periodic solutions of integro differential equations in vector valued function spaces abstract operator valued fourier multipliers are used to study well posedness of integro differential equations in banach spaces both strong and mild periodic solutions are considered strong well posedness corresponds to maximal regularity which has proved very efficient in the handling of nonlinear problems we are concerned with a large array of vector valued function spaces lebesgue bochner spaces l p the besov spaces b p q s and related spaces such as the holder zygmund spaces c s and the triebel lizorkin spaces f p q s we note that the multiplier results in these last two scales of spaces involve only boundedness conditions on the resolvents and are therefore applicable to arbitrary banach spaces the results are applied to various classes of nonlinear integral and integro differential equations

accurate projection methods for the incompressible navier stokes equations abstract this paper considers the accuracy of projection method approximations to the initial boundary value problem for the incompressible navier stokes equations the issue of how to correctly specify numerical boundary conditions for these methods has been outstanding since the birth of the second order methodology a decade and a half ago it has been observed that while the velocity can be reliably computed to second order accuracy in time and space the pressure is typically only first order accurate in the l norm this paper identifies the source of this problem in the interplay of the global pressure update formula with the numerical boundary conditions and presents an improved projection algorithm which is fully second order accurate as demonstrated by a normal mode analysis and numerical experiments in addition a numerical method based on a gauge variable formulation of the incompressible navier stokes equations which provides another option for obtaining fully second order convergence in both velocity and pressure is discussed the connection between the boundary conditions for projection methods and the gauge method is explained in detail

a finite difference galerkin formulation for the incompressible navier stokes equations abstract the development of a new computational method for solving the incompressible navier stokes equations in primitive variable form is presented it is found that certain finite difference approximations for these equations can be transformed into an equivalent system which efficiently determines the discrete velocity field and which completely eliminates the pressure two such difference schemes for two dimensional problems are examined and some preliminary numerical results are discussed for the steady driven cavity problem

an unsplit higher order godunov method for scalar conservation laws in multiple dimensions abstract in this paper we develop an unsplit higher order godunov method for scalar conservation laws in two dimensions the method represents an extension for the special case being considered of methods developed by colella and by van leer in our method we begin with a piecewise bilinear representation of the solution on each grid cell a new piecewise bilinear representation at the next time level is then obtained from a two step procedure in the first step a conservative predictor corrector scheme derived from the integral form of the differential equation and characteristic considerations is used to obtain average values of the solution over grid cells at the new time level next these new average values are then used to construct a limited piecewise bilinear profile for each cell at the new time level the resulting method is shown to satisfy a maximum principle for constant coefficient linear advection computational results are presented comparing the new method to colella s method for linear advection the method is also applied to two model problems from porous media flow miscible and immiscible displacement the new scheme provides accurate resolution of sharp fronts without any significant distortion

application of a fractional step method to incompressible navier stokes equations a numerical method for computing three dimensional time dependent incompressible flows is presented the method is based on a fractional step or time splitting scheme in conjunction with the approximate factorization technique it is shown that the use of velocity boundary conditions for the intermediate velocity field can lead to inconsistent numerical solutions appropriate boundary conditions for the intermediate velocity field are derived and tested numerical solutions for flows inside a driven cavity and over a backward facing step are presented and compared with experimental data and other numerical results

stable and accurate pressure approximation for unsteady incompressible viscous flow how to properly specify boundary conditions for pressure is a longstanding problem for the incompressible navier stokes equations with no slip boundary conditions an analytical resolution of this issue stems from a recently developed formula for the pressure in terms of the commutator of the laplacian and leray projection operators here we make use of this formula to a improve the accuracy of computing pressure in two kinds of existing time discrete projection methods implicit in viscosity only and b devise new higher order accurate time discrete projection methods that extend a slip correction idea behind the well known finite difference scheme of kim and moin we test these schemes for stability and accuracy using various combinations of c 0 finite elements for all three kinds of time discretization one can obtain third order accuracy for both pressure and velocity without a time step stability restriction of diffusive type furthermore two kinds of projection methods are found stable using piecewise linear elements for both velocity and pressure

error estimates for an operator splitting method for navier stokes equations second order schemes we present in this paper an error analysis of a fractional step method for the approximation of the unsteady incompressible navier stokes equations under mild regularity assumptions on the continuous solution we obtain second order error estimates in the time step size both for velocity and pressure numerical results in agreement with the error analysis are also presented

the accuracy of the fractional step method we analyze the accuracy of the fractional step method of kim and moin j comput phys 59 1985 pp 308 323 for the incompressible navier stokes equations we show that the boundary conditions cannot be exactly satisfied in the projection step and that this limits the accuracy of the method we also show that the pressure in any projection method can be at best first order accurate our analysis is simpler and more direct than the previous analyses of this method we also show that there is no numerical boundary layer for velocity or pressure but there is one for the auxiliary pressure variable

