initial boundary value problem for the system of compressible adiabatic flow through porous media abstract we study the initial value problem for the system of compressible adiabatic flow through porous media in the one space dimension with fixed boundary condition under the restriction on the oscillations in the initial data we establish the global existence and large time behavior for the classical solutions via the combination of characteristic analysis and energy estimate methods the time asymptotic states for the solution are found and the exponential convergence to the asymptotic states is proved it is also shown that this problem can be approximated very well time asymptotically by an initial boundary problem for the related diffusion equations obtained from the original hyperbolic system by darcy s law provided that the initial total mass is the same the difference between these two solutions tends to zero exponentially fast as time goes to infinity in the sense of h 1 the diffusive phenomena caused by damping mechanism with boundary effects are thus observed

l 1 convergence to the barenblatt solution for compressible euler equations with damping we study the asymptotic behavior of compressible isentropic flow through a porous medium when the initial mass is finite the model system is the compressible euler equation with frictional damping as t the density is conjectured to obey the well known porous medium equation and the momentum is expected to be formulated by darcy s law in this paper we prove that any l weak entropy solution to the cauchy problem of damped euler equations with finite initial mass converges strongly in the natural l1 topology with decay rates to the barenblatt profile of the porous medium equation the density function tends to the barenblatt solution of the porous medium equation while the momentum is described by darcy s law the results are achieved through a comprehensive entropy analysis capturing the dissipative character of the problem

best asymptotic profile for linear damped p system with boundary effect abstract this paper is devoted to the study of the 2 2 linear damped p system with boundary effect by a heuristic analysis we realize that the best asymptotic profile for the original solution is the parabolic solution of the ibvp for the corresponding porous media equation with a specified initial data in particular we further show the convergence rates of the original solution to its best asymptotic profile which are much better than the existing rates obtained in the previous works the approach adopted in the paper is the elementary weighted energy method with green function method together

shock reflection for a system of hyperbolic balance laws abstract this paper concerns shock reflection for a system of hyperbolic balance laws in one space dimension it is shown that the generalized nonlinear initial boundary riemann problem for a system of hyperbolic balance laws with nonlinear boundary conditions in the half space t x t 0 x 0 admits a unique global piecewise c 1 solution u u t x containing only shocks with small amplitude and this solution possesses a global structure similar to that of self similar solution u u x t of the corresponding homogeneous riemann problem if each characteristic field with positive velocity is genuinely nonlinear and the corresponding homogeneous riemann problem has only shocks but no centered rarefaction waves and contact discontinuities this result is also applied to shock reflection for the flow equations of a model class of fluids with viscosity induced by fading memory

almost global existence of classical discontinuous solutions to genuinely nonlinear hyperbolic systems of conservation laws with small bv initial data abstract in the present paper the author investigates the initial problem for genuinely nonlinear quasilinear hyperbolic systems of conservation laws under small bv perturbations of the riemann initial data where the perturbations are in bv but they are assumed to be c 1 smooth with bounded and possibly large c 1 norms combining the techniques employed by li and kong with the modified glimm s functional the author obtains the almost global existence and lifespan of classical discontinuous solutions to the above problem this result is also applied to the system of one dimensional isentropic flow

the generalized nonlinear initial boundary riemann problem for linearly degenerate quasilinear hyperbolic systems of conservation laws abstract this work is a continuation of our previous work in the present paper we study the generalized nonlinear initial boundary riemann problem with small bv data for linearly degenerate quasilinear hyperbolic systems of conservation laws with nonlinear boundary conditions in a half space t x t 0 x 0 we prove the global existence and uniqueness of piecewise c 1 solution containing only contact discontinuities to a class of the generalized nonlinear initial boundary riemann problem which can be regarded as a small bv perturbation of the corresponding nonlinear initial boundary riemann problem for general n n linearly degenerate quasilinear hyperbolic system of conservation laws moreover this solution has a global structure similar to the one of the self similar solution u u x t to the corresponding nonlinear initial boundary riemann problem some applications to quasilinear hyperbolic systems of conservation laws arising in the string theory and high energy physics are also given

