A modified SQP-filter method for nonlinear complementarity problem

The nonlinear complementarity problem can be reformulated as a nonlinear programming. For solving nonlinear programming, sequential quadratic programming (SQP) type method is very effective. Moreover, filter method, for its good numerical results, are extensively studied to handle nonlinear programming problems recently. In this paper, a modified quadratic subproblem is proposed. Based on it, we employ filter technique to tackle nonlinear complementarity problem. This method has no demand on initial point. The restoration phase, which is always used in traditional filter method, is not needed. Global convergence results of the proposed algorithm are established under suitable conditions. Some numerical results are reported in this paper.     

Subgradient Method for Nonconvex Nonsmooth Optimization

In this paper, we introduce a new method for solving nonconvex nonsmooth optimization problems. It uses quasisecants, which are subgradients computed in some neighborhood of a point. The proposed method contains simple procedures for finding descent directions and for solving line search subproblems. The convergence of the method is studied and preliminary results of numerical experiments are presented. The comparison of the proposed method with the subgradient and the proximal bundle methods is demonstrated using results of numerical experiments.     

A closed-form solution for nonlinear oscillation and stability analyses of the elevator cable in a drum drive elevator system experiencing free vibration

Responses of the dynamical systems to some extent are affected by the natural frequencies. In the present paper, the parameter expansion method (PEM) is employed to investigate nonlinear oscillation and stability of the elevator’s drum as a single-degree-of-freedom (SDOF) swing system. A sensitivity analysis to observe the influence of various parameters on the nonlinear dynamic response, stability and natural frequency is performed. Comparing the results of the proposed closed-form analytical solution, the traditional numerical iterative time integration solution, and the linearized governing equations confirm the accuracy and efficiency of the proposed approach. Based on the results of the proposed closed-form solution, the linearization errors in calculating the natural frequencies in different cases are discussed as well. In contrast to the available numerical methods, the proposed method is free from the numerical damping and the time integration accumulated errors. Moreover, in comparison with the traditional multistep numerical iterative time integration methods, a much less computational time is required for the method in this research. Results reveal that for nonlinear systems, the natural frequency is remarkably affected by the initial conditions. Furthermore, the stability decreases as the dimensions of the mechanism increase.     

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     

Numerical solution of the coupled viscous Burgers’ equation

In the present paper, a numerical method is proposed for the numerical solution of a coupled system of viscous Burgers’ equation with appropriate initial and boundary conditions, by using the cubic B-spline collocation scheme on the uniform mesh points. The scheme is based on Crank–Nicolson formulation for time integration and cubic B-spline functions for space integration. The method is shown to be unconditionally stable using von-Neumann method. The accuracy of the proposed method is demonstrated by applying it on three test problems. Computed results are depicted graphically and are compared with those already available in the literature. The obtained numerical solutions indicate that the method is reliable and yields results compatible with the exact solutions.     

A Gauss–Galerkin finite-difference method for singular partial differential equations in two space variables

A Gauss–Galerkin finite-difference method is proposed for the numerical solution of a class of linear, singular parabolic partial differential equations in two space dimensions. The method generalizes a Gauss–Galerkin method previously used for treating similar singular parabolic partial differential equations in one space dimension. Two test problems are studied and the numerical results are presented. These numerical results are encouraging and suggest that the proposed method is efficient in treating singular parabolic partial differential equations of the type considered here. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13 : 331–355, 1997     

Booster Method for Singularly-Perturbed One-Dimensional Convection-Diffusion Neumann Problems

An improved numerical method for singularly-perturbed two-point boundary-value problems for second-order ordinary differential equations subject to Neumann-type boundary conditions is proposed. In this method, an asymptotic approximation is incorporated into a finite-difference scheme to improve the numerical solution. Uniform error estimates are derived when implemented in known difference schemes. Numerical results are presented in support of the proposed method.     

Generation of 3D grids by approximate factorization

An efficient procedure is proposed for generating three-dimensional numerical grids inside domains with curvilinear boundaries. Systems of partial differential equations of elliptical type are used as the basic equations for grid generation. An approximate factorization method is proposed for numerical solution of the resulting boundary-value problem. Calculation results are reported for a prototype domain. Translated from Prikladnaya Matematika i Informatika, No. 2, pp. 99–105, 1999.     

A scheme for stable numerical differentiation

A method for stable numerical differentiation of noisy data is proposed. The method requires solving a Volterra integral equation of the second kind. This equation is solved analytically. In the examples considered its solution is computed analytically. Some numerical results of its application are presented. These examples show that the proposed method for stable numerical differentiation is numerically more efficient than some other methods, in particular, than variational regularization.     

A method for verifying the accuracy of numerical solutions of symmetric saddle point linear systems

A fast numerical verification method is proposed for evaluating the accuracy of numerical solutions for symmetric saddle point linear systems whose diagonal blocks of the coefficient matrix are semidefinite matrices. The method is based on results of an algebraic analysis of a block diagonal preconditioning. Some numerical experiments are present to illustrate the usefulness of the method.     

Cardinal functions for Legendre pseudo-spectral method for solving the integro-differential equations

In this article, we present a new numerical method to solve the integro-differential equations (IDEs). The proposed method uses the Legendre cardinal functions to express the approximate solution as a finite series. In our method the operational matrix of derivatives is used to reduce IDEs to a system of algebraic equations. To demonstrate the validity and applicability of the proposed method, we present some numerical examples. We compare the obtained numerical results from the proposed method with some other methods. The results show that the proposed algorithm is of high accuracy, more simple and effective.     

