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

Immersed Boundary Smooth Extension: A high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order numerical method which we call the Immersed Boundary Smooth Extension (IBSE) method. The IBSE method achieves high-order accuracy by smoothly extending the unknown solution of the PDE from a given smooth domain to a larger computational domain, enabling the use of simple Cartesian-grid discretizations (e.g. Fourier spectral methods). The method preserves much of the flexibility and robustness of the original IB method. In particular, it requires minimal geometric information to describe the boundary and relies only on convolution with regularized delta-functions to communicate information between the computational grid and the boundary. We present a fast algorithm for solving elliptic equations, which forms the basis for simple, high-order implicit-time methods for parabolic PDE and implicit-explicit methods for related nonlinear PDE. We apply the IBSE method to solve the Poisson, heat, Burgers', and Fitzhugh-Nagumo equations, and demonstrate fourth-order pointwise convergence for Dirichlet problems and third-order pointwise convergence for Neumann problems

A multigrid continuation method for elliptic problems with folds

We introduce a new multigrid continuation method for computing solutions of nonlinear elliptic eigenvalue problems which contain limit points (also called turning points or folds). Our method combines the frozen tau technique of Brandt with pseudo-arc length continuation and correction of the parameter on the coarsest grid. This produces considerable storage savings over direct continuation methods,as well as better initial coarse grid approximations, and avoids complicated algorithms for determining the parameter on finer grids. We provide numerical results for second, fourth and sixth order approximations to the two-parameter, two-dimensional stationary reaction-diffusion problem: Δu+λ exp(u/(1+au)) = 0. For the higher order interpolations we use bicubic and biquintic splines. The convergence rate is observed to be independent of the occurrence of limit points

Extended Lifetime in Computational Evolution of Isolated Black Holes

Solving the 4-d Einstein equations as evolution in time requires solving equations of two types: the four elliptic initial data (constraint) equations, followed by the six second order evolution equations. Analytically the constraint equations remain solved under the action of the evolution, and one approach is to simply monitor them ({\it unconstrained} evolution). The problem of the 3-d computational simulation of even a single isolated vacuum black hole has proven to be remarkably difficult. Recently, we have become aware of two publications that describe very long term evolution, at least for single isolated black holes. An essential feature in each of these results is {\it constraint subtraction}. Additionally, each of these approaches is based on what we call "modern," hyperbolic formulations of the Einstein equations. It is generally assumed, based on computational experience, that the use of such modern formulations is essential for long-term black hole stability. We report here on comparable lifetime results based on the much simpler ("traditional") $\dot g$ - $\dot K$ formulation. We have also carried out a series of {\it constrained} 3-d evolutions of single isolated black holes. We find that constraint solution can produce substantially stabilized long-term single hole evolutions. However, we have found that for large domains, neither constraint-subtracted nor constrained $\dot g$ - $\dot K$ evolutions carried out in Cartesian coordinates admit arbitrarily long-lived simulations. The failure appears to arise from features at the inner excision boundary; the behavior does generally improve with resolution.Comment: 20 pages, 6 figure

Gravitational waves in dynamical spacetimes with matter content in the Fully Constrained Formulation

The Fully Constrained Formulation (FCF) of General Relativity is a novel framework introduced as an alternative to the hyperbolic formulations traditionally used in numerical relativity. The FCF equations form a hybrid elliptic-hyperbolic system of equations including explicitly the constraints. We present an implicit-explicit numerical algorithm to solve the hyperbolic part, whereas the elliptic sector shares the form and properties with the well known Conformally Flat Condition (CFC) approximation. We show the stability andconvergence properties of the numerical scheme with numerical simulations of vacuum solutions. We have performed the first numerical evolutions of the coupled system of hydrodynamics and Einstein equations within FCF. As a proof of principle of the viability of the formalism, we present 2D axisymmetric simulations of an oscillating neutron star. In order to simplify the analysis we have neglected the back-reaction of the gravitational waves into the dynamics, which is small (<2 %) for the system considered in this work. We use spherical coordinates grids which are well adapted for simulations of stars and allow for extended grids that marginally reach the wave zone. We have extracted the gravitational wave signature and compared to the Newtonian quadrupole and hexadecapole formulae. Both extraction methods show agreement within the numerical errors and the approximations used (~30 %).Comment: 17 pages, 9 figures, 2 tables, accepted for publication in PR