Gunilla Kreiss

Simon Sticko, Gunilla Kreiss

The scalar wave equation is solved using higher order immersed finite elements. We demonstrate that higher order convergence can be obtained. Small cuts with the background mesh are stabilized by adding penalty terms to the weak formulation. This ensures that the condition numbers of the mass and stiffness matrix are independent of how the boundary cuts the mesh. The penalties consist of jumps in higher order derivatives integrated over the interior faces of the elements cut by the boundary. The dependence on the polynomial degree of the condition number of the stabilized mass matrix is estimated. We conclude that the condition number grows extremely fast when increasing the polynomial degree of the finite element space. The time step restriction of the resulting system is investigated numerically and is concluded not to be worse than for a standard (non-immersed) finite element method.

Simon Sticko, Gustav Ludvigsson, Gunilla Kreiss

A high order cut finite element method is formulated for solving the elastic wave equation. Both a single domain problem and an interface problem are treated. The boundary or interface are allowed to cut through the background mesh. To avoid problems with small cuts, stabilizing terms are added to the bilinear forms corresponding to the mass and stiffness matrix. The stabilizing terms penalize jumps in normal derivatives over the faces of the elements cut by the boundary/interface. This ensures a stable discretization independently of how the boundary/interface cuts the mesh. Nitsche's method is used to enforce boundary and interface conditions, resulting in symmetric bilinear forms. As a result of the symmetry, an energy estimate can be made and optimal order a priori error estimates are derived for the single domain problem. Finally, numerical experiments in two dimensions are presented that verify the order of accuracy and stability with respect to small cuts.

Kenneth Duru, Alice-Agnes Gabriel, Gunilla Kreiss

We develop a provably energy stable discontinuous Galerkin spectral element method (DGSEM) approximation of the perfectly matched layer (PML) for the three and two space dimensional (3D and 2D) linear acoustic wave equations, in first order form, subject to well-posed linear boundary conditions. First, using the well-known complex coordinate stretching, we derive an efficient un-split modal PML for the 3D acoustic wave equation. Second, we prove asymptotic stability of the continuous PML by deriving energy estimates in the Laplace space, for the 3D PML in a heterogeneous acoustic medium, assuming piece-wise constant PML damping. Third, we develop a DGSEM for the wave equation using physically motivated numerical flux, with penalty weights, which are compatible with all well-posed, internal and external, boundary conditions. When the PML damping vanishes, by construction, our choice of penalty parameters yield an upwind scheme and a discrete energy estimate analogous to the continuous energy estimate. Fourth, to ensure numerical stability when PML damping is present, it is necessary to systematically extend the numerical numerical fluxes, and the inter-element and boundary procedures, to the PML auxiliary differential equations. This is critical for deriving discrete energy estimates analogous to the continuous energy estimates. Finally, we propose a procedure to compute PML damping coefficients such that the PML error converges to zero, at the optimal convergence rate of the underlying numerical method. Numerical experiments are presented in 2D and 3D corroborating the theoretical results.

Gustav Ludvigsson, Kyle R. Steffen, Simon Sticko et al.

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at interfaces, considering (i) the Cut Finite Element Method; (ii) the Difference Potentials Method; and (iii) the summation-by-parts Finite Difference Method. First we give a brief introduction for each of the three methods. Next, we propose benchmark problems, and consider numerical tests-with respect to accuracy and convergence-for linear parabolic problems on a single domain, and continue with similar tests for linear parabolic problems on a composite domain (with the interface defined either explicitly or implicitly). Lastly, a comparative discussion of the methods and numerical results will be given.

Doghonay Arjmand, Mikhail Poluektov, Gunilla Kreiss

In this article, a few problems related to multiscale modelling of magnetic materials at finite temperatures and possible ways of solving these problems are discussed. The discussion is mainly centred around two established multiscale concepts: the partitioned domain and the upscaling-based methodologies. The major challenge for both multiscale methods is to capture the correct value of magnetisation length accurately, which is affected by a random temperature-dependent force. Moreover, general limitations of these multiscale techniques in application to spin systems are discussed.

