On the rate of convergence of the Legendre spectral collocation method for multi-dimensional nonlinear Volterra-Fredholm integral equations

While the approximate solutions of one-dimensional nonlinear Volterra-Fredholm integral equations with smooth kermels are now well understood,no systematic studies of the numerical solutions of their multi-dimensional counterparts exist.In this paper,we provide an efficient numerical approach for the multi-dimensional nonlinear Volterra-Fredholm integral equations based on the multi-variate Legendre-collocation approach.Spectral collocation methods for multi-dimensional nonlinear integral equations are known to cause major difficulties from a convergence analysis point of view.Consequently,rigorous error estimates are provided in the weighted Sobolev space showing the exponential decay of the numerical errors.The existence and uniqueness of the numerical solution are established.Numerical experiments are provided to support the theoretical convergence analysis.The results indicate that our spectral collocation method is more flexible with better accuracy than the existing ones.     

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection–reaction equation. By using a Fourier–Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.     

Numerical solutions of the orbital equations for diatomic molecules

A basis of Hermite splines is used in conjunction with the collocation method to solve the orbital equations for diatomic molecules. Accurate solutions of the Hartree-Fock equations are obtained using iterative methods over most regions of space, while solving the equations by Gaussian elimination near the nuclear centres. In order to improve the speed and accuracy of our iterative scheme, a new self-adjoint form of the Hartree-Fock equation is derived. Using this new equation, our iterative subroutines solve the Hartree-Fock equations to one part in 10⁶. The Gaussian elimination routines are accurate to better than one part in 10⁸.     

Multi-Symplectic Wavelet Collocation Method for Maxwell's Equations

In this paper, we develop a multi-symplectic wavelet collocation method for three-dimensional (3-D) Maxwell's equations. For the multi-symplectic formulation of the equations, wavelet collocation method based on autocorrelation functions is applied for spatial discretization and appropriate symplectic scheme is employed for time integration. Theoretical analysis shows that the proposed method is multi-symplectic, unconditionally stable and energy-preserving under periodic boundary conditions. The numerical dispersion relation is investigated. Combined with splitting scheme, an explicit splitting symplectic wavelet collocation method is also constructed. Numerical experiments illustrate that the proposed methods are efficient, have high spatial accuracy and can preserve energy conservation laws exactly.     

Fourier拟谱配点方法对第一类边界积分方程的应用

本文用Fourier拟谱配点方法求解有广泛应用的以对数核为主部的第一类边界积分方程,文中通过对积分算子的象征作拟谱插值来建立近似方程,利用快速Fourier变换将计算切换到频率空间进行。本文计算结果表明,用上述拟谱配点方法计算的数值精度较Galerkin配点法更为满意。     

求解非线性偏微分方程的自适应小波精细积分法

以Burgers方程为例,提出了一种求解偏微分方程的自适应多层插值小波配置法,通过引入一种具有插值特性的拟Shannon小波并利用插值小波理论构造了多层自适应插值小波算子,从而在空间实现了偏微分方程的自适应离散.另外,精细时程积分方法和外推法的引入不但有助于提高求解速度和数值结果的精度,而且使时间积分步长的选取具有了自适应性.     

A numerical study of fractional rheological models and fractional Newell-Whitehead-Segel equation with non-local and non-singular kernel

In the recent years, few type of fractional derivatives which have non-local and non-singular kernel are introduced. In this work, we present fractional rheological models and Newell-Whitehead-Segel equations with non-local and non-singular kernel. For solving these equations, we present a spectral collocation method based on the shifted Legendre polynomials. To do this, we extend the unknown functions and its derivatives using the shifted Legendre basis. These expansions and the properties of the shifted Legendre polynomials along with the spectral collocation method will help us to reduce the main problem to a set of nonlinear algebraic equations. Finally, The accuracy and efficiency of the proposed method are reported by some illustrative examples.     

Time-Domain Numerical Solutions of Maxwell Interface Problems with Discontinuous Electromagnetic Waves

