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We study nonconforming grid interfaces for summation-by-parts finite difference methods applied to partial differential equations with second derivatives in space. To maintain energy stability, previous efforts have been forced to accept a reduction of the global convergence rate by one order, due to large truncation errors at the nonconforming interface. We avoid the order reduction by generalizing the interface treatment and introducing order-preserving interpolation operators. We prove that, given two diagonal-norm summation-by-parts schemes, order-preserving interpolation operators with the necessary properties are guaranteed to exist, regardless of the grid-point distributions along the interface. The new methods retain the stability and global accuracy properties of the underlying schemes for conforming interfaces. 

An explicit spectrally accurate order-adaptive Hermite-Taylor method for the Schrödinger equation is developed. Numerical experiments illustrating the properties of the method are presented. The method, which is able to use very coarse grids while still retaining high accuracy, compares favorably to an existing exponential integrator-high order summation-by-parts finite difference method. 

We consider wave propagation in a coupled fluid-solid region separated by a static but possibly curved interface. The wave propagation is modeled by the acoustic wave equation in terms of a velocity potential in the fluid, and the elastic wave equation for the displacement in the solid. At the fluid solid interface, we impose suitable interface conditions to couple the two equations. We use a recently developed energy-based discontinuous Galerkin method to discretize the governing equations in space. Both energy conserving and upwind numerical fluxes are derived to impose the interface conditions. The highlights of the developed scheme include provable energy stability and high order accuracy. We present numerical experiments to illustrate the accuracy property and robustness of the developed scheme. 

We consider finite difference approximations of the second derivative, exemplified in Poisson's equation, the heat equation, and the wave equation. The finite difference operators satisfy a summation-by-parts (SBP) property, which mimics the integration-by-parts principle. Since the operators approximate the second derivative, they are singular by construction. When imposing boundary conditions weakly, these operators are modified using simultaneous approximation terms. The modification makes the discretization matrix nonsingular for most choices of boundary conditions. Recently, inverses of such matrices were derived. However, for problems with only Neumann boundary conditions, the modified matrices are still singular. For such matrices, we have derived an explicit expression for the Moore-Penrose inverse, which can be used for solving elliptic problems and some time-dependent problems. For this explicit expression to be valid, it is required that the modified matrix does not have more than one zero eigenvalue. This condition holds for the SBP operators with second and fourth order accurate interior stencil. For the sixth order accurate case, we have reconstructed the operator with a free parameter and show that there can be more than one zero eigenvalue. We have performed a detailed analysis on the free parameter to improve the properties of the second derivative SBP operator. We complement the derivations by numerical experiments to demonstrate the improvements.

In this article, a novel implementation of a widely used pseudo-two-dimensional (P2D) model for lithium-ion battery simulation is presented with a transmission line circuit structure. This implementation represents an interplay between physical and equivalent circuit models. The discharge processes of an LiNi0.33Mn0.33Co0.33O2-graphite lithium-ion battery under different currents are simulated, and it is seen the results from the circuit model agree well with the results obtained from a physical simulation carried out in COMSOL Multiphysics, including both terminal voltage and concentration distributions. Finally we demonstrated how the circuit model can contribute to the understanding of the cell electrochemistry, exemplified by an analysis of the overpotential contributions by various processes. 

We consider numerical solution of elliptic problems with heterogeneous diffusion coefficients containing thin highly conductive structures. Such problems arise e.g. in fractured porous media, reinforced materials, and electric circuits. The main computational challenge is the high resolution needed to resolve the data variation. We propose a multiscale method that models the thin structures as interfaces and incorporate heterogeneities in corrected shape functions. The construction results in an accurate upscaled representation of the system that can be used to solve for several forcing functions or to simulate evolution problems in an efficient way. By introducing a novel interpolation operator, defining the fine scale of the problem, we prove exponential decay of the shape functions which allows for a sparse approximation of the upscaled representation. An a priori error bound is also derived for the proposed method together with numerical examples that verify the theoretical findings. Finally we present a numerical example to show how the technique can be applied to evolution problems.

