H-adaptive Mesh Method with Double Tolerance Adaptive Strategy for Hyperbolic Conservation Laws

The numerical method used to solve hyperbolic conservation laws is often an explicit scheme. As a commonly used technique to improve the quality of numerical simulation, the $h$ -adaptive mesh method is adopted to resolve sharp structures in the solution. Since the computational costs of altering the mesh and solving the PDEs are comparable, too often the mesh adaption triggered may bring down the overall efficiency of solving hyperbolic conservation laws using $h$ -adaptive mesh method. In this paper, we propose a so-called double tolerance adaptive strategy to optimize the overall numerical efficiency by reducing the number of mesh adaptions, as well as preserving the quality of the numerical solution. Numerical results are presented to demonstrate the robustness and effectiveness of our $h$ -adaptive algorithm using the double tolerance adaptive strategy.     

Multiresolution Wavelet Based Adaptive Numerical Dissipation Control for High Order Methods

The recently developed essentially fourth-order or higher low dissipative shock-capturing scheme of Yee, Sandham, and Djomehri [25] aimed at minimizing numerical dissipations for high speed compressible viscous flows containing shocks, shears and turbulence. To detect non-smooth behavior and control the amount of numerical dissipation to be added, Yee et al. employed an artificial compression method (ACM) of Harten [4] but utilize it in an entirely different context than Harten originally intended. The ACM sensor consists of two tuning parameters and is highly physical problem dependent. To minimize the tuning of parameters and physical problem dependence, new sensors with improved detection properties are proposed. The new sensors are derived from utilizing appropriate non-orthogonal wavelet basis functions and they can be used to completely switch off the extra numerical dissipation outside shock layers. The non-dissipative spatial base scheme of arbitrarily high order of accuracy can be maintained without compromising its stability at all parts of the domain where the solution is smooth. Two types of redundant non-orthogonal wavelet basis functions are considered. One is the B-spline wavelet (Mallat and Zhong [14]) used by Gerritsen and Olsson [3] in an adaptive mesh refinement method, to determine regions where refinement should be done. The other is the modification of the multiresolution method of Harten [5] by converting it to a new, redundant, non-orthogonal wavelet. The wavelet sensor is then obtained by computing the estimated Lipschitz exponent of a chosen physical quantity (or vector) to be sensed on a chosen wavelet basis function. Both wavelet sensors can be viewed as dual purpose adaptive methods leading to dynamic numerical dissipation control and improved grid adaptation indicators. Consequently, they are useful not only for shock-turbulence computations but also for computational aeroacoustics and numerical combustion. In addition, these sensors are scheme independent and can be stand-alone options for numerical algorithms other than the Yee et al. scheme.     

An adaptive wavelet collocation method for solving optimal control of elliptic variational inequalities of the obstacle type

This paper presents a fast computational technique based on the wavelet collocation method for the numerical solution of an optimal control problem governed by elliptic variational inequalities of obstacle type. In this problem, the solution divides the domain into contact and noncontact sets. The boundary between the contact and noncontact sets is a free boundary, which is not known a priori and the solution is not smooth on it. Accordingly, a very fine grid is needed in order to obtain a solution with a reasonable accuracy. In this paper, our aim is to propose an adaptive scheme in order to generate an appropriate and economic irregular dyadic mesh for finding the optimal control and state functions. The irregular mesh will be generated such that its density around the free boundary is higher than in other places and high-resolution computations are focused on these zones. To this aim, we use an adaptive wavelet collocation method and take advantage of the fast wavelet transform of compact-supported interpolating wavelets to develop a multi-level algorithm, which generates an adaptive computational grid. Using this adaptive grid takes less CPU time than using a full regular mesh. At each step of the algorithm, the active set method is used for solving the optimality system of the obstacle problem on the adapted mesh. Finally, the numerical examples are presented to show the validity and efficiency of the technique.     

