High accuracy cubic spline finite difference approximation for the solution of one-space dimensional non-linear wave equations

In this paper, we propose a new three-level implicit nine point compact cubic spline finite difference formulation of order two in time and four in space directions, based on cubic spline approximation in x-direction and finite difference approximation in t-direction for the numerical solution of one-space dimensional second order non-linear hyperbolic partial differential equations. We describe the mathematical formulation procedure in details and also discuss how our formulation is able to handle wave equation in polar coordinates. The proposed method when applied to a linear hyperbolic equation is also shown to be unconditionally stable. Numerical results are provided to justify the usefulness of the proposed method.     

Analytical approximation of weakly nonlinear continuous systems using renormalization group method

A direct method based on renormalization group method (RGM) is proposed for determining the analytical approximation of weakly nonlinear continuous systems. To demonstrate the application of the method, we use it to analyze some examples. First, we analyze the vibration of a beam resting on a nonlinear elastic foundation with distributed quadratic and cubic nonlinearities in the cases of primary and subharmonic resonances of the nth mode. We apply the RGM to the discretized governing equation and also directly to the governing partial differential equations (PDE). The results are in full agreement with those previously obtained with multiple scales method. Second, we obtain higher order approximation for free vibrations of a beam resting on a nonlinear elastic foundation with distributed cubic nonlinearities. The method is applied to the discretized governing equation as well as directly to the governing PDE. The proposed method is capable of producing directly higher order approximation of weakly nonlinear continuous systems. It is shown that the higher order approximation of discretization and direct methods are not in general equal. Finally, we analyze the previous problem in the case that the governing differential equation expressed in complex-variable form. The results of second order form and complex-variable form are not in agreement. We observe that in use of RGM in higher order approximation of continuous systems, the equations must not be treated in second order form.     

A uniformly convergent hybrid scheme for singularly perturbed system of reaction-diffusion Robin type boundary-value problems

This paper deals with the study on system of reaction diffusion differential equations for Robin or mixed type boundary value problems (MBVPs). A cubic spline approximation has been used to obtain the difference scheme for the system of MBVPs, on a piecewise uniform Shishkin mesh defined in the whole domain. It has been shown that our proposed scheme, i.e., central difference approximation for outer region with cubic spline approximation for inner region of boundary layers, leads to almost second order parameter uniform convergence whereas the standard method i.e., the forward-backward approximation for mixed boundary conditions with central difference approximation inside the domain leads to almost first order convergence on Shishkin mesh. Numerical results are provided to show the efficiency and accuracy of these methods.     

A high‐order B‐spline collocation scheme for solving a nonhomogeneous time‐fractional diffusion equation

A high‐accuracy numerical approach for a nonhomogeneous time‐fractional diffusion equation with Neumann and Dirichlet boundary conditions is described in this paper. The time‐fractional derivative is described in the sense of Riemann‐Liouville and discretized by the backward Euler scheme. A fourth‐order optimal cubic B‐spline collocation (OCBSC) method is used to discretize the space variable. The stability analysis with respect to time discretization is carried out, and it is shown that the method is unconditionally stable. Convergence analysis of the method is performed. Two numerical examples are considered to demonstrate the performance of the method and validate the theoretical results. It is shown that the proposed method is of order O(Δx⁴ + Δt^{2 ? α}) convergence, where α ∈ (0,1) . Moreover, the impact of fractional‐order derivative on the solution profile is investigated. Numerical results obtained by the present method are compared with those obtained by the method based on standard cubic B‐spline collocation method. The CPU time for present numerical method and the method based on cubic B‐spline collocation method are provided.     

A new high accuracy non-polynomial tension spline method for the solution of one dimensional wave equation in polar co-ordinates

In this paper, we propose a new three-level implicit nine point compact finite difference formulation of O(k² + h⁴) based on non-polynomial tension spline approximation in r-direction and finite difference approximation in t-direction for the numerical solution of one dimensional wave equation in polar co-ordinates. We describe the mathematical formulation procedure in details and also discuss the stability of the method. Numerical results are provided to justify the usefulness of the proposed method.     

On Schwarz's domain decomposition methods for elliptic boundary value problems

Summary. We study the additive and multiplicative Schwarz domain decomposition methods for elliptic boundary value problem of order 2 r based on an appropriate spline space of smoothness . The finite element method reduces an elliptic boundary value problem to a linear system of equations. It is well known that as the number of triangles in the underlying triangulation is increased, which is indispensable for increasing the accuracy of the approximate solution, the size and condition number of the linear system increases. The Schwarz domain decomposition methods will enable us to break the linear system into several linear subsystems of smaller size. We shall show in this paper that the approximate solutions from the multiplicative Schwarz domain decomposition method converge to the exact solution of the linear system geometrically. We also show that the additive Schwarz domain decomposition method yields a preconditioner for the preconditioned conjugate gradient method. We tested these methods for the biharmonic equation with Dirichlet boundary condition over an arbitrary polygonal domain using cubic spline functions over a quadrangulation of the given domain. The computer experiments agree with our theoretical results. Received December 28, 1995 / Revised version received November 17, 1998 / Published online September 24, 1999     

