Gauss‐Lobatto‐Legendre‐Birkhoff pseudospectral approximations for the multi‐term time fractional diffusion‐wave equation with Neumann boundaryconditions

A second‐order finite difference/pseudospectral scheme is proposed for numerical approximation of multi‐term time fractional diffusion‐wave equation with Neumann boundary conditions. The scheme is based upon the weighted and shifted Grünwald difference operators approximation of the time fractional calculus and Gauss‐Lobatto‐Legendre‐Birkhoff (GLLB) pseudospectral method for spatial discretization. The unconditionally stability and convergence of the scheme are rigorously proved. Numerical examples are carried out to verify theoretical results.     

FOURIER-CHEBYSHEV PSEUDOSPECTRAL METHOD FOR THREE-DIMENSIONAL VORTICITY EQUATION WITH UNILATERALLY PERIODIC BOUNDARY CONDITION

A Fourier-Chebyshev pseudospectral scheme is proposed for three-dimensionalvorticily equation with unilaterally periodic boundary condition. The generalized stability and convergence are analysed. The numerical results are presented.     

A LEGENDRE PSEUDOSPECTRAL METHOD FOR SOLVINGNONLINEAR KLEIN-GORDON EQUATION

1.IntroductionAsweknow,theKlein-Gordonequationisanimportantmathematicalmodelinquantummechanics.Itisoftheformwherefi=(--1,1)",x=(xl,x25'jx.),bisarealnumber.AssumethatU000=UI(x)=0onOnandAsin[1],itcanbeshownthatifUOEHI(n)nH(n),UIEL'(fl)andfEL'(o,T;L'(n)),then(1.1)hasuniquesolutionUELoo(o,T;Hi(n)nH(fl)).oftheotherhand,somefinitedifferenceschemeswereproposedin12,31withstrictproo]ofgeneralizedstabilityandconvergence.TheirnumericalsolutionskeepthediscretEconservations.Oneofspecialcases(…     

Fourier-Chebyshev pseudospectral method for two-dimensional vorticity equation

Summary A Fourier-Chebyshev pseudospectral scheme is proposed for two-dimensional unsteady vorticity equation. The generalized stability and convergence are proved strictly. The numerical results are presented.     

Multiple-interval pseudospectral approximation for nonlinear optimal control problems with time-varying delays

A multiple-interval pseudospectral scheme is developed for solving nonlinear optimal control problems with time-varying delays, which employs collocation at the shifted flipped Jacobi-Gauss–Radau points. The new pseudospectral scheme has the following distinctive features/abilities: (i) it can directly and flexibly solve nonlinear optimal control problems with time-varying delays without the tedious quasilinearization procedure and the uniform mesh restriction on time domain decomposition, and (ii) it provides a smart approach to compute the values of state delay efficiently and stably, and a unified framework for solving standard and delay optimal control problems. Numerical results on benchmark delay optimal control problems including challenging practical engineering problems demonstrate that the proposed pseudospectral scheme is highly accurate, efficient and flexible.     

LAGUERRE PSEUDOSPECTRAL METHOD FOR NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS

AbstractThe Laguerre Gauss-Radau interpolation is investigated. Some approximation results are obtained. As an example, the Laguerre pseudospectral scheme is constructed for the BBM equation. The stability and the convergence of proposed scheme are proved. The numerical results show the high accuracy of this approch.     

An exponential wave integrator Fourier pseudospectral method for the nonlinear Schrödinger equation with wave operator

In this article, an exponential wave integrator Fourier pseudospectral (EWI-FP) method is proposed for solving the nonlinear Schrödinger equation with wave operator. The numerical method is based on a Deuflhard-type exponential wave integrator for temporal integration and the Fourier pseudospectral method for spatial discretizations. The scheme is fully explicit and very efficient thanks to the fast Fourier transform. Numerical analysis of the proposed EWI-FP method is carried out and rigorous error estimates are established by means of the mathematical induction. Numerical results are reported to confirm the theoretical studies.     

Fourier-Chebyshev Pseudospectral Method for Three-Dimensional Vorticity Equation

1.IntroductionInstudyingboundarylayers,flowspastsllddenlyheatedverticalplatesandotherrelatedproblems,we.havetoconsiderbilaterallyperiodicproblems.Thereareseveralwaystosolvethemnumerically.Forinstance,Murdok[1],Macaraeg[2]andBenyuGuo,Yue-shanXiong[31proposedspectral--differenceschemes,whileCanuto,Maday,Quarteroni[41andGuoBen--yu,CaoWeiMing[']developedspectral-finiteelementschemes.Buttheaccuracyofalltheseschemesisstilllimitedduetofinitedifferenceandfiniteelementapproximations,evenifthegenu…     

非线性发展型方程的Legendre拟谱逼近

本文考虑非稳态Burgers方程的拟谱逼近，构造了一类Legendre拟谱计算格式并证明了其收敛性，数值结果显示了格式的有效性。     

Modified Laguerre pseudospectral method refined by multidomain Legendre pseudospectral approximation

A modified Laguerre pseudospectral method is proposed for differential equations on the half-line. The numerical solutions are refined by multidomain Legendre pseudospectral approximation. Numerical results show the spectral accuracy of this approach. Some approximation results on the modified Laguerre and Legendre interpolations are established. The convergence of proposed method is proved.     