convergence to nonlinear diffusion waves for solutions of p system with time dependent damping abstract in this paper we study the cauchy problem for the hyperbolic p system with time gradually degenerate damping term 1 1 t u for 0 1 and show that the damped p system has a couple of global solutions uniquely and such solutions tend time asymptotically to the shifted nonlinear diffusion waves which are the solutions of the corresponding nonlinear parabolic equation governed by the darcy s law we further derive the convergence rates when the initial perturbations are in l 2 the approach adopted is the technical time weighted energy method

a critical analysis of rayleigh taylor growth rates abstract recent simulations of rayleigh taylor instability growth rates display considerable spread we provide evidence that differences in numerical dissipation effects mass diffusion and viscosity due to algorithmic differences and differences in simulation duration are the dominant factors that produce such different results within the simulation size and durations explored here we provide evidence that the principal discrepancies are due to numerical dispersion through comparison of simulations using different algorithms we present new 3d front tracking simulations that show tentative agreement with the range of reported experimental values we begin an exploration of new physical length scales that may characterize a transition to a new rayleigh taylor mixing regime

a numerical method for solving incompressible flow problems with a surface of discontinuity a numerical method for solving problems in which a moving surface of discontinuity separates regions of incompressible flow is presented the method developed is notable in that it does not introduce any artificial smoothing of the change in fluid properties across the surface of discontinuity this results in an increase in accuracy relative to methods which introduce smoothing effects the method was also shown to be fairly versatile problems describing a free surface an immiscible fluid interface and a premixed flame discontinuity were solved there is a limitation however in that the method appears to be most suitable for application to inviscid problems the reason for this limitation and possible approaches toward resolving it are discussed

convergence to strong nonlinear diffusion waves for solutions to p system with damping on quadrant in this paper we consider the so called p system with linear damping on quadrant we show that for a certain class of given large initial data v0 x u0 x the corresponding initial boundary value problem admits a unique global smooth solution v x t u x t and such a solution tends time asymptotically at the lp 2 p optimal decay rates to the corresponding nonlinear diffusion wave v x t u x t which satisfies 1 9 provided the corresponding prescribed initial error function v0 x u0 x lies in h3 r l1 r h2 r l1 r

the immersed interface method for nonlinear differential equations with discontinuous coefficients and singular sources we extend the immersed interface method of leveque and li to find numerical solutions of one dimensional parabolic partial differential equations of the form u t beta x t u x x lambda x t u x kappa u u x f x where beta u beta u x and f may have known discontinuities at a known location x alpha at each time step a large weakly nonlinear system is set up using a difference scheme which is standard away from x alpha and which is derived for grid points near alpha by solving small linear systems which are determined from the jumps at x alpha the time stepping is done with a crank nicholson scheme and the nonlinear systems are solved with a levenberg marquardt method as an example we consider the flow of cars on a one lane highway with an entrance or exit where traffic is treated as a continuous fluid numerical examples show that we can compute solutions to these equations with second order accuracy

an immersed interface method for solving anisotropic elliptic boundary value problems in three dimensions we have developed a first order stable cartesian grid discretization that uses only interior grid points for inhomogeneous anisotropic elliptic operators subject to neumann boundary conditions on a bounded nonrectangular geometry in three dimensions for this discretization method a necessary and sufficient condition depending on the mesh size h for the existence of this first order stable scheme at a regular i e interior grid point is found in terms of the anisotropy matrix for this discretization method a way to analyze the existence of a first order stable scheme at an irregular i e boundary grid point is also given the arguments are identical to those for the two dimensional case m a dumett and j p keener a numerical method for solving anisotropic elliptic boundary value problems on an irregular domain in 2d manuscript only the details change unlike in m a dumett and j p keener a numerical method for solving anisotropic elliptic boundary value problems on an irregular domain in 2d manuscript a discussion of dirichlet and robin boundary conditions is also included in particular it is shown that the gerschgorin condition does not impose sign restrictions on irregular grid points stencil coefficients as in the neumann case

