A nite volume method for solving parabolic

equations on curved surfaces

Donna Calhoun
Commissariat a lEnergie Atomique
DEN/SMFE/DM2S, Centre de Saclay, France
Christiane Helzel
Ruhr-University Bochum, Germany
Workshop on Numerical Methods for PDEs on Surfaces
Freiburg, Germany, Sept. 14-17, 2009
Solving parabolic equations on surfaces
Problem
Solve advection-reaction-diusion equations
q
t
+ f(q) = D
2
q + G(q)
using a nite-volume scheme on logically Cartesian smooth surface
meshes.

The operators and

2
are the surface divergence and
surface Laplacian, respectively, and

q is a vector valued function, f (q) is a ux function, and D is

a diagonal matrix of constant diusion coecients
Solving parabolic equations on surfaces
Applications

Diusion on cell surfaces

Biological pattern formation on realistic shapes (Turing

patterns, chemotaxis, and so on)

Phase-eld modeling on curvilinear grids (dendritic growth

problems)

Navier-Stokes equations on the sphere for atmospheric

applications
Solving parabolic equations on surfaces
Disk and sphere grids

Single logically Cartesian grid disk

Nearly uniform cell sizes

Solving parabolic equations on surfaces
Disk and sphere grids

Single logically Cartesian grid sphere

Nearly uniform cell sizes

Solving parabolic equations on surfaces
Other grids
Super-shape
Solving parabolic equations on surfaces
Fractional step approach
To solve
q
t
+ f(q) = D
2
q + G(q)
we alternate between these two steps :
(1) q
t
+ f(q) = 0
(2) q
t
= D
2
q + G(q)
Take a full time step t of each step. Treat each sub-problem
independently.
The focus of this talk is on describing a nite-volume scheme for
solving the parabolic step.
Solving parabolic equations on surfaces
Assumptions and requirements
Parabolic surface problem :
q
t
=
2
q + G(q)
Parabolic scheme should couple well with our nite-volume
hyperbolic solvers.

We assume that our surfaces can be described parametrically,

We do not want to involve analytic metric terms, and

Scheme should use cell-centered values.

We need a nite-volume discretization of the Laplace-Beltrami
operator on smooth quadrilateral surface meshes
Solving parabolic equations on surfaces
Previous work

Finite element methods for triangular surface meshes (Dzuik,

Elliot, Polthier, Pinkall, Desbrun, Meyer, and others),

Finite-volume schemes for diusion equations on unstructured

grids in Euclidean space (Hermeline, Eymard, Gallouet,
Herbin, LePotier, Hubert, Boyer, Shaskov, Omnes, Z. Sheng,
G. Yuan, and so on)

Approximating curvature by discretizing the Laplace-Beltrami

operator on quadrilateral meshes (G. Xu)
Solving parabolic equations on surfaces
Laplace-Beltrami operator

2
q =
1

a
_

a
_
a
11
q

+ a
21
q

_
+

a
_
a
21
q

+ a
22
q

__
with mapping
T(, ) = [X(, ), Y(, ), Z(, )]
T
and conjugate metric tensor
_
a
11
a
12
a
21
a
22
_
=
_
a
11
a
12
a
21
a
22
_
1
=
_
T

_
1
where a a
11
a
22
a
12
a
21
Solving parabolic equations on surfaces
Computing uxes at cell edges

q
i1,j
q
i,j

t
i1/2,j
t
i1/2,j
q
i,j+1
q
i,j
Flux :
_
edge
dq
dn
ds

a
_
a
11
q

+ a
12
q

Solving parabolic equations on surfaces

Computing uxes at cell edges
T(, ) = [X(, ), Y(, ), Z(, )]
T
Flux :
_
edge
dq
dn
ds

a
_
a
11
q

+ a
12
q

a
11
= T

t t = |t|
2
a
12
= a
21
= T

t = |t||

t| cos()
a
22
= T

t = |

t|
2

a = |T

| |t

t| = |t||

t| sin()
a
11
= a
22
/a, a
12
= a
21
= a
12
/a, a
22
= a
11
/a
Solving parabolic equations on surfaces
Computing edge-based uxes
_
bx
i ,j +1
bx
i ,j
dq
dn
ds
|t|
|

t|
csc()q cot() q

q
i1,j
q
i,j

t
i1/2,j
t
i1/2,j
q
i,j+1
q
i,j
Solving parabolic equations on surfaces
Discrete Laplace-Beltrami operator

2
q L(q)
1
Area
4

k=1
|t
k
|
|

t
k
|
csc(
k
)
k
q cot(
k
)
k
q

k
q is the dierence in cell centered values of q

k
q is the dierence of nodal values of q, and

k
is the angle between t
k
and

t
k
.
Solving parabolic equations on surfaces
Obtaining node values

In regions where the mesh is smooth, node values may be

obtained by an arithmetic average of the cell-centered values.