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at interfaces, considering (i) the Cut Finite Element Method; (ii) the Difference Potentials Method; and (iii) the summation-by-parts Finite Difference Method. First we give a brief introduction for each of the three methods. Next, we propose benchmark problems, and consider numerical tests—with respect to accuracy and convergence—for linear parabolic problems on a single domain, and continue with similar tests for linear parabolic problems on a composite domain (with the interface defined either explicitly or implicitly). Lastly, a comparative discussion of the methods and numerical results will be given. 

This paper presents an extension of a recently developed high order finite difference method for the wave equation on a grid with non-conforming interfaces. The stability proof of the existing methods relies on the interpolation operators being norm-contracting, which is satisfied by the second and fourth order operators, but not by the sixth order operator. We construct new penalty terms to impose interface conditions such that the stability proof does not require the norm-contracting condition. As a consequence, the sixth order accurate scheme is also provably stable. Numerical experiments demonstrate the improved stability and accuracy property. 

We consider high order finite difference methods for the wave equations in the second order form, where the finite difference operators satisfy the summation-by-parts principle. Boundary conditions and interface conditions are imposed weakly by the simultaneous-approximation-term method, and non-conforming grid interfaces are handled by an interface operator that is based on either interpolating directly between the grids or on projecting to piecewise continuous polynomials on an intermediate grid.

Stability and accuracy are two important aspects of a numerical method. For accuracy, we prove the convergence rate of the summation-by-parts finite difference schemes for the wave equation. Our approach is based on Laplace transforming the error equation in time, and analyzing the solution to the boundary system in the Laplace space. In contrast to first order equations, we have found that the determinant condition for the second order equation is less often satisfied for a stable numerical scheme. If the determinant condition is satisfied uniformly in the right half plane, two orders are recovered from the boundary truncation error; otherwise we perform a detailed analysis of the solution to the boundary system in the Laplace space to obtain an error estimate. Numerical experiments demonstrate that our analysis gives a sharp error estimate.

For stability, we study the numerical treatment of non-conforming grid interfaces. In particular, we have explored two interface operators: the interpolation operators and projection operators applied to the wave equation. A norm-compatible condition involving the interface operator and the norm related to the SBP operator is essential to prove stability by the energy method for first order equations. In the analysis, we have found that in contrast to first order equations, besides the norm-compatibility condition an extra condition must be imposed on the interface operators to prove stability by the energy method. Furthermore, accuracy and efficiency studies are carried out for the numerical schemes.

Wave propagation problems can be modeled by partial differential equations. In this thesis, we study wave propagation in fluids and in solids, modeled by the acoustic wave equation and the elastic wave equation, respectively. In real-world applications, waves often propagate in heterogeneous media with complex geometries, which makes it impossible to derive exact solutions to the governing equations. Alternatively, we seek approximated solutions by constructing numerical methods and implementing on modern computers. An efficient numerical method produces accurate approximations at low computational cost.

There are many choices of numerical methods for solving partial differential equations. Which method is more efficient than the others depends on the particular problem we consider. In this thesis, we study two numerical methods: the finite difference method and the discontinuous Galerkin method. The finite difference method is conceptually simple and easy to implement, but has difficulties in handling complex geometries of the computational domain. We construct high order finite difference methods for wave propagation in heterogeneous media with complex geometries. In addition, we derive error estimates to a class of finite difference operators applied to the acoustic wave equation. The discontinuous Galerkin method is flexible with complex geometries. Moreover, the discontinuous nature between elements makes the method suitable for multiphysics problems. We use an energy based discontinuous Galerkin method to solve a coupled acoustic-elastic problem.

Small copy numbers of many molecular species in biological cells require stochastic models of the chemical reactions between the molecules and their motion. Important reactions often take place on one-dimensional structures embedded in three dimensions with molecules migrating between the dimensions. Examples of polymer structures in cells are DNA, microtubules, and actin filaments. An algorithm for simulation of such systems is developed at a mesoscopic level of approximation. An arbitrarily shaped polymer is coupled to a background Cartesian mesh in three dimensions. The realization of the system is made with a stochastic simulation algorithm in the spirit of Gillespie. The method is applied to model problems for verification and two more detailed models of transcription factor interaction with the DNA. 

