High-order linearly implicit two-step peer – finite element methods for time-dependent PDEs

Linearly-implicit two-step peer methods are successfully applied in the numerical solution of ordinary differential and differential-algebraic equations. One of their strengths is that even high-order methods do not show order reduction in computations for stiff problems. With this property, peer methods commend themselves as time-stepping schemes in finite element calculations for time-dependent partial differential equations (PDEs).We have included a class of linearly-implicit two-step peer methods in the finite element software Kardos. There PDEs are solved following the Rothe method, i.e. first discretised in time, leading to linear elliptic problems in each stage of the peer method. We describe the construction of the methods and how they fit into the finite element framework. We also discuss the starting procedure of the two-step scheme and questions of local temporal error control.The implementation is tested for two-step peer methods of orders three to five on a selection of PDE test problems on fixed spatial grids. No order reduction is observed and the two-step methods are more efficient, at least competitive, in comparison with the linearly implicit one-step methods provided in Kardos.     

Invariant tori for commuting Hamiltonian PDEs

We generalize to some PDEs a theorem by Eliasson and Nekhoroshev on the persistence of invariant tori in Hamiltonian systems with r integrals of motion and n degrees of freedom, r?n. The result we get ensures the persistence of an r-parameter family of r-dimensional invariant tori. The parameters belong to a Cantor-like set. The proof is based on the Lyapunov-Schmidt decomposition and on the standard implicit function theorem. Some of the persistent tori are resonant. We also give an application to the nonlinear wave equation with periodic boundary conditions on a segment and to a system of coupled beam equations. In the first case we construct 2-dimensional tori, while in the second case we construct 3-dimensional tori.     

A new high-order energy-preserving scheme for the modified Korteweg-de Vries equation

In this paper, a new high-order energy-preserving scheme is proposed for the modified Korteweg-de Vries equation. The proposed scheme is constructed by using the Hamiltonian boundary value methods in time, and Fourier pseudospectral method in space. Exploiting this method, we get second-order and fourth-order energy-preserving integrators. The proposed schemes not only have high accuracy, but also exactly conserve the total mass and energy in the discrete level. Finally, single solitary wave and the interaction of two solitary waves are presented to illustrate the effectiveness of the proposed schemes.     

A KAM theorem for space-multidimensional Hamiltonian PDEs

We describe a method of translating a Lambek grammar with one division into an equivalent context-free grammar whose size is bounded by a polynomial in the size of the original grammar. Earlier constructions by Buszkowski and Pentus lead to exponential growth of the grammar size.     

An Averaging Theorem for Quasilinear Hamiltonian PDEs

We study the dynamics of Hamiltonian quasilinear PDEs close to elliptic equilibria. Under a suitable nonresonance condition we prove an averaging theorem according to which any solution corresponding to smooth initial data with small amplitude remains very close to a torus up to long times. An application to quasilinear wave equations in ann-dimensional paralleliped is given. Communicated by Eduard Zehnder submitted 29/10/02, accepted: 12/05/03     

Hamiltonian Interpolation of Splitting Approximations for Nonlinear PDEs

We consider a wide class of semilinear Hamiltonian partial differential equations and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical trajectory remains at least uniformly integrable with respect to an eigenbasis of the linear operator (typically the Fourier basis). We show the existence of a modified interpolated Hamiltonian equation whose exact solution coincides with the discrete flow at each time step over a long time. While for standard splitting or implicit–explicit schemes, this long time depends on a cut-off condition in the high frequencies (CFL condition), we show that it can be made exponentially large with respect to the step size for a class of modified splitting schemes.     

B-convergence results for linearly implicit one step methods

B-consistency andB-convergence of linearly implicit one step methods with respect to a class of arbitrarily stiff semi-linear problems are considered. Order conditions are derived. An algorithm for constructing methods of order>1 is shown and examples are given. By suitable modifications of the methods the occurring order reduction is decreased.     

The multi-symplecticity of partitioned Runge-Kutta methods for Hamiltonian PDEs

In this article we consider partitioned Runge-Kutta (PRK) methods for Hamiltonian partial differential equations (PDEs) and present some sufficient conditions for multi-symplecticity of PRK methods of Hamiltonian PDEs.

     

On parallel asynchronous high-order solutions of parabolic PDEs

In achieving significant speed-up on parallel machines, a major obstacle is the overhead associated with synchronizing the concurrent processes. This paper presents high-orderparallel asynchronous schemes, which are schemes that are specifically designed to minimize the associated synchronization overhead of a parallel machine in solving parabolic PDEs. They are asynchronous in the sense that each processor is allowed to advance at its own speed. Thus, these schemes are suitable for single (or multi) user shared memory or (message passing) MIMD multiprocessors. Our approach is demonstrated for the solution of the multidimensional heat equation, of which we present a spatial second-order Parametric Asynchronous Finite-Difference (PAFD) scheme. The well-known synchronous schemes are obtained as its special cases. This is a generalization and expansion of the results in [5] and [7]. The consistency, stability and convergence of this scheme are investigated in detail. Numerical tests show that although PAFD provides the desired order of accuracy, its efficiency is inadequate when performed on each grid point.In an alternative approach that uses domain decomposition, the problem domain is divided among the processors. Each processor computes its subdomain mostly independently, while the PAFD scheme provides the solutions at the subdomains' boundaries. We use high-order finite-difference implicit scheme within each subdomain and determine the values at subdomains' boundaries by the PAFD scheme. Moreover, in order to allow larger time-step, we use remote neighbors' values rather than those of the immediate neighbors. Numerical tests show that this approach provides high efficiency and in the case which uses remote neighbors' values an almost linear speedup is achieved. Schemes similar to the PAFD can be developed for other types of equations [3].This research was supported by the fund for promotion of research at the Technion.     

