Mixed two‐grid finite difference methods for solving one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations

The aim of this paper is to propose mixed two‐grid finite difference methods to obtain the numerical solution of the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. The finite difference equations at all interior grid points form a large‐sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a family of finite difference methods for discretizing the spatial and time derivatives. The obtained system has been solved by two‐grid method, where the two‐grid method is used for solving the large‐sparse linear systems. Also, in the proposed method, the spectral radius with local Fourier analysis is calculated for different values of h and Δt. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. Copyright © 2016 John Wiley & Sons, Ltd.     

A preconditioned low‐rank CG method for parameter‐dependent Lyapunov matrix equations

This paper is concerned with the numerical solution of symmetric large‐scale Lyapunov equations with low‐rank right‐hand sides and coefficient matrices depending on a parameter. Specifically, we consider the situation when the parameter dependence is sufficiently smooth, and the aim is to compute solutions for many different parameter samples. On the basis of existing results for Lyapunov equations and parameter‐dependent linear systems, we prove that the tensor containing all solution samples typically allows for an excellent low multilinear rank approximation. Stacking all sampled equations into one huge linear system, this fact can be exploited by combining the preconditioned CG method with low‐rank truncation. Our approach is flexible enough to allow for a variety of preconditioners based, for example, on the sign function iteration or the alternating direction implicit method. Copyright © 2013 John Wiley & Sons, Ltd.     

Strang‐type preconditioners applied to ordinary and neutral differential‐algebraic equations

This paper deals with boundary‐value methods (BVMs) for ordinary and neutral differential‐algebraic equations. Different from what has been done in Lei and Jin (Lecture Notes in Computer Science, vol. 1988. Springer: Berlin, 2001; 505–512), here, we directly use BVMs to discretize the equations. The discretization will lead to a nonsymmetric large‐sparse linear system, which can be solved by the GMRES method. In order to accelerate the convergence rate of GMRES method, two Strang‐type block‐circulant preconditioners are suggested: one is for ordinary differential‐algebraic equations (ODAEs), and the other is for neutral differential‐algebraic equations (NDAEs). Under some suitable conditions, it is shown that the preconditioners are invertible, the spectra of the preconditioned systems are clustered, and the solution of iteration converges very rapidly. The numerical experiments further illustrate the effectiveness of the methods. Copyright © 2011 John Wiley & Sons, Ltd.     

Commutativity of first‐order discrete‐time linear time‐varying systems

After introducing the concept of commutativity for continuous‐time linear time‐varying systems, the related literature and the results obtained so far are presented. For a simple introduction of the commutativity of discrete‐time linear time‐varying systems, the problem is formulated for first‐order systems. Finally, explicit necessary and sufficient conditions for the commutativity of first‐order discrete‐time linear time‐varying systems are derived, and their advantageous use in digital system design is illustrated, which are the main objectives of the paper. The results are verified by examples which include an application in amplitude modulation for digital telecommunication.     

Smooth solutions for one‐dimensional relativistic radiation hydrodynamic equations

In this research article, we investigated the existence of local smooth solutions for relativistic radiation hydrodynamic equations in one spatial variable. The proof is based on a classical iteration method and the Banach contraction mapping principle. However, because of the complexity of relativistic radiation hydrodynamics equations, we first rewrite this system into a semilinear form to construct the iteration scheme and then use left eigenvectors to decouple the system instead of applying standard energy method on symmetric hyperbolic systems. Different from multidimensional case, we just use the characteristic method, which can keep the properties of the initial data. Copyright © 2015 John Wiley & Sons, Ltd.     

A two‐grid characteristic finite volume element method for semilinear advection‐dominated diffusion equations

A two‐grid finite volume element method, combined with the modified method of characteristics, is presented and analyzed for semilinear time‐dependent advection‐dominated diffusion equations in two space dimensions. The solution of a nonlinear system on the fine‐grid space (with grid size h) is reduced to the solution of two small (one linear and one nonlinear) systems on the coarse‐grid space (with grid size H) and a linear system on the fine‐grid space. An optimal error estimate in H¹ ‐norm is obtained for the two‐grid method. It shows that the two‐grid method achieves asymptotically optimal approximation, as long as the mesh sizes satisfy h = O(H²). Numerical example is presented to validate the usefulness and efficiency of the method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A multigrid compact finite difference method for solving the one‐dimensional nonlinear sine‐Gordon equation

The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.     

Efficient planewise‐like preconditioners for solving 3D problems

We deal with the numerical solution of large linear systems resulting from discretizations of three‐dimensional boundary value problems. It has been shown recently that, if the use of presently available planewise pre‐conditionings is as pathological as thought by many people, except for some trivial anisotropic problems, linewise preconditionings could fairly outperform pointwise methods of approximately the same computational complexity. We propose here a zebra (or line red–black) like numbering strategy of the grid points that leads to a rate of convergence comparable to the one predicted for ideal planewise preconditionings. The keys to the success of this strategy are threefold. On the one hand, one gets rid of the, time and memory consuming, task of computing some accurate approximation to the inverse of each pivot plane matrix. On the other hand, at each PCG iteration, there is no longer a need to solve linear systems whose matrices have the same structure as a two‐dimensional boundary value problem matrix. Finally, it is well suited to parallel computations. Copyright © 1999 John Wiley & Sons, Ltd.     

