Variational time discretizations of higher order and higher regularity

We consider a family of variational time discretizations that are generalizations of discontinuous Galerkin (dG) and continuous Galerkin–Petrov (cGP) methods. The family is characterized by two parameters. One describes the polynomial ansatz order while the other one is associated with the global smoothness that is ensured by higher order collocation conditions at both ends of the subintervals. Applied to Dahlquist’s stability problem, the presented methods provide the same stability properties as dG or cGP methods. Provided that suitable quadrature rules of Hermite type are used to evaluate the integrals in the variational conditions, the variational time discretization methods are connected to special collocation methods. For this case, we present error estimates, numerical experiments, and a computationally cheap postprocessing that allows to increase both the accuracy and the global smoothness by one order.

     

Block boundary value methods for linear weakly singular Volterra integro-differential equations

A class of block boundary value methods (BBVMs) is constructed for linear weakly singular Volterra integro-differential equations (VIDEs). The convergence and stability of these methods is analysed. It is shown that optimal convergence rates can be obtained by using special graded meshes. Numerical examples are given to illustrate the sharpness of our theoretical results and the computational effectiveness of the methods. Moreover, a numerical comparison with piecewise polynomial collocation methods for VIDEs is given, which shows that the BBVMs are comparable in numerical precision.

     

Collocation Trefftz methods for the stokes equations with singularity

This study explores the boundary methods for the two‐dimensional homogeneous Stokes equations and investigates the particular solutions (PS) satisfying the Stokes equations. Smooth solutions for the Stokes equations are provided by explicit fundamental solutions (FS) and PS in this study, and singular corner solutions are also provided from linear elastostatics given in Li et al. ([Eng. Anal. Bound. Elem. 34 (2009), 533‐648, 2009). A new singularity model with an interior crack is proposed and solved by the collocation Trefftz method (CTM). The proposed method achieves highly accurate solutions with the first leading coefficient having 10 significant digits. These solutions may be used as a benchmark for testing results obtained by other numerical methods. Error bounds are derived for the CTM solutions using the PS. For a general corner, the exponent ν_k in r can only be obtained by numerical solutions of a system of nonlinear algebraic equations. Therefore, the combined method using many FS plus a few singular solutions is inevitable in most applications. For singularity problems, combining a few singular solutions with the FS is an advanced topic and is successfully implemented in Lee et al. (Eng. Anal. Bound. Elem. 24 (2010), 632–654); however, combining a few singular solutions with the smooth PS fails to converge in the first leading coefficient. As a result, the aforementioned method is not applicable to the singularity problems addressed in this article. With the help of particular and singular solutions, the hybrid Trefftz method with Lagrange multipliers can be developed for the Stokes equations. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Line integral methods which preserve all invariants of conservative problems

Recently, the class of Hamiltonian Boundary Value Methods (HBVMs) has been introduced with the aim of preserving the energy associated with polynomial Hamiltonian systems (and, more in general, with all suitably regular Hamiltonian systems). However, many interesting problems admit other invariants besides the Hamiltonian function. It would be therefore useful to have methods able to preserve any number of independent invariants. This goal is achieved by generalizing the line-integral approach which HBVMs rely on, thus obtaining a number of generalizations which we collectively name Line Integral Methods. In fact, it turns out that this approach is quite general, so that it can be applied to any numerical method whose discrete solution can be suitably associated with a polynomial, such as a collocation method, as well as to any conservative problem. In particular, a completely conservative variant of both HBVMs and Gauss collocation methods is presented. Numerical experiments confirm the effectiveness of the proposed methods.     

On efficient preconditioners for iterative solution of a Galerkin boundary element equation for the three-dimensional exterior Helmholtz problem

The paper presents a Galerkin numerical method for solving the hyper-singular boundary integral equations for the exterior Helmholtz problem in three dimensions with a Neumann's boundary condition. Previous work in the topic has often dealt with the collocation method with a piecewise constant approximation because high order collocation and Galerkin methods are not available due to the presence of a hypersingular integral operator. This paper proposes a high order Galerkin method by using singularity subtraction technique to reduce the hyper-singular operator to a weakly singular one. Moreover, we show here how to extend the previous work (J. Appl. Numer. Math. 36 (4) (2001) 475–489) on sparse preconditioners to the Galerkin case leading to fast convergence of two iterative solvers: the conjugate gradient normal method and the generalised minimal residual method. A comparison with the collocation method is also presented for the Helmholtz problem with several wavenumbers.     

Spectral collocation methods for nonlinear weakly singular Volterra integro‐differential equations

In this paper, a spectral collocation approximation is proposed for neutral and nonlinear weakly singular Volterra integro‐differential equations (VIDEs) with non‐smooth solutions. We use some suitable variable transformations to change the original equation into a new equation, so that the solution of the resulting equation possesses better regularity, and the the Jacobi orthogonal polynomial theory can be applied conveniently. Under reasonable assumptions on the nonlinearity, we carry out a rigorous error analysis in L^∞ norm and weighted L² norm. To perform the numerical simulations, some test examples (linear and nonlinear) are considered with nonsmooth solutions, and numerical results are presented. Further more, the comparative study of the proposed methods with some existing numerical methods is provided.     

