Invariant Discretization Schemes Using Evolution-Projection Techniques

Finite difference discretization schemes preserving a subgroup of the maximal Lie invariance group of the one-dimensional linear heat equation are determined. These invariant schemes are constructed using the invariantization procedure for non-invariant schemes of the heat equation in computational coordinates. We propose a new methodology for handling moving discretization grids which are generally indispensable for invariant numerical schemes. The idea is to use the invariant grid equation, which determines the locations of the grid point at the next time level only for a single integration step and then to project the obtained solution to the regular grid using invariant interpolation schemes. This guarantees that the scheme is invariant and allows one to work on the simpler stationary grids. The discretization errors of the invariant schemes are established and their convergence rates are estimated. Numerical tests are carried out to shed some light on the numerical properties of invariant discretization schemes using the proposed evolution-projection strategy

A low complexity algorithm for non-monotonically evolving fronts

A new algorithm is proposed to describe the propagation of fronts advected in the normal direction with prescribed speed function F. The assumptions on F are that it does not depend on the front itself, but can depend on space and time. Moreover, it can vanish and change sign. To solve this problem the Level-Set Method [Osher, Sethian; 1988] is widely used, and the Generalized Fast Marching Method [Carlini et al.; 2008] has recently been introduced. The novelty of our method is that its overall computational complexity is predicted to be comparable to that of the Fast Marching Method [Sethian; 1996], [Vladimirsky; 2006] in most instances. This latter algorithm is O(N^n log N^n) if the computational domain comprises N^n points. Our strategy is to use it in regions where the speed is bounded away from zero -- and switch to a different formalism when F is approximately 0. To this end, a collection of so-called sideways partial differential equations is introduced. Their solutions locally describe the evolving front and depend on both space and time. The well-posedness of those equations, as well as their geometric properties are addressed. We then propose a convergent and stable discretization of those PDEs. Those alternative representations are used to augment the standard Fast Marching Method. The resulting algorithm is presented together with a thorough discussion of its features. The accuracy of the scheme is tested when F depends on both space and time. Each example yields an O(1/N) global truncation error. We conclude with a discussion of the advantages and limitations of our method.Comment: 30 pages, 12 figures, 1 tabl

Treatment of complex interfaces for Maxwell's equations with continuous coefficients using the correction function method

We propose a high-order FDTD scheme based on the correction function method (CFM) to treat interfaces with complex geometry without increasing the complexity of the numerical approach for constant coefficients. Correction functions are modeled by a system of PDEs based on Maxwell's equations with interface conditions. To be able to compute approximations of correction functions, a functional that is a square measure of the error associated with the correction functions' system of PDEs is minimized in a divergence-free discrete functional space. Afterward, approximations of correction functions are used to correct a FDTD scheme in the vicinity of an interface where it is needed. We perform a perturbation analysis on the correction functions' system of PDEs. The discrete divergence constraint and the consistency of resulting schemes are studied. Numerical experiments are performed for problems with different geometries of the interface. A second-order convergence is obtained for a second-order FDTD scheme corrected using the CFM. High-order convergence is obtained with a corrected fourth-order FDTD scheme. The discontinuities within solutions are accurately captured without spurious oscillations.Comment: 29 pages, 12 figures, modification of Acknowledgment