Fourth-order diagonally implicit schemes for evolution equations

New fourth-order methods are proposed for solving both ordinary and partial differential equations. The derivation of the methods is based on the form of diagonally implicit schemes applied to stiff ordinary differential equations. The methods are absolutely and unconditionally stable. Test computations are presented.     

A plane wave method combined with local spectral elements for nonhomogeneous Helmholtz equation and time-harmonic Maxwell equations

In this paper we are concerned with plane wave discretizations of nonhomogeneous Helmholtz equation and time-harmonic Maxwell equations. To this end, we design a plane wave method combined with local spectral elements for the discretization of such nonhomogeneous equations. This method contains two steps: we first solve a series of nonhomogeneous local problems on auxiliary smooth subdomains by the spectral element method, and then apply the plane wave method to the discretization of the resulting (locally homogeneous) residue problem on the global solution domain. We derive error estimates of the approximate solutions generated by this method. The numerical results show that the resulting approximate solutions possess high accuracy.     

Factorization of the reaction-diffusion equation,the wave equation,and other equations

We investigate equations of the form D _t u = Δu + ξ? _u for an unknown function u(t, x), t ∈ ?, x ∈ X, where D _t u = a ₀(u, t) + Σ _k=1 ^r a _k (t, u)? _t ^k u, Δ is the Laplace-Beltrami operator on a Riemannian manifold X, and ξ is a smooth vector field on X. More exactly, we study morphisms from this equation within the category PDE of partial differential equations, which was introduced by the author earlier. We restrict ourselves to morphisms of a special form—the so-called geometric morphisms, which are given by maps of X to other smooth manifolds (of the same or smaller dimension). It is shown that a map f: X → Y defines a morphism from the equation D _t u = Δu + ξ? _u if and only if, for some vector field Ξ and a metric on Y, the equality (Δ + ξ?)f*v = f*(Δ + Ξ?)v holds for any smooth function v: Y → ?. In this case, the quotient equation is D _t v = Δv + Ξ?v for an unknown function v(t, y), y ∈ Y. It is also shown that, if a map f: X → Y is a locally trivial bundle, then f defines a morphism from the equation D _t u = Δu if and only if fibers of f are parallel and, for any path γ on Y, the expansion factor of a fiber translated along the horizontal lift γ to X depends on γ only.     

Fourth-order compact schemes with adaptive time step for monodomain reaction–diffusion equations

Multigrid applied to fourth-order compact schemes for monodomain reaction–diffusion equations in two dimensions has been developed. The scheme accounts for the anisotropy of the medium, allows for any cellular activation model to be used, and incorporates an adaptive time step algorithm. Numerical simulations show up to a 40% reduction in computational time for complex cellular models as compared to second-order schemes for the same solution error. These results point to high-order schemes as valid alternatives for the efficient solution of the cardiac electrophysiology problem when complex cellular activation models are used.     

Optimal finite difference schemes for a wave equation

In this paper, a solution to a two-dimensional wave equation using the Laguerre transform is considered. Optimal parameters of finite difference schemes for this equation are obtained. Numerical values of these optimal parameters are specified. Second-order finite difference schemes with the optimal parameters provide an accuracy of solving the equations close to that provided by a fourth-order scheme. It is shown that using the Laguerre decomposition can reduce the number of optimal parameters in comparison with using the Fourier decomposition. This simplifies the finite difference schemes and decreases the number of calculations, that is, makes the algorithm more efficient.     

Convergent numerical schemes for the compressible hyperelastic rod wave equation

We propose a fully discretised numerical scheme for the hyperelastic rod wave equation on the line. The convergence of the method is established. Moreover, the scheme can handle the blow-up of the derivative which naturally occurs for this equation. By using a time splitting integrator which preserves the invariants of the problem, we can also show that the scheme preserves the positivity of the energy density.     

Geometric finite difference schemes for the generalized hyperelastic-rod wave equation

Geometric integrators are presented for a class of nonlinear dispersive equations which includes the Camassa-Holm equation, the BBM equation and the hyperelastic-rod wave equation. One group of schemes is designed to preserve a global property of the equations: the conservation of energy; while the other one preserves a more local feature of the equations: the multi-symplecticity.     

