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A new numerical approach to the solution of PDEs with optimal accuracy on irregular domains and Cartesian meshes—Part 1: the derivations for the wave, heat and Poisson equations in the 1-D and 2-D cases

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Abstract

A new numerical approach for the time-dependent wave and heat equations as well as for the time-independent Poisson equation on irregular domains has been developed. Trivial Cartesian meshes and simple 9-point stencil equations with unknown coefficients are used for 2-D irregular domains. The calculation of the coefficients of the stencil equations is based on the minimization of the local truncation error of the stencil equations and yields the optimal order of accuracy. The treatment of the Dirichlet and Neumann boundary conditions in the new approach is related to the development of high-order boundary conditions with the stencils that include the same or a smaller number of grid points compared to that for the regular 9-point internal stencils. At similar 9-point stencils, the accuracy of the new approach is two orders higher than that for the linear finite elements. The numerical results for irregular domains in Part 2 of the paper also show that at the same number of degrees of freedom, the new approach is even much more accurate than the quadratic and cubic finite elements with much wider stencils. Similar to our recent results on regular domains, the order of the accuracy of the new approach for the Poisson equation on irregular domains with square Cartesian meshes is higher than that with rectangular Cartesian meshes. The new approach can be directly applied to other partial differential equations.

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Acknowledgements

The research has been supported in part by the Air Force Office of Scientific Research (contract FA9550-16-1-0177), by NSF (Grant CMMI-1935452) and by Texas Tech University.

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Appendix A: The coefficients \(b_p\) used in Eqs. (38), (56), (63) and (69)

Appendix A: The coefficients \(b_p\) used in Eqs. (38), (56), (63) and (69)

The first five coefficients \(b_i\) (\(i=1,2,\ldots ,5\)) used in Eqs. (38), (56), (63) and (69) are presented below. All coefficients \(b_i\) used in these formulas are given in the attached file ’b-coeff.pdf’

Equation (38):

$$\begin{aligned} b_1= & {} (k_1 + k_2 + k_3 + k_4 + k_5 + k_6 + k_7 + k_8 + k_9), \nonumber \\ b_2= & {} (-d_1 k_1 + d_3 k_3 - d_4 k_4 + d_5 k_6 - d_6 k_7 + d_8 k_9), \nonumber \\ b_3= & {} b_y (-d_1 k_1 - d_2 k_2 - d_3 k_3 + d_6 k_7 + d_7 k_8 + d_8 k_9), \nonumber \\ b_4= & {} (d_1^2 k_1 + d_3^2 k_3 + d_4^2 k_4 + d_5^2 k_6 + d_6^2 k_7 + d_8^2 k_9\nonumber \\&+ 2 (m_1 + m_2 + m_3 + m_4 + m_5 + m_6 + m_7 + m_8 + m_9)), \nonumber \\ b_5= & {} 2 b_y (d_1^2 k_1 - d_3^2 k_3 - d_6^2 k_7 + d_8^2 k_9), \nonumber \\&\ldots \qquad \end{aligned}$$
(A.1)

Equation (56):

$$\begin{aligned} b_{1} \,= & {} \, (k_{1}+k_{2}+k_{3}+k_{4}+k_{5}+k_{6}+k_{8}+k_{9}), \nonumber \\ b_{2} \,= & {} \, - (k_{1}-k_{3}+k_{4}-k_{6}-k_{9}+l_1 n_{11}+l_2 n_{12}+l_3 n_{13}), \nonumber \\ b_{3} \,= & {} \, - (k_{1}+k_{2}+k_{3}-k_{8}-k_{9}+l_1 n_{21}+l_2 n_{22}+l_3 n_{23}), \nonumber \\ b_{4} \,= & {} \, \frac{1}{2} (k_{1}+k_{3}+k_{4}+k_{6}+k_{9}+2 m_{1}+2 m_{2}+2 m_{3}+2 m_{4}+2 m_{5}+2 m_{6}+2 m_{8}+2 m_{9} \nonumber \\&-2 \alpha _{1} l_1 n_{11}-2 \alpha _{2} l_2 n_{12}-2 \alpha _{3} l_3 n_{13}),\nonumber \\ b_{5} \,= & {} \, (k_{1}-k_{3}+k_{9}-\beta _1 l_1 n_{11}-\beta _2 l_2 n_{12}-\beta _3 l_3 n_{13}-\alpha _{1} l_1 n_{21}-\alpha _{2} l_2 n_{22}-\alpha _{3} l_3 n_{23}),\nonumber \\&\ldots \end{aligned}$$
(A.2)

