Runge–Kutta methods and viscous wave equations

We study the numerical time integration of a class of viscous wave equations by means of Runge–Kutta methods. The viscous wave equation is an extension of the standard second-order wave equation including advection–diffusion terms differentiated in time. The viscous wave equation can be very stiff so that for time integration traditional explicit methods are no longer efficient. A-Stable Runge–Kutta methods are then very good candidates for time integration, in particular diagonally implicit ones. Special attention is paid to the question how the A-Stability property can be translated to this non-standard class of viscous wave equations.      

Splitting methods for second‐order initial value problems

We consider implicit integration methods for the solution of stiff initial value problems for second-order differential equations of the special form y' = f(y). In implicit methods, we are faced with the problem of solving systems of implicit relations. This paper focuses on the construction and analysis of iterative solution methods which are effective in cases where the Jacobian of the right‐hand side of the differential equation can be split into a sum of matrices with a simple structure. These iterative methods consist of the modified Newton method and an iterative linear solver to deal with the linear Newton systems. The linear solver is based on the approximate factorization of the system matrix associated with the linear Newton systems. A number of convergence results are derived for the linear solver in the case where the Jacobian matrix can be split into commuting matrices. Such problems often arise in the spatial discretization of time‐dependent partial differential equations. Furthermore, the stability matrix and the order of accuracy of the integration process are derived in the case of a finite number of iterations. This revised version was published online in August 2006 with corrections to the Cover Date.     

Runge-Kutta Methods for the Numerical Solution of Stiff Semilinear Systems

This paper studies the stability and convergence properties of general Runge-Kutta methods when they are applied to stiff semilinear systems y(t) = J(t)y(t) + g(t, y(t)) with the stiffness contained in the variable coefficient linear part.We consider two assumptions on the relative variation of the matrix J(t) and show that for each of them there is a family of implicit Runge-Kutta methods that is suitable for the numerical integration of the corresponding stiff semilinear systems, i.e. the methods of the family are stable, convergent and the stage equations possess a unique solution. The conditions on the coefficients of a method to belong to these families turn out to be essentially weaker than the usual algebraic stability condition which appears in connection with the B-stability and convergence for stiff nonlinear systems. Thus there are important RK methods which are not algebraically stable but, according to our theory, they are suitable for the numerical integration of semilinear problems.This paper also extends previous results of Burrage, Hundsdorfer and Verwer on the optimal convergence of implicit Runge-Kutta methods for stiff semilinear systems with a constant coefficients linear part.     

Efficient higher order implicit one-step methods for integration of stiff differential equations

A new implicit integration method is presented which can efficiently be applied in the solution of (stiff) differential equations. The given formulas are of a modified implicit Runge-Kutta type and areA-stable. They may containA-stable embedded methods for error estimation and step-size control.     

On unconditionally positivity preserving DG schemes for shallow water flows with shock capturing by adaptive filtering procedures

In this work, we present an unconditionally positivity preserving implicit time integration scheme for the DG method applied to shallow water flows. For locally refined grids with very small elements, the ODE resulting from space discretization is stiff and requires implicit or partially implicit time stepping. However, for simulations including wetting and drying or regions with small water height, severe time step restrictions have to be imposed due to positivity preservation. Nevertheless, as implicit time stepping demands a significant amount of computational time in order to solve a large system of nonlinear equations for each time step we need large time steps to obtain an efficient scheme. In this context, we propose a novel approach to the strategy of positivity preservation. This new technique is based on the so-called Patankar trick and guarantees non-negativity of the water height for any time step size while still preserving conservativity. Due to this modification, the implicit scheme can take full advantage of larger time steps and is therefore able to beat explicit time stepping in terms of CPU time. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Linear stability of radially-heated circular Couette flow with simulated radial gravity

