Spatially dispersionless, unconditionally stable FC-AD solvers for variable-coefficient PDEs

DOI10.1007/S10915-013-9734-8zbMATH Open1300.65071arXiv1209.0751OpenAlexW2088818994MaRDI QIDQ461222FDOQ461222

Authors: O. P. Bruno, A. Prieto 

Publication date: 10 October 2014

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: We present fast, spatially dispersionless and unconditionally stable high-order solvers for Partial Differential Equations (PDEs) with variable coefficients in general smooth domains. Our solvers, which are based on (i) A certain "Fourier continuation" (FC) method for the resolution of the Gibbs phenomenon, together with (ii) A new, preconditioned, FC-based solver for two-point boundary value problems (BVP) for variable-coefficient Ordinary Differential Equations, and (iii) An Alternating Direction strategy, generalize significantly a class of FC-based solvers introduced recently for constant-coefficient PDEs. The present algorithms, which are applicable, with high-order accuracy, to variable-coefficient elliptic, parabolic and hyperbolic PDEs in general domains with smooth boundaries, are unconditionally stable, do not suffer from spatial numerical dispersion, and they run at FFT speeds. The accuracy, efficiency and overall capabilities of our methods are demonstrated by means of applications to challenging problems of diffusion and wave propagation in heterogeneous media.

Full work available at URL: https://arxiv.org/abs/1209.0751

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zbMATH Keywords

numerical examplesstabilitypreconditioningalgorithmdiffusionhigh-order methodsfast Fourier transformwave propagationnumerical dispersioncollocationalternating direction implicit schemesFourier continuationGibbs phenomenvariable coefficient problems

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Second-order parabolic equations (35K10) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Second-order hyperbolic equations (35L10)

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Cited In (13)

• A stable high-order FC-based methodology for hemodynamic wave propagation
• High-order unconditionally stable FC-AD solvers for general smooth domains. I: Basic elements
• Higher-order implicit-explicit multi-domain compressible Navier-Stokes solvers
• Fourier continuation method for incompressible fluids with boundaries
• Immersed boundary smooth extension: a high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods
• An FC-based spectral solver for elastodynamic problems in general three-dimensional domains
• Higher-order in time ``quasi-unconditionally stable ADI solvers for the compressible Navier-Stokes equations in 2D and 3D curvilinear domains
• Fourier continuation discontinuous Galerkin methods for linear hyperbolic problems
• A linear finite-difference scheme for approximating Randers distances on Cartesian grids
• Vector potential-based MHD solver for non-periodic flows using Fourier continuation expansions
• A Fourier-based methodology without numerical diffusion for conducting dye simulations and particle residence time calculations
• A spectral FC solver for the compressible Navier-Stokes equations in general domains. I: Explicit time-stepping
• High-order unconditionally stable FC-AD solvers for general smooth domains. II: Elliptic, parabolic and hyperbolic PDEs; theoretical considerations

Uses Software

• FFTW

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