On positivity preserving finite volume schemes for Euler equations

Summary. We consider the positivity preserving property of first and higher order finite volume schemes for one and two dimensional Euler equations of gas dynamics. A general framework is established which shows the positivity of density and pressure whenever the underlying one dimensional first order building block based on an exact or approximate Riemann solver and the reconstruction are both positivity preserving. Appropriate limitation to achieve a high order positivity preserving reconstruction is described. Received May 20, 1994     

A verified inexact implicit Runge–Kutta method for nonsmooth ODEs

Structural pounding and oscillations have been extensively investigated by using ordinary differential equations (ODEs). In many applications, force functions are defined by piecewise continuously differentiable functions and the ODEs are nonsmooth. Implicit Runge–Kutta (IRK) methods for solving the nonsmooth ODEs are numerically stable, but involve systems of nonsmooth equations that cannot be solved exactly in practice. In this paper, we propose a verified inexact IRK method for nonsmooth ODEs which gives a global error bound for the inexact solution. We use the slanting Newton method to solve the systems of nonsmooth equations, and interval method to compute the set of matrices of slopes for the enclosure of solution of the systems. Numerical experiments show that the algorithm is efficient for verification of solution of systems of nonsmooth equations in the inexact IRK method. We report numerical results of nonsmooth ODEs arising from simulation of the collapse of the Tacoma Narrows suspension bridge, steel to steel impact experiment, and pounding between two adjacent structures in 27 ground motion records for 12 different earthquakes. This work is partly supported by a Grant-in-Aid from Japan Society for the Promotion of Science and a scholarship from Egyptian Government.     

Numerical schemes for random ODEs with affine noise

Numerical schemes for random ordinary differential equations, abbreviated RODEs, with an affine structure can be derived in a similar way as for affine control systems using Taylor expansions that resemble stochastic Taylor expansions for Stratonovich stochastic differential equations. The driving noise processes can be quite general, such as Wiener processes or fractional Brownian motions with continuous sample paths or compound Poisson processes with piecewise constant sample paths, and even more general noises. Such affine-Taylor schemes of arbitrarily high order are constructed here. It is shown how their structure simplifies when the noise terms are additive or commutative. A derivative free counterpart is given and multi-step schemes are derived too. Numerical comparisons are provided for various explicit one-step and multi-step schemes in the context of a toggle switch model from systems biology.     

Mono-implicit Runge-Kutta schemes for the parallel solution of initial value ODEs

Among the numerical techniques commonly considered for the efficient solution of stiff initial value ordinary differential equations are the implicit Runge-Kutta (IRK) schemes. The calculation of the stages of the IRK method involves the solution of a nonlinear system of equations usually employing some variant of Newton's method. Since the costs of the linear algebra associated with the implementation of Newton's method generally dominate the overall cost of the computation, many subclasses of IRK schemes, such as diagonally implicit Runge-Kutta schemes, singly implicit Runge-Kutta schemes, and mono-implicit (MIRK) schemes, have been developed to attempt to reduce these costs. In this paper we are concerned with the design of MIRK schemes that are inherently parallel in that smaller systems of equations are apportioned to concurrent processors. This work builds on that of an earlier investigation in which a special subclass of the MIRK formulas were implemented in parallel. While suitable parallelism was achieved, the formulas were limited to some extent because they all had only stage order 1. This is of some concern since in the application of a Runge-Kutta method to a system of stiff ODEs the phenomenon of order reduction can arise; the IRK method can behave as if its order were only its stage order (or its stage order plus one), regardless of its classical order. The formulas derived in the current paper represent an improvement over the previous investigation in that the full class of MIRK formulas is considered and therefore it is possible to derive efficient, parallel formulas of orders 2, 3, and 4, having stage orders 2 or 3.     

Termination criteria for inexact fixed‐point schemes

We analyze inexact fixed‐point iterations where the generating function contains an inexact solve of an equation system to answer the question of how tolerances for the inner solves influence the iteration error of the outer fixed‐point iteration. Important applications are the Picard iteration and partitioned fluid‐structure interaction. For the analysis, the iteration is modeled as a perturbed fixed‐point iteration, and existing analysis is extended to the nested case x = F ( S ( x )). We prove that if the iteration converges, it converges to the exact solution irrespective of the tolerance in the inner systems, provided that a nonstandard relative termination criterion is employed, whereas standard relative and absolute criteria do not have this property. Numerical results demonstrate the effectiveness of the approach with the nonstandard termination criterion. Copyright © 2015 John Wiley & Sons, Ltd.     