When using a finite difference method to solve a time dependent partial differential equation, the truncation error is often larger at a few grid points near a boundary or grid interface than in the interior. In computations, the observed convergence rate is often higher than the order of the large truncation error. In this paper, we develop techniques for analyzing this phenomenon, and particularly consider the second order wave equation. The equation is discretized by a finite difference operator satisfying a summation by parts property, and the boundary and grid interface conditions are imposed weakly by the simultaneous approximation term method. It is well-known that if the semi-discretized wave equation satisfies the determinant condition, that is the boundary system in Laplace space is nonsingular for all Re(s) ≥ 0 , two orders are gained from the large truncation error localized at a few grid points. By performing a normal mode analysis, we show that many common discretizations do not satisfy the determinant condition at s= 0. We then carefully analyze the error equation to determine the gain in the convergence rate. The result shows that stability does not automatically imply a gain of two orders in the convergence rate. The precise gain can be lower than, equal to or higher than two orders, depending on the boundary condition and numerical boundary treatment. The accuracy analysis is verified by numerical experiments, and very good agreement is obtained. 

When using a finite difference method to solve an initial-boundaryvalue problem, the truncation error is often of lower order at a few grid points near boundaries than in the interior. Normal mode analysis is a powerful tool to analyze the effect of the large truncation error near boundaries on the overall convergence rate, and has been used in many research works for different equations. However, existing work only concerns problems in one space dimension. In this paper, we extend the analysis to problems in two space dimensions. The two dimensional analysis is based on a diagonalization procedure that decomposes a two dimensional problem to many one dimensional problems of the same type. We present a general framework of analyzing convergence for such one dimensional problems, and explain how to obtain the result for the corresponding two dimensional problem. In particular, we consider two kinds of truncation errors in two space dimensions: the truncation error along an entire boundary, and the truncation error localized at a few grid points close to a corner of the computational domain. The accuracy analysis is in a general framework, here applied to the second order wave equation. Numerical experiments corroborate our accuracy analysis.

We analyze two types of summation-by-parts finite difference operators for approximating the second derivative with variable coefficient. The first type uses ghost points, while the second type does not use any ghost points. A previously unexplored relation between the two types of summation-by-parts operators is investigated. By combining them we develop a new fourth order accurate finite difference discretization with hanging nodes on the mesh refinement interface. We take the model problem as the two-dimensional acoustic wave equation in second order form in terms of acoustic pressure, and we prove energy stability for the proposed method. Compared to previous approaches using ghost points, the proposed method leads to a smaller system of linear equations that needs to be solved for the ghost point values. Another attractive feature of the proposed method is that the explicit time step does not need to be reduced relative to the corresponding periodic problem. Numerical experiments, both for smoothly varying and discontinuous material properties, demonstrate that the proposed method converges to fourth order accuracy. A detailed comparison of the accuracy and the time-step restriction with the simultaneous-approximation-term penalty method is also presented. 

We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on numerical treatments of non-conforming grid interfaces and non-conforming mesh blocks. Interface conditions are imposed weakly by the simultaneous approximation term technique in combination with interface operators, which move discrete solutions between grids at an interface. In particular, we consider an interpolation approach and a projection approach with corresponding operators. A norm-compatible condition of the interface operators leads to energy stability for first order hyperbolic systems. By imposing an additional constraint on the interface operators, we derive an energy estimate of the numerical scheme for the second order wave equation. We carry out eigenvalue analyses to investigate the additional constraint and its relation to stability. In addition, a truncation error analysis is performed, and discussed in relation to convergence properties of the numerical schemes. In the numerical experiments, stability and accuracy properties of the numerical scheme are further explored, and the practical usefulness of non-conforming grid interfaces and mesh blocks is discussed in two practical examples. © 2016, Springer Science+Business Media New York.

We develop a fourth order accurate finite difference method for the three dimensional elastic wave equation in isotropic media with the piecewise smooth material property. In our model, the material property can be discontinuous at curved interfaces. The governing equations are discretized in second order form on curvilinear meshes by using a fourth order finite difference operator satisfying a summation-by-parts property. The method is energy stable and high order accurate. The highlight is that mesh sizes can be chosen according to the velocity structure of the material so that computational efficiency is improved. At the mesh refinement interfaces with hanging nodes, physical interface conditions are imposed by using ghost points and interpolation. With a fourth order predictor-corrector time integrator, the fully discrete scheme is energy conserving. Numerical experiments are presented to verify the fourth order convergence rate and the energy conserving property.