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

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

Immersed Boundary Smooth Extension: A high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order numerical method which we call the Immersed Boundary Smooth Extension (IBSE) method. The IBSE method achieves high-order accuracy by smoothly extending the unknown solution of the PDE from a given smooth domain to a larger computational domain, enabling the use of simple Cartesian-grid discretizations (e.g. Fourier spectral methods). The method preserves much of the flexibility and robustness of the original IB method. In particular, it requires minimal geometric information to describe the boundary and relies only on convolution with regularized delta-functions to communicate information between the computational grid and the boundary. We present a fast algorithm for solving elliptic equations, which forms the basis for simple, high-order implicit-time methods for parabolic PDE and implicit-explicit methods for related nonlinear PDE. We apply the IBSE method to solve the Poisson, heat, Burgers', and Fitzhugh-Nagumo equations, and demonstrate fourth-order pointwise convergence for Dirichlet problems and third-order pointwise convergence for Neumann problems

Evaluation of numerical integration schemes for a partial integro-differential equation

Numerical methods are important in computational neuroscience where complex nonlinear systems are studied. This report evaluates two methodologies, finite differences and Fourier series, for numerically integrating a nonlinear neural model based on a partial integro-differential equation. The stability and convergence criteria of four finite difference methods is investigated and their efficiency determined. Various ODE solvers in Matlab are used with the Fourier series method to solve the neural model, with an evaluation of the accuracy of the approximation versus the efficiency of the method. The two methodologies are then compared

An efficient method for the incompressible Navier-Stokes equations on irregular domains with no-slip boundary conditions, high order up to the boundary

Common efficient schemes for the incompressible Navier-Stokes equations, such as projection or fractional step methods, have limited temporal accuracy as a result of matrix splitting errors, or introduce errors near the domain boundaries (which destroy uniform convergence to the solution). In this paper we recast the incompressible (constant density) Navier-Stokes equations (with the velocity prescribed at the boundary) as an equivalent system, for the primary variables velocity and pressure. We do this in the usual way away from the boundaries, by replacing the incompressibility condition on the velocity by a Poisson equation for the pressure. The key difference from the usual approaches occurs at the boundaries, where we use boundary conditions that unequivocally allow the pressure to be recovered from knowledge of the velocity at any fixed time. This avoids the common difficulty of an, apparently, over-determined Poisson problem. Since in this alternative formulation the pressure can be accurately and efficiently recovered from the velocity, the recast equations are ideal for numerical marching methods. The new system can be discretized using a variety of methods, in principle to any desired order of accuracy. In this work we illustrate the approach with a 2-D second order finite difference scheme on a Cartesian grid, and devise an algorithm to solve the equations on domains with curved (non-conforming) boundaries, including a case with a non-trivial topology (a circular obstruction inside the domain). This algorithm achieves second order accuracy (in L-infinity), for both the velocity and the pressure. The scheme has a natural extension to 3-D.Comment: 50 pages, 14 figure

High-order numerical methods for 2D parabolic problems in single and composite domains

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at interfaces, considering (i) the Cut Finite Element Method; (ii) the Difference Potentials Method; and (iii) the summation-by-parts Finite Difference Method. First we give a brief introduction for each of the three methods. Next, we propose benchmark problems, and consider numerical tests-with respect to accuracy and convergence-for linear parabolic problems on a single domain, and continue with similar tests for linear parabolic problems on a composite domain (with the interface defined either explicitly or implicitly). Lastly, a comparative discussion of the methods and numerical results will be given.Comment: 45 pages, 12 figures, in revision for Journal of Scientific Computin