{"title":"论拉普拉卡矩的 $Q^3$ 谱元法的单调性","authors":"Logan J. Cross, Xiangxiong Zhang","doi":"10.4208/aam.oa-2024-0007","DOIUrl":null,"url":null,"abstract":"The monotonicity of discrete Laplacian, i.e., inverse positivity of\nstiffness matrix, implies discrete maximum principle, which is in general not true\nfor high order accurate schemes on unstructured meshes. On the other hand,\nit is possible to construct high order accurate monotone schemes on structured\nmeshes. All previously known high order accurate inverse positive schemes are\nor can be regarded as fourth order accurate finite difference schemes, which is\neither an M-matrix or a product of two M-matrices. For the $Q^3$ spectral element\nmethod for the two-dimensional Laplacian, we prove its stiffness matrix is a\nproduct of four M-matrices thus it is unconditionally monotone. Such a scheme\ncan be regarded as a fifth order accurate finite difference scheme. Numerical tests\nsuggest that the unconditional monotonicity of $Q^k$ spectral element methods will\nbe lost for $k≥9$ in two dimensions, and for $k≥4$ in three dimensions. In other\nwords, for obtaining a high order monotone scheme, only $Q^2$ and $Q^3$ spectral\nelement methods can be unconditionally monotone in three dimensions.","PeriodicalId":517399,"journal":{"name":"Annals of Applied Mathematics","volume":"84 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On the Monotonicity of $Q^3$ Spectral Element Method for Laplacian\",\"authors\":\"Logan J. Cross, Xiangxiong Zhang\",\"doi\":\"10.4208/aam.oa-2024-0007\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The monotonicity of discrete Laplacian, i.e., inverse positivity of\\nstiffness matrix, implies discrete maximum principle, which is in general not true\\nfor high order accurate schemes on unstructured meshes. On the other hand,\\nit is possible to construct high order accurate monotone schemes on structured\\nmeshes. All previously known high order accurate inverse positive schemes are\\nor can be regarded as fourth order accurate finite difference schemes, which is\\neither an M-matrix or a product of two M-matrices. For the $Q^3$ spectral element\\nmethod for the two-dimensional Laplacian, we prove its stiffness matrix is a\\nproduct of four M-matrices thus it is unconditionally monotone. Such a scheme\\ncan be regarded as a fifth order accurate finite difference scheme. Numerical tests\\nsuggest that the unconditional monotonicity of $Q^k$ spectral element methods will\\nbe lost for $k≥9$ in two dimensions, and for $k≥4$ in three dimensions. In other\\nwords, for obtaining a high order monotone scheme, only $Q^2$ and $Q^3$ spectral\\nelement methods can be unconditionally monotone in three dimensions.\",\"PeriodicalId\":517399,\"journal\":{\"name\":\"Annals of Applied Mathematics\",\"volume\":\"84 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-05-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annals of Applied Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.4208/aam.oa-2024-0007\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Applied Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.4208/aam.oa-2024-0007","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
离散拉普拉卡矩阵的单调性,即刚度矩阵的逆正性,意味着离散最大原则,这对于非结构网格上的高阶精确方案来说一般是不正确的。另一方面,在结构网格上构建高阶精确单调方案是可能的。所有之前已知的高阶精确逆正方案都是或可以看作是四阶精确有限差分方案,它要么是一个 M 矩阵,要么是两个 M 矩阵的乘积。对于二维拉普拉斯矩的 $Q^3$ 光谱元素法,我们证明其刚度矩阵是四个 M 矩阵的乘积,因此它是无条件单调的。这种方案可视为五阶精确有限差分方案。数值测试表明,在二维中,当 $k≥9$ 时,$Q^k$ 谱元法的无条件单调性将消失;在三维中,当 $k≥4$ 时,$Q^k$ 谱元法的无条件单调性将消失。换句话说,要获得高阶单调方案,只有 $Q^2$ 和 $Q^3$ 光谱元方法在三维空间可以无条件单调。
On the Monotonicity of $Q^3$ Spectral Element Method for Laplacian
The monotonicity of discrete Laplacian, i.e., inverse positivity of
stiffness matrix, implies discrete maximum principle, which is in general not true
for high order accurate schemes on unstructured meshes. On the other hand,
it is possible to construct high order accurate monotone schemes on structured
meshes. All previously known high order accurate inverse positive schemes are
or can be regarded as fourth order accurate finite difference schemes, which is
either an M-matrix or a product of two M-matrices. For the $Q^3$ spectral element
method for the two-dimensional Laplacian, we prove its stiffness matrix is a
product of four M-matrices thus it is unconditionally monotone. Such a scheme
can be regarded as a fifth order accurate finite difference scheme. Numerical tests
suggest that the unconditional monotonicity of $Q^k$ spectral element methods will
be lost for $k≥9$ in two dimensions, and for $k≥4$ in three dimensions. In other
words, for obtaining a high order monotone scheme, only $Q^2$ and $Q^3$ spectral
element methods can be unconditionally monotone in three dimensions.