With rheology applications in mind, we present a fast solver for the time-dependent effective viscosity of an infinite lattice containing one or more neutrally buoyant smooth rigid particles per unit cell, in a two-dimensional Stokes fluid with given shear rate. At each time, the mobility problem is reformulated as a 2nd-kind boundary integral equation, then discretized to spectral accuracy by the Nyström method and solved iteratively, giving typically 10 digits of accuracy. Its solution controls the evolution of particle locations and angles in a first-order system of ordinary differential equations. The formulation is placed on a rigorous footing by defining a generalized periodic Green’s function for the skew lattice. Numerically, the periodized integral operator is split into a near image sum— applied in linear time via the fast multipole method—plus a correction field solved cheaply via proxy Stokeslets. We use barycentric quadratures to evaluate particle interactions and velocity fields accurately, even at distances much closer than the node spacing. Using first- order time-stepping we simulate, for example, 25 ellipses per unit cell to 3-digit accuracy on a desktop in 1 hour per shear time. Our examples show equilibration at long times, force chains, and two types of blow-ups (jamming) whose power laws match lubrication theory asymptotics.

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.

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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.

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 paper, we discuss high order finite difference weighted essentially non-oscillatory (WENO) schemes, coupled with total variation diminishing (TVD) Runge-Kutta (RK) temporal integration, for solving the semilinear hyperbolic system of a correlated random walk model describing movement of animals and cells in biology. Since the solutions to this system are non-negative, we discuss a positivity-preserving limiter without compromising accuracy. Analysis is performed to justify the maintanance of third order spatial / temporal accuracy when the limiters are applied to a third order finite difference scheme and third order TVD-RK time discretization for solving this model. Numerical results are also provided to demonstrate these methods up to fifth order accuracy.

In this paper we develop a leap-frog-type finite element method for modeling the electromagnetic wave propagation in metamaterials. The metamaterial model equations are represented by integrodifferential Maxwell’s equations, which are quite challenging to analyze and solve in that we have to solve a coupled problem with different partial differential equations given in different material regions. Our method is based on a mixed finite element method using edge elements, which can easily handle the tangential continuity of the electric field. Stability analysis and optimal error estimate are carried out for the proposed scheme. The scheme is implemented and confirmed to obey the proved optimal convergence rate by using a smooth analytical solution. Then the scheme is extended to model wave propagation in heterogeneous media composed of metamaterials and free space, and extensive numerical results (using a rectangular edge element, a triangular edge element, and mixed edge elements) demonstrate the effectiveness of our algorithm for modeling the exotic backward wave propagation phenomenon in metamaterials. To the best of our knowledge, this is the first paper with an exhaustive simulation of backward wave propagation in metamaterials using time-domain finite element methods.

Solitary waves bifurcated from edges of Bloch bands in two-dimensional periodic media are determined both analytically and numerically in the context of a two-dimensional nonlinear Schrödinger equation with a periodic potential. Using multiscale perturbation methods, the envelope equations of solitary waves near Bloch bands are analytically derived. These envelope equations reveal that solitary waves can bifurcate from edges of Bloch bands under either focusing or defocusing nonlinearity, depending on the signs of the second-order dispersion coefficients at the edge points. Interestingly, at edge points with two linearly independent Bloch modes, the envelope equations lead to a host of solitary wave structures, including reduced-symmetry solitons, dipole-array solitons, vortex-cell solitons, and so on—many of which have not been reported before to our knowledge. It is also shown analytically that the centers of envelope solutions can be positioned at only four possible locations at or between potential peaks. Numerically, families of these solitary waves are directly computed both near and far away from the band edges. Near the band edges, the numerical solutions spread over many lattice sites, and they fully agree with the analytical solutions obtained from the envelope equations. Far away from the band edges, solitary waves are strongly localized, with intensity and phase profiles characteristic of individual families.

In this paper, we develop an efficient and energy stable fully-discrete local discontinuous Galerkin (LDG) method for the Cahn–Hilliard–Hele–Shaw (CHHS) system. The semi-discrete energy stability of the LDG method is proved firstly. Due to the strict time step restriction ( t = O( x4)) of explicit time discretization methods for stability, we introduce a semi- implicit time integration scheme which is based on a convex splitting of the discrete Cahn– Hilliard energy. The unconditional energy stability has been proved for this fully-discrete LDG scheme. The fully-discrete equations at the implicit time level are nonlinear. Thus, the nonlinear Full Approximation Scheme (FAS) multigrid method has been applied to solve this system of algebraic equations, which has been shown the nearly optimal complexity numerically. Numerical results are also given to illustrate the accuracy and capability of the LDG method coupled with the multigrid solver.