The stability of circular Couette flow between vertical concentric cylinders in the presence of a radial temperature gradient is considered with an effective “radial gravity.” In addition to terrestrial buoyancy − ρg e _z we include the term − ρg _m f(r)e _r where g _m f(r) is the effective gravitational acceleration directed radially inward across the gap. Physically, this body force arises in experiments using ferrofluid in the annular gap of a Taylor–Couette cell whose inner cylinder surrounds a vertical stack of equally spaced disk magnets. The radial dependence f(r) of this force is proportional to the modified Bessel function K ₁(κr), where 2π/κ is the spatial period of the magnetic stack and r is the radial coordinate. Linear stability calculations made to compare with conditions reported by Ali and Weidman (J. Fluid Mech., 220, 1990) show strong destabilization effects, measured by the onset Rayleigh number R, when the inner wall is warmer, and strong stabilization effects when the outer wall is warmer, with increasing values of the dimensionless radial gravity γ = g _m /g. Further calculations presented for the geometry and fluid properties of a terrestrial laboratory experiment reveal a hitherto unappreciated structure of the stability problem for differentially-heated cylinders: multiple wavenumber minima exist in the marginal stability curves. Transitions in global minima among these curves give rise to a competition between differing instabilities of the same spiral mode number, but widely separated axial wavenumbers.     

Linear stability of radially-heated circular Couette flow with simulated radial gravity

The stability of circular Couette flow between vertical concentric cylinders in the presence of a radial temperature gradient is considered with an effective “radial gravity.” In addition to terrestrial buoyancy − ρg e _z we include the term − ρg _m f(r)e _r where g _m f(r) is the effective gravitational acceleration directed radially inward across the gap. Physically, this body force arises in experiments using ferrofluid in the annular gap of a Taylor–Couette cell whose inner cylinder surrounds a vertical stack of equally spaced disk magnets. The radial dependence f(r) of this force is proportional to the modified Bessel function K ₁(κr), where 2π/κ is the spatial period of the magnetic stack and r is the radial coordinate. Linear stability calculations made to compare with conditions reported by Ali and Weidman (J. Fluid Mech., 220, 1990) show strong destabilization effects, measured by the onset Rayleigh number R, when the inner wall is warmer, and strong stabilization effects when the outer wall is warmer, with increasing values of the dimensionless radial gravity γ = g _m /g. Further calculations presented for the geometry and fluid properties of a terrestrial laboratory experiment reveal a hitherto unappreciated structure of the stability problem for differentially-heated cylinders: multiple wavenumber minima exist in the marginal stability curves. Transitions in global minima among these curves give rise to a competition between differing instabilities of the same spiral mode number, but widely separated axial wavenumbers.     

Extrapolation at stiff differential equations

Summary Asymptotic expansions of the global error of numerical methods are well-understood, if the differential equation is non-stiff. This paper is concerned with such expansions for the implicit Euler method, the linearly implicit Euler method and the linearly implicit mid-point rule, when they are applied tostiff differential equations. In this case perturbation terms are present, whose dominant one is given explicitly. This permits us to better understand the behaviour ofextrapolation methods at stiff differential equations. Numerical examples, supporting the theoretical results, are included.     

Congruences on ockham algebras with pseudocomplementation

The variety pOconsists of those algebras (L;?,?,f,^*,0,1) where (L;?,?,f,0,1) is an Ockham algebra, (L;?,?,f,^*,0,1) is a p-algebra, and the unary operations fand ^*. commute. For an algebra in pK _ωwe show that the compact congruences form a dual Stone lattice and use this to determine necessary and sufficient conditions for a principal congruence to be complemented. We also describe the lattice of subvarieties of pK _1,1identifying therein the biggest subvariety in which every principal congruence is complemented, and the biggest subvariety in which the intersection of two principal congruences is principal.     

On dual integral equations in the semiconservative case

A dual integral equations on the whole real axis with an unknown function f is considered. It is supposed that the kernel functions of the equations are even and representable as superposition of exponents. The equation is transferred to a system of integral equations on the positive semi-axis with two unknown functions: f ₁(x) = f(x) and f ₂(x) = f(−x). Applying a factorization method and using the solution of Ambartsumian equation, a system of Laplace transforms α ₁, α ₂ of functions f ₁, f ₂ is obtained. Under some conditions on the free term, the existence and uniqueness of the solution of that system is proved in the semi-conservative case. A construction of the functions α ₁, α ₂ is given by means of successive approximations, and a construction method of the solution (f ₁, f ₂) by α ₁, α ₂ is described.     

