Hostname: page-component-848d4c4894-4rdrl Total loading time: 0 Render date: 2024-06-23T05:55:15.706Z Has data issue: false hasContentIssue false

An Efficient Numerical Solution Method for Elliptic Problems in Divergence Form

Published online by Cambridge University Press:  03 June 2015

Ali Abbas*
Affiliation:
Department of Mathematics, Lebanese International University, Bekaa-Rayak, Lebanon
*
*Corresponding author. Email: ali.abbas@liu.edu.lb
Get access

Abstract

In this paper the problem − div(a(x,y)u) = f with Dirichlet boundary conditions on a square is solved iteratively with high accuracy for u and ∇u using a new scheme called “hermitian box-scheme”. The design of the scheme is based on a “hermitian box”, combining the approximation of the gradient by the fourth order hermitian derivative, with a conservative discrete formulation on boxes of length 2h. The iterative technique is based on the repeated solution by a fast direct method of a discrete Poisson equation on a uniform rectangular mesh. The problem is suitably scaled before iteration. The numerical results obtained show the efficiency of the numerical scheme. This work is the extension to strongly elliptic problems of the hermitian box-scheme presented by Abbas and Croisille (J. Sci. Comput., 49 (2011), pp. 239-267).

Type
Research Article
Copyright
Copyright © Global-Science Press 2014

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1]Collatz, L., The Numerical Treatment of Differential Equations, 3-rd edition, SpringerVerlag, 1960.Google Scholar
[2]Forsythe, G. E. AND Wasow, W. R., Finite Difference Methods for Partial Differential Equations 6th edition, John Wiley & Sons, Applied Mathematics Series, 1960.Google Scholar
[3]Mitchell, A. R. and Griffiths, D. F., The Finite Difference Method in Partial Differential Equations, John Wiley & Sons, 1980.Google Scholar
[4]Iserles, A., A First Course in the Numerical Analysis of Differential Equations, Cambridge Univ. Press, 1996.Google Scholar
[5]Coppola, G. and Meola, C., Generalization of the spline interpolation based on the principle of compact schemes, J. Sci. Comput., 2002.Google Scholar
[6]Lele, S. K., Compact finite-difference schemes with spectral-like resolution, J. Comput. Phys., 1992.CrossRefGoogle Scholar
[7]Mahesh, K., A family of high order finite difference schemes with good spectral resolution, J. Comput. Phys., 1998.Google Scholar
[8]Sengupta, T. K., Ganeriwal, G. AND De, D., Analysis of central and upwind compact schemes, J. Comput. Phys., 2003.Google Scholar
[9]Sherer, S. E. and Scott, J. N., High order compact finite difference methods on general overset grids, J. Comput. Phys., 2005.Google Scholar
[10]Wang, Yin and Zhang, Jun, Sixth order compact scheme combined with multigrid method and extrapolation technique for 2D Poisson equation, J. Comput. Phys., 2009.Google Scholar
[11]Hundsdorfer, W. and Verwer, J. G., Numerical solution of time-dependent advection-diffusion-reaction equations, Springer Series in Computational Mathematics, Springer, 2010.Google Scholar
[12]Morinishi, Y., Lund, T. S., Vasilyev, O. V. and Moin, P., Fully conservative higher order finite difference schemes for incompressible flows, J. Comput. Phys., 1998.Google Scholar
[13]Golub, G. H., Huang, L. C., Simon, H. and W-Tang, P., A fast Poisson solver for the finite difference solution of the incompressible Navier-Stokes equations, SIAM J. Sci. Comput., 1998.Google Scholar
[14]Ben-Artzi, M., Croisille, J-P. and Fishelov, D., Navier-Stokes Equations in Planar Domains, Imperial College Press, 2012.Google Scholar
[15]Braverman, E., Israeli, M. and Averbuch, A., A hierarchical 3-D direct Helmholtz solver by domain decomposition and modified Fourier method, SIAM J. Sci. Comput., 2005.Google Scholar
[16]Londrillo, P., Adaptive grid-based gas-dynamics and Poisson solvers for gravitating systems, Mem. A. A. It. Suppl., 2004.Google Scholar
[17]Shiraishi, K. and Matsuoka, T., Wave propagation simulation using the CIP method of characteristics equations, Commun. Comput. Phys., 2008.Google Scholar
[18]Keller, H. B., A new difference scheme for parabolic problems, Numerical Solution of Partial Differential Equations, II, Academic Press, New York, 1971.Google Scholar
[19]Bjorstad, P., Fast numerical solution of the biharmonic Dirichlet problem on rectangles, SIAM J. Numer. Anal., 1983.Google Scholar
[20]Ben-Artzi, M., Croisille, J-P. and Fishelov, D., A fast direct solver for the biharmonic problem in a rectangular grid, SIAM J. Sci. Comput., 2008.Google Scholar
[21]Greff, I., BoîTe, Schémas: Etude Théorique et Numérique, PhD thesis, Université de Metz, France, 2003.Google Scholar
[22]Croisille, J-P., A Hermitian box-scheme for one-dimensional elliptic equations-application to problems with high contrasts in the ellipticity, Computing, 2006.Google Scholar
[23]Abbas, A. and Croisille, J-P., A fourth order Hermitian Box-Scheme with fast solver for the Poisson problem in a square, J. Sci. Comput., 2011.Google Scholar
[24]Harville, D. A., Matrix Algebra from a Statistician Perspective, Springer, 2008.Google Scholar
[25]Grasedyck, L., Existence and computation of low Kronecker-Rank approximations for large linear systems of tensor product structure, Computing, 2004.CrossRefGoogle Scholar
[26]Hackbusch, W., Khoromskij, B. N. and Tyrtyshnikov, E. E., Hierarchical Kronecker tensor-product approximations, J. Numer. Math., 2005.Google Scholar
[27]Concus, P. and Golub, G. h., Use of fast direct methods for the efficient numerical solution of nonseparable elliptic equations, SIAM J. Numer. Anal., 1973.Google Scholar
[28]Braverman, E., Epstein, B., Israeli, M. and Averbuch, A., A fast spectral subtractional solver for elliptic equations, J. Sci. Comput., 2004.Google Scholar
[29]Abbas, A., A fourth order Hermitian box-scheme with fast solver for the Poisson problem in a cube, Numer. Methods Partial Differential Equation, doi:10.1002/num.21807,2013.Google Scholar
[30]Johansen, H. and Colella, P., A cartesian grid embedded boundary method for Poisson’s equation on irregular domains, J. Comput. Phys., 1998.Google Scholar