Iterative operator-splitting methods with higher-order time integration methods and applications for parabolic partial differential equations

In this paper we design higher-order time integrators for systems of stiff ordinary differential equations. We combine implicit Runge–Kutta and BDF methods with iterative operator-splitting methods to obtain higher-order methods. The idea of decoupling each complicated operator in simpler operators with an adapted time scale allows to solve the problems more efficiently. We compare our new methods with the higher-order fractional-stepping Runge–Kutta methods, developed for stiff ordinary differential equations. The benefit is the individual handling of each operator with adapted standard higher-order time integrators. The methods are applied to equations for convection–diffusion reactions and we obtain higher-order results. Finally we discuss the applications of the iterative operator-splitting methods to multi-dimensional and multi-physical problems.     

Numerical stability analysis of an acceleration scheme for step size constrained time integrators

Time integration schemes with a fixed time step, much smaller than the dominant slow time scales of the dynamics of the system, arise in the context of stiff ordinary differential equations or in multiscale computations, where a microscopic time-stepper is used to compute macroscopic behaviour. We discuss a method to accelerate such a time integrator by using extrapolation. This method extends the scheme developed by Sommeijer [Increasing the real stability boundary of explicit methods, Comput. Math. Appl. 19(6) (1990) 37–49], and uses similar ideas as the projective integration method. We analyse the stability properties of the method, and we illustrate its performance for a convection–diffusion problem.     

Stability and accuracy of DQ-based step-by-step integration methods for structural dynamics

In this paper, a new DQ-based compact step-by-step integration method is proposed. Analytical proof of stability is presented. The method is unconditionally stable and not affected by algorithmic damping. Besides, sixth-order convergence can be achieved. A classical nonlinear model is studied as example application. Compared to other similar procedures, this new method provides accurate results, even if the step size is relatively large.     

Dynamical analysis of Kirchhoff plates by an explicit time integration Morley element method

An explicit time integration finite element method is proposed to investigate dynamical analysis of Kirchhoff plates, where the Morley element is used for spatial discretization and the second-order central scheme for time discretization. Certain error estimates in the energy norm are achieved. A number of numerical results are included to show computational performance of the method.     

A numerical method for one-dimensional diffusion problem using Fourier transform and the B-spline Galerkin method

This paper deals with the diffusion transport equation in one dimensional space. The B-spline Galerkin approximation method together with the Fourier transform and Gauss-Hermite quadrature are proposed to compute approximate solution. We give some theoretical results such as existence and uniqueness of the solution and an upper error bound estimates. We also give some numerical examples to illustrate the effectiveness of a such method.     

A time finite element method for structural dynamics

A time (Galerkin) finite element method (time FEM) for structural dynamics is proposed in this paper. The key lies in a variational formulation that is well-posed and equivalent to the conventional strong form of governing equations of structural dynamics. Based on the variational formulation, a time finite element formulation is naturally established and its convergence property is easily derived through an a priori error analysis. Technical details on practical implementation of the time FEM are presented. Numerical examples are studied to verify the proposed time FEM.     

A method for indefinite integration of oscillatory and singular functions

We propose a general method for computing indefinite integrals of the form

A numerical method for solving KdV equation with multilevel B-spline quasi-interpolation

In this article, we use a multilevel quartic spline quasi-interpolation scheme to solve the one-dimensional nonlinear Korteweg–de Vries (KdV) equation which exhibits a large number of physical phenomena. The presented scheme is obtained by using the second-order central divided difference of the spatial derivative to approximate the third-order spatial derivative, and the forward divided difference to approximate the temporal derivative, where the spatial derivative is approximated by the proposed quasi-interpolation operator. Compared to other numerical methods, the main advantages of our scheme are the higher accuracy and lower computational complexity. Meanwhile, the algorithm is very simple and easy to implement. Numerical experiments in this article also show that our scheme is feasible and valid.     

A numerical technique for solution of the MRLW equation using quartic B-splines

Numerical scheme based on quartic B-spline collocation method is designed for the numerical solution of modified regularized long wave (MRLW) equation. Unconditional stability is proved using Von-Neumann approach. Performance of the method is checked through numerical examples. Using error norms L₂ and L_∞ and conservative properties of mass, momentum and energy, accuracy and efficiency of the new method is established through comparison with the existing techniques.     

An unstructured finite volume time domain method for structural dynamics

An unstructured finite volume time domain method (UFVTDM) is proposed to simulate stress wave propagation, in which the original variables of displacement and stress are solved based on the dynamic equilibrium equations. An Euler explicit and unstructured finite volume method is used for time dependent and spacial terms respectively. The displacements are stored on the cell vertex and a vertex based finite volume method is formed with that integral surface and the stresses are as assumed to be uniform in the cell. The present UFVTDM has several features. (1) The governing equations are discretized with the finite volume method which naturally follows conservation laws. (2) It can handle complex engineering problem. (3) This method is also able to analyze the natural characteristics and the numerical experiment shows that it is very efficient. Several cases are used to show the capability of the algorithm.     

