We propose a simple finite difference scheme for Navier--Stokes equations in primitive formulation on curvilinear domains. With proper boundary treatment and interplay between covariant and contravariant components, the spatial discretization admits exact Hodge decomposition and energy identity. As a result, the pressure can be decoupled from the momentum equation with explicit time stepping. No artificial pressure boundary condition is needed. In addition, it can be shown that this spatially compatible discretization leads to uniform inf-sup condition, which plays a crucial role in the pressure approximation of both dynamic and steady state calculations. Numerical experiments demonstrate the robustness and efficiency of our scheme.

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We investigate the singularity formation of a 3D model that was recently proposed by Hou and Lei (2009) in [15] for axisymmetric 3D incompressible Navier–Stokes equations with swirl. The main difference between the 3D model of Hou and Lei and the reformulated 3D Navier–Stokes equations is that the convection term is neglected in the 3D model. This model shares many properties of the 3D incompressible Navier– Stokes equations. One of the main results of this paper is that we prove rigorously the finite time singularity formation of the 3D inviscid model for a class of initial boundary value problems with smooth initial data of finite energy. We also prove the global regularity of the 3D inviscid model for a class of small smooth initial data.

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A variety of problems in computational physics and engineering require the convolu- tion of the heat kernel (a Gaussian) with either discrete sources, densities supported on boundaries, or continuous volume distributions. We present a unified fast Gauss transform for this purpose in two dimensions, making use of an adaptive quad-tree discretization on a unit square which is assumed to contain all sources. Our implementation permits either free-space or periodic boundary conditions to be imposed, and is efficient for any choice of variance in the Gaussian.

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.

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Full spectrum of a large sparse $\top$-palindromic quadratic eigenvalue problem ($\top$-PQEP) is considered arguably for the first time in this article. Such a problem is posed by calculation of surface Green's functions (SGFs) of mesoscopic transistors with a tremendous non-periodic cross-section. For this problem, general purpose eigensolvers are not efficient, nor is advisable to resort to the decimation method \etc to obtain the Wiener-Hopf factorization. After reviewing some rigorous understanding of SGF calculation from the perspective of $\top$-PQEP and nonlinear matrix equation, we present our new approach to this problem. In a nutshell, the unit disk where the spectrum of interest lies is broken down adaptively into pieces small enough that they each can be locally tackled by the generalized $\top$-skew-Hamiltonian implicitly restarted shift-and-invert Arnoldi (G$\top$SHIRA) algorithm with suitable shifts and other parameters, and the eigenvalues missed by this divide-and-conquer strategy can be recovered thanks to the accurate estimation provided by our newly developed scheme. Notably the novel non-equivalence deflation is proposed to avoid as much as possible duplication of nearby known eigenvalues when a new shift of G$\top$SHIRA is determined. We demonstrate our new approach by calculating the SGF of a realistic nanowire whose unit cell is described by a matrix of size $4000\times 4000$ at the density functional tight binding level, corresponding to a $8\times 8\; \mbox{nm}^{2}$ cross-section. We believe that quantum transport simulation of realistic nano-devices in the mesoscopic regime will greatly benefit from this work.

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In this paper we consider the drift-diffusion (DD) model of one dimensional semiconductor devices, which is a system involving not only first derivative convection terms but also second derivative diffusion terms and a coupled Poisson potential equation. Optimal error estimates are obtained for both the semi-discrete and fully discrete local discontinuous Galerkin (LDG) schemes with smooth solutions. In the fully discrete scheme, we couple the implicit-explicit (IMEX) time discretization with the LDG spatial discretization, in order to allow larger time steps and to save computational cost. The main technical difficulty in the analysis is to treat the inter-element jump terms which arise from the discontinuous nature of the numerical method and the nonlinearity and coupling of the models. A simulation is also performed to validate the analysis.

