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ALE, interfaces and partitioned multiphysics coupling
1 · Prerequisites
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2 · Summary
ALE, interfaces and partitioned multiphysics coupling
This page has two independent branches: a selected one-dimensional moving-mesh finite-volume scheme, and a finite-dimensional linear diffusion-transmission problem. It also proves the continuous ALE Jacobian and Reynolds identities. These results do not claim a high-dimensional discrete GCL estimate, a curved-mesh transfer rate, or nonlinear moving-domain fluid-structure well-posedness.
Continuous ALE map and transport
ALE moving-domain map and mesh velocity fixes the reference and moving domains, the positive Jacobian, and mesh-velocity convention. Jacobi identity for the ALE mesh Jacobian proves . The Reynolds identity has separate dimension branches: Choice-free one-dimensional ALE Reynolds transport identity is choice-free and handles finite unions of intervals; Reynolds transport identity on an ALE moving domain covers finite piecewise- domains in dimensions at least two and states its Countable Choice use through the divergence theorem and the explicit Riemann/Lebesgue volume-integral comparison.
Selected one-dimensional moving-grid branch
Periodic one-dimensional moving grid and Moving faces satisfy the one-dimensional discrete GCL fix the periodic face and Jacobian conventions. Conservative upwind ALE finite-volume step returns mesh_crossing before updating the state if any new cell Jacobian is nonpositive. On success, The upwind ALE step conserves mass and preserves constants proves exact periodic mass conservation and constant-state preservation. Under the stated CFL condition, CFL monotonicity and weighted L1 contraction for the ALE step proves positivity, monotonicity, and weighted contraction. The CFL condition is needed for monotonicity, not for mass or constant-state preservation.
Linear diffusion transmission and partitioned solve
Finite-dimensional backward-Euler diffusion transmission model uses finite-dimensional backward-Euler subdomain blocks and the outward flux convention . Both subdomains use one trace space and the monolithic interface equations are trace continuity and . The diagram fixes these signs and does not enter any proof.
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\draw[thick] (2,0) rectangle (4,1.4);
\draw[very thick] (2,0) -- (2,1.4);
\node at (1,0.72) {$\Omega_1$};
\node at (3,0.72) {$\Omega_2$};
\node[above] at (2,1.4) {$\Gamma$};
\node[below] at (2,0) {$\lambda_1=\lambda_2=\lambda$};
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\node[blue,above] at (1.95,0.95) {$n_1,\ q_1$};
\draw[->,red,thick] (2.45,0.42) -- (1.65,0.42);
\node[red,below] at (2.05,0.42) {$n_2,\ q_2$};
\end{tikzpicture}
The diffusion Schur complement is positive and minimizes energy proves positivity and the energy-minimizing property of each condensed Schur operator. Monolithic backward Euler transmission energy identity proves the exact monolithic energy identity after paired outward interface work cancels. Finite-budget Robin-Robin transmission iteration specifies a finite-budget sequence of two Robin solves. Robin-Robin iteration contracts to the monolithic trace identifies its unique fixed point with the monolithic trace, proves contraction, and gives the exact stop certificate. Schur residual controls trace and reconstruction energy error transfers a condensed residual bound to the reconstructed subdomain energy norm.
Added-mass warning and optional time splitting
Scalar added-mass staggered recurrence defines the specific scalar staggered recurrence used by the companion example; no instability claim is made for other fluid-structure algorithms. The optional finite-dimensional Lie/Strang route is limited to Conditional finite-dimensional Lie and Strang splitting residual orders and inherits its exact-subflow, common-tube, commutator-regularity, residual-budget, and stability hypotheses from the cited supplier. It supplies no unbounded-operator or general PDE splitting estimate.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Conditional finite-dimensional Lie and Strang splitting residual orders
Statement
For the optional splitting branch of the finite-dimensional coupled model, suppose define the additive autonomous ODE of Additive autonomous ODE partitions, their exact subflows use the Lie and Strang compositions of Lie and Strang compositions of exact split flows, and all exact and numerical paths lie with positive margin in a common compact convex tube on . Initialize both schemes at the exact initial value . Under the remaining Lipschitz, regularity, and step-size hypotheses of Lie and Strang splitting have global orders one and two, with separate subflow errors, the exact Lie and Strang schemes have global errors and respectively. Approximate subflows retain these orders only under the separate per-subflow error budgets and composition stability condition stated in that theorem. This corollary makes no claim for unbounded operators or general moving-domain PDEs.
