High order generalized upwind schemes and numerical solution of singular perturbation problems

High even order generalizations of the traditional upwind method are introduced to solve second order ODE-BVPs without recasting the problem as a first order system. Both theoretical analysis and numerical comparison with central difference schemes of the same order show that these new methods may avoid typical oscillations and achieve high accuracy. Singular perturbation problems are taken into account to emphasize the main features of the proposed methods. AMS subject classification (2000)  65L10, 65L12, 65L50     

On nonlinear artificial viscosity,discrete maximum principle and hyperbolic conservation laws

A finite element method for Burgers’ equation is studied. The method is analyzed using techniques from stabilized finite element methods and convergence to entropy solutions is proven under certain hypotheses on the artificial viscosity. In particular we assume that a discrete maximum principle holds. We then construct a nonlinear artificial viscosity that satisfies the assumptions required for convergence and that can be tuned to minimize artificial viscosity away from local extrema. The theoretical results are exemplified on a numerical example. AMS subject classification (2000)  65M20, 65M12, 35L65, 76M10     

Asymptotic Mean-Square Stability of Two-Step Methods for Stochastic Ordinary Differential Equations

We deal with linear multi-step methods for SDEs and study when the numerical approximation shares asymptotic properties in the mean-square sense of the exact solution. As in deterministic numerical analysis we use a linear time-invariant test equation and perform a linear stability analysis. Standard approaches used either to analyse deterministic multi-step methods or stochastic one-step methods do not carry over to stochastic multi-step schemes. In order to obtain sufficient conditions for asymptotic mean-square stability of stochastic linear two-step-Maruyama methods we construct and apply Lyapunov-type functionals. In particular we study the asymptotic mean-square stability of stochastic counterparts of two-step Adams–Bashforth- and Adams–Moulton-methods, the Milne–Simpson method and the BDF method. AMS subject classification (2000) 60H35, 65C30, 65L06, 65L20     

Raising the order of geometric numerical integrators by composition and extrapolation

We analyse composition and polynomial extrapolation as procedures to raise the order of a geometric integrator for solving numerically differential equations. Methods up to order sixteen are constructed starting with basic symmetric schemes of order six and eight. If these are geometric integrators, then the new methods obtained by extrapolation preserve the geometric properties up to a higher order than the order of the method itself. We show that, for a number of problems, this is a very efficient procedure to obtain high accuracy. The relative performance of the different algorithms is examined on several numerical experiments. AMS subject classification 17B66, 34A50, 65L05     

Three-scale finite element eigenvalue discretizations

Some three-scale finite element discretization schemes are proposed and analyzed in this paper for a class of elliptic eigenvalue problems on tensor product domains. With these schemes, the solution of an eigenvalue problem on a fine grid may be reduced to the solutions of eigenvalue problems on a relatively coarse grid and some partially mesoscopic grids, together with the solutions of linear algebraic systems on a globally mesoscopic grid and several partially fine grids. It is shown theoretically and numerically that this type of discretization schemes not only significantly reduce the number of degrees of freedom but also produce very accurate approximations. AMS subject classification (2000)  65N15, 65N25, 65N30, 65N50     

Linearly implicit methods for nonlinear evolution equations

Summary.  We construct and analyze combinations of rational implicit and explicit multistep methods for nonlinear evolution equations and extend thus recent results concerning the discretization of nonlinear parabolic equations. The resulting schemes are linearly implicit and include as particular cases implicit–explicit multistep schemes as well as the combination of implicit Runge–Kutta schemes and extrapolation. We establish optimal order error estimates. The abstract results are applied to a third–order evolution equation arising in the modelling of flow in a fluidized bed. We discretize this equation in space by a Petrov–Galerkin method. The resulting fully discrete schemes require solving some linear systems to advance in time with coefficient matrices the same for all time levels. Received October 22, 2001 / Revised version received April 22, 2002 / Published online December 13, 2002 Mathematics Subject Classification (1991): Primary 65M60, 65M12; Secondary 65L06 Correspondence to: G. Akrivis     

A Comparison of Splittings and Integral Equation Solvers for a Nonseparable Elliptic Equation

Iterative numerical schemes for solving the electrostatic partial differential equation with variable conductivity, using fast and high-order accurate direct methods for preconditioning, are compared. Two integral method schemes of this type, based on previously suggested splittings of the equation, are proposed, analyzed, and implemented. The schemes are tested for large problems on a square. Particular emphasis is paid to convergence as a function of geometric complexity in the conductivity. Differences in performance of the schemes are predicted and observed in a striking manner. AMS subject classification (2000) 31A10, 35C15, 65R20.Received May 2004. Accepted September 2004. Communicated by Anders Szepessy.Johan Helsing: This work was supported by the Swedish Science Research Council under contract 621-2001-2799.     

