Application of spectral filtering to discontinuous Galerkin methods on triangulations

We adapt the spectral viscosity (SV) formulation implemented as a modal filter to a discontinuous Galerkin (DG) method solving hyperbolic conservation laws on triangular grids. The connection between SV and spectral filtering, which is undertaken for the first time in the context of DG methods on unstructured grids, allows to specify conditions on the filter strength regarding time step choice and mesh refinement. A crucial advantage of this novel damping strategy is its low computational cost. We furthermore obtain new error bounds for filtered Dubiner expansions of smooth functions. While high order accuracy with respect to the polynomial degree N is proven for the filtering procedure in this case, an adaptive application is proposed to retain the high spatial approximation order. Although spectral filtering stabilizes the scheme, it leaves weaker oscillations. Therefore, as a postprocessing step, we apply the image processing technique of digital total variation (DTV) filtering in the new context of DG solutions and prove conservativity in the limit for this filtering procedure. Numerical experiments for scalar conservation laws confirm the designed order of accuracy of the DG scheme with adaptive modal filtering for polynomial degrees up to 8 and the viability of spectral and DTV filtering in case of shocks. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

An adaptive spectral least-squares scheme for the Burgers equation

A least-squares spectral collocation method for the one-dimensional inviscid Burgers equation is proposed. This model problem shows the stability and high accuracy of these schemes for nonlinear hyperbolic scalar equations. Here we make use of a least-squares spectral approach which was already used in an earlier paper for discontinuous and singular perturbation problems (Heinrichs, J. Comput. Appl. Math. 157:329–345, 2003). The domain is decomposed in subintervals where continuity is enforced at the interfaces. Equal order polynomials are used on all subdomains. For the spectral collocation scheme Chebyshev polynomials are employed which allow the efficient implementation with Fast Fourier Transforms (FFTs). The collocation conditions and the interface conditions lead to an overdetermined system which can be efficiently solved by least-squares. The solution technique will only involve symmetric positive definite linear systems. The scheme exhibits exponential convergence where the exact solution is smooth. In parts of the domain where the solution contains discontinuities (shocks) the spectral solution displays a Gibbs-like behavior. Here this is overcome by some suitable exponential filtering at each time level. Here we observe that by over-collocation the results remain stable also for increasing filter parameters and also without filtering. Furthermore by an adaptive grid refinement we were able to locate the precise position of the discontinuity. Numerical simulations confirm the high accuracy of our spectral least-squares scheme.      

非线性守恒方程的两种稳定化谱元方法

考虑非线性守恒方程的高阶数值解法,介绍了基于谱元法的两种稳定性方法,一种是谱粘性消去法(SVV),另一种是过滤法.在SVV方法中,我们推广并分析了传统的基于单区域的SVV算子的定义.在过滤法中,我们分析了SVV-H elm holtz过滤算子的性质.文中从分析和计算两方面对两种方法进行了比较,建立了两者之间的关系.最后通过一系列数值试验说明方法的有效性.     

Some progress in spectral methods

In this paper,we review some results on the spectral methods.We frst consider the Jacobi spectral method and the generalized Jacobi spectral method for various problems,including degenerated and singular diferential equations.Then we present the generalized Jacobi quasi-orthogonal approximation and its applications to the spectral element methods for high order problems with mixed inhomogeneous boundary conditions.We also discuss the related spectral methods for non-rectangular domains and the irrational spectral methods for unbounded domains.Next,we consider the Hermite spectral method and the generalized Hermite spectral method with their applications.Finally,we consider the Laguerre spectral method and the generalized Laguerre spectral method for many problems defned on unbounded domains.We also present the generalized Laguerre quasi-orthogonal approximation and its applications to certain problems of non-standard type and exterior problems.     

Jacobi Spectral Methods for Volterra-Urysohn Integral Equations of Second Kind with Weakly Singular Kernels

Abstract

In this article, we discuss Jacobi spectral Galerkin and iterated Jacobi spectral Galerkin methods for Volterra-Urysohn integral equations with weakly singular kernels and obtain the convergence results in both the infinity and weighted L²-norm. We show that the order of convergence in iterated Jacobi spectral Galerkin method improves over Jacobi spectral Galerkin method. We obtain the convergence results in two cases when the exact solution is sufficiently smooth and non-smooth. For finding the improved convergence results, we also discuss Jacobi spectral multi-Galerkin and iterated Jacobi spectral multi-Galerkin method and obtain the convergence results in weighted L²-norm. In fact, we prove that the iterated Jacobi spectral multi-Galerkin method improves over iterated Jacobi spectral Galerkin method. We provide numerical results to verify the theoretical results.     