Facts & Assumptions
Given: The finite-dimensional autonomous split ODE, exact subflows, exact initial data, and common-tube hypotheses in the Statement.
Additive autonomous ODE partitions: the total field is the autonomous sum on an open subset of .
Lie and Strang compositions of exact split flows: the Lie map is and the Strang map is .
Lie and Strang splitting have global orders one and two, with separate subflow errors: on a common compact convex tube with the theorem's regularity and step hypotheses, the exact maps have global orders one and two; approximate subflows preserve these orders only under its separate local error budgets and composed-map stability bound.
Proof
By [F1] and [F2], the optional split system and its stage maps are exactly the finite-dimensional additive ODE, Lie map, and Strang map covered by [F3]. The common-tube, regularity, and exact-initial-data assumptions of [F3] are explicit hypotheses here.
Apply [F3] to these maps. Its exact-flow conclusion gives global errors for Lie and for Strang. Its approximate-subflow conclusion requires the additional individual error budgets and one-step stability bound and keeps these contributions separate from the splitting defects. No unbounded-operator conclusion is imported.
Finite-dimensional backward-Euler diffusion transmission model
Definition
Let and the common trace space be finite-dimensional real inner-product spaces, with , and set . The trace map is . Let and be self-adjoint positive-definite operators on , let , and define the local backward-Euler block . In coordinates , write
For a prescribed local trace , solve the interior equation and define the outward algebraic interface flux . Eliminating gives , where and . The sign convention is outward flux on each subdomain.
The monolithic interface equations are trace continuity and flux balance , equivalently . These finite-dimensional matrices represent a linear diffusion-transmission step; no nonlinear fluid-structure well-posedness is asserted.
ALE moving-domain map and mesh velocity
Definition
Fix an integer , a time interval with , and a nonempty bounded open reference domain with compact Jordan closure; Jordan measurability means equality of finite-rectangle inner and outer contents (Jordan inner and outer content and Jordan measurable bounded sets in ). In dimension , require to be a finite union of bounded open intervals with pairwise disjoint closures. In dimensions , require a finite piecewise- boundary presentation: a finite family of compact boundary faces and a compact edge set such that the faces cover , each face lies in a regular hypersurface patch, is surface-null, all face overlaps lie in , and off the boundary is locally one graph with on one side. The faces carry that side's outward unit normal.
An ALE moving-domain map is a map whose space-time restriction extends to a map on a neighborhood of this set, and for each the map is an orientation-preserving diffeomorphism on neighborhoods of the closures. Write and . Define the mesh velocity in physical coordinates by . In the moving boundary consists of the transported interval endpoints. In , require the transported faces under to satisfy the same finite piecewise- boundary-presentation conditions; the diffeomorphism carries the reference faces and edge set to that presentation, with the transported outward normal.
This definition fixes the regularity and sign conventions for the continuous ALE identities. It does not assert a discrete approximation property, a nonintersection theorem for a computed mesh, or well-posedness of a coupled PDE.
Periodic one-dimensional moving grid
Definition
Fix , a reference cell width , a time step , and a physical period length . Face positions and face velocities are indexed periodically by , with and . The physical cell is and its dimensionless Jacobian is ; require .
For a constant physical advection speed , the relative face speed is . Write and . The prescribed face move is . The cell average is the average over the corresponding physical cell.
Scalar added-mass staggered recurrence
Definition
For positive scalars and , call the structure mass and the fluid added mass in the scalar toy added-mass recurrence. Given a scalar initial velocity increment , define successive increments by
This is a stipulated one-mode sequential update used only to expose its amplification factor. It is not derived from, and makes no stability claim about, a general fluid-structure discretization.