a quadratic spline based interface quasi reconstruction algorithm for accurate tracking of two phase flows a new quadratic spline based interface quasi reconstruction algorithm is presented which provides an accurate and continuous representation of the interface in a multiphase domain and facilitates the direct estimation of local interfacial curvature the fluid interface in each of the mixed cells is represented by piecewise parabolic curves and an initial discontinuous plic approximation of the interface is progressively converted into a smooth quadratic spline made of these parabolic curves the conversion is achieved by a sequence of predictor corrector operations enforcing function c 0 and derivative c 1 continuity at the cell boundaries using simple analytical expressions for the continuity requirements the efficacy and accuracy of the current algorithm has been demonstrated using standard test cases involving reconstruction of known static interface shapes and dynamically evolving interfaces in prescribed flow situations these benchmark studies illustrate that the present algorithm performs excellently as compared to the other interface reconstruction methods available in literature quadratic rate of error reduction with respect to grid size has been observed in all the cases with curved interface shapes only in situations where the interface geometry is primarily flat the rate of convergence becomes linear with the mesh size the flow algorithm implemented in the current work is designed to accurately balance the pressure gradients with the surface tension force at any location as a consequence it is able to minimize spurious flow currents arising from imperfect normal stress balance at the interface this has been demonstrated through the standard test problem of an inviscid droplet placed in a quiescent medium finally the direct curvature estimation ability of the current algorithm is illustrated through the coupled multiphase flow problem of a deformable air bubble rising through a column of water

on convergence of block centered finite differences for elliptic problems we consider linear selfadjoint elliptic problems with neumann boundary conditions in rectangular domains we demonstrate that with sufficiently smooth data the discrete l 2 norm errors for tensor product block centered finite differences in both the approximate solution and its first derivatives are second order for all nonuniform grids extensions to nonselfadjoint and parabolic problems are discussed

on error estimates of the projection methods for the navier stokes equations second order schemes we present in this paper a rigorous error analysis of several projection schemes for the approximation of the unsteady incompressible navier stokes equations the error analysis is accomplished by interpreting the respective projection schemes as second order time discretizations of a perturbed system which approximates the navier stokes equations numerical results in agreement with the error analysis are also presented

a cartesian grid embedded boundary method for hyperbolic conservation laws we present a second order godunov algorithm to solve time dependent hyperbolic systems of conservation laws on irregular domains our approach is based on a formally consistent discretization of the conservation laws on a finite volume grid obtained from intersecting the domain with a cartesian grid we address the small cell stability problem associated with such methods by hybridizing our conservative discretization with a stable nonconservative discretization at irregular control volumes and redistributing the difference in the mass increments to nearby cells in a way that preserves stability and local conservation the resulting method is second order accurate in l 1 for smooth problems and is robust in the presence of large amplitude discontinuities intersecting the irregular boundary

a gradient augmented level set method for unstructured grids we present and test a gradient augmented level set method for unstructured grids which has been designed to allow for easy integration in parallel flow solvers the means to this end is a hermite formulation where the gradient is stored and advected as an independent variable along with the level set function the method uses narrow band storage in conjunction with a fast marching method which is also designed to take advantage of the gradient augmentation we demonstrate through standard passive advection test cases that the proposed method is able to compute interface motion with performance comparable to popular high performing methods on structured grids

strong solutions of stochastic models for viscoelastic flows of oldroyd type abstract in this work we study stochastic oldroyd type models for viscoelastic fluids in r d d 2 3 we show existence and uniqueness of strong local maximal solutions when the initial data are in h s for s d 2 d 2 3 probabilistic estimate of the random time interval for the existence of a local solution is expressed in terms of expected values of the initial data

on error estimates of some higher order projection and penalty projection methods for navier stokes equations this paper is a continuation of our previous work 10 on projection methods we study first existing higher order projection schemes in the semidiscretized form for the navier stokes equations one error analysis suggests that the precision of these schemes is most likely plagued by the inconsistent neumann boundary condition satisfied by the pressure approximations we then propose a penalty projection scheme for which we obtain improved error estimates

pressure stability in fractional step finite element methods for incompressible flows abstract the objective of this paper is to analyze the pressure stability of fractional step finite element methods for incompressible flows that use a pressure poisson equation for the classical first order projection method it is shown that there is a pressure control which depends on the time step size and therefore there is a lower bound for this time step for stability reasons the situation is much worse for a second order scheme in which part of the pressure gradient is kept in the momentum equation the pressure stability in this case is extremely weak to overcome these shortcomings a stabilized fractional step finite element method is also considered and its stability is analyzed some simple numerical examples are presented to support the theoretical results

a new family of 5 5 cc 4oc schemes applicable for unsteady navier stokes equations in this paper a new family of implicit compact finite difference schemes for computation of unsteady convection diffusion equation with variable convection coefficient is proposed the schemes which are fourth order accurate in space and second or lower order accurate in time depending on the choice of weighted time average parameter are then applied to unsteady navier stokes system the proposed schemes where transport variable and its first derivatives are carried as the unknowns combine virtues of compact discretization and pade scheme for spatial derivative these schemes which are based on a five point stencil with constant coefficients named as 5 5 constant coefficient 4th order compact 5 5 cc 4oc give rise to a diagonally dominant system of equations and shows higher accuracy and better phase and amplitude error characteristics than some of the standard methods these schemes are capable of using a grid aspect ratio other than unity and are unconditionally stable they efficiently capture both transient and steady solutions of linear and nonlinear convection diffusion equations with dirichlet as well as neumann boundary conditions subsequently the proposed schemes are applied to problems governed by the incompressible navier stokes equations the results obtained are in excellent agreement with analytical and available numerical results in all cases establishing efficiency and accuracy of the proposed schemes

a high order semi implicit imex weno scheme for the all mach isentropic euler system abstract in this paper new high order schemes are constructed and analyzed for the numerical solution of euler equations of isentropic gas dynamics material waves are treated explicitly while acoustic waves are treated implicitly thus avoiding severe cfl restrictions for low mach flows high order accuracy in space is obtained by finite difference weno schemes while high order in time is obtained by imex methods with semi implicit linearization treatment the schemes are proven to be asymptotic preserving and asymptotic accurate as the mach number vanishes several tests in one and two space dimensions illustrate the effectiveness of the proposed schemes