In this paper, we adapt a simple weighted essentially non-oscillatory (WENO) limiter, originally designed for discontinuous Galerkin (DG) schemes on two-dimensional unstructured triangular meshes, to the correction procedure via reconstruction (CPR) framework for solving nonlinear hyperbolic conservation laws on two-dimensional unstructured triangular meshes with straight or curved edges. This is an extension of our earlier work in which the WENO limiter was designed for the CPR framework on regular meshes. The objective of this simple WENO limiter is to simultaneously maintain uniform high order accuracy of the CPR framework in smooth regions and control spurious numerical oscillations near discontinuities. The WENO limiter we adopt in this paper uses information only from the target cell and its immediate neighbors. Hence, it is particularly simple to implement and will not harm the conservativeness and compactness of the CPR framework. Since the CPR framework with this WENO limiter does not in general satisfy the positivity preserving property, we also extend the positivity-preserving limiters to the CPR framework. Numerical results for both scalar equations and Euler systems of compressible gas dynamics are provided to illustrate the good behavior of this procedure.

In this paper we present a rigorous derivation of the material parameters for both the cylinder and rectangle cloaking structures. Numerical results using these material parameters are presented to demonstrate the cloaking effect.

This article focuses on solving the generalized eigenvalue problems (GEP) arising in the source-free Maxwell equation with magnetoelectric coupling effects that models three-dimensional complex media. The goal is to compute the smallest positive eigenvalues, and the main challenge is that the coefficient matrix in the discrete Maxwell equation is indefinite and degenerate. To overcome this difficulty, we derive a singular value decomposition (SVD) of the discrete single-curl operator and then explicitly express the basis of the invariant subspace corresponding to the nonzero eigenvalues of the GEP. Consequently, we reduce the GEP to a null space free standard eigenvalue problem (NFSEP) that contains only the nonzero (complex) eigenvalues of the GEP and can be solved by the shift-and-invert Arnoldi method without being disturbed by the null space. Furthermore, the basis of the eigendecomposition is chosen carefully so that we can apply fast Fourier transformation (FFT)-based matrix vector multiplication to solve the embedded linear systems efficiently by an iterative method. For chiral and pseudochiral complex media, which are of great interest in magnetoelectric applications, the NFSEP can be further transformed to a null space free generalized eigenvalue problem whose coefficient matrices are Hermitian and Hermitian positive definite (HHPD-NFGEP). This HHPD-NFGEP can be solved by using the invert Lanczos method without shifting. Furthermore, the embedded linear system can be solved efficiently by using the conjugate gradient method without preconditioning and the FFT-based matrix vector multiplications. Numerical results are presented to demonstrate the efficiency of the proposed methods.

In this paper, we introduce a nonlocal model for linear steady Stokes system with physical no-slip boundary condition. We use the idea of volume constraint to enforce the no-slip boundary condition. We prove that the nonlocal model is well-posed and the solution of the nonlocal system converges to the solution of the original Stokes system when the nonlocality vanishes.

In this paper we investigate staggered discontinuous Galerkin method for the Helmholtz equation with large wave number on general quadrilateral and polygonal meshes. The method is highly flexible by allowing rough grids such as the trapezoidal grids and highly distorted grids, and at the same time, is numerical flux free. Furthermore, it allows hanging nodes, which can be simply treated as additional vertices. By exploiting a modified duality argument, the stability and convergence can be proved under the condition that \kappa h is sufficiently small, where \kappa h is the wave number and \kappa h is the mesh size. Error estimates for both the scalar and vector variables in \kappa h norm are established. Several numerical experiments are tested to verify our theoretical results and to present the capability of our method for capturing singular solutions.

One of the main challenges in computational simulations of gas detonation propagation is that negative density or negative pressure may emerge during the time evolution, which will cause blow-ups. Therefore, schemes with provable positivity-preserving of density and pressure are desired. First order and second order positivity-preserving schemes were well studied. For high order discontinuous Galerkin (DG) method, even though the characteristicwise TVB limiter can kill oscillations, it is not sufficient to maintain the positivity. A simple solution for arbitrarily high order positivity-preserving schemes solving Euler equations was proposed recently. In this paper, we first discuss an extension of the technique to design arbitrarily high order positivity-preserving DG schemes for reactive Euler equations. We then present a simpler and more robust implementation of the positivity-preserving limiter than the one before. Numerical tests, including very demanding examples in gaseous detonations, indicate that the third order DG scheme with the new positivity-preserving limiter produces satisfying results even without the TVB limiter.

