Finite-difference schemes for anisotropic diffusion

In fusion plasmas diffusion tensors are extremely anisotropic due to the high temperature and large magnetic field strength. This causes diffusion, heat conduction, and viscous momentum loss, to effectively be aligned with the magnetic field lines. This alignment leads to different values for the respective diffusive coefficients in the magnetic field direction and in the perpendicular direction, to the extent that heat diffusion coefficients can be up to 10 to the 12 th times larger in the parallel direction than in the perpendicular direction. This anisotropy puts stringent requirements on the numerical methods used to approximate the MHD-equations since any misalignment of the grid may cause the perpendicular diffusion to be polluted by the numerical error in approximating the parallel diffusion. Currently the common approach is to apply magnetic field-aligned coordinates, an approach that automatically takes care of the directionality of the diffusive coefficients. This approach runs into problems at x-points and at points where there is magnetic re-connection, since this causes local non-alignment. It is therefore useful to consider numerical schemes that are tolerant to the misalignment of the grid with the magnetic field lines, both to improve existing methods and to help open the possibility of applying regular non-aligned grids. To investigate this, in this paper several discretisation schemes are developed and applied to the anisotropic heat diffusion equation on a non-aligned grid.</p

A unified approach to Mimetic Finite Difference, Hybrid Finite Volume and Mixed Finite Volume methods

We investigate the connections between several recent methods for the discretization of anisotropic heterogeneous diffusion operators on general grids. We prove that the Mimetic Finite Difference scheme, the Hybrid Finite Volume scheme and the Mixed Finite Volume scheme are in fact identical up to some slight generalizations. As a consequence, some of the mathematical results obtained for each of the method (such as convergence properties or error estimates) may be extended to the unified common framework. We then focus on the relationships between this unified method and nonconforming Finite Element schemes or Mixed Finite Element schemes, obtaining as a by-product an explicit lifting operator close to the ones used in some theoretical studies of the Mimetic Finite Difference scheme. We also show that for isotropic operators, on particular meshes such as triangular meshes with acute angles, the unified method boils down to the well-known efficient two-point flux Finite Volume scheme

The non-locality of Markov chain approximations to two-dimensional diffusions

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We derive conditions on the diffusion coefficients which permit transition probabilities to match locally first and second moments. We derive a novel formula which expresses how the matching becomes more difficult for larger (absolute) correlations and strongly anisotropic processes, such that instantaneous moves to more distant neighbours on the lattice have to be allowed. Roughly speaking, for non-zero correlations, the distance covered in one timestep is proportional to the ratio of volatilities in the two directions. We discuss the implications to Markov decision processes and the convergence analysis of approximations to Hamilton-Jacobi-Bellman equations in the Barles-Souganidis framework.Comment: Corrected two errata from previous and journal version: definition of R in (5) and summations in (7

The cutoff method for the numerical computation of nonnegative solutions of parabolic PDEs with application to anisotropic diffusion and lubrication-type equations

The cutoff method, which cuts off the values of a function less than a given number, is studied for the numerical computation of nonnegative solutions of parabolic partial differential equations. A convergence analysis is given for a broad class of finite difference methods combined with cutoff for linear parabolic equations. Two applications are investigated, linear anisotropic diffusion problems satisfying the setting of the convergence analysis and nonlinear lubrication-type equations for which it is unclear if the convergence analysis applies. The numerical results are shown to be consistent with the theory and in good agreement with existing results in the literature. The convergence analysis and applications demonstrate that the cutoff method is an effective tool for use in the computation of nonnegative solutions. Cutoff can also be used with other discretization methods such as collocation, finite volume, finite element, and spectral methods and for the computation of positive solutions.Comment: 19 pages, 41 figure

Modeling anisotropic diffusion using a departure from isotropy approach

There are a large number of finite volume solvers available for solution of isotropic diffusion equation. This article presents an approach of adapting these solvers to solve anisotropic diffusion equations. The formulation works by decomposing the diffusive flux into a component associated with isotropic diffusion and another component associated with departure from isotropic diffusion. This results in an isotropic diffusion equation with additional terms to account for the anisotropic effect. These additional terms are treated using a deferred correction approach and coupled via an iterative procedure. The presented approach is validated against various diffusion problems in anisotropic media with known analytical or numerical solutions. Although demonstrated for two-dimensional problems, extension of the present approach to three-dimensional problems is straight forward. Other than the finite volume method, this approach can be applied to any discretization method

VAGO method for the solution of elliptic second-order boundary value problems

Mathematical physics problems are often formulated using differential oprators of vector analysis - invariant operators of first order, namely, divergence, gradient and rotor operators. In approximate solution of such problems it is natural to employ similar operator formulations for grid problems, too. The VAGO (Vector Analysis Grid Operators) method is based on such a methodology. In this paper the vector analysis difference operators are constructed using the Delaunay triangulation and the Voronoi diagrams. Further the VAGO method is used to solve approximately boundary value problems for the general elliptic equation of second order. In the convection-diffusion-reaction equation the diffusion coefficient is a symmetric tensor of second order

Sobolev gradients and image interpolation

We present here a new image inpainting algorithm based on the Sobolev gradient method in conjunction with the Navier-Stokes model. The original model of Bertalmio et al is reformulated as a variational principle based on the minimization of a well chosen functional by a steepest descent method. This provides an alternative of the direct solving of a high-order partial differential equation and, consequently, allows to avoid complicated numerical schemes (min-mod limiters or anisotropic diffusion). We theoretically analyze our algorithm in an infinite dimensional setting using an evolution equation and obtain global existence and uniqueness results as well as the existence of an $\omega$-limit. Using a finite difference implementation, we demonstrate using various examples that the Sobolev gradient flow, due to its smoothing and preconditioning properties, is an effective tool for use in the image inpainting problem

Fokker-Planck Models of Star Clusters with Anisotropic Velocity Distributions. I. Pre-Collapse Evolution

The evolution of a spherical single-mass star cluster is followed in detail up to core collapse by numerically solving the orbit-averaged two-dimensional Fokker-Planck equation in energy-angular momentum space. Velocity anisotropy is allowed in the two-dimensional Fokker-Planck model. Using improved numerical codes, the evolution has been followed until the central density increased by a factor of $10^{14}$ with high numerical accuracy. The numerical results clearly show self-similar evolution of the core during the late stages of the core collapse. When Plummer's model is chosen as the initial condition, the collapse time is about 17.6 times the initial half-mass relaxation time. This is longer than the collapse time for the isotropic model by about 13%. As the result of strong relaxation in the core, the halo becomes to be dominated by radial orbits. The degree of anisotropy monotonically increases as the radius increases.Comment: 19 pages, latex, 7 postscript figures, uuencoded gzipped tar file. Submitted to PAS