Dynamics in numerics: on two different finite difference schemes for ODEs

We compare two finite difference schemes for Kolmogorov type of ordinary differential equations: Euler's scheme (a derivative approximation scheme) and an integral approximation (IA) scheme, from the view point of dynamical systems. Among the topics we investigate are equilibria and their stability, periodic orbits and their stability, and topological chaos of these two resulting nonlinear discrete dynamical systems.     

On the information rate of perfect secret sharing schemes

In this paper, information rates of perfect secret sharing schemes are studied, in particular schemes based on connected graphs on six vertices. We discuss a method to derive information-theoretical upper bounds on the optimal information rate and the optimal average information rate. Stinson [19] proved the general result that, for any graphG having maximum degreed, there exists a perfect secret sharing scheme realizingG with (average) information rate at least 2/(d+1). For alld3 and >0, we construct graphs having maximum degreed such that the optimal (average) information rate is at most 2/(d+1–).     

On the local convergence of inexact Newton-type methods under residual control-type conditions

A local convergence analysis of inexact Newton-type methods using a new type of residual control was recently presented by C. Li and W. Shen. Here, we introduce the center-Hölder condition on the operator involved, and use it in combination with the Hölder condition to provide a new local convergence analysis with the following advantages: larger radius of convergence, and tighter error bounds on the distances involved. These results are obtained under the same hypotheses and computational cost. Numerical examples further validating the theoretical results are also provided in this study.     

Collapse of attractors for ODEs under small random perturbations

This paper concerns comparisons between attractors for random dynamical systems and their corresponding noiseless systems. It is shown that if a random dynamical system has negative time trajectories that are transient or explode with probability one, then the random attractor cannot contain any open set. The result applies to any Polish space and when applied to autonomous stochastic differential equations with additive noise requires only a mild dissipation of the drift. Additionally, following observations from numerical simulations in a previous paper, analytical results are presented proving that the random global attractors for a class of gradient-like stochastic differential equations consist of a single random point. Comparison with the noiseless system reveals that arbitrarily small non-degenerate additive white noise causes the deterministic global attractor, which may have non-zero dimension, to ‘collapse’. Unlike existing results of this type, no order preserving property is necessary.      

On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs

The paper studies the rate of convergence of a weak Euler approximation for solutions to possibly completely degenerate SDEs driven by Lévy processes, with Hölder-continuous coefficients. It investigates the dependence of the rate on the regularity of coefficients and driving processes and its robustness to the approximation of the increments of the driving process. A convergence rate is derived for some approximate jump-adapted Euler scheme as well.     

Bilinear optimization in the analysis of multicriteria problems using criteria importance theory under inexact information about preferences

Exact efficient numerical methods are proposed for solving bilinear optimization problems that arise when various solution variants are compared based on their preferability using an additive value function in the case of interval estimates of the degrees of superiority of certain criteria over others and in the case of interval restrictions on the growth of preferences along the criteria range.     

On the inexact scaled gradient projection method

Computational Optimization and Applications - The purpose of this paper is to present an inexact version of the scaled gradient projection method on a convex set, which is inexact in two sense....     

Euler schemes and large deviations for stochastic Volterra equations with singular kernels

In this paper, an Euler type approximation is constructed for stochastic Volterra equation with singular kernels, which provides an algorithm for numerical calculation. Then, the large deviation estimates of small perturbation to equations of this type are obtained. We finally apply them to SDEs with the kernel of fractional Brownian motion with Hurst parameter H∈(0,1).     

On the convergence of an inexact Newton-type method

In this paper we give local convergence results of an inexact Newton-type method for monotone equations under a local error bound condition. This condition may hold even for problems with non-isolated solutions, and it therefore is weaker than the standard non-singularity condition.     

Construction of edge-based 1-exact schemes for solving the Euler equations on hybrid unstructured meshes

In this paper, 1-exact vertex-centered finite-volume schemes with an edge-based approximation of fluxes are constructed for numerically solving hyperbolic problems on hybrid unstructured meshes. The 1-exactness property is ensured by introducing a new type of control volumes, which are called semitransparent cells. The features of a parallel algorithm implementing the computations using semitransparent cells on modern supercomputers are described. The results of solving linear and nonlinear test problems are given.