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.

Based on the double shockwave approximation procedure, a local Riemann solver for strongly nonlinear equations of state (EOS) such as the Jones-Wilkins-Lee (JWL) EOS is presented, which has suppressed successfully numerical oscillation caused by high-density ratio and high-pressure ratio across the interface between explosion products and air. The real ghost fluid method (RGFM) and the level set method have been used for converting multi-medium flows into pure flows and for implicitly tracking the interface, respectively. A fifth order finite difference weighted essentially non-oscillatory (WENO) scheme and a third order TVD Runge-Kutta method are utilized for the spatial discretization and the time advance, respectively. An enclosed-type MPI-based parallel methodology for the RGFM procedure on a uniform structured mesh is presented to realize the parallelization of three-dimensional {\color{red}(3D)} air explosion. The overall process of 3D air explosion of both TNT and aluminized explosives has been successfully simulated.

In this article, we consider the time-dependent Maxwell’s equations modeling wave propagation in metamaterials. One-order higher global superclose results in the L2 norm are proved for several semidiscrete and fully discrete schemes developed for solving this model using nonuniform cubic and rectangular edge elements. Furthermore, L ∞ superconvergence at element centers is proved for the lowest order rectangular edge element. To our best knowledge, such pointwise superconvergence result and its proof are original, and we are unaware of any other publications on this issue.

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.

We propose second order accurate discontinuous Galerkin (DG) schemes which satisfy a strict maximum principle for general nonlinear convection-diffusion equations on unstructured triangular meshes. Motivated by genuinely high order maximum-principle-satisfying DG schemes for hyperbolic conservation laws, we prove that under suitable time step restriction for forward Euler time stepping, for general nonlinear convection-diffusion equations, the same scaling limiter coupled with second order DG methods preserves the physical bounds indicated by the initial condition while maintaining uniform second order accuracy. Similar to the purely convection cases, the limiters are mass conservative and easy to implement. Strong stability preserving (SSP) high order time discretizations will keep the maximum principle. Following the idea in earlier work, we extend the schemes to two-dimensional convection-diffusion equations on triangular meshes. There are no geometric constraints on the mesh such as angle acuteness. Numerical results including incompressible Navier-Stokes equations are presented to validate and demonstrate the effectiveness of the numerical methods.