Analysis of a symplectic difference scheme for a coupled nonlinear Schrödinger system

In general, proofs of convergence and stability are difficult for symplectic schemes of nonlinear equations. In this paper, a symplectic difference scheme is proposed for an initial-boundary value problem of a coupled nonlinear Schrödinger system. An important lemma and an induction argument are used to prove the unique solvability, convergence and stability of numerical solutions. An iterative algorithm is also proposed for the symplectic scheme and its convergence is proved. Numerical examples show the efficiency of the symplectic scheme and the correction of our numerical analysis.     

Properties of finite-difference schemes for singular integrodifferential equations of index 1

Systems of integrodifferential equations with a singular matrix multiplying the highest derivative of the unknown vector function are considered. An existence theorem is formulated, and a numerical solution method is proposed. The solutions to singular systems of integrodifferential equations are unstable with respect to small perturbations in the initial data. The influence of initial perturbations on the behavior of numerical processes is analyzed. It is shown that the finite-difference schemes proposed for the systems under study are self-regularizing.     

Efficient parallel shock-capturing method for aerodynamics simulations on body-unfitted cartesian grids

For problems with complex geometry, a numerical method is proposed for solving the three-dimensional nonstationary Euler equations on Cartesian grids with the use of hybrid computing systems. The baseline numerical scheme, a method for implementing internal boundary conditions on body-unfitted grids, and an iterative matrix-free LU-SGS method for solving the discretized equations are described. An efficient software implementation of the numerical algorithm on a multiprocessor hybrid CPU/GPU computing system is considered. Results of test computations are presented.     

High-order accurate implicit running schemes

An approach to the construction of high-order accurate implicit predictor-corrector schemes is proposed. The accuracy is improved by choosing a special time integration step for computing numerical fluxes through cell interfaces by using an unconditionally stable implicit scheme. For smooth solutions of advection equations with constant coefficients, the scheme is second-order accurate. Implicit difference schemes for multidimensional advection equations are constructed on the basis of Godunov’s method with splitting over spatial variables as applied to the computation of “large” values at an intermediate layer. The numerical solutions obtained for advection equations and the radiative transfer equations in a vacuum are compared with their exact solutions. The comparison results confirm that the approach is efficient and that the accuracy of the implicit predictor-corrector schemes is improved.     

Study of vortex breakdown in a stratified fluid

An analysis shows that nonsmooth solutions have to be considered. Weak solutions to the Euler equations describing an incompressible stratified fluid under gravity are defined and studied. The study makes use of a wave energy functional proposed for the nonlinear equations. It is shown that the Euler equations are insufficient for stating a well-posed generalized problem. Additional conditions based on physical considerations are proposed. One condition is energy conservation, and the other is a constraint imposed on the density, which is required for stability. A numerical method is developed that is used to analyze how wave breakdown in a stratified fluid depends on stratification. The numerical results are in satisfactory agreement with experiments.     

Numerical solution of nonlinear two-dimensional Fredholm integral equations of the second kind using Gauss product quadrature rules

The Gauss product quadrature rules and collocation method are applied to reduce the second-kind nonlinear two-dimensional Fredholm integral equations (FIE) to a nonlinear system of equations. The convergence of the proposed numerical method is proved under certain conditions on the kernel of the integral equation. An iterative method for approximating the solution of the obtained nonlinear system is provided and its convergence is proved. Also, some numerical examples are presented to show the efficiency and accuracy of the proposed method.     

AN EFFECT ITERATION ALGORITHM FOR NUMERICAL SOLUTION OF DISCRETE HAMILTON-JACOBIBELLMAN EQUATIONS

§1Introduction ConsidertheHamilton-Jacobi-Bellmanequation max1≤v≤m[A(v)u(x)-f(v)(x)]=0,x∈Ω(1.1)withtheboundarycondition u(x)=0,x∈Ω(1.2)whereΩisabounded,smoothdomaininEuclideanspaceRd,d∈N;f(v)(x)aregiven functionsfromC2(Ω);A(v)aresecond-orderuniformlyellipticoperatorsoftheform A(v)=-d i,j=1a(v)ij2xixj+di=1b(v)ixi+c(v).(1.3)Intheaboveexpression(1.3)therearecoefficientsa(v)ij,b(v)i,c(v)∈C2(Ω)satisfying,forall1≤v≤m,a(v)ij(x)=a(v)ji(x),1≤i,j≤d,c(v)≥c0≥0,x∈Ω,a…     

Booster Method for Singularly-Perturbed One-Dimensional Convection-Diffusion Neumann Problems

An improved numerical method for singularly-perturbed two-point boundary-value problems for second-order ordinary differential equations subject to Neumann-type boundary conditions is proposed. In this method, an asymptotic approximation is incorporated into a finite-difference scheme to improve the numerical solution. Uniform error estimates are derived when implemented in known difference schemes. Numerical results are presented in support of the proposed method.     

Spectral gradient projection method for solving nonlinear monotone equations

An algorithm for solving nonlinear monotone equations is proposed, which combines a modified spectral gradient method and projection method. This method is shown to be globally convergent to a solution of the system if the nonlinear equations to be solved is monotone and Lipschitz continuous. An attractive property of the proposed method is that it can be applied to solving nonsmooth equations. We also give some preliminary numerical results to show the efficiency of the proposed method.     

Numerical method of lines for parabolic functional differential equations

Initial boundary value problems for nonlinear parabolic functional differential equations are transformed by discretization in space variables into systems of ordinary functional differential equations. A comparison theorem for differential difference inequalities is proved. Sufficient conditions for the convergence of the numerical method of lines are given. An explicit Euler method is proposed for the numerical solution of systems thus obtained. This leads to difference scheme for the original problem. A complete convergence analysis for the method is given.     