Along diagonal seams, we average using only cell centered

values on the diagonal.
Solving parabolic equations on surfaces
Physical boundaries for open surfaces
Impose boundary conditions to obtain edge values at boundary :
a q + b
dq
dn
= c
x
1,j+1
x
1,j+1
x
2,j
x
2,j+1
x
2,j
x
1,j
x
1,j
x
0,j
Obtain tridiagonal system for node values at the boundary.
Solving parabolic equations on surfaces
Equator conditions for the sphere
Match uxes at the equator and obtain a tridiagonal system for
the node values at the equator
Solving parabolic equations on surfaces
Properties of the discrete operator

9-point stencil involving only cell-centers

Requires only physical location of mesh cell centers and nodes

No surface normals are required, since discretization is

intrinsic to the surface.

Orthogonal and non-orthogonal grids both treated.

On smooth or piecewise-smooth mappings, numerical

convergence tests show second order accuracy.
Solving parabolic equations on surfaces
Accuracy
Solving parabolic equations on surfaces
Superconvergence property
Discretization is not consistent
_
_
_
_
L(q)
1
Area
_

2
q dS
_
_
_
_
O(1)
so convergence of solutions to PDEs involving L(q) relies on a
superconvergence property often seen in FV schemes.

This operator of little use in estimating curvatures of surfaces

meshes
Solving parabolic equations on surfaces
Connection to other schemes

2
q L(q)
1
Area
4

k=1
|t
k
|
|

t
k
|
csc(
k
)
k
q cot(
k
)
k
q

L(q) reduces to familar stencils on Cartesian and polar grids,

On a subset of at Delaunay surface triangulations, L(q)

reduces to the cotan formula

Closely related to diamond-cell and Discrete Duality Finite

Volume (DDFV) schemes for discretizing diusion terms on
at unstructured, polygonal meshes (Coudi`ere, Hermeline,
Omnes, Komolevo, Herbin, Eymard, Gallouet...)
Solving parabolic equations on surfaces
Connection to the cotan formula
x
6
x
0
x
1
x
2
x
3
x
3
x
4
x
2
x
4
x
1
x
5
x
5
x
6
_
[x
1
,x
2
]
q
n
dL
|x
1
x
2
|
|x
0
x
2
|
(q(x
2
) q(x
0
)) (1)
Solving parabolic equations on surfaces
Connection to the cotan formula
x
2
x
1

x
3

x
0
|x
1
x
2
|
|x
0
x
2
|
=
1
2
(cot
0,2
+ cot
0,2
) (2)
Solving parabolic equations on surfaces
Connection to the cotan formula
x
6
x
0
x
1
x
2
x
3
x
3
x
4
x
2
x
4
x
1
x
5
x
5
x
6
_
D
0

2
q dA
6

j =1
1
2
(cot(
0,j
) + cot(
0,j
)) (q(x
j
) q(x
0
))
Solving parabolic equations on surfaces
Advection-Reaction-diusion equations
q
t
+(uq) =
2
q + f (q)
a q + b
dq
dn
= c
To handle time dependency,

Runge-Kutta-Chebyschev (RKC) solver for explicit time

stepping of diusion term (Sommeijer, Shampine, Verwer,
1997).

Wave-propagation algorithms for advection terms (See

Clawpack, R. J. LeVeque).
Solving parabolic equations on surfaces
Chemotaxis in a petri-dish
u
t
= d
u

2
u
__
v
(1 + v)
2
_
u
_
+ u( u)
v
t
=
2
v + u
2
uv.
Solving parabolic equations on surfaces
Turing patterns
u
t
= D
2
u + u
_
1
1
v
2
_
+ v(1
2
u)
v
t
=
2
v + v
_
1 +

1

uv
_
+ u( +
2
v)
Solving parabolic equations on surfaces
Turing patterns
Solving parabolic equations on surfaces
Flow by mean curvature
Allen-Cahn equation
u
t
= D
2

2
+ (u u
3
)
Solving parabolic equations on surfaces
Spiral waves
Spiral waves using the Barkley model
u
t
=
2
u +
1

u(1 u)(u
v + b
a
)
v
t
= u v, = 0.02, a = 0.75, b = 0.02
Solving parabolic equations on surfaces
More?

D. Calhoun, C. Helzel, R. J. LeVeque, Logically rectangular

grids and nite volume methods for PDEs in circular and
spherical domains. SIAM Review, 50-4 (2008).

D. Calhoun, C. Helzel, A nite volume method for solving

parabolic equations on logically Cartesian curved surface
meshes, (to appear, SISC).
http://www.amath.washington.edu/calhoun/Surfaces
Code is available!
Solving parabolic equations on surfaces