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Journal ArticleDOI

A Cartesian grid embedded boundary method for the heat equation on irregular domains

13 Nov 2001-Journal of Computational Physics (Academic Press Professional, Inc.)-Vol. 173, Iss: 2, pp 620-635
TL;DR: An algorithm for solving the heat equation on irregular time-dependent domains is presented, based on the Cartesian grid embedded boundary algorithm of Johansen and Colella, combined with a second-order accurate discretization of the time derivative.
About: This article is published in Journal of Computational Physics.The article was published on 2001-11-13 and is currently open access. It has received 161 citations till now. The article focuses on the topics: Mixed boundary condition & Boundary (topology).

Summary (1 min read)

Jump to: [1. INTRODUCTION] and [FIG. 1.]

1. INTRODUCTION

  • For the time discretization, for the fixed-boundary problem the authors use either the Crank-Nicolson method or the method of Twizell, Gumel and Arigu (TGA) [10] .
  • The authors algorithm is stable and achieves second-order accuracy both on problems with fixed domain and on problems with a time-dependent domain (t) with boundaries moving with constant velocities.

FIG. 1.

  • Centers of cells in (t old ) are shown with solid circles, and centers of cells in (tnew) -(t old ) are shown with unfilled circles.
  • The authors solve (19) numerically on a rectangular domain with three elliptically-shaped holes, with boundary conditions computed using the exact solution (18).
  • In the moving-boundary problem, the holes move with constant velocities.
  • With both fixed and moving boundaries, the authors solve two separate problems with different boundary conditions: Dirichlet conditions on all boundaries; Dirichlet conditions on the fixed external boundaries, but Neumann conditions on the boundaries of the ellipses.

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Citations
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Journal ArticleDOI
TL;DR: In this paper, the authors present the first attempt to present the local domain-free discretization (DFD) method for the solution of compressible Navier-Stokes/Euler equations.
Abstract: This paper is the first endeavour to present the local domain-free discretization (DFD) method for the solution of compressible Navier–Stokes/Euler equations in conservative form. The discretization strategy of DFD is that for any complex geometry, there is no need to introduce coordinate transformation and the discrete form of governing equations at an interior point may involve some points outside the solution domain. The functional values at the exterior dependent points are updated at each time step to impose the wall boundary condition by the approximate form of solution near the boundary. Some points inside the solution domain are constructed for the approximate form of solution, and the flow variables at constructed points are evaluated by the linear interpolation on triangles. The numerical schemes used in DFD are the finite element Galerkin method for spatial discretization and the dual-time scheme for temporal discretization. Some numerical results of compressible flows over fixed and moving bodies are presented to validate the local DFD method. Copyright © 2006 John Wiley & Sons, Ltd.

16 citations

Journal ArticleDOI
J. Thomas Beale1
TL;DR: It is shown that the numerical solution of a convection-diffusion equation with an interface can allow truncation error near the interface and still have a solution with uniform accuracy and first differences of uniform accuracy almost $O(h^2)$.
Abstract: We prove a regularity property of finite difference schemes for the heat or diffusion equation $u_t = \Delta u$ in maximum norm with large time steps. For a class of time discretizations including $L$-stable single-step methods and the second-order backward difference formula, with the usual second-order Laplacian, we show that solutions of the scheme gain first spatial differences boundedly, and also second differences except for logarithmic factors, with respect to nonhomogeneous terms. A weaker property is shown for the Crank-Nicolson method. As a consequence we show that the numerical solution of a convection-diffusion equation with an interface can allow $O(h)$ truncation error near the interface and still have a solution with uniform $O(h^2)$ accuracy and first differences of uniform accuracy almost $O(h^2)$.

15 citations


Cites methods from "A Cartesian grid embedded boundary ..."

  • ...The regularity results proved here include single-step methods that are Lstable; that is, |s(z)| ≤ 1 for all z ∈ C with Re z ≤ 0 and s(∞) = 0....

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Journal ArticleDOI
TL;DR: Numerical experiments demonstrate that the Petrov-Galerkin finite element interface method is nearly second order accurate in the L ∞ norm for interface problems, and it is accurate and efficient for computing the band structure of phononic crystals.

15 citations

Journal ArticleDOI
TL;DR: In this paper, a new numerical approach for the time dependent wave and heat equations as well as for time independent Poisson equation on irregular domains has been developed for 2-D irregular domains.
Abstract: A new numerical approach for the time-dependent wave and heat equations as well as for the time-independent Poisson equation on irregular domains has been developed. Trivial Cartesian meshes and simple 9-point stencil equations with unknown coefficients are used for 2-D irregular domains. The calculation of the coefficients of the stencil equations is based on the minimization of the local truncation error of the stencil equations and yields the optimal order of accuracy. The treatment of the Dirichlet and Neumann boundary conditions in the new approach is related to the development of high-order boundary conditions with the stencils that include the same or a smaller number of grid points compared to that for the regular 9-point internal stencils. At similar 9-point stencils, the accuracy of the new approach is two orders higher than that for the linear finite elements. The numerical results for irregular domains in Part 2 of the paper also show that at the same number of degrees of freedom, the new approach is even much more accurate than the quadratic and cubic finite elements with much wider stencils. Similar to our recent results on regular domains, the order of the accuracy of the new approach for the Poisson equation on irregular domains with square Cartesian meshes is higher than that with rectangular Cartesian meshes. The new approach can be directly applied to other partial differential equations.

