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Can 4th-order compact schemes exist for flux type BCs?
arXiv - CS - Numerical Analysis Pub Date : 2021-09-12 , DOI: arxiv-2109.05638
Zhilin Li, Kejia Pan

In this paper new innovative fourth order compact schemes for Robin and Neumann boundary conditions have been developed for boundary value problems of elliptic PDEs in two and three dimensions. Different from traditional finite difference operator approach, which may not work for flux type of boundary conditions, carefully designed undetermined coefficient methods are utilized in developing high order compact (HOC) schemes. The new methods not only can be utilized to design HOC schemes for flux type of boundary conditions but can also be applied to general elliptic PDEs including Poisson, Helmholtz, diffusion-advection, and anisotropic equations with linear boundary conditions. In the new developed HOC methods, the coefficient matrices are generally M-matrices, which guarantee the discrete maximum principle for well-posed problems, so the convergence of the HOC methods. The developed HOC methods are versatile and can cover most of high order compact schemes in the literature. The HOC methods for Robin boundary conditions and for anisotropic diffusion and advection equations with Robin or even Dirichlet boundary conditions are likely the first ones that have ever been developed. With the help of pseudo-inverse, or SVD solutions, we have also observed that the developed HOC methods usually have smaller error constants compared with traditional HOC methods when applicable. Non-trivial examples with large wave numbers and oscillatory solutions are presented to confirm the performance of the new HOC methods.

中文翻译:

通量类型 BC 是否存在四阶紧凑方案?

在本文中,针对二维和三维椭圆偏微分方程的边界值问题,已经开发了用于 Robin 和 Neumann 边界条件的新的创新四阶紧致方案。与可能不适用于通量类型边界条件的传统有限差分算子方法不同,精心设计的未定系数方法用于开发高阶紧凑 (HOC) 方案。新方法不仅可以用于设计通量类型边界条件的 HOC 方案,还可以应用于一般椭圆偏微分方程,包括泊松、亥姆霍兹、扩散平流和具有线性边界条件的各向异性方程。在新开发的 HOC 方法中,系数矩阵一般是 M 矩阵,这保证了适定问题的离散最大值原则,所以 HOC 方法的收敛性。开发的 HOC 方法是通用的,可以覆盖文献中的大多数高阶紧凑方案。Robin 边界条件的 HOC 方法以及具有 Robin 或什至 Dirichlet 边界条件的各向异性扩散和对流方程的 HOC 方法可能是最早开发的方法。在伪逆或 SVD 解决方案的帮助下,我们还观察到,在适用时,与传统 HOC 方法相比,开发的 HOC 方法通常具有更小的误差常数。提供了具有大波数和振荡解的非平凡示例,以确认新 HOC 方法的性能。Robin 边界条件的 HOC 方法以及具有 Robin 或什至 Dirichlet 边界条件的各向异性扩散和对流方程的 HOC 方法可能是最早开发的方法。在伪逆或 SVD 解决方案的帮助下,我们还观察到,在适用时,与传统 HOC 方法相比,开发的 HOC 方法通常具有更小的误差常数。提供了具有大波数和振荡解的非平凡示例,以确认新 HOC 方法的性能。Robin 边界条件的 HOC 方法以及具有 Robin 或什至 Dirichlet 边界条件的各向异性扩散和对流方程的 HOC 方法可能是最早开发的方法。在伪逆或 SVD 解决方案的帮助下,我们还观察到,在适用时,与传统 HOC 方法相比,开发的 HOC 方法通常具有更小的误差常数。提供了具有大波数和振荡解的非平凡示例,以确认新 HOC 方法的性能。我们还观察到,在适用时,与传统 HOC 方法相比,开发的 HOC 方法通常具有更小的误差常数。提供了具有大波数和振荡解的非平凡示例,以确认新 HOC 方法的性能。我们还观察到,在适用时,与传统 HOC 方法相比,开发的 HOC 方法通常具有更小的误差常数。提供了具有大波数和振荡解的非平凡示例,以确认新 HOC 方法的性能。
更新日期:2021-09-14
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