Abstract BDDC and FETI-DP algorithms are developed for three-dimensional elliptic problems with adaptively enriched coarse components. It is known that these enriched components are necessary in the development of robust preconditioners. To form the adaptive coarse components, carefully designed generalized eigenvalue problems are introduced for each faces and edges, and the coarse components are formed by using eigenvectors with their corresponding eigenvalues larger than a given tolerance T O L. Upper bounds for condition numbers of the preconditioned systems are shown to be C T O L, with the constant C depending only on the maximum number of edges and faces per subdomain, and the maximum number of subdomains sharing an edge. Numerical results are presented to test the robustness of the proposed approach.

We propose a numerically efficient algorithm for simulating the multi-color optical self-focusing phenomena in nematic liquid crystals. The propagation of the nematicon is modeled by a parabolic wave equation coupled with a nonlinear elliptic partial differential equation governing the angle between the crystal and the direction of propagation. Numerically, the paraxial parabolic wave equation is solved by a fast Huygens sweeping method, while the nonlinear elliptic PDE is handled by the alternating direction explicit (ADE) method. The overall algorithm is shown to be numerically efficient for computing high frequency beam propagations.

In this paper, a novel penalty method based on the immersed boundary formulation is proposed for simulating the transient Stokes flow with an inextensible interface enclosing a suspended solid particle. The main idea of this approach relies on the penalty techniques by modifying the constitutive equation of Stokes flow to weaken the incompressibility condition, relating the surface divergence to the elastic tension $\sigma$ to relax the interface's inextensibility, and connecting the particle surface-velocity with the particle surface force ${\mbf F}$ to regularize the particle's rigid motion. The advantage of these regularized governing equations is that when they are discretized by the standard centered difference scheme on a staggered grid, the resulting linear system can easily be reduced by eliminating the unknowns $p_h$, $\sigma_h$ and ${\mbf F}_h$ directly, so that we just need to solve a smaller linear system of the velocity approximation ${\mbf u}_h$. This advantage is preserved and even enhanced when such approach is applied to the transient Stokes flow with multiple compound vesicles. Moreover, this smaller linear system is symmetric and negative-definite, which enables us to use efficient linear solvers. Another important feature of the proposed method is that the discretization scheme is unconditionally stable in the sense that an appropriately defined energy functional associated with the discrete system is decreasing and hence bounded in time. We numerically test the accuracy and stability of the immersed boundary discretization scheme. The tank-treading and tumbling motions of inextensible interface with a suspended solid particle in the simple shear flow will be studied extensively. The simulation of the motion of multiple compound vesicles will be performed as well. Numerical results illustrate the superior performance of the proposed penalty method.

Two fundamental difficulties are encountered in the numerical evaluation of time- dependent layer potentials. One is the quadratic cost of history dependence, which has been successfully addressed by splitting the potentials into two parts—a local part that contains the most recent contributions and a history part that contains the con- tributions from all earlier times. The history part is smooth, easily discretized using high-order quadratures, and straightforward to compute using a variety of fast algo- rithms. The local part, however, involves complicated singularities in the underlying Green’s function. Existing methods, based on exchanging the order of integration in space and time, are able to achieve high-order accuracy, but are limited to the case of stationary boundaries. Here, we present a new quadrature method that leaves the order of integration unchanged, making use of a change of variables that converts the singular integrals with respect to time into smooth ones. We have also derived asymptotic formulas for the local part that lead to fast and accurate hybrid schemes, extending earlier work for scalar heat potentials and applicable to moving boundaries. The performance of the overall scheme is demonstrated via numerical examples.

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