Stability estimates for h-p spectral element methods for general elliptic problems on curvilinear domains

In this paper we show that the h-p spectral element method developed in [3,8,9] applies to elliptic problems in curvilinear polygons with mixed Neumann and Dirichlet boundary conditions provided that the Babuska-Brezzi inf-sup conditions are satisfied. We establish basic stability estimates for a non-conforming h-p spectral element method which allows for simultaneous mesh refinement and variable polynomial degree. The spectral element functions are non-conforming if the boundary conditions are Dirichlet. For problems with mixed boundary conditions they are continuous only at the vertices of the elements. We obtain a stability estimate when the spectral element functions vanish at the vertices of the elements, which is needed for parallelizing the numerical scheme. Finally, we indicate how the mesh refinement strategy and choice of polynomial degree depends on the regularity of the coefficients of the differential operator, smoothness of the sides of the polygon and the regularity of the data to obtain the maximum accuracy achievable. An erratum to this article is available at .     

关于辛算法稳定性的若干注记

我们讨论辛算法的线性稳定性和非线性稳定性,从动力系统和计算的角度论述了研究辛算法的这两类稳定性问题的重要性,分析总结了相关重要结果.我们给出了解析方法的明确定义,证明了稳定函数是亚纯函数的解析辛方法是绝对线性稳定的.绝对线性稳定的辛方法既有解析方法（如Runge-Kutta辛方法）,也有非解析方法（如基于常数变易公式对线性部分进行指数积分而对非线性部分使用其它数值积分的方法）.我们特别回顾并讨论了R.I.McLachlan,S.K.Gray和S.Blanes,F.Casas,A.Murua等关于分裂算法的线性稳定性结果,如通过选取适当的稳定多项式函数构造具有最优线性稳定性的任意高阶分裂辛算法和高效共轭校正辛算法,这类经优化后的方法应用于诸如高振荡系统和波动方程等线性方程或者线性主导的弱非线性方程具有良好的数值稳定性.我们通过分析辛算法在保持椭圆平衡点的稳定性,能量面的指数长时间慢扩散和KAM不变环面的保持等三个方面阐述了辛算法的非线性稳定性,总结了相关已有结果.最后在向后误差分析基础上,基于一个自由度的非线性振子和同宿轨分析法讨论了辛算法的非线性稳定性,提出了一个新的非线性稳定性概念,目的是为辛算法提供一个实际可用的非线性稳定性判别法.     

Evaluating the Evans function: Order reduction in numerical methods

We consider the numerical evaluation of the Evans function, a Wronskian-like determinant that arises in the study of the stability of travelling waves. Constructing the Evans function involves matching the solutions of a linear ordinary differential equation depending on the spectral parameter. The problem becomes stiff as the spectral parameter grows. Consequently, the Gauss-Legendre method has previously been used for such problems; however more recently, methods based on the Magnus expansion have been proposed. Here we extensively examine the stiff regime for a general scalar Schrödinger operator. We show that although the fourth-order Magnus method suffers from order reduction, a fortunate cancellation when computing the Evans matching function means that fourth-order convergence in the end result is preserved. The Gauss-Legendre method does not suffer from order reduction, but it does not experience the cancellation either, and thus it has the same order of convergence in the end result. Finally we discuss the relative merits of both methods as spectral tools.

     

三阶微分方程的多区域Legendre-Petrov-Galerkin谱方法

提出三阶微分方程初边值问题的多区域Legendre-Petrov-Galerkin谱方法.对于三阶线性微分方程,证明该方法全离散格式的稳定性,并给出L~2-误差估计.进而将该方法和Legendre配置方法相结合,应用于某些非线性问题.数值算例对单区域和多区域方法的结果进行比较.     

多维区域中非线性偏微分方程的修正Laguerre谱与拟谱方法

研究多维区域中非线性偏微分方程的谱与拟谱方法．建立了修正Laguerre正交逼近与插值结果,这些结果对于建立和分析无界区域中的数值方法起着重要的作用．作为结果的一个应用,研究了二维无界区域中的Logistic方程的修正Laguerre谱格式,证明了它的稳定性和收敛性．数值试验结果表明所提出方法具有很高的精度,与理论分析结果完全吻合．     

Hyperbolic boundary value problems for symmetric systems with variable multiplicities

We extend the Kreiss-Majda theory of stability of hyperbolic initial-boundary-value and shock problems to a class of systems, notably including the equations of magnetohydrodynamics (MHD), for which Majda's block structure condition does not hold: namely, simultaneously symmetrizable systems with characteristics of variable multiplicity, satisfying at points of variable multiplicity either a “totally nonglancing” or a “nonglancing and linearly splitting” condition. At the same time, we give a simple characterization of the block structure condition as “geometric regularity” of characteristics, defined as analyticity of associated eigenprojections. The totally nonglancing or nonglancing and linearly splitting conditions are generically satisfied in the simplest case of crossings of two characteristics, and likewise for our main physical examples of MHD or Maxwell equations for a crystal. Together with previous analyses of spectral stability carried out by Gardner-Kruskal and Blokhin-Trakhinin, this yields immediately a number of new results of nonlinear inviscid stability of shock waves in MHD in the cases of parallel or transverse magnetic field, and recovers the sole previous nonlinear result, obtained by Blokhin-Trakhinin by direct “dissipative integral” methods, of stability in the zero-magnetic field limit. We also discuss extensions to the viscous case.     

