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We consider numerical boundary conditions for high order finite difference schemes for solving convection-diffusion equations on arbitrary geometry. The two main difficulties for numerical boundary conditions in such situations are: (1) the wide stencil of the high order finite difference operator requires special treatment for a few ghost points near the boundary; (2) the physical boundary may not coincide with grid points in a Cartesian mesh and may intersect with the mesh in an arbitrary fashion. For purely convection equations, the so-called inverse Lax-Wendroff procedure, in which we convert the normal derivatives into the time derivatives and tangential derivatives along the physical boundary by using the equations, have been quite successful. In this paper, we extend this methodology to convection-diffusion equations. It turns out that this extension is non-trivial, because totally different boundary treatments are needed for the diffusion-dominated and the convection-dominated regimes. We design a careful combination of the boundary treatments for the two regimes and obtain a stable and accurate boundary condition for general convection-diffusion equations. We provide extensive numerical tests for one- and two-dimensional problems involving both scalar equations and systems, including the compressible Navier-Stokes equations, to demonstrate the good performance of our numerical boundary conditions.

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In applications such as astrophysics and inertial confinement fusion, there are many three-dimensional cylindrical-symmetric multi-material problems which are usually simulated by Lagrangian schemes in the two-dimensional cylindrical coordinates. For this type of simulation, a critical issue for the schemes is to keep spherical symmetry in the cylindrical coordinate system if the original physical problem has this symmetry. In the past decades, several Lagrangian schemes with such symmetry property have been developed, but all of them are only first order accurate. In this paper, we develop a second order cell-centered Lagrangian scheme for solving compressible Euler equations in cylindrical coordinates, based on the control volume discretizations, which is designed to have uniformly second order accuracy and capability to preserve one-dimensional spherical symmetry in a two-dimensional cylindrical geometry when computed on an equal-angle-zoned initial grid. The scheme maintains several good properties such as conservation for mass, momentum and total energy, and the geometric conservation law. Several two-dimensional numerical examples in cylindrical coordinates are presented to demonstrate the good performance of the scheme in terms of accuracy, symmetry, non-oscillation and robustness. The advantage of higher order accuracy is demonstrated in these examples.

We consider the solution of the large-scale nonsymmetric algebraic Riccati equation XCX − XD − AX + B = 0, with M ≡ [D,−C;−B,A] ∈ R(n1+n2)×(n1+n2) being a nonsingular M-matrix. In addition, A and D are sparselike, with the products A−1u, A−⊤u, D−1v, and D−⊤v computable in O(n) complexity (with n = max{n1, n2}), for some vectors u and v, and B, C are low ranked. The structure-preserving doubling algorithms (SDA) by Guo, Lin, and Xu [Numer. Math., 103 (2006), pp. 392–412] is adapted, with the appropriate applications of the Sherman–Morrison– Woodbury formula and the sparse-plus-low-rank representations of various iterates. The resulting large-scale doubling algorithm has an O(n) computational complexity and memory requirement per iteration and converges essentially quadratically. A detailed error analysis, on the effects of truncation of iterates with an explicit forward error bound for the approximate solution from the SDA, and some numerical results will be presented.