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

hp-adaptive discontinuous Galerkin solver for elliptic equations in numerical relativity

A considerable amount of attention has been given to discontinuous Galerkin methods for hyperbolic problems in numerical relativity, showing potential advantages of the methods in dealing with hydrodynamical shocks and other discontinuities. This paper investigates discontinuous Galerkin methods for the solution of elliptic problems in numerical relativity. We present a novel hp-adaptive numerical scheme for curvilinear and non-conforming meshes. It uses a multigrid preconditioner with a Chebyshev or Schwarz smoother to create a very scalable discontinuous Galerkin code on generic domains. The code employs compactification to move the outer boundary near spatial infinity. We explore the properties of the code on some test problems, including one mimicking Neutron stars with phase transitions. We also apply it to construct initial data for two or three black holes

Spectral method for matching exterior and interior elliptic problems

A spectral method is described for solving coupled elliptic problems on an interior and an exterior domain. The method is formulated and tested on the two-dimensional interior Poisson and exterior Laplace problems, whose solutions and their normal derivatives are required to be continuous across the interface. A complete basis of homogeneous solutions for the interior and exterior regions, corresponding to all possible Dirichlet boundary values at the interface, are calculated in a preprocessing step. This basis is used to construct the influence matrix which serves to transform the coupled boundary conditions into conditions on the interior problem. Chebyshev approximations are used to represent both the interior solutions and the boundary values. A standard Chebyshev spectral method is used to calculate the interior solutions. The exterior harmonic solutions are calculated as the convolution of the free-space Green's function with a surface density; this surface density is itself the solution to an integral equation which has an analytic solution when the boundary values are given as a Chebyshev expansion. Properties of Chebyshev approximations insure that the basis of exterior harmonic functions represents the external near-boundary solutions uniformly. The method is tested by calculating the electrostatic potential resulting from charge distributions in a rectangle. The resulting influence matrix is well-conditioned and solutions converge exponentially as the resolution is increased. The generalization of this approach to three-dimensional problems is discussed, in particular the magnetohydrodynamic equations in a finite cylindrical domain surrounded by a vacuum

A multidomain spectral method for solving elliptic equations

We present a new solver for coupled nonlinear elliptic partial differential equations (PDEs). The solver is based on pseudo-spectral collocation with domain decomposition and can handle one- to three-dimensional problems. It has three distinct features. First, the combined problem of solving the PDE, satisfying the boundary conditions, and matching between different subdomains is cast into one set of equations readily accessible to standard linear and nonlinear solvers. Second, touching as well as overlapping subdomains are supported; both rectangular blocks with Chebyshev basis functions as well as spherical shells with an expansion in spherical harmonics are implemented. Third, the code is very flexible: The domain decomposition as well as the distribution of collocation points in each domain can be chosen at run time, and the solver is easily adaptable to new PDEs. The code has been used to solve the equations of the initial value problem of general relativity and should be useful in many other problems. We compare the new method to finite difference codes and find it superior in both runtime and accuracy, at least for the smooth problems considered here.Comment: 31 pages, 8 figure

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