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We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1, 2], which used implicit-explicit Runge-Kutta methods (IMEX) to build high-order, partitioned multiphysics solvers. We consider a generic multiphysics problem modeled as a system of coupled ordinary differential equations (ODEs), coupled through coupling terms that can depend on the state of each subsystem; therefore the method applies to both a semi-discretized system of partial differential equations (PDEs) or problems naturally modeled as coupled systems of ODEs. The sufficient conditions to build arbitrarily high-order partitioned SDC schemes are derived. Based on these conditions, various of partitioned SDC schemes are designed. The stability of the first-order partitioned SDC scheme is analyzed in detail on a coupled, linear model problem. We show that the scheme is conditionally stable, and under conditions on the coupling strength, the scheme can be unconditionally stable. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems including a simple linear system of ODEs, advection-diffusion-reaction systems, and fluid-structure interaction problems with both incompressible and compressible flows, where we verify the design order of the SDC schemes and study various stability properties. We also directly compare the accuracy, stability, and cost of the proposed partitioned SDC solver with the partitioned IMEX method in [1, 2] on this suite of test problems. The results suggest that the high-order partitioned SDC solvers are more robust than the partitioned IMEX solvers for the numerical examples considered in this work, while the IMEX methods require fewer implicit solves., Comment: 25 pages, 13 figures. arXiv admin note: text overlap with arXiv:1803.11372

We develop a discretely entropy-stable line-based discontinuous Galerkin method for hyperbolic conservation laws based on a flux differencing technique. By using standard entropy-stable and entropy-conservative numerical flux functions, this method guarantees that the discrete integral of the entropy is non-increasing. This nonlinear entropy stability property is important for the robustness of the method, in particular when applied to problems with discontinuous solutions or when the mesh is under-resolved. This line-based method is significantly less computationally expensive than a standard DG method. Numerical results are shown demonstrating the effectiveness of the method on a variety of test cases, including Burgers' equation and the Euler equations, in one, two, and three spatial dimensions., 25 pages, 7 figures

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We show how methods with linear-time computational complexity can be developed for handling domains with general geometry and generating stochastic terms handling both Dirichlet and Neumann boundary conditions. We demonstrate our approach on example systems and contrast with alternative approaches using direct stochastic discretizations based on random fluxes. We show how our Fluctuation-Dissipation Discretizations (FDD) framework allows for compensating for differences in dissipative properties of discrete numerical operators relative to their continuum counter-parts. This allows us to handle general heterogeneous discretizations capturing accurately statistical relations. Our FDD framework provides a general approach for formulating SDGM discretizations and other numerical methods for robust approximation of stochastic differential equations., 9 figures

We study the convergence of iterative linear solvers for discontinuous Galerkin discretizations of systems of hyperbolic conservation laws with polygonal mesh elements compared with that of traditional triangular elements. We solve the semi-discrete system of equations by means of an implicit time discretization method, using iterative solvers such as the block Jacobi method and GMRES. We perform a von Neumann analysis to analytically study the convergence of the block Jacobi method for the two-dimensional advection equation on four classes of regular meshes: hexagonal, square, equilateral-triangular, and right-triangular. We find that hexagonal and square meshes give rise to smaller eigenvalues, and thus result in faster convergence of Jacobi's method. We perform numerical experiments with variable velocity fields, irregular, unstructured meshes, and the Euler equations of gas dynamics to confirm and extend these results. We additionally study the effect of polygonal meshes on the performance of block ILU(0) and Jacobi preconditioners for the GMRES method., 23 pages, 7 figures

In this paper, we develop new techniques for solving the large, coupled linear systems that arise from fully implicit Runge-Kutta methods. This method makes use of the iterative preconditioned GMRES algorithm for solving the linear systems, which has seen success for fluid flow problems and discontinuous Galerkin discretizations. By transforming the resulting linear system of equations, one can obtain a method which is much less computationally expensive than the untransformed formulation, and which compares competitively with other time-integration schemes, such as diagonally implicit Runge-Kutta (DIRK) methods. We develop and test several ILU-based preconditioners effective for these large systems. We additionally employ a parallel-in-time strategy to compute the Runge-Kutta stages simultaneously. Numerical experiments are performed on the Navier-Stokes equations using Euler vortex and 2D and 3D NACA airfoil test cases in serial and in parallel settings. The fully implicit Radau IIA Runge-Kutta methods compare favorably with equal-order DIRK methods in terms of accuracy, number of GMRES iterations, number of matrix-vector multiplications, and wall-clock time, for a wide range of time steps., 28 pages, 11 figures

We present a fourth-order finite-volume algorithm in space and time for low Mach number reacting flow with detailed kinetics and transport. Our temporal integration scheme is based on a multi-implicit spectral deferred correction (MISDC) strategy that iteratively couples advection, diffusion, and reactions evolving subject to a constraint. Our new approach overcomes a stability limitation of our previous second-order method encountered when trying to incorporate higher-order polynomial representations of the solution in time to increase accuracy. We have developed a new iterative scheme that naturally fits within our MISDC framework that allows us to simultaneously conserve mass and energy while satisfying on the equation of state. We analyse the conditions for which the iterative schemes are guaranteed to converge to the fixed point solution. We present numerical examples illustrating the performance of the new method on premixed hydrogen, methane, and dimethyl ether flames., 27 pages, 5 figures