Efficient quadrature for highly oscillatory integrals involving critical points

This paper based on the Levin collocation method and Levin-type method together with composite two-point Gauss–Legendre quadrature presents efficient quadrature for integral transformations of highly oscillatory functions with critical points. The effectiveness and accuracy of the quadrature are tested.     

Generalized Lagrange Jacobi-Gauss-Lobatto vs Jacobi-Gauss-Lobatto collocation approximations for solving (2 + 1)-dimensional Sine-Gordon equations

The Sine-Gordon (SG) equations are very important in that they can accurately model many essential physical phenomena. In this paper, the Jacobi-Gauss-Lobatto collocation (JGL-C) and Generalized Lagrange Jacobi-Gauss-Lobatto collocation (GLJGL-C) methods are adopted and compared to simulate the (2 + 1)-dimensional nonlinear SG equations. In order to discretize the time variable t, the Crank-Nicolson method is employed. For the space variables, two numerical methods based on the aforementioned collocation methods are applied. Furthermore, error estimation for both methods is provided. The present numerical method is truly effective, free of integration and derivative, and easy to implement. The given examples and the results assert that the GLJGL-C method outperforms the JGL-C method in terms of computation speed. Also, the presented methods are very valid, effective, and reliable.     

Wavelets collocation methods for the numerical solution of elliptic BV problems

Based on collocation with Haar and Legendre wavelets, two efficient and new numerical methods are being proposed for the numerical solution of elliptic partial differential equations having oscillatory and non-oscillatory behavior. The present methods are developed in two stages. In the initial stage, they are developed for Haar wavelets. In order to obtain higher accuracy, Haar wavelets are replaced by Legendre wavelets at the second stage. A comparative analysis of the performance of Haar wavelets collocation method and Legendre wavelets collocation method is carried out. In addition to this, comparative studies of performance of Legendre wavelets collocation method and quadratic spline collocation method, and meshless methods and Sinc–Galerkin method are also done. The analysis indicates that there is a higher accuracy obtained by Legendre wavelets decomposition, which is in the form of a multi-resolution analysis of the function. The solution is first found on the coarse grid points, and then it is refined by obtaining higher accuracy with help of increasing the level of wavelets. The accurate implementation of the classical numerical methods on Neumann’s boundary conditions has been found to involve some difficulty. It has been shown here that the present methods can be easily implemented on Neumann’s boundary conditions and the results obtained are accurate; the present methods, thus, have a clear advantage over the classical numerical methods. A distinct feature of the proposed methods is their simple applicability for a variety of boundary conditions. Numerical order of convergence of the proposed methods is calculated. The results of numerical tests show better accuracy of the proposed method based on Legendre wavelets for a variety of benchmark problems.     

板弯曲断裂计算的边界配置解法

采用复变函数理论和边界配置方法,分析计算了Kirchhoff板的弯曲断裂问题.假设了位移及内力的复变函数式,它们能满足一系列的基本方程和支配条件,例如域内的平衡方程、裂纹表面的边界条件、裂纹尖端的应力奇异性质.这样,仅板边界的边界条件需要考虑.它们可用边界配置法和最小二乘法近似满足.对不同边界条件和载荷情形进行了分析计算.数值算例表明,本文方法精度较高,计算量小,是一种有效的半解析、半数值计算方法.     

高维非线性Schrdinger方程的Fourier谱方法

其中i=(-1)(1/2),△为Laplace算子,q(·)为实变量实值函数,u_0(x)和u(x,t)分别为关于x以2π为周期的已知和未知复值函数,J=(0,T](T>0),β为一实常数,e_j为R~m的第j个单位向量,x=(x_1,…,x_m)∈R~m. 方程(1.1)在非线性光学、等离子体物理、流体动力学及非相对论量子场论中用得很     

Spectral methods for some singularly perturbed third order ordinary differential equations

Spectral methods with interface point are presented to deal with some singularly perturbed third order boundary value problems of reaction-diffusion and convection-diffusion types. First, linear equations are considered and then non-linear equations. To solve non-linear equations, Newton’s method of quasi-linearization is applied. The problem is reduced to two systems of ordinary differential equations. And, then, each system is solved using spectral collocation methods. Our numerical experiments show that the proposed methods are produce highly accurate solutions in little computer time when compared with the other methods available in the literature.      

Structure preservation of exponentially fitted Runge–Kutta methods

The preservation of some structure properties of the flow of differential systems by numerical exponentially fitted Runge–Kutta (EFRK) methods is considered. A complete characterisation of EFRK methods that preserve linear or quadratic invariants is given and, following the approach of Bochev and Scovel [On quadratic invariants and symplectic structure, BIT 34 (1994) 337–345], the sufficient conditions on symplecticity of EFRK methods derived by Van de Vyver [A fourth-order symplectic exponentially fitted integrator, Comput. Phys. Comm. 174 (2006) 255–262] are obtained. Further, a family of symplectic EFRK two-stage methods with order four has been derived. It includes the symplectic EFRK method proposed by Van de Vyver as well as a collocation method at variable nodes that can be considered as the natural collocation extension of the classical RK Gauss method. Finally, the results of some numerical experiments are presented to compare the relative merits of several fitted and nonfitted fourth-order methods in the integration of oscillatory systems.     