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

lifespan of classical discontinuous solutions to general quasilinear hyperbolic systems of conservation laws with small bv initial data shocks and contact discontinuities abstract this work is a continuation of our previous work z q shao global structure stability of riemann solutions for linearly degenerate hyperbolic conservation laws under small bv perturbations of the initial data nonlinear anal real world appl 11 2010 3791 3808 in the present paper we investigate the global structure stability of riemann solutions for general quasilinear hyperbolic systems of conservation laws under small bv perturbations of the initial data where the riemann solution only contains the shocks and contact discontinuities and at least a shock wave the perturbations are in bv but they are assumed to be c 1 smooth with bounded and possibly large c 1 norms we get a lower bound of the lifespan of the piecewise c 1 solution to a class of the generalized riemann problem which can be regarded as a small bv perturbation of the corresponding riemann problem some applications to quasilinear hyperbolic systems of conservation laws arising in physics particularly to one dimensional euler equations of gas dynamics for a compressible inviscid non heat conducting gas in eulerian coordinates are also given

asymptotic behaviors of solutions of quasilinear hyperbolic equations with linear damping ii this paper as a follow up to the recent work of k nishihara 1997 j differential equations133 384 395 is concerned with the asymptotic behaviors of the solution of quasilinear hyperbolic equation with linear damping vtt a vx x vt 0 a v 0forallv r which satisfies the following prescribed initial condition v t x vt t x t 0 v0 x v1 x x r compared with the results obtained by k nishihara the main novelties of our present paper lie in the following first we recover all the results obtained by k nishihara under some other smallness assumptions on the initial data v0 x v1 x which are much weaker than those needed in k nishihara s arguments second under some additional assumptions on the nonlinear function a v and on the initial data v0 x v1 x when 0 0 1 0 we succeed in proving that t x is still an asymptotic profile of v t x and this answers partially the open problem left by k nishihara

the immersed interface multigrid methods for interface problems new multigrid methods are developed for the maximum principle preserving immersed interface method applied to second order linear elliptic and parabolic pdes that involve interfaces and discontinuities for elliptic interface problems the multigrid solver developed in this paper works while some other multigrid solvers do not for linear parabolic equations we have developed the second order maximum principle preserving finite difference scheme in this paper we use the crank nicolson scheme to deal with the diffusion part and an explicit scheme for the first order derivatives numerical examples are also presented

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

computation of solid liquid phase fronts in the sharp interface limit on fixed grids a finite difference formulation is applied to track solid liquid boundaries on a fixed underlying grid the interface is not of finite thickness but is treated as a discontinuity and is explicitly tracked the imposition of boundary conditions exactly on a sharp interface that passes through the cartesian grid is performed using simple stencil readjustments in the vicinity of the interface attention is paid to formulating difference schemes that are globally second order accurate in x and t error analysis and grid refinement studies are performed for test problems involving the diffusion and convection diffusion equations and for stable solidification problems issues concerned with stability and change of phase of grid points in the evolution of solid liquid phase fronts are also addressed it is demonstrated that the field calculation is second order accurate while the position of the phase front is calculated to first order accuracy furthermore the accuracy estimates hold for the cases where there is a property jump across the interface unstable solidification phenomena are simulated and an attempt is made to compare results with previously published work the results indicate the need to begin an effort to benchmark computations of instability phenomena

a cartesian grid method for modeling multiple moving objects in 2d incompressible viscous flow we present an efficient method for solving 2d incompressible viscous flows around multiple moving objects our method employs an underlying regular cartesian grid to solve the system using a streamfunction vorticity formulation and with discontinuities representing the embedded objects the no penentration condition for the moving geometry is satisfied by superposing a homogenous solution to the poisson s equation for the streamfunction the no slip condition is satisfied by generating vorticity on the surfaces of the objects both the initial poisson solution and the evaluation of the homogenous solution require embedding irregular discontinuities in a fast poisson solver computation time is dictated by the time required to do a fast poisson solution plus solve an integral form of laplace s equation there is no significant increase in computational cost if the geometry of the embedded objects is variable and moving relative to the underlying grid we test the method against the canonical example of flow past a cylinder and obtained new results on the flow and forces of two cylinders moving relative to each other

