Finite difference method

Abstract: We provide a theory for the analysis of multigrid algorithms for symmetric positive definite problems with nonnested spaces and noninherited quadratic forms. By this we mean that the form on the coarser grids need not be related to that on the finest, i.e., we do not stay within the standard variational setting. In this more general setting, we give new estimates corresponding to the \"V cycle, W cycle and a \"V cycle algorithm with a variable number of smoothings on each level. In addition, our algorithms involve the use of nonsymmetric smoothers in a novel way. We apply this theory to various numerical approximations of second-order elliptic boundary value problems. In our first example, we consider certain finite difference multigrid algorithms. In the second example, we consider a finite element multigrid algorithm with nested spaces, which however uses a prolongation operator that does not coincide with the natural subspace imbedding. The third example gives a multigrid algorithm derived from a loosely coupled sequence of approximation grids. Such a loosely coupled grid structure results from the most natural standard finite element application on a domain with curved boundary. The fourth example develops and analyzes a multigrid algorithm for a mixed finite element method using the so-called Raviart-Thomas elements.

Abstract: A particle velocity-stress, finite-difference method is developed for the simulation of wave propagation in 2-D heterogeneous poroelastic media. Instead of the prevailing second-order differential equations, we consider a first-order hyperbolic system that is equivalent to Biot's equations. The vector of unknowns in this system consists of the solid and fluid particle velocity components, the solid stress components, and the fluid pressure. A MacCormack finite-difference scheme that is fourth-order accurate in space and second-order accurate in time forms the basis of the numerical solutions for Biot's hyperbolic system. An original analytic solution for a P-wave line source in a uniform poroelastic medium is derived for the purposes of source implementation and algorithm testing. In simulations with a two-layer model, additional «slow» compressional incident, transmitted, and reflected phases are recorded when the damping coefficient is small. This «slow» compressional wave is highly attenuated in porous media saturated by a viscous fluid. From the simulation we also verified that the attenuation mechanism introduced in Biot's theory is of secondary importance for «fast» compressional and rotational waves. The existence of seismically observable differences caused by the presence of pores has been examined through synthetic experiments that indicate that amplitude variation with offset may be observed on receivers and could be diagnostic of the matrix and fluid parameters. This method was applied in simulating seismic wave propagation over an expanded steam-heated zone in Cold Lake, alberta in an area of enhanced oil recovery (EOR) processing. The results indicate that a seismic surface survey can be used to monitor thermal fronts

Abstract: Fractional diffusion equations model phenomena exhibiting anomalous diffusion that cannot be modeled accurately by second-order diffusion equations. Because of the nonlocal property of fractional differential operators, numerical methods for space-fractional diffusion equations generate complicated dense or full coefficient matrices. Consequently, these numerical methods were traditionally solved by Gaussian elimination, which requires computational work of $O(N^3)$ per time step and $O(N^2)$ of memory, where $N$ is the number of spatial grid points in the discretization. The significant computational work and memory requirement of the numerical methods impose a serious challenge for the numerical simulation of two- and especially three-dimensional space-fractional diffusion equations. We develop a fast and yet accurate solution method for the implicit finite difference discretization of space-fractional diffusion equations in two space dimensions by carefully analyzing the structure of the coefficient ma...