Numerical analysis of a fast integration method for highly oscillatory functions

The integration of systems containing Bessel functions is a central point in many practical problems in physics, chemistry and engineering. This paper presents a new numerical analysis for the collocation method presented by Levin for and gives more accurate error analysis about the integration of systems containing Bessel functions. The effectiveness and accuracy of the quadrature is tested for Bessel functions with large arguments. AMS subject classification (2000)  65D32, 65D30     

New a posteriori error estimates for singular boundary value problems

In this paper, we discuss the asymptotic properties and efficiency of several a posteriori estimates for the global error of collocation methods. Proofs of the asymptotic correctness are given for regular problems and for problems with a singularity of the first kind. We were also strongly interested in finding out which of our error estimates can be applied for the efficient solution of boundary value problems in ordinary differential equations with an essential singularity. Particularly, we compare estimates based on the defect correction principle with a strategy based on mesh halving. AMS subject classification 65L05Supported in part by the Austrian Research Fund (FWF) grant P-15072-MAT and SFB Aurora.     

On the solution of the non-local parabolic partial differential equations via radial basis functions

In this paper, the problem of solving the one-dimensional parabolic partial differential equation subject to given initial and non-local boundary conditions is considered. The approximate solution is found using the radial basis functions collocation method. There are some difficulties in computing the solution of the time dependent partial differential equations using radial basis functions. If time and space are discretized using radial basis functions, the resulted coefficient matrix will be very ill-conditioned and so the corresponding linear system cannot be solved easily. As an alternative method for solution, we can use finite-difference methods for discretization of time and radial basis functions for discretization of space. Although this method is easy to use but an accurate solution cannot be provided. In this work an efficient collocation method is proposed for solving non-local parabolic partial differential equations using radial basis functions. Numerical results are presented and are compared with some existing methods.     

An efficient asymptotically correct error estimator for collocation solutions to singular index-1 DAEs

A computationally efficient a posteriori error estimator is introduced and analyzed for collocation solutions to linear index-1 DAEs (differential-algebraic equations) with properly stated leading term exhibiting a singularity of the first kind. The procedure is based on a modified defect correction principle, extending an established technique from the context of ordinary differential equations to the differential-algebraic case. Using recent convergence results for stiffly accurate collocation methods, we prove that the resulting error estimate is asymptotically correct. Numerical examples demonstrate the performance of this approach. To keep the presentation reasonably self-contained, some arguments from the literature on DAEs concerning the decoupling of the problem and its discretization, which is essential for our analysis, are also briefly reviewed. The appendix contains a remark about the interrelation between collocation and implicit Runge-Kutta methods for the DAE case.     

A new numerical method for delay and advanced integro-differential equations

A general formulation is constructed for Jacobi operational matrices of integration, product, and delay on an arbitrary interval. The main purpose of this study is to improve Jacobi operational matrices for solving delay or advanced integro–differential equations. Some theorems are established and utilized to reduce the computational costs. All algorithms can be used for both linear and nonlinear Fredholm and Volterra integro-differential equations with delay. An error estimator is introduced to approximate the absolute error when the exact solution of a given problem is not available. The error of the proposed method is less compared to other common methods such as the Taylor collocation, Chebyshev collocation, hybrid Euler–Taylor matrix, and Boubaker collocation methods. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments.     

Global error estimates for a uniparametric family of stiffly accurate Runge-Kutta collocation methods on singularly perturbed problems

An error analysis for a newly defined uniparametric family of stiffly accurate Runge-Kutta collocation methods when applied to initial value problems for singularly perturbed differential equations is carried out. The so-called SAFERK methods possess a first internal stage of explicit type and are based on collocation nodes. Sharp convergence results are obtained for these methods through the analysis of a sequence of higher index Differential Algebraic Equations. A numerical test with the Van der Pol oscillator reveals that the proposed error estimates are realistic whenever the stepsize h is large enough compared to the stiffness parameter ε.     

Adapting nodes in three dimensional irregular regions for meshless-type methods

In this paper, a new adaptive nodes technique based on equi-distribution principles and dimension reduction is presented for irregular regions in three dimensional cases. The mesh generation is performed by first producing some adaptive nodes in a cube based on equi-distribution along the coordinate axes and then transforming the generated nodes to the physical domain followed by a refinement process. The mesh points produced are appropriate for meshless-type methods which need only some scattered points rather than a mesh with some smoothness properties. The effectiveness of the generated mesh points is examined by a collocation meshless method using a well known radial basis function, namely ?(r)?=?r ⁵ which is sufficiently smooth for our purpose. Some experimental results will be presented to illustrate the effectiveness of the proposed method.