A Modified Fourier–Galerkin Method for the Poisson and Helmholtz Equations

In this paper we present a modified Fourier–Galerkin method for the numerical solution of the Poisson and Helmholtz equations in a d-dimensional box. The inversion of the differential operators requires O(N ^d ) operations, where N ^d is the number of unknowns. The total cost of the presented algorithms is O(N ^d :log₂:N), due to the application of the Fast Fourier Transform (FFT) at the preprocessing stage. The method is based on an extension of the Fourier spaces by adding appropriate functions. Utilizing suitable bilinear forms, approximate projections onto these extended spaces give rapidly converging and highly accurate series expansions.     

A Finite Difference Method and Analysis for 2D Nonlinear Poisson–Boltzmann Equations

A fast finite difference method based on the monotone iterative method and the fast Poisson solver on irregular domains for a 2D nonlinear Poisson–Boltzmann equation is proposed and analyzed in this paper. Each iteration of the monotone method involves the solution of a linear equation in an exterior domain with an arbitrary interior boundary. A fast immersed interface method for generalized Helmholtz equations on exterior irregular domains is used to solve the linear equation. The monotone iterative method leads to a sequence which converges monotonically from either above or below to a unique solution of the problem. This monotone convergence guarantees the existence and uniqueness of a solution as well as the convergence of the finite difference solution to the continuous solution. A comparison of the numerical results against the exact solution in an example indicates that our method is second order accurate. We also compare our results with available data in the literature to validate the numerical method. Our method is efficient in terms of accuracy, speed, and flexibility in dealing with the geometry of the domain     

A Fat Boundary Method for the Poisson Problem in a Domain with Holes

We consider the Poisson equation with Dirichlet boundary conditions, in a domain , where ⁿ , and B is a collection of smooth open subsets (typically balls). The objective is to split the initial problem into two parts: a problem set in the whole domain , for which fast solvers can be used, and local subproblems set in narrow domains around the connected components of B, which can be solved in a fully parallel way. We shall present here a method based on a multi-domain formulation of the initial problem, which leads to a fixed point algorithm. The convergence of the algorithm is established, under some conditions on a relaxation parameter . The dependence of the convergence interval for upon the geometry is investigated. Some 2D computations based on a finite element discretization of both global and local problems are presented.     

Boundary Conditions and Estimates for the Steady Stokes Equations on Staggered Grids

We consider the steady state Stokes equations, describing low speed flow and derive estimates of the solution for various types of boundary conditions. We formulate the boundary conditions in a new way, such that the boundary value problem becomes non-singular. By using a difference approximation on a staggered grid we are able to derive a non-singular approximation in a direct way. Furthermore, we derive the same type of estimates as for the continuous case. Numerical experiments confirm the theoretical results.     

Note on a Fourth Order Finite Difference Scheme for the Wave Equation

The linear wave equation is one of the simplest partial differential equations. It has been used as a test equation of hyperbolic systems for different numerical schemes [Richtmyer and Morton (1967); Euvrard (1994); and Lax (1990]. In this short note, a Fourth order finite difference scheme for this equation is proposed and studied. Numerical simulations confirm our theoretical analyses of accuracy and stability condition. It will be interesting to extend the scheme to nonlinear hyperbolic systems.     

A Dynamical Multi-level Scheme for the Burgers Equation: Wavelet and Hierarchical Finite Element

Algorithms issued from the NonLinear Galerkin method have been used in many situations and with different discretizations for the resolution of evolutionary nonlinear equations. The main idea of these methods is to use a splitting of the solution in order to model the equation. According to the splitting of the solution, a splitting of the equation is obtained. The modeling principle is to freeze terms which have a small time variation. In this work we use wavelet discretizations of the 2-D Burgers equations and compare the results with the hierarchical finite elements method. The numerical tests indicate that wavelets give better results than finite elements     

A Posteriori Error Estimates and an Adaptive Finite Element Method for the Allen–Cahn Equation and the Mean Curvature Flow

This paper develops an a posteriori error estimate of residual type for finite element approximations of the Allen–Cahn equation u_t − Δu+ ε⁻² f(u)=0. It is shown that the error depends on ε⁻¹ only in some low polynomial order, instead of exponential order. Based on the proposed a posteriori error estimator, we construct an adaptive algorithm for computing the Allen–Cahn equation and its sharp interface limit, the mean curvature flow. Numerical experiments are also presented to show the robustness and effectiveness of the proposed error estimator and the adaptive algorithm.