Monotone meshfree methods for linear elliptic equations in non-divergence form via nonlocal relaxation

DOI10.1007/S10915-023-02294-3zbMATH Open1522.65188arXiv2211.12490OpenAlexW4385568632MaRDI QIDQ6134424FDOQ6134424

Qihao Ye, Xiaochuan Tian

Publication date: 22 August 2023

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

Abstract: We design a monotone meshfree finite difference method for linear elliptic equations in the non-divergence form on point clouds via a nonlocal relaxation method. The key idea is a novel combination of a nonlocal integral relaxation of the PDE problem with a robust meshfree discretization on point clouds. Minimal positive stencils are obtained through a local $l_1$-type optimization procedure that automatically guarantees the stability and, therefore, the convergence of the meshfree discretization for linear elliptic equations. A major theoretical contribution is the existence of consistent and positive stencils for a given point cloud geometry. We provide sufficient conditions for the existence of positive stencils by finding neighbors within an ellipse (2d) or ellipsoid (3d) surrounding each interior point, generalizing the study for Poisson's equation by Seibold in 2008. It is well-known that wide stencils are in general needed for constructing consistent and monotone finite difference schemes for linear elliptic equations. Our result represents a significant improvement in the stencil width estimate for positive-type finite difference methods for linear elliptic equations in the near-degenerate regime (when the ellipticity constant becomes small), compared to previously known works in this area. Numerical algorithms and practical guidance are provided with an eye on the case of small ellipticity constant. At the end, we present numerical results for the performance of our method in both 2d and 3d, examining a range of ellipticity constants including the near-degenerate regime.

Full work available at URL: https://arxiv.org/abs/2211.12490

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zbMATH Keywords

meshfree methodpoint clouddiscrete maximum principlenon-divergence formmonotone schemesuper-convergenceminimal positive stencillinear elliptic PDEslinear minimization problemnear-degeneratenonlocal relaxation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Maximum principles in context of PDEs (35B50) Numerical methods for integral equations (65R20) Degenerate elliptic equations (35J70) Linear integral equations (45A05) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Second-order elliptic equations (35J15)

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