A new fourth-order cubic spline method for second-order nonlinear two-point boundary-value problems

Bickley [5] had suggested the use of cubic splines for the solution of general linear two-point boundary-value problems. It is well known since then that this method gives only order h² uniformly convergent approximations. But cubic spline interpolation itself is a fourth-order process. We present a new fourth-order cubic spline method for second-order nonlinear two-point boundary-value problems: y″ = f(x, y, y′), a < x < b, α₀y(a) − α₀y′(a) = A, β₀y(b) + β₁y′(b) = B. We generate the solution at the nodal points by a fourth-order method and then use ‘conditions of continuity’ to obtain smoothed approximations for the second derivatives of the solution needed for the construction of the cubic spline solution. We show that our method provides order h⁴ uniformly convergent approximations over [a, b]. The fourth order of the presented method is demonstrated computationally by two examples.     

Hermite-Type Method for Volterra Integral Equation with Certain Weakly Singular Kernel

1.IntroductionThispaPerconsidersthenumericalsolutionofthesecondkindVolterraintegralequationy(t)+(Ky)(t)=g(t),(1.1)wherey(t)istheunknownsolution,g(t)isagivenfUnctionandKistheintegraJoperatorforsomegivenkernelfunctionK,(Ky)(t)=l'K(f)y(8)ids.(1.2)Suchequationsarisefromcertaindiffusionproblems.BecauseKisnotcompact,sothestandaxdstabilityproofSfornumericaJmethodsdonotfit.ManypeoplehaveworkedonHermite-typecollocationmethodsforsecond-kindVolterraintegralequationswithsmoothkernels[3,4,5'6],butver…     

A cubic spline approximation and application of TAGE iterative method for the solution of two point boundary value problems with forcing function in integral form

In this article, we report an efficient high order numerical method based on cubic spline approximation and application of alternating group explicit method for the solution of two point non-linear boundary value problems, whose forcing functions are in integral form, on a non-uniform mesh. The proposed method is applicable when the internal grid points of solution interval are odd in number. The proposed cubic spline method is also applicable to integro-differential equations having singularities. Computational results are given to demonstrate the utility of the method.     

Taylor–Galerkin and Taylor-collocation methods for the numerical solutions of Burgers’ equation using B-splines

In this paper, for the numerical solution of Burgers’ equation, we give two B-spline finite element algorithms which involve a collocation method with cubic B-splines and a Galerkin method with quadratic B-splines. In time discretization of the equation, Taylor series expansion is used. In order to verify the stabilities of the purposed methods, von-Neumann stability analysis is employed. To see the accuracy of the methods, L₂ and L_∞ error norms are calculated and obtained results are compared with some earlier studies.     

On using cubic spline for the solution of problems in calculus of variations

Two different approaches based on cubic B-spline are developed to approximate the solution of problems in calculus of variations. Both direct and indirect methods will be described. It is known that, when using cubic spline for interpolating a function g∈C⁴[a,b] on a uniform partition with the step size h, the optimal order of convergence derived is O(h⁴). In Zarebnia and Birjandi (J. Appl. Math. 1–10, 2012) a non-optimal O(h²) method based on cubic B-spline has been used to solve the problems in calculus of variations. In this paper at first we will obtain an optimal O(h⁴) indirect method using cubic B-spline to approximate the solution. The convergence analysis will be discussed in details. Also a locally superconvergent O(h⁶) indirect approximation will be describe. Finally the direct method based on cubic spline will be developed. Some test problems are given to demonstrate the efficiency and applicability of the numerical methods.     

An improvised collocation algorithm with specific end conditions for solving modified Burgers equation

In this work, numerical solution of nonlinear modified Burgers equation is obtained using an improvised collocation technique with cubic B‐spline as basis functions. In this technique, cubic B‐splines are forced to satisfy the interpolatory condition along with some specific end conditions. Crank–Nicolson scheme is used for temporal domain and improvised cubic B‐spline collocation method is used for spatial domain discretization. Quasilinearization process is followed to tackle the nonlinear term in the equation. Convergence of the technique is established to be of order O(h⁴ + Δt²) . Stability of the technique is examined using von‐Neumann analysis. L₂ and L_∞ error norms are calculated and are compared with those available in existing works. Results are found to be better and the technique is computationally efficient, which is shown by calculating CPU time.     

<Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript> spline fits via sliding window process: continuous and discrete cases

The best L ₁ approximation of the Heaviside function and the best ? ₁ approximation of multiscale univariate datasets by a cubic spline have a Gibbs phenomenon near the discontinuity. We show by numerical experiments that the Gibbs phenomenon can be reduced by using L ₁ spline fits which are the best L ₁ approximations in an appropriate spline space obtained by the union of L ₁ interpolation splines. We prove here the existence of L ₁ spline fits for function approximation which has never previously been done to the best of our knowledge. A major disadvantage of this technique is an increased computation time. Thus, we propose a sliding window algorithm on seven nodes which is as efficient as the global method both for functions and datasets with abrupt changes of magnitude, but within a linear complexity on the number of spline nodes.     

