A closed-form solution for nonlinear oscillation and stability analyses of the elevator cable in a drum drive elevator system experiencing free vibration

Responses of the dynamical systems to some extent are affected by the natural frequencies. In the present paper, the parameter expansion method (PEM) is employed to investigate nonlinear oscillation and stability of the elevator’s drum as a single-degree-of-freedom (SDOF) swing system. A sensitivity analysis to observe the influence of various parameters on the nonlinear dynamic response, stability and natural frequency is performed. Comparing the results of the proposed closed-form analytical solution, the traditional numerical iterative time integration solution, and the linearized governing equations confirm the accuracy and efficiency of the proposed approach. Based on the results of the proposed closed-form solution, the linearization errors in calculating the natural frequencies in different cases are discussed as well. In contrast to the available numerical methods, the proposed method is free from the numerical damping and the time integration accumulated errors. Moreover, in comparison with the traditional multistep numerical iterative time integration methods, a much less computational time is required for the method in this research. Results reveal that for nonlinear systems, the natural frequency is remarkably affected by the initial conditions. Furthermore, the stability decreases as the dimensions of the mechanism increase.     

Influence of Gauss and Gauss‐Lobatto quadrature rules on the accuracy of a quadrilateral finite element method in the time domain

In this article, we examine the influence of numerical integration on finite element methods using quadrilateral or hexahedral meshes in the time domain. We pay special attention to the use of Gauss‐Lobatto points to perform mass lumping for any element order. We provide some theoretical results through several error estimates that are completed by various numerical experiments. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Comparing the contractivity properties of semi-implicit methods

Contractivity is a desirable property of numerical integration methods for stiff systems of ordinary differential equations. In this paper, numerical parameters are used to allow a direct and quantitative comparison of the contractivity properties of various methods for non-linear stiff problems. Results are provided for popular Rosenbrock methods and some more recently developed semi-implicit methods.     

Exponential Integrators for Quantum-Classical Molecular Dynamics

We study time integration methods for equations of mixed quantum-classical molecular dynamics in which Newtonian equations of motion and Schrödinger equations are nonlinearly coupled. Such systems exhibit different time scales in the classical and the quantum evolution, and the solutions are typically highly oscillatory. The numerical methods use the exponential of the quantum Hamiltonian whose product with a state vector is approximated using Lanczos' method. This allows time steps that are much larger than the inverse of the highest frequencies.We describe various integration schemes and analyze their error behaviour, without assuming smoothness of the solution. As preparation and as a problem of independent interest, we study also integration methods for Schrödinger equations with time-dependent Hamiltonian.     

On phenomenon of scattering on resonances associated with discretisation of systems with fast rotating phase

Numerical integration of ODEs by standard numerical methods reduces continuous time problems to discrete time problems. Discrete time problems have intrinsic properties that are absent in continuous time problems. As a result, numerical solution of an ODE may demonstrate dynamical phenomena that are absent in the original ODE. We show that numerical integration of systems with one fast rotating phase leads to a situation of such kind: numerical solution demonstrates phenomenon of scattering on resonances that is absent in the original system.     

Stability of the mixed time partitioning methods in relation to the size of time step

In this paper we focus on stability of a mixed time partitioning methods in relation to time step size which is using in numerical modelling of two-component alloys solidification. We present the numerical integration methods to solve solidification problems in a fast and accurate way. Our approach exploits the fact that physical processes inside a mould are of different nature than those in a solidifying cast. As a result different time steps can be used to run computations within both sub-domains. Because processes that are modeled in the cast sub-domain are more dynamic they require very fine-grained time step. On the other hand a heat transfer within the mould sub-domain is less intense, and thus coarse-grained step is sufficient to guarantee desired precision of computations. We propose using a fixed time step in the cast and its integer multiple in other parts of mould. We use one-step explicit and implicit time integration Θ schemes. These time integration schemes are applied to equations obtained after spatial discretization. The implicit scheme is unconditionally stable, but stability of the explicit scheme depends on the size of time step. Critical time step size can be determined on the basis of eigenvalues of the amplification matrix that depend on the material properties, size and type of the finite element. In this work we present the manner of determining the critical time step and its affect on the course of numerical simulation of solidification. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Direct discontinuous Galerkin method for nonlinear reaction–diffusion systems in pattern formation

Nonlinear reaction–diffusion systems are often employed in mathematical modeling for pattern formation. Most of the work to date has been concerned within one-dimensional or rectangular domains. However, it is recognised that in most applications multidimensional complex geometrical domains are typically more important. In this paper we solve reaction–diffusion systems by combining direct discontinuous Galerkin (DDG) finite element methods with implicit integration factor (IIF) time integration method, on triangular meshes. This allows us solve the nonlinear algebraic systems on an element-by-element bases with significant gains in computational time. Numerical solutions of two reaction–diffusion systems, the well-studied Schnakenberg model and chloride–iodide–malonic acid (CIMA) reactive model, are presented to demonstrate effects of various domain geometries on the resulting biological patterns. Our numerical results are in good agreement with other numerical and analytical results, and with experimental results.     

