Intermediate boundary conditions for LOD, ADI and approximate factorization methods

A general approach to determining the correct intermediate boundary conditions for dimensional splitting methods is presented. The intermediate solution U is viewed as a second order accurate approximation to a modified equation. Deriving the modified equation and using the relationship between this equation and the original equation allows us to determine the correct boundary conditions for U*. This technique is illustrated by applying it to locally one dimensional (LOD) and alternating direction implicit (ADI) methods for the heat equation in two and three space dimensions. The approximate factorization method is considered in slightly more generality

High resolution finite volume methods on arbitrary grids via wave propagation

A generalization of Godunov's method for systems of conservation laws has been developed and analyzed that can be applied with arbitrary time steps on arbitrary grids in one space dimension. Stability for arbitrary time steps is achieved by allowing waves to propagate through more than one mesh cell in a time step. The method is extended here to second order accuracy and to a finite volume method in two space dimensions. This latter method is based on solving one dimensional normal and tangential Riemann problems at cell interfaces and again propagating waves through one or more mesh cells. By avoiding the usual time step restriction of explicit methods, it is possible to use reasonable time steps on irregular grids where the minimum cell area is much smaller than the average cell. Boundary conditions for the Euler equations are discussed and special attention is given to the case of a Cartesian grid cut by an irregular boundary. In this case small grid cells arise only near the boundary, and it is desirable to use a time step appropriate for the regular interior cells. Numerical results in two dimensions show that this can be achieved

Stable boundary conditions for Cartesian grid calculations

The inviscid Euler equations in complicated geometries are solved using a Cartesian grid. This requires solid wall boundary conditions in the irregular grid cells near the boundary. Since these cells may be orders of magnitude smaller than the regular grid cells, stability is a primary concern. An approach to this problem is presented and its use is illustrated

On the resolvent condition in the Kreiss matrix theorem

The Kreiss Matrix Theorem asserts the uniform equivalence over all N x N matrices of power boundedness and a certain resolvent estimate. It is shown that the ratio of the constants in these two conditions grows linearly with N, and the optimal proportionality factor is obtained up to a factor of 2. Analogous results are also given for the related problem involving matrix exponentials. The proofs make use of a lemma that may be of independent interest, which bounds the arch length of the image of a circle in the complex plane under a rational function