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In this paper we generalize a new type of compact Hermite weighted essentially non-oscillatory (HWENO) limiter for the Runge-Kutta discontinuous Galerkin (RKDG) method, which was recently developed for structured meshes, to two dimensional unstructured meshes. The main idea of this HWENO limiter is to reconstruct the new polynomial by the usage of the entire polynomials of the DG solution from the target cell and its neighboring cells in a least squares fashion while maintaining the conservative property, then use the classical WENO methodology to form a convex combination of these reconstructed polynomials based on the smoothness indicators and associated nonlinear weights. The main advantage of this new HWENO limiter is the robustness for very strong shocks and simplicity in implementation especially for the unstructured meshes considered in this paper, since only information from the target cell and its immediate neighbors is needed. Numerical results for both scalar and system equations are provided to test and verify the good performance of this new limiter.

Solving wave propagation problems within heterogeneous media has been of great interest and has a wide range of applications in physics and engineering. The design of numerical methods for such general wave propagation problems is challenging because the energy conserving property has to be incorporated in the numerical algorithms in order to minimize the phase or shape errors after long time integration. In this paper, we focus on multi-dimensional wave problems and consider linear second-order wave equation in heterogeneous media. We develop and analyze an LDG method, in which numerical fluxes are carefully designed to maintain the energy preserving property and accuracy. Compatible high order energy conserving time integrators are also proposed. The optimal error estimates and the energy conserving property are proved for the semi-discrete methods. Our numerical experiments demonstrate optimal rates of convergence, and show that the errors of the numerical solutions do not grow significantly in time due to the energy conserving property.

For decades, the widely used finite difference method on staggered grids, also known as the marker and cell (MAC) method, has been one of the simplest and most effective numerical schemes for solving the Stokes equations and Navier–Stokes equations. Its superconvergence on uniform meshes has been observed by Nicolaides (SIAM J Numer Anal 29(6):1579–1591, 1992), but the rigorous proof is never given. Its behavior on non-uniform grids is not well studied, since most publications only consider uniform grids. In this work, we develop the MAC scheme on non-uniform rectangular meshes, and for the first time we theoretically prove that the superconvergence phenomenon (i.e., second order convergence in the L2 norm for both velocity and pressure) holds true for the MAC method on non-uniform rectangular meshes. With a careful and accurate analysis of various sources of errors, we observe that even though the local truncation errors are only first order in terms of mesh size, the global errors after summation are second order due to the amazing cancellation of local errors. This observation leads to the elegant superconvergence analysis even with non-uniform meshes. Numerical results are given to verify our theoretical analysis.

In this paper, we analyze the Lax-Wendroff discontinuous Galerkin (LWDG) method for solving linear conservation laws. The method was originally proposed by Guo et al., where they applied local discontinuous Galerkin (LDG) techniques to approximate high order spatial derivatives in the Lax-Wendroff time discretization. We show that, under the standard CFL condition $\tau\leq \lambda h$ (where $\tau$ and $h$ are the time step and the maximum element length respectively and $\lambda>0$ is a constant) and uniform or non-increasing time steps, the second order schemes with piecewise linear elements and the third order schemes with arbitrary piecewise polynomial elements are stable in the $L^2$ norm. The specific type of stability may differ with different choices of numerical fluxes. Our stability analysis includes multidimensional problems with divergence-free coefficients. Besides solving the equation itself, the LWDG method also gives approximations to its time derivative simultaneously. We obtain optimal error estimates for both the solution $u$ and its first order time derivative $u_t$ in one dimension, and numerical examples are given to validate our analysis.

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Peskin's Immersed Boundary (IB) method is one of the most popular numerical methods for many years and has been applied to problems in mathematical biology, fluid mechanics, material sciences, and many other areas. Peskiness IB method is associated with discrete delta functions. It is believed that the IB method is first order accurate in the $L^{\infty}$ norm. But almost no rigorous proof could be found in the literature until recently [Mori, Comm. Pure. Appl. Math: 61:2008] in which the author showed that the velocity is indeed first order accurate for the Stokes equations with a periodic boundary condition. In this paper, we show first order convergence with a $\log h$ factor of the IB method for elliptic interface problems with Dirichlet boundary conditions.

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