arXiv subjects

Rodolfo Ruben Rosales

Publications and source records attributed to Rodolfo Ruben Rosales.

13 recordsLinked to original sources

arXiv2023

Spatial Manifestations of Order Reduction in Runge-Kutta Methods for Initial Boundary Value Problems

This paper studies the spatial manifestations of order reduction that occur when time-stepping initial-boundary-value problems (IBVPs) with high-order Runge-Kutta methods. For such IBVPs, geometric structures arise that do not have an analog in ODE IVPs: boundary layers appear, induced by a mismatch between the approximation error in the interior and at the boundaries. To understand those boundary layers, an analysis of the modes of the numerical scheme is conducted, which explains under which circumstances boundary layers persist over many time steps. Based on this, two remedies to order reduction are studied: first, a new condition on the Butcher tableau, called weak stage order, that is compatible with diagonally implicit Runge-Kutta schemes; and second, the impact of modified boundary conditions on the boundary layer theory is analyzed.

math.NA↗

arXiv2020

High-order Methods for a Pressure Poisson Equation Reformulation of the Navier-Stokes Equations with Electric Boundary Conditions

Pressure Poisson equation (PPE) reformulations of the incompressible Navier-Stokes equations (NSE) replace the incompressibility constraint by a Poisson equation for the pressure and a suitable choice of boundary conditions. This yields a time-evolution equation for the velocity field only, with the pressure gradient acting as a nonlocal operator. Thus, numerical methods based on PPE reformulations, in principle, have no limitations in achieving high order. In this paper, it is studied to what extent high-order methods for the NSE can be obtained from a specific PPE reformulation with electric boundary conditions (EBC). To that end, implicit-explicit (IMEX) time-stepping is used to decouple the pressure solve from the velocity update, while avoiding a parabolic time-step restriction; and mixed finite elements are used in space, to capture the structure imposed by the EBC. Via numerical examples, it is demonstrated that the methodology can yield at least third order accuracy in space and time.

math.NA↗

arXiv2019

Structural Properties of the Stability of Jamitons

It is known that inhomogeneous second-order macroscopic traffic models can reproduce the phantom traffic jam phenomenon: whenever the sub-characteristic condition is violated, uniform traffic flow is unstable, and small perturbations grow into nonlinear traveling waves, called jamitons. In contrast, what is essentially unstudied is the question: which jamiton solutions are dynamically stable? To understand which stop-and-go traffic waves can arise through the dynamics of the model, this question is critical. This paper first presents a computational study demonstrating which types of jamitons do arise dynamically, and which do not. Then, a procedure is presented that characterizes the stability of jamitons. The study reveals that a critical component of this analysis is the proper treatment of the perturbations to the shocks, and of the neighborhood of the sonic points.

physics.soc-ph↗

arXiv2019

Imposing jump conditions on nonconforming interfaces for the Correction Function Method: a least squares approach

We introduce a technique that simplifies the problem of imposing jump conditions on interfaces that are not aligned with a computational grid in the context of the Correction Function Method (CFM). The CFM offers a general framework to solve Poisson's equation in the presence of discontinuities to high order of accuracy, while using a compact discretization stencil. A key concept behind the CFM is enforcing the jump conditions in a least squares sense. This concept requires computing integrals over sections of the interface, which is a challenge in 3-D when only an implicit representation of the interface is available (e.g., the zero contour of a level set function). The technique introduced here is based on a new formulation of the least squares procedure that relies only on integrals over domains that are amenable to simple quadrature after local coordinate transformations. We incorporate this technique into a fourth order accurate implementation of the CFM, and show examples of solutions to Poisson's equation computed in 2-D and 3-D.

physics.comp-ph↗

arXiv2019

Unconditional Stability for Multistep ImEx Schemes: Theory

This paper presents a new class of high order linear ImEx multistep schemes with large regions of unconditional stability. Unconditional stability is a desirable property of a time stepping scheme, as it allows the choice of time step solely based on accuracy considerations. Of particular interest are problems for which both the implicit and explicit parts of the ImEx splitting are stiff. Such splittings can arise, for example, in variable-coefficient problems, or the incompressible Navier-Stokes equations. To characterize the new ImEx schemes, an unconditional stability region is introduced, which plays a role analogous to that of the stability region in conventional multistep methods. Moreover, computable quantities (such as a numerical range) are provided that guarantee an unconditionally stable scheme for a proposed implicit-explicit matrix splitting. The new approach is illustrated with several examples. Coefficients of the new schemes up to fifth order are provided.

