Simple second-order finite differences for elliptic PDEs with discontinuous coefficients and interfaces

DOI10.2140/CAMCOS.2019.14.121zbMATH Open1434.65141arXiv1806.10593OpenAlexW3103542396WikidataQ114045404 ScholiaQ114045404MaRDI QIDQ2294476FDOQ2294476

Authors: C. Tzou, Samuel N. Stechmann 

Publication date: 11 February 2020

Published in: Communications in Applied Mathematics and Computational Science (Search for Journal in Brave)

Abstract: In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise due to changes in material properties at an immersed interface or embedded boundary, which may have an irregular shape. Consequently, the solution and its gradient can be discontinuous, and numerical methods can be difficult to design. Here a new method is presented and analyzed, using a simple formulation of one-dimensional finite differences on a Cartesian grid, allowing for a relatively easy setup for one-, two-, or three-dimensional problems. The method preserves a sharp interface with discontinuous solutions, obtained from a small number of iterations (approximately five) of solving a symmetric linear system with updates to the right- hand side. Second-order accuracy is rigorously proven in one spatial dimension and demonstrated through numerical examples in two and three spatial dimensions. The method is tested here on the variable-coefficient Poisson equation, and it could be extended for use on time-dependent problems of heat transfer, fluid dynamics, or other applications.

Full work available at URL: https://arxiv.org/abs/1806.10593

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zbMATH Keywords

immersed boundary methodghost fluid methodimmersed interface methodjump conditionssharp interfacephase changes

Mathematics Subject Classification ID

Finite difference methods applied to problems in fluid mechanics (76M20) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) PDEs with low regular coefficients and/or low regular data (35R05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Three or more component flows (76T30)

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Cited In (9)

• Effects of clouds and phase changes on fast-wave averaging: a numerical assessment
• Balanced and unbalanced components of moist atmospheric flows with phase changes
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