Transparent numerical boundary conditions for evolution equations: derivation and stability analysis
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Publication:5229737
DOI10.5802/AFST.1600zbMATH Open1422.65149arXiv1609.06866OpenAlexW2524407554WikidataQ127597208 ScholiaQ127597208MaRDI QIDQ5229737FDOQ5229737
Publication date: 19 August 2019
Published in: Annales de la Faculté des sciences de Toulouse : Mathématiques (Search for Journal in Brave)
Abstract: The aim of this article is to propose a systematic study of transparent boundary conditions for finite difference approximations of evolution equations. We try to keep the discussion at the highest level of generality in order to apply the theory to the broadest class of problems. We deal with two main issues. We first derive transparent numerical boundary conditions, that is, we exhibit the relations satisfied by the solution to the pure Cauchy problem when the initial condition vanishes outside of some domain. Our derivation encompasses discretized transport, diffusion and dispersive equations with arbitrarily wide stencils. The second issue is to prove sharp stability estimates for the initial boundary value problem obtained by enforcing the boundary conditions derived in the first step. We focus here on discretized transport equations. Under the assumption that the numerical boundary is non-characteristic, our main result characterizes the class of numerical schemes for which the corresponding transparent boundary conditions satisfy the so-called Uniform Kreiss-Lopatinskii Condition introduced in [GKS72]. Adapting some previous works to the non-local boundary conditions considered here, our analysis culminates in the derivation of trace and semigroup estimates for such transparent numerical boundary conditions. Several examples and possible extensions are given.
Full work available at URL: https://arxiv.org/abs/1609.06866
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Heat equation (35K05) Time-dependent Schrödinger equations and Dirac equations (35Q41) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) First-order hyperbolic equations (35L02)
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Cited In (5)
- Discrete transparent boundary conditions for the two-dimensional leap-frog scheme: approximation and fast implementation
- Numerical generation of transparent boundary conditions on the side surface of a vertical transverse isotropic layer
- Perfectly matched layers on cubic domains for Pauli's equations
- On the stability of the σ-scheme with transparent boundary conditions for parabolic equations
- The Neumann numerical boundary condition for transport equations
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