Skip to main content
Log in

Stable Difference Methods for Block-Oriented Adaptive Grids

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

In this paper, we present a block-oriented scheme for adaptive mesh refinement based on summation-by-parts (SBP) finite difference methods and simultaneous-approximation-term (SAT) interface treatment. Since the order of accuracy at SBP–SAT grid interfaces is lower compared to that of the interior stencils, we strive at using the interior stencils across block-boundaries whenever possible. We devise a stable treatment of SBP-FD junction points, i.e. points where interfaces with different boundary treatment meet. This leads to stable discretizations for more flexible grid configurations within the SBP–SAT framework, with a reduced number of SBP–SAT interfaces. Both first and second derivatives are considered in the analysis. Even though the stencil order is locally reduced close to numerical interfaces and corner points, numerical simulations show that the locally reduced accuracy does not severely reduce the accuracy of the time propagated numerical solution. Moreover, we explain how to organize the grid and how to automatically adapt the mesh, aiming at problems of many variables. Examples of adaptive grids are demonstrated for the simulation of the time-dependent Schrödinger equation and for the advection equation.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

References

  1. Appelö, D., Petersson, N.A.: A stable finite difference method for the elastic wave equation on complex geometries with free surfaces. Commun. Comput. Phys. 5, 84–107 (2008)

    Google Scholar 

  2. Berger, M.J., Colella, P.: Local adaptive mesh refinement for shock hydrodynamics. J. Comput. Phys. 82, 64–84 (1989)

    Article  MATH  Google Scholar 

  3. Berger, M.J., Oliger, J.: Adaptive mesh refinement for hyperbolic partial differential equation. J. Comput. Phys. 53, 484–512 (1984)

    Article  MATH  MathSciNet  Google Scholar 

  4. Carpenter, M.H., Gottlieb, D., Abarbanel, S.: Time-stable boundary conditions for finite difference schemes solving hyperbolic systems: methodology and application to high-order compact schemes. J. Comput. Phys. 111, 220–236 (1994)

  5. Dreher, J., Grauer, R.: Racoon: a parallel mesh-adaptive framework for hyperbolic conservation laws. Parallel Comput. 31(89), 913–932 (2005)

    Article  MathSciNet  Google Scholar 

  6. Ferm, L., Hellander, A., Lötstedt, P.: An adaptive algorithm for simulation of stochastic reaction–diffusion processes. J. Comput. Phys. 229, 343–360 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  7. Gustafsson, B.: The convergence rate for difference approximations to mixed initial boundary value problems. Math. Comput. 29, 396–406 (1975)

    Article  MATH  MathSciNet  Google Scholar 

  8. Gustafsson, B.: The convergence rate for difference approximations to general mixed initial boundary value problems. SIAM J. Numer. Anal. 18, 179–190 (1981)

    Article  MATH  MathSciNet  Google Scholar 

  9. Kormann, K.: A time-space adaptive method for the Schrödinger equation. Tech. Rep. 2012–023. Department of Information Technology, Uppsala University (2012)

  10. Kormann, K., Holmgren, S., Karlsson, H.O.: Global error control of the time-propagation for the Schrödinger equation with a time-dependent Hamiltonian. J. Comput. Sci. 2, 178–187 (2011)

    Article  Google Scholar 

  11. Kormann, K., Nissen, A.: Error control for simulations of a dissociative quantum system. In: Kreiss, G., Lötstedt, P., Målqvist, A., Neytcheva, M. (eds.) Numerical Mathematics and Advanced Applications 2009, pp. 523–531. Springer, Berlin Heidelberg (2010)

    Chapter  Google Scholar 

  12. Kozdon, J.E., Dunham, E.M., Nordström, J.: Simulation of dynamic earthquake ruptures in complex geometries using high-order finite difference methods. J. Sci. Comput. 55, 92–124 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  13. Kramer, R.M.J., Pantano, C., Pullin, D.I.: Nondissipative and energy-stable high-order finite-difference interface schemes for 2-D patch-refined grids. J. Comput. Phys. 228, 5280–5297 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  14. Kreiss, H.-O., Scherer, G.: Finite element and finite difference methods for hyperbolic partial differential equations. In: de Boor, C. (ed.) Mathematical Aspects of Finite Elements in Partial Differential Equations, pp. 195–212. Academic Press, New York (1974)

