A hybrid DQ/LMQRBF-DQ approach for numerical solution of Poisson-type and Burger’s equations in irregular domain

Differential quadrature (DQ) is an efficient and accurate numerical method for solving partial differential equations (PDEs). However, it can only be used in regular domains in its conventional form. Local multiquadric radial basis function-based differential quadrature (LMQRBF-DQ) is a mesh free method being applicable to irregular geometry and allowing simple imposition of any complex boundary condition. Implementation of the latter numerical scheme imposes high computational cost due to the necessity of numerous matrix inversions. It also suffers from sensitivity to shape parameter(s). This paper presents a new method through coupling the conventional DQ and LMQRBF-DQ to solve PDEs. For this purpose, the computational domain is divided into a few rectangular shapes and some irregular shapes. In such a domain decomposition process, a high percentage of the computational domain will be covered by regular shapes thus taking advantage of conventional DQM eliminating the need to implement Local RBF-DQ over the entire domain but only on a portion of it. By this method, we have the advantages of DQ like simplicity, high accuracy, and low computational cost and the advantages of LMQRBF-DQ like mesh free and Dirac’s delta function properties. We demonstrate the effectiveness of the proposed methodology using Poisson and Burgers’ equations.     

Legendre-Laguerre coupled spectral element methods for second- and fourth-order equations on the half line

Some Legendre spectral element/Laguerre spectral coupled methods are proposed to numerically solve second- and fourth-order equations on the half line. The proposed methods are based on splitting the infinite domain into two parts, then using the Legendre spectral element method in the finite subdomain and Laguerre method in the infinite subdomain. C⁰ or C¹-continuity, according to the problem under consideration, is imposed to couple the two methods. Rigorous error analysis is carried out to establish the convergence of the method. More importantly, an efficient computational process is introduced to solve the discrete system. Several numerical examples are provided to confirm the theoretical results and the efficiency of the method.     

Preconditioned Spectral Gradient Method

The spectral gradient method is a nonmonotone gradient method for large-scale unconstrained minimization. We strengthen the algorithm by modifications which globalize the method and present strategies to apply preconditioning techniques. The modified algorithm replaces a condition of uniform positive definitness of the preconditioning matrices, with mild conditions on the search directions. The result is a robust algorithm which is effective on very large problems. Encouraging numerical experiments are presented for a variety of standard test problems, for solving nonlinear Poisson-type equations, an also for finding molecular conformations by distance geometry.     

IMPLICITY LINEAR COLLOCATION METHOD AND ITERATED IMPLICITY LINEAR COLLOCATION METHOD FOR THE NUMERICAL SOLUTION OF HAMMERSTEIN FREDHOLM INTEGRAL EQUATIONS ON 2D IRREGULAR DOMAINS

In this work, we adapt and compare implicity linear collocation method and iterated implicity linear collocation method for solving nonlinear two dimensional Fredholm integral equations of Hammerstein type using IMQ-RBFs on a non-rectangular domain. IMQs show to be the most promising RBFs for this kind of equations. The proposed methods are mesh-free and they are independent of the geometry of domain. Convergence analysis of the proposed methods together with some benchmark examples is provided which support their reliability and numerical stability.     

线性变系数中立型变延迟微分方程谱方法的收敛性

本文主要研究了应用谱方法求解线性变系数中立型变延迟微分方程,构造了相应的基于Chebyshev和Legendre正交多项式的数值方法, 证明了其收敛性,最后给出了数值算例. 这些结果表明应用谱方法求解延迟微分方程可以获得谱收敛与谱精度的计算效果.     

A Posteriori Error Estimation of Spectral and Spectral Element Methods for the Stokes/Darcy Coupled Problem

In this paper, we carry out an a posteriori error analysis of Legendre spectral approximations to the Stokes/Darcy coupled equations. The spectral approximations are based on a weak formulation of the coupled equations by using the Beavers-Joseph-Saffman interface condition. The main contribution of the paper consists of deriving a number of posteriori error indicators and their upper and lower bounds for the single domain case. An extension of the upper bounds to the multi-domain case in the spectral element framework is also given.     