Conservative upwind ALE finite-volume step
Definition
Inputs: The periodic grid and relative speeds of Periodic one-dimensional moving grid, cell averages , a constant physical speed , face velocities , , and .
Instructions:
-
Without modifying the input mesh or cell averages, compute trial face positions and trial Jacobians .
-
If any , discard the trial data and return the status
mesh_crossingand no updated state, leaving the input mesh and cell averages unchanged. -
Otherwise, for every face set and , with periodic indices and , .
-
Accept the trial mesh and return the status
successand the unique cell averages defined by .
All state updates occur only after every new cell Jacobian has passed the positivity check.
Jacobi identity for the ALE mesh Jacobian
Statement
For the ALE moving-domain map of ALE moving-domain map and mesh velocity, let and . Then
This is the continuous geometric conservation identity. It makes no discrete or time-integration claim.
Facts & Assumptions
Given: The orientation-preserving ALE map , its Jacobian , and mesh velocity as defined in ALE moving-domain map and mesh velocity.
ALE moving-domain map and mesh velocity: is in space and time, is invertible, , and .
Proof
Fix and write . Differentiability gives . Since is invertible, factor this as . The permutation expansion of the determinant gives : the identity permutation contributes , while every nonidentity permutation contains at least two off-diagonal factors of order . Hence .
Differentiate in . The chain rule and equality of the mixed derivatives of the map give . Therefore , using cyclic invariance of trace. Substitution into step 1.1 proves the identity.
Moving faces satisfy the one-dimensional discrete GCL
Statement
For the face motion of Periodic one-dimensional moving grid, every cell satisfies
Facts & Assumptions
Given: Periodic faces with and the update from Periodic one-dimensional moving grid.
Periodic one-dimensional moving grid: and each face moves by times its prescribed velocity.
Proof
Subtract the left-face update from the right-face update for cell . This gives .
Divide by the positive reference width and use the definition of and in [F1]. The claimed identity follows.
The diffusion Schur complement is positive and minimizes energy
Statement
Let be a self-adjoint positive-definite operator on a finite-dimensional real inner-product direct sum . Then is positive definite, is positive definite on , and for every ,
In particular, the local Schur operators in Finite-dimensional backward-Euler diffusion transmission model are positive definite.
Facts & Assumptions
Given: The block matrix is self-adjoint positive definite on , as are the local backward-Euler blocks in Finite-dimensional backward-Euler diffusion transmission model.
Finite-dimensional backward-Euler diffusion transmission model: each is self-adjoint positive definite and its interface Schur complement is .
Proof
For , . Thus has zero kernel and is invertible because it is an endomorphism of a finite-dimensional space.
For fixed , put . Expanding the quadratic form and completing the square gives . The first term is nonnegative and vanishes exactly at , proving the minimum formula.
If , then , so positive definiteness of gives . Hence is positive definite; applying this to each in [F1] proves the final claim.
Monolithic backward Euler transmission energy identity
Statement
Assume the finite-dimensional diffusion-transmission model of Finite-dimensional backward-Euler diffusion transmission model. Let be the common-trace space, take , and let . In the block notation of the definition, set the local right-hand side to ; assemble the local equations with common trace and the outward algebraic fluxes from that definition. There is a unique satisfying
It obeys the exact identity
where and . In the unforced case the monolithic backward-Euler energy is nonincreasing.
Facts & Assumptions
Given: The finite-dimensional spaces, positive-definite mass and diffusion operators, common trace map, outward flux convention, and monolithic flux balance of Finite-dimensional backward-Euler diffusion transmission model.
Finite-dimensional backward-Euler diffusion transmission model: and are self-adjoint positive definite, local fluxes use the outward sign, and monolithic traces and fluxes satisfy and .
Proof
The interior rows of the two local blocks give their backward-Euler subdomain equations; after eliminating those rows, the common trace row is by the definition in [F1]. For a common trace , the paired interface work is therefore ; this cancellation uses the shared trace and outward-flux sign convention.
