a convergence rate theorem for finite difference approximations to delta functions we prove a rate of convergence theorem for approximations to certain integrals over codimension one manifolds in r n the type of manifold involved here is defined by the zero level set of a smooth mapping u r email protected r our approximations are based on the two finite difference methods for discretizing delta functions presented in 16 we included a convergence proof in that paper but only proved rates of convergence in some greatly simplified situations numerical experiments indicated that our two methods were at least first and second order accurate respectively in this note we prove those empirical convergence rates for the two algorithms under fairly general hypotheses

optimal reconstruction of material properties in complex multiphysics phenomena we develop an optimization based approach to the problem of reconstructing temperature dependent material properties in complex thermo fluid systems described by the equations for the conservation of mass momentum and energy our goal is to estimate the temperature dependence of the viscosity coefficient in the momentum equation based on some noisy temperature measurements where the temperature is governed by a separate energy equation we show that an elegant and computationally efficient solution of this inverse problem is obtained by formulating it as a pde constrained optimization problem which can be solved with a gradient based descent method a key element of the proposed approach the cost functional gradients are characterized by mathematical structure quite different than in typical problems of pde constrained optimization and are expressed in terms of integrals defined over the level sets of the temperature field advanced techniques of integration on manifolds are required to evaluate numerically such gradients and we systematically compare three different methods as a model system we consider a two dimensional unsteady flow in a lid driven cavity with heat transfer and present a number of computational tests to validate our approach and illustrate its performance

high order maximum principle preserving semi lagrangian finite difference weno schemes for the vlasov equation in this paper we propose the parametrized maximum principle preserving mpp flux limiter originally developed in 37 to the semi lagrangian finite difference weighted essentially non oscillatory scheme for solving the vlasov equation the mpp flux limiter is proved to maintain up to fourth order accuracy for the semi lagrangian finite difference scheme without any time step restriction numerical studies on the vlasov poisson system demonstrate the performance of the proposed method and its ability in preserving the positivity of the probability distribution function while maintaining the high order accuracy

two methods for discretizing a delta function supported on a level set this paper presents two new methods for discretizing a dirac delta function which is concentrated on the zero level set of a smooth function u r n r the function u is only known at the discrete set of points belonging to a regular mesh covering r n these two methods are used to approximate integrals over the manifold defined by the level set both methods are conceptually simple and easy to implement we present the results of numerical experiments indicating that as the mesh size h goes to zero the rate of convergence is at least o h for the first method and o h 2 for the second method we perform a limited analysis of the proposed algorithms including a proof of convergence for both methods

conservative numerical schemes for the vlasov equation abstract a new scheme for solving the vlasov equation using a phase space grid is proposed the algorithm is based on the conservation of the flux of particles and the distribution function is reconstructed using various techniques that allow control of spurious oscillations or preservation of the positivity several numerical results are presented in two and four dimensional phase space and the scheme is compared with the semilagrangian method this method is almost as accurate as the semilagrangian one and the local reconstruction technique is well suited for parallel computation

adaptively weighted numerical integration in the finite cell method abstract with adaptively weighted aw numerical integration for a given set of quadrature nodes order and domain of integration the quadrature weights are obtained by solving a system of suitable moment fitting equations in least square sense the moments in the moment equations are approximated over a simplified domain that is homeomorphic to the original domain and then are corrected for the deviation from the original domain using shape sensitivity analysis in this paper we demonstrate the application of aw integration scheme in the context of the finite cell method which must perform numerical integration over arbitrary domains without meshing the standard integration technique employed in fcm is the characteristic function method that converts the continuous integrand over a complex domain into a discontinuous integrand over a simple box domain then well known integrand adaptivity techniques are employed to integrate the resulting discontinuous integrand over the box domain although this method is simple to implement it becomes computationally very expensive for realistic complex 3d domains such as sculptures bones and engines in contrast in aw scheme the quadrature weights directly adapt to the complex geometric domain without the need to making the integrand discontinuous leading to superior computational properties in this paper we demonstrate the computational efficiency of aw over the characteristic function method as it requires fewer subdivisions and less time to achieve a given accuracy in both two and three dimensions in addition aw offers a number of advantages including flexibility in the choice of quadrature points and basis functions

high order numerical methods to a type of delta function integrals we study second to fourth order numerical methods to a type of delta function integrals in one to three dimensions these delta function integrals arise from recent efficient level set methods for computing the multivalued solutions of nonlinear pdes we show that the natural quadrature approach with usual discrete delta functions and support size formulas to the two dimensional delta function integrals suffer from nonconvergence we then design high order numerical methods to this type of delta function integrals based on interpolation approach numerical examples are presented to verify the efficiency and accuracy of our methods

a numerical investigation of blow up in reaction diffusion problems with traveling heat sources this paper studies the numerical solution of a reaction diffusion differential equation with traveling heat sources according to the fact that the locations of heat sources are known we add auxiliary mesh points exactly at heat sources and present a novel moving mesh algorithm for solving the problem several examples are provided to demonstrate the efficiency of the new moving mesh method especially in the case of two or three traveling heat sources moreover numerical results illustrate that the speed of the movement of the heat source is critical for blow up when there is only one traveling heat source for the case of two traveling heat sources blow up depends not only on the speed but also on the distance between the two traveling heat sources