Doghonay Arjmand, Stefan Engblom, Gunilla Kreiss

We consider a multiscale strategy addressing the disparate scales in the Landau-Lifschitz equations in micro-magnetism. At the microscopic scale, the dynamics of magnetic moments are driven by a high frequency field. On the macroscopic scale we are interested in simulating the dynamics of the magnetisation without fully resolving the microscopic scales. The method follows the framework of heterogeneous multiscale methods and it has two main ingredients: a micro- and a macroscale model. The microscopic model is assumed to be known exactly whereas the macro model is incomplete as it lacks effective quantities. The two models use different temporal and spatial scales and effective parameter values for the macro model are computed on the fly, allowing for improved efficiency over traditional one-scale schemes. For the analysis, we consider a single spin under a high frequency field and show that effective quantities can be obtained accurately with step-sizes much larger than the size of the microscopic scales required to resolve the microscopic features. Numerical results both for a single magnetic particle as well as a chain of interacting magnetic particles are given to validate the theory.

Kristoffer Virta, Christopher Juhlin, Gunilla Kreiss

We compare two high order finite-difference methods that solve the elastic wave equation in two dimensional domains with curved boundaries and material discontinuities. Two numerical experiments are designed with focus on wave boundary interaction, the response of a pressure wave impinging on a circular cavity and the wave field generated by an explosive impact on the wall an underground tunnel. Qualitative comparisons of the results are made where similarities and differences are pointed out.

Doghonay Arjmand, Gunilla Kreiss

The present study concerns the numerical homogenization of second order hyperbolic equations in non-divergence form, where the model problem includes a rapidly oscillating coefficient function. These small scales influence the large scale behavior, hence their effects should be accurately modelled in a numerical simulation. A direct numerical simulation is prohibitively expensive since a minimum of two points per wavelength are needed to resolve the small scales. A multiscale method, under the equation free methodology, is proposed to approximate the coarse scale behaviour of the exact solution at a cost independent of the small scales in the problem. We prove convergence rates for the upscaled quantities in one as well as in multi-dimensional periodic settings. Moreover, numerical results in one and two dimensions are provided to support the theory.

Siyang Wang, Anna Nissen, Gunilla Kreiss

When using a finite difference method to solve an initial--boundary--value problem, the truncation error is often of lower order at a few grid points near boundaries than in the interior. Normal mode analysis is a powerful tool to analyze the effect of the large truncation error near boundaries on the overall convergence rate, and has been used in many previous literatures for different equations. However, existing work only concerns problems in one space dimension. In this paper, we extend the analysis to problems in two space dimensions. The two dimensional analysis is based on a diagonalization procedure that decomposes a two dimensional problem to many one dimensional problems of the same type. We present a general framework of analyzing convergence for such one dimensional problems, and explain how to obtain the result for the corresponding two dimensional problem. In particular, we consider two kinds of truncation errors in two space dimensions: the truncation error along an entire boundary, and the truncation error localized at a few grid points close to a corner of the computational domain. The accuracy analysis is in a general framework, here applied to the second order wave equation. Numerical experiments corroborate our accuracy analysis.

Siyang Wang, Kristoffer Virta, Gunilla Kreiss

We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on the numerical treatment of non-conforming grid interfaces. The interface conditions are imposed weakly by the simultaneous approximation term technique in combination with interface operators, which move the discrete solutions between the grids on the interface. In particular, we consider interpolation operators and projection operators. A norm-compatibility condition, which leads to stability for first order hyperbolic systems, does not suffice for second order wave equations. An extra constraint on the interface operators must be satisfied to derive an energy estimate for stability. We carry out eigenvalue analyses to investigate the additional constraint and how it is related to stability, and find that the projection operators have better stability properties than the interpolation operators. In addition, a truncation error analysis is performed to study the convergence property of the numerical schemes. In the numerical experiments, the stability and accuracy properties of the numerical schemes are further explored, and the practical usefulness of non-conforming grid interfaces is presented and discussed in two efficiency studies.

Siyang Wang, Gunilla Kreiss

In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid interface conditions are imposed by the simultaneous-approximation-term technique. Typically, the truncation error is larger at the grid points near a boundary or grid interface than that in the interior. Normal mode analysis can be used to analyze how the large truncation error affects the convergence rate of the underlying stable numerical scheme. If the semi-discretized equation satisfies a determinant condition, two orders are gained from the large truncation error. However, many interesting second order equations do not satisfy the determinant condition. We then carefully analyze the solution of the boundary system to derive a sharp estimate for the error in the solution and acquire the gain in convergence rate. The result shows that stability does not automatically yield a gain of two orders in convergence rate. The accuracy analysis is verified by numerical experiments.