A convergent and precise finite element scheme for Landau–Lifschitz–Gilbert equation

In this paper, we propose a new scheme for the numerical integration of the Landau–Lifschitz–Gilbert (LLG) equations in their full complexity, in particular including stray-field interactions. The scheme is consistent up to order 2 (in time), and unconditionally stable. It combines a linear inner iteration with a non-linear renormalization stage for which a rigorous proof of convergence of the numerical solution toward a weak solution is given, when both space and time stepsizes tend to \(0\) . A numerical implementation of the scheme shows its performance on physically relevant test cases. We point out that to the knowledge of the authors this is the first finite element scheme for the LLG equations which enjoys such theoretical and practical properties.     

On the Numerical Solution to a Nonlinear Wave Equation Associated with the First Painlev′e Equation: an Operator-Splitting Approach

The main goal of this article is to discuss the numerical solution to a nonlinear wave equation associated with the first of the celebrated Painlevé transcendent ordinary differential equations. In order to solve numerically the above equation, whose solutions blow up in finite time, the authors advocate a numerical methodology based on the Strang’s symmetrized operator-splitting scheme. With this approach, one can decouple nonlinearity and differential operators, leading to the alternate solution at every time step of the equation as follows: (i) The first Painlevé ordinary differential equation, (ii) a linear wave equation with a constant coefficient. Assuming that the space dimension is two, the authors consider a fully discrete variant of the above scheme, where the space-time discretization of the linear wave equation sub-steps is achieved via a Galerkin/finite element space approximation combined with a second order accurate centered time discretization scheme. To handle the nonlinear sub-steps, a second order accurate centered explicit time discretization scheme with adaptively variable time step is used, in order to follow accurately the fast dynamic of the solution before it blows up. The results of numerical experiments are presented for different coefficients and boundary conditions. They show that the above methodology is robust and describes fairly accurately the evolution of a rather “violent” phenomenon.     

A new hypothesis concerning children’s fractional knowledge

The basic hypothesis of the teaching experiment, The Child’s Construction of the Rational Numbers of Arithmetic (Steffe & Olive, 1990) was that children’s fractional schemes can emerge as accommodations in their numerical counting schemes. This hypothesis is referred to as the reorganization hypothesis because when a new scheme is established by using another scheme in a novel way, the new scheme can be regarded as a reorganization of the prior scheme. In that case where children’s fractional schemes do emerge as accommodations in their numerical counting schemes, I regard the fractional schemes as superseding their earlier numerical counting schemes. If one scheme supersedes another, that does not mean the earlier scheme is replaced by the superseding scheme. Rather, it means that the superseding scheme solves the problems the earlier scheme solved but solves them better, and it solves new problems the earlier scheme didn’t solve. It is in this sense that we hypothesized children’s fractional schemes can supersede their numerical counting schemes and it is the sense in which we regarded numerical schemes as constructive mechanisms in the production of fractional schemes (Kieren, 1980).     

Numerical approximation for a Baer-Nunziato model of two-phase flows

We present a well-balanced numerical scheme for approximating the solution of the Baer-Nunziato model of two-phase flows by balancing the source terms and discretizing the compaction dynamics equation. First, the system is transformed into a new one of three subsystems: the first subsystem consists of the balance laws in the gas phase, the second subsystem consists of the conservation law of the mass in the solid phase and the conservation law of the momentum of the mixture, and the compaction dynamic equation is considered as the third subsystem. In the first subsystem, stationary waves are used to build up a well-balanced scheme which can capture equilibrium states. The second subsystem is of conservative form and thus can be numerically treated in a standard way. For the third subsystem, the fact that the solid velocity is constant across the solid contact suggests us to compose the technique of the Engquist-Osher scheme. We show that our scheme is capable of capturing exactly equilibrium states. Moreover, numerical tests show the convergence of approximate solutions to the exact solution.     