variational formulations for surface tension capillarity and wetting the interest in the simulation of flows with significant surface tension effects has grown significantly in recent years this has been driven by the substantial advances made in the measurement and manufacturing of microscopic systems since at small length scales surface phenomena are dominant in this article surface tension capillarity and wetting effects are discussed in terms of the virtual work principle and shape sensitivity starting from first principles and arriving at variational formulations that are adequate for numerical treatment by finite elements for example to make the exposition self contained some elements of differential geometry are recalled using a formulation that is fully in cartesian coordinates and may thus be more friendly to readers not familiar with covariant derivatives all necessary results are proved in this cartesian formulation several numerical examples computed with a finite element level set formulation are used to illustrate this challenging physical problem

large scale simulation of normal grain growth via diffusion generated motion diffusion generated motion is used to perform a very large scale simulation of normal grain growth in three dimensions with high accuracy the method is based on the diffusion of signed distance functions and shares similarities with level set methods the herring angle condition at junctions and topological transitions are naturally captured with this formulation this approach offers significant advantages over existing numerical methods and allows for accurate computations on scales not previously possible a fully resolved simulation of normal grain growth initially containing over 130 000 grains in three dimensions is presented and analysed it is shown that the average grain radius grows as the square root of time and the grain size distribution is self similar good agreement with other theoretical predictions experimental results and simulation results via other techniques is also demonstrated

highly accurate surface and volume integration on implicit domains by means of moment fitting summary we introduce a new method for the numerical integration over curved surfaces and volumes defined by a level set function the method is based on the solution of a small linear system based on a simplified variant of the moment fitting equations numerical experiments suggest that the accuracy of the resulting quadrature rules exceeds the accuracy of traditional methods by orders of magnitude using moments up to an order of p the measured experimental orders of convergence exceed hp consequently their construction is very efficient because only coarse computational grids are required the conceptual simplicity allows for the application on very general grid types which is demonstrated by numerical experiments on quadrilateral triangular and hexahedral grids copyright 2013 john wiley sons ltd

efficient symmetric positive definite second order accurate monolithic solver for fluid solid interactions we introduce a robust and efficient method to simulate strongly coupled monolithic fluid rigid body interactions we take a fractional step approach where the intermediate state variables of the fluid and of the solid are solved independently before their interactions are enforced via a projection step the projection step produces a symmetric positive definite linear system that can be efficiently solved using the preconditioned conjugate gradient method in particular we show how one can use the standard preconditioner used in standard fluid simulations to precondition the linear system associated with the projection step of our fluid solid algorithm overall the computational time to solve the projection step of our fluid solid algorithm is similar to the time needed to solve the standard fluid only projection step the monolithic treatment results in a stable projection step i e the kinetic energy does not increase in the projection step numerical results indicate that the method is second order accurate in the l norm and demonstrate that its solutions agree quantitatively with experimental results

arbitrarily high order convected scheme solution of the vlasov poisson system abstract the convected scheme cs is a forward trajectory semi lagrangian method for solution of transport equations which has been most often applied to the kinetic description of plasmas and rarefied neutral gases in its simplest form the cs propagates the solution forward in time by advecting the so called moving cells along their characteristic trajectories and by remapping them on the mesh at the end of the time step the cs is conservative positivity preserving simple to implement and it is not subject to time step restriction to maintain stability recently guclu and hitchon 2012 1 a new methodology was introduced for reducing numerical diffusion based on a modified equation analysis the remapping error was compensated by applying small corrections to the final position of the moving cells prior to remapping while the spatial accuracy was increased from 2nd to 4th order the new scheme retained the important properties of the original method and was shown to be extremely simple and efficient for constant advection problems here the cs is applied to the solution of the vlasov poisson system which describes the evolution of the velocity distribution function of a collection of charged particles subject to reciprocal coulomb interactions the vlasov equation is split into two constant advection equations one in configuration space and one in velocity space and high order time accuracy is achieved by proper composition of the operators the splitting procedure enables us to use the constant advection solver which we extend to arbitrarily high order of accuracy in time and space a new improved procedure is given which makes the calculation of the corrections straightforward focusing on periodic domains we describe a spectrally accurate scheme based on the fast fourier transform the proposed implementation is strictly conservative and positivity preserving the ability to correctly reproduce the system dynamics as well as resolving small scale features in the solution is shown in classical 1d 1v test cases both in the linear and the non linear regimes

a high order time splitting method based on integral deferred correction for semi lagrangian vlasov simulations semi lagrangian schemes with various splitting methods and with different reconstruction interpolation strategies have been applied to kinetic simulations for example the order of spatial accuracy of the algorithms proposed in qiu and christlieb 2010 29 is very high as high as ninth order however the temporal error is dominated by the operator splitting error which is second order for strang splitting it is therefore important to overcome such low order splitting error in order to have numerical algorithms that achieve higher orders of accuracy in both space and time in this paper we propose to use the integral deferred correction idc method to reduce the splitting error specifically the temporal order accuracy is increased by r with each correction loop in the idc framework where r 1 2r 1 2 for coupling the first order splitting and the strang splitting respectively the proposed algorithm is applied to the vlasov poisson system the guiding center model and two dimensional incompressible flow simulations in the vorticity stream function formulation we show numerically that the idc procedure can automatically increase the order of accuracy in time we also investigate numerical stability of the proposed algorithm via performing fourier analysis to a linear model problem