非线性抛物型方程有限元法数值积分的有效性

Abstract. The effect of numerical integration in finite element methods applied to a class of nonlinear parabolic equations is considered and some sufficient conditions on the quadrature scheme to ensure that the order of convergence is unaltered in the presence of numerical integration are given. Optimal Lz and H1 estimates for the error and its time derivative are established.     

Theoretical Analysis of the Reproducing Kernel Gradient Smoothing Integration Technique in Galerkin Meshless Methods

Numerical integration poses greater challenges in Galerkin meshless methods than finite element methods owing to the non-polynomial feature of meshless shape functions. The reproducing kernel gradient smoothing integration (RKGSI) is one of the optimal numerical integration techniques in Galerkin meshless methods with minimum integration points. In this paper, properties, quadrature rules and the effect of the RKGSI on meshless methods are analyzed. The existence, uniqueness and error estimates of the solution of Galerkin meshless methods under numerical integration with the RKGSI are established. A procedure on how to choose quadrature rules to recover the optimal convergence rate is presented.     

Construction of a Mindlin pseudospectral plate element and evaluating efficiency of the element

In this paper, a Mindlin pseudospectral plate element is constructed to perform static, dynamic, and wave propagation analyses of plate-like structures. Chebyshev polynomials are used as basis functions and Chebyshev–Gauss–Lobatto points are used as grid points. Two integration schemes, i.e., Gauss–Legendre quadrature (GLEQ) and Chebyshev points quadrature (CPQ), are employed independently to form the elemental stiffness matrix of the present element. A lumped elemental mass matrix is generated by only using CPQ due to the discrete orthogonality of Chebyshev polynomials and overlapping of the quadrature points with the grid points. This results in a remarkable reduction of numerical operations in solving the equation of motion for being able to use explicit time integration schemes. Numerical calculations are carried out to investigate the influence of the above two numerical integration schemes in the elemental stiffness formation on the accuracy of static and dynamic response analyses. By comparing with the results of ABAQUS, this study shows that CPQ performs slightly better than GLEQ in various plates with different thicknesses, especially in thick plates. Finally, a one dimensional (1D) and a 2D wave propagation problems are used to demonstrate the efficiency of the present Mindlin pseudospectral plate element.     

多体系统动力学微分／代数方程组的一类新的数值分析方法

本文讨论了多体系统动力学微分／代数混合方程组的数值离散问题．首先把参数t并入广义坐标讨论，简化了方程组及其隐含条件的结构，并将其化为指标1的方程组．然后利用方程组的特殊结构，引入一种局部离散技巧并构造了相应的算法．算法结构紧凑，易于编程，具有较高的计算效率和良好的数值性态，且其形式适合于各种数值积分方法的的实施．文末给出了具体算例．     

Efficient simulation of a slow-fast dynamical system using multirate finite difference schemes

We consider a system of ordinary differential equations describing a slow-fast dynamical system, in particular, a predator-prey system that is highly susceptible to local time variations. This model exhibits coexistence of predatorprey dynamics in the case when the prey population grows much faster than that of the predators with a quite diversified time response. For particular parametric values their interactions show a stable relaxation oscillation in the positive octant. Such characteristics are di?cult to mimic using conventional time integrators that are used to solve systems of ordinary di?erential equations. To resolve this, we design and analyze multirate time integration methods to solve a mathematical model for a slow-fast dynamical system. Proposed methods are based on using extrapolation multirate discretisation algorithms. Through these methods, we reduce the integration time by integrating the slow sub-system with a larger step length than the fast sub-system. This allows us to efficiently solve multiscale ordinary differential equations. Besides theoretical results, we provide thorough numerical experiments which confirm that these multirate schemes outperform corresponding single-rate schemes substantially both in terms of computational work and CPU times.     

The double-exponential transformation in numerical analysis

The double-exponential transformation was first proposed by Takahasi and Mori in 1974 for the efficient evaluation of integrals of an analytic function with end-point singularity. Afterwards, this transformation was improved for the evaluation of oscillatory functions like Fourier integrals. Recently, it turned out that the double-exponential transformation is useful not only for numerical integration but also for various kinds of Sinc numerical methods. The purpose of the present paper is to review the double-exponential transformation in numerical integration and in a variety of Sinc numerical methods.     