On , the assembled bilinear form associated with is positive definite: for , at least one , and every corresponding summand is positive. Hence the finite-dimensional restricted operator has zero kernel and is invertible, so the variational step has a unique solution. Test the monolithic equation with and multiply by . For each , self-adjointness gives . Summing this identity and retaining yields the stated equality.
If for both subdomains, the right-hand side is zero and both the time-jump term and diffusion term on the left are nonnegative. Therefore .
Finite-budget Robin-Robin transmission iteration
Definition
Inputs: Positive-definite real Schur operators on the nonzero finite-dimensional trace space , loads , a parameter , initial incoming datum , tolerance , and integer pass budget .
All vector norms on and operator norms on its endomorphisms are induced by its specified real inner product. Set , , and . For each pass , perform in order
If , return converged with trace and pass count . If all passes are used without this test succeeding, return budget_exhausted with the last trace and pass count . This procedure states the finite stop predicate but makes no claim about its error certificate.
Schur residual controls trace and reconstruction energy error
Statement
Let , let solve , and let have residual . All trace-vector and operator norms below are induced by the given real inner product on . Then
If each subdomain state is reconstructed by solving its interior equations at the supplied trace, define the product backward-Euler energy norm by for . Then
Facts & Assumptions
Given: The positive-definite subdomain blocks and Schur complements of Finite-dimensional backward-Euler diffusion transmission model, their energy-minimization property, and the unique monolithic trace .
Finite-dimensional backward-Euler diffusion transmission model: is the Schur complement of the positive-definite local block , and the monolithic trace solves .
The diffusion Schur complement is positive and minimizes energy: for a fixed trace error , its minimum local energy is .
Proof
Set . By [F1], . Since is positive definite, ; the operator-norm inequality gives .
The reconstructed state difference on subdomain has trace . By [F2], its squared minimum energy is . Adding the two subdomains gives .
Cauchy–Schwarz and the operator norm yield . Take nonnegative square roots to obtain the stated energy bound.
Choice-free one-dimensional ALE Reynolds transport identity
Statement
Let and let be an ALE moving-domain map of ALE moving-domain map and mesh velocity, so is a finite union of bounded intervals with pairwise disjoint closures and . For every scalar field on the moving closure,
where at each left endpoint and at each right endpoint. This dimension-one branch is choice-free.
Facts & Assumptions
Given: A one-dimensional ALE map, a finite union of bounded reference intervals, and a scalar field on the moving closure.
ALE moving-domain map and mesh velocity: in dimension one the reference domain is a finite union of intervals with compact closure, , and .
Change of variables for an injective map on a compact Jordan set: an injective map with invertible derivative sends a compact Jordan set to a compact Jordan set; for a bounded integrand, the image and pullback are Riemann integrable together, and when they are the formula uses the absolute Jacobian determinant.
The second fundamental theorem: if is differentiable on with and is integrable, then : if is differentiable on a compact interval and is integrable, then .
A continuous real function on a compact Jordan measurable set is Riemann integrable over that set: every continuous real function on a compact Jordan set is Riemann integrable there.
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with : a scalar function continuous on a closed interval and differentiable in its interior has a point where its derivative equals the interval's average rate of change.
The Riemann integral of a bounded function over a bounded Jordan measurable set and Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in : Jordan integrals are integrals of zero extensions on bounding rectangles, where linearity, monotonicity, and the absolute-value estimate hold.
A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content: the integral of the indicator of a compact Jordan set is its finite Jordan content.
Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous: a continuous function on a compact metric space is uniformly continuous.
A bounded set in is Jordan measurable iff its boundary is null, equivalently of content zero: a bounded set is Jordan measurable exactly when its boundary is null, equivalently has Jordan content zero.
Lebesgue's criterion in : a bounded function on a closed nondegenerate rectangle is Riemann integrable iff its discontinuity set is null: a bounded function on a closed bounding rectangle whose discontinuities lie in a null set is Riemann integrable.
Proof
Put , , and let and . These boundaries are finite endpoint sets, hence compact. Covering each point by intervals of arbitrarily small total length shows that both have Jordan content zero and are compact Jordan sets. By [F10] the boundaries are null and the two open domains are Jordan measurable.