on some classes of nonstationary axially symmetric solutions to the navier stokes equations in the paper the navier stokes equations are studied in axially symmetric cases of nonstationary motion with rotation of incompressible viscous fluids the problem is reduced to a nonlinear system of three partial differential equations for three unknown functions of the cylindrical coordinates r and z and time t the three functions are sought in the form of power series in r with coefficients depending on t and z for the unknown coefficients recurrence relations are obtained which contain three arbitrary functions the relations are examined in three particular cases in which they give analytical solutions to the navier stokes equations for any values of the coordinates t z and r

a second order accurate projection method for the incompressible navier stokes equations on non graded adaptive grids we present an unconditionally stable second order accurate projection method for the incompressible navier stokes equations on non graded adaptive cartesian grids we employ quadtree and octree data structures as an efficient means to represent the grid we use the supra convergent poisson solver of c h min f gibou h ceniceros a supra convergent finite difference scheme for the variable coefficient poisson equation on fully adaptive grids cam report 05 29 j comput phys in press a second order accurate semi lagrangian method to update the momentum equation an unconditionally stable backward difference scheme to treat the diffusion term and a new method that guarantees the stability of the projection step on highly non graded grids we sample all the variables at the grid nodes producing a scheme that is straightforward to implement we propose two and three dimensional examples to demonstrate second order accuracy for the velocity field and the divergence free condition in the l1 and l norms

a conservative immersed interface method for large eddy simulation of incompressible flows we propose a conservative second order accurate immersed interface method for representing incompressible fluid flows over complex three dimensional solid obstacles on a staggered cartesian grid the method is based on a finite volume discretization of the incompressible navier stokes equations which is modified locally in cells that are cut by the interface in such a way that accuracy and conservativity are maintained a level set technique is used for description and tracking of the interface geometry so that an extension of the method to moving boundaries and flexible walls is straightforward numerical stability is ensured for small cells by a conservative mixing procedure discrete conservation and sharp representation of the fluid solid interface render the method particularly suitable for large eddy simulations of high reynolds number flows accuracy second order grid convergence and robustness of the method is demonstrated for several test cases inclined channel flow at re 20 flow over a square cylinder at re 100 flow over a circular cylinder at re 40 re 100 and re 3900 as well as turbulent channel flow with periodic constrictions at re 10 595

an accurate second order approximation factorization method for time dependent incompressible navier stokes equations in spherical polar coordinates a finite difference method for solving three dimensional time dependent incompressible navier stokes equations in spherical polar coordinates is presented in detail a new algorithm which is second order accurate in time and space is considered and decoupling between the velocity and the pressure is achieved by this algorithm further the numerical method is tested by computing the spherical couette flow between two concentric spheres with the inner one rotating a comparison of the numerical solutions with available numerical results and experimental measurements is made it is demonstrated that the numerical code is valid for solving three dimensional unsteady incompressible navier stokes equations in spherical polar coordinates

an accurate adaptive solver for surface tension driven interfacial flows a method combining an adaptive quad octree spatial discretisation geometrical volume of fluid interface representation balanced force continuum surface force surface tension formulation and height function curvature estimation is presented the extension of these methods to the quad octree discretisation allows adaptive variable resolution along the interface and is described in detail the method is shown to recover exact equilibrium to machine accuracy between surface tension and pressure gradient in the case of a stationary droplet irrespective of viscosity and spatial resolution accurate solutions are obtained for the classical test case of capillary wave oscillations an application to the capillary breakup of a jet of water in air further illustrates the accuracy and efficiency of the method the source code of the implementation is freely available as part of the gerris flow solver

efficient implementation of thinc scheme in this paper we improve the multi dimensional thinc tangent of hyperbola for interface capturing scheme f xiao y honma t kono a simple algebraic interface capturing scheme using hyperbolic tangent function int j numer meth fluid 48 2005 1023 the thinc scheme is a vof volume of fluid type method in the original thinc scheme one dimensional thinc scheme was straightforwardly used for multi dimensional cases in this paper we propose the wlic weighed line interface calculation method to extend the thinc scheme to multi dimension in the wlic method the interface is reconstructed by taking an average of line interfaces along x y and z coordinates with the weights calculated from surface normal the wlic method can extend the thinc scheme to multi dimension while maintaining simplicity of implementation and achieve a higher accuracy than the original thinc scheme the wlic method can readily extend the thinc scheme to three dimension

a high order discontinuous galerkin method for 2d incompressible flows in this paper we introduce a high order discontinuous galerkin method for two dimensional incompressible flow in the vorticity stream function formulation the momentum equation is treated explicitly utilizing the efficiency of the discontinuous galerkin method the stream function is obtained by a standard poisson solver using continuous finite elements there is a natural matching between these two finite element spaces since the normal component of the velocity field is continuous across element boundaries this allows for a correct upwinding gluing in the discontinuous galerkin framework while still maintaining total energy conservation with no numerical dissipation and total enstrophy stability the method is efficient for inviscid or high reynolds number flows optimal error estimates are proved and verified by numerical experiments

stochastic landau lifshitz gilbert equation with anisotropy energy driven by pure jump noise abstract in this work we study a stochastic three dimensional landau lifshitz gilbert equation with non zero anisotropy energy which is drive by pure jump noise we show existence of weak martingale solutions taking values in a two dimensional sphere s 2 the construction of the solution is based on the classical faedo galerkin approximation the compactness method and the jakubowski version of the skorokhod theorem for nonmetric spaces

