Some theoretical aspects of elastic wave modeling with a recently developed spectral element method

A spectral element method has been recently developed for solving elastodynamic problems. The numerical solutions are obtained by using the weak formulation of the elastodynamic equation for heterogeneous media, based on the Galerkin approach applied to a partition, in small subdomains, of the original physical domain. In this work, some mathematical aspects of the method and the associated algorithm implementation are systematically investigated. Two kinds of orthogonal basis functions, constructed with Legendre and Chebyshev polynomials, and their related Gauss-Lobatto collocation points are introduced. The related integration formulas are obtained. The standard error estimations and expansion convergence are discussed. An element-by-element pre-conditioned conjugate gradient linear solver in the space domain and a staggered predictor/multi-corrector algorithm in the time integration are used for strong heterogeneous elastic media. As a consequence, neither the global matrices nor the effective force vector is assembled. When analytical formulas are used for the element quadrature, there is even no need for forming element matrix in order to further save memory without losing much in computational efficiency. The element-by-element algorithm uses an optimal tensor product scheme which makes this method much more efficient than finite-element methods from the point of view of both memory storage and computational time requirements. This work is divided into two parts. The first part mainly focuses on theoretical studies with a simple numerical result for the Che-byshev spectral element, and the second part, mainly with the Legendre spectral element, will give the algorithm implementation, numerical accuracy and efficiency analyses, and then the detailed modeling example comparisons of the proposed spectral element method with a pseudo-spectral method, which will be seen in another work by Lin, Wang and Zhang.     

ADI spectral collocation methods for parabolic problems

We discuss the Crank–Nicolson and Laplace modified alternating direction implicit Legendre and Chebyshev spectral collocation methods for a linear, variable coefficient, parabolic initial-boundary value problem on a rectangular domain with the solution subject to non-zero Dirichlet boundary conditions. The discretization of the problems by the above methods yields matrices which possess banded structures. This along with the use of fast Fourier transforms makes the cost of one step of each of the Chebyshev spectral collocation methods proportional, except for a logarithmic term, to the number of the unknowns. We present the convergence analysis for the Legendre spectral collocation methods in the special case of the heat equation. Using numerical tests, we demonstrate the second order accuracy in time of the Chebyshev spectral collocation methods for general linear variable coefficient parabolic problems.     

A Stochastic Collocation Method for Delay Differential Equations with Random Input

In this work, we concern with the numerical approach for delay differential equations with random coefficients. We first show that the exact solution of the problem considered admits good regularity in the random space, provided that the given data satisfy some reasonable assumptions. A stochastic collocation method is proposed to approximate the solution in the random space, and we use the Legendre spectral collocation method to solve the resulting deterministic delay differential equations. Convergence property of the proposed method is analyzed. It is shown that the numerical method yields the familiar exponential order of convergence in both the random space and the time space. Numerical examples are given to illustrate the theoretical results.     

An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations

In recent years, there has been a growing interest in analyzing and quantifying the effects of random inputs in the solution of ordinary/partial differential equations. To this end, the spectral stochastic finite element method (SSFEM) is the most popular method due to its fast convergence rate. Recently, the stochastic sparse grid collocation method has emerged as an attractive alternative to SSFEM. It approximates the solution in the stochastic space using Lagrange polynomial interpolation. The collocation method requires only repetitive calls to an existing deterministic solver, similar to the Monte Carlo method. However, both the SSFEM and current sparse grid collocation methods utilize global polynomials in the stochastic space. Thus when there are steep gradients or finite discontinuities in the stochastic space, these methods converge very slowly or even fail to converge. In this paper, we develop an adaptive sparse grid collocation strategy using piecewise multi-linear hierarchical basis functions. Hierarchical surplus is used as an error indicator to automatically detect the discontinuity region in the stochastic space and adaptively refine the collocation points in this region. Numerical examples, especially for problems related to long-term integration and stochastic discontinuity, are presented. Comparisons with Monte Carlo and multi-element based random domain decomposition methods are also given to show the efficiency and accuracy of the proposed method.     