13 citations

Journal ArticleDOI
TL;DR: A finite difference scheme is presented for a parabolic problem with mixed boundary conditions that uses an immersed interface technique to discretize the Neumann condition and the Shortley-Weller approximation for the Dirichlet condition.
Abstract: A finite difference scheme is presented for a parabolic problem with mixed boundary conditions. We use an immersed interface technique to discretize the Neumann condition, and we use the Shortley-Weller approximation for the Dirichlet condition. The proof of a discrete maximum principle is given as well as the proof of convergence of the scheme. This convergence is also validated on numerical examples.

13 citations


Cites background or methods from "A Cartesian grid embedded boundary ..."

  • ...The presented scheme can be adapted to moving boundary problems (see [18])....

    [...]

  • ...In [18], the authors consider a parabolic problem on an evolving domain; their idea is to propose an immersed interface method with a fixed mesh, to avoid the remeshing process which would be necessary at each time-step if the mesh would have followed the domain....

    [...]

  • ...This approach has been used, for example, to derive numerical schemes for elliptic problems with discontinuous coefficients (see [13], [15], [16], [26]) or boundary value problems in domains that do not fit the mesh (see [2], [9], [10], [11], [12], [18], [21])....

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References
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Journal ArticleDOI

40,330 citations


Additional excerpts

  • ...Similar approaches based on formally inconsistent discretizations at the irregular boundary have been used previously and observed to be stable [1, 9], so we expect that the extension to the more accurate boundary discretization should be straightforward....

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Book
07 Jan 2013
TL;DR: In this article, Leray-Schauder and Harnack this article considered the Dirichlet Problem for Poisson's Equation and showed that it is a special case of Divergence Form Operators.
Abstract: Chapter 1. Introduction Part I: Linear Equations Chapter 2. Laplace's Equation 2.1 The Mean Value Inequalities 2.2 Maximum and Minimum Principle 2.3 The Harnack Inequality 2.4 Green's Representation 2.5 The Poisson Integral 2.6 Convergence Theorems 2.7 Interior Estimates of Derivatives 2.8 The Dirichlet Problem the Method of Subharmonic Functions 2.9 Capacity Problems Chapter 3. The Classical Maximum Principle 3.1 The Weak Maximum Principle 3.2 The Strong Maximum Principle 3.3 Apriori Bounds 3.4 Gradient Estimates for Poisson's Equation 3.5 A Harnack Inequality 3.6 Operators in Divergence Form Notes Problems Chapter 4. Poisson's Equation and Newtonian Potential 4.1 Holder Continuity 4.2 The Dirichlet Problem for Poisson's Equation 4.3 Holder Estimates for the Second Derivatives 4.4 Estimates at the Boundary 4.5 Holder Estimates for the First Derivatives Notes Problems Chapter 5. Banach and Hilbert Spaces 5.1 The Contraction Mapping 5.2 The Method of Cintinuity 5.3 The Fredholm Alternative 5.4 Dual Spaces and Adjoints 5.5 Hilbert Spaces 5.6 The Projection Theorem 5.7 The Riesz Representation Theorem 5.8 The Lax-Milgram Theorem 5.9 The Fredholm Alternative in Hilbert Spaces 5.10 Weak Compactness Notes Problems Chapter 6. Classical Solutions the Schauder Approach 6.1 The Schauder Interior Estimates 6.2 Boundary and Global Estimates 6.3 The Dirichlet Problem 6.4 Interior and Boundary Regularity 6.5 An Alternative Approach 6.6 Non-Uniformly Elliptic Equations 6.7 Other Boundary Conditions the Obliue Derivative Problem 6.8 Appendix 1: Interpolation Inequalities 6.9 Appendix 2: Extension Lemmas Notes Problems Chapter 7. Sobolev Spaces 7.1 L^p spaces 7.2 Regularization and Approximation by Smooth Functions 7.3 Weak Derivatives 7.4 The Chain Rule 7.5 The W^(k,p) Spaces 7.6 DensityTheorems 7.7 Imbedding Theorems 7.8 Potential Estimates and Imbedding Theorems 7.9 The Morrey and John-Nirenberg Estimes 7.10 Compactness Results 7.11 Difference Quotients 7.12 Extension and Interpolation Notes Problems Chapter 8 Generalized Solutions and Regularity 8.1 The Weak Maximum Principle 8.2 Solvability of the Dirichlet Problem 8.3 Diferentiability of Weak Solutions 8.4 Global Regularity 8.5 Global Boundedness of Weak Solutions 8.6 Local Properties of Weak Solutions 8.7 The Strong Maximum Principle 8.8 The Harnack Inequality 8.9 Holder Continuity 8.10 Local Estimates at the Boundary 8.11 Holder Estimates for the First Derivatives 8.12 The Eigenvalue Problem Notes Problems Chapter 9. Strong Solutions 9.1 Maximum Princiles for Strong Solutions 9.2 L^p Estimates: Preliminary Analysis 9.3 The Marcinkiewicz Interpolation Theorem 9.4 The Calderon-Zygmund Inequality 9.5 L^p Estimates 9.6 The Dirichlet Problem 9.7 A Local Maximum Principle 9.8 Holder and Harnack Estimates 9.9 Local Estimates at the Boundary Notes Problems Part II: Quasilinear Equations Chapter 10. Maximum and Comparison Principles 10.1 The Comparison Principle 10.2 Maximum Principles 10.3 A Counterexample 10.4 Comparison Principles for Divergence Form Operators 10.5 Maximum Principles for Divergence Form Operators Notes Problems Chapter 11. Topological Fixed Point Theorems and Their Application 11.1 The Schauder Fixes Point Theorem 11.2 The Leray-Schauder Theorem: a Special Case 11.3 An Application 11.4 The Leray-Schauder Fixed Point Theorem 11.5 Variational Problems Notes Chapter 12. Equations in Two Variables 12.1 Quasiconformal Mappings 12.2 holder Gradient Estimates for Linear Equations 12.3 The Dirichlet Problem for Uniformly Elliptic Equations 12.4 Non-Uniformly Elliptic Equations Notes Problems Chapter 13. Holder Estimates for

