Stability of some boundary value methods for the solution of initial value problems

The stability properties of three particular boundary value methods (BVMs) for the solution of initial value problems are considered. Our attention is focused on the BVMs based on the midpoint rule, on the Simpson method and on an Adams method of order 3. We investigate their BV-stability regions by considering the scalar test problem and constant stepsize. The study of the conditioning of the coefficient matrix of the discrete problem is extended to the case of variable stepsize and block ODE problems. We also analyse an appropriate choice for the stepsize for stiff problems. Numerical tests are reported to evidentiate the effectiveness of the BVMs and the differences among the BVMs considered.Work supported by the Ministero della Ricerca Scientifica, 40% project, and C.N.R. (contract of research # 92.00535.01).     

A finite volume scheme for a model coupling free surface and pressurised flows in pipes

A model is derived for the coupling of transient free surface and pressurized flows. The resulting system of equations is written under a conservative form with discontinuous gradient of pressure. We treat the transition point between the two types of flows as a free boundary associated to a discontinuity of the gradient of pressure. The numerical simulation is performed by making use of a Roe-like finite volume scheme that we adapted to such discontinuities in the flux. The validation is performed by comparison with experimental results.     

Stability of contact discontinuities for the nonisentropic Euler equations

We study the stability of contact discontinuities for the nonisentropic Euler equations in two or three space dimensions. A simple criterion predicting neutral stability or violent instability is given.

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Sunto Si studia la stabilità delle discontinuità di contatto per le equazioni di Eulero non isentropiche in dimensione di spazio 2 e 3. Viene presentato un criterio semplice per la stabilità neutrale e l’instabilità violenta.

     

A framework for obtaining guaranteed error bounds for finite element approximations

We give an overview of our recent progress in developing a framework for the derivation of fully computable guaranteed posteriori error bounds for finite element approximation including conforming, non-conforming, mixed and discontinuous finite element schemes. Whilst the details of the actual estimator are rather different for each particular scheme, there is nonetheless a common underlying structure at work in all cases. We aim to illustrate this structure by treating conforming, non-conforming and discontinuous finite element schemes in a single framework. In taking a rather general viewpoint, some of the finer details of the analysis that rely on the specific properties of each particular scheme are obscured but, in return, we hope to allow the reader to ‘see the wood despite the trees’.     

Adaptive frame methods for nonlinear variational problems

In this paper we develop adaptive numerical solvers for certain nonlinear variational problems. The discretization of the variational problems is done by a suitable frame decomposition of the solution, i.e., a complete, stable, and redundant expansion. The discretization yields an equivalent nonlinear problem on the space of frame coefficients. The discrete problem is then adaptively solved using approximated nested fixed point and Richardson type iterations. We investigate the convergence, stability, and optimal complexity of the scheme. A theoretical advantage, for example, with respect to adaptive finite element schemes is that convergence and complexity results for the latter are usually hard to prove. The use of frames is further motivated by their redundancy, which, at least numerically, has been shown to improve the conditioning of the discretization matrices. Also frames are usually easier to construct than Riesz bases. We present a construction of divergence-free wavelet frames suitable for applications in fluid dynamics and magnetohydrodynamics. M. Fornasier acknowledges the financial support provided through the Intra-European Individual Marie Curie Fellowship Programme, under contract MOIF-CT-2006-039438. All of the authors acknowledge the hospitality of Dipartimento di Metodi e Modelli Matematici per le Scienze Applicate, Università di Roma “La Sapienza”, Italy, during the early preparation of this work. The authors want to thank Daniele Boffi, Dorina Mitrea, and Karsten Urban for the helpful and fruitful discussions on divergence-free function spaces.     

