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Multiscale wave propagation problems are computationally costly to solve by traditional techniques because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and analyzed new numerical methods for multiscale wave propagation in the framework of the heterogeneous multiscale method (HMM). The numerical methods couple simulations on macro- and microscales for problems with rapidly oscillating coefficients. The complexity of the new method is significantly lower than that of traditional techniques with a computational cost that is essentially independent of the smallest scale, when computing solutions at a fixed time and accuracy. We show numerical examples of the HMM applied to long time integration of wave propagation problems in both periodic and non-periodic medium. In both cases our HMM accurately captures the dispersive effects that occur. We also give a stability proof for the HMM, when it is applied to long time wave propagation problems., QC 20111116

The finite-difference time-domain method is one of the most popular for wave propagation in the time domain. One of its advantages is the use of a structured staggered grid, which makes it simple and efficient on modern computer architectures. A drawback however is the difficulty in approximating oblique boundaries, having to resort to staircase approximations. In many scattering problems this means that the grid resolution required to obtain an accurate solution is much higher than what is dictated by propagation in a homogeneous material. In this paper zero boundary data is considered, first for the velocity and then the pressure. These two forms of boundary conditions model perfectly rigid and pressure-release boundaries, respectively. A simple and efficient method to consistently model curved rigid boundaries in two dimensions was developed in [A.-K. Tornberg and B. Engquist, J. Comput. Phys. 227, 6922--6943 (2008)]. Here this treatment is generalized to three dimensions. Based on the approach of this method, a technique to model pressure-release surfaces with second order accuracy and without additional restriction on the timestep is also introduced. The structure of the standard method is preserved, making it easy to use in existing solvers. The effectiveness is demonstrated in several numerical tests., QC 20121031

QC 20180308

The Yee scheme is one of the most popular methods for electromagnetic wave propagation. A main advantage is the structured staggered grid, making it simple and efficient on modern computer architectures. A downside to this is the difficulty in approximating oblique boundaries, having to resort to staircase approximations. In this paper we present a method to improve the boundary treatment in two dimensions by, starting from a staircase approximation, modifying the coefficients of the update stencil so that we can obtain a consistent approximation while preserving the energy conservation, structure and the optimal CFL-condition of the original Yee scheme. We prove this in L_2 and verify it by numerical experiments., QC 20120919

Multi-scale wave propagation problems are computationally costly to solve by traditional techniques because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and analyzed new numerical methods for multi-scale wave propagation in the framework of heterogeneous multi-scale method. The numerical methods couple simulations on macro-and micro-scales for problems with rapidly oscillating coefficients. We show that the complexity of the new method is significantly lower than that of traditional techniques with a computational cost that is essentially independent of the micro-scale. A convergence proof is given and numerical results are presented for periodic problems in one, two, and three dimensions. The method is also successfully applied to non-periodic problems and for long time integration where dispersive effects occur., QC 20101209

Multiscale problems are computationally costly to solve by direct simulation because the smallest scales must be represented over a domain determined by the largest scales of the problem. We have developed and analyzed new numerical methods for multiscale wave propagation following the framework of the heterogeneous multiscale method. The numerical methods couple simulations on macro- and microscales for problems with rapidly fluctuating material coefficients. The computational complexity of the new method is significantly lower than that of traditional techniques. We focus on HMM approximation applied to long time integration of one-dimensional wave propagation problems in both periodic and non-periodic medium and show that the dispersive effect that appear after long time is fully captured., QC 20111117

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QC 20120223

We consider multiscale differential equations in which the operator varies rapidly over fine scales. Direct numerical simulation methods need to resolve the small scales and they therefore become very expensive for such problems when the computational domain is large. Inspired by classical homogenization theory, we describe a numerical procedure for homogenization, which starts from a fine discretization of a multiscale differential equation, and computes a discrete coarse grid operator which incorporates the influence of finer scales. In this procedure the discrete operator is represented in a wavelet space, projected onto a coarser subspace and approximated by a banded or block-banded matrix. This wavelet homogenization applies to a wider class of problems than classical homogenization. The projection procedure is general and we give a presentation of a framework in Hilbert spaces, which also applies to the differential equation directly. We show numerical results when the wavelet based homogenization technique is applied to discretizations of elliptic and hyperbolic equations, using different approximation strategies for the coarse grid operator., QC 20120426

