Piecewise linear transformation in diffusive flux discretization

To ensure the discrete maximum principle or solution positivity in finite volume schemes, diffusive flux is sometimes discretized as a conical combination of finite differences. Such a combination may be impossible to construct along material discontinuities using only cell concentration values. This is often resolved by introducing auxiliary node, edge, or face concentration values that are explicitly interpolated from the surrounding cell concentrations. We propose to discretize the diffusive flux after applying a local piecewise linear coordinate transformation that effectively removes the discontinuities. The resulting scheme does not need any auxiliary concentrations and is therefore remarkably simpler, while being second-order accurate under the assumption that the structure of the domain is locally layered.Comment: 11 pages, 1 figures, preprint submitted to Journal of Computational Physic

Non-negative mixed finite element formulations for a tensorial diffusion equation

We consider the tensorial diffusion equation, and address the discrete maximum-minimum principle of mixed finite element formulations. In particular, we address non-negative solutions (which is a special case of the maximum-minimum principle) of mixed finite element formulations. The discrete maximum-minimum principle is the discrete version of the maximum-minimum principle. In this paper we present two non-negative mixed finite element formulations for tensorial diffusion equations based on constrained optimization techniques (in particular, quadratic programming). These proposed mixed formulations produce non-negative numerical solutions on arbitrary meshes for low-order (i.e., linear, bilinear and trilinear) finite elements. The first formulation is based on the Raviart-Thomas spaces, and is obtained by adding a non-negative constraint to the variational statement of the Raviart-Thomas formulation. The second non-negative formulation based on the variational multiscale formulation. For the former formulation we comment on the affect of adding the non-negative constraint on the local mass balance property of the Raviart-Thomas formulation. We also study the performance of the active set strategy for solving the resulting constrained optimization problems. The overall performance of the proposed formulation is illustrated on three canonical test problems.Comment: 40 pages using amsart style file, and 15 figure

Enforcing the non-negativity constraint and maximum principles for diffusion with decay on general computational grids

In this paper, we consider anisotropic diffusion with decay, and the diffusivity coefficient to be a second-order symmetric and positive definite tensor. It is well-known that this particular equation is a second-order elliptic equation, and satisfies a maximum principle under certain regularity assumptions. However, the finite element implementation of the classical Galerkin formulation for both anisotropic and isotropic diffusion with decay does not respect the maximum principle. We first show that the numerical accuracy of the classical Galerkin formulation deteriorates dramatically with increase in the decay coefficient for isotropic medium and violates the discrete maximum principle. However, in the case of isotropic medium, the extent of violation decreases with mesh refinement. We then show that, in the case of anisotropic medium, the classical Galerkin formulation for anisotropic diffusion with decay violates the discrete maximum principle even at lower values of decay coefficient and does not vanish with mesh refinement. We then present a methodology for enforcing maximum principles under the classical Galerkin formulation for anisotropic diffusion with decay on general computational grids using optimization techniques. Representative numerical results (which take into account anisotropy and heterogeneity) are presented to illustrate the performance of the proposed formulation

An Efficient Method For Solving Highly Anisotropic Elliptic Equations

Solving elliptic PDEs in more than one dimension can be a computationally expensive task. For some applications characterised by a high degree of anisotropy in the coefficients of the elliptic operator, such that the term with the highest derivative in one direction is much larger than the terms in the remaining directions, the discretized elliptic operator often has a very large condition number - taking the solution even further out of reach using traditional methods. This paper will demonstrate a solution method for such ill-behaved problems. The high condition number of the D-dimensional discretized elliptic operator will be exploited to split the problem into a series of well-behaved one and (D-1)-dimensional elliptic problems. This solution technique can be used alone on sufficiently coarse grids, or in conjunction with standard iterative methods, such as Conjugate Gradient, to substantially reduce the number of iterations needed to solve the problem to a specified accuracy. The solution is formulated analytically for a generic anisotropic problem using arbitrary coordinates, hopefully bringing this method into the scope of a wide variety of applications.Comment: 37 pages, 11 figure