math.NA↗

arXiv2016

High order solution of Poisson problems with piecewise constant coefficients and interface jumps

We present a fast and accurate algorithm to solve Poisson problems in complex geometries, using regular Cartesian grids. We consider a variety of configurations, including Poisson problems with interfaces across which the solution is discontinuous (of the type arising in multi-fluid flows). The algorithm is based on a combination of the Correction Function Method (CFM) and Boundary Integral Methods (BIM). Interface and boundary conditions can be treated in a fast and accurate manner using boundary integral equations, and the associated BIM. Unfortunately, BIM can be costly when the solution is needed everywhere in a grid, e.g. fluid flow problems. We use the CFM to circumvent this issue. The solution from the BIM is used to rewrite the problem as a series of Poisson problems in rectangular domains - which requires the BIM solution at interfaces/boundaries only. These Poisson problems involve discontinuities at interfaces, of the type that the CFM can handle. Hence we use the CFM to solve them (to high order of accuracy) with finite differences and a Fast Fourier Transform based fast Poisson solver. We present 2-D examples of the algorithm applied to Poisson problems involving complex geometries, including cases in which the solution is discontinuous. We show that the algorithm produces solutions that converge with either 3rd or 4th order of accuracy, depending on the type of boundary condition and solution discontinuity.

physics.comp-ph↗

arXiv2013

Meshfree finite differences for vector Poisson and pressure Poisson equations with electric boundary conditions

We demonstrate how meshfree finite difference methods can be applied to solve vector Poisson problems with electric boundary conditions. In these, the tangential velocity and the incompressibility of the vector field are prescribed at the boundary. Even on irregular domains with only convex corners, canonical nodal-based finite elements may converge to the wrong solution due to a version of the Babuska paradox. In turn, straightforward meshfree finite differences converge to the true solution, and even high-order accuracy can be achieved in a simple fashion. The methodology is then extended to a specific pressure Poisson equation reformulation of the Navier-Stokes equations that possesses the same type of boundary conditions. The resulting numerical approach is second order accurate and allows for a simple switching between an explicit and implicit treatment of the viscosity terms.

math.NA↗

arXiv2013

An efficient method for the incompressible Navier-Stokes equations on irregular domains with no-slip boundary conditions, high order up to the boundary

Common efficient schemes for the incompressible Navier-Stokes equations, such as projection or fractional step methods, have limited temporal accuracy as a result of matrix splitting errors, or introduce errors near the domain boundaries (which destroy uniform convergence to the solution). In this paper we recast the incompressible (constant density) Navier-Stokes equations (with the velocity prescribed at the boundary) as an equivalent system, for the primary variables velocity and pressure. We do this in the usual way away from the boundaries, by replacing the incompressibility condition on the velocity by a Poisson equation for the pressure. The key difference from the usual approaches occurs at the boundaries, where we use boundary conditions that unequivocally allow the pressure to be recovered from knowledge of the velocity at any fixed time. This avoids the common difficulty of an, apparently, over-determined Poisson problem. Since in this alternative formulation the pressure can be accurately and efficiently recovered from the velocity, the recast equations are ideal for numerical marching methods. The new system can be discretized using a variety of methods, in principle to any desired order of accuracy. In this work we illustrate the approach with a 2-D second order finite difference scheme on a Cartesian grid, and devise an algorithm to solve the equations on domains with curved (non-conforming) boundaries, including a case with a non-trivial topology (a circular obstruction inside the domain). This algorithm achieves second order accuracy (in L-infinity), for both the velocity and the pressure. The scheme has a natural extension to 3-D.

math.NA↗

arXiv2013

Constructing set-valued fundamental diagrams from jamiton solutions in second order traffic models

