Relaxation WENO schemes for multidimensional hyperbolic systems of conservation laws

We present a class of high‐order weighted essentially nonoscillatory (WENO) reconstructions based on relaxation approximation of hyperbolic systems of conservation laws. The main advantage of combining the WENO schemes with relaxation approximation is the fact that the presented schemes avoid solution of the Riemann problems due to the relaxation approach and high‐resolution is obtained by applying the WENO approach. The emphasis is on a fifth‐order scheme and its performance for solving a wide class of systems of conservation laws. To show the effectiveness of these methods, we present numerical results for different test problems on multidimensional hyperbolic systems of conservation laws. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

High‐order asymptotic‐preserving schemes for linear systems: Application to the Goldstein–Taylor equations

In this work, we address the numerical approximation of linear systems with possibly stiff source terms which induce an asymptotic diffusion limit. More precisely, we are interested in the design of high‐order asymptotic‐preserving schemes. Our approach is based on a very simple modification of the numerical flux associated with the usual HLL scheme. This alteration can be understood as a numerical diffusion reduction technique and allows to capture the correct asymptotic behavior in the diffusion limit and to consider uniformly high‐order extensions. We more specifically consider the case of the Goldstein–Taylor model but the overall approach is shown to be easily adapted to more general systems.     

Arbitrary-order functionally fitted energy-diminishing methods for gradient systems

It is well known that for gradient systems in Euclidean space or on a Riemannian manifold, the energy decreases monotonically along solutions. In this letter we derive and analyse functionally fitted energy-diminishing methods to preserve this key property of gradient systems. It is proved that the novel methods are energy-diminishing and can achieve damping for very stiff gradient systems. We also show that the methods can be of arbitrarily high order and discuss their implementations. A numerical test is reported to illustrate the efficiency of the new methods in comparison with three existing numerical methods in the literature.     

A technique to construct symmetric variable-stepsize linear multistep methods for second-order systems

Some previous works show that symmetric fixed- and variable-stepsize linear multistep methods for second-order systems which do not have any parasitic root in their first characteristic polynomial give rise to a slow error growth with time when integrating reversible systems. In this paper, we give a technique to construct variable-stepsize symmetric methods from their fixed-stepsize counterparts, in such a way that the former have the same order as the latter. The order and symmetry of the integrators obtained is proved independently of the order of the underlying fixed-stepsize integrators. As this technique looks for efficiency, we concentrate on explicit linear multistep methods, which just make one function evaluation per step, and we offer some numerical comparisons with other one-step adaptive methods which also show a good long-term behaviour.

     

Evolution Galerkin methods for hyperbolic systems in two space dimensions

The subject of the paper is the analysis of three new evolution Galerkin schemes for a system of hyperbolic equations, and particularly for the wave equation system. The aim is to construct methods which take into account all of the infinitely many directions of propagation of bicharacteristics. The main idea of the evolution Galerkin methods is the following: the initial function is evolved using the characteristic cone and then projected onto a finite element space. A numerical comparison is given of the new methods with already existing methods, both those based on the use of bicharacteristics as well as commonly used finite difference and finite volume methods. We discuss the stability properties of the schemes and derive error estimates.

     

Multirate Partitioned Runge-Kutta Methods

The coupling of subsystems in a hierarchical modelling approach leads to different time constants in the dynamical simulation of technical systems. Multirate schemes exploit the different time scales by using different time steps for the subsystems. The stiffness of the system or at least of some subsystems in chemical reaction kinetics or network analysis, for example, forbids the use of explicit integration schemes. To cope with stiff problems, we introduce multirate schemes based on partitioned Runge—Kutta methods which avoid the coupling between active and latent components based on interpolating and extrapolating state variables. Order conditions and test results for such a lower order MPRK method are presented.This revised version was published online in October 2005 with corrections to the Cover Date.     

On common linear copositive Lyapunov functions for pairs of stable positive linear systems

We study the common linear copositive Lyapunov functions of positive linear systems. Firstly, we present a theorem on pairs of second order positive linear systems, and give another proof of this theorem by means of properties of geometry. Based on the process of the proof, we extended the results to a finite number of second order positive linear systems. Then we extend this result to third order systems. Finally, for higher order systems, we give some results on common linear copositive Lyapunov functions.     

On stability of equilibrium points in nonlinear fractional differential equations and fractional Hamiltonian systems

In this article, a brief stability analysis of equilibrium points in nonlinear fractional order dynamical systems is given. Then, based on the first integral concept, a definition of planar Hamiltonian systems with fractional order introduced. Some interesting properties of these fractional Hamiltonian systems are also presented. Finally, we illustrate two examples to see the differences between fractional Hamiltonian systems with their classical order counterparts.© 2014 Wiley Periodicals, Inc. Complexity 21: 93–99, 2015     

Numerical solution of the fractional-order Vallis systems using multi-step differential transformation method

In this paper, we examine a fractional order Vallis systems. We also fulfil a detailed analysis on the stability of equilibrium. Multi-step differential transform method (MsDTM) extends to give approximate and analytical solutions of a fractional order Vallis systems. Numerical simulations are submitted to verify the validity and reliability results obtained from these methods.     

Synchronization of nonlinear fractional order systems

This paper deals with the master-slave synchronization scheme for partially known nonlinear fractional order systems, where the unknown dynamics is considered as the master system and we propose the slave system structure which estimates the unknown state variables. For solving this problem we introduce a Fractional Algebraic Observability (FAO) property which is used as a main tool in the design of the master system. As numerical examples we consider a fractional order Rössler hyperchaotic system and a fractional order Lorenz chaotic system and by means of some simulations we show the effectiveness of the suggested approach.     