a conservative semi lagrangian multi tracer transport scheme cslam on the cubed sphere grid a conservative multi tracer transport algorithm on the cubed sphere based on the semi lagrangian approach cslam has been developed the scheme relies on backward trajectories and the resulting upstream cells polygons are approximated with great circle arcs biquadratic polynomial functions are used for approximating the density distribution in the cubed sphere grid cells the upstream surface integrals associated with the conservative semi lagrangian scheme are computed as line integrals by employing the gauss green theorem the line integrals are evaluated using a combination of exact integrals and high order gaussian quadrature the upstream cell trajectories information and computation of weights of integrals can be reused for each additional tracer the cslam scheme is extensively tested with various standard benchmark test cases of solid body rotation and deformational flow in both cartesian and spherical geometry and the results are compared with those of other published schemes the cslam scheme is accurate robust and moreover the edges and vertices of the cubed sphere discontinuities do not affect the overall accuracy of the scheme the cslam scheme exhibits excellent convergence properties and has an option for enforcing monotonicity the advantages of introducing cross terms in the fully two dimensional biquadratic density distribution functions are also examined in the context of cartesian as well as the cubed sphere grid which has six local sub domains with discontinuous edges and corners

a level set approach for computing solutions to incompressible two phase flow a level set approach for computing solutions to incompressible two phase flow is presented the interface between the two fluids is considered to be sharp and is described as the zero level set of a smooth function a new treatment of the level set method allows us to efficiently maintain the level set function as the signed distance from the interface we never have to explicitly reconstruct or find the zero level set consequently we are able to handle arbitrarily complex topologies large density and viscosity ratios and surface tension on relatively coarse grids we use a second order projection method along with a second order upwinded procedure for advecting the momentum and level set equations we consider the motion of air bubbles and water drops we also compute flows with multiple fluids such as air oil and water

short note a proof that a discrete delta function is second order accurate it is proved that a discrete delta function introduced by smereka p smereka the numerical approximation of a delta function with application to level set methods j comput phys 211 2006 77 90 gives a second order accurate quadrature rule for surface integrals using values on a regular background grid the delta function is found using a technique of mayo a mayo the fast solution of poisson s and the biharmonic equations on irregular regions siam j numer anal 21 1984 285 299 it can be expressed naturally using a level set function

semi implicit surface tension formulation with a lagrangian surface mesh on an eulerian simulation grid we present a method for applying semi implicit forces on a lagrangian mesh to an eulerian discretization of the navier stokes equations in a way that produces a sparse symmetric positive definite system the resulting method has semi implicit and fully coupled viscosity pressure and lagrangian forces we apply our new framework for forces on a lagrangian mesh to the case of a surface tension force which when treated explicitly leads to a tight time step restriction by applying surface tension as a semi implicit lagrangian force the resulting method benefits from improved stability and the ability to take larger time steps the resulting discretization is also able to maintain parasitic currents at low levels

a smoothing technique for discrete delta functions with application to immersed boundary method in moving boundary simulations the effects of complex boundary conditions on flows are represented by a volume force in the immersed boundary methods the problem with this representation is that the volume force exhibits non physical oscillations in moving boundary simulations a smoothing technique for discrete delta functions has been developed in this paper to suppress the non physical oscillations in the volume forces we have found that the non physical oscillations are mainly due to the fact that the derivatives of the regular discrete delta functions do not satisfy certain moment conditions it has been shown that the smoothed discrete delta functions constructed in this paper have one order higher derivative than the regular ones moreover not only the smoothed discrete delta functions satisfy the first two discrete moment conditions but also their derivatives satisfy one order higher moment condition than the regular ones the smoothed discrete delta functions are tested by three test cases a one dimensional heat equation with a moving singular force a two dimensional flow past an oscillating cylinder and the vortex induced vibration of a cylinder the numerical examples in these cases demonstrate that the smoothed discrete delta functions can effectively suppress the non physical oscillations in the volume forces and improve the accuracy of the immersed boundary method with direct forcing in moving boundary simulations

immersed interface methods for stokes flow with elastic boundaries or surface tension a second order accurate interface tracking method for the solution of incompressible stokes flow problems with moving interfaces on a uniform cartesian grid is presented the interface may consist of an elastic boundary immersed in the fluid or an interface between two different fluids the interface is represented by a cubic spline along which the singularly supported elastic or surface tension force can be computed the stokes equations are then discretized using the second order accurate finite difference methods for elliptic equations with singular sources developed in our previous paper siam j numer anal 31 1994 pp 1019 1044 the resulting velocities are interpolated to the interface to determine the motion of the interface an implicit quasi newton method is developed that allows reasonable time steps to be used

diffusion generated motion for grain growth in two and three dimensions an efficient algorithm for accurately simulating curvature flow for large networks of curves in two dimensions and surfaces in three dimensions on uniform grids is proposed this motion arises in the technologically important problem of simulating grain boundary motion in polycrystalline materials in this formulation grain boundaries are zero level sets of signed distance functions curvature motion is achieved by first diffusing locally maintained signed distance functions followed by a reinitialization step a technique is devised to allow a single signed distance function to represent a large subset of spatially separated grains hundreds of thousands of grains can be simulated using a small number of signed distance functions in this work 32 in two dimensions and 64 in three dimensions are more than sufficient using modest computational hardware