Analysis of newton multilevel stabilized finite volume method for the three‐dimensional stationary Navier‐Stokes equations

This article proposes and analyzes a multilevel stabilized finite volume method(FVM) for the three‐dimensional stationary Navier–Stokes equations approximated by the lowest equal‐order finite element pairs. The method combines the new stabilized FVM with the multilevel discretization under the assumption of the uniqueness condition. The multilevel stabilized FVM consists of solving the nonlinear problem on the coarsest mesh and then performs one Newton correction step on each subsequent mesh thus only solving one large linear systems. The error analysis shows that the multilevel‐stabilized FVM provides an approximate solution with the convergence rate of the same order as the usual stabilized finite element solution solving the stationary Navier–Stokes equations on a fine mesh for an appropriate choice of mesh widths: h_j ～ h_j‐1², j = 1,…,J. Therefore, the multilevel stabilized FVM is more efficient than the standard one‐level‐stabilized FVM. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Explicit solutions of the one‐dimensional Vlasov–Poisson system with infinite mass

A collisionless plasma is modelled by the Vlasov–Poisson system in one dimension. A fixed background of positive charge, dependent only upon velocity, is assumed and the situation in which the mobile negative ions balance the positive charge as |x| → ∞ is considered. Thus, the total positive charge and the total negative charge are infinite. In this paper, the charge density of the system is shown to be compactly supported. More importantly, both the electric field and the number density are determined explicitly for large values of |x|. Copyright © 2007 John Wiley & Sons, Ltd.     

A two‐grid method for mixed finite‐element solution of reaction‐diffusion equations

We present a scheme for solving two‐dimensional, nonlinear reaction‐diffusion equations, using a mixed finite‐element method. To linearize the mixed‐method equations, we use a two grid scheme that relegates all the Newton‐like iterations to a grid Δ_H much coarser than the original one Δ_h, with no loss in order of accuracy so long as the mesh sizes obey . The use of a multigrid‐based solver for the indefinite linear systems that arise at each coarse‐grid iteration, as well as for the similar system that arises on the fine grid, allows for even greater efficiency. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 317–332, 1999     

Multi‐dimensional Lotka–Volterra systems for carcinogenesis mutations

In the paper we consider three classes of models describing carcinogenesis mutations. Every considered model is described by the system of (n+1) equations, and in each class three models are studied: the first is expressed as a system of ordinary differential equations (ODEs), the second—as a system of reaction–diffusion equations (RDEs) with the same kinetics as the first one and with the Neumann boundary conditions, while the third is also described by the system of RDEs but with the Dirichlet boundary conditions. The models are formulated on the basis of the Lotka–Volterra systems (food chains and competition systems) and in the case of RDEs the linear diffusion is considered. The differences between studied classes of models are expressed by the kinetic functions, namely by the form of kinetic function for the last variable, which reflects the dynamics of malignant cells (that is the last stage of mutations). In the first class the models are described by the typical food chain with favourable unbounded environment for the last stage, in the second one—the last equation expresses competition between the pre‐malignant and malignant cells and the environment is also unbounded, while for the third one—it is expressed by predation term but the environment is unfavourable. The properties of the systems in each class are studied and compared. It occurs that the behaviour of solutions to the systems of ODEs and RDEs with the Neumann boundary conditions is similar in each class; i.e. it does not depend on diffusion coefficients, but strongly depends on the class of models. On the other hand, in the case of the Dirichlet boundary conditions this behaviour is related to the magnitude of diffusion coefficients. For sufficiently large diffusion coefficients it is similar independently of the class of models, i.e. the trivial solution that is unstable for zero diffusion gains stability. Copyright © 2009 John Wiley & Sons, Ltd.     

Approximate inversion method for time‐fractional subdiffusion equations

The finite‐difference method applied to the time‐fractional subdiffusion equation usually leads to a large‐scale linear system with a block lower triangular Toeplitz coefficient matrix. The approximate inversion method is employed to solve this system. A sufficient condition is proved to guarantee the high accuracy of the approximate inversion method for solving the block lower triangular Toeplitz systems, which are easy to verify in practice and have a wide range of applications. The applications of this sufficient condition to several existing finite‐difference schemes are investigated. Numerical experiments are presented to verify the validity of theoretical results.     

On the hyperbolic system of a mixture of Eulerian fluids: a comparison between single‐ and multi‐temperature models

The first rational model of homogeneous mixtures of fluids was proposed by Truesdell in the context of rational thermodynamics. Afterwards, two different theories were developed: one with a single‐temperature (ST) field of the mixture and the other one with several temperatures. The two systems are from the mathematical point of view completely different and the relationship between their solutions was not clarified. In this paper, the hyperbolic multi‐temperature (MT) system of a mixture of Eulerian fluids will be explained and it will be shown that the corresponding single‐temperature differential system is a principal subsystem of the MT one. As a consequence, the subcharacteristic conditions for characteristic speeds hold and this gives an upper‐bound esteem for pulse speeds in an ST model. Global behaviour of smooth solutions for large time for both systems will also be discussed through the application of the Shizuta–Kawashima condition. Finally, as an application, the particular case of a binary mixture is considered. Copyright © 2006 John Wiley & Sons, Ltd.     

