Klein-Gordon equation with advection on unbounded domains using spectral elements and high-order non-reflecting boundary conditions

A reduced shallow water model under constant, non-zero advection in the infinite channel is considered. High-order (Givoli-Neta) non-reflecting boundary conditions are introduced in various configurations to create a finite computational space and solved using a spectral element formulation with high-order time integration. Numerical examples are used to demonstrate the synergy of using high-order spatial, time, and boundary discretization. We show that by balancing all numerical errors involved, high-order accuracy can be achieved for unbounded domain problems.     

The new alternating direction implicit difference methods for solving three-dimensional parabolic equations

A new alternating direction implicit (ADI) scheme for solving three-dimensional parabolic equations with nonhomogeneous boundary conditions is presented. The scheme is also extended to high-order compact difference scheme. Both of them have the advantages of unconditional stability and being convenient to compute the boundary values of the intermediates. Besides this, the compact scheme has high-order accuracy and uses less computational time. Numerical examples are presented and the results are very satisfactory.     

On shifted Jacobi spectral method for high-order multi-point boundary value problems

This paper reports a spectral tau method for numerically solving multi-point boundary value problems (BVPs) of linear high-order ordinary differential equations. The construction of the shifted Jacobi tau approximation is based on conventional differentiation. This use of differentiation allows the imposition of the governing equation at the whole set of grid points and the straight forward implementation of multiple boundary conditions. Extension of the tau method for high-order multi-point BVPs with variable coefficients is treated using the shifted Jacobi Gauss–Lobatto quadrature. Shifted Jacobi collocation method is developed for solving nonlinear high-order multi-point BVPs. The performance of the proposed methods is investigated by considering several examples. Accurate results and high convergence rates are achieved.     

无限域拉普拉斯方程问题的高阶边界条件及其应用

对无限域Laplace方程问题,推导出了高阶边界条件.在采用数值方法的有限域的外边界上应用高阶边界条件,可以在保证计算精度的前提下缩小数值求解域,从而减小计算工作量和少占用计算机内存.数值算例表明,一阶边界条件近似于精确边界条件,它明显地优于经典边界条件和二阶边界条件.     

The new alternating direction implicit difference methods for the wave equations

A new second-order alternating direction implicit (ADI) scheme, based on the idea of the operator splitting, is presented for solving two-dimensional wave equations. The scheme is also extended to a high-order compact difference scheme. Both of them have the advantages of unconditional stability, less impact of the perturbing terms on the accuracy, and being convenient to compute the boundary values of the intermediates. Besides this, the compact scheme has high-order accuracy and costs less in computational time. Numerical examples are presented and the results are very satisfactory.     

Two perturbation formulations of the nonlinear dynamics of a cable excited by a boundary motion

A nonlinear cable excited by an inclined boundary motion, termed as cable's moving boundary problem, is attacked by two different perturbation approaches, i.e., the boundary modulation formulation and the quasi-static drift formulation. The former transforms the boundary motion into a weak modulation on cable's high-order dynamics, while the latter introduces a hybrid mode expansion using an empirical drift shape function. In both formulations, the inclined boundary motion induces three different excitation effects, i.e., longitudinal direct, vertical boundary kinematic, and high-order parametric, all of which being characterized by the parametric modulation factors. Detailed comparative studies indicate that the modulation factors in the two formulations are exactly equivalent to each other only if a new drift shape function, well defined in the boundary modulation formulation, is used for the quasi-static drift formulation. In contrast, the empirical shape functions lead only to an approximate equivalence for intermediate/large boundary motion inclinations. Moreover, for small inclinations, the two formulations induce possible quantitative and qualitative differences. The approximate analytical framework is validated and shown to be computationally efficient, by comparison with the finite difference method.     

Galerkin-Chebyshev spectral method and block boundary value methods for two-dimensional semilinear parabolic equations

In this paper, we present a high-order accurate method for two-dimensional semilinear parabolic equations. The method is based on a Galerkin-Chebyshev spectral method for discretizing spatial derivatives and a block boundary value methods of fourth-order for temporal discretization. Our formulation has high-order accurate in both space and time. Optimal a priori error bound is derived in the weighted \(L^{2}_{\omega }\)-norm for the semidiscrete formulation. Extensive numerical results are presented to demonstrate the convergence properties of the method.     