some general comparison results for second order ordinary differential equations where is an increasing homeomorphism started being studied as a generalization of the one dimensional p laplacian equations which p 2 correspond to x x x x for x x 0 0 0 and p p p 1 we refer the reader to 8 12 14 16 and references therein another setting where equations of the form of 1 1 arise quite naturally is that of discontinuous right hand sides see 6 where the equation

a high order immersed interface method for simulating unsteady incompressible flows on irregular domains immersed boundary methods and immersed interface methods are becoming increasingly popular for the computation of unsteady flows around complex geometries using a cartesian grid while good results both qualitative and quantitative have been obtained most of the methods rely on low order corrections to account for the immersed boundary the objective of the present work is to present as an alternative a high order modified immersed interface method for the 2d unsteady incompressible navier stokes equations in stream function vorticity formulation the method employs an explicit fourth order runge kutta time integration scheme fourth order compact finite differences for computation of spatial derivatives and a nine point fourth order compact discretization of the poisson equation for computation of the stream function corrections to the finite difference schemes are used to maintain high formal accuracy at the immersed boundary as confirmed by analytical tests to validate the method in its application to incompressible flows several physically relevant test cases are computed including uniform flow past a circular cylinder and tollmien schlichting waves in a boundary layer

the lp lq estimates of solutions to one dimensional damped wave equations and their application to the compressible flow through porous media we first obtain the lp lq estimates of solutions to the cauchy problem for one dimensional damped wave equation vtt vxx vt 0 v vt t 0 v0 v1 x x t r r corresponding to that for the parabolic equation t xx 0 t 0 v0 v1 x the estimates are shown by v t e t 2v0 t v0 t 2lp ct 121q 1p 1 v0 v1 lq t 1 etc for 1 q p to show the explicit formula of the damped wave equation will be used to apply the estimates to nonlinear problems is the second aim we will treat the system of a compressible flow through porous media the solution is expected to behave as the diffusion wave which is the solution to the porous media equation due to the darcy law when the initial data has the same constant state at a sharp lp convergence rate for p 2 has been recently obtained by nishihara proc roy soc edinburgh sect a 133a 2003 1 20 by choosing a suitably located diffusion wave we will show the l1 convergence applying

maximum principle preserving schemes for interface problems with discontinuous coefficients new finite difference methods using cartesian grids are developed for elliptic interface problems with variable discontinuous coefficients singular sources and nonsmooth or even discontinuous solutions the new finite difference schemes are constructed to satisfy the sign property of the discrete maximum principle using quadratic optimization techniques the methods are shown to converge under certain conditions using comparison functions the coefficient matrix of the resulting linear system of equations is an m matrix and is coupled with a multigrid solver numerical examples are also provided to show the efficiency of the proposed methods

a cartesian grid embedded boundary method for poisson s equation on irregular domains we present a numerical method for solving poisson s equation with variable coefficients and dirichlet boundary conditions on two dimensional regions the approach uses a finite volume discretization which embeds the domain in a regular cartesian grid we treat the solution as a cell centered quantity even when those centers are outside the domain cells that contain a portion of the domain boundary use conservative differencing of second order accurate fluxes on each cell volume the calculation of the boundary flux ensures that the conditioning of the matrix is relatively unaffected by small cell volumes this allows us to use multigrid iterations with a simple point relaxation strategy we have combined this with an adaptive mesh refinement amr procedure we provide evidence that the algorithm is second order accurate on various exact solutions and compare the adaptive and nonadaptive calculations

immersed interface methods for neumann and related problems in two and three dimensions we develop and apply a finite difference method to discretize the laplacian operator with neumann boundary conditions on an irregular domain using a regular cartesian grid the method is an extension of the immersed interface method developed by leveque and li siam j numer anal 31 1994 1019 1044 with careful selection of stencils the method is second order accurate and produces a matrix that is stable diagonally semidominant the method is illustrated on several two dimensional problems and one three dimensional problem

convergence to the barenblatt solution for the compressible euler equations with damping and vacuum we study the asymptotic behavior of a compressible isentropic flow through a porous medium when the initial mass is finite the model system is the compressible euler equation with frictional damping as t the density is conjectured to obey the well known porous medium equation and the momentum is expected to be formulated by darcy s law in this paper we give a definite answer to this conjecture without any assumption on smallness or regularity for the initial data we prove that any l weak entropy solution to the cauchy problem of damped euler equations with finite initial mass converges strongly in lp with decay rates to matching barenblatt s profile of the porous medium equation the density function tends to the barenblatt s solution of the porous medium equation while the momentum is described by darcy s law