变形法移动网格求解双曲型守恒律方程研究

在现有格式的基础上要提高偏微分方程数值解的分辨率,自适应移动网格技术是一种有效而且可行的方法。文中将文献[1]提出的自适应移动网格技术推广到三角形网格,并将该方法用于求解双曲型守恒量方程。用网格自适应技术求解守恒律问题时,当生成新网格之后,需要将旧网格上的函数值更新到新的网格,并保持物理量的守恒性。针对这个问题,文中提出了函数值更新过程中守恒型插值公式的具体形式,并针对二维双曲型守恒律方程进行了仿真实验,取得了满意的结果。     

Mixed discontinuous Legendre wavelet Galerkin method for solving elliptic partial differential equations

By incorporating the Legendre multiwavelet into the mixed discontinuous Galerkin method, in this paper, we present a novel method for solving second-order elliptic partial differential equations (PDEs), which is known as the mixed discontinuous Legendre multiwavelet Galerkin method, derive an adaptive algorithm for the method and estimate the approximating error of its numerical fluxes. One striking advantage of our method is that the differential operator, boundary conditions and numerical fluxes involved in the elementwise computation can be done with lower time cost. Numerical experiments demonstrate the validity of this method. The proposed method is also applicable to some other kinds of PDEs.     

Goal-Oriented Adaptivity and Multilevel Preconditioning for the Poisson-Boltzmann Equation

In this article, we develop goal-oriented error indicators to drive adaptive refinement algorithms for the Poisson-Boltzmann equation. Empirical results for the solvation free energy linear functional demonstrate that goal-oriented indicators are not sufficient on their own to lead to a superior refinement algorithm. To remedy this, we propose a problem-specific marking strategy using the solvation free energy computed from the solution of the linear regularized Poisson-Boltzmann equation. The convergence of the solvation free energy using this marking strategy, combined with goal-oriented refinement, compares favorably to adaptive methods using an energy-based error indicator. Due to the use of adaptive mesh refinement, it is critical to use multilevel preconditioning in order to maintain optimal computational complexity. We use variants of the classical multigrid method, which can be viewed as generalizations of the hierarchical basis multigrid and Bramble-Pasciak-Xu (BPX) preconditioners.     

A Locally Gradient-Preserving Reinitialization for Level Set Functions

The level set method commonly requires a reinitialization of the level set function due to interface motion and deformation. We extend the traditional technique for reinitializing the level set function to a method that preserves the interface gradient. The gradient of the level set function represents the stretching of the interface, which is of critical importance in many physical applications. The proposed locally gradient-preserving reinitialization (LGPR) method involves the solution of three PDEs of Hamilton–Jacobi type in succession; first the signed distance function is found using a traditional reinitialization technique, then the interface gradient is extended into the domain by a transport equation, and finally the new level set function is found by solving a generalized reinitialization equation. We prove the well-posedness of the Hamilton–Jacobi equations, with possibly discontinuous Hamiltonians, and propose numerical schemes for their solutions. A subcell resolution technique is used in the numerical solution of the transport equation to extend data away from the interface directly with high accuracy. The reinitialization technique is computationally inexpensive if the PDEs are solved only in a small band surrounding the interface. As an important application, we show how the LGPR procedure can be used to make possible the local level set approach to the Eulerian Immersed boundary method.     

One-shot methods in function space for PDE-constrained optimal control problems

We state and analyse one-shot methods in function space for the optimal control of nonlinear partial differential equations (PDEs) that can be formulated in terms of a fixed-point operator. A general convergence theorem is proved by generalizing the previously obtained results in finite dimensions. As application examples we consider two nonlinear elliptic model problems: the stationary solid fuel ignition model and the stationary viscous Burgers equation. For these problems we present a more detailed convergence analysis of the method. The resulting algorithms are computationally implemented in combination with an adaptive mesh refinement strategy, which leads to an improvement in the performance of the one-shot approach.     

Numerical simulation of incompressible flows using adaptive unstructured meshes and the pseudo-compressibility hypothesis

The numerical simulation of incompressible viscous flows, using finite elements with automatic adaptive unstructured meshes and the pseudo-compressibility hypothesis, is presented in this work. Special emphasis is given to the automatic adaptive process of unstructured meshes with linear tetrahedral elements in order to get more accurate solutions at relatively low computational costs. The behaviour of the numerical solution is analyzed using error indicators to detect regions where some important physical phenomena occur. An adaptive scheme, consisting in a mesh refinement process followed by a nodal re-allocation technique, is applied to the regions in order to improve the quality of the numerical solution. The error indicators, the refinement and nodal re-allocation processes as well as the corresponding data structure (to manage the connectivity among the different entities of a mesh, such as elements, faces, edges and nodes) are described. Then, the formulation and application of a mesh adaptation strategy, which includes a refinement scheme, a mesh smoothing technique, very simple error indicators and an adaptation criterion based in statistical theory, integrated with an algorithm to simulate complex two and three dimensional incompressible viscous flows, are the main contributions of this work. Two numerical examples are presented and their results are compared with those obtained by other authors.     