Oscillation of linear Hamiltonian systems

We establish new oscillation criteria for linear Hamiltonian systems using monotone functionals on a suitable matrix space. In doing so we develop new criteria for oscillation involving general monotone functionals instead of the usual largest eigenvalue. Our results are new even in the particular case of self-adjoint second order differential systems.

     

Differential equations and solution of linear systems

Many iterative processes can be interpreted as discrete dynamical systems and, in certain cases, they correspond to a time discretization of differential systems. In this paper, we propose to derive iterative schemes for solving linear systems of equations by modeling the problem to solve as a stable state of a proper differential system; the solution of the original linear problem is then computed numerically by applying a time marching scheme. We discuss some aspects of this approach, which allows to recover some known methods but also to introduce new ones. We give convergence results and numerical illustrations. AMS subject classification 65F10, 65F35, 65L05, 65L12, 65L20, 65N06     

Two-stage complex Rosenbrock schemes for stiff systems

New two-stage Rosenbrock schemes with complex coefficients are proposed for stiff systems of differential equations. The schemes are fourth-order accurate and satisfy enhanced stability requirements. A one-parameter family of L1-stable schemes with coefficients explicitly calculated by formulas involving only fractions and radicals is constructed. A single L2-stable scheme is found in this family. The coefficients of the fourth-order accurate L4-stable scheme previously obtained by P.D Shirkov are refined. Several fourth-order schemes are constructed that are high-order accurate for linear problems and possess the limiting order of L-decay. The schemes proposed are proved to converge. A symbolic computation algorithm is developed that constructs order conditions for multistage Rosenbrock schemes with complex coefficients. This algorithm is used to design the schemes proposed and to obtain fifth-order accurate conditions.     

New iterative methods for solving linear systems

In this paper, we introduce some new iterative methods to solve linear systems \(Ax=b\}. We  show that these methods, comparing to the classical Jacobi or Gauss-Seidel method, can be applied to more systems and have faster convergence.     

Computation of periodic solutions in maximal monotone dynamical systems with guaranteed consistency

In this paper, we study a class of set-valued dynamical systems that satisfy maximal monotonicity properties. This class includes linear relay systems, linear complementarity systems, and linear mechanical systems with dry friction under some conditions. We discuss two numerical schemes based on time-stepping methods for the computation of the periodic solutions when these systems are periodically excited. We provide formal mathematical justifications for the numerical schemes in the sense of consistency, which means that the continuous-time interpolations of the numerical solutions converge to the continuous-time periodic solution when the discretization step vanishes. The two time-stepping methods are applied for the computation of the periodic solution exhibited by a power electronic converter and the corresponding methods are compared in terms of approximation accuracy and computation time.     

Sobolev’s spaces on time scales and its applications to a class of second order Hamiltonian systems on time scales

In this paper, we study the Sobolev’s spaces on time scales and their properties. As applications, we present a recent approach via variational methods and the critical point theory to obtain the existence of solutions for a class of second order Hamiltonian systems on time scales. By establishing a proper variational setting, three existence results for systems under consideration are obtained. Finally, three examples are presented to illustrate the feasibility and effectiveness of the existence results.     

Linking systems in nonelementary abelian groups

Linked systems of symmetric designs are equivalent to 3-class Q-antipodal association schemes. Only one infinite family of examples is known, and this family has interesting origins and is connected to important applications. In this paper, we define linking systems, collections of difference sets that correspond to systems of linked designs, and we construct linking systems in a variety of nonelementary abelian groups using Galois rings, partial difference sets, and a product construction. We include some partial results in the final section.     

Unifying computers and dynamical systems using the theory of synchronous concurrent algorithms

A synchronous concurrent algorithm (SCA) is a parallel deterministic algorithm based on a network of modules and channels, computing and communicating data in parallel, and synchronised by a global clock with discrete time. Many types of algorithms, computer architectures, and mathematical models of physical and biological systems are examples of SCAs. For example, conventional digital hardware is made from components that are SCAs and many computational models possess the essential features of SCAs, including systolic arrays, neural networks, cellular automata and coupled map lattices.In this paper we formalise the general concept of an SCA equipped with a global clock in order to analyse precisely (i) specifications of their spatio-temporal behaviour; and (ii) the senses in which the algorithms are correct. We start the mathematical study of SCA computation, specification and correctness using methods based on computation on many-sorted topological algebras and equational logic. We show that specifications can be given equationally and, hence, that the correctness of SCAs can be reduced to the validity of equations in certain computable algebras. Since the idea of an SCA is general, our methods and results apply to each of the particular classes of algorithms and dynamical systems above.     

A higher order method for input-affine uncertain systems

Uncertainty is unavoidable in modeling dynamical systems and it may be represented mathematically by differential inclusions. In the past, we proposed an algorithm to compute validated solutions of differential inclusions; here we provide several theoretical improvements to the algorithm, including its extension to piecewise constant and sinusoidal approximations of uncertain inputs, updates on the affine approximation bounds and a generalized formula for the analytical error. The approach proposed is able to achieve higher order convergence with respect to the current state-of-the-art. We implemented the methodology in Ariadne, a library for the verification of continuous and hybrid systems. For evaluation purposes, we introduce ten systems from the literature, with varying degrees of nonlinearity, number of variables and uncertain inputs. The results are hereby compared with two state-of-the-art approaches to time-varying uncertainties in nonlinear systems.     

On the discretization of singular systems

This note proposes two new discretization methods. The proposedsampled systems are described in terms of the Markov parametersof the system and therefore the proposed methods are easilyimplemented. The methodology we use is a zero-order hold discretizationfor the input and first-order approximation of its derivatives.