IMEX evolution of scalar fields on curved backgrounds

Inspiral of binary black holes occurs over a time-scale of many orbits, far longer than the dynamical time-scale of the individual black holes. Explicit evolutions of a binary system therefore require excessively many time steps to capture interesting dynamics. We present a strategy to overcome the Courant-Friedrichs-Lewy condition in such evolutions, one relying on modern implicit-explicit ODE solvers and multidomain spectral methods for elliptic equations. Our analysis considers the model problem of a forced scalar field propagating on a generic curved background. Nevertheless, we encounter and address a number of issues pertinent to the binary black hole problem in full general relativity. Specializing to the Schwarzschild geometry in Kerr-Schild coordinates, we document the results of several numerical experiments testing our strategy.Comment: 28 pages, uses revtex4. Revised in response to referee's report. One numerical experiment added which incorporates perturbed initial data and adaptive time-steppin

High Resolution Schemes for Conservation Laws With Source Terms.

This memoir is devoted to the study of the numerical treatment of source terms in hyperbolic conservation laws and systems. In particular, we study two types of situations that are particularly delicate from the point of view of their numerical approximation: The case of balance laws, with the shallow water system as the main example, and the case of hyperbolic equations with stiff source terms. In this work, we concentrate on the theoretical foundations of highresolution total variation diminishing (TVD) schemes for homogeneous scalar conservation laws, firmly established. We analyze the properties of a second order, flux-limited version of the Lax-Wendroff scheme which avoids oscillations around discontinuities, while preserving steady states. When applied to homogeneous conservation laws, TVD schemes prevent an increase in the total variation of the numerical solution, hence guaranteeing the absence of numerically generated oscillations. They are successfully implemented in the form of flux-limiters or slope limiters for scalar conservation laws and systems. Our technique is based on a flux limiting procedure applied only to those terms related to the physical flow derivative/Jacobian. We also extend the technique developed by Chiavassa and Donat to hyperbolic conservation laws with source terms and apply the multilevel technique to the shallow water system. With respect to the numerical treatment of stiff source terms, we take the simple model problem considered by LeVeque and Yee. We study the properties of the numerical solution obtained with different numerical techniques. We are able to identify the delay factor, which is responsible for the anomalous speed of propagation of the numerical solution on coarse grids. The delay is due to the introduction of non equilibrium values through numerical dissipation, and can only be controlled by adequately reducing the spatial resolution of the simulation. Explicit schemes suffer from the same numerical pathology, even after reducing the time step so that the stability requirements imposed by the fastest scales are satisfied. We study the behavior of Implicit-Explicit (IMEX) numerical techniques, as a tool to obtain high resolution simulations that incorporate the stiff source term in an implicit, systematic, manner

Recent Developments in the Numerics of Nonlinear Hyperbolic Conservation Laws

The development of reliable numerical methods for the simulation of real life problems requires both a fundamental knowledge in the field of numerical analysis and a proper experience in practical applications as well as their mathematical modeling. Thus, the purpose of the workshop was to bring together experts not only from the field of applied mathematics but also from civil and mechanical engineering working in the area of modern high order methods for the solution of partial differential equations or even approximation theory necessary to improve the accuracy as well as robustness of numerical algorithms

An IMEX-RK scheme for capturing similarity solutions in the multidimensional Burgers’ equation

In this paper we introduce a new, simple and efficient numerical scheme for the implementation of the freezing method for capturing similarity solutions in partial differential equations. The scheme is based on an IMEX-Runge-Kutta approach for a method of lines (semi-)discretization of the freezing partial differential algebraic equation (PDAE). We prove second order convergence for the time discretization at smooth solutions in the ODE-sense and we present numerical experiments that show second order convergence for the full discretization of the PDAE. As an example serves the multi-dimensional Burgers’ equation. By considering very different sizes of viscosity, Burgers’ equation can be considered as a prototypical example of general coupled hyperbolicparabolic PDEs. Numerical experiments show that our method works perfectly well for all sizes of viscosity, suggesting that the scheme is indeed suitable for capturing similarity solutions in general hyperbolic-parabolic PDEs by direct forward simulation with the freezing method

An IMEX-RK scheme for capturing similarity solutions in the multidimensional Burgers’ equation