The research of space-time coupled spectral element method for acoustic wave equations

A space-time coupled spectral element method based on Chebyshev polynomials is presented for solving time-dependent wave equations.Acoustic propagation problems in1+1,2+1,3+1 dimensions with the Dirichlet boundary conditions are simulated via space-time coupled spectral element method using quadrilateral,hexahedral and tesseractic elements respectively.Space-time coupled spectral element method can obtain high-order precision over time.With the same total number of nodes,higher numerical precision is obtained if the higher-order Chebyshev polynomials in space directions and lower-order Chebyshev polynomials in time direction are adopted.Numerical illustrations have indicated that the space-time algorithm provides higher precision than the semi-discretization.When space-time coupled spectral element method is used,time subdomain-by-subdomain approach is more economical than time domain approach.     

A boundary integral method for simulating the dynamics of inextensible vesicles suspended in a viscous fluid in 2D

We present a new method for the evolution of inextensible vesicles immersed in a Stokesian fluid. We use a boundary integral formulation for the fluid that results in a set of nonlinear integro-differential equations for the vesicle dynamics. The motion of the vesicles is determined by balancing the non-local hydrodynamic forces with the elastic forces due to bending and tension. Numerical simulations of such vesicle motions are quite challenging. On one hand, explicit time-stepping schemes suffer from a severe stability constraint due to the stiffness related to high-order spatial derivatives and a milder constraint due to a transport-like stability condition. On the other hand, an implicit scheme can be expensive because it requires the solution of a set of nonlinear equations at each time step. We present two semi-implicit schemes that circumvent the severe stability constraints on the time step and whose computational cost per time step is comparable to that of an explicit scheme. We discretize the equations by using a spectral method in space, and a multistep third-order accurate scheme in time. We use the fast multipole method (FMM) to efficiently compute vesicle–vesicle interaction forces in a suspension with a large number of vesicles. We report results from numerical experiments that demonstrate the convergence and algorithmic complexity properties of our scheme.     

区域谱元正压大气模式台风移动数值模拟试验

针对地图投影坐标系下的正压原始方程组,将计算区域按三角形元进行分解,在三角形元内用三角形截断的勒让德多项式的积为插值函数对变量进行谱分解,发展出区域正压谱元大气模式.采用固定边界条件,以2006年5月15日08时500 hPa位势高度和风场为初值,在勒让德多项式最高阶数为3和7这两种情形下开展0601号台风"珍珠"移动的数值模拟试验.结果表明,数值模式模拟的风压场关系合理,数值模式的实现是成功的.     

A numerical study of fractional rheological models and fractional Newell-Whitehead-Segel equation with non-local and non-singular kernel

In the recent years, few type of fractional derivatives which have non-local and non-singular kernel are introduced. In this work, we present fractional rheological models and Newell-Whitehead-Segel equations with non-local and non-singular kernel. For solving these equations, we present a spectral collocation method based on the shifted Legendre polynomials. To do this, we extend the unknown functions and its derivatives using the shifted Legendre basis. These expansions and the properties of the shifted Legendre polynomials along with the spectral collocation method will help us to reduce the main problem to a set of nonlinear algebraic equations. Finally, The accuracy and efficiency of the proposed method are reported by some illustrative examples.     

On the rate of convergence of the Legendre spectral collocation method for multi-dimensional nonlinear Volterra-Fredholm integral equations

While the approximate solutions of one-dimensional nonlinear Volterra-Fredholm integral equations with smooth kermels are now well understood,no systematic studies of the numerical solutions of their multi-dimensional counterparts exist.In this paper,we provide an efficient numerical approach for the multi-dimensional nonlinear Volterra-Fredholm integral equations based on the multi-variate Legendre-collocation approach.Spectral collocation methods for multi-dimensional nonlinear integral equations are known to cause major difficulties from a convergence analysis point of view.Consequently,rigorous error estimates are provided in the weighted Sobolev space showing the exponential decay of the numerical errors.The existence and uniqueness of the numerical solution are established.Numerical experiments are provided to support the theoretical convergence analysis.The results indicate that our spectral collocation method is more flexible with better accuracy than the existing ones.     