Fluid flows through fractured porous media along Beavers–Joseph interfaces

We study a fluid flow traversing a porous medium and obeying the Darcy's law in the case when this medium is fractured in blocks by an ε  -periodic (ε>0$\epsilon >0$) distribution of fissures filled with a Stokes fluid. These two flows are coupled by a Beavers–Joseph type interface condition. The existence and uniqueness of this flow in our ε-periodic structure are proved. As the small period of the distribution shrinks to zero, we study the asymptotic behaviour of the flow when the permeability and the entire contribution on the interface of the Beavers–Joseph transfer coefficients are of unity order. We find the homogenized problem verified by the two-scale limits of the coupled velocities and pressures. It is well-posed and provides the corresponding classical homogenized problem.     

Adaptive data distribution for concurrent continuation

Summary Continuation methods compute paths of solutions of nonlinear equations that depend on a parameter. This paper examines some aspects of the multicomputer implementation of such methods. The computations are done on a mesh connected multicomputer with 64 nodes.One of the main issues in the development of concurrent programs is load balancing, achieved here by using appropriate data distributions. In the continuation process, many linear systems have to be solved. For nearby points along the solution path, the corresponding system matrices are closely related to each other. Therefore, pivots which are good for theLU-decomposition of one matrix are likely to be acceptable for a whole segment of the solution path. This suggests to choose certain data distributions that achieve good load balancing. In addition, if these distributions are used, the resulting code is easily vectorized.To test this technique, the invariant manifold of a system of two identical nonlinear oscillators is computed as a function of the coupling between them. This invariant manifold is determined by the solution of a system of nonlinear partial differential equations that depends on the coupling parameter. A symmetry in the problem reduces this system to one single equation, which is discretized by finite differences. The solution of the discrete nonlinear system is followed as the coupling parameter is changed.This material is based upon work supported by the NSF under Cooperative Agreement No. CCR-8809615. The government has certain rights in this material.     

High order linear initial-value problems and Schauder bases

In this paper we approximate the solution of a linear initial-value problem, making use of a Schauder basis for certain Banach space associated with such a differential problem. In addition, we apply that results in order to calculate numerically the response from a structure modelled by a three degree-of-freedom mass–damper–spring system.     

A two point boundary value problem with a rapidly oscillating solution

Summary Some numerical methods are developed for a two point boundary value problem with a rapidly oscillating solution. The two point boundary value problem is chosen to model some of the difficulties that may be expected to occur in solving the reduced wave equation at moderately high frequencies.Dedicated to lvo Babuka on his sixtieth birthdayWork supported in part by IR funds of NSWC     

Analysis of a semidiscrete discontinuous Galerkin scheme for compressible miscible displacement problem

Numerical approximation of the coupled system of compressible miscible displacement problem in porous media is considered in this paper. A continuous in time discontinuous Galerkin scheme is developed. The symmetric interior penalty discontinuous Galerkin method is used to solve both the flow and transport equations. Upwind technique is used to treat the convection term in the transport equation. The hp-a priori error bounds are derived.     

On dynamic iteration for delay differential equations

In this paper we study dynamic iteration techniques for systems of nonlinear delay differential equations. After pointing out a close connection to the truncated infinite embedding, as proposed by Feldstein, Iserles, and Levin, we give a proof of the superlinear convergence of the simple dynamic iteration scheme. Then we propose a more general scheme that in addition allows for a decoupling of the equations into disjoint subsystems, just like what we are used to from dynamic iteration schemes for ODEs. This scheme is also shown to converge superlinearly.     

Guaranteed and robust discontinuous Galerkin a posteriori error estimates for convection-diffusion-reaction problems

We propose and study a posteriori error estimates for convection-diffusion-reaction problems with inhomogeneous and anisotropic diffusion approximated by weighted interior-penalty discontinuous Galerkin methods. Our twofold objective is to derive estimates without undetermined constants and to analyze carefully the robustness of the estimates in singularly perturbed regimes due to dominant convection or reaction. We first derive locally computable estimates for the error measured in the energy (semi)norm. These estimates are evaluated using -conforming diffusive and convective flux reconstructions, thereby extending the previous work on pure diffusion problems. The resulting estimates are semi-robust in the sense that local lower error bounds can be derived using suitable cutoff functions of the local Péclet and Damköhler numbers. Fully robust estimates are obtained for the error measured in an augmented norm consisting of the energy (semi)norm, a dual norm of the skew-symmetric part of the differential operator, and a suitable contribution of the interelement jumps of the discrete solution. Numerical experiments are presented to illustrate the theoretical results.     