  15. Lindström, J., Nordström, J.: A stable and high-order accurate conjugate heat transfer problem. J. Comput. Phys. 229, 5440–5456 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  16. MacNeice, P., Olson, K.M., Mobarry, C., de Fainchtein, R., Packer, C.: PARAMESH: a parallel adaptive mesh refinement community toolkit. Comput. Phys. Commun. 126, 330–354 (2000)

    Article  MATH  Google Scholar 

  17. Mattsson, K., Carpenter, M.H.: Stable and accurate interpolation operators for high-order multi-block finite-difference methods. SIAM J. Sci. Comput. 32, 2298–2320 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  18. Mattsson, K., Nordström, J.: Summation by parts operators for finite difference approximations of second derivatives. J. Comput. Phys. 199, 503–540 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  19. Meyer, H.-D., Munthe, U., Cederbaum, L.S.: The multi-configurational time-dependent Hartree approach. Chem. Phys. Lett. 165, 73–78 (1990)

    Article  Google Scholar 

  20. Nissen, A., Kreiss, G., Gerritsen, M.: Stability at nonconforming grid interfaces for a high order discretization of the Schrödinger equation. J. Sci. Comput. 53, 528–551 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  21. Nissen, A., Kreiss, G., Gerritsen, M.: High order stable finite difference methods for the Schrödinger equation. J. Sci. Comput. 55, 173–199 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  22. Rantakokko, J., Thuné, M.: Parallel structured adaptive mesh refinement. In: Trobec, R., Vajteric, M., Zinterhof, P. (eds.) Parallel Computing, pp. 147–173. Springer, London (2009)

    Chapter  Google Scholar 

  23. Strand, B.: Summation by parts for finite difference approximations for \(d/dx\). J. Comput. Phys. 110, 47–67 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  24. Svärd, M., Nordström, J.: On the order of accuracy for difference approximations of initial-boundary value problems. J. Comput. Phys. 218, 333–352 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  25. Svärd, M., Nordström, J.: A stable high-order finite difference scheme for the compressible Navier–Stokes equations: no-slip wall boundary conditions. J. Comput. Phys. 227, 4805–4824 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  26. Tannor, D.J.: Introduction to Quantum Mechanics: A Time-Dependent Perspective. University Science Book, Mill Valley (2007)

    Google Scholar 

Download references

Acknowledgments

The authors would like to thank Sverker Holmgren and Gunilla Kreiss for valuable insight and discussions. The design of the interpolation operators is based on a Maple sheet by Ken Mattsson. The simulations were performed on resources provided by SNIC-UPPMAX under Projects p2003013 and p2005005.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Anna Nissen.

Appendix: Interpolation Operators at SBP-FD Junctions

Appendix: Interpolation Operators at SBP-FD Junctions

The part of \(\left( \begin{array}{c c} I_w^{u} \\ I_w^{v} \\ \end{array}\right) \) around the interface is given by for order 4

$$\begin{aligned} \left( \begin{array}{c c} \bar{I}_w^{u} \\ \bar{I}_w^{v} \\ \end{array}\right) =\left( \begin{array}{c c c c c c c c} 1&{} 0&{} 0&{} 0&{} 0&{} 0&{} 0\\ 0&{} 1&{} 0&{} 0&{} 0&{} 0&{} 0\\ -\frac{3}{59}&{} \frac{10}{59}&{} \frac{48}{59}&{} \frac{4}{59}&{} 0 &{}0&{} 0\\ \frac{2}{17} &{}-\frac{5}{17}&{} \frac{2}{17}&{} \frac{20}{17}&{} -\frac{2}{17}&{} 0&{} 0\\ 0&{} 0&{} -\frac{2}{17} &{}\frac{20}{17} &{}\frac{2}{17}&{} -\frac{5}{17}&{} \frac{2}{17}\\ 0&{} 0 &{}0 &{}\frac{4}{59}&{} \frac{48}{59}&{} \frac{10}{59}&{} -\frac{3}{59}\\ 0&{} 0&{} 0&{} 0&{} 0&{} 1&{} 0\\ 0 &{}0&{} 0&{} 0&{} 0&{} 0&{} 1\\ \end{array}\right) , \end{aligned}$$
(42)