HIGH ACCURACY NUMERICAL METHOD OF THIN-FILM PROBLEMS IN MICROMAGNETICS

In this paper, a new high accuracy numerical method for the thin-film problems of micron and submicron size ferromagnetic elements is proposed. For the computation of stray field, we use the finite element method(FEM) by introducing a semi-discrete artificial boundary condition [1, 2]. In our numerical experiments about the domain patterns and their movement, we can see that the results are accordant to that of experiments and other numerical methods. Our method are very convenient to deal with arbitrary shape of thin films such as a polygon with high accuracy.     

Wavelet-Galerkin method for solving parabolic equations in finite domains

A novel wavelet-Galerkin method tailored to solve parabolic equations in finite domains is presented. The emphasis of the paper is on the development of the discretization formulations that are specific to finite domain parabolic equations with arbitrary boundary conditions based on weak form functionals. The proposed method also deals with the development of algorithms for computing the associated connection coefficients at arbitrary points. Here the Lagrange multiplier method is used to enforce the essential boundary conditions. The numerical results on a two-dimensional transient heat conducting problem are used to validate the proposed wavelet-Galerkin algorithm as an effective numerical method to solve finite domain parabolic equations.     

NUMERICAL SOLUTIONS OF AN EIGENVALUE PROBLEM IN UNBOUNDED DOMAINS

A coupling method of finite element and infinite large element is proposed for the numerical solution of an eigenvalue problem in unbounded domains in this paper. With some conditions satisfied, the considered problem is proved to have discrete spectra. Several numerical experiments are presented. The results demonstrate the feasibility of the proposed method.     

一维Burgers方程和KdV方程的广义有限谱方法

给出了高精度的广义有限谱方法．为使方法在时间离散方面保持高精度,采用了Adams-Bashforth 预报格式和Adams-Moulton校正格式,为了避免由Korteweg-de Vries(KdV)方程的弥散项引起的数值振荡, 给出了两种数值稳定器．以Legendre多项式、Chebyshev多项式和Hermite多项式为基函数作为例子,给出的方法与具有分析解的Burgers方程的非线性对流扩散问题和KdV方程的单孤独波和双孤独波传播问题进行了比较,结果非常吻合．     

Numerical approximations of a population balance model for coupled batch preferential crystallizers

This article is concerned with the numerical approximations of population balance equations for modeling coupled batch preferential crystallization processes. The current setup consists of two batch crystallizers interconnected with two fines dissolution pipes. The crystallization of both enantiomers is assumed to take place in separate crystallizers after seeding with their corresponding crystals. The withdrawn fines are assumed to be dissolved in the dissolution unit after heating. crystallizer, the crystallizer temperature before entering to the opposite crystallizer. Two types of numerical methods are proposed for the simulation of this process. The first method uses high resolution finite volume schemes, while the second method is the so-called method of characteristics. On the one hand, the finite volume schemes which were derived for general system in divergence form, are computationally efficient, give desired accuracy on coarse grids, and are robust. On the other hand, the method of characteristics is in general a powerful tool for solving growth processes, has capability to overcome numerical diffusion and dispersion, gives highly resolved solutions, as well as being computationally efficient. A numerical test problem with both isothermal and non-isothermal conditions is considered here. The numerical results show clear advantages of the proposed schemes.     

The Adomian decomposition method with Green’s function for solving nonlinear singular boundary value problems

In this paper, we present an efficient numerical algorithm for solving a general class of nonlinear singular boundary value problems. This present algorithm is based on the Adomian decomposition method (ADM) and Green’s function. The method depends on constructing Green’s function before establishing the recursive scheme. In contrast to the existing recursive schemes based on ADM, the proposed numerical algorithm avoids solving a sequence of transcendental equations for the undetermined coefficients. The approximate series solution is calculated in the form of series with easily computable components. Moreover, the convergence analysis and error estimation of the proposed method is given. Furthermore, the numerical examples are included to demonstrate the accuracy, applicability, and generality of the proposed scheme. The numerical results reveal that the proposed method is very effective.     

一种求多项式方程根的参数并行加速迭代法

推广了一种在无重根情况下,利用Newton类迭代法对同时求多项式零点的加速的迭代法.讨论了该方法的收敛性和收敛阶;最后给出数值算例表明:计算收敛阶和定理结论是一致的,且本算法具有较大的收敛范围.     

Numerical Solution of the Lippmann–Schwinger Equation by Approximate Approximations

A new method for the numerical solution of volume integral equations is proposed and applied to a Lippmann–Schwinger type equation in diffraction theory. The approximate solution is represented as a linear combination of the scaled and shifted Gaussian. We prove spectral convergence of the method up to some negligible saturation error. The theoretical results are confirmed by a numerical experiment.     

On the compact difference scheme for the two-dimensional coupled nonlinear Schrödinger equations

A high-order finite difference method for the two-dimensional coupled nonlinear Schrödinger equations is considered. The proposed scheme is proved to preserve the total mass and energy in a discrete sense and the solvability of the scheme is shown by using a fixed point theorem. By converting the scheme in the point-wise form into a matrix–vector form, we use the standard energy method to establish the optimal error estimate of the proposed scheme in the discrete L²-norm. The convergence order is proved to be of a fourth-order in space and a second-order in time, respectively. Finally, some numerical examples are given in order to confirm our theoretical results for the numerical method. The numerical results are compared with exact solutions and other existing method. The comparison between our numerical results and those of Sun and Wangreveals that our method improves the accuracy of space and time directions.