Iterative methods for solving right focal point boundary value problems

We provide necessary and sufficient conditions for the existence of a solution of nth order differential equation satisfying right focal point boundary conditions. For the linear problems we propose forward-forward and backward-backward one pass practical shooting methods which convert the boundary value problems to its equivalent initial value problems. For the nonlinear problems iterative methods are discussed and a-priori conditions for the convergence are obtained. Several examples are also illustrated.     

Parallel ODE solvers based on block BVMs

In this paper we deal with Boundary Value Methods (BVMs), which are methods recently introduced for the numerical approximation of initial value problems for ODEs. Such methods, based on linear multistep formulae (LMF), overcome the stability limitations due to the well-known Dahlquist barriers, and have been the subject of much research in the last years. This has led to the definition of a new stability framework, which generalizes the one stated by Dahlquist for LMF. Moreover, several aspects have been investigated, including the efficient stepsize control [17,25,26] and the application of the methods for approximating different kinds of problems such as BVPs, PDEs and DAEs [7,23,41]. Furthermore, a block version of such methods, recently proposed for approximating Hamiltonian problems [24], is able to provide an efficient parallel solver for ODE systems [3].     

A communication-less parallel algorithm for tridiagonal Toeplitz systems

Diagonally dominant tridiagonal Toeplitz systems of linear equations arise in many application areas and have been well studied in the past. Modern interest in numerical linear algebra is often focusing on solving classic problems in parallel. In McNally [Fast parallel algorithms for tri-diagonal symmetric Toeplitz systems, MCS Thesis, University of New Brunswick, Saint John, 1999], an m processor Split & Correct algorithm was presented for approximating the solution to a symmetric tridiagonal Toeplitz linear system of equations. Nemani [Perturbation methods for circulant-banded systems and their parallel implementation, Ph.D. Thesis, University of New Brunswick, Saint John, 2001] and McNally (2003) adapted the works of Rojo [A new method for solving symmetric circulant tri-diagonal system of linear equations, Comput. Math. Appl. 20 (1990) 61–67], Yan and Chung [A fast algorithm for solving special tri-diagonal systems, Computing 52 (1994) 203–211] and McNally et al. [A split-correct parallel algorithm for solving tri-diagonal symmetric Toeplitz systems, Internat. J. Comput. Math. 75 (2000) 303–313] to the non-symmetric case. In this paper we present relevant background from these methods and then introduce an m processor scalable communication-less approximation algorithm for solving a diagonally dominant tridiagonal Toeplitz system of linear equations.     

Local Solutions of Weakly Parabolic Quasilinear Differential Equations

We consider a quasilinear parabolic boundary value problem, the elliptic part of which degenerates near the boundary. In order to solve this problem, we approximate it by a system of linear degenerate elliptic boundary value problems by means of semidiscretization with respect to time. We use the theory of degenerate elliptic operators and weighted Sobolev spaces to find a priori estimates for the solutions of the approximating problems. These solutions converge to a local solution, if the step size of the time-discretization goes to zero. It is worth pointing out that we do not require any growth conditions on the nonlinear coefficients and right-hand side, since we lire able to prove L∞ - estimates.     

Fast parallel solvers for symmetric boundary element domain decomposition equations

Summary. The boundary element method (BEM) is of advantage in many applications including far-field computations in magnetostatics and solid mechanics as well as accurate computations of singularities. Since the numerical approximation is essentially reduced to the boundary of the domain under consideration, the mesh generation and handling is simpler than, for example, in a finite element discretization of the domain. In this paper, we discuss fast solution techniques for the linear systems of equations obtained by the BEM (BE-equations) utilizing the non-overlapping domain decomposition (DD). We study parallel algorithms for solving large scale Galerkin BE–equations approximating linear potential problems in plane, bounded domains with piecewise homogeneous material properties. We give an elementary spectral equivalence analysis of the BEM Schur complement that provides the tool for constructing and analysing appropriate preconditioners. Finally, we present numerical results obtained on a massively parallel machine using up to 128 processors, and we sketch further applications to elasticity problems and to the coupling of the finite element method (FEM) with the boundary element method. As shown theoretically and confirmed by the numerical experiments, the methods are of algebraic complexity and of high parallel efficiency, where denotes the usual discretization parameter. Received August 28, 1996 / Revised version received March 10, 1997     

Linear and nonlinear abstract equations with parameters

This paper focuses on nonlocal boundary value problems for linear and nonlinear abstract elliptic equations in Banach spaces. Here equations and boundary conditions contain certain parameters. The uniform separability of the linear problem and the existence and uniqueness of maximal regular solution of nonlinear problem are obtained in L_p spaces. For linear case the discreteness of spectrum of corresponding parameter dependent differential operator is obtained. The behavior of solution when the parameter approaches zero and its smoothness with respect to the parameter is established. Moreover, we show the estimate for analytic semigroups in terms of interpolation spaces. This fact can be used to obtain maximal regularity properties for abstract boundary value problems.     