We review a selection of essential techniques for constructing computational multiscale methods for highly oscillatory ODEs. Contrary to the typical approaches that attempt to enlarge the stability region for specialized problems, these lecture notes emphasize how multiscale properties of highly oscillatory systems can be characterized and approximated in a truly multiscale fashion similar to the settings of averaging and homogenization. Essential concepts such as resonance, fast-slow scale interactions, averaging, and techniques for transformations to non-stiff forms are discussed in an elementary manner so that the materials can be easily accessible to beginning graduate students in applied mathematics or computational sciences., QC 20140926

A new set of consistent boundary conditions for Yee scheme approximations of wave equations in two space dimensions are developed and analyzed. We show how the classical staircase boundary conditions for hard reflections or, in the electromagnetic case, conducting surfaces in certain cases give 0(l) errors. The proposed conditions keep the structure of the Yee scheme and are thus well suited for high performance computing. The higher accuracy is achieved by modifying the coefficients in the difference stencils near the boundary. This generalizes our earlier results with Gustafsson and Wahlund in one space dimension. We study stability and convergence and we present numerical examples., QC 20100525

QC 20120305

We consider the wave equation in a medium with a rapidly varying speed of propagation. We construct a multiscale schemebased on the heterogeneous multiscale method, which can compute the correct coarse behavior of wave pulses traveling in themedium, at a computational cost essentially independent of the size of the small scale variations. This is verified by theoreticalresults and numerical examples., QC 20111117

Structured computational grids are the basis for highly efficient numerical approximations of wave propagation. When there are discontinuous material coefficients the accuracy is typically reduced and there may also be stability problems. In a sequence of recent papers Gustafsson et al. proved stability of the Yee scheme and a higher order difference approximation based on a similar staggered structure, for the wave equation with general coefficients. In this paper, the Yee discretization is improved from first to second order by modifying the material coefficients close to the material interface. This is proven in the $L^2$ norm. The modified higher order discretization yields a second order error component originating from the discontinuities, and a fourth order error from the smooth regions. The efficiency of each original method is retained since there is no special structure in the difference stencil at the interface. The main focus of this paper is on one spatial dimension, with the derivation of a second order algorithm for a two dimensional example given in the last section, QC 20120112

QC 20120305

Numerical simulation of high frequency acoustic, elastic or electro-magnetic wave propagation is important in many applications. Recently the traditional techniques of ray tracing based on geometrical optics have been augmented by numerical procedures based on partial differential equations. Direct simulations of solutions to the eikonal equation have been used in seismology, and lately approximations of the Liouville or Vlasov equation formulations of geometrical optics have generated impressive results. There are basically two techniques that follow from this latter approach: one is wave front methods and the other moment methods. We shall develop these methods in some detail after a brief review of more traditional algorithms for simulating high frequency wave propagation., NR 20140805

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Many applications involve phenomena that act at scales of more than one order of magnitude. This article discusses developments in numerical and analytical techniques for handling such multiscale discussions., NR 20140805

Geometrical optics is a standard technique used for the approximation of high-frequency wave propagation. Computational methods based on partial differential equations instead of the traditional ray tracing have recently been applied to geometrical optics. These new methods have a number of advantages but typically exhibit difficulties with linear superposition of waves. In this paper we introduce a new partial differential technique based on the segment projection method in phase space. The superposition problem is perfectly resolved and so is the problem of computing amplitudes in the neighborhood of caustics. The computational complexity is of the same order as that of ray tracing. The new algorithm is described and a number of computational examples are given. including a simulation of waveguides., QC 20100525

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A numerical method for simulating incompressible two-dimensional multiphase flow is presented. The method is based on a level-set formulation discretized by a finite-element technique. The treatment of the specific features of this problem, such as surface tension forces acting at the interfaces separating two immiscible fluids, as well as the density and viscosity jumps that in general occur across such interfaces, have been integrated into the finite-element framework. Using a method based on the weak formulation of the Navier-Stokes equations has its advantages. In this formulation, the singular surface tension forces are included through line integrals along the interfaces, which are easily approximated quantities. In addition, differentiation of the discontinuous viscosity is avoided. The discontinuous density and viscosity are included in the finite element integrals. A strategy for the evaluation of integrals with discontinuous integrands has been developed based on a rigorous analysis of the errors associated with the evaluation of such integrals. Numerical tests have been performed. For the case of a rising buoyant bubble the results are in good agreement with results from a front-tracking method. The run presented here is a run including topology changes, where initially separated areas of one fluid merge in different stages due to buoyancy effects., QC 20130123