the immersed boundary method for advection electrodiffusion with implicit timestepping and local mesh refinement we describe an immersed boundary method for problems of fluid solute structure interaction the numerical scheme employs linearly implicit timestepping allowing for the stable use of timesteps that are substantially larger than those permitted by an explicit method and local mesh refinement making it feasible to resolve the steep gradients associated with the space charge layers as well as the chemical potential which is used in our formulation to control the permeability of the membrane to the possibly charged solute low reynolds number fluid dynamics are described by the time dependent incompressible stokes equations which are solved by a cell centered approximate projection method the dynamics of the chemical species are governed by the advection electrodiffusion equations and our semi implicit treatment of these equations results in a linear system which we solve by gmres preconditioned via a fast adaptive composite grid fac solver numerical examples demonstrate the capabilities of this methodology as well as its convergence properties

a stable and convergent scheme for viscoelastic flow in contraction channels we present a new algorithm to simulate unsteady viscoelastic flows in abrupt contraction channels in our approach we split the viscoelastic terms of the oldroyd b constitutive equation using duhamel s formula and discretize the resulting pdes using a semi implicit finite difference method based on a lax wendroff method for hyperbolic terms in particular we leave a small residual elastic term in the viscous limit by design to make the hyperbolic piece well posed a projection method is used to impose the incompressibility constraint we are able to compute the full range of unsteady elastic flows in an abrupt contraction channel from the viscous limit to the elastic limit in a stable and convergent manner we demonstrate the range of our method for unsteady flow of a maxwell fluid with and without viscosity in planar contraction channels we also demonstrate stable and convergent results for benchmark high weissenberg number problems at we 1 and we 10

discrete exterior calculus discretization of incompressible navier stokes equations over surface simplicial meshes a conservative discretization of incompressible navier stokes equations is developed based on discrete exterior calculus dec a distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a combinatorial discretization of the wedge product the governing equations are first rewritten using the exterior calculus notation replacing vector calculus differential operators by the exterior derivative hodge star and wedge product operators the discretization is then carried out by substituting with the corresponding discrete operators based on the dec framework numerical experiments for flows over surfaces reveal a second order accuracy for the developed scheme when using structured triangular meshes and first order accuracy for otherwise unstructured meshes by construction the method is conservative in that both mass and vorticity are conserved up to machine precision the relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step

efficient algorithm on a nonstaggered mesh for simulating rayleigh benard convection in a box an efficient semi implicit second order accurate finite difference method is described for studying incompressible rayleigh benard convection in a box with sidewalls that are periodic thermally insulated or thermally conducting operator splitting and a projection method reduce the algorithm at each time step to the solution of four helmholtz equations and one poisson equation and these are are solved by fast direct methods the method is numeri cally stable even though all field values are placed on a single non staggered mesh commensurate with the boundaries the efficiency and accuracy of the method are characterized for several representative convection problems

a novel linear second order unconditionally energy stable scheme for a hydrodynamic q tensor model of liquid crystals abstract the hydrodynamic q tensor model has been used for studying flows of liquid crystals and liquid crystal polymers it can be derived from a variational approach together with the generalized onsager principle in which the total energy decreases in time in this paper we develop a novel linear second order semi discrete scheme in time to solve the governing system of equations in the model the scheme is developed following the novel energy quadratization strategy so that it is linear and unconditionally energy stable at the semi discrete level this scheme is further discretized in space using a second order finite difference method and implemented on a gpu for high performance computing the convergence rate in time is established using a mesh refinement test several numerical examples are presented to demonstrate the usefulness of the model and the effectiveness of the numerical scheme in simulating defect dynamics in flows of liquid crystals

stochastic galerkin methods for elliptic interface problems with random input in this work we consider random elliptic interface problems namely the media in elliptic equations have both randomness and interfaces a galerkin method using bi orthogonal polynomials is used to convert the random problem into an uncoupled system of deterministic interface problems a principle on how to choose the orders of the approximated polynomial spaces is given based on the sensitivity analysis in random spaces with which the total degree of freedom can be significantly reduced then immersed finite element methods are introduced to solve the resulting system convergence results are given both theoretically and numerically

finite element approximation of the nonstationary navier stokes problem i regularity of solutions and second order error estimates for spatial discretization this is the first part of a work dealing with the rigorous error analysis of finite element solutions of the nonstationary navier stokes equations second order error estimates are proven for spatial discretization using conforming or nonconforming elements the results indicate a fluid like behavior of the approximations even in the case of large data so long as the solution remains regular the analysis is based on sharp a priori estimates for the solution particularly reflecting its behavior as t to 0 and as t to infty it is shown that the regularity customarily assumed in the error analysis for corresponding parabolic problems cannot be realistically assumed in the case of the navier stokes equations as it depends on nonlocal compatibility conditions for the data the results which are presented here are independent of such compatibility conditions which cannot be verified in practice

physically motivated domain decomposition for singularly perturbed equations a domain decomposition algorithm suitable for the efficient and accurate solution of a parabolic reaction convection diffusion equation with small parameter multiplying the diffusion term is presented convergence is established via maximum principle arguments the equation arises in the modeling of laminar transonic flow decomposition into subdomains is accomplished via singular perturbation analysis which dictates regions where certain reduced equations may be solved in place of the full equation effectively preconditioning the problem this paper concentrates on the theoretical basis of the method establishing local and global a priori error bounds