Spectrally accurate space-time solution of Hamiltonian PDEs

Numerical Algorithms - Recently, the numerical solution of multi-frequency, highly oscillatory Hamiltonian problems has been attacked by using Hamiltonian boundary value methods (HBVMs) as spectral...     

The multi-symplectic Fourier pseudospectral method for solving two-dimensional Hamiltonian PDEs

In this paper, the multi-symplectic Fourier pseudospectral (MSFP) method is generalized to solve two-dimensional Hamiltonian PDEs with periodic boundary conditions. Using the Fourier pseudospectral method in the space of the two-dimensional Hamiltonian PDE (2D-HPDE), the semi-discrete system obtained is proved to have semi-discrete multi-symplectic conservation laws and a global symplecticity conservation law. Then, the implicit midpoint rule is employed for time integration to obtain the MSFP method for the 2D-HPDE. The fully discrete multi-symplectic conservation laws are also obtained. In addition, the proposed method is applied to solve the Zakharov-Kuznetsov (ZK) equation and the Kadomtsev-Petviashvili (KP) equation. Numerical experiments on soliton solutions of the ZK equation and the KP equation show the high accuracy and effectiveness of the proposed method.     

Non-smooth data error estimates for linearly implicit Runge-Kutta methods

Linearly implicit time discretizations of semilinear parabolicequations with non-smooth initial data are studied. The analysisuses the framework of analytic semigroups which includes reaction-diffusionequations and the incompressible Navier-Stokes equations. Itis shown that the order of convergence on finite time intervalsis essentially one. Applications to the long-term behaviourof linearly implicit Runge-Kutta methods are given.     

The multi-symplectic Fourier pseudospectral method for solving two-dimensional Hamiltonian PDEs

In this paper, the multi-symplectic Fourier pseudospectral (MSFP) method is generalized to solve two-dimensional Hamiltonian PDEs with periodic boundary conditions. Using the Fourier pseudospectral method in the space of the two-dimensional Hamiltonian PDE (2D-HPDE), the semi-discrete system obtained is proved to have semi-discrete multi-symplectic conservation laws and a global symplecticity conservation law. Then, the implicit midpoint rule is employed for time integration to obtain the MSFP method for the 2D-HPDE. The fully discrete multi-symplectic conservation laws are also obtained. In addition, the proposed method is applied to solve the Zakharov–Kuznetsov (ZK) equation and the Kadomtsev–Petviashvili (KP) equation. Numerical experiments on soliton solutions of the ZK equation and the KP equation show the high accuracy and effectiveness of the proposed method.     

Hamilton系统MSRK算法的数值色散关系

Numerical dispersion relation of the multi-symplectic Runge-Kutta (MSRK) method for linear Hamiltonian PDEs is derived in the present paper, which is shown to be a discrete counterpart to that possessed by the differential equation. This provides further understanding of MSRK methods. However, much still remains to be investigated further.     

Fast algorithms for high-order spline collocation systems

Summary. In this paper, we present a complete eigenvalue analysis for arbitrary order -spline collocation methods applied to the Poisson equation on a rectangular domain with Dirichlet boundary conditions. Based on this analysis, we develop some fast algorithms for solving a class of high-order spline collocation systems which arise from discretizing the Poisson equation. Received April 8, 1997 / Revised version received August 29, 1997     

Stability andB-convergence of linearly implicit Runge-Kutta methods

Summary In this paper we study stability and convergence properties of linearly implicit Runge-Kutta methods applied to stiff semi-linear systems of differential equations. The stability analysis includes stability with respect to internal perturbations. All results presented in this paper are independent of the stiffness of the system.     

Fast algorithms for PDEs in simple and complex geometries

A brief review of our fast algorithms is given in this short paper. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Hamiltonian systems of PDEs with selfdual boundary conditions

Selfdual variational calculus is developed further and used to address questions of existence of local and global solutions for various parabolic semi-linear equations, and Hamiltonian systems of PDEs. This allows for the resolution of such equations under general time boundary conditions which include the more traditional ones such as initial value problems, periodic and anti-periodic orbits, but also yield new ones such as “periodic orbits up to an isometry” for evolution equations that may not have periodic solutions. In the process, we introduce a method for perturbing selfdual functionals in order to induce coercivity and compactness, without destroying the selfdual character of the system. N. Ghoussoub was partially supported by a grant from the Natural Sciences and Engineering Research Council of Canada. A. Moameni’s research was supported by a postdoctoral fellowship at the University of British Columbia.     

Parallel algorithms for large-scale linearly constrained minimization problem

In this paper, two PVD-type algorithms are proposed for solving inseparable linear constraint optimization. Instead of computing the residual gradient function, the new algorithm uses the reduced gradients to construct the PVD directions in parallel computation, which can greatly reduce the computation amount each iteration and is closer to practical applications for solve large-scale nonlinear programming. Moreover, based on an active set computed by the coordinate rotation at each iteration, a feasible descent direction can be easily obtained by the extended reduced gradient method. The direction is then used as the PVD direction and a new PVD algorithm is proposed for the general linearly constrained optimization. And the global convergence is also proved.     

Quadratic invariants and multi-symplecticity of partitioned Runge-Kutta methods for Hamiltonian PDEs

In this paper, we study the preservation of quadratic conservation laws of Runge-Kutta methods and partitioned Runge-Kutta methods for Hamiltonian PDEs and establish the relation between multi-symplecticity of Runge-Kutta method and its quadratic conservation laws. For Schrödinger equations and Dirac equations, it reveals that multi-symplectic Runge-Kutta methods applied to equations with appropriate boundary conditions can preserve the global norm conservation and the global charge conservation, respectively.