Some symmetries of the nonlinear heat and wave equations

The Lie-group formalism is applied to deduce the classical symmetries of the nonlinear heat equation, the diffusion-convection equation and the nonlinear wave equations. Some nonclassical symmetries are also presented.     

Symplectic Euler Method for Nonlinear High Order Schrödinger Equation with a Trapped Term

In this paper, we establish a family of symplectic integrators for a class of high order Schrödinger equations with trapped terms. First, we find its symplectic structure and reduce it to a finite dimensional Hamilton system via spatial discretization. Then we apply the symplectic Euler method to the Hamiltonian system. It is demonstrated that the scheme not only preserves symplectic geometry structure of the original system, but also does not require to resolve coupled nonlinear algebraic equations which is different from the general implicit symplectic schemes. The linear stability of the symplectic Euler scheme and the errors of the numerical solutions are investigated. It shows that the semi-explicit scheme is conditionally stable, first order accurate in time and $2l^{th}$ order accuracy in space. Numerical tests suggest that the symplectic integrators are more effective than non-symplectic ones, such as backward Euler integrators.     

On the Fully Implicit Solution of a Phase-Field Model for Binary Alloy Solidification in Three Dimensions

A fully implicit numerical method, based upon a combination of adaptively refined hierarchical meshes and geometric multigrid, is presented for the simulation of binary alloy solidification in three space dimensions. The computational techniques are presented for a particular mathematical model, based upon the phase-field approach, however, their applicability is of greater generality than for the specific phase-field model used here. In particular, an implicit second order time discretization is combined with the use of second order spatial differences to yield a large nonlinear system of algebraic equations as each time step. It is demonstrated that these equations may be solved reliably and efficiently through the use of a nonlinear multigrid scheme for locally refined grids. In effect, this paper presents an extension of earlier research in two space dimensions (J. Comput. Phys., 225 (2007), pp. 1271-1287) to fully three-dimensional problems. This extension is validated against earlier two-dimensional results and against some of the limited results available in three dimensions, obtained using an explicit scheme. The efficiency of the implicit approach and the multigrid solver are then demonstrated and some sample computational results for the simulation of the growth of dendrite structures are presented.     

Consensus problem in directed networks of multi-agents via nonlinear protocols

In this Letter, the consensus problem via distributed nonlinear protocols for directed networks is investigated. Its dynamical behaviors are described by ordinary differential equations (ODEs). Based on graph theory, matrix theory and the Lyapunov direct method, some sufficient conditions of nonlinear protocols guaranteeing asymptotical or exponential consensus are presented and rigorously proved. The main contribution of this work is that for nonlinearly coupled networks, we generalize the results for undirected networks to directed networks. Consensus under pinning control technique is also developed here. Simulations are also given to show the validity of the theories.     

二维三温热传导方程求解中的非线性迭代初值选取

由于二维三温热传导方程具有很强的非线性特性,因此采用全隐格式对该方程离散后,所得非线性代数方程组的求解将变得非常困难.针对二维三温热传导方程离散所得非线性代数方程组的迭代求解,提出了一种有效的选取初值的方法.对两种不同性质的介质进行数值实验,结果表明,所设计的初值选取方法不仅大大提高了计算效率,而且能够降低非线性解法器对时间步长的影响.     

A second order self-consistent IMEX method for radiation hydrodynamics

We present a second order self-consistent implicit/explicit (methods that use the combination of implicit and explicit discretizations are often referred to as IMEX (implicit/explicit) methods ,  and ) time integration technique for solving radiation hydrodynamics problems. The operators of the radiation hydrodynamics are splitted as such that the hydrodynamics equations are solved explicitly making use of the capability of well-understood explicit schemes. On the other hand, the radiation diffusion part is solved implicitly. The idea of the self-consistent IMEX method is to hybridize the implicit and explicit time discretizations in a nonlinearly consistent way to achieve second order time convergent calculations. In our self-consistent IMEX method, we solve the hydrodynamics equations inside the implicit block as part of the nonlinear function evaluation making use of the Jacobian-free Newton Krylov (JFNK) method ,  and . This is done to avoid order reductions in time convergence due to the operator splitting. We present results from several test calculations in order to validate the numerical order of our scheme. For each test, we have established second order time convergence.     