discretization of dirac delta functions in level set methods discretization of singular functions is an important component in many problems to which level set methods have been applied we present two methods for constructing consistent approximations to dirac delta measures concentrated on piecewise smooth curves or surfaces both methods are designed to be convenient for level set simulations and are introduced to replace the commonly used but inconsistent regularization technique that is solely based on a regularization parameter proportional to the mesh size the first algorithm is based on a tensor product of regularized one dimensional delta functions it is independent of the irregularity relative to the grid in the second method the regularization is constructed from a one dimensional regularization that is extended to multi dimensions with a variable support depending on the orientation of the singularity relative to the computational grid convergence analysis and numerical results are given

adaptively weighted numerical integration over arbitrary domains abstract in adaptively weighted numerical integration for a given set of quadrature nodes order and domain of integration the quadrature weights are obtained by solving a system of suitable moment fitting equations in least square sense the moments in the moment equations are approximated over a simplified domain that is homeomorphic to the original domain and then are corrected for the deviation from the original domain using shape sensitivity analysis using divergence theorem the moments reduce to integrals over the boundary of the simplified domain the proposed approach supports accurate and efficient computation of quadrature weights for integration of a priori unknown functions over arbitrary 2d and 3d solid domains experimental results 2d indicate that adaptively weighted integration compares favorably with more traditional approaches because the adaptively weighted integration avoids excessive domain subdivision it is useful in many applications and meshfree analysis in particular

delta function approximations in level set methods by distance function extension in a k tornberg b engquist numerical approximations of singular source terms in differential equations j comput phys 200 2004 462 488 it was shown for simple examples that the then m

geometric discretization of the multidimensional dirac delta distribution application to the poisson equation with singular source terms abstract we present a discretization method for the multidimensional dirac distribution we show its applicability in the context of integration problems and for discretizing dirac distributed source terms in poisson equations with constant or variable diffusion coefficients the discretization is cell based and can thus be applied in a straightforward fashion to quadtree octree grids the method produces second order accurate results for integration superlinear convergence is observed when it is used to model dirac distributed source terms in poisson equations the observed order of convergence is 2 or slightly smaller the method is consistent with the discretization of dirac delta distribution for codimension one surfaces presented in 1 2 we present quadtree octree construction procedures to preserve convergence and present various numerical examples including multi scale problems that are intractable with uniform grids

robust second order accurate discretizations of the multi dimensional heaviside and dirac delta functions we present a robust second order accurate method for discretizing the multi dimensional heaviside and the dirac delta functions on irregular domains the method is robust in the following ways 1 integrations of source terms on a co dimension one surface are independent of the underlying grid and therefore stable under perturbations of the domain s boundary 2 the method depends only on the function value of a level function not on its derivatives we present the discretizations in tabulated form to make their implementations straightforward we present numerical results in two and three spatial dimensions to demonstrate the second order accuracy in the l 1 norm in the case of the solution of pdes with singular source terms in the case of evaluating the contribution of singular source terms on interfaces the method is also second order accurate in the l norm

regular article a pde based fast local level set method we develop a fast method to localize the level set method of osher and sethian 1988 j comput phys 79 12 and address two important issues that are intrinsic to the level set method a how to extend a quantity that is given only on the interface to a neighborhood of the interface b how to reset the level set function to be a signed distance function to the interface efficiently without appreciably moving the interface this fast local level set method reduces the computational effort by one order of magnitude works in as much generality as the original one and is conceptually simple and easy to implement our approach differs from previous related works in that we extract all the information needed from the level set function or functions in multiphase flow and do not need to find explicitly the location of the interface in the space domain the complexity of our method to do tasks such as extension and distance reinitialization is o n where n is the number of points in space not o n log n as in works by sethian 1996 proc nat acad sci 93 1591 and helmsen and co workers 1996 spie microlithography ix p 253 this complexity estimation is also valid for quite general geometrically based front motion for our localized method

a high order semi lagrangian discontinuous galerkin method for vlasov poisson simulations without operator splitting abstract in this paper we develop a high order semi lagrangian sl discontinuous galerkin dg method for nonlinear vlasov poisson vp simulations without operator splitting in particular we combine two recently developed novel techniques one is the high order non splitting sldg transport method cai et al 2017 4 and the other is the high order characteristics tracing technique proposed in qiu and russo 2017 29 the proposed method with up to third order accuracy in both space and time is locally mass conservative free of splitting error positivity preserving stable and robust for large time stepping size the sldg vp solver is applied to classic benchmark test problems such as landau damping and two stream instabilities for vp simulations efficiency and effectiveness of the proposed scheme is extensively tested tremendous cpu savings are shown by comparisons between the proposed sl dg scheme and the classical runge kutta dg method