Robust stochastic stability and H∞ performance for a class of uncertain impulsive stochastic systems

In this paper, we discuss the problem of robust stochastic stability and H_∞ performance for a class of uncertain impulsive stochastic systems under sampled measurements. The parameter uncertainties are assumed to be time-varying and value-bounded. We give a sufficient condition in terms of certain linear matrix inequalities (LMIs) to guarantee the uncertain impulsive stochastic system to be robustly stochastically stable. Furthermore, we discuss a stochastically stable filter, using the locally sampled measurements, which ensures both the stochastic stability and a prescribed level of H_∞ performance for the filtering error system for all admissible uncertainties. We give a sufficient condition for the existence of such a filter and an explicit expression of a desired filter if relevant conditions are satisfied.     

一类单参数发展方程的时间周期解的分歧及其稳定性

本文应用渐近开和谱分析的方法，对发展方程的时间周期解的分歧及其稳定性进行了讨论，得到了存在性和稳定性判据的结果．     

Stancu type generalization of the q-Phillips operators

In this work we apply the discontinuous Galekin (dG) spectral element method on meshes made of simplicial elements for the approximation of the elastodynamics equation. Our approach combines the high accuracy of spectral methods, the geometrical flexibility of simplicial elements and the computational efficiency of dG methods. We analyze the dissipation, dispersion and stability properties of the resulting scheme, with a focus on the choice of different sets of basis functions. Finally, we apply the method on benchmark as well as realistic test cases.     

Application of transparent boundary conditions to high-order finite-difference schemes for the wave equation in waveguides

We propose a method for generating finite-difference approximations of transparent boundary conditions (TBCs) with the fourth and sixth order in space. It is based on the wave equation solution continuation extra two or three layers of grid points outside the computational domain to use them in central-difference operators on approaching the boundary. We present the theoretical background of the method, give estimates of computational resources, and discuss accuracy and stability results of numerical tests in 1D and 2D cases.     

One-leg variable-coefficient formulas for ordinary differential equations and local–global step size control

In this paper we discuss a class of numerical algorithms termed one-leg methods. This concept was introduced by Dahlquist in 1975 with the purpose of studying nonlinear stability properties of multistep methods for ordinary differential equations. Later, it was found out that these methods are themselves suitable for numerical integration because of good stability. Here, we investigate one-leg formulas on nonuniform grids. We prove that there exist zero-stable one-leg variable-coefficient methods at least up to order 11 and give examples of two-step methods of orders 2 and 3. In this paper we also develop local and global error estimation techniques for one-leg methods and implement them with the local–global step size selection suggested by Kulikov and Shindin in 1999. The goal of this error control is to obtain automatically numerical solutions for any reasonable accuracy set by the user. We show that the error control is more complicated in one-leg methods, especially when applied to stiff problems. Thus, we adapt our local–global step size selection strategy to one-leg methods.     

A new stabilizing technique for boundary integral methods for water waves

Boundary integral methods to compute interfacial flows are very sensitive to numerical instabilities. A previous stability analysis by Beale, Hou and Lowengrub reveals that a very delicate balance among terms with singular integrals and derivatives must be preserved at the discrete level in order to maintain numerical stability. Such balance can be preserved by applying suitable numerical filtering at certain places of the discretization. While this filtering technique is effective for two-dimensional (2-D) periodic fluid interfaces, it does not apply to nonperiodic fluid interfaces. Moreover, using the filtering technique alone does not seem to be sufficient to stabilize 3-D fluid interfaces.

Here we introduce a new stabilizing technique for boundary integral methods for water waves which applies to nonperiodic and 3-D interfaces. A stabilizing term is added to the boundary integral method which exactly cancels the destabilizing term produced by the point vortex method approximation to the leading order. This modified boundary integral method still has the same order of accuracy as the point vortex method. A detailed stability analysis is presented for the point vortex method for 2-D water waves. The effect of various stabilizing terms is illustrated through careful numerical experiments.

     

Explicit methods for mildly stiff oscillatory systems

We discuss error control for explicit methods when the stepsize is bounded by stability on the imaginary axis. Our main result is a formulation of a condition on the estimator of the local error which prevents the fast components to exceed the prescribed error tolerance. A PECE Adams method of 4th order accuracy is proposed for mildly stiff oscillatory systems. For comparison we also discuss embedded Runga-Kutta methods.Partially supported by the Office of Naval Research N00014-90-J-1382     

Spectral theory of random self-adjoint operators

The survey reviews recent results on spectral analysis of differential and finite-difference operators with random spatially homogeneous coefficients. The corresponding problems that crystallized in the development of a number of areas in mathematics and related sciences are very rich and diverse. We discuss the traditional problems of spectral analysis, where the use of probabilistic ideas and methods now allows highly detailed spectral analysis to be performed for an essentially broader class of operators, as well as new problems and results obtained in the framework of this theory.Translated from Itogi Nauki i Tekhniki, Seriya Teoriya Veroyatnostei, Matematicheskaya Statistika, Teoreticheskaya Kibernetika, Vol. 25, pp. 3–67, 1987.