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

asymptotic behavior of the solutions to the damped compressible euler equations with vacuum abstract the asymptotic behavior of solutions of the damped compressible euler equations is conjectured to obey to the famous porous media equations pmes the previous works on this topic concern the case away from vacuum where the system is strictly hyperbolic in present paper we prove that the l entropy weak solution with vacuum obtained by the compensated compactness theory converges strongly in l loc p 1 p space to the unique similarity solution of the related pme as time goes to infinity

a level set formulation of eulerian interface capturing methods for incompressible fluid flows a level set formulation is derived for incompressible immiscible navier stokes equations separated by a free surface the interface is identified as the zero level set of a smooth function eulerian finite difference methods based on this level set formulation are proposed these methods are robust and efficient and are capable of computing interface singularities such as merging and reconnection numerical experiments are presented to demonstrate the effectiveness of the methods

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

convergence rate for compressible euler equations with damping and vacuum we study the asymptotic behavior of l weak entropy solutions to the compressible euler equations with damping and vacuum previous works on this topic are mainly concerned with the case away from the vacuum and small initial data in the present paper we prove that the entropy weak solution strongly converges to the similarity solution of the porous media equations in lp r 2 p with decay rates the initial data can contain vacuum and can be arbitrary large a new approach is introduced to control the singularity near vacuum for the desired estimates

global structure and asymptotic behavior of weak solutions to flood wave equations abstract the present paper concerns with the global structure and asymptotic behavior of the discontinuous solutions to flood wave equations by solving a free boundary problem we first obtain the global structure and large time behavior of the weak solutions containing two shock waves for the cauchy problem with a class of initial data we use glimm scheme to obtain a uniform bv estimate both with respect to time and the relaxation parameter this yields the global existence of bv solution and convergence to the equilibrium equation as the relaxation parameter tends to 0

global existence of classical solutions to the cauchy problem on a semi bounded initial axis for a nonhomogeneous quasilinear hyperbolic system abstract it is proven that if the leftmost eigenvalue is weakly linearly degenerate then the cauchy problem for a class of nonhomogeneous quasilinear hyperbolic systems with small and decaying initial data given on a semi bounded axis admits a unique global c 1 solution on the domain t x t 0 x x n t where x x n t is the fastest forward characteristic emanating from the origin as an application of our result we prove the existence of global classical c 1 solutions of the flow equations of a model class of fluids with viscosity induced by fading memory with small smooth initial data given on a semi bounded axis

new geometric immersed interface multigrid solvers in l adams and z li siam j sci comput 24 2002 pp 463 479 a multigrid method was designed specifically for interface problems that have been discretized using the methods described therein and in z li and k ito siam j sci comput 23 2001 pp 339 361 for elliptic interface problems using the maximum principle preserving schemes in this paper we improve on this method by giving a new interpolator for grid points near the immersed interface and a new restrictor that guarantees the coarse grid matrices are m matrices we compare this new restrictor to injection and the transpose of interpolation we show that the number of v cycles is constant as the mesh size decreases and increases only slightly as the ratio of the discontinuous problem coefficient grows at the interface only when this new restrictor is used

a fast iterative algorithm for elliptic interface problems a fast second order accurate iterative method is proposed for the elliptic equation grad cdot beta x y grad u f x y in a rectangular region omega in two space dimensions we assume that there is an irregular interface across which the coefficient beta the solution u and its derivatives and or the source term f may have jumps we are especially interested in the cases where the coefficients beta are piecewise constant and the jump in beta is large the interface may or may not align with an underlying cartesian grid the idea in our approach is to precondition the differential equation before applying the immersed interface method proposed by leveque and li siam j numer anal 4 1994 pp 1019 1044 in order to take advantage of fast poisson solvers on a rectangular region an intermediate unknown function the jump in the normal derivative across the interface is introduced our discretization is equivalent to using a second order difference scheme for a corresponding poisson equation in the region and a second order discretization for a neumann like interface condition thus second order accuracy is guaranteed a gmres iteration is employed to solve the schur complement system derived from the discretization a new weighted least squares method is also proposed to approximate interface quantities from a grid function numerical experiments are provided and analyzed the number of iterations in solving the schur complement system appears to be independent of both the jump in the coefficient and the mesh size