Integrated structural approach to Credit Value Adjustment

This paper proposes an integrated pricing framework for Credit Value Adjustment of equity and commodity products. The given framework, in fact, generates dependence endogenously, allows for calibration and pricing to be based on the same numerical schemes (up to Monte Carlo simulation), and also allows the inclusion of risk mitigation clauses such as netting, collateral and initial margin provisions. The model is based on a structural approach which uses correlated Lévy processes with idiosyncratic and systematic components; the pricing numerical scheme, instead, efficiently combines Monte Carlo simulation and Fourier transform based methods. We illustrate the tractability of the proposed framework and the performance of the proposed numerical scheme by means of a case study on a portfolio of commodity swaps using real market data.     

Optimal H2‐error estimates of conservative compact difference scheme for the Zakharov equation in two‐space dimension

In this paper, a conservative compact difference scheme is proposed for the two‐dimensional nonlinear Zakharov equation with periodic boundary condition and initial condition. The proposed scheme not only conserve the mass and energy in the discrete level but also are efficient in practical experiments because the Fast Fourier transform (FFT) can be used to speed up the numerical computation. By using the standard energy method and induction argument, we can establish rigorously the unconditional and optimal H²‐error estimates. Some numerical examples are provided to support our theoretical results and show the accuracy and efficiency of the new scheme.     

Preconditioning for radial basis functions with domain decomposition methods

In our previous work, an effective preconditioning scheme that is based upon constructing least-squares approximation cardinal basis functions (ACBFs) from linear combinations of the RBF-PDE matrix elements has shown very attractive numerical results. The preconditioner costs O(N²) flops to set up and O(N) storage. The preconditioning technique is sufficiently general that it can be applied to different types of different operators. This was applied to the 2D multiquadric method, with c~1/√N on the Poisson test problem, the preconditioned GMRES converges in tens of iterations. In this paper, we combine the RBF methods and the ACBF preconditioning technique with the domain decomposition method (DDM). We studied different implementations of the ACBF-DDM scheme and provide numerical results for N > 10,000 nodes. We shall demonstrate that the efficiency of the ACBF-DDM scheme improves dramatically as successively finer partitions of the domain are considered.     

On the integration of stiff systems of O.D.E.s using extended backward differentiation formulae

Summary A class of extended backward differentiation formulae suitable for the approximate numerical integration of stiff systems of first order ordinary differential equations is derived. An algorithm is described whereby the required solution is predicted using a conventional backward differentiation scheme and then corrected using an extended backward differentiation scheme of higher order. This approach allows us to developL-stable schemes of order up to 4 andL()-stable schemes of order up to 9. An algorithm based on the integration formulae derived in this paper is illustrated by some numerical examples and it is shown that it is often superior to certain existing algorithms.     

Multiresolution schemes for an extended clarifier-thickener model

A fully adaptive finite volume multiresolution scheme for one-dimensional strongly degenerate parabolic equations with discontinuous flux modelling an extended clarifier-thickener, is presented. The numerical scheme is based on a finite volume discretization using the approximation of Engquist-Osher for the flux and explicit time stepping. Cell averages multiresolution scheme speeds up CPU time and memory requirements. A particular feature of our scheme is the storage of the multiresolution representation of the solution in a dynamic graded tree. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes

In this article, we construct a numerical method based on a nonstandard finite difference scheme to solve numerically a nonarbitrage liquidity model with observable parameters for derivatives. This nonlinear model considers that the parameters involved are observable from order book data. The proposed numerical method use a exact difference scheme in the linear convection‐reaction term, and the spatial derivative is approximated using a nonstandard finite difference scheme. It is shown that the proposed numerical scheme preserves the positivity as well as stability and consistence. To illustrate the accuracy of the method, the numerical results are compared with those produced by other methods. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 210‐221, 2014     

Synchronization of hyperchaotic oscillators via single unidirectional chaotic-coupling

In this paper, synchronization of two hyperchaotic oscillators via a single variable’s unidirectional coupling is studied. First, the synchronizability of the coupled hyperchaotic oscillators is proved mathematically. Then, the convergence speed of this synchronization scheme is analyzed. In order to speed up the response with a relatively large coupling strength, two kinds of chaotic coupling synchronization schemes are proposed. In terms of numerical simulations and the numerical calculation of the largest conditional Lyapunov exponent, it is shown that in a given range of coupling strengths, chaotic-coupling synchronization is quicker than the typical continuous-coupling synchronization. Furthermore, A circuit realization based on the chaotic synchronization scheme is designed and Pspice circuit simulation validates the simulated hyperchaos synchronization mechanism.     