Fundamental diagrams of vehicular traffic flow are generally multi-valued in the congested flow regime. We show that such set-valued fundamental diagrams can be constructed systematically from simple second order macroscopic traffic models, such as the classical Payne-Whitham model or the inhomogeneous Aw-Rascle-Zhang model. These second order models possess nonlinear traveling wave solutions, called jamitons, and the multi-valued parts in the fundamental diagram correspond precisely to jamiton-dominated solutions. This study shows that transitions from function-valued to set-valued parts in a fundamental diagram arise naturally in well-known second order models. As a particular consequence, these models intrinsically reproduce traffic phases.

math.AP↗

arXiv2012

A comparative study of the efficiency of jet schemes

We present two versions of third order accurate jet schemes, which achieve high order accuracy by tracking derivative information of the solution along characteristic curves. For a benchmark linear advection problem, the efficiency of jet schemes is compared with WENO and Discontinuous Galerkin methods of the same order. Moreover, the performance of various schemes in tracking solution contours is investigated. It is demonstrated that jet schemes possess the simplicity and speed of WENO schemes, while showing several of the advantages as well as the accuracy of DG methods.

math.NA↗

arXiv2011

Jet schemes for advection problems

We present a systematic methodology to develop high order accurate numerical approaches for linear advection problems. These methods are based on evolving parts of the jet of the solution in time, and are thus called jet schemes. Through the tracking of characteristics and the use of suitable Hermite interpolations, high order is achieved in an optimally local fashion, i.e. the update for the data at any grid point uses information from a single grid cell only. We show that jet schemes can be interpreted as advect-and-project processes in function spaces, where the projection step minimizes a stability functional. Furthermore, this function space framework makes it possible to systematically inherit update rules for the higher derivatives from the ODE solver for the characteristics. Jet schemes of orders up to five are applied in numerical benchmark tests, and systematically compared with classical WENO finite difference schemes. It is observed that jet schemes tend to possess a higher accuracy than WENO schemes of the same order.

math.NA↗

arXiv2011

A Correction Function Method for Poisson Problems with Interface Jump Conditions

In this paper we present a method to treat interface jump conditions for constant coefficients Poisson problems that allows the use of standard "black box" solvers, without compromising accuracy. The basic idea of the new approach is similar to the Ghost Fluid Method (GFM). The GFM relies on corrections applied on nodes located across the interface for discretization stencils that straddle the interface. If the corrections are solution-independent, they can be moved to the right-hand-side (RHS) of the equations, producing a problem with the same linear system as if there were no jumps, only with a different RHS. However, achieving high accuracy is very hard (if not impossible) with the "standard" approaches used to compute the GFM correction terms. In this paper we generalize the GFM correction terms to a correction function, defined on a band around the interface. This function is then shown to be characterized as the solution to a PDE, with appropriate boundary conditions. This PDE can, in principle, be solved to any desired order of accuracy. As an example, we apply this new method to devise a 4th order accurate scheme for the constant coefficients Poisson equation with discontinuities in 2D. This scheme is based on (i) the standard 9-point stencil discretization of the Poisson equation, (ii) a representation of the correction function in terms of bicubics, and (iii) a solution of the correction function PDE by a least squares minimization. Several applications of the method are presented to illustrate its robustness dealing with a variety of interface geometries, its capability to capture sharp discontinuities, and its high convergence rate.

math.NA↗

arXiv2009

A gradient-augmented level set method with an optimally local, coherent advection scheme

The level set approach represents surfaces implicitly, and advects them by evolving a level set function, which is numerically defined on an Eulerian grid. Here we present an approach that augments the level set function values by gradient information, and evolves both quantities in a fully coupled fashion. This maintains the coherence between function values and derivatives, while exploiting the extra information carried by the derivatives. The method is of comparable quality to WENO schemes, but with optimally local stencils (performing updates in time by using information from only a single adjacent grid cell). In addition, structures smaller than the grid size can be located and tracked, and the extra derivative information can be employed to obtain simple and accurate approximations to the curvature. We analyze the accuracy and the stability of the new scheme, and perform benchmark tests.

math.NA↗