Noninterpolatory Hermite subdivision schemes

Bivariate interpolatory Hermite subdivision schemes have recently been applied to build free-form subdivision surfaces. It is well known to geometric modelling practitioners that interpolatory schemes typically lead to ``unfair" surfaces--surfaces with unwanted wiggles or undulations--and noninterpolatory (a.k.a. approximating in the CAGD community) schemes are much preferred in geometric modelling applications. In this article, we introduce, analyze and construct noninterpolatory Hermite subdivision schemes, a class of vector subdivision schemes which can be applied to iteratively refine Hermite data in a not necessarily interpolatory fashion. We also study symmetry properties of such subdivision schemes which are crucial for application in free-form subdivision surfaces.

A key step in our mathematical analysis of Hermite type subdivision schemes is that we make use of the strong convergence theory of refinement equations to convert a prescribed geometric condition on the subdivision scheme--namely, the subdivision scheme is of Hermite type--to an algebraic condition on the subdivision mask. The latter algebraic condition can then be used in a computational framework to construct specific schemes.

     

Chaos synchronization of an energy resource system based on linear control

Synchronization of an energy resource system is investigated. Three linear control schemes are proposed to synchronize a chaotic energy resource system via the back-stepping method. This can be viewed as an improvement to the existing results of Tian et al. (2006) [14]. Because we use simpler controllers to realize a global asymptotical synchronization. In the first two schemes, the sufficient conditions for achieving synchronization of two identical energy resource systems using linear feedback control are derived by using Lyapunov stability theorem. In the third scheme, the synchronization condition is obtained by numerical method, in which only one state variable controller is contained. Finally, three numerical simulation examples are performed to verify these results.     

Second order scheme for scalar conservation laws with discontinuous flux

Burger, Karlsen, Torres and Towers in [9] proposed a flux TVD (FTVD) second order scheme with Engquist–Osher flux, by using a new nonlocal limiter algorithm for scalar conservation laws with discontinuous flux modeling clarifier thickener units. In this work we show that their idea can be used to construct FTVD second order scheme for general fluxes like Godunov, Engquist–Osher, Lax–Friedrich, … satisfying (A, B)-interface entropy condition for a scalar conservation law with discontinuous flux with proper modification at the interface. Also corresponding convergence analysis is shown. We show further from numerical experiments that solutions obtained from these schemes are comparable with the second order schemes obtained from the minimod limiter.     

Geometric interpolation by planar cubic <Emphasis Type="Italic">G</Emphasis><Superscript>1</Superscript> splines

In this paper, geometric interpolation by G ¹ cubic spline is studied. A wide class of sufficient conditions that admit a G ¹ cubic spline interpolant is determined. In particular, convex data as well as data with inflection points are included. The existence requirements are based upon geometric properties of data entirely, and can be easily verified in advance. The algorithm that carries out the verification is added. AMS subject classification (2000)  65D05, 65D07, 65D17     

An efficient algorithm for finding all solutions of separable systems of nonlinear equations

An efficient algorithm is proposed for finding all solutions of systems of nonlinear equations with separable mappings. This algorithm is based on interval analysis, the dual simplex method, the contraction method, and a special technique which makes the algorithm not require large memory space and not require copying tableaus. By numerical examples, it is shown that the proposed algorithm could find all solutions of a system of 2000 nonlinear equations in acceptable computation time. AMS subject classification (2000)  65H10, 65G10     

Numerical method for coupling the macro and meso scales in stochastic chemical kinetics

A numerical method is developed for simulation of stochastic chemical reactions. The system is modeled by the Fokker–Planck equation for the probability density of the molecular state. The dimension of the domain of the equation is reduced by assuming that most of the molecular species have a normal distribution with a small variance. The numerical approximation preserves properties of the analytical solution such as non-negativity and constant total probability. The method is applied to a nine dimensional problem modelling an oscillating molecular clock. The oscillations stop at a fixed point with a macroscopic model but they continue with our two dimensional, mixed macroscopic and mesoscopic model. Dedicated to the memory of Germund Dahlquist (1925–2005). AMS subject classification (2000)  65M20, 65M60     