Transformation methods for finding multiple roots of nonlinear equations

In this paper, to estimate a multiple root p of an equation f(x) = 0, we transform the function f(x) to a hyper tangent function combined with a simple difference formula whose value changes from −1 to 1 as x passes through the root p. Then we apply the so-called numerical integration method to the transformed equation, which may result in a specious approximate root. Furthermore, in order to enhance the accuracy of the approximation we propose a Steffensen-type iterative method, which does not require any derivatives of f(x) nor is quite affected by an initial approximation. It is shown that the convergence order of the proposed method becomes cubic by simultaneous approximation to the root and its multiplicity. Results for some numerical examples show the efficiency of the new method.     

Efficient numerical realization of discontinuous Galerkin methods for temporal discretization of parabolic problems

We present an efficient and easy to implement approach to solving the semidiscrete equation systems resulting from time discretization of nonlinear parabolic problems with discontinuous Galerkin methods of order $r$ . It is based on applying Newton’s method and decoupling the Newton update equation, which consists of a coupled system of $r+1$ elliptic problems. In order to avoid complex coefficients which arise inevitably in the equations obtained by a direct decoupling, we decouple not the exact Newton update equation but a suitable approximation. The resulting solution scheme is shown to possess fast linear convergence and consists of several steps with same structure as implicit Euler steps. We construct concrete realizations for order one to three and give numerical evidence that the required computing time is reduced significantly compared to assembling and solving the complete coupled system by Newton’s method.     

Finite difference preconditioning cubic spline collocation method of elliptic equations

Summary. We discuss a finite difference preconditioner for the interpolatory cubic spline collocation method for a uniformly elliptic operator defined by in (the unit square) with homogeneous Dirichlet boundary conditions. Using the generalized field of values arguments, we discuss the eigenvalues of the preconditioned matrix where is the matrix of the collocation discretization operator corresponding to , and is the matrix of the finite difference operator corresponding to the uniformly elliptic operator given by in with homogeneous Dirichlet boundary conditions. Finally we mention a bound of -singular values of for a general elliptic operator in . Received December 11, 1995 / Revised version received June 20, 1996     

Legendre spectral collocation method for volterra-hammerstein integral equation of the second kind

This paper is concerned with obtaining the approximate solution for VolterraHammerstein integral equation with a regular kernel. We choose the Gauss points associated with the Legendre weight function ω(x) = 1 as the collocation points. The Legendre collocation discretization is proposed for Volterra-Hammerstein integral equation. We provide an error analysis which justifies that the errors of approximate solution decay exponentially in L~2 norm and L~∞ norm. We give two numerical examples in order to illustrate the validity of the proposed Legendre spectral collocation method.     

A second-order splitting combined with orthogonal cubic spline collocation method for the Rosenau equation

A second-order splitting method is applied to a KdV-like Rosenau equation in one space variable. Then an orthogonal cubic spline collocation procedure is employed to approximate the resulting system. This semidiscrete method yields a system of differential algebraic equations (DAEs) of index 1. Error estimates in L² and L^∞ norms have been obtained for the semidiscrete approximations. For the temporal discretization, the time integrator RADAU5 is used for the resulting system. Some numerical experiments have been conducted to validate the theoretical results and to confirm the qualitative behaviors of the Rosenau equation. Finally, orthogonal cubic spline collocation method is directly applied to BBM (Benjamin–Bona–Mahony) and BBMB (Benjamin–Bona–Mahony–Burgers) equations and the well-known decay estimates are demonstrated for the computed solution. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 695–716, 1998     

High order convergent modified nodal bi-cubic spline collocation method for elliptic partial differential equation

A high order modified nodal bi-cubic spline collocation method is proposed for numerical solution of second-order elliptic partial differential equation subject to Dirichlet boundary conditions. The approximation is defined on a square mesh stencil using nine grid points. The solution of the method exists and is unique. Convergence analysis has been presented. Moreover, the superconvergent phenomena can be seen in proposed one step method. The numerical results clearly exhibit the superiority of the new approximation, in terms of both accuracy and computational efficiency.     

Approximation of the solution of certain nonlinear ODEs with linear complexity

We study the positive stationary solutions of a standard finite-difference discretization of the semilinear heat equation with nonlinear Neumann boundary conditions. We prove that there exists a unique solution of such a discretization, which approximates the unique positive stationary solution of the “continuous” equation. Furthermore, we exhibit an algorithm computing an ε-approximation of such a solution by means of a homotopy continuation method. The cost of our algorithm is linear in the number of nodes involved in the discretization and the logarithm of the number of digits of approximation required.