The immersed boundary method is one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to require small time steps to maintain stability when solved with an explicit method. Many implicit or approximately implicit methods have been proposed in the literature to remove this severe time step stability constraint, but none of them give satisfactory performance. In this paper, we propose an efficient semi-implicit scheme to remove this stiffness from the immersed boundary method for the Navier–Stokes equations. The construction of our semi-implicit scheme consists of two steps. First, we obtain a semiimplicit discretization which is proved to be unconditionally stable. This unconditionally stable semi-implicit scheme is still quite expensive to implement in practice. Next, we apply the small scale decomposition to the unconditionally stable semi-implicit scheme to construct our efficient semi-implicit scheme. Unlike other implicit or semi-implicit schemes proposed in the literature, our semi-implicit scheme can be solved explicitly in the spectral space. Thus the computational cost of our semi-implicit schemes is comparable to that of an explicit scheme. Our extensive numerical experiments show that our semiimplicit scheme has much better stability property than an explicit scheme. This offers a substantial computational saving in using the immersed boundary method.

We set up a framework to study one-dimensional heat equations defined by fractal Laplacians associated with self-similar measures with overlaps. We show that for a class of such self-similar measures, a heat equation can be discretized and the finite element method can be applied to yield a system of linear differential equations. We show that the numerical solutions converge to the actual solution and obtain the rate of convergence. We also study some properties of the solutions of the heat equation.

In this paper, we study the fluid-dynamic limit for the one-dimensional Broadwell model of the nonlinear Boltzmann equation in the presence of boundaries. We consider an analogue of Maxwell's diffusive and reflective boundary conditions. The boundary layers can be classified as either compressive or expansive in terms of the associated characteristic fields. We show that both expansive and compressive boundary layers (before detachment) are nonlinearly stable and that the layer effects are localized so that the fluid dynamic approximation is valid away from the boundary. We also show that the same conclusion holds for short time without the structural conditions on the boundary layers. A rigorous estimate for the distance between the kinetic solution and the fluid-dynamic solution in terms of the mean-free path in theL∞-norm is obtained provided that the interior fluid flow is smooth. The rate of convergence is optimal.

A new augmented method is proposed for elliptic interface problems with a piecewise variable coefficient that has a finite jump across a smooth interface. The main motivation is to get not only a second order accurate solution but also a second order accurate gradient from each side of the interface. Key to the new method is introducing the jump in the normal derivative of the solution as an augmented variable and rewriting the interface problem as a new PDE that consists of a leading Laplacian operator plus lower order derivative terms near the interface. In this way, the leading second order derivative jump relations are independent of the jump in the coefficient that appears only in the lower order terms after the scaling. An upwind type discretization is used for the finite difference discretization at the irregular grid points on or near the interface so that the resulting coefficient matrix is an M-matrix. A multigrid solver is used to solve the linear system of equations, and the GMRES iterative method is used to solve the augmented variable. Second order convergence for the solution and the gradient from each side of the interface is proved in this paper. Numerical examples for general elliptic interface problems confirm the theoretical analysis and efficiency of the new method.

In this paper we study classification of homogeneous solutions to the stationary Euler equation with locally finite energy. Written in the form $\bu = \n^\perp \Psi$, $\Psi(r,\th) = r^{\l} \psi(\th)$, for $\l >0$, we show that only trivial solutions exist in the range $0<\l<1/2$, i.e. parallel shear and rotational flows. In other cases many new solutions are exhibited that have hyperbolic, parabolic and elliptic structure of streamlines. In particular, for $\l>9/2$ the number of different non-trivial elliptic solutions is equal to the cardinality of the set $(2,\sqrt{2\l}) \cap \N$. The case $\l = 2/3$ is relevant to Onsager's conjecture. We underline the reasons why no anomalous dissipation of energy occurs for such solutions despite their critical Besov regularity $1/3$.