Classical homogenization is an analytic technique for approximating multiscale differential equations. The numbers of scales are reduced and the resulting equations are easier to analyze or numerically approximate. The class of problems that classical homogenization applies to is quite restricted. We shall describe a numerical procedure for homogenization, which starts from a discretization of the multiscale differential equation. In this procedure the discrete operator is represented in a wavelet space and projected onto a coarser subspace. The wavelet homogenization applies to a wider class of problems than classical homogenization. The projection procedure is general and we give a presentation of a framework in Hilbert space, which also applies to the differential equation directly. The wavelet based homogenization technique is applied to discretizations of the Helmholtz equation. In one problem from electromagnetic compatibility a subgrid scale geometrical detail is represented on a coarser grid. In another a wave-guide filter is efficiently approximated in a lower dimension. The technique is also applied to the derivation of effective equations for a nonlinear problem and to the derivation of coarse grid operators in multigrid. These multigrid methods work very well for equations with highly oscillatory or discontinuous coefficients, NR 20140805

A numerical method for simulating incompressibletwo-dimensional multiphase flow is presented. The methodis based on a level-set formulation discretized by a finiteelementtechnique. The treatment of the specific features ofthis problem, such as surface tension forces acting at the interfacesseparating two immiscible fluids, as well as the densityand viscosity jumps that in general occur across such interfaces,have been integrated into the finite-element framework.Using a method based on the weak formulation of the Navier-Stokes equations has its advantages. In this formulation, thesingular surface tension forces are included through line integralsalong the interfaces, which are easily approximatedquantities. In addition, differentiation of the discontinuousviscosity is avoided. The discontinuous density and viscosityare included in the finite element integrals. A strategy forthe evaluation of integrals with discontinuous integrands hasbeen developed based on a rigorous analysis of the errors associatedwith the evaluation of such integrals. Numerical testshave been performed. For the case of a rising buoyant bubblethe results are in good agreement with results from a fronttrackingmethod. The run presented here is a run includingtopology changes, where initially separated areas of one fluidmerge in different stages due to buoyancy effects., NR 20140805

NR 20140805

The Grid is an emerging computational infrastructure, similar to the pervasive energy infrastructure provided by national power grids. Simulation and Visualization on the Grid focuses on applications and technologies on this emerging computational Grid. Readers will find interesting discussions of such Grid technologies as distributed file I/O, clustering, CORBA software infrastructure, tele-immersion, interaction environments, visualization steering and virtual reality as well as applications in biology, chemistry and physics. A lively panel discussion addresses current successes and pitfalls of the Grid. This book provides an understanding of the Grid that offers a persistent, wide-scale infrastructure for solving problems., NR 20140805

Introduction The modern development of numerical computing is driven by the rapid increase in computer performance. The present exponential growth approximately follows Moore's law, doubling in capacity every eighteen months. Numerical computing has, of course, been part of mathematics for a very long time. Algorithms by the names of Euclid, Newton and Gauss, originally designed for computation "by hand", are still used today in computer simulations. The electronic computer originated from the intense research and development done during the second world war. In the early applications of these computers the computational techniques that were designed for calculation by pencil and paper or tables and mechanical machines were directly implemented on the new devices. Together with a deeper understanding of the computational processes new algorithms soon emerged. The foundation of modern numerical analysis was built in the period from the late forties to the late fifties. It became justi, NR 20140805

This is a book guaranteed to delight the reader. It not only depicts the state of mathematics at the end of the century, but is also full of remarkable insights into its future de- velopment as we enter a new millennium. True to its title, the book extends beyond the spectrum of mathematics to in- clude contributions from other related sciences. You will enjoy reading the many stimulating contributions and gain insights into the astounding progress of mathematics and the perspectives for its future. One of the editors, Björn Eng- quist, is a world-renowned researcher in computational sci- ence and engineering. The second editor, Wilfried Schmid, is a distinguished mathematician at Harvard University. Likewi- se the authors are all foremost mathematicians and scien- tists, and their biographies and photographs appear at the end of the book. Unique in both form and content, this is a "must-read" for every mathematician and scientist and, in particular, for graduates still choosing their specialty. Limited collector's edition - an exclusive and timeless work. This special, numbered edition will be available until June 1, 2000. Firm orders only., NR 20140805