For any continuous on , its zero extensions from and to a nondegenerate closed interval containing in its interior are bounded and can be discontinuous only at . By [F11] they are integrable. Their difference is supported on and bounded in absolute value by a constant times ; [F8] gives , so [F7] shows their integrals agree. The same argument applies on and . The map image in [F3] is compact Jordan, and [F5] makes and integrable on the compact closures. Change of variables on those closures, followed by the open/closed equalities just proved, gives , where .
For small nonzero , apply [F6] to between and . The difference quotient equals at an intermediate time. By [F9], is uniformly continuous on times a compact time neighborhood of , so these quotients converge uniformly in to . The latter and each quotient are integrable on by [F5]; [F7] and [F8] bound the integral of their difference by its uniform norm times . Since by step 2.1, it follows that .
The chain and product rules together with [F2] give . This integrand is continuous on the compact reference closure; [F3] changes variables on the compact closures, and step 2.1 converts the resulting physical-domain integrals to open-domain integrals. Thus .
The function is differentiable on each compact image interval and its derivative is continuous, hence integrable there by [F5]. Apply [F4] to obtain . Summing right endpoints with normal and left endpoints with normal proves the boundary term. No choice axiom is used.
Reynolds transport identity on an ALE moving domain
Statement
Assume Countable Choice and . Let be the ALE moving-domain map of ALE moving-domain map and mesh velocity, and let and its first derivatives be continuous on the moving closure. Then, for each ,
Here is the outward normal from the transported finite piecewise- boundary presentation. This is a continuous transport identity; no discrete high-dimensional geometric conservation estimate follows from it.
Facts & Assumptions
Given: Assume Countable Choice, an ALE moving-domain map , its Jacobian , its mesh velocity , and a scalar field with the stated space-time regularity.
The Axiom of Countable Choice (): Countable Choice, written , is the axiom that every countable family of nonempty sets has a choice function.
ALE moving-domain map and mesh velocity: is a orientation-preserving diffeomorphism, , and .
Specified finite piecewise C1 boundary presentations: the boundary has a specified finite set of compact faces and a compact edge set, with overlaps and edges surface-null and an outward normal on each face off the edges.
Change of variables for an injective map on a compact Jordan set: an injective map with invertible derivative sends a compact Jordan set to a compact Jordan set; for a bounded integrand, the change-of-variables formula applies when the image integrand (equivalently its pullback) is Riemann integrable.
Divergence for finite piecewise C1 presentations: under , a vector field on a specified finite piecewise- domain satisfies .
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with : a scalar function continuous on a closed interval and differentiable in its interior has a point where its derivative equals the interval's average rate of change.
The Riemann integral of a bounded function over a bounded Jordan measurable set and Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in : Jordan integrals are integrals of zero extensions on bounding rectangles, where linearity, monotonicity, and the absolute-value estimate hold.
A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content: the integral of the indicator of a compact Jordan set is its finite Jordan content.
Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous: a continuous function on a compact metric space is uniformly continuous.
A continuous real function on a compact Jordan measurable set is Riemann integrable over that set: every continuous real function on a compact Jordan set is Riemann integrable there.
A bounded set in is Jordan measurable iff its boundary is null, equivalently of content zero: a bounded set is Jordan measurable exactly when its boundary is null, equivalently has Jordan content zero.
Lebesgue's criterion in : a bounded function on a closed nondegenerate rectangle is Riemann integrable iff its discontinuity set is null: a bounded function on a closed bounding rectangle whose discontinuities lie in a null set is Riemann integrable.
Borel Darboux integrands in finite dimension: under , a bounded Borel Riemann-integrable function on a nondegenerate closed box is Lebesgue integrable with the same integral. The volume integral in [F5] uses Lebesgue measure.