Single and multi‐interval Legendre spectral methods in time for parabolic equations

In this article, we take the parabolic equation with Dirichlet boundary conditions as a model to present the Legendre spectral methods both in spatial and in time. Error analysis for the single/multi‐interval schemes in time is given. For the single interval spectral method in time, we obtain a better error estimate in L²‐norm. For the multi‐interval spectral method in time, we obtain the L²‐optimal error estimate in spatial. By choosing approximate trial and test functions, the methods result in algebraic systems with sparse forms. A parallel algorithm is constructed for the multi‐interval scheme in time. Numerical results show the efficiency of the methods. The methods are also applied to parabolic equations with Neumann boundary conditions, Robin boundary conditions and some nonlinear PDEs. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

On Spectral Method for Volterra Functional Integro-Differential Equations of Neutral Type

The main purpose of this work is to provide a numerical method for the solution of Volterra functional integro-differential equations of neutral type based on a spectral approach. We analyze the convergence properties of the spectral method to approximate smooth solutions of Volterra functional integro-differential equations of neutral type. It is shown that for the neutral integro-differential equations, the spectral methods yield an exponential order of convergence.     

A shift‐adaptive meshfree method for solving a class of initial‐boundary value problems with moving boundaries in one‐dimensional domain

A new shift‐adaptive meshfree method for solving a class of time‐dependent partial differential equations (PDEs) in a bounded domain (one‐dimensional domain) with moving boundaries and nonhomogeneous boundary conditions is introduced. The radial basis function (RBF) collocation method is combined with the finite difference scheme, because, unlike with Kansa's method, nonlinear PDEs can be converted to a system of linear equations. The grid‐free property of the RBF method is exploited, and a new adaptive algorithm is used to choose the location of the collocation points in the first time step only. In fact, instead of applying the adaptive algorithm on the entire domain of the problem (like with other existing adaptive algorithms), the new adaptive algorithm can be applied only on time steps. Furthermore, because of the radial property of the RBFs, the new adaptive strategy is applied only on the first time step; in the other time steps, the adaptive nodes (obtained in the first time step) are shifted. Thus, only one small system of linear equations must be solved (by LU decomposition method) rather than a large linear or nonlinear system of equations as in Kansa's method (adaptive strategy applied to entire domain), or a large number of small linear systems of equations in the adaptive strategy on each time step. This saves a lot in time and memory usage. Also, Stability analysis is obtained for our scheme, using Von Neumann stability analysis method. Results show that the new method is capable of reducing the number of nodes in the grid without compromising the accuracy of the solution, and the adaptive grading scheme is effective in localizing oscillations due to sharp gradients or discontinuities in the solution. The efficiency and effectiveness of the proposed procedure is examined by adaptively solving two difficult benchmark problems, including a regularized long‐wave equation and a Korteweg‐de Vries problem. © 2016Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1622–1646, 2016     

Chebyshev tau meshless method based on the highest derivative for fourth order equations

It is well known that the numerical integration process is much less sensitive than numerical differential process when dealing with the differential equations. After integration, accuracy is no longer limited by that of the slowly convergent series for the highest derivative, but only by that of the unknown function itself. In this paper, a Chebyshev tau meshless method based on the highest derivative (CTMMHD) is developed for fourth order equations on irregularly shaped domains with complex boundary conditions. The problem domain is embedded in a domain of regular shape. The integration and multiplication of Chebyshev expansions are given in matrix representations. Several numerical experiments including standard biharmonic problems, problems with variable coefficients and nonlinear problems are implemented to verify the high accuracy and efficiency of our method.     