An adaptive Rothe method for the wave equation

The adaptive Rothe method approaches a time-dependent PDE as an ODE in function space. This ODE is solved virtually using an adaptive state-of-the-art integrator. The actual realization of each time-step requires the numerical solution of an elliptic boundary value problem, thus perturbing the virtual function space method. The admissible size of that perturbation can be computed a priori and is prescribed as a tolerance to an adaptive multilevel finite element code, which provides each time-step with an individually adapted spatial mesh. In this way, the method avoids the well-known difficulties of the method of lines in higher space dimensions. During the last few years the adaptive Rothe method has been applied successfully to various problems with infinite speed of propagation of information. The present study concerns the adaptive Rothe method for hyperbolic equations in the model situation of the wave equation. All steps of the construction are given in detail and a numerical example (diffraction at a corner) is provided for the 2D wave equation. This example clearly indicates that the adaptive Rothe method is appropriate for problems which can generally benefit from mesh adaptation. This should be even more pronounced in the 3D case because of the strong Huygens' principle. Accepted: 12 August 1997     

Modeling physical systems using finite element Cell-DEVS

We propose a method to analyze complex physical systems using two-dimensional Cell-DEVS models. These problems are usually modeled with one or more Partial Differential Equations and solved using numerical methods. Our goal is to improve the definition of such problems by mapping them into the Cell-DEVS formalism, which permits easy integration with models defined with other formalisms, and its definition using advanced modeling and simulation tools. To show this, we used two methods for solving PDEs, and deduced the updating rules for their mapping to Cell-DEVS. As our simulation results show, the accuracy of the Cell-DEVS solution is the same of these previous methods, showing that we can use Cell-DEVS as a tool to obtain numerical solution for systems of PDEs. Simultaneously, this method provides us with a simpler mechanism for model definition, automated parallelism, and faster execution.     

求解非线性期权定价模型的自适应小波同伦摄动技术

Leland 模型是在考虑交易费用的情况下,对 Black - Scholes 模型进行修改得到的非线性期权定价模型. 本文针对 Leland 模型,提出了一种求解非线性动力学模型的自适应多尺度小波同伦摄动法. 该方法首先利用插值小波理论构造了用于逼近连续函数的多尺度小波插值算子,利用该算子可以将非线性期权定价模型方程自适应离散为非线性常微分方程组; 然后将用于求解非线性常微分方程组的同伦摄动技术和小波变换的动态过程相结合,构造了求解 Leland 模型的自适应数值求解方法. 数值模拟结果验证了该方法在数值精度和计算效率方面的优越性.     

A numerical investigation on the interplay amongst geometry, meshes, and linear algebra in the finite element solution of elliptic PDEs

In this paper, we study the effect of the choice of mesh quality metric, preconditioner, and sparse linear solver on the numerical solution of elliptic partial differential equations (PDEs). We smooth meshes on several geometric domains using various quality metrics and solve the associated elliptic PDEs using the finite element method. The resulting linear systems are solved using various combinations of preconditioners and sparse linear solvers. We use the inverse mean ratio and radius ratio metrics in addition to conditioning-based scale-invariant and interpolation-based size-and-shape metrics. We employ the Jacobi, SSOR, incomplete LU, and algebraic multigrid preconditioners and the conjugate gradient, minimum residual, generalized minimum residual, and bi-conjugate gradient stabilized solvers. We focus on determining the most efficient quality metric, preconditioner, and linear solver combination for the numerical solution of various elliptic PDEs with isotropic coefficients. We also investigate the effect of vertex perturbation and the effect of increasing the problem size on the number of iterations required to converge and on the solver time. In this paper, we consider Poisson’s equation, general second-order elliptic PDEs, and linear elasticity problems.     

