In E & Liu (SIAM J Numer. Anal., 1995), we studied convergence and the structure of the error for several projection methods when the spatial variable was kept continuous (we call this the semi-discrete case). In this paper, we address similar questions for the fully discrete case when the spatial variables are discretized using a staggered grid. We prove that the numerical solution in velocity has full accuracy up to the boundary, despite the fact that there are numerical boundary layers present in the semi-discrete solutions.

We establish uniform error bounds of a finite difference method for the Klein-Gordon-Zakharov system (KGZ) with a dimensionless parameter ε∈(0,1], which is inversely proportional to the acoustic speed. In the subsonic limit regime, i.e. 0<ε≪1, the solution propagates highly oscillatory waves in time and/or rapid outgoing initial layers in space due to the singular perturbation in the Zakharov equation and/or the incompatibility of the initial data. Specifically, the solution propagates waves with O(ε)-wavelength in time and O(1)-wavelength in space as well as outgoing initial layers in space at speed O(1/ε). This high oscillation in time and rapid outgoing waves in space of the solution cause significant burdens in designing numerical methods and establishing error estimates for KGZ. By adapting an asymptotic consistent formulation, we propose a uniformly accurate finite difference method and rigorously establish two independent error bounds at O(h^2+τ^2/ε) and O(h^2+τ+ε) with h mesh size and τ time step. Thus we obtain a uniform error bound at O(h^2+τ) for 0<ε≤1. The main techniques in the analysis include the energy method, cut-off of the nonlinearity to bound the numerical solution, the integral approximation of the oscillatory term, and ε-dependent error bounds between the solutions of KGZ and its limiting model when ε→0+. Finally, numerical results are reported to confirm our error bounds.

In this paper, we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition, we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual diffusion refers to the nonzero effective (homogenized) diffusion in the limit of zero molecular diffusion as a result of chaotic mixing of the streamlines. In this limit, traditional numerical methods typically fail since the solutions of the advection-diffusion equations develop sharp gradients. Instead of solving the Fokker--Planck equation in the Eulerian formulation, we compute the motion of particles in the Lagrangian formulation, which is modeled by stochastic differential equations (SDEs). We propose an effective numerical integrator based on a splitting method to solve the corresponding SDEs in which the deterministic subproblem is symplectic preserving while the random subproblem

Greedy forwarding with geographical locations in a wireless sensor network may fail at a local minimum. In this paper we propose to use conformal mapping to compute a new embedding of the sensor nodes in the plane such that greedy forwarding with the virtual coordinates guarantees delivery. In particular, we extract a planar triangulation of the sensor network with non-triangular faces as holes, by either using the nodes' location or using a landmark-based scheme without node location. The conformal map is computed with Ricci flow such that all the non-triangular faces are mapped to perfect circles. Thus greedy forwarding will never get stuck at an intermediate node. The computation of the conformal map and the virtual coordinates is performed at a preprocessing phase and can be implemented by local gossip-style computation. The method applies to both unit disk graph models and quasi-unit disk graph

We study the stability properties of explicit marching schemes for second-kind Volterra integral equations that arise when solving boundary value problems for the heat equation by means of potential theory. It is well known that explicit finite-difference or finite-element schemes for the heat equation are stable only if the time step 􏰃t is of the order O(􏰃x2), where 􏰃x is the finest spatial grid spacing. In contrast, for the Dirichlet and Neumann problems on the unit ball in all dimensions d ≥ 1, we show that the simplest Volterra marching scheme, i.e., the forward Euler scheme, is unconditionally stable. Our proof is based on an explicit spectral radius bound of the marching matrix, leading to an estimate that an L2-norm of the solution to the integral equation is bounded by cd T d /2 times the norm of the right-hand side. For the Robin problem on the half-space in any dimension, with constant Robin (heat transfer) coefficient κ, we exhibit a constant C such that the forward Euler scheme is stable if 􏰃t < C /κ 2 , independent of any spatial discretization. This relies on new lower bounds on the spectrum of real symmetric Toeplitz matrices defined by convex sequences. Finally, we show that the forward Euler scheme is unconditionally stable for the Dirichlet problem on any smooth convex domain in any dimension, in the L∞-norm.