discontinuous galerkin methods for the vlasov maxwell equations discontinuous galerkin methods are developed for solving the vlasov maxwell system methods that are designed to be systematically as accurate as one wants with provable conservation of mass and possibly total energy such properties in general are hard to achieve within other numerical method frameworks for simulating the vlasov maxwell system the proposed scheme employs discontinuous galerkin discretizations for both the vlasov and the maxwell equations resulting in a consistent description of the distribution function and electromagnetic fields it is proven up to some boundary effects that charge is conserved and the total energy can be preserved with suitable choices of the numerical flux for the maxwell equations and the underlying approximation spaces error estimates are established for several flux choices the scheme is tested on the streaming weibel instability the order of accuracy and conservation properties of the proposed method are verified

the constrained reinitialization equation for level set methods based on the constrained reinitialization scheme d hartmann m meinke w schroder differential equation based constrained reinitialization for level set methods j comput phys 227 2008 6821 6845 a new constrained reinitialization equation incorporating a forcing term is introduced two formulations for high order constrained reinitialization hcr are presented combining the simplicity and generality of the original reinitialization equation m sussman p smereka s osher a level set approach for computing solutions to incompressible two phase flow j comput phys 114 1994 146 159 in terms of high order standard discretization and the accuracy of the constrained reinitialization scheme in terms of interface displacement the novel hcr schemes represent simple extensions of standard implementations of the original reinitialization equation the results evidence the significantly increased accuracy and robustness of the novel schemes

computational high frequency waves through curved interfaces via the liouville equation and geometric theory of diffraction we construct a class of numerical schemes for the liouville equation of geometric optics coupled with the geometric theory of diffractions to simulate the high frequency linear waves with a discontinuous index of refraction in this work s jin x wen a hamiltonian preserving scheme for the liouville equation of geometric optics with partial transmissions and reflections siam j numer anal 44 2006 1801 1828 a hamiltonian preserving scheme for the liouville equation was constructed to capture partial transmissions and reflections at the interfaces this scheme is extended by incorporating diffraction terms derived from geometric theory of diffraction into the numerical flux in order to capture diffraction at the interface we give such a scheme for curved interfaces this scheme is proved to be positive under a suitable time step constraint numerical experiments show that it can capture diffraction phenomena without fully resolving the wave length of the original wave equation

high order numerical methods to two dimensional delta function integrals in level set methods in this paper we design and analyze a class of high order numerical methods to delta function integrals appearing in level set methods in two dimensional case the methods comprise approximating the mesh cell restrictions of the delta function integral in each mesh cell the two dimensional delta function integral can be rewritten as a one dimensional ordinary integral with the smooth integrand being a one dimensional delta function integral and thus is approximated by applying standard one dimensional high order numerical quadratures and high order numerical methods to one dimensional delta function integrals proposed in x wen high order numerical methods to a type of delta function integrals j comput phys 226 2007 1952 1967 we establish error estimates for the method which show that the method can achieve any desired accuracy by assigning the corresponding accuracy to the sub algorithms and has better accuracy under an assumption on the zero level set of the level set function which holds generally numerical examples are presented showing that the second to fourth order methods implemented in this paper achieve or exceed the expected accuracy and demonstrating the advantage of using our high order numerical methods

conservative semi lagrangian schemes for vlasov equations conservative methods for the numerical solution of the vlasov equation are developed in the context of the one dimensional splitting in the case of constant advection these methods and the traditional semi lagrangian ones are proven to be equivalent but the conservative methods offer the possibility to add adequate filters in order to ensure the positivity in the non constant advection case they present an alternative to the traditional semi lagrangian schemes which can suffer from bad mass conservation in this time splitting setting

moving mesh methods for blowup in reaction diffusion equations with traveling heat source in this paper moving mesh methods are used to simulate the blowup in a reaction diffusion equation with traveling heat source the finite time blowup occurs if the speed of the movement of the heat source remains sufficiently low and the blowup procedure is not fixed at one point not like that for stationary heat source as time goes to the blowup time the blowup profile converges to a stationary state in the simulation a new moving mesh algorithm is designed to deal with the difficulty caused by the delta function in the traveling heat source the convergence rates are verified and new blowup figures are generated from the numerical experiments

high order numerical quadratures to one dimensional delta function integrals we study high order numerical quadratures to one dimensional delta function integrals in this paper this is motivated by the fact that traditional numerical quadratures give only first order accuracy in general we provide criteria on discrete delta functions and support size formulas which ensure any desired accuracy of the numerical quadratures discrete delta functions and support size formulas satisfying these criteria are designed numerical examples are presented to verify the performed analysis and the high order accuracy of the proposed numerical quadratures

the fast solution of poisson s and the biharmonic equations on irregular regions we present fast methods for solving laplace s and the biharmonic equations on irregular regions with smooth boundaries the methods used for solving both equations make use of fast poisson solvers on a rectangular region in which the irregular region is embedded they also both use an integral equation formulation of the problem where the integral equations are fredholm integral equations of the second kind the main idea is to use the integral equation formulation to define a discontinuous extension of the solution to the rest of the rectangular region fast solvers are then used to compute the extended solution aside from solving the equations we have also been able to compute derivatives of the solutions with little loss of accuracy when the data was sufficiently smooth