Locally divergence-preserving schemes of higher order

Violation of the divergence constraint on the magnetic flux density in magnetohydrodynamical (MHD) simulations leads to stability problems. It is therefore of great importance to numerically respect this intrinsic constraint. Since the divergence preservation is a local phenomenon inherent in the MHD-system it is appealing to mimic this property numerically by a locally divergence-preserving scheme. A common numerical technique for simulation of the MHD-system of conservation laws is the finite volume (FV) method. In [SISC 26 2005 pp. 1166] a local procedure to redistribute the numerical fluxes in a FV-scheme so that a discrete divergence operator vanishes was presented. This procedure stabilizes the base scheme and respects the accuracy to the second order level. The present note describes a development of the above procedure that complies with the finite volume framework, preserves a fourth order discrete divergence operator locally and retains the accuracy of a generic semi-discrete finite volume scheme up to fourth order. The redistribution of the numerical magnetic field fluxes is formulated in a standard conservative setting, making it trivial to implement the divergence-preserving modification in an existing FV-scheme; see [JCP 227 2008 pp.3405] for the details. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

High‐order numerical methods for one‐dimensional parabolic singularly perturbed problems with regular layers

In this work we construct and analyze some finite difference schemes used to solve a class of time‐dependent one‐dimensional convection‐diffusion problems, which present only regular layers in their solution. We use the implicit Euler or the Crank‐Nicolson method to discretize the time variable and a HODIE finite difference scheme, defined on a piecewise uniform Shishkin mesh, to discretize the spatial variable. In both cases we prove that the numerical method is uniformly convergent with respect to the diffusion parameter, having order near two in space and order one or 3/2, depending on the method used, in time. We show some numerical examples which illustrate the theoretical results, in the case of using the Euler implicit method, and give better numerical behaviour than that predicted theoretically, showing order two in time and order N^?2log²N in space, if the Crank‐Nicolson scheme is used to discretize the time variable. Finally, we construct a numerical algorithm by combining a third order A‐stable SDIRK with two stages and a third‐order HODIE difference scheme, showing its uniformly convergent behavior, reaching order three, up to a logarithmic factor. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Second order unconditionally convergent and energy stable linearized scheme for MHD equations

In this paper, we propose an efficient numerical scheme for magnetohydrodynamics (MHD) equations. This scheme is based on a second order backward difference formula for time derivative terms, extrapolated treatments in linearization for nonlinear terms. Meanwhile, the mixed finite element method is used for spatial discretization. We present that the scheme is unconditionally convergent and energy stable with second order accuracy with respect to time step. The optimal L ² and H ¹ fully discrete error estimates for velocity, magnetic variable and pressure are also demonstrated. A series of numerical tests are carried out to confirm our theoretical results. In addition, the numerical experiments also show the proposed scheme outperforms the other classic second order schemes, such as Crank-Nicolson/Adams-Bashforth scheme, linearized Crank-Nicolson’s scheme and extrapolated Gear’s scheme, in solving high physical parameters MHD problems.     

Numerical treatment of a mathematical model arising from a model of neuronal variability

In this paper, we describe a numerical approach based on finite difference method to solve a mathematical model arising from a model of neuronal variability. The mathematical modelling of the determination of the expected time for generation of action potentials in nerve cells by random synaptic inputs in dendrites includes a general boundary-value problem for singularly perturbed differential-difference equation with small shifts. In the numerical treatment for such type of boundary-value problems, first we use Taylor approximation to tackle the terms containing small shifts which converts it to a boundary-value problem for singularly perturbed differential equation. A rigorous analysis is carried out to obtain priori estimates on the solution of the problem and its derivatives up to third order. Then a parameter uniform difference scheme is constructed to solve the boundary-value problem so obtained. A parameter uniform error estimate for the numerical scheme so constructed is established. Though the convergence of the difference scheme is almost linear but its beauty is that it converges independently of the singular perturbation parameter, i.e., the numerical scheme converges for each value of the singular perturbation parameter (however small it may be but remains positive). Several test examples are solved to demonstrate the efficiency of the numerical scheme presented in the paper and to show the effect of the small shift on the solution behavior.     