A systematic technique for the derivation of subgrid scale models in the numerical solution of partial differential equations is described. The technique is based on Haar wavelet projections of the discrete operator followed by a sparse approximation. As numerical testing suggests, the resulting numerical method will accurately represent subgrid scale phenomena on a coarse grid. Applications to numerical homogenization and wave propagation in materials with subgrid inhomogeneities are presented., NR 20140805

Finite difference approximations generically have O(1) pointwise errors close to a shock. We show that this local error may effect the smooth part of the solution such that only first order is achieved even for formally higher-order methods. Analytic and numerical examples of this form of accuracy are given. We also show that a converging method will have the formal order of accuracy in domains where no characteristics have passed through a shock., NR 20140805

Classical homogenization is an analytic technique for approximating multiscale differential equations. The numbers of scales are reduced and the resulting equations are easier to analyze or numerically approximate. The class of problems that classical homogenization applies to is quite restricted. We shall describe a numerical procedure for homogenization, which starts from a discretization of the multiscale differential equation. In this procedure the discrete operator is represented in a wavelet space and projected onto a coarser subspace. The wavelet homogenization applies to a wider class of problems than classical homogenization. The projection procedure is general and we give a presentation of a framework in Hilbert space, which also applies to the differential equation directly. The wavelet based homogenization technique is applied to discretizations of the Helmholtz equation. In one problem from electromagnetic compatibility a subgrid scale geometrical detail is represented on a coarser grid. In another a wave-guide filter is efficiently approximated in a lower dimension. The technique is also applied to the derivation of effective equations for a nonlinear problem and to the derivation of coarse grid operators in multigrid. These multigrid methods work very well for equations with highly oscillatory or discontinuous coefficients., NR 20140805

A numerical homogenization procedure for elliptic differential equations is presented. It is based on wavelet decompositions of discrete operators in find and coarse scale components followed by the elemination of the fine scale contributions. If the operator is in divergence form, this is preserved by the homogenization procedure. For periodic problems, results similar to classical effective coefficient theory is proved. The procedure can be applied to problems that are not cell-periodic., NR 20140805

In this paper we would like to point out some similarities between two artificial boundary conditions. One is the far field or absorbing boundary conditions for computations over unbounded domain. The other is the boundary conditions used at the boundary between subdomains in domain decomposition. We show some convergence result for the generalized Schwarz alternating method (GSAM), in which a convex combination of Dirichlet data and Neumann data is exchanged at the artificial boundary. We can see clearly how the mixed boundary condition and the relative size of overlap will affect the convergence rate. These results can be extended to more general coercive elliptic partial differential equations using the equivalence of elliptic operators. Numerically first- and second-order approximations of the Dirichlet-to-Neumann operator are constructed using local operators, where information tangential to the boundary is included. Some other possible extensions and applications are pointed out. Finally numerical results are presented., NR 20140805

Standard multigrid methods are not so effective for equations with highly oscillatory coefficients. New coarse grid operators based on homogenized operators are introduced to restore the fast convergence rate of multigrid methods. Finite difference approximations are used for the discretization of the equations. Convergence analysis is based on the homogenization theory. Proofs are given for a two-level multigrid method with the homogenized coarse grid operator for two classes of two-dimensional elliptic equations with Dirichlet boundary conditions., NR 20140805

We continue the construction and the analysis of essentially non-oscillatory shock capturing methods for the approximation of hyperbolic conservation laws. We present an hierarchy of uniformly high-order accurate schemes which generalizes Godunov's scheme and its second-order accurate MUSCL extension to an arbitrary order of accuracy. The design involves an essentially non-oscillatory piecewise polynomial reconstruction of the solution from its cell averages, time evolution through an approximate solution of the resulting initial value problem, and averaging of this approximate solution over each cell. The reconstruction algorithm is derived from a new interpolation technique that, when applied to piecewise smooth data, gives high-order accuracy whenever the function is smooth but avoids a Gibbs phenomenon at discontinuities. Unlike standard finite difference methods this procedure uses an adaptive stencil of grid points and, consequently, the resulting schemes are highly nonlinear., NR 20140805

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We prove that for certain class of compactly supported C˜ initial data, smooth solutions of the unsteady Prandtl's equation blow up in nite time, NR 20140805