Parameterized families of finite difference schemes for the wave equation

This article is devoted to an analysis of simple families of finite difference schemes for the wave equation. These families are dependent on several free parameters, and methods for obtaining stability bounds as a function of these parameters are discussed in detail. Access to explicit stability bounds such as those derived here may, it is hoped, lead to optimization techniques for so‐called spectral‐like methods, which are difference schemes dependent on many free parameters (and for which maximizing the order of accuracy may not be the defining criterion). Though the focus is on schemes for the wave equation in one dimension, the analysis techniques are extended to two dimensions; implicit schemes such as ADI methods are examined in detail. Numerical results are presented. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 463–480, 2004.     

Fourth-order alternating direction implicit compact finite difference schemes for two-dimensional Schrödinger equations

In this paper, alternating direction implicit compact finite difference schemes are devised for the numerical solution of two-dimensional Schrödinger equations. The convergence rates of the present schemes are of order O(h⁴+τ²). Numerical experiments show that these schemes preserve the conservation laws of charge and energy and achieve the expected convergence rates. Representative simulations show that the proposed schemes are applicable to problems of engineering interest and competitive when compared to other existing procedures.     

The maximal accuracy of stable difference schemes for the wave equation

We consider three time-level difference schemes, symmetric in time and space, for the solution of the wave equation,u _tt =c ² u _xx , given by

Dirac equation and spin 1 representations,a connection with symmetries of the Maxwell equations

A unitary operator on the space of spinors that makes it possible to associate each transformation in this space with a transformation in the space of electromagnetic field strengths is found. A connection is established by means of this operator between representations in the space of spinors and the space of field strengths for the Lorentsz, Poincaré, and conformal groups. Unusual symmetries of the Dirac equation are found on this basis. It is noted that the Pauli—Gürsey symmetry operators (without the ⁵ operator) of the Dirac equation withm=0 form the same representation D(1/2, 0)D(0, 1/2) of the O(1, 3) algebra of the Lorentz group as the spin matrices of the standard spinor representation. It is shown that besides the standard (spinor) representation of the Poincaré group, the massless Dirac equation is invariant with respect to two other representations of this group, namely, the vector and tensor representations specified by the generators of the representations D(1/2, 1/2) and D(1, 0) D(0, 0) of the Lorentz group, respectively. Unusual families of representations of the conformal algebra associated with these representations of the group O(1, 3) are investigated. Analogous O(1, 2) and P(1, 2) invariance algebras are established for the Dirac equation withm>0.Institute of Nuclear Research, Ukrainian Academy of Sciences. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 90, No. 3, pp. 388–406, March, 1992.     

A plane wave least squares method for the Maxwell equations in anisotropic media

Numerical Algorithms - In this paper, we first consider the time-harmonic Maxwell equations with Dirichlet boundary conditions in three-dimensional anisotropic media, where the coefficients of the...     

Stability and convergence of staggered Runge-Kutta schemes for semilinear wave equations

A staggered Runge-Kutta (staggered RK) scheme is a Runge-Kutta type scheme using a time staggered grid, as proposed by Ghrist et al. in 2000 [6]. Afterwards, Verwer in two papers investigated the efficiency of a scheme proposed by Ghrist et al. [6] for linear wave equations. We study stability and convergence properties of this scheme for semilinear wave equations. In particular, we prove convergence of a fully discrete scheme obtained by applying the staggered RK scheme to the MOL approximation of the equation.     

Thermal transpiration for the linearized Boltzmann equation

The phenomena of thermal transpiration due to the boundary temperature gradient is studied on the level of the linearized Boltzmann equation for the hard‐sphere model. We construct such a flow for a highly rarefied gas between two plates and also in a circular pipe. It is shown that the flow velocity parallel to the plates is proportional to the boundary temperature gradient. For a highly rarefied gas, that is, for a sufficiently large Knudsen number κ, the flow velocity between two plates is of the order of log κ, and the flow velocity in a pipe is of finite order. Our analysis is based on certain pointwise estimates of the solutions of the linearized Boltzmann equation. © 2006 Wiley Periodicals, Inc.