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Register a new userA holistic finite difference approach models linear dynamics consistently
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A.J. Roberts
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I prove that a centre manifold approach to creating finite difference models will consistently model linear dynamics as the grid spacing becomes small. Using such tools of dynamical systems theory gives new assurances about the quality of finite difference models under nonlinear and other perturbations on grids with finite spacing. For example, the advection-diffusion equation is found to be stably modelled for all advection speeds and all grid spacing. The theorems establish an extremely good form for the artificial internal boundary conditions that need to be introduced to apply centre manifold theory. When numerically solving nonlinear partial differential equations, this approach can be used to derive systematically finite difference models which automatically have excellent characteristics. Their good performance for finite grid spacing implies that fewer grid points may be used and consequently there will be less difficulties with stiff rapidly decaying modes in continuum problems.
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Modern dynamical systems theory has previously had little to say about finite difference and finite element approximations of partial differential equations (Archilla, 1998). However, recently I have shown one way that centre manifold theory may be used to create and support the spatial discretisation of pde{}s such as Burgers equation (Roberts, 1998a) and the Kuramoto-Sivashinsky equation (MacKenzie, 2000). In this paper the geometric view of a centre manifold is used to provide correct initial conditions for numerical discretisations (Roberts, 1997). The derived projection of initial conditions follows from the physical processes expressed in the PDEs and so is appropriately conservative. This rational approach increases the accuracy of forecasts made with finite difference models.
Discrete approximations to the equation begin{equation*} L_{cont}u = u^{(4)} + D(x) u^{(3)} + A(x) u^{(2)} + (A(x)+H(x)) u^{(1)} + B(x) u = f, ; xin[0,1] end{equation*} are considered. This is an extension of the Sturm-Liouville case $D(x)equiv H(x)equiv 0$ [ M. Ben-Artzi, J.-P. Croisille, D. Fishelov and R. Katzir, Discrete fourth-order Sturm-Liouville problems, IMA J. Numer. Anal. {bf 38} (2018), 1485-1522. doi: 10.1093/imanum/drx038] to the non-self-adjoint setting. The natural boundary conditions in the Sturm-Liouville case are the values of the function and its derivative. The inclusion of a third-order discrete derivative entails a revision of the underlying discrete functional calculus. This revision forces evaluations of accurate discrete approximations to the boundary values of the second, third and fourth order derivatives. The resulting functional calculus provides the discrete analogs of the fundamental Sobolev properties--compactness and coercivity. It allows to obtain a general convergence theorem of the discrete approximations to the exact solution. Some representative numerical examples are presented.
This work concerns the continuum basis and numerical formulation for deformable materials with viscous dissipative mechanisms. We derive a viscohyperelastic modeling framework based on fundamental thermomechanical principles. Since most large deformation problems exhibit the isochoric property, our modeling work is constructed based on the Gibbs free energy in order to develop a continuum theory using the pressure-primitive variables, which is known to be well-behaved in the incompressible limit. With a general theory presented, we focus on a family of free energies that leads to the so-called finite deformation linear model. Our derivation elucidates the origin of the evolution equations of that model, which was originally proposed heuristically. In our derivation, the thermodynamic inconsistency is clarified and rectified. We then discuss the relaxation property of the non-equilibrium stress in the thermodynamic equilibrium limit and its implication on the form of free energy. A modified version of the identical polymer chain model is then proposed, with a special case being the model proposed by G. Holzapfel and J. Simo. Based on the consistent modeling framework, a provably energy stable numerical scheme is constructed for incompressible viscohyperelasticity using inf-sup stable elements. In particular, we adopt a suite of smooth generalization of the Taylor-Hood element based on Non-Uniform Rational B-Splines (NURBS) for spatial discretization. The temporal discretization is performed via the generalized-alpha scheme. We present a suite of numerical results to corroborate the proposed numerical properties, including the nonlinear stability, robustness under large deformation, and the stress accuracy resolved by the higher-order elements.
In this paper, we consider Maxwells equations in linear dispersive media described by a single-pole Lorentz model for electronic polarization. We study two classes of commonly used spatial discretizations: finite difference methods (FD) with arbitrary even order accuracy in space and high spatial order discontinuous Galerkin (DG) finite element methods. Both types of spatial discretizations are coupled with second order semi-implicit leap-frog and implicit trapezoidal temporal schemes studied in our previous research [5,6]. By performing detailed dispersion analysis for the semi-discrete and fully discrete schemes, we obtain rigorous quantification of the dispersion error for Lorentz dispersive dielectrics. In particular, comparisons of dispersion error can be made taking into account the model parameters, and mesh sizes in the design of the two types of schemes. The results for the numerical dispersion analysis can guide us in the optimal choice of discretization parameters for the more complicated and nonlinear models. The numerical dispersion analysis of the fully discrete FD and DG schemes, for the dispersive Maxwell model considered in this paper, clearly indicate the dependence of the numerical dispersion errors on spatial and temporal discretizations, their order of accuracy, mesh discretization parameters and model parameters. The results obtained here cannot be arrived at by considering discretizations of Maxwells equations in free space. In particular, our results contrast the advantages and disadvantages of using high order FD or DG schemes and leap-frog or trapezoidal time integrators over different frequency ranges using a variety of measures of numerical dispersion errors. Finally, we highlight the limitations of the second order accurate temporal discretizations considered.
We present a hybridization technique for summation-by-parts finite difference methods with weak enforcement of interface and boundary conditions for second order, linear elliptic partial differential equations. The method is based on techniques from the hybridized discontinuous Galerkin literature where local and global problems are defined for the volume and trace grid points, respectively. By using a Schur complement technique the volume points can be eliminated, which drastically reduces the system size. We derive both the local and global problems, and show that the linear systems that must be solved are symmetric positive definite. The theoretical stability results are confirmed with numerical experiments as is the accuracy of the method.
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