We develop numerical methods for solving partial differential equations (PDE) defined on an evolving interface represented by the grid based particle method (GBPM) recently proposed in [S. Leung, H.K. Zhao, A grid based particle method for moving interface problems, J. Comput. Phys. 228 (2009) 77067728]. In particular, we develop implicit time discretization methods for the advectiondiffusion equation where the time step is restricted solely by the advection part of the equation. We also generalize the GBPM to solve high order geometrical flows including surface diffusion and Willmore-type flows. The resulting algorithm can be easily implemented since the method is based on meshless particles quasi-uniformly sampled on the interface. Furthermore, without any computational mesh or triangulation defined on the interface, we do not require remeshing or reparametrization in the case of highly distorted motion

We analyze the central discontinuous Galerkin (DG) method for time-dependent linear conservation laws. In one dimension, optimal a priori $L^2$ error estimates of order $k+1$ are obtained for the semidiscrete scheme when piecewise polynomials of degree at most $k$ ($k\geq0$) are used on overlapping uniform meshes. %Our analysis is valid for both periodic boundary conditions and %for inflow-outflow boundary conditions. We then extend the analysis to multidimensions on uniform Cartesian meshes when piecewise tensor product polynomials are used on overlapping meshes. Numerical experiments are given to demonstrate the theoretical results.

For the steady-state solution of an integraldifferential equation from a two-dimensional model in transport theory, we shall derive and study a nonsymmetric algebraic Riccati equation B--XF--F+ X+ XB+ X= 0, where F I-s PD, B-(b I+ s P) D-and B+ b I+ s PD+ with a nonnegative matrix P, positive diagonal matrices D, and nonnegative parameters f, b b/(1-f) and s s/(1-f). We prove the existence of the minimal nonnegative solution X under the physically reasonable assumption f+ b+ s P (D++ D-)< 1, and study its numerical computation by fixed-point iteration, Newtons method and doubling. We shall also study several special cases; eg when b = 0 and P is low-ranked, then X= s 2 UV is low-ranked and can be computed using more efficient iterative processes in U and V. Numerical examples will be given to illustrate our theoretical results.

In this paper, we analyze the stability of the fourth order Runge-Kutta method for integrating semi-discrete approximations of time-dependent partial differential equations. Our study focuses on linear problems and covers general semi-bounded spatial discretizations. A counter example is given to show that the classical four-stage fourth order Runge-Kutta method can not preserve the one-step strong stability, even though the ordinary differential equation system is energy-decaying. But with an energy argument, we show that the strong stability property holds in two steps under an appropriate time step constraint. Based on this fact, the stability extends to general well-posed linear systems. As an application, we utilize the results to examine the stability of the fourth order Runge-Kutta approximations of several specific method of lines schemes for hyperbolic problems, including the spectral Galerkin method and the discontinuous Galerkin method.

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.