On the GPGPU parallelization issues of finite element approximate inverse preconditioning

During the past decades, explicit finite element approximate inverse preconditioning methods have been extensively used for efficiently solving sparse linear systems on multiprocessor systems. The effectiveness of explicit approximate inverse preconditioning schemes relies on the use of efficient preconditioners that are close approximants to the coefficient matrix and are fast to compute in parallel. New parallel computational techniques are proposed for the parallelization of the Optimized Banded Generalized Approximate Inverse Finite Element Matrix (OBGAIFEM) algorithm, based on the concept of the “fish bone” computational approach, and for the Explicit Preconditioned Conjugate Gradient type methods on a General Purpose Graphics Processing Unit (GPGPU). The proposed parallel methods have been implemented using Compute Unified Device Architecture (CUDA) developed by NVIDIA. Finally, numerical results for the performance of the finite element explicit approximate inverse preconditioning for solving characteristic two dimensional boundary value problems on a massive multiprocessor interface on a GPU are presented. The CUDA implementation issues of the proposed methods are also discussed.     

On the GPGPU parallelization issues of finite element approximate inverse preconditioning

During the past decades, explicit finite element approximate inverse preconditioning methods have been extensively used for efficiently solving sparse linear systems on multiprocessor systems. The effectiveness of explicit approximate inverse preconditioning schemes relies on the use of efficient preconditioners that are close approximants to the coefficient matrix and are fast to compute in parallel. New parallel computational techniques are proposed for the parallelization of the Optimized Banded Generalized Approximate Inverse Finite Element Matrix (OBGAIFEM) algorithm, based on the concept of the “fish bone” computational approach, and for the Explicit Preconditioned Conjugate Gradient type methods on a General Purpose Graphics Processing Unit (GPGPU). The proposed parallel methods have been implemented using Compute Unified Device Architecture (CUDA) developed by NVIDIA. Finally, numerical results for the performance of the finite element explicit approximate inverse preconditioning for solving characteristic two dimensional boundary value problems on a massive multiprocessor interface on a GPU are presented. The CUDA implementation issues of the proposed methods are also discussed.     

New stochastic model for dispersion in heterogeneous porous media: 2. Gaussian plume transmission across stepwise velocity fluctuations

The stochastic solute dispersion model studied in the previous article, can be applied to more realistic velocity variations by approximating them as piecewise constant. This requires treatment by a boundary value formulation, which raises problems connected with entropy considerations. A method is developed to deal with these by the introduction of a specially designed compensator function into the boundary value probability integral for calculating solute concentration. Applying this even for a single velocity step yields an intractable integration, but a suitable approximation is constructed that allows it to be evaluated in analytical form. The result is that a Gaussian solute plume impinging on a velocity step is transmitted as a modulated and compressed or dilated quasi-Gaussian. Plume dispersion is encapsulated in an enhancement factor F that multiplies the diffusive, linear time, dispersion. F is also time dependent; at the time of step penetration it equals kinematical dilation, but anneals away non-linearly so that a length scale can be established over which downstream effects of a velocity step on the dispersion extends.     

A family of highly stable second derivative block methods for stiff IVPs in ODEs

This paper considers a class of highly stable block methods for numerically solving initial value problems (IVPs) in ordinary differential equations (ODEs). The boundary locus of the proposed parallel one-block, r-output point algorithms shows that the new schemes are A-stable for output points r = 2(2)8 and A(α)-stable for output points r = 10(2)20, where r is the number of processors in a particular block method in the family. Numerical results of the block methods are compared with the second derivative linear multistep method in [8].     

Strong full bounded solutions of nonlinear parabolic equations with nonlinear boundary conditions

We study the existence of (generalized) bounded solutions existing for all times for nonlinear parabolic equations with nonlinear boundary conditions on a domain that is bounded in space and unbounded in time (the entire real line). We give a counterexample which shows that a (weak) maximum principle does not hold in general for linear problems defined on the entire real line in time. We consider a boundedness condition at minus infinity to establish (one-sided) L^∞-a priori estimates for solutions to linear boundary value problems and derive a weak maximum principle which is valid on the entire real line in time. We then take up the case of nonlinear problems with (possibly) nonlinear boundary conditions. By using comparison techniques, some (delicate) a priori estimates obtained herein, and nonlinear approximation methods, we prove the existence and, in some instances, positivity and uniqueness of strong full bounded solutions existing for all times.     