Ockham algebras with double pseudocomplementation

The variety dpO consists of those algebras (L; ∧, ∨, f, *, ⁺, 0, 1) with ∧, ∨ binary, f, *, ⁺ unary and 0, 1 nullary, and where (L; ∧, ∨, f, 0, 1) is an Ockham algebra and the unary operations f and * commute, f and⁺ commute. We describe completely the structure of the subdirectly irreducible algebras that belong to the subclass dpK_1,1, characterised by the property f³ = f. This paper is dedicated to Walter Taylor. Received September 29, 2004; accepted in final form September 8, 2005.     

Characterization and Transformation of Invariants

We consider difference equations of order k _n+k ≥ 2 of the form: y_n+k = f(yn,…,yn+k-1), n= 0,1,2,… where f: D ^k → D is a continuous function, and D?R. We develop a necessary and sufficient condition for the existence of a symmetric invariant I(x ₁,…,x_k ) ∈C^∞[D^k,D]. This condition will be used to construct invariants for linear and rational difference equations. Also, we investigate the transformation of invariants under invertible maps. We generalize and extend several results that have been obtained recently.     

Separately continuous functions with respect to a variable frame

We show that the set D(f) of discontinuity points of a function f : R ² R continuous at every point p with respect to two variable linearly independent directions e ₁(p) and e ₂(p) is a set of the first category. Furthermore, if f is differentiable along one of directions, then D(f) is a nowhere dense set.__________Translated from Ukrainskyi Matematychnyi Zhurnal, Vol. 56, No. 9, pp. 1281–1286, September, 2004.     

Characterising the Accuracy of Multivariable Refinable Functions via the Symbol Function

Suppose that f(x) = (f ₁(x),...,f _r (x)) ^T , x∈R ^d is a vector-valued function satisfying the refinement equation f(x) = ∑_Λ c _κ f(2x−κ) with finite set Λ of Z ^d and some r×r matricex c _κ. The requirements for f to have accuracy p are given in terms of the symbol function m(ξ). Supported by NSFC     

Approximation and Complexity II: Iterated Integration

We introduce two classes of real analytic functions W \subset U on an interval. Starting with rational functions to construct functions in W we allow the application of three types of operations: addition, integration, and multiplication by a polynomial with rational coefficients. In a similar way, to construct functions in U we allow integration, addition, and multiplication of functions already constructed in U and multiplication by rational numbers. Thus, U is a subring of the ring of Pfaffian functions [7]. Two lower bounds on the L _∈fty -norm are proved on a function f from W (or from U , respectively) in terms of the complexity of constructing f .     

Hermite Interpolation and Sobolev Orthogonality

In this paper, we study orthogonal polynomials with respect to the bilinear form (f, g) _S = V(f) A V(g) ^T + <u, f ^(N) g ^(N)V(f) =(f(c ₀), f "(c ₀), ..., f ^{(n – 1)} ₀(c ₀), ..., f(c _p ), f "(c _p ), ..., f ^{(n – 1)} _p(c _p )) u is a regular linear functional on the linear space P of real polynomials, c ₀, c ₁, ..., c _p are distinct real numbers, n ₀, n ₁, ..., n _p are positive integer numbers, N=n ₀+n ₁+...+n _p , and A is a N × N real matrix with all its principal submatrices nonsingular. We establish relations with the theory of interpolation and approximation.     

Strong Cesàro summability of double Fourier integrals

We prove the following theorem. Assume f ∈ L ^∞(R ²) with bounded support. If f is continuous at some point (x ₁,x ₂) ∈ R ², then the double Fourier integral of f is strongly q-Cesàro summable at (x ₁,x ₂) to the function value f(x ₁,x ₂) for every 0 < q < ∞. Furthermore, if f is continuous on some open subset of R ², then the strong q-Cesàro summability of the double Fourier integral of f is locally uniform on . Research partially supported by the Australian Research Council and the Hungarian National Foundation for Scientific Research under Grant T 046 192.