a second order projection method for the incompressible navier stokes equations in this paper we describe a second order projection method for the time dependent incom pressible navier stokes equations as in the original projection method developed by chorin we first solve diffusion convection equations to predict intermediate velocities which are then projected onto the space of divergence free vector fields by introducing more coupling between the diffusion onvection step and the projection step we obtain a temporal discretiza tion that is second order accurate our treatment of the diffusion convection step uses a specialized higher order godunov method for differencing the nonlinear convective terms that provides a robust treatment of these terms at high reynolds number the godunov procedure is second order accurate for smooth flow and remains stable for discontinuous initial data even in the zero viscosity limit we approximate the projection directly using a galerkin procedure that uses a local basis for discretely divergence free vector fields numerical results are presented validating the convergence properties of the method we also apply the method to doubly periodic shear layers to assess the performance of the method on more difficult

a multigrid ghost point level set method for incompressible navier stokes equations on moving domains with curved boundaries abstract in this paper we present a numerical approach to solve the navier stokes equations on moving domains with second order accuracy the space discretization is based on the ghost point method which falls under the category of unfitted boundary methods since the mesh does not adapt to the moving boundary the equations are advanced in time by using crank nicholson the momentum and continuity equations are solved simultaneously for the velocity and the pressure by adopting a proper multigrid approach to avoid the checkerboard instability for the pressure a staggered grid is adopted where velocities are defined at the sides of the cell and the pressure is defined at the centre the lack of uniqueness for the pressure is circumvented by the inclusion of an additional scalar unknown representing the average divergence of the velocity and an additional equation to set the average pressure to zero several tests are performed to simulate the motion of an incompressible fluid around a moving object as well as the lid driven cavity tests around steady objects the object is implicitly defined by a level set approach that allows a natural computation of geometrical properties such as distance from the boundary normal directions and curvature different shapes are tested circle ellipse and flower numerical results show the second order accuracy for the velocity and the divergence that decays to zero with second order and the efficiency of the multigrid that is comparable with the tests available in literature for rectangular domains without objects showing that the presence of a complex shaped object does not degrade the performance

the gauge uzawa finite element method part i the navier stokes equations the gauge uzawa fem is a new first order fully discrete projection method which combines advantages of both the gauge and uzawa methods within a variational framework a time step consists of a sequence of d 1 poisson problems d being the space dimension thereby avoiding both the incompressibility constraint as well as dealing with boundary tangential derivatives as in the gauge method this allows for a simple finite element discretization in space of any order in both two and three dimensions this first part introduces the method for the navier stokes equations of incompressible fluids and shows unconditional stability and error estimates for both velocity and pressure via a variational approach under realistic regularity assumptions several numerical experiments document performance of the gauge uzawa fem and compare it with other projection methods

a computational stream function method for two dimensional incompressible viscous flows this work concerns the development of a numerical method based on the stream function formulation of the navier stokes equations to simulate two dimensional plane or axisymmetric viscous flows the main features of the proposed method are the use of the high order finite difference compact method for the discretization of the stream function equation the implicit pseudo transient newton krylov multigrid matrix free method for the stationary stream function equation and the fourth order runge kutta method for the integration of non stationary flows copyright 2005 john wiley sons ltd

large deviations and transitions between equilibria for stochastic landau lifshitz gilbert equation we study a stochastic landau lifshitz equation on a bounded interval and with finite dimensional noise we first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity property next we prove the large deviations principle for the small noise asymptotic of solutions using the weak convergence method an essential ingredient of the proof is the compactness or weak to strong continuity of the solution map for a deterministic landau lifschitz equation when considered as a transformation of external fields we then apply this large deviations principle to show that small noise can cause magnetisation reversal we also show the importance of the shape anisotropy parameter for reducing the disturbance of the solution caused by small noise the problem is motivated by applications from ferromagnetic nanowires to the fabrication of magnetic memories

finite element approximations of the nonstationary navier stokes problem part iv error estimates for second order time discretization this paper provides an error analysis for the crank nicolson method of time discretization applied to spatially discrete galerkin approximations of the nonstationary navier stokes equations second order error estimates are proven locally in time under realistic assumptions about the regularity of the solution for approximations of an exponentially stable solution these local error estimates are extended uniformly in time as text t to infty

on error estimates of projection methods for navier stokes equations first order schemes in this paper projection methods or fractional step methods are studied in the semi discretized form for the navier stokes equations in a two or three dimensional bounded domain error estimates for the velocity and the pressure of the classical projection scheme are established via the energy method a modified projection scheme which leads to improved error estimates is also proposed

short note an interface capturing method with a continuous function the thinc method on unstructured triangular and tetrahedral meshes a novel interface capturing method is proposed to compute moving interfaces on unstructured grids with triangular 2d and tetrahedral 3d elements different from the conventional vof volume of fluid method which involves geometric reconstructions of the interface the present method is based on the algebraic reconstruction approach originally developed in the thinc tangent of hyperbola interface capturing scheme by xiao et al 2005 17 a continuous multidimensional hyperbolic tangent function is employed for retrieving the jump like distribution of the indicator function which avoids the explicit geometric representation of the interface and thus substantially reduces the algorithmic complexity in unstructured grids numerical diffusion and smearing are effectively eliminated and the compact thickness of the jump transition layer in the volume fraction is retained throughout the computation even for largely deformed interface the solution quality of the present scheme is comparable to the vof method with plic piecewise linear interface calculation algorithm

operator valued fourier multiplier theorems and maximal l_p regularity we prove a mihlin type multiplier theorem for operator valued multiplier functions on umd spaces the essential assumption is r boundedness of the multiplier function as an application we give a characterization of maximal l p regularity for the generator of an analytic semigroup t t in terms of the r boundedness of the resolvent of a or the semigroup t t