Direct trajectory optimization and costate estimation of finite-horizon and infinite-horizon optimal control problems using a Radau pseudospectral method

A method is presented for direct trajectory optimization and costate estimation of finite-horizon and infinite-horizon optimal control problems using global collocation at Legendre-Gauss-Radau (LGR) points. A key feature of the method is that it provides an accurate way to map the KKT multipliers of the nonlinear programming problem to the costates of the optimal control problem. More precisely, it is shown that the dual multipliers for the discrete scheme correspond to a pseudospectral approximation of the adjoint equation using polynomials one degree smaller than that used for the state equation. The relationship between the coefficients of the pseudospectral scheme for the state equation and for the adjoint equation is established. Also, it is shown that the inverse of the pseudospectral LGR differentiation matrix is precisely the matrix associated with an implicit LGR integration scheme. Hence, the method presented in this paper can be thought of as either a global implicit integration method or a pseudospectral method. Numerical results show that the use of LGR collocation as described in this paper leads to the ability to determine accurate primal and dual solutions for both finite and infinite-horizon optimal control problems.     

Convergence of compact ADI method for solving linear Schrödinger equations

A compact ADI scheme of second‐order in time and fourth‐order in space is proposed for solving linear Schrödinger equations with periodic boundary conditions. By using the recently suggested discrete energy method, it is shown that the stable compact ADI method is unconditionally convergent in the maximum norm. Numerical experiments, including the comparisons with the second‐order ADI scheme and the time‐splitting Fourier pseudospectral method, are presented to support the theoretical results and show the effectiveness of our method. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

A PSEUDOSPECTRAL METHOD FOR VORTICITY EQUATIONS ON SPHERICAL SURFACE

ThisresearchissupportedbytheNationalNaturalScienceFoundationofChina(1990-1992)andtheNaturalScienceFoundationofShanghai(1991-1993).1.IntroductionInfluiddynamics,numericalweatherpredictionandotherengineeringfields,therearelotsofpartialdifferentialequationsdefinedonsphericalsurface[1--3].Ofcourse,finitedifferenceandfiniteelementmethodsareapplicabletotheseproblemsI4].Buttheirconvergenceratesareusuallyrestricted.Ontheotherhand,withthesocalled"infiniteorder"ofconvergence,spectralmethodshavebeen…     

广义混合非线性Schr？dinger方程的拟谱方法

本文讨论了广义混合非线性Schrodinger方程的周期初值问题,构造了守恒的半离散Fourier拟谱格式,对其近似解进行了先验估计,并证明了格式的收敛性.证明了该方程存在孤立子解,并给出其孤立子解的精确表达式.研究了线性化方程的稳定性问题,即在初值有扰动的情况下,该方程只有振荡解和鞍点.最后,通过数值例子验证了格式的可信性,数值计算表明,本格式时间方向可取大步长且是长时间稳定的,我们还计算了孤立子解,并绘出了在初值有扰动的情况下,相空间的轨线图.     

Pseudospectral collocation methods for fourth-order differential equations

A multi-domain pseudospectral collocation scheme for the approximationof linear fourth-order differential equations in one and twodimensions is presented. A complete analysis of the scheme isprovided and error estimates are proved for the one-dimensionalproblem. An efficient preconditioner based on a low-order finite-differenceapproximation to the same differential operator is proposed.The extension of the method to the biharmonic equation in twodimensions is discussed and results are presented for a problemdefined in a non-rectangular domain. Present address: Department of Mathematics, Tarbiat ModarresUniversity, Tehran, iran     

Optimization via Chebyshev polynomials

This paper presents for the first time a robust exact line-search method based on a full pseudospectral (PS) numerical scheme employing orthogonal polynomials. The proposed method takes on an adaptive search procedure and combines the superior accuracy of Chebyshev PS approximations with the high-order approximations obtained through Chebyshev PS differentiation matrices. In addition, the method exhibits quadratic convergence rate by enforcing an adaptive Newton search iterative scheme. A rigorous error analysis of the proposed method is presented along with a detailed set of pseudocodes for the established computational algorithms. Several numerical experiments are conducted on one- and multi-dimensional optimization test problems to illustrate the advantages of the proposed strategy.     

MKdV方程的多辛Fourier拟谱方法

基于谱微分矩阵方法,给出MKdV方程的多辛Fourier拟谱格式及其相应多辛离散守恒律,证明了它等价于通常的Fourier拟谱格式．数值结果表明,格式对于长时间计算具有稳定性与高精度．     

Explicit Multi-symplectic Method for a High Order Wave Equation of KdV Type

In this paper, we consider multi-symplectic Fourier pseudospectral method for a high order integrable equation of KdV type, which describes many important physical phenomena. The multi-symplectic structure are constructed for the equation, and the conservation laws of the continuous equation are presented. The multisymplectic discretization of each formulation is exemplified by the multi-symplectic Fourier pseudospectral scheme. The numerical experiments are given, and the results verify the efficiency of the Fourier pseudospectral method.     

Numerical approximations for the nonlinear time fractional reaction–diffusion equation

In this article, we propose an implicit pseudospectral scheme for nonlinear time fractional reaction–diffusion equations with Neumann boundary conditions, which is based upon Gauss–Lobatto–Legendre–Birkhoff pseudospectral method in space and finite difference method in time. A priori estimate of numerical solution is given firstly. Then the existence of numerical solution is proved by Brouwer fixed point theorem and the uniqueness is obtained. It is proved rigorously that the fully discrete scheme is unconditionally stable and convergent. Furthermore, we develop a modified scheme by adding correction terms for the problem with nonsmooth solutions. Numerical examples are given to verify the theoretical analysis.     

Runge–Kutta methods with minimal dispersion and dissipation for problems arising from computational acoustics

In this paper a new Runge–Kutta method with minimal dispersion and dissipation error is developed. The Chebyshev pseudospectral method is utilized using spatial discretization and a new fourth-order six-stage Runge–Kutta scheme is used for time advancing. The proposed scheme is more efficient than the existing ones for acoustic computations.