Numerical solution of optimal control problems for loaded lumped parameter systems

An optimal control problem for the system of linear (with respect to phase variables) loaded ordinary differential equations with initial (local) and nonseparated multipoint (nonlocal) conditions is investigated. Necessary optimality conditions are obtained, numerical schemes of their solution are proposed, and results of numerical experiments are presented.     

Numerical solution of quasi-hydrodynamic equations on triangular grids

An algorithm is proposed for numerical solution of quasi-hydrodynamic equations on unstructured spatial grids. The algorithm expands the range of solvable problems by lowering the demands on the geometry of the numerical region. __________ Translated from Prikladnaya Matematika i Informatika, No. 24, pp. 54–75, 2006.     

Finite-difference methods for solving the reaction-diffusion equations of a simple isothermal chemical system

Numerical methods are proposed for the numerical solution of a system of reaction-diffusion equations, which model chemical wave propagation. The reaction terms in this system of partial differential equations contain nonlinear expressions. Nevertheless, it is seen that the numerical solution is obtained by solving a linear algebraic system at each time step, as opposed to solving a nonlinear algebraic system, which is often required when integrating nonlinear partial differential equations. The development of each numerical method is made in the light of experience gained in solving the system of ordinary differential equations, which model the well-stirred analogue of the chemical system. The first-order numerical methods proposed for the solution of this initialvalue problem are characterized to be implicit. However, in each case it is seen that the numerical solution is obtained explicitly. In a series of numerical experiments, in which the ordinary differential equations are solved first of all, it is seen that the proposed methods have superior stability properties to those of the well-known, first-order, Euler method to which they are compared. Incorporating the proposed methods into the numerical solution of the partial differential equations is seen to lead to two economical and reliable methods, one sequential and one parallel, for solving the travelling-wave problem. © 1994 John Wiley & Sons, Inc.     

Rosenbrock schemes with complex coefficients for stiff and differential algebraic systems

Many applied problems are described by differential algebraic systems. Complex Rosenbrock schemes are proposed for the numerical integration of differential algebraic systems by the ?-embedding method. The method is proved to converge quadratically. The scheme is shown to be applicable even to superstiff systems. The method makes it possible to perform computations with a guaranteed accuracy. An equation is derived that describes the leading term of the error in the method as a function of time. An algorithm extending the method to systems of differential equations for complex-valued functions is proposed. Examples of numerical computations are given.     

Numerical method of solution to loaded nonlocal boundary value problems for ordinary differential equations

A numerical method is suggested for solving systems of nonautonomous loaded linear ordinary differential equations with nonseparated multipoint and integral conditions. The method is based on the convolution of integral conditions into local ones. As a result, the original problem is reduced to an initial value (Cauchy) problem for systems of ordinary differential equations and linear algebraic equations. The approach proposed is used in combination with the linearization method to solve systems of loaded nonlinear ordinary differential equations with nonlocal conditions. An example of a loaded parabolic equation with nonlocal initial and boundary conditions is used to show that the approach can be applied to partial differential equations. Numerous numerical experiments on test problems were performed with the use of the numerical formulas and schemes proposed.     

基于目标流线的曲线方向寻优

本文对于无约束问题提出了沿曲线寻优的思想,推导了确定寻优曲线的常微分方程组。对该常微分方程组研制了近似解析和数值的实用算法.借助对偶规划,这一方法由无约束问题推广到约束问题.     

Second-Order Methods for Solving Stochastic Differential Equations

In this paper we discuss the numerical methods with second-order accuracy for solving stochastic differential equations. An unbiased sample approximation method for $I_n=\int ^{t_{n+1}}_{t_n}(B_u-B_{t_n})^2du$ is proposed, where {$B_u$} is a Brownian motion. Then second-order schemes are derived both for scalar cases and for system cases. The errors are measured in the mean square sense. Several numerical examples are included, and numerical results indicate that second-order schemes compare favorably with Euler's schemes and 1.5th-order schemes.     

Smoothed Particle ElectroMagnetics: A mesh-free solver for transients

In this paper an advanced mesh-free particle method for electromagnetic transient analysis, is presented. The aim is to obtain efficient simulations by avoiding the use of a mesh such as in the most popular grid-based numerical methods. The basic idea is to obtain numerical solutions for partial differential equations describing the electromagnetic problem by using a set of particles arbitrarily placed in the problem domain. The mesh-free smoothed particle hydrodynamics method has been adopted to obtain numerical solution of time domain Maxwell's curl equations. An explicit finite difference scheme has been employed for time integration. Details about the numerical treatment of electromagnetic vector fields components are discussed. Two case studies in one and in two dimensions are reported. In order to validate the new proposed methodology, named as Smoothed Particle ElectroMagnetics, a comparison with the standard finite difference time domain method results is performed. The intrinsic adaptive capability of the proposed method, has been exploited by introducing irregular particles distribution.     

On an algorithm for finding the electric potential distribution in the DG-MOSFET transistor

An efficient numerical algorithm for finding the electric potential distribution in the DG-MOSFET transistor is proposed and discussed in detail. The class of hydrodynamic models describing the charge transport in semiconductors includes the Poisson equation for the electric potential. Since the equations of hydrodynamic models are nonlinear and involve small parameters and specific conditions on the boundary of the DG-MOSFET transistor domain, the numerical solution of the Poisson equation meets significant difficulties. An original algorithm is proposed that is based on the stabilization method and the idea of schemes without saturation and helps to cope with these difficulties.     

Features of behavior of numerical methods for solving Volterra integral equations of the second kind

Systems of second-kind Volterra integral equations with stiff and oscillating components are considered. An implicit noniterative method of the second order is proposed for the numerical solution of such problems. The efficiency of the method is demonstrated using several examples.