This paper is devoted to time domain numerical solutions of two-dimensional (2D) material interface problems governed by the transverse magnetic (TM) and transverse electric (TE) Maxwell's equations with discontinuous electromagnetic solutions. Due to the discontinuity in wave solutions across the interface, the usual numerical methods will converge slowly or even fail to converge. This calls for the development of advanced interface treatments for popular Maxwell solvers. We will investigate such interface treatments by considering two typical Maxwell solvers – one based on collocation formulation and the other based on Galerkin formulation. To restore the accuracy reduction of the collocation finite-difference time-domain (FDTD) algorithm near an interface, the physical jump conditions relating discontinuous wave solutions on both sides of the interface must be rigorously enforced. For this purpose, a novel matched interface and boundary (MIB) scheme is proposed in this work, in which new jump conditions are derived so that the discontinuous and staggered features of electric and magnetic field components can be accommodated. The resulting MIB time-domain (MIBTD) scheme satisfies the jump conditions locally and suppresses the staircase approximation errors completely over the Yee lattices. In the discontinuous Galerkin time-domain (DGTD) algorithm – a popular Galerkin Maxwell solver, a proper numerical flux can be designed to accurately capture the jumps in the electromagnetic waves across the interface and automatically preserves the discontinuity in the explicit time integration. The DGTD solution to Maxwell interface problems is explored in this work, by considering a nodal based high order discontinuous Galerkin method. In benchmark TM and TE tests with analytical solutions, both MIBTD and DGTD schemes achieve the second order of accuracy in solving circular interfaces. In comparison, the numerical convergence of the MIBTD method is slightly more uniform, while the DGTD method is more flexible and robust.     

A shifted Jacobi collocation algorithm for wave type equations with non-local conservation conditions

In this paper, we propose an efficient spectral collocation algorithm to solve numerically wave type equations subject to initial, boundary and non-local conservation conditions. The shifted Jacobi pseudospectral approximation is investigated for the discretization of the spatial variable of such equations. It possesses spectral accuracy in the spatial variable. The shifted Jacobi-Gauss-Lobatto (SJ-GL) quadrature rule is established for treating the non-local conservation conditions, and then the problem with its initial and non-local boundary conditions are reduced to a system of second-order ordinary differential equations in temporal variable. This system is solved by two-stage forth-order A-stable implicit RK scheme. Five numerical examples with comparisons are given. The computational results demonstrate that the proposed algorithm is more accurate than finite difference method, method of lines and spline collocation approach     

A Stochastic Collocation Method for Delay Differential Equations with Random Input

In this work, we concern with the numerical approach for delay differential equations with random coefficients. We first show that the exact solution of the problem considered admits good regularity in the random space, provided that the given data satisfy some reasonable assumptions. A stochastic collocation method is proposed to approximate the solution in the random space, and we use the Legendre spectral collocation method to solve the resulting deterministic delay differential equations. Convergence property of the proposed method is analyzed. It is shown that the numerical method yields the familiar exponential order of convergence in both the random space and the time space. Numerical examples are given to illustrate the theoretical results.     

A TWO-DIMENSIONAL TCHEBYCHEFF COLLOCATION METHOD FOR THE STUDY OF THE VIBRATION OF A BAFFLED FLUID-LOADED RECTANGULAR PLATE

The vibration and the acoustic radiation of a baffled rectangular plate in contact with a dense fluid is considered. By using Green's representation theorem, the original system of differential equations governing both the displacement and the acoustic sound pressure is transformed into a system of coupled boundary integral equations. The unknown functions (the displacement of the plate, the pressure jump at the surface of the plate and the boundary sources) are expanded as series of Tchebycheff polynomials. The new unknowns (the coefficients of the series) are calculated by using a collocation method. Some results, both theoretical and numerical, are given concerning the resolution properties of the Tchebycheff approximation. The numerical difficulties are presented, and solutions of these are proposed. Numerical examples are given.     

Differential Quadrature Analysis of Moving Load Problems

The differential quadrature method (DQM) has been successfully used in a variety of fields. Similar to the conventional point discrete methods such as the collocation method and finite difference method, however, the DQM has some difficulty in dealing with singular functions like the Dirac-delta function. In this paper, two modifications are introduced to overcome the difficulty encountered in solving differential equations with Dirac-delta functions by using the DQM. The moving point load is work-equivalent to loads applied at all grid points and the governing equation is numerically integrated before it is discretized in terms of the differential quadrature. With these modifications, static behavior and forced vibration of beams under a stationary or a moving point load are successfully analyzed by directly using the DQM. It is demonstrated that the modified DQM can yield very accurate solutions. The compactness and computational efficiency of the DQM are retained in solving the partial differential equations with a time dependent Dirac-delta function.     

A Computationally Hybrid Method for Solving a Famous Physical Problem on an Unbounded Domain

In this paper, a hybrid method based on the collocation and Newton-Kantorovich methods is used for solving the nonlinear singular Thomas-Fermi equation. At first, by using the Newton-Kantorovich method, the nonlinear problem is converted to a sequence of linear differential equations, and then, the fractional order of rational Legendre functions are introduced and used for solving linear differential equations at each iteration based on the collocation method. Moreover, the boundary conditions of the problem by using Ritz method without domain truncation method are satisfied. In the end, the obtained results compare with other published in the literature to show the performance of the method, and the amounts of residual error are very small, which indicates the convergence of the method.     