Equation (63):

$$\begin{aligned} b_1 \,= & {} \, (k_1 + k_2 + k_3 + k_4 + k_5 + k_6 + k_7 + k_8 + k_9) , \nonumber \\ b_2 \,= & {} \, (-d_1 k_1 + d_3 k_3 - d_4 k_4 + d_5 k_6 - d_6 k_7 + d_8 k_9), \nonumber \\ b_3 \,= & {} \, b_y (-d_1 k_1 - d_2 k_2 - d_3 k_3 + d_6 k_7 + d_7 k_8 + d_8 k_9), \nonumber \\ b_4 \,= & {} \, 2 b_y (d_1^2 k_1 - d_3^2 k_3 - d_6^2 k_7 + d_8^2 k_9), \nonumber \\ b_5 \,= & {} \, (d_1^2 (-1 + b_y^2) k_1 - d_3^2 k_3 - d_4^2 k_4 - d_5^2 k_6 - d_6^2 k_7 - d_8^2 k_9 \nonumber \\&+ b_y^2 (d_2^2 k_2 + d_3^2 k_3 + d_6^2 k_7 + d_7^2 k_8 + d_8^2 k_9)),\nonumber \\&\ldots \end{aligned}$$
(A.3)

Equation (69):

$$\begin{aligned} \ b_{1} \,= & {} \, k_{1}+k_{2}+k_{3}+k_{4}+k_{5}+k_{6}+k_{8}+k_{9}, \nonumber \\ b_{2} \,= & {} \, -k_{1}+k_{3}-k_{4}+k_{6}+k_{9}+{l_1} n_{11}+{l_2} n_{12}+{l_3} n_{13}+{l_4} n_{14}, \nonumber \\ b_{3} \,= & {} \, -b_y (k_{1}+k_{2}+k_{3}-k_{8}-k_{9})+{l_1} n_{21}+{l_2} n_{22}+{l_3} n_{23}+{l_4} n_{24}, \nonumber \\ b_{4} \,= & {} \, b_y (k_{1}-k_{3}+k_{9}+{\beta _1} {l_1} n_{11}+{l_1} n_{11}+{\beta _2} {l_2} n_{12}+{l_2} n_{12}+{\beta _3} {l_3} n_{13}+{l_3} n_{13}+{\beta _4} {l_4} n_{14} \nonumber \\&+{l_4} n_{14})+({\alpha _1}-1) {l_1} n_{21}+{\alpha _2} {l_2} n_{22}-{l_2} n_{22}+{\alpha _3} {l_3} n_{23}-{l_3} n_{23}+{\alpha _4} {l_4} n_{24}-{l_4} n_{24}, \nonumber \nonumber \\ b_{5} \,= & {} \, \frac{1}{2} ((k_{2}+k_{3}+k_{8}+k_{9}) b_y^2+2 (({\beta _1}+1) {l_1} n_{21}+({\beta _2}+1) {l_2} n_{22}+{\beta _3} {l_3} n_{23}+{l_3} n_{23}+{\beta _4} {l_4} n_{24} \nonumber \\&+{l_4} n_{24}) b_y+(b_y^2-1) k_{1}-k_{3}-k_{4}-k_{6}-k_{9}-2 {\alpha _1} {l_1} n_{11}+2 {l_1} n_{11}-2 {\alpha _2} {l_2} n_{12} \nonumber \\&+2 {l_2} n_{12}-2 {\alpha _3} {l_3} n_{13}+2 {l_3} n_{13}-2 {\alpha _4} {l_4} n_{14}+2 {l_4} n_{14}), \nonumber \\&\ldots \end{aligned}$$
(A.4)

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Idesman, A. A new numerical approach to the solution of PDEs with optimal accuracy on irregular domains and Cartesian meshes—Part 1: the derivations for the wave, heat and Poisson equations in the 1-D and 2-D cases. Arch Appl Mech 90, 2621–2648 (2020). https://doi.org/10.1007/s00419-020-01744-w

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