Review of Summation-by-parts schemes for initial-boundary-value problems

High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and sometimes even mysterious stability treatment at boundaries and interfaces required for a stable scheme. The research on summation-by-parts operators and weak boundary conditions during the last 20 years have removed this drawback and now reached a mature state. It is now possible to construct stable and high order accurate multi-block finite difference schemes in a systematic building-block-like manner. In this paper we will review this development, point out the main contributions and speculate about the next lines of research in this area

A C0 interior penalty method for 4th order PDE's

Fourth order Partial Differential Equations (PDE's) arise in many different physic's fields. As an example, the research group for Mathematical and Computational Modeling at UPC LaCàN is studying flexoelectricity, a very promising field which aims to replace some of the uses of piezoelectric materials, and whose equations involve 4th order derivatives. This work provides a method to solve these 4th order PDE's using the Finite Element Method (FEM) with C0 elements, which provides many advantages with respect to other methods that involve using C1 elements or decoupling the equation. The method is developed over the equations of the deformation of a Kirchoff plate, which is also a 4th order PDE. This method is then successfully validated with numerical experiments, both physical and artificial. An analysis of the convergence as well as the method's sensitivity to a newly added parameter is also provided. Due to the success of the method, LaCàN group will use this method to solve flexoelectricity's PDE's

The Periodic Standing-Wave Approximation: Overview and Three Dimensional Scalar Models

The periodic standing-wave method for binary inspiral computes the exact numerical solution for periodic binary motion with standing gravitational waves, and uses it as an approximation to slow binary inspiral with outgoing waves. Important features of this method presented here are: (i) the mathematical nature of the ``mixed'' partial differential equations to be solved, (ii) the meaning of standing waves in the method, (iii) computational difficulties, and (iv) the ``effective linearity'' that ultimately justifies the approximation. The method is applied to three dimensional nonlinear scalar model problems, and the numerical results are used to demonstrate extraction of the outgoing solution from the standing-wave solution, and the role of effective linearity.Comment: 13 pages RevTeX, 5 figures. New version. A revised form of the nonlinearity produces better result

Monte Carlo approximations of the Neumann problem

We introduce Monte Carlo methods to compute the solution of elliptic equations with pure Neumann boundary conditions. We first prove that the solution obtained by the stochastic representation has a zero mean value with respect to the invariant measure of the stochastic process associated to the equation. Pointwise approximations are computed by means of standard and new simulation schemes especially devised for local time approximation on the boundary of the domain. Global approximations are computed thanks to a stochastic spectral formulation taking into account the property of zero mean value of the solution. This stochastic formulation is asymptotically perfect in terms of conditioning. Numerical examples are given on the Laplace operator on a square domain with both pure Neumann and mixed Dirichlet-Neumann boundary conditions. A more general convection-diffusion equation is also numerically studied