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.     

A numerical technique based on B-spline for a class of time-fractional diffusion equation

This paper presents an efficient numerical technique for solving a class of time-fractional diffusion equation. The time-fractional derivative is described in the Caputo form. The L1 scheme is used for discretization of Caputo fractional derivative and a collocation approach based on sextic B-spline basis function is employed for discretization of space variable. The unconditional stability of the fully-discrete scheme is analyzed. Two numerical examples are considered to demonstrate the accuracy and applicability of our scheme. The proposed scheme is shown to be sixth order accuracy with respect to space variable and (2 − α)-th order accuracy with respect to time variable, where α is the order of temporal fractional derivative. The numerical results obtained are compared with other existing numerical methods to justify the advantage of present method. The CPU time for the proposed scheme is provided.     

Quintic B-spline for the numerical solution of the good Boussinesq equation

A numerical method is developed to solve the nonlinear Boussinesq equation using the quintic B-spline collocation method. Applying the Von Neumann stability analysis, the proposed method is shown to be unconditionally stable. An example has been considered to illustrate the efficiency of the method developed.     

A unified discontinuous Galerkin framework for time integration

We introduce a new discontinuous Galerkin approach for time integration. On the basis of the method of weighted residual, numerical quadratures are employed in the finite element time discretization to account for general nonlinear ordinary differential equations. Many different conditions, including explicit, implicit, and symplectic conditions, are enforced for the test functions in the variational analysis to obtain desirable features of the resulting time‐stepping scheme. The proposed discontinuous Galerkin approach provides a unified framework to derive various time‐stepping schemes, such as low‐order one‐step methods, Runge–Kutta methods, and multistep methods. On the basis of the proposed framework, several explicit Runge–Kutta methods of different orders are constructed. The derivation of symplectic Runge–Kutta methods has also been realized. The proposed framework allows the optimization of new schemes in terms of several characteristics, such as accuracy, sparseness, and stability. The accuracy optimization is performed on the basis of an analytical form of the error estimation function for a linear test initial value problem. Schemes with higher formal order of accuracy are found to provide more accurate solutions. We have also explored the optimization potential of sparseness, which is related to the general compressive sensing in signal/imaging processing. Two critical dimensions of the stability region, that is, maximal intervals along the imaginary and negative real axes, are employed as the criteria for stability optimization. This gives the largest Courant–Friedrichs–Lewy time steps in solving hyperbolic and parabolic partial differential equations, respectively. Numerical experiments are conducted to validate the optimized time‐stepping schemes. Copyright © 2013 John Wiley & Sons, Ltd.     

Stability analysis of a class of uncertain switched systems on time scale using Lyapunov functions

This paper deals with the stability analysis of a class of uncertain switched systems on non-uniform time domains. The considered class consists of dynamical systems which commute between an uncertain continuous-time subsystem and an uncertain discrete-time subsystem during a certain period of time. The theory of dynamic equations on time scale is used to study the stability of these systems on non-uniform time domains formed by a union of disjoint intervals with variable length and variable gap. Using the concept of common Lyapunov function, sufficient conditions are derived to guarantee the asymptotic stability of this class of systems on time scale with bounded graininess function. The proposed scheme is used to study the leader–follower consensus problem under intermittent information transmissions.     

A numerical method for the dynamics and stability of spiral waves

In this paper we propose a new method of investigating the change of dynamics in reaction-diffusion equations, which is based on approximating the Euclidian norm of state variables along with the introduction of phase space. Our method is simple in implementation and can be applied to study the dynamics of multiple spirals. The method is extended to study the stability of spiral waves by developing an algorithm which is applied to circular and meandering motions.     

A hybrid method using wavelets for the numerical solution of boundary value problems on the interval

In this work, various aspects of wavelet-based methods for second order boundary value problems under Galerkin framework are investigated. Based on the B-spline multiresolution analysis (MRA) on the line we propose a hybrid method on the interval which combines different treatments for interior and boundary splines. By using this procedure, the MRA structure was conserved and hierarchical representations of the solution at different scales were obtained without much computational effort. Numerical examples are given to verify the effectiveness of the proposed method and the comparison with other techniques is presented.     

On the convergence of the method for indefinite integration of oscillatory and singular functions

We consider the problem of convergence and error estimation of the method for computing indefinite integrals proposed in Keller [8]. To this end, we have analysed the properties of the difference operator related to the difference equation for the Chebyshev coefficients of a function that satisfies a given linear differential equation with polynomial coefficients. Properties of this operator were never investigated before. The obtained results lead us to the conclusion that the studied method is always convergent. We also give a rigorous proof of the error estimates.