and by for order 6,

$$\begin{aligned} \left( \begin{array}{c c} \bar{I}_w^{u} \\ \bar{I}_w^{v} \\ \end{array}\right)&=\left( \begin{array}{c c c c c c c c c c c c c} 1&{} 0&{} 0&{} 0&{} 0 &{} 0&{} 0 &{} 0 &{} 0 &{}0 &{}0\\ 0&{} 1&{} 0&{} 0&{} 0 &{} 0&{} 0 &{} 0 &{} 0 &{}0 &{}0\\ 0&{} 0&{} 1&{} 0&{} 0 &{} 0&{} 0 &{} 0 &{} 0 &{}0 &{}0\\ \frac{-601}{2711}&{} \frac{2289}{2711}&{} -\frac{3117}{2711} &{} \frac{4320}{2711} &{} 0 &{} -\frac{198}{2711}&{} \frac{18}{2711}&{} 0&{} 0&{} 0&{} 0\\ \frac{1803}{12013} &{} -\frac{6104}{12013}&{} \frac{6234}{12013}&{} 0&{} \frac{8604}{12013} &{} \frac{1584}{12013} &{} -\frac{108}{12013}&{} 0&{} 0&{} 0&{} 0 \\ \frac{-3606}{13649}&{} \frac{11445}{13649}&{} -\frac{10390}{13649}&{} 0&{} \frac{1980}{13649} &{} \frac{15660}{13649} &{} -\frac{1440}{13649}&{} 0&{} 0&{} 0&{} 0\\ 0&{} 0&{} 0&{} 0 &{} -\frac{1440}{13649} &{} \frac{15660}{13649}&{} \frac{1980}{13649} &{}-\frac{10390}{13649}&{} 0&{} \frac{11445}{13649}&{} -\frac{3606}{13649} \\ 0&{} 0&{} 0&{} 0 &{} -\frac{108}{12013} &{} \frac{1584}{12013}&{} \frac{8604}{12013}&{} \frac{6234}{12013}&{} 0&{} -\frac{6104}{12013}&{} \frac{1803}{12013} \\ 0&{} 0&{} 0&{} 0 &{} \frac{18}{2711} &{} -\frac{198}{2711}&{} 0 &{} \frac{4320}{2711}&{}-\frac{3117}{2711}&{} \frac{2289}{2711} &{} -\frac{601}{2711} \\ 0&{} 0&{} 0&{} 0&{} 0 &{} 0&{} 0 &{} 0 &{} 1 &{} 0 &{} 0 \\ 0&{} 0&{} 0&{} 0&{} 0 &{} 0&{} 0 &{} 0 &{} 0 &{}1 &{}0\\ 0&{} 0&{} 0&{} 0&{} 0 &{} 0&{} 0 &{} 0 &{} 0 &{} 0 &{} 1 \end{array}\right) . \end{aligned}$$

\(I_{uv}^w\) is then given by

$$\begin{aligned} I_{uv}^w = \left( \begin{array}{cc} P_{x,w}^{-1}(I_w^u)^T P_{x,u}&P_{x,w}^{-1}(I_w^v)^T P_{x,v} \end{array} \right) . \end{aligned}$$

For interpolation operators for order 8, please contact the authors.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Nissen, A., Kormann, K., Grandin, M. et al. Stable Difference Methods for Block-Oriented Adaptive Grids. J Sci Comput 65, 486–511 (2015). https://doi.org/10.1007/s10915-014-9969-z

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10915-014-9969-z

Keywords

Navigation