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 the superconvergence behavior of the semi-discrete discontinuous Galerkin (DG) method for {\color{red} scalar} nonlinear hyperbolic equations in one spatial dimension. Superconvergence results for problems with fixed and alternating wind directions are established. On the one hand, we prove that, if the wind direction is fixed (i.e., the derivative of the flux function is bounded away from zero), both the cell average error and numerical flux error at cell interfaces converge at a rate of $2k+1$ when upwind fluxes and piecewise polynomials of degree $k$ are used. Moreover, we also prove that the function value approximation of the DG solution is superconvergent at interior right Radau points, and the derivative value approximation is superconvergent at interior left Radau points, with an order of $k+2$ and $k+1$, respectively. As a byproduct, we show a $k+2$-th order superconvergence of the DG solution towards the Gauss-Radau projection of the exact solution. On the other hand, superconvergence results for problems with alternating wind directions (i.e., the derivative of the flux function either changes sign or otherwise achieves the value zero in the domain) are also established. To be more precise, we first prove that the DG flux function is superconvergent towards a particular flux function of the exact solution, with an order of $k+2$, when Godunov fluxes are used. We then prove that the highest superconvergence rate of the DG solution itself is $k+\frac32$ when sonic points (i.e., the derivative of the flux function achieves zero) appear in the computational domain. As byproducts, we obtain superconvergence properties for the DG solution and the DG flux function at special points and for cell average. Numerical experiments demonstrate that most of our results are optimal, i.e., the superconvergence rates are sharp.

We are concerned with the convergence of Lax-Wendroff type schemes with high resolution to the entropy solutions for conservation laws. These schemes include the original Lax-Wendroff scheme proposed by Lax and Wendroff in 1960 and its two step versions–the Richtmyer scheme and the MacCormack scheme. For the convex scalar conservation laws with algebraic growth flux functions, we prove the convergence of these schemes to the weak solutions satisfying appropriate entropy inequalities. The proof is based on detailed L p estimates of the approximate solutions, H −1 compactness estimates of the corresponding entropy dissipation measures, and some compensated compactness frameworks. Then these techniques are generalized to study the convergence problem for the nonconvex scalar case and the hyperbolic systems of conservation

No abstract uploaded!

In this paper, we explore a unified way to construct smoothing functions for solving the absolute value equation associated with second-order cone (SOCAVE). Numerical comparisons are presented, which illustrate what kinds of smoothing functions work well along with the smoothing Newton algorithm. In particular, the numerical experiments show that the well known loss function widely used in engineering community is the worst one among the constructed smoothing functions, which indicates that the other proposed smoothing functions can be employed for solving engineering problems.