A discrete least squares collocation method for two-dimensional nonlinear time-dependent partial differential equations

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using tensor product cubic spline basis functions defined on a background rectangular (interpolation) mesh, which leads to high spatial accuracy and straightforward implementation, and establishes a solid base for extending the computational framework to three-dimensional problems. A semi-implicit time-stepping method is employed to transform the nonlinear partial differential equation into a linear boundary value problem. A key finding of our study is that the newly proposed mesh-free finite volume method based on circular control volumes reduces to the collocation method as the radius limits to zero. Both methods produce a large constrained least-squares problem that must be solved at each time step in the advancement of the solution. We have found that regularization yields a relatively well-conditioned system that can be solved accurately using QR factorization. An extensive numerical investigation is performed to illustrate the effectiveness of the present methods, including the application of the new method to a coupled system of time-fractional partial differential equations having different fractional indices in different (irregularly shaped) regions of the solution domain

The Meshfree Finite Volume Method with application to multi-phase porous media models

International audienceNumerical methods form a cornerstone of the analysis and investigation of mathematical models for physical processes. Many classical numerical schemes rely on the application of strict meshing structures to generate accurate solutions, which in some applications are an infeasible constraint. Within this paper we outline a new meshfree numerical scheme, which we call the Meshfree Finite Volume Method (MFVM). The MFVM uses interpolants to approximate fluxes in a disjoint finite volume scheme, allowing for the accurate solution of strong-form PDEs. We present a derivation of the MFVM, and give error bounds on the spatial and temporal approximations used within the scheme. We present a wide variety of applications of the method, showing key features, and advantages over traditional meshed techniques. We close with an application of the method to a non-linear multi-phase wood drying model, showing the potential for solving numerically challenging problems