Convergence of summation-by-parts finite difference methods for the wave equation

In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid interface conditions are imposed by the simultaneous-approximation-term technique. Typically, the truncation error is larger at the grid points near a boundary or grid interface than that in the interior. Normal mode analysis can be used to analyze how the large truncation error affects the convergence rate of the underlying stable numerical scheme. If the semi-discretized equation satisfies a determinant condition, two orders are gained from the large truncation error. However, many interesting second order equations do not satisfy the determinant condition. We then carefully analyze the solution of the boundary system to derive a sharp estimate for the error in the solution and acquire the gain in convergence rate. The result shows that stability does not automatically yield a gain of two orders in convergence rate. The accuracy analysis is verified by numerical experiments.Comment: In version 2, we have added a new section on the convergence analysis of the Neumann problem, and have improved formulations in many place

On-surface radiation condition for multiple scattering of waves

The formulation of the on-surface radiation condition (OSRC) is extended to handle wave scattering problems in the presence of multiple obstacles. The new multiple-OSRC simultaneously accounts for the outgoing behavior of the wave fields, as well as, the multiple wave reflections between the obstacles. Like boundary integral equations (BIE), this method leads to a reduction in dimensionality (from volume to surface) of the discretization region. However, as opposed to BIE, the proposed technique leads to boundary integral equations with smooth kernels. Hence, these Fredholm integral equations can be handled accurately and robustly with standard numerical approaches without the need to remove singularities. Moreover, under weak scattering conditions, this approach renders a convergent iterative method which bypasses the need to solve single scattering problems at each iteration. Inherited from the original OSRC, the proposed multiple-OSRC is generally a crude approximate method. If accuracy is not satisfactory, this approach may serve as a good initial guess or as an inexpensive pre-conditioner for Krylov iterative solutions of BIE

Modeling the Black Hole Excision Problem

We analyze the excision strategy for simulating black holes. The problem is modeled by the propagation of quasi-linear waves in a 1-dimensional spatial region with timelike outer boundary, spacelike inner boundary and a horizon in between. Proofs of well-posed evolution and boundary algorithms for a second differential order treatment of the system are given for the separate pieces underlying the finite difference problem. These are implemented in a numerical code which gives accurate long term simulations of the quasi-linear excision problem. Excitation of long wavelength exponential modes, which are latent in the problem, are suppressed using conservation laws for the discretized system. The techniques are designed to apply directly to recent codes for the Einstein equations based upon the harmonic formulation.Comment: 21 pages, 14 postscript figures, minor contents updat

Introduction to hyperbolic equations and fluid-structure interaction

In this semester project we deal with hyperbolic partial differential equations and Fluid-Structure Interactio

Steady and Stable: Numerical Investigations of Nonlinear Partial Differential Equations

Excerpt: Mathematics is a language which can describe patterns in everyday life as well as abstract concepts existing only in our minds. Patterns exist in data, functions, and sets constructed around a common theme, but the most tangible patterns are visual. Visual demonstrations can help undergraduate students connect to abstract concepts in advanced mathematical courses. The study of partial differential equations, in particular, benefits from numerical analysis and simulation

Numerical stability for finite difference approximations of Einstein's equations

We extend the notion of numerical stability of finite difference approximations to include hyperbolic systems that are first order in time and second order in space, such as those that appear in Numerical Relativity. By analyzing the symbol of the second order system, we obtain necessary and sufficient conditions for stability in a discrete norm containing one-sided difference operators. We prove stability for certain toy models and the linearized Nagy-Ortiz-Reula formulation of Einstein's equations. We also find that, unlike in the fully first order case, standard discretizations of some well-posed problems lead to unstable schemes and that the Courant limits are not always simply related to the characteristic speeds of the continuum problem. Finally, we propose methods for testing stability for second order in space hyperbolic systems.Comment: 18 pages, 9 figure