discretizing delta functions via finite differences and gradient normalization in j d towers two methods for discretizing a delta function supported on a level set j comput phys 220 2007 915 931 the author presented two closely related finite difference methods referred to here as fdm1 and fdm2 for discretizing a delta function supported on a manifold of codimension one defined by the zero level set of a smooth mapping u r n r these methods were shown to be consistent meaning that they converge to the true solution as the mesh size h 0 in the codimension one setting in this paper we concentrate on n 3 but generalize our methods to codimensions other than one now the level set function is generally a vector valued mapping u r n r m 1 m n 3 seemingly reasonable algorithms based on simple products of approximate delta functions are not generally consistent when applied to these problems motivated by this we instead use the wedge product formalism to generalize our fdm algorithms and this approach results in accurate often consistent approximations with the goal of ensuring consistency in general we propose a new gradient normalization process that is applied before our fdm algorithms these combined algorithms seem to be consistent in all reasonable situations with numerical experiments indicating o h 2 convergence for our new gradient normalized fdm2 algorithm in the full codimension setting m n our gradient normalization processing also improves accuracy when using more standard approximate delta functions this combination also yields approximations that appear to be consistent

an a priori error analysis of the local discontinuous galerkin method for elliptic problems in this paper we present the first a priori error analysis for the local discontinuous galerkin ldg method for a model elliptic problem for arbitrary meshes with hanging nodes and elements of various shapes we show that for stabilization parameters of order one the l2 norm of the gradient and the l2 norm of the potential are of order k and k 1 2 respectively when polynomials of total degree at least k are used if stabilization parameters of order h 1 are taken the order of convergence of the potential increases to k 1 the optimality of these theoretical results is tested in a series of numerical experiments on two dimensional domains

geometric integration over irregular domains with application to level set methods we present a geometric approach for calculating integrals over irregular domains described by a level set function this procedure can be used to evaluate integrals over a lower dimensional interface and may be used to evaluate the contribution of singular source terms this approach produces results that are second order accurate and robust to the perturbation of the interface location on the grid moreover since we use a cell wise approach this procedure can be easily extended to quadtree and octree grids we demonstrate the second order accuracy and the robustness of the method in two and three spatial dimensions

regularized dirac delta functions for phase field models summary the phase field model is a highly successful computational technique for capturing the evolution and topological change of complex interfaces the main computational advantage of phase field models is that an explicit tracking of the interface is unnecessary the regularized dirac delta function is an important ingredient in many interfacial problems that phase field models have been applied the delta function can be used to postprocess the phase field solution and represent the surface tension force in this paper we present and compare various types of delta functions for phase field models in particular we analytically show which type of delta function works relatively well regardless of whether an interfacial phase transition is compressed or stretched numerical experiments are presented to show the performance of each delta function numerical results indicate that 1 all of the considered delta functions have good performances when the phase field is locally equilibrated and 2 a delta function which is the absolute value of the gradient of the phase field is the best in most of the numerical experiments copyright 2012 john wiley sons ltd

a semi lagrangian discontinuous galerkin method for scalar advection by incompressible flows a new conservative semi lagrangian formulation is proposed for the discretization of the scalar advection equation in flux form the approach combines the accuracy and conservation properties of the discontinuous galerkin dg method with the computational efficiency and robustness of semi lagrangian sl techniques unconditional stability in the von neumann sense is proved for the proposed discretization in the one dimensional case a monotonization technique is then introduced based on the flux corrected transport approach this yields a multi dimensional monotonic scheme for the piecewise constant component of the computed solution that is characterized by a smaller amount of numerical diffusion than standard dg methods the accuracy and stability of the method are further demonstrated by two dimensional tracer advection tests in the case of incompressible flows the comparison with results obtained by standard sl and dg methods highlights several advantages of the new technique

a positivity preserving high order semi lagrangian discontinuous galerkin scheme for the vlasov poisson equations the vlasov poisson equations describe the evolution of a collisionless plasma represented through a probability density function pdf that self interacts via an electrostatic force one of the main difficulties in numerically solving this system is the severe time step restriction that arises from parts of the pdf associated with moderate to large velocities the dominant approach in the plasma physics community for removing these time step restrictions is the so called particle in cell pic method which discretizes the distribution function into a set of macro particles while the electric field is represented on a mesh several alternatives to this approach exist including fully lagrangian fully eulerian and so called semi lagrangian methods the focus of this work is the semi lagrangian approach which begins with a grid based eulerian representation of both the pdf and the electric field then evolves the pdf via lagrangian dynamics and finally projects this evolved field back onto the original eulerian mesh in particular we develop in this work a method that discretizes the 1 1 vlasov poisson system via a high order discontinuous galerkin dg method in phase space and an operator split semi lagrangian method in time second order accuracy in time is relatively easy to achieve via strang operator splitting with additional work using higher order splitting and a higher order method of characteristics we also demonstrate how to push this scheme to fourth order accuracy in time we show how to resolve all of the lagrangian dynamics in such a way that mass is exactly conserved positivity is maintained and high order accuracy is achieved the poisson equation is solved to high order via the smallest stencil local discontinuous galerkin ldg approach we test the proposed scheme on several standard test cases

the numerical approximation of a delta function with application to level set methods it is shown that a discrete delta function can be constructed using a technique developed by anita mayo the fast solution of poisson s and the biharmonic equations on irregular regions siam j sci comput 21 1984 285 299 for the numerical solution of elliptic equations with discontinuous source terms this delta function is concentrated on the zero level set of a continuous function in two space dimensions this corresponds to a line and a surface in three space dimensions delta functions that are first and second order accurate are formulated in both two and three dimensions in terms of a level set function the numerical implementation of these delta functions achieves the expected order of accuracy