A Computationally Hybrid Method for Solving a Famous Physical Problem on an Unbounded Domain

In this paper, a hybrid method based on the collocation and Newton-Kantorovich methods is used for solving the nonlinear singular Thomas-Fermi equation. At first, by using the Newton-Kantorovich method, the nonlinear problem is converted to a sequence of linear differential equations, and then, the fractional order of rational Legendre functions are introduced and used for solving linear differential equations at each iteration based on the collocation method. Moreover, the boundary conditions of the problem by using Ritz method without domain truncation method are satisfied. In the end, the obtained results compare with other published in the literature to show the performance of the method, and the amounts of residual error are very small, which indicates the convergence of the method.     

Numerical solution of fractional differential equations by using fractional B-spline

In this paper, we present fractional B-spline collocation method for the numerical solution of fractional differential equations. We consider this method for solving linear fractional differential equations which involve Caputo-type fractional derivatives. The numerical results demonstrate that the method is efficient and quite accurate and it requires relatively less computational work. For this reason one can conclude that this method has advantage on other methods and hence demonstrates the importance of this work.     

A Robust and Efficient Method for Steady State Patterns in Reaction-Diffusion Systems

An inhomogeneous steady state pattern of nonlinear reaction-diffusion equations with no-flux boundary conditions is usually computed by solving the corresponding time-dependent reaction-diffusion equations using temporal schemes. Nonlinear solvers (e.g., Newton's method) take less CPU time in direct computation for the steady state; however, their convergence is sensitive to the initial guess, often leading to divergence or convergence to spatially homogeneous solution. Systematically numerical exploration of spatial patterns of reaction-diffusion equations under different parameter regimes requires that the numerical method be efficient and robust to initial condition or initial guess, with better likelihood of convergence to an inhomogeneous pattern. Here, a new approach that combines the advantages of temporal schemes in robustness and Newton's method in fast convergence in solving steady states of reaction-diffusion equations is proposed. In particular, an adaptive implicit Euler with inexact solver (AIIE) method is found to be much more efficient than temporal schemes and more robust in convergence than typical nonlinear solvers (e.g., Newton's method) in finding the inhomogeneous pattern. Application of this new approach to two reaction-diffusion equations in one, two, and three spatial dimensions, along with direct comparisons to several other existing methods, demonstrates that AIIE is a more desirable method for searching inhomogeneous spatial patterns of reaction-diffusion equations in a large parameter space.     

Spectral solvers for spherical elliptic problems

A new family of direct spectral solvers for the 3D Helmholtz equation in a spherical gap and inside a sphere for nonaxisymmetric problems is presented. A variational formulation (no collocation) is adopted, based on the Fourier expansion and the associated Legendre functions to represent the angular dependence over the sphere and using basis functions generated by Legendre or Jacobi polynomials to represent the radial structure of the solution. In the present method, boundary conditions on the polar axis and at the sphere center are not required and never mentioned, by construction. The spectral solution of the vector Dirichlet problem is also considered, by employing a transformation that uncouples the spherical components of the Fourier modes and that is implemented here for the first time. The condition numbers of the matrices involved in the scalar solvers are computed and the spectral convergence of all the proposed solution algorithms is verified by numerical tests.     

Schur-decomposition for 3D matrix equations and its application in solving radiative discrete ordinates equations discretized by Chebyshev collocation spectral method

The Schur-decomposition for three-dimensional matrix equations is developed and used to directly solve the radiative discrete ordinates equations which are discretized by Chebyshev collocation spectral method. Three methods, say, the spectral methods based on 2D and 3D matrix equation solvers individually, and the standard discrete ordinates method, are presented. The numerical results show the good accuracy of spectral method based on direct solvers. The CPU time cost comparisons against the resolutions between these three methods are made using MATLAB and FORTRAN 95 computer languages separately. The results show that the CPU time cost of Chebyshev collocation spectral method with 3D Schur-decomposition solver is the least, and almost only one thirtieth to one fiftieth CPU time is needed when using the spectral method with 3D Schur-decomposition solver compared with the standard discrete ordinates method.     

Weighted-Residual Methods for the Solution of Two-Particle Lippmann–Schwinger Equation Without Partial-Wave Decomposition

Recently there has been a growing interest in computational methods for quantum scattering equations that avoid the traditional decomposition of wave functions and scattering amplitudes into partial waves. The aim of the present work is to show that the weighted-residual approach in combination with local basis functions give rise to convenient computational schemes for the solution of the multi-variable integral equations without the partial wave expansion. The weighted-residual approach provides a unifying framework for various variational and degenerate-kernel methods for integral equations of scattering theory. Using a direct-product basis of localized quadratic interpolation polynomials, Galerkin, collocation and Schwinger variational realizations of the weighted-residual approach have been implemented for a model potential. It is demonstrated that, for a given expansion basis, Schwinger variational method exhibits better convergence with basis size than Galerkin and collocation methods. A novel hybrid-collocation method is implemented with promising results as well.     