High-order convergent deferred correction schemes based on parameterized Runge–Kutta–Nyström methods for second-order boundary value problems

Iterated deferred correction is a widely used approach to the numerical solution of first-order systems of nonlinear two-point boundary value problems. Normally, the orders of accuracy of the various methods used in a deferred correction scheme differ by 2 and, as a direct result, each time deferred correction is used the order of the overall scheme is increased by a maximum of 2. In [16], however, it has been shown that there exist schemes based on parameterized Runge–Kutta methods, which allow a higher increase of the overall order. A first example of such a high-order convergent scheme which allows an increase of 4 orders per deferred correction was based on two mono-implicit Runge–Kutta methods. In the present paper, we will investigate the possibility for high-order convergence of schemes for the numerical solution of second-order nonlinear two-point boundary value problems not containing the first derivative. Two examples of such high-order convergent schemes, based on parameterized Runge–Kutta-Nyström methods of orders 4 and 8, are analysed and discussed.     

On solving structural acoustics problems in time-domain

The structural acoustics problem is formulated as a hyperbolic system of conservation laws which leads to an abstract Cauchy problem in common Hilbert space settings. The Cauchy problem is approximated by using high-order, multi-stage Taylor-Galerkin methods which provide high-order temporal accuracy and unconditional stability on arbitrary (unstructured) finite element grids. The formulation is extended to problems posed on unbounded domains by introduction of iterative radiation boundary conditions. The proposed approaches are shown to produce very good results for the test cases considered.     

A new high-order energy-preserving scheme for the modified Korteweg-de Vries equation

In this paper, a new high-order energy-preserving scheme is proposed for the modified Korteweg-de Vries equation. The proposed scheme is constructed by using the Hamiltonian boundary value methods in time, and Fourier pseudospectral method in space. Exploiting this method, we get second-order and fourth-order energy-preserving integrators. The proposed schemes not only have high accuracy, but also exactly conserve the total mass and energy in the discrete level. Finally, single solitary wave and the interaction of two solitary waves are presented to illustrate the effectiveness of the proposed schemes.     

四阶正则微分算子耦合自共轭边界条件的基本标准型

本文利用新的方法给出了4阶正则微分算子耦合自共轭边界条件的基本标准型,新标准型中的4个分块小矩阵为对称矩阵,且其行列式的模为1.这与2阶微分算子耦合边界条件的标准型极为类似,这为给出一般的高阶微分算子自共轭边界条件标准型提供了新的思路.     

On the stability of the high-order Higdon Absorbing Boundary Conditions

The Higdon sequence of Absorbing Boundary Conditions (ABCs) for the linear wave equation is considered. Building on a previous work of Ha-Duong and Joly, which related to other forms of boundary conditions, the Higdon ABCs are proved to be energy-stable (on the continuous level) up to any order. This type of stability is stronger than the more standard notion of stability of initial boundary value problems in the sense of Kreiss; in particular it leads to stability estimates which are uniform in time. In consequence to the theorem proved here, energy-stability is immediately implied for the high-order Givoli-Neta and Hagstrom-Warburton ABCs, which are reformulations of the Higdon ABCs using auxiliary variables. A weakness of this theory is that it requires sufficiently smooth data, and that the required smoothness level increases with the order of the ABC. This issue and its implications are discussed.     

Precise integration method for natural frequencies and mode shapes of ocean risers with elastic boundary conditions

The effects of the elastic constraints simulating damaged and undamaged boundaries on the natural frequencies and mode shapes of ocean risers with a variable axial tension are investigated using the precise integration method (PIM). The classical high-order variable-coefficient partial-differential governing equation of the free vibration of ocean risers is reduced to a set of first-order ordinary differential equations and efficiently solved by the PIM. The main advantages of the PIM are that the numerical results can be calculated with high accuracy even when total element number n, number of iterations N and Taylor expansion terms r are small. Moreover, the computing time is quite short. Various boundary conditions are modeled as linear elastic constraints using a pair of translational and torsional springs, and four types of boundary damage coefficients are proposed to investigate the effects of a damaged boundary on the natural frequencies. The results for specific boundary conditions show agreement with those reported in the literature, and the calculation errors are very small in comparison with the analytical solution. Overall, the methodology of PIM is applicable for the investigation of the natural frequencies and mode shapes of ocean risers with a variable axial tension and cross-section and various boundary conditions.     

The use of compact boundary value method for the solution of two-dimensional Schrödinger equation

In this paper, a high-order and accurate method is proposed for solving the unsteady two-dimensional Schrödinger equation. We apply a compact finite difference approximation of fourth-order for discretizing spatial derivatives and a boundary value method of fourth-order for the time integration of the resulting linear system of ordinary differential equations. The proposed method has fourth-order accuracy in both space and time variables. Moreover this method is unconditionally stable due to the favorable stability property of boundary value methods. The results of numerical experiments are compared with analytical solutions and with those provided by other methods in the literature. These results show that the combination of a compact finite difference approximation of fourth-order and a fourth-order boundary value method gives an efficient algorithm for solving the two dimensional Schrödinger equation.     