Proof
Put , , and let and . Cover each compact face in either finite boundary presentation by finitely many smaller regular graph charts with bounded base and bounded graph derivative. For a base grid of side , each chart needs at most base cubes; the Lipschitz bound places each graph portion in an axis-parallel -cube of side . The total covering volume is at most , which tends to zero. Since there are finitely many faces, both boundaries are compact Jordan sets of content zero. By [F11] they are null and the open domains are Jordan measurable; by the compact-image conclusion in [F4], is compact Jordan.
For any continuous on , its zero extensions from and to a nondegenerate closed rectangle containing in its interior are bounded and have discontinuities only on , a null set, so [F12] makes them integrable. Their difference is supported on and bounded in absolute value by a constant times . By [F8], , and [F7] shows the two integrals agree. The same argument applies to and . By [F10], continuous integrands on the compact closures are integrable, so [F4] applies to the compact closures. Consequently, for , .
For small nonzero , apply [F6] to between and . The difference quotient equals at an intermediate time. By [F9], is uniformly continuous on times a compact time neighborhood of , so these quotients converge uniformly in to . The derivative and difference quotients are continuous on the compact Jordan set , hence integrable by [F10]. [F7] and [F8] bound the integral of their difference by its uniform norm times . Since by step 2.1, . The chain and product rules then give .
Substitute [F2] into step 3.1 and use . The resulting integrand is continuous on the moving closure. Apply [F4] to the compact closures and use the open/closed integral equality from step 2.1 to obtain .
Set and choose a nondegenerate closed box containing in its interior. The field is on the moving closure, so is continuous and bounded there. Its zero extension from the open set to is Borel: each strict superlevel is a relatively open subset of , together with when the level is negative. Step 2.1 gives its Riemann integrability. By [A1] and [F13], its Riemann integral over equals its Lebesgue integral, which is the Lebesgue integral of over . Thus the Jordan volume integral in step 4.1 is exactly the volume integral used by [F5]. Apply [F5] to on the finite piecewise- presentation [F3] to obtain . Substitution into step 4.1 proves the asserted identity. Countable Choice is used through [F5] and [F13].
The upwind ALE step conserves mass and preserves constants
Statement
For every input satisfying Conservative upwind ALE finite-volume step, the procedure completes after finitely many operations and returns exactly one of mesh_crossing (with no updated state, if some ) or success (with a unique updated array, if all ). Whenever it returns success, it preserves total periodic mass, . It also preserves every constant state: if for every cell, then for every cell. The mass and constant-state properties require no CFL condition.
Facts & Assumptions
Given: An admissible periodic moving grid, a constant physical speed, cell averages, and the inputs of Conservative upwind ALE finite-volume step.
Periodic one-dimensional moving grid: indices are periodic, , and .
Conservative upwind ALE finite-volume step: after computing the finite trial face table it returns mesh_crossing with no state update if any new ; otherwise it accepts the trial mesh and returns success with the cell averages defined by , where .
Proof
By [F1], the input has a finite number of cells and faces. The algorithm performs a fixed finite number of arithmetic operations and comparisons per cell or face, so its trial face calculation and Jacobian check terminate. If some , its specified branch returns mesh_crossing before any state update.
Sum the update in [F2] over one period. Each face flux occurs once with a plus sign and once with a minus sign, so the periodic flux sum is zero. The remaining identity is .
If every input average equals , then gives . Thus . Substituting this in [F2] and using [F3] gives .
If all checked Jacobians are positive, each update equation in [F2] has the unique solution obtained by dividing its specified right-hand side by . There are finitely many such formulas, and no further failure branch, so the algorithm returns success with exactly this array.
In the success branch of step 2.1, divide the equality in step 1.3 by to obtain .
Robin-Robin iteration contracts to the monolithic trace
Statement
Assume the model, positive Schur operators, and algorithm of Finite-dimensional backward-Euler diffusion transmission model, The diffusion Schur complement is positive and minimizes energy, and Finite-budget Robin-Robin transmission iteration, with . Every Robin solve in the algorithm exists uniquely, and for every admitted input it returns converged with the current first-subdomain trace on the first passing test, or returns budget_exhausted with after at most passes. Let be the unique monolithic trace solving , and put and , . Then , the unique fixed point of the iteration corresponds exactly to , and the incoming-data error satisfies
If the algorithm's stop test succeeds at pass , its returned trace satisfies . A budget_exhausted return carries no such certificate.