A Hybrid Fourier–Chebyshev Method for Partial Differential Equations

We propose a pseudospectral hybrid algorithm to approximate the solution of partial differential equations (PDEs) with non-periodic boundary conditions. Most of the approximations are computed using Fourier expansions that can be efficiently obtained by fast Fourier transforms. To avoid the Gibbs phenomenon, super-Gaussian window functions are used in physical space. Near the boundaries, we use local polynomial approximations to correct the solution. We analyze the accuracy and eigenvalue stability of the method for several PDEs. The method compares favorably to traditional spectral methods, and numerical results indicate that for hyperbolic problems a time step restriction of O(1/N) is sufficient for stability. R.B. Platte’s address after December 2009: Arizona State University, Department of Mathematics and Statistics, Tempe, AZ, 85287-1804.     

Collocation method using artificial viscosity for solving stiff singularly perturbed turning point problem having twin boundary layers

A numerical scheme is proposed to solve singularly perturbed two-point boundary value problems with a turning point exhibiting twin boundary layers. The scheme comprises a B-spline collocation method on a uniform mesh, which leads to a tridiagonal linear system. Asymptotic bounds are established for the derivative of the analytical solution of a turning point problem. The analysis is done on a uniform mesh, which permits its extension to the case of adaptive meshes which may be used to improve the solution. The design of an artificial viscosity parameter is confirmed to be a crucial ingredient for simulating the solution of the problem. Some relevant numerical examples are also illustrated to verify computationally the theoretical aspects.     

Adaptive Boundary Control for Unstable Parabolic PDEs—Part I: Lyapunov Design

We develop adaptive controllers for parabolic partial differential equations (PDEs) controlled from a boundary and containing unknown destabilizing parameters affecting the interior of the domain. These are the first adaptive controllers for unstable PDEs without relative degree limitations, open-loop stability assumptions, or domain-wide actuation. It is the first necessary step towards developing adaptive controllers for physical systems such as fluid, thermal, and chemical dynamics, where actuation can be only applied non-intrusively, the dynamics are unstable, and the parameters, such as the Reynolds, Rayleigh, Prandtl, or Peclet numbers are unknown because they vary with operating conditions. Our method builds upon our explicitly parametrized control formulae in to avoid solving Riccati or Bezout equations at each time step. Most of the designs we present are state feedback but we present two benchmark designs with output feedback which have infinite relative degree.      

An Adaptive Staggered Discontinuous Galerkin Method for the Steady State Convection–Diffusion Equation

Staggered grid techniques have been applied successfully to many problems. A distinctive advantage is that physical laws arising from the corresponding partial differential equations are automatically preserved. Recently, a staggered discontinuous Galerkin (SDG) method was developed for the convection–diffusion equation. In this paper, we are interested in solving the steady state convection–diffusion equation with a small diffusion coefficient \(\epsilon \). It is known that the exact solution may have large gradient in some regions and thus a very fine mesh is needed. For convection dominated problems, that is, when \(\epsilon \) is small, exact solutions may contain sharp layers. In these cases, adaptive mesh refinement is crucial in order to reduce the computational cost. In this paper, a new SDG method is proposed and the proof of its stability is provided. In order to construct an adaptive mesh refinement strategy for this new SDG method, we derive an a-posteriori error estimator and prove its efficiency and reliability under a boundedness assumption on \(h/\epsilon \), where h is the mesh size. Moreover, we will present some numerical results with singularities and sharp layers to show the good performance of the proposed error estimator as well as the adaptive mesh refinement strategy.     

Uniform convergence analysis of finite difference approximations for advection–reaction–diffusion problem on adaptive grids

A kind of singularly perturbed advection–reaction–diffusion problems with the exponential boundary layer are considered on an adaptive mesh. The existence, uniqueness and stability for the solution of the discrete problem are analysed with the maximum principle. The stability of the continuous problem is also considered. For the equidistribution problem composed by the difference scheme and equidistribution mesh equations, we establish a first-order ?-independent convergence rate for the numerical scheme defined on the equidistribution mesh and also an estimation for the accuracy of the solution computed on the final mesh generated by the adaptive algorithm. Numerical results are given to examine the validity of our theoretical analysis and the efficiency of the adaptive algorithm.