global solutions with shock waves to the generalized riemann problem for a system of hyperbolic conservation laws with linear damping abstract it is proven that a class of the generalized riemann problem for quasilinear hyperbolic systems of conservation laws with the uniform damping term admits a unique global piecewise c 1 solution u u t x containing only n shock waves with small amplitude on t 0 and this solution possesses a global structure similar to that of the similarity solution u u x t of the corresponding homogeneous riemann problem as an application of our result we prove the existence of global shock solutions piecewise continuous and piecewise smooth solution with shock discontinuities of the flow equations of a model class of fluids with viscosity induced by fading memory with a single jump initial data we also give an example to show that the uniform damping mechanism is not strong enough to prevent the formation of shock waves

level set methods an overview and some recent results the level set method was devised by s osher and j a sethian 1988 j comput phys 79 12 49 as a simple and versatile method for computing and analyzing the motion of an interface in two or three dimensions bounds a possibly multiply connected region the goal is to compute and analyze the subsequent motion of under a velocity field v this velocity can depend on position time the geometry of the interface and the external physics the interface is captured for later time as the zero level set of a smooth at least lipschitz continuous function x t i e t x x t 0 is positive inside negative outside and is zero on t topological merging and breaking are well defined and easily performed in this review article we discuss recent variants and extensions including the motion of curves in three dimensions the dynamic surface extension method fast methods for steady state problems diffusion generated motion and the variational level set approach we also give a user s guide to the level set dictionary and technology and couple the method to a wide variety of problems involving external physics such as compressible and incompressible possibly reacting flow stefan problems kinetic crystal growth epitaxial growth of thin films vortex dominated flows and extensions to multiphase motion we conclude with a discussion of applications to computer vision and image processing

the immersed interface method for the navier stokes equations with singular forces abstract peskin s immersed boundary method has been widely used for simulating many fluid mechanics and biology problems one of the essential components of the method is the usage of certain discrete delta functions to deal with singular forces along one or several interfaces in the fluid domain however the immersed boundary method is known to be first order accurate and usually smears out the solutions in this paper we propose an immersed interface method for the incompressible navier stokes equations with singular forces along one or several interfaces in the solution domain the new method is based on a second order projection method with modifications only at grid points near or on the interface from the derivation of the new method we expect fully second order accuracy for the velocity and nearly second order accuracy for the pressure in the maximum norm including those grid points near or on the interface this has been confirmed in our numerical experiments furthermore the computed solutions are sharp across the interface nontrivial numerical results are provided and compared with the immersed boundary method meanwhile a new version of the immersed boundary method using the level set representation of the interface is also proposed in this paper

global solutions with shock waves to the generalized riemann problem for a class of quasilinear hyperbolic systems of balance laws it is proven that the generalized riemann problem for a class of quasilinear hyperbolic systems of balance laws admits a unique global piecewise c1 solution u u t x containing only n shock waves with small amplitude on t 0 and this solution possesses a global structure similar to that of the similarity solution u u x t of the corresponding homogeneous riemann problem as an application of our result we prove the existence of global shock solutions piecewise continuous and piecewise smooth solution with shock discontinuities of the flow equations of a model class of fluids with viscosity induced by fading memory with a single jump initial data

