Implicit Total Variation Diminishing (TVD) schemes for steady-state calculations

The application of a new implicit unconditionally stable high resolution total variation diminishing (TVD) scheme to steady state calculations. It is a member of a one parameter family of explicit and implicit second order accurate schemes developed by Harten for the computation of weak solutions of hyperbolic conservation laws. This scheme is guaranteed not to generate spurious oscillations for a nonlinear scalar equation and a constant coefficient system. Numerical experiments show that this scheme not only has a rapid convergence rate, but also generates a highly resolved approximation to the steady state solution. A detailed implementation of the implicit scheme for the one and two dimensional compressible inviscid equations of gas dynamics is presented. Some numerical computations of one and two dimensional fluid flows containing shocks demonstrate the efficiency and accuracy of this new scheme

Time-Symmetric ADI and Causal Reconnection: Stable Numerical Techniques for Hyperbolic Systems on Moving Grids

Moving grids are of interest in the numerical solution of hydrodynamical problems and in numerical relativity. We show that conventional integration methods for the simple wave equation in one and more than one dimension exhibit a number of instabilities on moving grids. We introduce two techniques, which we call causal reconnection and time-symmetric ADI, which together allow integration of the wave equation with absolute local stability in any number of dimensions on grids that may move very much faster than the wave speed and that can even accelerate. These methods allow very long time-steps, are fully second-order accurate, and offer the computational efficiency of operator-splitting.Comment: 45 pages, 19 figures. Published in 1994 but not previously available in the electronic archive

An extension of A-stability to alternating direction implicit methods

An alternating direction implicit (ADI) scheme was constructed by the method of approximate factorization. An A-stable linear multistep method (LMM) was used to integrate a model two-dimensional hyperbolic-parabolic partial differential equation. Sufficient conditions for the A-stability of the LMM were determined by applying the theory of positive real functions to reduce the stability analysis of the partial differential equations to a simple algebraic test. A linear test equation for partial differential equations is defined and then used to analyze the stability of approximate factorization schemes. An ADI method for the three-dimensional heat equation is also presented

A Fast Semi-implicit Method for Anisotropic Diffusion

Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative temperatures for the anisotropic thermal diffusion equation. In a previous paper we proposed a monotonicity-preserving explicit method which uses limiters (analogous to those used in the solution of hyperbolic equations) to interpolate the temperature gradients at cell faces. However, being explicit, this method was limited by a restrictive Courant-Friedrichs-Lewy (CFL) stability timestep. Here we propose a fast, conservative, directionally-split, semi-implicit method which is second order accurate in space, is stable for large timesteps, and is easy to implement in parallel. Although not strictly monotonicity-preserving, our method gives only small amplitude temperature oscillations at large temperature gradients, and the oscillations are damped in time. With numerical experiments we show that our semi-implicit method can achieve large speed-ups compared to the explicit method, without seriously violating the monotonicity constraint. This method can also be applied to isotropic diffusion, both on regular and distorted meshes.Comment: accepted in the Journal of Computational Physics; 13 pages, 7 figures; updated to the accepted versio

Higher Order A-Stable Schemes for the Wave Equation Using a Successive Convolution Approach

In several recent works, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines transpose (MOL$^T$) formulation combined with alternating direction implicit (ADI) schemes. Because our method is based on an integral solution of the ADI splitting of the MOL$^T$ formulation, we are able to easily embed non-Cartesian boundaries and include point sources with exact spatial resolution. Further, we developed an efficient $O(N)$ convolution algorithm for rapid evaluation of the solution, which makes our method competitive with explicit finite difference (e.g., finite difference time domain) solvers, in terms of both accuracy and time to solution, even for Courant numbers slightly larger than 1. We have demonstrated the utility of this method by applying it to a range of problems with complex geometry, including cavities with cusps. In this work, we present several important modifications to our recently developed wave solver. We obtain a family of wave solvers which are unconditionally stable, accurate of order $2P$, and require $O(P^d N)$ operations per time step, where $N$ is the number of spatial points and $d$ the number of spatial dimensions. We obtain these schemes by including higher derivatives of the solution, rather than increasing the number of time levels. The novel aspect of our approach is that the higher derivatives are constructed using successive applications of the convolution operator. We develop these schemes in one spatial dimension, and then extend the results to higher dimensions, by reformulating the ADI scheme to include recursive convolution. Thus, we retain a fast, unconditionally stable scheme, which does not suffer from the large dispersion errors characteristic to the ADI method. We demonstrate the utility of the method by applying it to a host of wave propagation problems. This method holds great promise for developing higher order, parallelizable algorithms for solving hyperbolic PDEs and can also be extended to parabolic PDEs

Method of lines transpose: High order L-stable O(N) schemes for parabolic equations using successive convolution

We present a new solver for nonlinear parabolic problems that is L-stable and achieves high order accuracy in space and time. The solver is built by first constructing a single-dimensional heat equation solver that uses fast O(N) convolution. This fundamental solver has arbitrary order of accuracy in space, and is based on the use of the Green's function to invert a modified Helmholtz equation. Higher orders of accuracy in time are then constructed through a novel technique known as successive convolution (or resolvent expansions). These resolvent expansions facilitate our proofs of stability and convergence, and permit us to construct schemes that have provable stiff decay. The multi-dimensional solver is built by repeated application of dimensionally split independent fundamental solvers. Finally, we solve nonlinear parabolic problems by using the integrating factor method, where we apply the basic scheme to invert linear terms (that look like a heat equation), and make use of Hermite-Birkhoff interpolants to integrate the remaining nonlinear terms. Our solver is applied to several linear and nonlinear equations including heat, Allen-Cahn, and the Fitzhugh-Nagumo system of equations in one and two dimensions