wong zakai approximation for the stochastic landau lifshitz gilbert equations abstract in this work we study stochastic landau lifshitz gilbert equations sllges in one dimension with non zero exchange energy only firstly by introducing a suitable transformation we convert the sllges to a highly nonlinear time dependent partial differential equation with random coefficients which is not fully parabolic we then prove that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity property following regular approximation of the brownian motion and using reverse transformation we show existence of strong solution of sllges taking values in a two dimensional unit sphere s 2 in r 3 the construction of the solution and its corresponding convergence results are based on wong zakai approximation

a geometrical area preserving volume of fluid advection method a new class of algorithms that preserve mass exactly for incompressible flows on a cartesian mesh are presented they amount to piecewise linear area preserving mappings of tessellations of the plane they are equivalent to volume of fluid vof advection methods which are decomposed into an eulerian implicit scheme in one direction followed by a lagrangian explicit step in the other one it is demonstrated that mass conservation is exact for incompressible flows and that there are no undershoots or overshoots of the volume fraction which thus always remains constrained between 0 and 1

a cartesian grid projection method for the incompressible euler equations in complex geometries many problems in fluid dynamics require the representation of complicated internal or external boundaries of the flow here we present a method for calculating time dependent incompressible inviscid flow which combines a projection method with a cartesian grid approach for representing geometry in this approach the body is represented as an interface embedded in a regular cartesian mesh the advection step is based on a cartesian grid algorithm for compressible flow in which the discretization of the body near the flow uses a volume of fluid representation a redistribution procedure is used to eliminate time step restrictions due to small cells where the boundary intersects the mesh the projection step uses an approximate projection based on a cartesian grid method for potential flow the method incorporates knowledge of the body through volume and area fractions along with certain other integrals over the mixed cells convergence results are given for the projection itself and for the time dependent algorithm in two dimensions the method is also demonstrated on flow past a half cylinder with vortex shedding

accurate stable and efficient navier stokes solvers based on explicit treatment of the pressure term we present numerical schemes for the incompressible navier stokes equations based on a primitive variable formulation in which the incompressibility constraint has been replaced by a pressure poisson equation the pressure is treated explicitly in time completely decoupling the computation of the momentum and kinematic equations the result is a class of extremely efficient navier stokes solvers full time accuracy is achieved for all flow variables the key to the schemes is a neumann boundary condition for the pressure poisson equation which enforces the incompressibility condition for the velocity field irrespective of explicit or implicit time discretization of the viscous term in the momentum equation the explicit time discretization of the pressure term does not affect the time step constraint indeed we prove unconditional stability of the new formulation for the stokes equation with explicit treatment of the pressure term and first or second order implicit treatment of the viscous term systematic numerical experiments for the full navier stokes equations indicate that a second order implicit time discretization of the viscous term with the pressure and convective terms treated explicitly is stable under the standard cfl condition additionally various numerical examples are presented including both implicit and explicit time discretizations using spectral and finite difference spatial discretizations demonstrating the accuracy flexibility and efficiency of this class of schemes in particular a galerkin formulation is presented requiring only c0 elements to implement

a cell centered adaptive projection method for the incompressible euler equations we present an algorithm to compute adaptive solutions for incompressible flows using block structured local refinement in both space and time this method uses a projection formulation based on a cell centered approximate projection which allows the use of a single set of cell centered solvers because of refinement in time additional steps are taken to accurately discretize the advection and projection operators at grid refinement boundaries using composite operators which span the coarse and refined grids this ensures that the method is approximately freestream preserving and satisfies an appropriate form of the divergence constraint

stability of a cartesian grid projection method for zero froude number shallow water flows in this paper a godunov type projection method for computing approximate solutions of the zero froude number incompressible shallow water equations is presented it is second order accurate and locally conserves height mass and momentum to enforce the underlying divergence constraint on the velocity field the predicted numerical fluxes computed with a standard second order method for hyperbolic conservation laws and applied to an auxiliary system are corrected in two steps first a mac type projection adjusts the advective velocity divergence in a second projection step additional momentum flux corrections are computed to obtain new time level cell centered velocities which satisfy another discrete version of the divergence constraint the scheme features an exact and stable second projection it is obtained by a petrov galerkin finite element ansatz with piecewise bilinear trial functions for the unknown height and piecewise constant test functions the key innovation compared to existing finite volume projection methods is a correction of the in cell slopes of the momentum by the second projection the stability of the projection is proved using a generalized theory for mixed finite elements in order to do so the validity of three different inf sup conditions has to be shown the results of preliminary numerical test cases demonstrate the method s applicability on fixed grids the accuracy is improved by a factor four compared to a previous version of the scheme

an overview of projection methods for incompressible flows a series of numerical issues related to the analysis and implementation of fractional step methods for incompressible flows are addressed in this paper these methods are often referred to in the literature as projection methods and can be classified into three classes namely the pressure correction methods the velocity correction methods and the consistent splitting methods for each class of schemes theoretical and numerical convergence results available in the literature are reviewed and open questions are discussed the essential results are summarized in a table which could serve as a useful reference to numerical analysts and practitioners published by elsevier b v msc 65n35 65n22 65f05 35j05

discrete fourier multipliers and cylindrical boundary value problems we consider operator valued boundary value problems in 0 2 n with periodic or more generally periodic boundary conditions using the concept of discrete vector valued fourier multipliers we give equivalent conditions for the unique solvability of the boundary value problem as an application we study vector valued parabolic initial boundary value problems in cylindrical domains 0 2 n v with periodic boundary conditions in the cylindrical directions we show that under suitable assumptions on the coefficients we obtain maximal l q regularity for such problems for symmetric operators such as the laplacian related results for mixed dirichlet neumann boundary conditions on 0 2 n v are deduced

