Preconditioners for the spectral multigrid method

The systems of algebraic equations which arise from spectral discretizations of elliptic equations are full and direct solutions of them are rarely feasible. Iterative methods are an attractive alternative because Fourier transform techniques enable the discrete matrix-vector products to be computed with nearly the same efficiency as is possible for corresponding but sparse finite difference discretizations. For realistic Dirichlet problems preconditioning is essential for acceptable convergence rates. A brief description of Chebyshev spectral approximations and spectral multigrid methods for elliptic problems is given. A survey of preconditioners for Dirichlet problems based on second-order finite difference methods is made. New preconditioning techniques based on higher order finite differences and on the spectral matrix itself are presented. The preconditioners are analyzed in terms of their spectra and numerical examples are presented

Scalar Wave Equation Modeling with Time-Space Domain Dispersion-Relation-Based Staggered-Grid Finite-Difference Schemes

The staggered-grid finite-difference (SFD) method is widely used in numerical modeling of wave equations. Conventional SFD stencils for spatial derivatives are usually designed in the space domain. However, when they are used to solve wave equations, it becomes difficult to satisfy the dispersion relations exactly. Liu and Sen (2009c) proposed a new SFD scheme for one-dimensional (1D) scalar wave equation based on the time-space domain dispersion relation and plane wave theory, which is made to satisfy the exact dispersion relation. This new SFD scheme has greater accuracy and better stability than a conventional scheme under the same discretizations. In this paper, we develop this new SFD scheme further for numerical solution of 2D and 3D scalar wave equations. We demonstrate that the modeling accuracy is second order when the conventional 2M-th-order space-domain SFD and the second order time-domain finite-difference stencils are directly used to solve the scalar wave equation. However, under the same discretization, our 1D scheme can reach 2M-th-order accuracy and is always stable; 2D and 3D schemes can reach 2M-th-order accuracy along 8 and 48 directions, respectively, and have better stability. The advantages of the new schemes are also demonstrated with dispersion analysis, stability analysis, and numerical modeling.National Natural Science Foundation of China 41074100Important National Science & Technology Specific Project of China 2008ZX05024-001Institute for Geophysic

A constrained scheme for Einstein equations based on Dirac gauge and spherical coordinates

We propose a new formulation for 3+1 numerical relativity, based on a constrained scheme and a generalization of Dirac gauge to spherical coordinates. This is made possible thanks to the introduction of a flat 3-metric on the spatial hypersurfaces t=const, which corresponds to the asymptotic structure of the physical 3-metric induced by the spacetime metric. Thanks to the joint use of Dirac gauge, maximal slicing and spherical components of tensor fields, the ten Einstein equations are reduced to a system of five quasi-linear elliptic equations (including the Hamiltonian and momentum constraints) coupled to two quasi-linear scalar wave equations. The remaining three degrees of freedom are fixed by the Dirac gauge. Indeed this gauge allows a direct computation of the spherical components of the conformal metric from the two scalar potentials which obey the wave equations. We present some numerical evolution of 3-D gravitational wave spacetimes which demonstrates the stability of the proposed scheme.Comment: Difference w.r.t. v1: Major revision: improved presentation of the tensor wave equation and addition of the first results from a numerical implementation; w.r.t. v2: Minor changes: improved conclusion and figures; w.r.t. v3: Minors changes, 1 figure added; 25 pages, 13 figures, REVTeX, accepted for publication in Phys. Rev.

Continuous Symmetries of Difference Equations

Lie group theory was originally created more than 100 years ago as a tool for solving ordinary and partial differential equations. In this article we review the results of a much more recent program: the use of Lie groups to study difference equations. We show that the mismatch between continuous symmetries and discrete equations can be resolved in at least two manners. One is to use generalized symmetries acting on solutions of difference equations, but leaving the lattice invariant. The other is to restrict to point symmetries, but to allow them to also transform the lattice.Comment: Review articl

TVD finite difference schemes and artificial viscosity

The total variation diminishing (TVD) finite difference scheme can be interpreted as a Lax-Wendroff scheme plus an upwind weighted artificial dissipation term. If a particular flux limiter is chosen and the requirement for upwind weighting is removed, an artificial dissipation term which is based on the theory of TVD schemes is obtained which does not contain any problem dependent parameters and which can be added to existing MacCormack method codes. Numerical experiments to examine the performance of this new method are discussed

Solving Nonlinear Parabolic Equations by a Strongly Implicit Finite-Difference Scheme

We discuss the numerical solution of nonlinear parabolic partial differential equations, exhibiting finite speed of propagation, via a strongly implicit finite-difference scheme with formal truncation error $\mathcal{O}\left[(\Delta x)^2 + (\Delta t)^2 \right]$. Our application of interest is the spreading of viscous gravity currents in the study of which these type of differential equations arise. Viscous gravity currents are low Reynolds number (viscous forces dominate inertial forces) flow phenomena in which a dense, viscous fluid displaces a lighter (usually immiscible) fluid. The fluids may be confined by the sidewalls of a channel or propagate in an unconfined two-dimensional (or axisymmetric three-dimensional) geometry. Under the lubrication approximation, the mathematical description of the spreading of these fluids reduces to solving the so-called thin-film equation for the current's shape $h(x,t)$. To solve such nonlinear parabolic equations we propose a finite-difference scheme based on the Crank--Nicolson idea. We implement the scheme for problems involving a single spatial coordinate (i.e., two-dimensional, axisymmetric or spherically-symmetric three-dimensional currents) on an equispaced but staggered grid. We benchmark the scheme against analytical solutions and highlight its strong numerical stability by specifically considering the spreading of non-Newtonian power-law fluids in a variable-width confined channel-like geometry (a "Hele-Shaw cell") subject to a given mass conservation/balance constraint. We show that this constraint can be implemented by re-expressing it as nonlinear flux boundary conditions on the domain's endpoints. Then, we show numerically that the scheme achieves its full second-order accuracy in space and time. We also highlight through numerical simulations how the proposed scheme accurately respects the mass conservation/balance constraint.Comment: 36 pages, 9 figures, Springer book class; v2 includes improvements and corrections; to appear as a contribution in "Applied Wave Mathematics II