A moving mesh method with variable relaxation time

We propose a moving mesh adaptive approach for solving time-dependent partial differential equations. The motion of spatial grid points is governed by a moving mesh PDE (MMPDE) in which a mesh relaxation time \tau is employed as a regularization parameter. Previously reported results on MMPDEs have invariably employed a constant value of the parameter \tau. We extend this standard approach by incorporating a variable relaxation time that is calculated adaptively alongside the solution in order to regularize the mesh appropriately throughout a computation. We focus on singular problems involving self-similar blow-up to demonstrate the advantages of using a variable relaxation ime over a fixed one in terms of accuracy, stability and efficiency.Comment: 21 page

A Fast Semi-implicit Method for Anisotropic Diffusion

Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative temperatures for the anisotropic thermal diffusion equation. In a previous paper we proposed a monotonicity-preserving explicit method which uses limiters (analogous to those used in the solution of hyperbolic equations) to interpolate the temperature gradients at cell faces. However, being explicit, this method was limited by a restrictive Courant-Friedrichs-Lewy (CFL) stability timestep. Here we propose a fast, conservative, directionally-split, semi-implicit method which is second order accurate in space, is stable for large timesteps, and is easy to implement in parallel. Although not strictly monotonicity-preserving, our method gives only small amplitude temperature oscillations at large temperature gradients, and the oscillations are damped in time. With numerical experiments we show that our semi-implicit method can achieve large speed-ups compared to the explicit method, without seriously violating the monotonicity constraint. This method can also be applied to isotropic diffusion, both on regular and distorted meshes.Comment: accepted in the Journal of Computational Physics; 13 pages, 7 figures; updated to the accepted versio

The cutoff method for the numerical computation of nonnegative solutions of parabolic PDEs with application to anisotropic diffusion and lubrication-type equations

The cutoff method, which cuts off the values of a function less than a given number, is studied for the numerical computation of nonnegative solutions of parabolic partial differential equations. A convergence analysis is given for a broad class of finite difference methods combined with cutoff for linear parabolic equations. Two applications are investigated, linear anisotropic diffusion problems satisfying the setting of the convergence analysis and nonlinear lubrication-type equations for which it is unclear if the convergence analysis applies. The numerical results are shown to be consistent with the theory and in good agreement with existing results in the literature. The convergence analysis and applications demonstrate that the cutoff method is an effective tool for use in the computation of nonnegative solutions. Cutoff can also be used with other discretization methods such as collocation, finite volume, finite element, and spectral methods and for the computation of positive solutions.Comment: 19 pages, 41 figure

An anisotropic mesh adaptation method for the finite element solution of heterogeneous anisotropic diffusion problems

Heterogeneous anisotropic diffusion problems arise in the various areas of science and engineering including plasma physics, petroleum engineering, and image processing. Standard numerical methods can produce spurious oscillations when they are used to solve those problems. A common approach to avoid this difficulty is to design a proper numerical scheme and/or a proper mesh so that the numerical solution validates the discrete counterpart (DMP) of the maximum principle satisfied by the continuous solution. A well known mesh condition for the DMP satisfaction by the linear finite element solution of isotropic diffusion problems is the non-obtuse angle condition that requires the dihedral angles of mesh elements to be non-obtuse. In this paper, a generalization of the condition, the so-called anisotropic non-obtuse angle condition, is developed for the finite element solution of heterogeneous anisotropic diffusion problems. The new condition is essentially the same as the existing one except that the dihedral angles are now measured in a metric depending on the diffusion matrix of the underlying problem. Several variants of the new condition are obtained. Based on one of them, two metric tensors for use in anisotropic mesh generation are developed to account for DMP satisfaction and the combination of DMP satisfaction and mesh adaptivity. Numerical examples are given to demonstrate the features of the linear finite element method for anisotropic meshes generated with the metric tensors.Comment: 34 page

Integral representation of a solution to the Stokes-Darcy problem

With methods of potential theory we develop a representation of a solution of the coupled Stokes-Darcy model in a Lipschitz domain for boundary data in H-1/2