gerris a tree based adaptive solver for the incompressible euler equations in complex geometries an adaptive mesh projection method for the time dependent incompressible euler equations is presented the domain is spatially discretised using quad octrees and a multilevel poisson solver is used to obtain the pressure complex solid boundaries are represented using a volume of fluid approach second order convergence in space and time is demonstrated on regular statically and dynamically refined grids the quad octree discretisation proves to be very flexible and allows accurate and efficient tracking of flow features the source code of the method implementation is freely available

the operator valued marcinkiewicz multiplier theorem and maximal regularity given a closed linear operator on a umd space we characterize maximal regularity of the non homogeneous problem

wong zakai approximation for the stochastic landau lifshitz gilbert equations with anisotropy energy abstract the stochastic landau lifshitz gilbert equations sllges describe the behaviour of the magnetisation under the influence of the randomly fluctuating effective field in this work we consider the sllges in one space dimension in the presence of both the exchange energy and anisotropy energy and prove the existence of strong solution taking values in a two dimensional unit sphere s 2 in r 3 the key ingredients for the construction of the solution and its corresponding convergence results are the doss sussmann transformation maximal regularity property and the wong zakai approximation

on operator valued fourier multiplier theorems the classical fourier multiplier theorems of marcinkiewicz and mikhlin are extended to vector valued functions and operator valued multiplier functions on z d or r d which satisfy certain r boundedness conditions

improving the speed and accuracy of projection type incompressible flow solvers abstract superseding so called first generation incompressible flow solvers of the projection type based on taylor galerkin advection second order pressure damping and element based data structures the current second generation solvers based on high order upwind advection fourth order pressure damping and edge based data structures have now been in use for half a decade and have proven remarkably robust and efficient for many large scale problems in order to achieve higher accuracy and speed these solvers have recently been enhanced in a variety of ways a substepping for advection b implicit treatment of advective terms via sgs and gmres lu sgs iterative solvers c fully implicit time accurate advancement of pressure and velocities and d linelet preconditioning for the pressure poisson equation the combined effect of these third generation improvements leads to speedups of the order of o 1 5 1 10 with similar or even better temporal accuracy as demonstrated on a variety of academic and industrial problems

martingale solutions of nematic liquid crystals driven by pure jump noise in the marcus canonical form abstract in this work we consider a stochastic evolution equation which describes the system governing the nematic liquid crystals driven by a pure jump noise in the marcus canonical form the existence of a martingale solution is proved for both 2d and 3d cases the construction of the solution relies on a modified faedo galerkin method based on the littlewood paley decomposition compactness method and the jakubowski version of the skorokhod representation theorem for non metric spaces we prove that in the 2 d case the martingale solution is pathwise unique and hence deduce the existence of a strong solution

a new algorithm for solving some mechanical problems this paper explores the utility of a discrete singular convolution algorithm for solving certain mechanical problems benchmark mechanical systems including plate vibrations and incompressible flows are employed to illustrate the robustness and to test accuracy of the present algorithm numerical results indicate that the present approach is very accurate efficient and reliable for solving the aforementioned problems

analysis of a one dimensional model for the immersed boundary method numerical methods are studied for the one dimensional heat equation with a singular forcing term u t u xx c t delta x alpha t the delta function delta x is replaced by a discrete approximation d h x and the resulting equation is solved by a crank nicolson method on a uniform grid the accuracy of this method is analyzed for various choices of d h the case where c t is specified and also the case where c is determined implicitly by a constraint on the solution at the point a are studied these problems serve as a model for the immersed boundary method of peskin for incompressible flow problems in irregular regions some insight is gained into the accuracy that can be achieved and the importance of choosing appropriate discrete delta functions

an improved particle correction procedure for the particle level set method the particle level set method d enright r fedkiw j ferziger i mitchell a hybrid particle level set method for improved interface capturing j comput phys 183 2002 83 116 can substantially improve the mass conservation property of the level set method by using lagrangian marker particles to correct the level set function in the under resolved regions in this study the limitations of the particle level set method due to the errors introduced in the particle correction process are analyzed and an improved particle correction procedure is developed based on a new interface reconstruction scheme moreover the zero level set is anchored as the level set functions are reinitialized hence the additional particle correction after the level set reinitialization is avoided with this new scheme a well defined zero level set can be obtained and the disturbances to the interface are significantly reduced consequently the particle reseeding operation will barely result in the loss of interface characteristics and can be applied as frequently as necessary to demonstrate the accuracy and robustness of the proposed method two extreme particle reseeding strategies one without reseeding and the other with reseeding every time step are applied in several benchmark advection tests and the results are compared with each other three interfacial flow cases a 2d surface tension driven oscillating droplet a 2d gas bubble rising in a quiescent liquid and a 3d drop impact onto a liquid pool are simulated to illustrate the advantages of the current method over the level set and the original particle level set methods with regard to the smoothness of geometric properties and mass conservation in real physical applications

corrigendum to error estimates for an operator splitting method for navier stokes equations second order schemes j comput appl math 231 2 2009 696 704

uncoupled temporally second order accurate implicit solver of incompressible navier stokes equations an efficient method with temporal second order accuracy for solving the incompressible navier stokes equations in generalized coordinate systems is developed efficiency is obtained by extending an existing fractional step semi implicit solver into an implicit one with implicit approximation of the convection terms a novel three level linearization scheme is proposed to decouple the momentum equations from one another in addition to the fractional step approach that decouples the continuity equation from the momentum equations consequently all of the governing equations are uncoupled without degrading temporal accuracy or stability and without the need for iterations to solve the nonlinear system of equations at each time level the proposed decoupling technique can be used for other systems of nonlinear and time dependent partial differential equations moreover only minor modifications are required to apply the method to existing two level schemes several test cases confirm that the proposed decoupled scheme has temporal second order accuracy and allows the use of large time steps