Polynomial particular solutions for certain partial differential operators

In this article, we consider a variant of the Dual Reciprocity Method (DRM) for solving boundary value problems based on approximating source terms by polynomials other than the traditional basis functions. The use of pseudo‐spectral approximations and symbolic methods enables us to obtain highly accurate results without solving the often ill‐conditioned equations that occur when radial basis function approximations are used. When the given partial differential equation is either Poisson's equation or an inhomogeneous Helmholtz‐type equation, we are able to obtain either closed form particular solutions or efficient recursive algorithms. Using the particular solutions, we convert the inhomogeneous equations to homogeneous. The resulting homogeneous equations are then amenable to solution by boundary‐type methods such as the Boundary Element Method (BEM) or the Method of Fundamental Solutions (MFS). Using the MFS, we provide numerical solutions to a variety of boundary value problems in R² and R³ . Using this approach, we can achieve high accuracy with a modest number of interpolation and collocation points. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 112–133, 2003     

Convergence and stability of extended block boundary value methods for Volterra delay integro-differential equations

In this paper, we construct a class of extended block boundary value methods (B₂VMs) for Volterra delay integro-differential equations and analyze the convergence and stability of the methods. It is proven under the classical Lipschitz condition that an extended B₂VM is convergent of order p if the underlying boundary value methods (BVM) has consistent order p. The analysis shows that a B₂VM extended by an A-stable BVM can preserve the delay-independent stability of the underlying linear systems. Moreover, under some suitable conditions, the extended B₂VMs can also keep the delay-dependent stability of the underlying linear systems. In the end, we test the computational effectiveness by applying the introduced methods to the Volterra delay dynamical model of two interacting species, where the theoretical precision of the methods is further verified.     

Numerical conformal mapping methods based on Faber series

Methods are presented for approximating the conformal map from the interior of various regions to the interior of simply-connected target regions with a smooth boundary. The methods for the disk due to Fornberg (1980) and the ellipse due to DeLillo and Elcrat (1993) are reformulated so that they may be extended to other new computational regions. The case of a cross-shaped region is introduced and developed. These methods are used to circumvent the severe ill-conditioning due to the crowding phenomenon suffered by conformal maps from the unit disk to target regions with elongated sections while preserving the fast Fourier methods available on the disk. The methods are based on expanding the mapping function in the Faber series for the regions. All of these methods proceed by approximating the boundary correspondence of the map with a Newton-like iteration. At each Newton step, a system of linear equations is solved using the conjugate gradient method. The matrix-vector multiplication in this inner iteration can be implemented with fast Fourier transforms at a cost of O(N log N). It is shown that the linear systems are discretizations of the identity plus a compact operator and so the conjugate gradient method converges superlinearly. Several computational examples are given along with a discussion of the accuracy of the methods.     

Solvability of boundary value problems for second-order elliptic differential-operator equations with a spectral parameter and with a discontinuous coefficient at the highest derivative

In a Hilbert space H, we study the solvability of boundary value problems for second-order elliptic differential-operator equations with a spectral parameter and with a discontinuous (piecewise constant) coefficient at the highest derivative. At the point of discontinuity, we find a transmission condition, which contains a linear unbounded operator. We present an application of the results to elliptic boundary value problems.     

Non-convex self-dual Lagrangians and variational principles for certain PDEʼs

We study the concept and the calculus of non-convex self-dual (Nc-SD) Lagrangians and their derived vector fields which are associated to many partial differential equations and evolution systems. They yield new variational resolutions for large class of partial differential equations with variety of linear and non-linear boundary conditions including many of the standard ones. This approach seems to offer several useful advantages: It associates to a boundary value problem several potential functions which can often be used with relative ease compared to other methods such as the use of Euler–Lagrange functions. These potential functions are quite flexible, and can be adapted to easily deal with both non-linear and homogeneous boundary value problems.     

IGAOR and multisplitting IGAOR methods for linear complementarity problems

In this paper, we propose an interval version of the generalized accelerated overrelaxation methods, which we refer to as IGAOR, for solving the linear complementarity problems, LCP (M, q), and develop a class of multisplitting IGAOR methods which can be easily implemented in parallel. In addition, in regards to the H-matrix with positive diagonal elements, we prove the convergence of these algorithms and illustrate their efficiency through our numerical results.     

Numerical treatment of singularly perturbed two point boundary value problems using initial-value method

In this paper, we describe an initial-value method for linear and nonlinear singularly perturbed boundary value problems in the interval [p,q]. For linear problems, the required approximate solution is obtained by solving the reduced problem and one initial-value problems directly deduced from the given problem. For nonlinear problems the original second-order nonlinear problem is linearized by using quasilinearization method. Then this linear problem is solved as previous method. The present method has been implemented on several linear and non-linear examples which approximate the exact solution. We also present the approximate and exact solutions graphically.     

Almost block diagonal linear systems: sequential and parallel solution techniques,and applications

Almost block diagonal (ABD) linear systems arise in a variety of contexts, specifically in numerical methods for two‐point boundary value problems for ordinary differential equations and in related partial differential equation problems. The stable, efficient sequential solution of ABDs has received much attention over the last fifteen years and the parallel solution more recently. We survey the fields of application with emphasis on how ABDs and bordered ABDs (BABDs) arise. We outline most known direct solution techniques, both sequential and parallel, and discuss the comparative efficiency of the parallel methods. Finally, we examine parallel iterative methods for solving BABD systems. Copyright © 2000 John Wiley & Sons, Ltd.