复杂边界旋转Navier-Stokes方程的几何方法及二度并行算法

本文提出了一种求解复杂边界旋转Navier-Stokes方程的微分几何方法及其二度并行算法.此方法可用于求解透平机械内部叶片间流动和飞行器外部绕流等复杂流动问题.假设流动区域可以用一系列光滑曲面■_k,k=1,2,…,K分割为一系列子区域(称作流层),通过应用微分几何的方法,三维N-S算子可以分解为两类算子之和:建立在曲面■_k切空间上"膜算子"和曲面■_k法线方向的"挠曲算子",将挠曲算子应用欧拉中心差商来逼近,由此得到建立在■_k上的"2D-3C"N-S方程.求解2D-3C N-S方程并且反复迭代直到收敛.我们得到"二度并行算法",它是2D-3C N-S方程并行算法与k方向的同时并行.这个算法的优点在于,(1)可以改进由于复杂边界造成的不规则三维网格引起的逼近解的精度;(2)为克服边界层的数值效应,在边界层内可以构造很密的流层,形成三维多尺度的网格,是一个很好的边界层算法;(3)这个方法不同于经典的区域分解算法,这里的每个子区域只需要求解一个"2D-3C"N-S方程,而经典区域分解方法要在每个子区域上求解三维问题.     

Legendre–Gauss collocation methods for ordinary differential equations

In this paper, we propose two efficient numerical integration processes for initial value problems of ordinary differential equations. The first algorithm is the Legendre–Gauss collocation method, which is easy to be implemented and possesses the spectral accuracy. The second algorithm is a mixture of the collocation method coupled with domain decomposition, which can be regarded as a specific implicit Legendre–Gauss Runge–Kutta method, with the global convergence and the spectral accuracy. Numerical results demonstrate the spectral accuracy of these approaches and coincide well with theoretical analysis.      

An unstructured finite volume time domain method for structural dynamics

An unstructured finite volume time domain method (UFVTDM) is proposed to simulate stress wave propagation, in which the original variables of displacement and stress are solved based on the dynamic equilibrium equations. An Euler explicit and unstructured finite volume method is used for time dependent and spacial terms respectively. The displacements are stored on the cell vertex and a vertex based finite volume method is formed with that integral surface and the stresses are as assumed to be uniform in the cell. The present UFVTDM has several features. (1) The governing equations are discretized with the finite volume method which naturally follows conservation laws. (2) It can handle complex engineering problem. (3) This method is also able to analyze the natural characteristics and the numerical experiment shows that it is very efficient. Several cases are used to show the capability of the algorithm.     

Solving parabolic problems with different time steps in different regions in space based on domain decomposition methods

We describe a method for solving parabolic partial differential equations (PDEs) using local refinement in time. Different time steps are used in different spatial regions based on a domain decomposition finite element method. Extrapolation methods based on either a linearly implicit mid-point rule or a linearly implicit Euler method are used to integrate in time. Extrapolation methods are a better fit than BDF methods in our context since local time stepping in different spatial regions precludes history information. Some linear and nonlinear examples demonstrate the effectiveness of the method.     

Numerical Solution of Partial Differential Equations in Arbitrary Shaped Domains Using Cartesian Cut-Stencil Finite Difference Method. Part I: Concepts and Fundamentals

A new finite difference (FD) method, referred to as "Cartesian cut-stencil FD", is introduced to obtain the numerical solution of partial differential equations on any arbitrary irregular shaped domain. The 2^nd-order accurate two-dimensional Cartesian cut-stencil FD method utilizes a 5-point stencil and relies on the construction of a unique mapping of each physical stencil, rather than a cell, in any arbitrary domain to a generic uniform computational stencil. The treatment of boundary conditions and quantification of the solution accuracy using the local truncation error are discussed. Numerical solutions of the steady convection-diffusion equation on sample complex domains have been obtained and the results have been compared to exact solutions for manufactured partial differential equations (PDEs) and other numerical solutions.     