l p maximal regularity for second order cauchy problems we introduce the concept of l p maximal regularity for second order cauchy problems we prove l p maximal regularity for an abstract model problem and we apply the abstract results to prove existence uniqueness and regularity of solutions for nonlinear wave equations

velocity correction projection methods for incompressible flows we introduce and study a new class of projection methods namely the velocity correction methods in standard form and in rotational form for solving the unsteady incompressible navier stokes equations we show that the rotational form provides improved error estimates in terms of the h1 norm for the velocity and of the l2 norm for the pressure we also show that the class of fractional step methods introduced in s a orsag m israeli and m deville j sci comput 1 1986 pp 75 111 and k e karniadakis m israeli and s a orsag j comput phys 97 1991 pp 414 443 can be interpreted as the rotational form of our velocity correction methods thus to the best of our knowledge our results provide the first rigorous proof of stability and convergence of the methods in those papers we also emphasize that contrary to those of the above groups our formulations are set in the standard l2 setting and consequently they can be easily implemented by means of any variational approximation techniques in particular the finite element methods

a well conditioned augmented system for solving navier stokes equations in irregular domains an augmented method based on a cartesian grid is proposed for the incompressible navier stokes equations in irregular domains the irregular domain is embedded into a rectangular one so that a fast poisson solver can be utilized in the projection method unlike several methods suggested in the literature that set the force strengths as unknowns which often results in an ill conditioned linear system we set the jump in the normal derivative of the velocity as the augmented variable the new approach improves the condition number of the system for the augmented variable significantly using the immersed interface method we are able to achieve second order accuracy for the velocity numerical results and comparisons to benchmark tests are given to validate the new method a lid driven cavity flow with multiple obstacles and different geometries are also presented

a conservative adaptive projection method for the variable density incompressible navier stokes equations in this paper we present a method for solving the equations governing time dependent variable density incompressible flow in two or three dimensions on an adaptive hierarchy of grids the method is based on a projection formulation in which we first solve advection diffusion equations to predict intermediate velocities and then project these velocities onto a space of approximately divergence free vector fields our treatment of the first step uses a specialized second order upwind method for differencing the nonlinear convection terms that provides a robust treatment of these terms suitable for inviscid and high reynolds number flow density and other scalars are advected in such a way as to maintain conservation if appropriate and free stream preservation our approach to adaptive refinement uses a nested hierarchy of logically rectangular girds with simultaneous refinement of the girds in both space and time the integration algorithm on the grid hierarchy is a recursive procedure in which coarse grids are advanced in time fine grids are advanced multiple steps to reach the same time as the coarse grids and the data at different levels are then synchronized the single grid algorithm is described briefly but the emphasis here is on the time stepping procedure for the adaptive hierarchy numerical examples are presented to demonstrate the algorithms s accuracy and convergence properties and illustrate the behavior of the method an additional example demonstrates the performance of the method on a more realistic problem namely a three dimensional variable density shear layer

a coupled level set and volume of fluid method for computing 3d and axisymmetric incompressible two phase flows we present a coupled level set volume of fluid clsvof method for computing 3d and axisymmetric incompressible two phase flows this method combines some of the advantages of the volume of fluid method with the level set method to obtain a method which is generally superior to either method alone we present direct comparisons between computations made with the clsvof method and computations made with the level set method the volume of fluid method and the boundary integral method we also compare our computations to the exact solution for an oscillating ellipse due to lamb and experimental results obtained for a rising gas bubble in liquid obtained by hnat and buckmaster our computational examples focus on flows in which surface tension forces and changes in topology are dominant features of the flow

a diffuse interface model for axisymmetric immiscible two phase flow a diffuse interface model is considered for solving axisymmetric immiscible two phase flow with surface tension the navier stokes ns equations are modified by the addition of a continuum forcing the interface between the two fluids is considered as the half level set of a mass concentration c which is governed by the cahn hilliard ch equation a fourth order degenerate nonlinear parabolic diffusion equation in this work we develop a nonlinear multigrid method to solve the ch equation with degenerate mobility and couple this to a projection method for the incompressible ns equations the diffuse interface method can deal with topological transitions such as breakup and coalescence smoothly without ad hoc cut and connect or other artificial procedures we present results for rayleigh s capillary instability up to forming satellite drops the results agree well with the linear stability theory

deflated preconditioned conjugate gradient solvers for the pressure poisson equation a deflated preconditioned conjugate gradient technique has been developed for the solution of the pressure poisson equation within an incompressible flow solver the deflation is done using a region based decomposition of the unknowns making it extremely simple to implement the procedure has shown a considerable reduction in the number of iterations for grids with large graph depth the savings exceed an order of magnitude furthermore the technique has shown a remarkable insensitivity to the number of groups regions chosen and to the way the groups are formed

a hybrid particle level set method for improved interface capturing in this paper we propose a new numerical method for improving the mass conservation properties of the level set method when the interface is passively advected in a flow field our method uses lagrangian marker particles to rebuild the level set in regions which are underresolved this is often the case for flows undergoing stretching and tearing the overall method maintains a smooth geometrical description of the interface and the implementation simplicity characteristic of the level set method our method compares favorably with volume of fluid methods in the conservation of mass and purely lagrangian schemes for interface resolution the method is presented in three spatial dimensions