In practical calculations, it is often essential to introduce artificial boundaries to limit the area of computation. Here we develop a systematic method for obtaining a hierarchy of local boundary conditions at these artifical boundaries. These boundary conditions not only guarantee stable difference approximations, but also minimize the (unphysical) artificial reflections that occur at the boundaries., NR 20140805

In this work we propose a new set of partial differential equations (PDEs) which can be seen as a generalization of the classical eikonal and transport equations, to allow for solutions with multiple phases. The traditional geometrical optics pair of equations suffer from the fact that the class of physically relevant solutions is limited. In particular, it does not include solutions with multiple phases, corresponding to crossing waves. Our objective has been to generalize these equations to accommodate solutions containing more than one phase. The new equations are based on the same high frequency approximation of the scalar wave equation as the eikonal and the transport equations. However, they also incorporate a finite superposition principle. The maximum allowed number of intersecting waves in the solution can be chosen arbitrarily, but a higher number means that a larger system of PDEs must be solved. The PDEs form a hyperbolic system of conservation laws with source terms. Although the equations are only weakly hyperbolic, and thus not well-posed in the strong sense, several examples show the viability of solving the equations numerically. The technique we use to capture multivalued solutions is based on a closure assumption for a system of equations representing the moments., NR 20140805

This paper is to investigate the effects of the numerical dissipation and the resolution of the solution on coarser grids for multigrid with the Euler equation approximations. The convergence is accomplished by multi-stage explicit time-stepping to steady state accelerated by FAS multigrid. A theoretical investigation is carried out for linear hyperbolic equations in one and two dimensions. The spectra reveals that for stability and hence robustness of spatial discretizations with a small amount of numerical dissipation the grid transfer operators have to be accurate enough and the smoother of low temporal accuracy. Numerical results give grid independent convergence in one dimension. For twodimensional problems with a small amount of numerical dissipation, however, only a few grid levels contribute to an increased speed of convergence. This is explained by the small numerical dissipation leading to dispersion. Increasing the mesh density and hence making the problem over resolved increases the number of mesh levels contributing to an increased speed of convergence. If the steady state equations are elliptic, all grid levels contribute to the convergence regardless of the mesh density, NR 20140805

New coarse grid operators are developed for elliptic problems with highly oscillatory coefficients. The new coarse grid operators are constructed directly based on the homogenized differential operators or hierarchically computed from the finest grid. A detailed description of this construction is provided. Numerical calculations for a two dimensional elliptic model problem show that the homogenized form of the equations is very useful in the design of coarse grid operators for the multigrid method. A more realistic problem of heat conduction in a composite structure is also considered., NR 20140805

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New numerical methods are derived for calculation of high frequency asymptotic expansion of the scalar wave equation. The nonlinear partial differential equations defining the terms in the expansion are approximated directly rather than via ray tracing, High resolution numerical algorithms are used to handle discontinuities and new devices are introduced to represent the multivalued character of the solution., NR 20140805

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The authors devise a class of fast wavelet based algorithms for linear evolution equations whose coefficients are time independent. The method draws on the work of Beylkin, Coifman, and Rokhlin [Comm. Pure Appl. Math., 44 (1991), pp. 141-1841, which they applied to general Calderon-Zygmund type integral operators. The authors apply a modification of their idea to linear hyperbolic and parabolic equations, with spatially varying coefficients. The complexity for hyperbolic equations in one dimension is reduced from O(N2) to O(N log3 N). There are somewhat better gains for parabolic equations in multidimensions, NR 20140805

The essentially nonoscillatory (ENO) shock-capturing scheme for the solution of hyperbolic equations is extended to solve a system of coupled conservation equations governing two-dimensional, time-dependent, compressible chemically reacing flow with full chemistry. The thermodynamic properties of the mixture are modeled accurately, and stiff kinetic terms are separated from the fluid motion by a fractional step algorithm. The methodology is used to study the concept of shock-induced mixing and combustion, a process by which the interaction of a shock wave with a jet of low-density hydrogen fuel enhances mixing through streamwise vorticity generation. Test cases with and without chemical reaction are explored here. Our results indicate that, in the temperature range examined, vorticity generation as well as the distribution of atomic species do not change significantly with the introduction of a chemical reaction and subsequent heat release. The actual diffusion of hydrogen is also relatively unaffected by the reaction process. This suggests that the fluid mechanics of this problem may be successfully decoupled from the combustion processes, and that computation of the mixing problem (without combustion chemistry) can elucidate much of the important physical features of the flow., NR 20140805