a boundary condition capturing method for poisson s equation on irregular domains interfaces have a variety of boundary conditions or jump conditions that need to be enforced the ghost fluid method gfm was developed to capture the boundary conditions at a contact discontinuity in the inviscid euler equations and has been extended to treat more general discontinuities such as shocks detonations and deflagrations and compressible viscous flows in this paper a similar boundary condition capturing approach is used to develop a new numerical method for the variable coefficient poisson equation in the presence of interfaces where both the variable coefficients and the solution itself may be discontinuous this new method is robust and easy to implement even in three spatial dimensions furthermore the coefficient matrix of the associated linear system is the standard symmetric matrix for the variable coefficient poisson equation in the absence of interfaces allowing for straightforward application of standard black box solvers

on the accuracy of the complex step finite difference method abstract the complex step finite difference method csfdm is a very simple methodology that can be implemented in well known numerical techniques helping to improve for instance in the wave propagation problem time and or space derivative based wavefields we clarify differences between the csfdm and previous implementations of the complex step cs derivative approximation in well known numerical techniques we study dispersion properties for the one way and two way wave equations using the finite difference method fdm the pseudospectral method psm the finite element method fem and the csfdm under the influence of a plane wave and ricker source time functions we show the gain in numerical accuracy offered by the methodology of the csfdm over the fdm psm and fem we finally discuss consequences of the csfdm in future scenarios and propose directions of study in this area

solving poisson type equations with robin boundary conditions on piecewise smooth interfaces abstract we present two finite volume schemes to solve a class of poisson type equations subject to robin boundary conditions in irregular domains with piecewise smooth boundaries the first scheme results in a symmetric linear system and produces second order accurate numerical solutions with first order accurate gradients in the l norm for solutions with two bounded derivatives the second scheme is nonsymmetric but produces second order accurate numerical solutions as well as second order accurate gradients in the l norm for solutions with three bounded derivatives numerical examples are given in two and three spatial dimensions

a critical comparison of eulerian grid based vlasov solvers a common problem with direct vlasov solvers is ensuring that the distribution function remains positive a related problem is to guarantee that the numerical scheme does not introduce false oscillations in velocity space in this paper we use a variety of schemes to assess the importance of these issues and to determine an optimal strategy for eulerian split approaches to vlasov solvers from these tests we conclude that maintaining positivity is less important than correctly dissipating the fine scale structure which arises naturally in the solution to many vlasov problems furthermore we show that there are distinct advantages to using high order schemes i e third order rather than second a natural choice which satisfies all of these requirements is the piecewise parabolic method ppm which is applied here to vlasov s equation for the first time

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

level set minimization of potential controlled hadwiger valuations for molecular solvation a level set method is developed for the numerical minimization of a class of hadwiger valuations with a potential on a set of three dimensional bodies such valuations are linear combinations of the volume surface area and surface integral of mean curvature the potential increases rapidly as the body shrinks beyond a critical size the combination of the hadwiger valuation and the potential is the mean field free energy functional of the solvation of non polar molecules in the recently developed variational implicit solvent model this functional of surfaces is minimized by the level set evolution in the steepest decent of the free energy the normal velocity of this surface evolution consists of both the mean and gaussian curvatures and a lower order forcing term arising from the potential the forward euler method is used to discretize the time derivative with a dynamic time stepping that satisfies a cfl condition the normal velocity is decomposed into two parts the first part consists of both the mean and gaussian curvature terms it is of parabolic type with parameter correction and is discretized by central differencing the second part has all the lower order terms it is of hyperbolic type and is discretized by an upwinding scheme new techniques of local level set method and numerical integration are developed numerical tests demonstrate a second order convergence of the method examples of application to the modeling of molecular solvation are presented

high order quadrature methods for implicitly defined surfaces and volumes in hyperrectangles a high order accurate numerical quadrature algorithm is presented for the evaluation of integrals over curved surfaces and volumes which are defined implicitly via a fixed isosurface of a given function restricted to a given hyperrectangle by converting the implicitly defined geometry into the graph of an implicitly defined height function the approach leads to a recursive algorithm on the number of spatial dimensions which requires only one dimensional root finding and one dimensional gaussian quadrature the computed quadrature scheme yields strictly positive quadrature weights and inherits the high order accuracy of gaussian quadrature a range of different convergence tests demonstrate orders of accuracy up to 20th order also presented is an application of the quadrature algorithm to a high order embedded boundary discontinuous galerkin method for solving partial differential equations on curved domains

highly accurate computation of volume fractions using differential geometry abstract this paper introduces a novel method for the efficient and accurate computation of the volume of a domain whose boundary is given by an orientable hypersurface which is implicitly given as the iso contour of a sufficiently smooth level set function after spatial discretization local approximation of the hypersurface and application of the gaussian divergence theorem the volume integrals are transformed to surface integrals application of the surface divergence theorem allows for a further reduction to line integrals which are advantageous for numerical quadrature we discuss the theoretical foundations and provide details of the numerical algorithm finally we present numerical results for convex and non convex hypersurfaces embedded in cuboidal domains showing both high accuracy and third to fourth order convergence in space