Existence of solutions for nonlinear high-order fractional boundary value problem with integral boundary condition

The main purpose of this paper is to present the existence results of solutions and positive solutions of nonlinear high-order fractional boundary value problems with integral boundary condition. By using the Banach fixed point theorem and the Krasnosel’skii fixed point theorem, we obtain the existence and uniqueness of real solution. By the Guo–Krasnosel’skii fixed point theorem on the cone, we obtain a desired result for guaranteeing the existence of positive solution. Several interesting examples relevant to the main results are also considered.     

On Local Nonreflecting Boundary Conditions for Time Dependent Wave Propagation

The simulation of wave phenomena in unbounded domains generally requires an artificial boundary to truncate the unbounded exterior and limit the computation to a finite region. At the artificial boundary a boundary condition is then needed, which allows the propagating waves to exit the computational domain without spurious reflection. In 1977, Engquist and Majda proposed the first hierarchy of absorbing boundary conditions, which allows a systematic reduction of spurious reflection without moving the artificial boundary farther away from the scatterer. Their pioneering work, which initiated an entire research area, is reviewed here from a modern perspective. Recent developments such as high-order local conditions and their extension to multiple scattering are also presented. Finally, the accuracy of high-order local conditions is demonstrated through numerical experiments.     

A principle of images for absorbing boundary conditions

When one uses high-order finite difference schemes for the wave equation, for instance fourth order schemes, the treatment of boundary conditions poses a real difficulty since one needs several additional equations (for the nodes close to the boundary), while one single scalar boundary condition is available. In the case of perfectly reflecting boundary conditions, namely the homogeneous Neumann or Dirichlet conditions, this difficulty can be overcomed by the use of the well-known image principle, which permits the extension of the equation outside of the domain of calculation by an appropriate symmetrization of the data. We propose in this article a generalization of this principle to the absorbing boundary conditions. Through a symmetrization process, we are led to introduce a damped wave equation with a damping term supported by the boundary. The treatment of the boundary condition is then replaced by the approximation of this new damped wave equation in the whole space. The theoretical justification of our approach is based on new energy estimates for the wave equation (when high-order absorbing boundary conditions are used), and constitutes an alternative to the use of the well-known Kreiss criterion to prove the stability of the associated initial boundary value problems. © 1994 John Wiley & Sons, Inc.     

Differential quadrature solutions of eighth-order boundary-value differential equations

Special cases of linear eighth-order boundary-value problems have been solved using polynomial splines. However, divergent results were obtained at points adjacent to boundary points. This paper presents an accurate and general approach to solve this class of problems, utilizing the generalized differential quadrature rule (GDQR) proposed recently by the authors. Explicit weighting coefficients are formulated to implement the GDQR for eighth-order differential equations. A mathematically important by-product of this paper is that a new kind of Hermite interpolation functions is derived explicitly for the first time. Linear and non-linear illustrations are given to show the practical usefulness of the approach developed. Using Frechet derivatives, non-linear eighth-order problems are also solved for the first time. Numerical results obtained using even only seven sampling points are of excellent accuracy and convergence in an entire domain. The present GDQR has shown clear advantages over the existing methods and demonstrated itself as a general, stable, and accurate numerical method to solve high-order differential equations.     

带跳随机波动率模型的高阶ADI分裂格式

针对带跳随机波动率模型满足的偏积分微分方程,提出一种新的高阶交替方向隐式（ADI）有限差分格式,该模型是一个具有混合导数和非常数系数的对流扩散型初边值问题.我们将不同的高阶空间离散与时间步ADI分裂格式相结合,得到了一种空间四阶精度、时间二阶精度的有效方法,并采用Fourier方法分析了高阶ADI格式的稳定性.最后,通过对欧式看跌期权定价模型进行数值实验证实了数值方法的高阶收敛性.     

A fast direct algorithm for implementing a high-order finite element method on rectangles as applied to boundary value problems for the Poisson equation

Fast direct and inverse algorithms for expansion in terms of eigenvectors of one-dimensional eigenvalue problems for a high-order finite element method (FEM) are proposed based on the fast discrete Fourier transform. They generalize logarithmically optimal Fourier algorithms for solving boundary value problems for Poisson-type equations on rectangular meshes to high-order FEM. The algorithms can be extended to the multidimensional case and can be applied to nonstationary problems.