M. Alcubierre et Bf. Schutz, TIME-SYMMETRICAL ADI AND CAUSAL RECONNECTION - STABLE NUMERICAL TECHNIQUES FOR HYPERBOLIC SYSTEMS ON MOVING GRIDS, Journal of computational physics, 112(1), 1994, pp. 44-77
Moving grids are of interest in the numerical solution of hydrodynamic
al problems and in numerical relativity. We show that conventional int
egration methods for the simple wave equation in one and more than one
dimension exhibit a number of instabilities on moving grids. We intro
duce two techniques, which we call causal reconnection and time-symmet
ric ADI, which together allow integration of the wave equation with ab
solute local stability in any number of dimensions on grids that may m
ove very much faster than the wave speed and that can even accelerate.
These methods allow very long time-steps, are fully second-order accu
rate, and offer the computational efficiency of operator-splitting. We
develop causal reconnection first in the one-dimensional case; we fin
d that a conventional implicit integration scheme that is unconditiona
lly stable as long as the speed of the grid is smaller than that of th
e waves nevertheless turns unstable whenever the grid speed increases
beyond this value. We introduce a notion of local stability for differ
ence equations with variable coefficients. We show that, by ''reconnec
ting'' the computational molecule at each time-step in such a way as t
o ensure that its members at different time-steps are within one anoth
er's causal domains, one eliminates the instability, even if the grid
accelerates. This permits very long time-steps on rapidly moving grids
. The method extends in a straightforward and efficient way to more th
an one dimension. However, in more than one dimension, it is very desi
rable to use operator-splitting techniques to reduce the computational
demands of implicit methods, and we find that standard schemes for in
tegrating the wave equation-Lees' first and second alternating directi
on implicit (ADI) methods-go unstable for quite small grid velocities.
Lees' first method, which is only first-order accurate on a shifting
grid, has mild but nevertheless significant instabilities. Lees' secon
d method, which is second-order accurate, is very unstable. By adoptin
g a systematic approach to the design of ADI schemes, we develop a new
ADI method that cures the instability for all velocities in any direc
tion up to the wave speed. This scheme is uniquely defined by a simple
physical principle: the ADI difference equations should be invariant
under time-inversion. (The wave equation itself and the fully implicit
difference equations satisfy this criterion, but neither of Lees' met
hods do.) This new time-symmetric ADI scheme is, as a bonus, second-or
der accurate. It is thus far more efficient than a fully implicit sche
me, just as stable, and just as accurate. By implementing causal recon
nection of the computational molecules, we extend the time-symmetric A
DI scheme to arrive at a scheme that is second-order accurate, computa
tionally efficient, and unconditionally locally stable for all grid sp
eeds and long time-steps. We have tested the method by integrating the
wave equation on a rotating grid, where it remains stable even when t
he grid speed at the edge is 15 times the wave speed. Because our meth
ods are based on simple physical principles, they should generalize in
a straightforward way to many other hyperbolic systems. We discuss br
iefly their application to general relativity and their potential gene
ralization to fluid dynamics. (C) 1994 Academic Press, Inc.