Coupling techniques for nonlinear hyperbolic equations. IV. Multi-component coupling and multidimensional well-balanced schemes

This series of papers is devoted to the formulation and the approximation of coupling problems for nonlinear hyperbolic equations. The coupling across an interface in the physical space is formulated in term of an augmented system of partial differential equations. In an earlier work, this strategy allowed us to develop a regularization method based on a thick interface model in one space variable. In the present paper, we significantly extend this framework and, in addition, encompass equations in several space variables. This new formulation includes the coupling of several distinct conservation laws and allows for a possible covering in space. Our main contributions are, on one hand, the design and analysis of a well-balanced finite volume method on general triangulations and, on the other hand, a proof of convergence of this method toward entropy solutions, extending Coquel, Cockburn, and LeFloch's theory (restricted to a single conservation law without coupling). The core of our analysis is, first, the derivation of entropy inequalities as well as a discrete entropy dissipation estimate and, second, a proof of convergence toward the entropy solution of the coupling problem.Comment: 37 page

Multilevel Monte Carlo for Random Degenerate Scalar Convection Diffusion Equation

We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous dependence of weak solutions on data in the deterministic case, we develop a definition of random entropy solution. We establish existence, uniqueness, measurability and integrability results for these random entropy solutions, generalizing \cite{Mishr478,MishSch10a} to possibly degenerate hyperbolic-parabolic problems with random data. We next address the numerical approximation of random entropy solutions, specifically the approximation of the deterministic first and second order statistics. To this end, we consider explicit and implicit time discretization and Finite Difference methods in space, and single as well as Multi-Level Monte-Carlo methods to sample the statistics. We establish convergence rate estimates with respect to the discretization parameters, as well as with respect to the overall work, indicating substantial gains in efficiency are afforded under realistic regularity assumptions by the use of the Multi-Level Monte-Carlo method. Numerical experiments are presented which confirm the theoretical convergence estimates.Comment: 24 Page

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

Geometric Error of Finite Volume Schemes for Conservation Laws on Evolving Surfaces

This paper studies finite volume schemes for scalar hyperbolic conservation laws on evolving hypersurfaces of $\mathbb{R}^3$. We compare theoretical schemes assuming knowledge of all geometric quantities to (practical) schemes defined on moving polyhedra approximating the surface. For the former schemes error estimates have already been proven, but the implementation of such schemes is not feasible for complex geometries. The latter schemes, in contrast, only require (easily) computable geometric quantities and are thus more useful for actual computations. We prove that the difference between approximate solutions defined by the respective families of schemes is of the order of the mesh width. In particular, the practical scheme converges to the entropy solution with the same rate as the theoretical one. Numerical experiments show that the proven order of convergence is optimal.Comment: 23 pages, 5 figures, to appear in Numerische Mathemati

Numerical Methods for the Fractional Laplacian: a Finite Difference-quadrature Approach

The fractional Laplacian $(-\Delta)^{\alpha/2}$ is a non-local operator which depends on the parameter $\alpha$ and recovers the usual Laplacian as $\alpha \to 2$. A numerical method for the fractional Laplacian is proposed, based on the singular integral representation for the operator. The method combines finite difference with numerical quadrature, to obtain a discrete convolution operator with positive weights. The accuracy of the method is shown to be $O(h^{3-\alpha})$. Convergence of the method is proven. The treatment of far field boundary conditions using an asymptotic approximation to the integral is used to obtain an accurate method. Numerical experiments on known exact solutions validate the predicted convergence rates. Computational examples include exponentially and algebraically decaying solution with varying regularity. The generalization to nonlinear equations involving the operator is discussed: the obstacle problem for the fractional Laplacian is computed.Comment: 29 pages, 9 figure

A discontinuous Galerkin method for the Vlasov-Poisson system

A discontinuous Galerkin method for approximating the Vlasov-Poisson system of equations describing the time evolution of a collisionless plasma is proposed. The method is mass conservative and, in the case that piecewise constant functions are used as a basis, the method preserves the positivity of the electron distribution function and weakly enforces continuity of the electric field through mesh interfaces and boundary conditions. The performance of the method is investigated by computing several examples and error estimates associated system's approximation are stated. In particular, computed results are benchmarked against established theoretical results for linear advection and the phenomenon of linear Landau damping for both the Maxwell and Lorentz distributions. Moreover, two nonlinear problems are considered: nonlinear Landau damping and a version of the two-stream instability are computed. For the latter, fine scale details of the resulting long-time BGK-like state are presented. Conservation laws are examined and various comparisons to theory are made. The results obtained demonstrate that the discontinuous Galerkin method is a viable option for integrating the Vlasov-Poisson system.Comment: To appear in Journal for Computational Physics, 2011. 63 pages, 86 figure