In this paper, we present a mixed generalized multiscale finite element method (GMsFEM) for solving flow in heterogeneous media. Our approach constructs multiscale basis functions following a GMsFEM framework and couples these basis functions using a mixed finite element method, which allows us to obtain a mass conservative velocity field. To construct multiscale basis functions for each coarse edge, we design a snapshot space that consists of fine-scale velocity fields supported in a union of two coarse regions that share the common interface. The snapshot vectors have zero Neumann boundary conditions on the outer boundaries, and we prescribe their values on the common interface. We describe several spectral decompositions in the snapshot space motivated by the analysis. In the paper, we also study oversampling approaches that enhance the accuracy of mixed GMsFEM. A main idea of

This paper is devoted to developing the Il'in-Allen-Southwell (IAS) parameter-uniform difference scheme on uniform meshes for solving strongly coupled systems of singularly perturbed convection-diffusion equations whose solutions may display boundary and/or interior layers, where strong coupling means that the solution components in the system are coupled together mainly through their first derivatives. By decomposing the coefficient matrix of convection term into the Jordan canonical form, we first construct the IAS scheme for 1-D systems and then extend the scheme to 2-D systems by employing an alternating direction technique. The robustness of the developed IAS scheme is illustrated through a series of numerical examples, including the magnetohydrodynamic duct flow problem with a high Hartmann number. Numerical evidence indicates that the IAS scheme is formally second order accurate in the sense that it is second order convergent when the perturbation parameter $\varepsilon$ is not too small and when the $\varepsilon$ is sufficiently small, the scheme is first order convergent in the discrete maximum norm uniformly in $\varepsilon$.

We propose a semi-discrete scheme for 2D Keller-Segel equations based on a symmetrization reformation, which is equivalent to the convex splitting method and is free of any nonlinear solver. We show that, this new scheme is unconditionally stable as long as the initial condition does not exceed certain threshold, and it asymptotically preserves the quasi-static limit in the transient regime. Furthermore, we prove that the fully discrete scheme is conservative and positivity preserving, which makes it ideal for simulations. The analogical schemes for the radial symmetric cases and the subcritical degenerate cases are also presented and analyzed. With extensive numerical tests, we verify the claimed properties of the methods and demonstrate their superiority in various challenging applications.

In this paper, we present a staggered discontinuous Galerkin immersed boundary method (SDGIBM) for the numerical approximation of fluid-structure interaction. The immersed boundary method is used to model the fluid-structure interaction, while the fluid flow is governed by incompressible Navier-Stokes equations. One advantage of using Galerkin method over the finite difference method with immersed boundary method is that we can avoid approximations of the Dirac Delta function. Another key ingredient of our method is that our solver for incompressible Navier-Stokes equations combines the advantages of discontinuous Galerkin methods and staggered meshes, and results in many good properties, namely local and global conservations and pointwise divergence-free velocity field by a local postprocessing technique. Furthermore, energy stability is improved by a skew-symmetric discretization of the convection term. We will present numerical results to show the performance of the method.

The immersed boundary method is one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to require small time steps to maintain stability when solved with an explicit method. Many implicit or approximately implicit methods have been proposed in the literature to remove this severe time step stability constraint, but none of them give satisfactory performance. In this paper, we propose an efficient semi-implicit scheme to remove this stiffness from the immersed boundary method for the Navier–Stokes equations. The construction of our semi-implicit scheme consists of two steps. First, we obtain a semiimplicit discretization which is proved to be unconditionally stable. This unconditionally stable semi-implicit scheme is still quite expensive to implement in practice. Next, we apply the small scale decomposition to the unconditionally stable semi-implicit scheme to construct our efficient semi-implicit scheme. Unlike other implicit or semi-implicit schemes proposed in the literature, our semi-implicit scheme can be solved explicitly in the spectral space. Thus the computational cost of our semi-implicit schemes is comparable to that of an explicit scheme. Our extensive numerical experiments show that our semiimplicit scheme has much better stability property than an explicit scheme. This offers a substantial computational saving in using the immersed boundary method.

In this follow-up work, we extend the discontinuous Galerkin (DG) methods previously developed on rectangular meshes \cite{previous} to triangular meshes. The DG schemes in \cite{previous} are both optimally convergent and energy conserving. However, as we shall see in the numerical results section, the DG schemes on triangular meshes only have suboptimal convergence rate. We prove the energy conservation and an error estimate for the semi-discrete schemes. The stability of the fully discrete scheme is proved and its error estimate is stated. We present extensive numerical results with convergence consistent of our error estimate, and simulations of wave propagation in Drude metamaterials to demonstrate the flexibility of triangular meshes.

The logarithmic nonlinearity has been used in many partial differential equations (PDEs) for modeling problems in various applications. Due to the singularity of the logarithmic function, it introduces tremendous difficulties in establishing mathematical theories, as well as in designing and analyzing numerical methods for PDEs with such nonlinearity. Here, we take the logarithmic Schrödinger equation (LogSE) as a prototype model. Instead of regularizing f(ρ)=lnρ in the LogSE directly and globally as being done in the literature, we propose a local energy regularization (LER) for the LogSE by first regularizing F(ρ)=ρlnρ−ρ locally near ρ=0+ with a polynomial approximation in the energy functional of the LogSE and then obtaining an energy regularized logarithmic Schrödinger equation (ERLogSE) via energy variation. Linear convergence is established between the solutions of ERLogSE and LogSE in terms of a small regularization parameter 0<ε≪1. Moreover, the conserved energy of the ERLogSE converges to that of LogSE quadratically, which significantly improves the linear convergence rate of the regularization method in the literature. Error estimates are also presented for solving the ERLogSE by using Lie–Trotter splitting integrators. Numerical results are reported to confirm our error estimates of the LER and of the time-splitting integrators for the ERLogSE. Finally, our results suggest that the LER performs better than regularizing the logarithmic nonlinearity in the LogSE directly.