In this paper we introduce a new, simple and efficient numerical scheme for the implementation of the freezing method for capturing similarity solutions in partial differential equations. The scheme is based on an IMEX-Runge-Kutta approach for a method of lines (semi-)discretization of the freezing partial differential algebraic equation (PDAE). We prove second order convergence for the time discretization at smooth solutions in the ODE-sense and we present numerical experiments that show second order convergence for the full discretization of the PDAE. As an example serves the multi-dimensional Burgers’ equation. By considering very different sizes of viscosity, Burgers’ equation can be considered as a prototypical example of general coupled hyperbolicparabolic PDEs. Numerical experiments show that our method works perfectly well for all sizes of viscosity, suggesting that the scheme is indeed suitable for capturing similarity solutions in general hyperbolic-parabolic PDEs by direct forward simulation with the freezing method

Exponential Integrator Methods for Nonlinear Fractional Reaction-diffusion Models

Nonlocality and spatial heterogeneity of many practical systems have made fractional differential equations very useful tools in Science and Engineering. However, solving these type of models is computationally demanding. In this work, we propose an exponential integrator method for nonlinear fractional reaction-diffusion equations. This scheme is based on using a real distinct poles discretization for the underlying matrix exponentials. Due to these real distinct poles, the algorithm could be easily implemented in parallel to take advantage of multiple processors for increased computational efficiency. The method is established to be second-order convergent; and proven to be robust for problems involving non-smooth/mismatched initial and boundary conditions and steep solution gradients. We examine the stability of the scheme through its amplification factor and plot the boundaries of the stability regions comparative to other second-order FETD schemes. This numerical scheme combined with fractional centered differencing is used for simulating many important nonlinear fractional models in applications. We demonstrate the superiority of our method over competing second order FETD schemes, BDF2 scheme, and IMEX schemes. Our experiments show that the proposed scheme is computationally more efficient (in terms of cpu time). Furthermore, we investigate the trade-off between using fractional centered differencing and matrix transfer technique in discretization of Riesz fractional derivatives. The generalized Mittag-Leffler function and its inverse is very useful in solving fractional differential equations and structural derivatives, respectively. However, their computational complexities have made them difficult to deal with numerically. We propose a real distinct pole rational approximation of the generalized Mittag-Leffler function. Under some mild conditions, this approximation is proven and empirically shown to be L-Acceptable. Due to the complete monotonicity property of the Mittag-Leffler function, we derive a rational approximation for the inverse generalized Mittag-Leffler function. These approximations are especially useful in developing efficient and accurate numerical schemes for partial differential equations of fractional order. Several applications are presented such as complementary error function, solution of fractional differential equations, and the ultraslow diffusion model using the structural derivative. Furthermore, we present a preliminary result of the application of the M-L RDP approximation to develop a generalized exponetial integrator scheme for time-fractional nonlinear reaction-diffusion equation

Métodos de aproximación Lagrangiano-Eulerianos para leyes de equilibrio y leyes de conservación hiperbólicas

Un nuevo volumen finito de control es presentado en un enfoque Lagrangiano-Euleriano (ver artículos [1, 28]), en este, un dominio de espacio-tiempo es estudiado con el fin de diseñar un esquema localmente conservativo. Tal esquema tiene en cuenta el delicado balance no linear, entre las aproximaciones numéricas del flujo hiperbólico y el término fuente, en problemas de ley de balance ligados con leyes de conservación puramente hiperbólicas. Además, combinando algunas ideas de este nuevo enfoque, hacemos una construcción formal de un nuevo algoritmo para resolver importantes problemas de leyes de conservación en dos dimensiones espaciales. Un conjunto pertinente de experimentos numéricos para diferentes modelos es presentado para mostrar evidencia que soluciones cualitativamente correctas son aproximadas. A new finite control volume in a Lagrangian-Eulerian framework is presented (see papers [1, 28]), in which a local space-time domain is studied, in order to design a locally conservative scheme. Such scheme accounts for the delicate nonlinear balance between the numerical approximations of the hyperbolic flux and the source term for balance law problems linked to the purely hyperbolic character of conservation laws. Furthermore, by combining the ideas of this new approach, we give a formal construction of a new algorithm for solving several nonlinear hyperbolic conservation laws in two space dimensions. Here, a set of pertinent numerical experiments for distinct models is presented to evidence that we are calculating the correct qualitatively good solutions.&nbsp