A fully second order implicit/explicit time integration technique for hydrodynamics plus nonlinear heat conduction problems

We present a fully second order implicit/explicit time integration technique for solving hydrodynamics coupled with nonlinear heat conduction problems. The idea is to hybridize an implicit and an explicit discretization in such a way to achieve second order time convergent calculations. In this scope, the hydrodynamics equations are discretized explicitly making use of the capability of well-understood explicit schemes. On the other hand, the nonlinear heat conduction is solved implicitly. Such methods are often referred to as IMEX methods [2], [1], [3]. The Jacobian-Free Newton Krylov (JFNK) method (e.g. [10], [9]) is applied to the problem in such a way as to render a nonlinearly iterated IMEX method. We solve three test problems in order to validate the numerical order of the scheme. For each test, we established second order time convergence. We support these numerical results with a modified equation analysis (MEA) [21], [20]. The set of equations studied here constitute a base model for radiation hydrodynamics.     

Efficiency enhancement of a two-beam free-electron laser using a nonlinearly tapered wiggler

A nonlinear and non-averaged model of a two-beam free-electron laser (FEL) wiggler that is tapered nonlinearly in the absence of slippage is presented. The two beams are assumed to have different energies, and the fundamental resonance of the higher energy beam is at the third harmonic of the lower energy beam. By using Maxwell's equations and the full Lorentz force equation of motion for the electron beams, coupled differential equations are derived and solved numerically by the fourth-order Runge-Kutta method. The amplitude of the wiggler field is assumed to decrease nonlinearly when the saturation of the third harmonic occurs. By simulation, the optimum starting point of the tapering and the slopes for reducing the wiggler amplitude are found. This technique can be applied to substantially improve the efficiency of the two-beam FEL in the XUV and X-ray regions. The effect of tapering on the dynamical stability of the fast electron beam is also studied.     

Efficiency enhancement of a two-beam free-electron laser using a nonlinearly tapered wiggler

A nonlinear and non-averaged model of a two-beam free-electron laser(FEL) wiggler that is tapered nonlinearly in the absence of slippage is presented.The two beams are assumed to have different energies,and the fundamental resonance of the higher energy beam is at the third harmonic of the lower energy beam.By using Maxwell’s equations and the full Lorentz force equation of motion for the electron beams,coupled differential equations are derived and solved numerically by the fourth-order Runge-Kutta method.The amplitude of the wiggler field is assumed to decrease nonlinearly when the saturation of the third harmonic occurs.By simulation,the optimum starting point of the tapering and the slopes for reducing the wiggler amplitude are found.This technique can be applied to substantially improve the efficiency of the two-beam FEL in the XUV and X-ray regions.The effect of tapering on the dynamical stability of the fast electron beam is also studied.     

An energy- and charge-conserving,implicit, electrostatic particle-in-cell algorithm

This paper discusses a novel fully implicit formulation for a one-dimensional electrostatic particle-in-cell (PIC) plasma simulation approach. Unlike earlier implicit electrostatic PIC approaches (which are based on a linearized Vlasov–Poisson formulation), ours is based on a nonlinearly converged Vlasov–Ampére (VA) model. By iterating particles and fields to a tight nonlinear convergence tolerance, the approach features superior stability and accuracy properties, avoiding most of the accuracy pitfalls in earlier implicit PIC implementations. In particular, the formulation is stable against temporal (Courant–Friedrichs–Lewy) and spatial (aliasing) instabilities. It is charge- and energy-conserving to numerical round-off for arbitrary implicit time steps (unlike the earlier “energy-conserving” explicit PIC formulation, which only conserves energy in the limit of arbitrarily small time steps). While momentum is not exactly conserved, errors are kept small by an adaptive particle sub-stepping orbit integrator, which is instrumental to prevent particle tunneling (a deleterious effect for long-term accuracy). The VA model is orbit-averaged along particle orbits to enforce an energy conservation theorem with particle sub-stepping. As a result, very large time steps, constrained only by the dynamical time scale of interest, are possible without accuracy loss. Algorithmically, the approach features a Jacobian-free Newton–Krylov solver. A main development in this study is the nonlinear elimination of the new-time particle variables (positions and velocities). Such nonlinear elimination, which we term particle enslavement, results in a nonlinear formulation with memory requirements comparable to those of a fluid computation, and affords us substantial freedom in regards to the particle orbit integrator. Numerical examples are presented that demonstrate the advertised properties of the scheme. In particular, long-time ion acoustic wave simulations show that numerical accuracy does not degrade even with very large implicit time steps, and that significant CPU gains are possible.     