an implicit interface boundary integral method for poisson s equation on arbitrary domains abstract we propose a simple formulation for constructing boundary integral methods to solve poisson s equation on domains with smooth boundaries defined through their signed distance function our formulation is based on averaging a family of parameterizations of an integral equation defined on the boundary of the domain where the integrations are carried out in the level set framework using an appropriate jacobian by the coarea formula the algorithm operates in the euclidean space and does not require any explicit parameterization of the boundaries we present numerical results in two and three dimensions

a front tracking method for viscous incompressible multi fluid flows abstract a method to simulate unsteady multi fluid flows in which a sharp interface or a front separates incompressible fluids of different density and viscosity is described the flow field is discretized by a conservative finite difference approximation on a stationary grid and the interface is explicitly represented by a separate unstructured grid that moves through the stationary grid since the interface deforms continuously it is necessary to restructure its grid as the calculations proceed in addition to keeping the density and viscosity stratification sharp the tracked interface provides a natural way to include surface tension effects both two and three dimensional full numerical simulations of bubble motion are presented

a front tracking method for the computations of multiphase flow direct numerical simulations of multiphase flows using a front tracking method are presented the method is based on writing one set of governing equations for the whole computational domain and treating the different phases as one fluid with variable material properties interfacial terms are accounted for by adding the appropriate sources as functions at the boundary separating the phases the unsteady navier stokes equations are solved by a conventional finite volume method on a fixed structured grid and the interface or front is tracked explicitly by connected marker points interfacial source terms such as surface tension are computed on the front and transferred to the fixed grid advection of fluid properties such as density is done by following the motion of the front the method has been implemented for fully three dimensional flows as well as for two dimensional and axisymmetric ones first the method is described for the flow of two or more isothermal phases the representation of the moving interface and its dynamic restructuring as well as the transfer of information between the moving front and the fixed grid are discussed applications and extensions of the method to homogeneous bubbly flows atomization flows with variable surface tension solidification and boiling are then presented

quadratic centers defining elliptic surfaces abstract let x be a quadratic vector field with a center whose generic orbits are algebraic curves of genus one to each x we associate an elliptic surface a smooth complex compact surface which is a genus one fibration we give the list of all such vector fields and determine the corresponding elliptic surfaces

a high order discontinuous galerkin method for compressible flows with immersed boundaries summary we present a higher order discretization scheme for the compressible euler and navier stokes equations with immersed boundaries our approach makes use of a discontinuous galerkin dg discretization in a domain that is implicitly defined by means of a level set function the zero iso contour of this level set function is considered as an additional domain boundary where we weakly enforce boundary conditions in the same manner as in boundary fitted cells in order to retain the full order of convergence of the scheme it is crucial to perform volume and surface integrals in boundary cells with high accuracy this is achieved using a linear moment fitting strategy moreover we apply a non intrusive cell agglomeration technique that averts problems with very small and ill shaped cuts the robustness accuracy and convergence properties of the scheme are assessed in several two dimensional test cases for the steady compressible euler and navier stokes equations approximation orders range from zero to four even though the approach directly generalizes to even higher orders in all test cases with a sufficiently smooth solution the experimental order of convergence matches the expected rate for dg schemes this article is protected by copyright all rights reserved

a discontinuous galerkin based immersed boundary method a numerical method to approximate partial differential equations on meshes that do not conform to the domain boundaries is introduced the proposed method is conceptually simple and free of user defined parameters starting with a conforming finite element mesh the key ingredient is to switch those elements intersected by the dirichlet boundary to a discontinuous galerkin approximation and impose the dirichlet boundary conditions strongly by virtue of relaxing the continuity constraint at those elements boundary locking is avoided and optimal order convergence is achieved this is shown through numerical experiments in reaction diffusion problems copyright 2008 john wiley sons ltd

nonoscillatory interpolation methods applied to vlasov based models we demonstrate the ability of nonoscillatory interpolation strategies for solving efficiently the transport phase in kinetic systems with applications to charged particle transport in plasmas and semiconductors pointwise weighted essentially nonoscillatory pweno interpolation is applied to obtain semi lagrangian and flux balance methods that together with splitting techniques form the building blocks of our numerical approach these methods do not present the restrictive cfl condition typical of finite difference methods with explicit time solvers and moreover they provide reliable results controlling parasite oscillations from classical polynomial interpolation while giving highly accurate approximations of smooth parts of the solutions we perform and compare these methods in different benchmark problems for vlasov or collisional models for charged particle transport

the rapid evaluation of volume integrals of potential theory on general regions abstract we present a new method for the rapid high order accurate evaluation of certain volume integrals in potential theory on general irregular regions the kernels of the integrals are either a fundamental solution or a linear combination of the derivatives of a fundamental solution of a second order linear elliptic differential equation instead of using a standard quadrature formula or the exact evaluation of any integral the methods rely on rapid methods of solving the differential equation which the kernel is the solution of therefore the number of operations needed to evaluate the volume integral is essentially equal to the number of operations needed to solve the differential equation on a rectangular region with a regular grid and the method requires no evaluation of the kernel