Stability of a Kirchhoff–Roe scheme for two-dimensional linearized Euler systems

By applying Helmholtz decomposition, the unknowns of a linearized Euler system can be recast as solutions of uncoupled linear wave equations. Accordingly, the Kirchhoff expression of the exact solutions is recast as a time-marching, Lax–Wendroff type, numerical scheme for which consistency with one-dimensional upwinding is checked. This discretization, involving spherical means, is set up on a 2D uniform Cartesian grid, so that the resulting numerical fluxes can be shown to be conservative. Moreover, semi-discrete stability in the \(H^s\) norms and vorticity dissipation are established, along with practical second-order accuracy. Finally, some relations with former “shape functions” and “symmetric potential schemes” are highlighted.     

Quadrature-free spline method for two-dimensional Navier-Stokes equation

In this paper, a quadrature-free scheme of spline method for two-dimensional Navier- Stokes equation is derived, which can dramatically improve the efficiency of spline method for fluid problems proposed by Lai and Wenston（2004）. Additionally, the explicit formulation for boundary condition with up to second order derivatives is presented. The numerical simulations on several benchmark problems show that the scheme is very efficient.     

Marching schemes for inverse acoustic scattering problems

Summary For the numerical solution of inverse Helmholtz problems the boundary value problem for a Helmholtz equation with spatially variable wave number has to be solved repeatedly. For large wave numbers this is a challenge. In the paper we reformulate the inverse problem as an initial value problem, and describe a marching scheme for the numerical computation that needs only n² log n operations on an n × n grid. We derive stability and error estimates for the marching scheme. We show that the marching solution is close to the low-pass filtered true solution. We present numerical examples that demonstrate the efficacy of the marching scheme.     

A Relaxation Scheme for Solving the Boltzmann Equation Based on the Chapman-Enskog Expansion

Abstract In [16] a visco-elastic relaxation system, called the relaxed Burnett system, was proposed by Jinand Slemrod as a moment approximation to the Boltzmann equation. The relaxed Burnett system is weaklyparabolic, has a linearly hyperbolic convection part, and is endowed with a generalized eotropy inequality. Itagrees with the solution of the Boltzmann equation up to the Burnett order via the Chapman-Enskog expansion. We develop a one-dimensional non-oscillatory numerical scheme based on the relaxed Burnett system forthe Boltzmann equation. We compare numerical results for stationary shocks based on this relaxation scheme,and those obtained by the DSMC (Direct Simulation Monte Carlo), by the Navier-Stokes equations and bythe extended thermodynamics with thirteen moments (the Grad equations). Our numerical experiments showthat the relaxed Burnett gives more accurate approximations to the shock profiles of the Boltzmann equationobtained by the DSMC, for a range of Mach numbers for hypersonic flows, th     

An unfitted interface penalty method for the numerical approximation of contrast problems

We aim to approximate contrast problems by means of a numerical scheme which does not require that the computational mesh conforms with the discontinuity between coefficients. We focus on the approximation of diffusion-reaction equations in the framework of finite elements. In order to improve the unsatisfactory behavior of Lagrangian elements for this particular problem, we resort to an enriched approximation space, which involves elements cut by the interface. Firstly, we analyze the H¹-stability of the finite element space with respect to the position of the interface. This analysis, applied to the conditioning of the discrete system of equations, shows that the scheme may be ill posed for some configurations of the interface. Secondly, we propose a stabilization strategy, based on a scaling technique, which restores the standard properties of a Lagrangian finite element space and results to be very easily implemented. We also address the behavior of the scheme with respect to large contrast problems ending up with a choice of Nitsche?s penalty terms such that the extended finite element scheme with penalty is robust for the worst case among small sub-elements and large contrast problems. The theoretical results are finally illustrated by means of numerical experiments.