High order accurate semi-implicit WENO schemes for hyperbolic balance laws

In this paper we propose a family of well-balanced semi-implicit numerical schemes for hyperbolic conservation and balance laws. The basic idea of the proposed schemes lies in the combination of the finite volume WENO discretization with Roe’s solver and the strong stability preserving (SSP) time integration methods, which ensure the stability properties of the considered schemes [S. Gottlieb, C.-W. Shu, E. Tadmor, Strong stability-preserving high-order time discretization methods, SIAM Rev. 43 (2001) 89-112]. While standard WENO schemes typically use explicit time integration methods, in this paper we are combining WENO spatial discretization with optimal SSP singly diagonally implicit (SDIRK) methods developed in [L. Ferracina, M.N. Spijker, Strong stability of singly diagonally implicit Runge-Kutta methods, Appl. Numer. Math. 58 (2008) 1675-1686]. In this way the implicit WENO numerical schemes are obtained. In order to reduce the computational effort, the implicit part of the numerical scheme is linearized in time by taking into account the complete WENO reconstruction procedure. With the proposed linearization the new semi-implicit finite volume WENO schemes are designed.A detailed numerical investigation of the proposed numerical schemes is presented in the paper. More precisely, schemes are tested on one-dimensional linear scalar equation and on non-linear conservation law systems. Furthermore, well-balanced semi-implicit WENO schemes for balance laws with geometrical source terms are defined. Such schemes are then applied to the open channel flow equations. We prove that the defined numerical schemes maintain steady state solution of still water. The application of the new schemes to different open channel flow examples is shown.     

Stabilization of the Lax-Wendroff method and a generalized one-step Runge-Kutta method for hyperbolic initial-value problems

In order ot integrate hyperbolic systems we distinguish explicit and implicit time integrators. Implicit methods allow large integration steps, but require more storage and are more difficult to implement than explicit methods. However explicit methods are subject to a restriction on the integration step. This restriction is a drawback if the variation of the solution in time is so small that accuracy considerations would allow a larger integration step. In this report we apply a smoothing technique in order to stabilize the Lax-Wendroff method and a generalized one-step Runge-Kutta method. Using this technique, the integration step is not limited by stability considerations.     

Dimension splitting for evolution equations

In this paper, we are concerned with splitting methods for the time integration of abstract evolution equations. We introduce an analytic framework which allows us to prove optimal convergence orders for various splitting methods, including the Lie and Peaceman–Rachford splittings. Our setting is applicable for a wide variety of linear equations and their dimension splittings. In particular, we analyze parabolic problems with Dirichlet boundary conditions, as well as degenerate equations on bounded domains. We further illustrate our theoretical results with a set of numerical experiments. This work was supported by the Austrian Science Fund under grant M961-N13.     

Error estimates for a discretized Galerkin method for a boundary integral equation in two dimensions

We present a priori and a posteriori estimates for the error between the Galerkin and a discretized Galerkin method for the boundary integral equation for the single layer potential on the square plate. Using piecewise constant finite elements on a rectangular mesh we study the error coming from numerical integration. The crucial point of our analysis is the estimation of some error constants, and we demonstrate that this is necessary if our methods are to be used. After the determination of these constants we are in the position to prove invertibility and quasioptimal convergence results for our numerical scheme, if the chosen numerical integration formulas are sufficiently precise. © 1992 John Wiley & Sons, Inc.     

Subregion-Adaptive Integration of Functions Having a Dominant Peak

Abstract

Many statistical multiple integration problems involve integrands that have a dominant peak. In applying numerical methods to solve these problems, statisticians have paid relatively little attention to existing quadrature methods and available software developed in the numerical analysis literature. One reason these methods have been largely overlooked, even though they are known to be more efficient than Monte Carlo for well-behaved problems of low dimensionality, may be that when applied naively they are poorly suited for peaked-integrand problems. In this article we use transformations based on “split t” distributions to allow the integrals to be efficiently computed using a subregion-adaptive numerical integration algorithm. Our split t distributions are modifications of those suggested by Geweke and may also be used to define Monte Carlo importance functions. We then compare our approach to Monte Carlo. In the several examples we examine here, we find subregion-adaptive integration to be substantially more efficient than importance sampling.     

A splitting preconditioner for implicit Runge-Kutta discretizations of a partial differential-algebraic equation

In this paper we study efficient iterative methods for solving the system of linear equations arising from the fully implicit Runge-Kutta discretizations of a class of partial differential-algebraic equations. In each step of the time integration, a block two-by-two linear system is obtained and needed to be solved numerically. A preconditioning strategy based on an alternating Kronecker product splitting of the coefficient matrix is proposed to solve such linear systems. Some spectral properties of the preconditioned matrix are established and numerical examples are presented to demonstrate the effectiveness of this approach.     

Contractivity of locally one-dimensional splitting methods

Summary The aim of this paper is to study contractivity properties of two locally one-dimensional splitting methods for non-linear, multi-space dimensional parabolic partial differential equations. The term contractivity means that perturbations shall not propagate in the course of the time integration process. By relating the locally one-dimensional methods with contractive integration formulas for ordinary differential systems it can be shown that the splitting methods define contractive numerical solutions for a large class of non-linear parabolic problems without restrictions on the size of the time step.