Multigrid for second‐order ADN elliptic systems

This paper theoretically examines a multigrid strategy for solving systems of elliptic partial differential equations (PDEs) introduced in the work of Lee. Unlike most multigrid solvers that are constructed directly from the whole system operator, this strategy builds the solver using a factorization of the system operator. This factorization is composed of an algebraic coupling term and a diagonal (decoupled) differential operator. Exploiting the factorization, this approach can produce decoupled systems on the coarse levels. The corresponding coarse‐grid operators are in fact the Galerkin variational coarsening of the diagonal differential operator. Thus, rather than performing delicate coarse‐grid selection and interpolation weight procedures on the original strongly coupled system as often done, these procedures are isolated to the diagonal differential operator. To establish the theoretical results, however, we assume that these systems of PDEs are elliptic in the Agmon–Douglis–Nirenberg (ADN) sense and apply the factorization and multigrid only to the principal part of the system of PDEs. Two‐grid error bounds are established for the iteration applied to the complete system of PDEs. Numerical results are presented to illustrate the effectiveness of this strategy and to expose factors that affect the convergence of the methods derived from this strategy.     

A multigrid upwind strategy for accelerating steady‐state computations of waves propagating with curvature‐dependent speeds

A multigrid strategy using upwind finite differencing is developed for accelerating the steady state computations of waves, [14] propagating with curvature‐dependent speeds. This will allow the rapid computation of a “burn table.” In a high explosive material, a burn table will allow the elimination of solving chemical reaction ODEs by feeding in source terms to the reactive flow equations for solution of the system of ignition of the high explosive material. Standard iterative methods show a quick reduction of the residual followed by a slow final convergence to the solution at high iterations. Such systems, including a nonlinear system such as this, are excellent choices for the use of multigrid methods to speed up convergence. Numerical steady‐state solutions to the eikonal equation on several test grids are conducted. Results are presented for these cases in 2D and a cubic grid in 3D using a Runge‐Kutta time iteration for the smoothing operator until steady state is reached. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 179–192, 2002; DOI 10.1002/num.1002     

Exact solutions of some systems of fractional differential‐difference equations

In this paper, the ‐expansion method is proposed to establish hyperbolic and trigonometric function solutions for fractional differential‐difference equations with the modified Riemann–Liouville derivative. The fractional complex transform is proposed to convert a fractional partial differential‐difference equation into its differential‐difference equation of integer order. We obtain the hyperbolic and periodic function solutions of the nonlinear time‐fractional Toda lattice equations and relativistic Toda lattice system. The proposed method is more effective and powerful for obtaining exact solutions for nonlinear fractional differential–difference equations and systems. Copyright © 2014 John Wiley & Sons, Ltd.     

Local preconditioners for two‐level non‐overlapping domain decomposition methods

We consider additive two‐level preconditioners, with a local and a global component, for the Schur complement system arising in non‐overlapping domain decomposition methods. We propose two new parallelizable local preconditioners. The first one is a computationally cheap but numerically relevant alternative to the classical block Jacobi preconditioner. The second one exploits all the information from the local Schur complement matrices and demonstrates an attractive numerical behaviour on heterogeneous and anisotropic problems. We also propose two implementations based on approximate Schur complement matrices that are cheaper alternatives to construct the given preconditioners but that preserve their good numerical behaviour. Through extensive computational experiments we study the numerical scalability and the robustness of the proposed preconditioners and compare their numerical performance with well‐known robust preconditioners such as BPS and the balancing Neumann–Neumann method. Finally, we describe a parallel implementation on distributed memory computers of some of the proposed techniques and report parallel performances. Copyright © 2001 John Wiley & Sons, Ltd.     

Mass‐in‐mass lattices with small internal resonators

We consider the mass‐in‐mass (MiM) lattice when the internal resonators are very small. When there are no internal resonators the lattice reduces to a standard Fermi‐Pasta‐Ulam‐Tsingou (FPUT) system. We show that the solution of the MiM system, with suitable initial data, shadows the FPUT system for long periods of time. Using some classical oscillatory integral estimates we can conclude that the error of the approximation is (in some settings) higher than one may expect.     

An optimal‐order estimate for MMOC‐MFEM approximations to porous medium flow

Mathematical models used to describe porous medium flow lead to coupled systems of time‐dependent partial differential equations. Standard methods tend to generate numerical solutions with nonphysical oscillations or numerical dispersion along with spurious grid‐orientation effect. The MMOC‐MFEM time‐stepping procedure, in which the modified method of characteristics (MMOC) is used to solve the transport equation and a mixed finite element method (MFEM) is used for the pressure equation, simulates porous medium flow accurately even if large spatial grids and time steps are used. In this article we prove an optimal‐order error estimate for a family of MMOC‐MFEM approximations. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009