Modeling of two-phase flows with surface tension by finite pointset method (FPM)

A meshfree method for two-phase immiscible incompressible flows including surface tension is presented. The continuum surface force (CSF) model is used to include the surface tension force. The incompressible Navier–Stokes equation is considered as the mathematical model. Application of implicit projection method results in linear second-order partial differential equations for velocities and pressure. These equations are then solved by the finite pointset method (FPM), which is a meshfree and Lagrangian method. The fluid is represented as finite number of particles and the immiscible fluids are distinguished by the color of each particle. The interface is tracked automatically by advecting the color functions for each particle. Two test cases, Laplace's law and the Rayleigh–Taylor instability in 2D have been presented. The results are found to be consistent with the theoretical results.     

High-order nonlinear initial-value problems countably determined

We give a numerical approximation of the solution of a high-order nonlinear initial-value problem by making use of certain properties of an adequate Schauder basis.     

Analysis of the dynamics of local error control via a piecewise continuous residual

Positive results are obtained about the effect of local error control in numerical simulations of ordinary differential equations. The results are cast in terms of the local error tolerance. Under theassumption that a local error control strategy is successful, it is shown that a continuous interpolant through the numerical solution exists that satisfies the differential equation to within a small, piecewise continuous, residual. The assumption is known to hold for thematlab ode23 algorithm [10] when applied to a variety of problems. Using the smallness of the residual, it follows that at any finite time the continuous interpolant converges to the true solution as the error tolerance tends to zero. By studying the perturbed differential equation it is also possible to prove discrete analogs of the long-time dynamical properties of the equation—dissipative, contractive and gradient systems are analysed in this way. Supported by the Engineering and Physical Sciences Research Council under grants GR/H94634 and GR/K80228. Supported by the Office of Naval Research under grant N00014-92-J-1876 and by the National Science Foundation under grant DMS-9201727.     

A novel method for a class of parameterized singularly perturbed boundary value problems

In this paper a novel approach is presented for solving parameterized singularly perturbed two-point boundary value problems with a boundary layer. By the boundary layer correction technique, the original problem is converted into two non-singularly perturbed problems which can be solved using traditional numerical methods, such as Runge–Kutta methods. Several non-linear problems are solved to demonstrate the applicability of the method. Numerical experiments indicate the high accuracy and the efficiency of the new method.     

Relationships among some classes of implicit Runge-Kutta methods and their stability functions

In this paper we apply the theory for implicit Runge-Kutta methods presented by Stetter to a number of subclasses of methods that have recently been discussed in the literature. We first show how each of these classes can be expressed within this theoretical framework and from this we are able to establish a number of relationships among these classes. In addition to improving the current state of understanding of these methods, their expression within this theoretical framework makes it possible for us to obtain results giving general forms for their stability functions.This work was supported by the Natural Sciences and Engineering Research Council of Canada.     

A posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations

We present constructive a posteriori estimates of inverse operators for initial value problems in linear ordinary differential equations (ODEs) on a bounded interval. Here, “constructive” indicates that we can obtain bounds of the operator norm in which all constants are explicitly given or are represented in a numerically computable form. In general, it is difficult to estimate these inverse operators a priori. We, therefore, propose a technique for obtaining a posteriori estimates by using Galerkin approximation of inverse operators. This type of estimation will play an important role in the numerical verification of solutions for initial value problems in nonlinear ODEs as well as for parabolic initial boundary value problems.     

On a class of non-self-adjoint periodic eigenproblems with boundary and interior singularities

We prove that all the eigenvalues of a certain highly non-self-adjoint Sturm-Liouville differential operator are real. The results presented are motivated by and extend those recently found by various authors (Benilov et al. (2003) [3], Davies (2007) [7] and Weir (2008) [18]) on the stability of a model describing small oscillations of a thin layer of fluid inside a rotating cylinder.