Numerical approximation of vector-valued highly oscillatory integrals

We present a method for the efficient approximation of integrals with highly oscillatory vector-valued kernels, such as integrals involving Airy functions or Bessel functions. We construct a vector-valued version of the asymptotic expansion, which allows us to determine the asymptotic order of a Levin-type method. Levin-type methods are constructed using collocation, and choosing a basis based on the asymptotic expansion results in an approximation with significantly higher asymptotic order. AMS subject classification (2000)  65D30     

Analysis of a class of quasi-monotone and conservative semi-Lagrangian advection schemes

Summary.   We analyze in the norm a class of semi-Lagrangian advective schemes introduced by the author and A. Staniforth in 1992 to improve the solution produced by numerical models for weather prediction and climate studies that use semi-Lagrangian advective schemes. The new quasi-monotone and conservative semi-Lagrangian schemes are stable and converge optimally when the solution is sufficiently smooth. Received May 17, 1999 / Revised version received November 22, 1999 / Published online August 24, 2000     

Symmetry preserving numerical schemes for partial differential equations and their numerical tests

The method of equivariant moving frames is used to construct symmetry preserving finite difference schemes of partial differential equations invariant under finite-dimensional symmetry groups. Invariant numerical schemes for a heat equation with logarithmic source and the spherical Burgers' equation are obtained. Numerical tests show how invariant schemes can be more accurate than standard discretizations.     

A PIC method for solving a paraxial model of highly relativistic beams

Solving the Vlasov–Maxwell problem can lead to very expensive computations. To construct a simpler model, Laval et al. [G. Laval, S. Mas-Gallic, P.A. Raviart, Paraxial approximation of ultrarelativistic intense beams, Numer. Math. 69 (1) (1994) 33–60] proposed to exploit the paraxial property of the charged particle beams, i.e the property that the particles of the beam remain close to an optical axis. They so constructed a paraxial model and performed its mathematical analysis. In this paper, we investigate how their framework can be adapted to handle the axisymmetric geometry, and its coupling with the Vlasov equation. First, one constructs numerical schemes and error estimates results for this discretization are reported. Then, a Particle In Cell (PIC) method, in the case of highly relativistic beams is proposed. Finally, numerical results are given. In particular, numerical comparisons with the Vlasov–Poisson model illustrate the possibilities of this approach.     

Wavelet-Taylor Galerkin Method for the Burgers Equation

In this paper, we propose a wavelet-Taylor Galerkin method for the numerical solution of the Burgers equation. In deriving the computational scheme, Taylor-generalized Euler time discretization is performed prior to wavelet-based Galerkin spatial approximation. The linear system of equations obtained in the process are solved by approximate-factorization-based simple explicit schemes, and the resulting solution is compared with that from regular methods. To deal with transient advection-diffusion situations that evolve toward a convective steady state, a splitting-up strategy is known to be very effective. So the Burgers equation is also solved by a splitting-up method using a wavelet-Taylor Galerkin approach. Here, the advection and diffusion terms in the Burgers equation are separated, and the solution is computed in two phases by appropriate wavelet-Taylor Galerkin schemes. Asymptotic stability of all the proposed schemes is verified, and the L_∞ errors relative to the analytical solution together with the numerical solution are reported. AMS subject classification (2000) 65M70     

Construction and analysis of some nonstandard finite difference methods for the FitzHugh–Nagumo equation

In this work, we construct four versions of nonstandard finite difference schemes in order to solve the FitzHugh–Nagumo equation with specified initial and boundary conditions under three different regimes giving rise to three cases. The properties of the methods such as positivity and boundedness are studied. The numerical experiment chosen is quite challenging due to shock-like profiles. The performance of the four methods is compared by computing L₁, L_∞ errors, rate of convergence with respect to time and central processing unit time at given time, T = 0.5. Error estimates have also been studied for the most efficient scheme.     

Concatenating construction of the multisymplectic schemes for 2+1-dimensional sine-Gordon equation

In this paper, taking the 2+1-dimensional sine-Gordon equation as an example, we present the concatenating method to construct the multisymplectic schemes. The-method is to discretizee independently the PDEs in different directions with symplectic schemes, so that the multisymplectic schemes can be constructed by concatenating those symplectic schemes. By this method, we can construct multisymplectic schemes, including some widely used schemes with an accuracy of any order. The numerical simulation on the collisions of solitons are also proposed to illustrate the efficiency of the multisymplectic schemes.