the hierarchy of grid levels. We implement a code based on a higher order, conservative and directionally unsplit Godunov's method for hydrodynamics; a symmetric, time centered modified symplectic scheme for collisionless component; and a multilevel, multigrid relaxation algorithm for the elliptic equation coupling the two components. Numerical results that illustrate the accuracy of the code and the relative merit of various implemented schemes are also presented.Comment: 40 pages, 10 figures, JPC in press. Extended the code test section, new convergence tests, several typos corrected. Full resolution version available at http://www.exp-astro.phys.ethz.ch/miniati/charm.pd

A Direct Multigrid Poisson Solver for Oct-Tree Adaptive Meshes

We describe a finite-volume method for solving the Poisson equation on oct-tree adaptive meshes using direct solvers for individual mesh blocks. The method is a modified version of the method presented by Huang and Greengard (2000), which works with finite-difference meshes and does not allow for shared boundaries between refined patches. Our algorithm is implemented within the FLASH code framework and makes use of the PARAMESH library, permitting efficient use of parallel computers. We describe the algorithm and present test results that demonstrate its accuracy.Comment: 10 pages, 6 figures, accepted by the Astrophysical Journal; minor revisions in response to referee's comments; added char