求解界面方程的Chebyshev加速算法

非重叠区域分解算法在于建立和求解相关的界面方程．建立界面方程在理论上虽。然容易推导，例如某些问题可用Gauss块消去法，但在实际计算时并不可行，所以界面方程在一些算法中是陷式的．而求解界面方程一般要进行预处理，本提出一种区域分解算法，可得出界面方程的显式表达．算法是完全并行的，所得出的界面方程的系数矩阵的条件数已与网参数无关，事实上就是(Sh^（1）)^-1Sh，进而可直接用收敛速度较快的Chebyshev加速算法求解该界面方程，在充分应用并行计算方法的条件下，本算法与[4]中的算法相比计算效率提高．     

On modified method of simplest equation for obtaining exact and approximate solutions of nonlinear PDEs: The role of the simplest equation

The modified method of simplest equation is powerful tool for obtaining exact and approximate solutions of nonlinear PDEs. These solutions are constructed on the basis of solutions of more simple equations called simplest equations. In this paper we study the role of the simplest equation for the application of the modified method of simplest equation. We follow the idea that each function constructed as polynomial of a solution of a simplest equation is a solution of a class of nonlinear PDEs. We discuss three simplest equations: the equations of Bernoulli and Riccati and the elliptic equation. The applied algorithm is as follows. First a polynomial function is constructed on the basis of a simplest equation. Then we find nonlinear ODEs that have the constructed function as a particular solution. Finally we obtain nonlinear PDEs that by means of the traveling-wave ansatz can be reduced to the above ODEs. By means of this algorithm we make a first step towards identification of the above-mentioned classes of nonlinear PDEs.     

Solving boundary value problems,integral, and integro-differential equations using Gegenbauer integration matrices

We introduce a hybrid Gegenbauer (ultraspherical) integration method (HGIM) for solving boundary value problems (BVPs), integral and integro-differential equations. The proposed approach recasts the original problems into their integral formulations, which are then discretized into linear systems of algebraic equations using Gegenbauer integration matrices (GIMs). The resulting linear systems are well-conditioned and can be easily solved using standard linear system solvers. A study on the error bounds of the proposed method is presented, and the spectral convergence is proven for two-point BVPs (TPBVPs). Comparisons with other competitive methods in the recent literature are included. The proposed method results in an efficient algorithm, and spectral accuracy is verified using eight test examples addressing the aforementioned classes of problems. The proposed method can be applied on a broad range of mathematical problems while producing highly accurate results. The developed numerical scheme provides a viable alternative to other solution methods when high-order approximations are required using only a relatively small number of solution nodes.     

Solving nonlinear equations with the convex combination of two positive spectral coefficients

We present a spectral algorithm based on the convex combination of two modified spectral coefficients for solving systems of nonlinear equations. The proposed algorithm does not require the exact or approximated directional derivative for its implementation. By employing a derivative-free line search, the global convergence of the sequence generated by the algorithm is supported. Numerical experiments are given to demonstrate the performance of the algorithm compared with a similar algorithm in the literature for solving nonlinear equations problems.     

Spectral discretizations of 3-D elliptic problems and fast domain decomposition methods

An important for applications, the class of hp discretizations of second-order elliptic equations consists of discretizations based on spectral finite elements. The development of fast domain decomposition algorithms for them was restrained by the absence of fast solvers for the basic components of the method, i.e., for local interior problems on decomposition subdomains and their faces. Recently, the authors have established that such solvers can be designed using special factorized preconditioners. In turn, factorized preconditioners are constructed using an important analogy between the stiffness matrices of spectral and hierarchical basis hp-elements (coordinate functions of the latter are defined as tensor products of integrated Legendre polynomials). Due to this analogy, for matrices of spectral elements, fast solvers can be developed that are similar to those for matrices of hierarchical elements. Based on these facts and previous results on the preconditioning of other components, fast domain decomposition algorithms for spectral discretizations are obtained.