18,443 citations

Book ChapterDOI
01 Jan 1997
TL;DR: In this paper, a class of partial differential equations that generalize and are represented by Laplace's equation was studied. And the authors used the notation D i u, D ij u for partial derivatives with respect to x i and x i, x j and the summation convention on repeated indices.
Abstract: We study in this chapter a class of partial differential equations that generalize and are to a large extent represented by Laplace’s equation. These are the elliptic partial differential equations of second order. A linear partial differential operator L defined by $$ Lu{\text{: = }}{a_{ij}}\left( x \right){D_{ij}}u + {b_i}\left( x \right){D_i}u + c\left( x \right)u $$ is elliptic on Ω ⊂ ℝ n if the symmetric matrix [a ij ] is positive definite for each x ∈ Ω. We have used the notation D i u, D ij u for partial derivatives with respect to x i and x i , x j and the summation convention on repeated indices is used. A nonlinear operator Q, $$ Q\left( u \right): = {a_{ij}}\left( {x,u,Du} \right){D_{ij}}u + b\left( {x,u,Du} \right) $$ [D u = (D 1 u, ..., D n u)], is elliptic on a subset of ℝ n × ℝ × ℝ n ] if [a ij (x, u, p)] is positive definite for all (x, u, p) in this set. Operators of this form are called quasilinear. In all of our examples the domain of the coefficients of the operator Q will be Ω × ℝ × ℝ n for Ω a domain in ℝ n . The function u will be in C 2(Ω) unless explicitly stated otherwise.

8,299 citations


"A Cartesian grid embedded boundary ..." refers background in this paper

  • ...However, it is well known that, for any domain with smooth boundary, a smooth function can be extended to all of R with a bound on the relative increase in the C norms that depends only on the domain and (k; ) [5]....

    [...]

Journal ArticleDOI
TL;DR: In this paper, a second-order projection method for the Navier-Stokes equations is proposed, which uses a specialized higher-order Godunov method for differencing the nonlinear convective terms.

1,287 citations


"A Cartesian grid embedded boundary ..." refers methods in this paper

  • ...The method described here, together with that in [6] for elliptic PDEs and [8] for hyperbolic PDEs, provide the fundamental components required for developing second-order accurate methods for a broad range of continuum mechanics problems in irregular geometries based on the predictor–corrector approach in [2]....

    [...]

Journal ArticleDOI
TL;DR: A numerical method for solving Poisson's equation, with variable coefficients and Dirichlet boundary conditions, on two-dimensional regions using a finite-volume discretization, which embeds the domain in a regular Cartesian grid.

470 citations


"A Cartesian grid embedded boundary ..." refers background or methods in this paper

  • ...As in previous work on elliptic problems [6], our approach uses a finite-volume discretization, which embeds the domain in a regular Cartesian grid....

    [...]

  • ...We follow the approach described in [6, 7]....

    [...]

  • ...With Dirichlet boundary conditions as from (3), we compute an estimate of ∂ψ ∂n by interpolating from the grid values and the values at the boundaries; for details, see [6]....

    [...]

  • ...The method described here, together with that in [6] for elliptic PDEs and [8] for hyperbolic PDEs, provide the fundamental components required for developing second-order accurate methods for a broad range of continuum mechanics problems in irregular geometries based on the predictor–corrector approach in [2]....

    [...]

  • ...This is routine for the case in which the embedded boundary is contained in the finest level of refinement [6], but requires some additional discretization design when the embedded boundary crosses coarse–fine interfaces....

    [...]

Frequently Asked Questions (1)
Q1. What are the contributions mentioned in the paper "A cartesian grid embedded boundary method for the heat equation on irregular domains" ?

The authors present an algorithm for solving the heat equation on irregular time-dependent domains.