Convergence of a cell-centered finite volume discretization for linear elasticity

We show convergence of a cell-centered finite volume discretization for linear elasticity. The discretization, termed the MPSA method, was recently proposed in the context of geological applications, where cell-centered variables are often preferred. Our analysis utilizes a hybrid variational formulation, which has previously been used to analyze finite volume discretizations for the scalar diffusion equation. The current analysis deviates significantly from previous in three respects. First, additional stabilization leads to a more complex saddle-point problem. Secondly, a discrete Korn's inequality has to be established for the global discretization. Finally, robustness with respect to the Poisson ratio is analyzed. The stability and convergence results presented herein provide the first rigorous justification of the applicability of cell-centered finite volume methods to problems in linear elasticity

Kinetic Solvers with Adaptive Mesh in Phase Space

An Adaptive Mesh in Phase Space (AMPS) methodology has been developed for solving multi-dimensional kinetic equations by the discrete velocity method. A Cartesian mesh for both configuration (r) and velocity (v) spaces is produced using a tree of trees data structure. The mesh in r-space is automatically generated around embedded boundaries and dynamically adapted to local solution properties. The mesh in v-space is created on-the-fly for each cell in r-space. Mappings between neighboring v-space trees implemented for the advection operator in configuration space. We have developed new algorithms for solving the full Boltzmann and linear Boltzmann equations with AMPS. Several recent innovations were used to calculate the discrete Boltzmann collision integral with dynamically adaptive mesh in velocity space: importance sampling, multi-point projection method, and the variance reduction method. We have developed an efficient algorithm for calculating the linear Boltzmann collision integral for elastic and inelastic collisions in a Lorentz gas. New AMPS technique has been demonstrated for simulations of hypersonic rarefied gas flows, ion and electron kinetics in weakly ionized plasma, radiation and light particle transport through thin films, and electron streaming in semiconductors. We have shown that AMPS allows minimizing the number of cells in phase space to reduce computational cost and memory usage for solving challenging kinetic problems

Playing with nonuniform grids

Numerical experiments with discretization methods on nonuniform grids are presented for the convection-diffusion equation. These show that the accuracy of the discrete solution is not very well predicted by the local truncation error. The diagonal entries in the discrete coefficient matrix give a better clue: the convective term should not reduce the diagonal. Also, iterative solution of the discrete set of equations is discussed. The same criterion appears to be favourable.

A forward--backward stochastic algorithm for quasi-linear PDEs

We propose a time-space discretization scheme for quasi-linear parabolic PDEs. The algorithm relies on the theory of fully coupled forward--backward SDEs, which provides an efficient probabilistic representation of this type of equation. The derivated algorithm holds for strong solutions defined on any interval of arbitrary length. As a bypass product, we obtain a discretization procedure for the underlying FBSDE. In particular, our work provides an alternative to the method described in [Douglas, Ma and Protter (1996) Ann. Appl. Probab. 6 940--968] and weakens the regularity assumptions required in this reference.Comment: Published at http://dx.doi.org/10.1214/105051605000000674 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org