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In earlier work, Maire developed a class of cell-centered Lagrangian schemes for solving Euler equations of compressible gas dynamics in cylindrical coordinates. These schemes use a node-based discretization of the numerical fluxes. The control volume version has several distinguished properties, including the conservation of mass, momentum and total energy and compatibility with the geometric conservation law (GCL). However it also has a limitation in that it cannot preserve spherical symmetry for one-dimensional spherical flow. An alternative is also given to use the first order area-weighted approach which can ensure spherical symmetry, at the price of sacrificing conservation of momentum. In this paper, we apply the methodology proposed in our recent work to the first order control volume scheme of Maire to obtain the spherical symmetry property. The modified scheme can preserve one-dimensional spherical symmetry in a two-dimensional cylindrical geometry when computed on an equal-angle-zoned initial grid, and meanwhile it maintains its original good properties such as conservation and GCL. Several two-dimensional numerical examples in cylindrical coordinates are presented to demonstrate the good performance of the scheme in terms of symmetry, non-oscillation and robustness properties.

A convex non-convex variational model is proposed for multiphase image segmentation. We consider a specially designed non-convex regularization term which adapts spatially to the image structures for better controlling of the segmentation and easy handling of the intensity inhomogeneities. The nonlinear optimization problem is effciently solved by an Alternating Directions Methods of Multipliers procedure. We provide a convergence analysis and perform numerical experiments on several images, showing the effectiveness of this procedure.

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.

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In this paper, a structure-preserving algorithm is developed for the computation of a semi-stabilizing solution of a Generalized Algebraic Riccati Equation (GARE). The semi-stabilizing solution of GAREs has been used to characterize the solvability of the (J, J ′ )-spectral factorization problem in control theory for general rational matrices which may have poles and zeros on the extended imaginary axis. The main difficulty in solving such a GARE lies in the fact that its associated Hamiltonian/skew-Hamiltonian pencil has eigenvalues on the extended imaginary axis. Consequently, it is not clear which eigenspace of the associated Hamiltonian/skew-Hamiltonian pencil can characterize the desired semi-stabilizing solution. That is, it is not clear which eigenvectors and principal vectors corresponding to the eigenvalues on the extended imaginary axis should be contained in the eigenspace that we wish to compute. Hence, the well-known generalized eigenspace approach for the classical algebraic Riccati equations cannot be employed directly. The proposed algorithm consists of a structure-preserving doubling algorithm (SDA) and a postprocessing procedure to determine the desired eigenvectors and principal vectors corresponding to the purely imaginary and infinite eigenvalues. Under mild assumptions, linear convergence of rate 1/2 for the SDA is proved. Numerical experiments illustrate that the proposed algorithm performs efficiently and reliably.

The numerical solution of the one-dimensional nonlinear Klein-Gordon equation on an unbounded domain is studied in this paper. Split local absorbing boundary (SLAB) conditions are obtained by the operator splitting method, then the original problem is reduced to an initial boundary value problem on a bounded computational domain, which can be solved by the finite difference method. Several numerical examples are provided to show the advantages and effectiveness of the given method, and some interesting collision behaviors are also observed.

In this paper we introduce a definition of the local conservation property for numerical methods solving time dependent conservation laws, which generalizes the classical local conservation definition. The motivation of our definition is the Lax-Wendroff theorem, and thus we prove it for locally conservative numerical schemes per our definition in one and two space dimensions. Several numerical methods, including continuous Galerkin methods and compact schemes, which do not fit the classical local conservation definition, are given as examples of locally conservative methods under our generalized definition.

We present novel algorithms for compressible flows that\n\nare efficient for all Mach numbers. The approach is based on several\n\ningredients: semi-implicit schemes, the gauge decomposition\n\nof the velocity field and a second order formulation of the density\n\nequation (in the isentropic case) and of the energy equation (in\n\nthe full Navier-Stokes case). Additionally, we show that our approach\n\ncorresponds to a micro-macro decomposition of the model,\n\nwhere the macro field corresponds to the incompressible component\n\nsatisfying a perturbed low Mach number limit equation and\n\nthe micro field is the potential component of the velocity. Finally,\n\nwe also use the conservative variables in order to obtain a proper\n\nconservative formulation of the equations when the Mach number\n\nis order unity. We successively consider the isentropic case, the\n\nfull Navier-Stokes case, and the isentropic Navier-Stokes-Poisson\n\ncase. In this work, we only concentrate on the question of the\n\ntime discretization and show that the proposed method leads to\n\nAsymptotic Preserving schemes for compressible flows in the low\n\nMach number limit.