磁流体方腔槽道流整体线性稳定性数值方法研究

将Chebyshev谱配置法和基于非均匀网格的高阶FD-q差分格式运用于磁流体方腔槽道流整体线性稳定性研究,比较两类数值方法的优缺点.Chebyshev谱配置法收敛快且精度高,但需要构造非常庞大的满矩阵,存储量和计算开销巨大;高阶FD-q差分格式采用了基于Kosloff-Tal-Ezer变换的Chebyshev谱配置点作为离散网格,在保持较高网格收敛精度的同时,差分格式可以采用稀疏矩阵进行存储,显著降低了存储量和计算开销.相比传统的谱配置法,基于非均匀网格的高阶FD-q差分格式计算效率得到显著的提升,将高阶FD-q差分格式运用于非正则模线性最优瞬态增长的计算,计算效果良好.     

Improved Local Projection for the Generalized Stokes Problem

We analyze pressure stabilized finite element methods for the solution of the generalized Stokes problem and investigate their stability and convergence properties. An important feature of the methods is that the pressure gradient unknowns can be eliminated locally thus leading to a decoupled system of equations. Although the stability of the method has been established, for the homogeneous Stokes equations, the proof given here is based on the existence of a special interpolant with additional orthogonal property with respect to the projection space. This makes it much simpler and more attractive. The resulting stabilized method is shown to lead to optimal rates of convergence for both velocity and pressure approximations.     

STABILITY ANALYSIS OF PARAMETRICALLY EXCITED SYSTEMS USING SPECTRAL COLLOCATION

The spectral collocation method is used to determine the stability of parametrically excited systems and compared with the traditional transition matrix approach. Results from a series of test problems demonstrate that spectral collocation converges rapidly. In addition, the spectral collocation method preserves the sparsity of the underlying system matrices, a property not shared by the transition matrix approach. As a result, spectral collocation can be used for very large systems and can utilize sparse eigensolvers to reduce computational memory and time. For the large-scale system studied (up to 40 degrees of freedom), the spectral collocation method was on average an order of magnitude faster than the transition matrix approach using Matlab. This computational advantage is implementation specific; in a C implementation of the algorithm, the transition matrix method is faster than the spectral collocation. Overall, the method proves to be simple, efficient, reliable, and generally competitive with the transition matrix method.     

Iterative solutions to the nuclear reaction problem

An iterative technique is probably the most efficient and practical way to solve the large sets of integro-differential equations resulting from a CRC analysis of the nuclear reaction problem. In this paper we present the theoretical and practical convergence properties of a new and different type of iterative technique, namely the method of moments. In order to show the power of this method we present a comparison with three other well known iterative methods: the Sasakawa method, the Austern-Sasakawa method, and the method of successive approximation. The dependence of the practical convergence on coupling strength and angular momentum is discussed for the case of inelastic scattering. The method of moments emerges as clearly superior according to both the theoretical and practical convergence criteria. Non-local potentials are shown to introduce very little additional computational difficulty when the iterative technique is used within the framework of the plane-wave expansion method. The method of moments was the only technique capable of guaranteeing convergence when non-local interactions were involved. One merely requires a Hilbert-Schmidt kernel in a finite region of space to guarantee convergence at a rate faster than that of any geometric progression.     

JFNK在高温堆扩散计算中的应用

研究了JFNK框架下高温堆中子扩散问题的求解方法。研究结果表明,JFNK方法在求解与源迭代相同形式中子扩散方程时,相对残差下降趋势为逐渐加快并趋于稳定,有利于更高求解精度的实现。使用通量归一化附加方程可以获得更好的JFNK非线性迭代特性,但在算例中其部分牛顿修正方程求解时间偏多,总计算时间高于显式有效增殖系数附加方程法,需要研究更高效的JFNK预处理方法对线性求解环节进行改善。