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

three dimensional elliptic solvers for interface problems and applications second order accurate elliptic solvers using cartesian grids are presented for three dimensional interface problems in which the coefficients the source term the solution and its normal flux may be discontinuous across an interface one of our methods is designed for general interface problems with variable but discontinuous coefficient the scheme preserves the discrete maximum principle using constrained optimization techniques an algebraic multigrid solver is applied to solve the discrete system the second method is designed for interface problems with piecewise constant coefficient the method is based on the fast immersed interface method and a fast 3d poisson solver the second method has been modified to solve helmholtz poisson equations on irregular domains an application of our method to an inverse interface problem of shape identification is also presented in this application the level set method is applied to find the unknown surface iteratively

a new high order immersed interface method for solving elliptic equations with imbedded interface of discontinuity this paper presents a new high order immersed interface method for elliptic equations with imbedded interface of discontinuity compared with the original second order immersed interface method of r j leveque z li the immersed interface method for elliptic equations with discontinuous coefficients and singular sources siam j numer anal 31 1994 1001 25 the new method achieves arbitrarily high order accuracy for derivatives at an irregular grid point by imposing only two physical jump conditions together with a wider set of grid stencils the new interface difference formulas are expressed in a general explicit form so that they can be applied to different multi dimensional problems without any modification the new interface algorithms of up to o h 4 accuracy have been derived and tested on several one and two dimensional elliptic equations with imbedded interface compared to the standard second order immersed interface method the test results show that the new fourth order immersed interface method leads to a significant improvement in accuracy of the numerical solutions the proposed method has potential advantages in the application to two phase flow because of its high order accuracy and simplicity in applications

nonlinear diffusion waves for hyperbolic p system with nonlinear damping abstract this paper is concerned with the p system of hyperbolic conservation laws with nonlinear damping when the constant states are small the solutions of the cauchy problem for the damped p system globally exist and converge to their corresponding nonlinear diffusion waves which are the solutions of the corresponding nonlinear parabolic equation given by the darcy s law the optimal convergence rates are also obtained in order to overcome the difficulty caused by the nonlinear damping a couple of correction functions have been technically constructed the approach adopted is the elementary energy method together with the technique of approximating green function on the other hand when the constant states are large the solutions of the cauchy problem for the p system will blow up at a finite time

the explicit jump immersed interface method finite difference methods for pdes with piecewise smooth solutions many boundary value problems bvps or initial bvps have nonsmooth solutions with jumps along lower dimensional interfaces the explicit jump immersed interface method ejiim was developed following li s fast iterative immersed interface method fiiim recognizing that the foundation for the efficient solution of many such problems is a good solver for elliptic bvps ejiim generalizes the class of problems for which fiiim is applicable it handles interfaces between constant and variable coefficients and extends the immersed interface method iim to bvps on irregular domains with neumann and dirichlet boundary conditions proofs of second order convergence for a one dimensional 1d problem with piecewise constant coefficients and for two dimensional 2d problems with singular sources are given other problems are reduced to the singular sources case with additional equations determining the source strengths the advantages of ejiim are high quality of solutions even on coarse grids and easy adaptation to many problems with complicated geometries while still maintaining the efficiency of the fiiim

interfacial dynamics for stokes flow theoretical and computational aspects of the method of interfacial dynamics for flow at vanishing reynolds number are considered the mathematical formulation relies on the boundary integral representation that expresses the flow in terms of distributions of stokes flow singularities over the interfaces the densities of the distributions are identified with the jump in the hydrodynamic traction due to interfacial in plane and transverse tensions the interfacial velocity or the strength of a hydrodynamic potential the numerical procedure involves describing the interfaces in terms of interfacial marker points that reproduce the evolving shapes of the interfaces by global or local interpolation solving integral equations of the second kind for the interfacial velocity or for the density of a hydrodynamic potential and computing the motion of the marker points while simultaneously updating interfacial fields relevant to the dynamics including the concentration of a surfactant and the position of interfacial point particles at an equilibrium configuration interfaces exhibiting isotropic tension elastic tensions viscous and incompressible behavior are considered the mathematical modeling of the tensions and bending moments developing over interfaces with a membrane like constitution is discussed in the context of the theory of thin shells to facilitate the numerical implementation the coupling of the interfacial mechanics to the hydrodynamics by means of interface force and torque balances is formulated in global cartesian coordinates recent progress in the implementation of boundary element methods is reviewed and areas for further research are identified

uniform attractor for non autonomous hyperbolic equation with critical exponent abstract in this paper we study the uniform attractor for semilinear wave equation with mixed differential quotient terms and critical nonlinearity we prove the existence of the uniform attractor in h 0 1 l 2