Facts & Assumptions
Given: The finite-dimensional diffusion transmission model, positive definite, , loads , and the finite-pass algorithm.
Finite-dimensional backward-Euler diffusion transmission model: the outward flux is , and the monolithic trace equation is .
The diffusion Schur complement is positive and minimizes energy: each is self-adjoint positive definite.
Finite-budget Robin-Robin transmission iteration: each pass uses and exchanges .
Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis: each finite-dimensional real self-adjoint endomorphism has an orthonormal eigenbasis.
Proof
For each , is self-adjoint positive definite because for every . It is therefore invertible on the finite-dimensional space ; its inverse and the operators have finite norms, and because . Each first solve uniquely determines , the first exchange uniquely determines , the second solve uniquely determines , and the last exchange uniquely determines . Since is finite, these operations define all passes up to ; the tests either return converged at the first pass that satisfies them or, if none does, return budget_exhausted with the last trace. Thus the algorithm is well-defined and terminates within its stated budget.
By [F1] and [F2], is positive definite, so the monolithic trace exists uniquely. Set ; then . Define and .
The first Robin equation in [F3] is equivalent to , and its exchange is ; the second equation and exchange have the same forms with indices 1 and 2 reversed. Since , the pair is unchanged by both exchanges, so gives a fixed point.
Conversely, at any fixed point the two exchange equalities give and . Adding the equalities for and yields , hence ; subtracting yields . Thus the common trace solves the unique monolithic equation from step 1.2, proving the fixed point is unique.
By [F2] and [F4], in an orthonormal eigenbasis of , has eigenvalues with . Each has absolute value strictly below , so . Subtracting the fixed-point equations from the iteration equations in [F3] gives and then . Therefore the displayed error map holds and .
Put and . The error map in step 3.1 gives . Since , the reverse triangle inequality yields . The first solve in [F3] gives . Therefore the stop test in [F3] implies . If the finite pass budget is exhausted without this test, no trace certificate has been issued.
CFL monotonicity and weighted L1 contraction for the ALE step
Statement
Suppose the step of Conservative upwind ALE finite-volume step succeeds and, for every cell,
Then the update is monotone, maps nonnegative cell averages to nonnegative cell averages, and for any two input arrays with outputs it satisfies
Facts & Assumptions
Given: A periodic moving grid, the successful upwind ALE step, and the stated cellwise CFL inequalities.
Periodic one-dimensional moving grid: , , and indices are periodic.
Conservative upwind ALE finite-volume step: the update is linear in the input averages and uses the relative-speed upwind flux, provided every .
The upwind ALE step conserves mass and preserves constants: every successful step conserves weighted mass for arbitrary inputs and preserves constant input arrays.
Proof
Put . Expanding the flux difference in [F2] gives . The first and third coefficients are nonnegative by the sign definitions of positive and negative parts; the middle coefficient is nonnegative by the CFL condition.
Divide by the positive from success. The resulting matrix has nonnegative entries, so componentwise implies , and implies . By [F3], the update preserves constants, hence every row of sums to .
For each coordinate vector , mass conservation in [F3] gives . Linearity and nonnegativity now imply . This is the asserted weighted contraction.
5 · Examples, counterexamples and false statements
None yet.
Sources
- Ernst Hairer, Geometric Numerical Integration, Lecture 2: Symplectic Integrators
- Emil Engström and Eskil Hansen, Time-dependent Steklov–Poincaré operators and space-time Robin–Robin decomposition for the heat equation (2022)
- Martina Maria Joosten, Aspects of interface modelling in fluid-structure interaction problems, PhD thesis, Swansea University (2011)
- J. Donea, A. Huerta, J.-Ph. Ponthot, and A. Rodríguez-Ferran, Arbitrary Lagrangian–Eulerian Methods, Encyclopedia of Computational Mechanics, Vol. 1, Chapter 14 (2004)