B-Spline Gaussian Collocation Software for Two-Dimensional Parabolic PDEs

In this paper we describe new B-spline Gaussian collocation software for solving two-dimensional parabolic partial differential equations (PDEs) defined over a rectangular region. The numerical solution is represented as a bi-variate piecewise polynomial (using a tensor product B-spline basis) with time-dependent unknown coefficients. These coefficients are determined by imposing collocation conditions: the numerical solution is required to satisfy the PDE and boundary conditions at images of the Gauss points mapped onto certain subregions of the spatial domain. This leads to a large system of time-dependent differential algebraic equations (DAEs) which is solved using the DAE solver, DASPK. We provide numerical results in which we use the new software, called BACOL2D, to solve three test problems.     

The effects of temperature and frequency on the magnetization switching mode in circular MI sensors

This paper presents results computed using a meshless method in a point collocation formulation to investigate the effects of temperature and frequency on the magnetization switching mode in the circular amorphous magneto-impedance sensor (element). Specifically, the solutions characterizing the MI effect are solved from a set of coupled nonlinear equations consisting of the Maxwell’s equations, the Landau-Lifshitz-Gilbert equation, and the thermal diffusion equation. This coupled nonlinear space-time model predicts the formation and propagation of dynamic domain walls in switching and it is shown how they contribute to experimentally observed temperature and frequency effects. Computed results (that agree well with reported experimental data) suggest radial domain walls may play a larger role in the MI effect than originally believed even for the realistic conditions considered here at 1 MHz or more.     

Numerical solution of fractional differential equations by using fractional B-spline

In this paper, we present fractional B-spline collocation method for the numerical solution of fractional differential equations. We consider this method for solving linear fractional differential equations which involve Caputo-type fractional derivatives. The numerical results demonstrate that the method is efficient and quite accurate and it requires relatively less computational work. For this reason one can conclude that this method has advantage on other methods and hence demonstrates the importance of this work.     

Least-squares collocation meshless approach for radiative heat transfer in absorbing and scattering media

A least-squares collocation meshless method is employed for solving the radiative heat transfer in absorbing, emitting and scattering media. The least-squares collocation meshless method for radiative transfer is based on the discrete ordinates equation. A moving least-squares approximation is applied to construct the trial functions. Except for the collocation points which are used to construct the trial functions, a number of auxiliary points are also adopted to form the total residuals of the problem. The least-squares technique is used to obtain the solution of the problem by minimizing the summation of residuals of all collocation and auxiliary points. Three numerical examples are studied to illustrate the performance of this new solution method. The numerical results are compared with the other benchmark approximate solutions. By comparison, the results show that the least-squares collocation meshless method is efficient, accurate and stable, and can be used for solving the radiative heat transfer in absorbing, emitting and scattering media.     

Conservation of mass and momentum of the least-squares spectral collocation scheme for the Stokes problem

From the literature it is known that spectral least-squares schemes perform poorly with respect to mass conservation and compensate this lack by a superior conservation of momentum. This should be revised, since the here presented new least-squares spectral collocation scheme leads to an outstanding performance with respect to conservation of momentum and mass. The reasons can be found in using only a few elements, each with high polynomial degree, avoiding normal equations for solving the overdetermined linear systems of equations and by introducing the Clenshaw–Curtis quadrature rule for imposing the average pressure to be zero. Furthermore, we combined the transformation of Gordon and Hall (transfinite mapping) with our least-squares spectral collocation scheme to discretize the internal flow problems.     

A review on the solution of Grad–Shafranov equation in the cylindrical coordinates based on the Chebyshev collocation technique

Equilibrium reconstruction consists of identifying, from experimental measurements, a distribution of the plasma current density that satisfies the pressure balance constraint. Numerous methods exist to solve the Grad–Shafranov equation, describing the equilibrium of plasma confined by an axisymmetric magnetic field. In this paper, we have proposed a new numerical solution to the Grad–Shafranov equation (an axisymmetric, magnetic field transformed in cylindrical coordinates solved with the Chebyshev collocation method) when the source term (current density function) on the right-hand side is linear. The Chebyshev collocation method is a method for computing highly accurate numerical solutions of differential equations. We describe a circular cross-section of the tokamak and present numerical result of magnetic surfaces on the IR-T1 tokamak and then compare the results with an analytical solution.     

Legendre multiwavelet collocation method for solving the linear fractional time delay systems

In this article the Legendre multiwavelet basis with aid of collocation method has been applied to give approximate solution for fractional delay systems. The properties of Legendre multiwavelet are presented. These properties together with the collocation method are then utilized to reduce the problem to the solution of algebraic system. Numerical results and comparison with exact solutions in the cases when we have exact solution are given in test examples in order to demonstrate the applicability and efficiency of the method.