Variational method for the nonlinear dynamics of an elliptic magnetic stagnation line

The nonlinear evolution of the kink instability of a plasma with an elliptic magnetic stagnation line is studied by means of an amplitude expansion of the ideal magnetohydrodynamic equations. Wahlberg et al. [12] have shown that, near marginal stability, the nonlinear evolution of the stability can be described in terms of a two-dimensional potential U(X,Y), where X and Y represent the amplitudes of the perturbations with positive and negative helical polarization. The potential U(X,Y) is found to be nonlinearly stabilizing for all values of the polarization. In our paper a Lagrangian and an invariant variational principle for two coupled nonlinear ordinal differential equations describing the nonlinear evolution of the stagnation line instability with arbitrary polarization are given. Using a trial function in a rectangular box we find the functional integral. The general case for the two box potential can be obtained on the basis of a different ansatz where we approximate the Jost function by polynomials of order n instead of a piecewise linear function. An example for the second order is given to illustrate the general case. Some considerations concerning solar filaments and filament bands (circular or straight) are indicated as possible applications besides laboratory experiments with cusp geometry corresponding to quadripolar cusp geometries for some clouds and thunderstorms.     

An effective method for finding special solutions of nonlinear differential equations with variable coefficients

There are many interesting methods can be utilized to construct special solutions of nonlinear differential equations with constant coefficients. However, most of these methods are not applicable to nonlinear differential equations with variable coefficients. A new method is presented in this Letter, which can be used to find special solutions of nonlinear differential equations with variable coefficients. This method is based on seeking appropriate Bernoulli equation corresponding to the equation studied. Many well-known equations are chosen to illustrate the application of this method.     

一维Gross-Pitaevskii方程的高阶紧致分裂步多辛格式

首先把一维Gross-Pitaevskli方程改写成多辛Hamiltonian系统的形式,把形式通过分裂变成2个子哈密尔顿系统.然后,对这些子系统用辛或者多辛算法进行离散.通过对子系统数值算法的不同组合方式,得到不同精度的具有多辛算法特征数值格式.这些格式不仅具有多辛格式、分裂步方法和高阶紧致格式的特征,而且是质量守恒的.数值实验验证了新格式的数值行为.     

A new class of exponential propagation iterative methods of Runge–Kutta type (EPIRK)

We propose a new class of the exponential propagation iterative methods of Runge–Kutta-type (EPIRK). The EPIRK schemes are exponential integrators that can be competitive with explicit and implicit methods for integration of large stiff systems of ODEs. Introducing the new, more general than previously proposed, ansatz for EPIRK schemes allows for more flexibility in deriving computationally efficient high-order integrators. Recent extension of the theory of B-series to exponential integrators [1] is used to derive classical order conditions for schemes up to order five. An algorithm to systematically solve these conditions is presented and several new fifth order schemes are constructed. Several numerical examples are used to verify the order of the methods and to illustrate the performance of the new schemes.     

Effects of viscous dissipation and radiation on the thermal boundary layer over a nonlinearly stretching sheet

This Letter endeavours to complete an earlier numerical analysis for flow and heat transfer in a viscous fluid over a sheet nonlinearly stretched by extending the investigation in two directions. On one side, the effects of thermal radiation are included in the energy equation, and, on the other hand, the prescribed wall heat flux case (PHF case) is also analyzed. The governing partial differential equations are converted into nonlinear ordinary differential equations by a similarity transformation. The variations of dimensionless surface temperature as well as flow and heat-transfer characteristics with the governing dimensionless parameters of the problem, which include a nonlinearly stretching sheet, thermal radiation, viscous dissipation and power-law index of the wall temperature parameters, are graphed and tabulated.     

Hybrid functions for nonlinear initial-value problems with applications to Lane-Emden type equations

A numerical method for solving nonlinear initial-value problems is proposed. The Lane-Emden type equations which have many applications in mathematical physics are then considered. The method is based upon hybrid function approximations. The properties of hybrid of block-pulse functions and Lagrange interpolating polynomials are presented and are utilized to reduce the computation of nonlinear initial-value problems to a system of non-algebraic equations. The method is easy to implement and yields very accurate results.     

Solitary wave solutions to nonlinear evolution equations in mathematical physics

This paper obtains solitons as well as other solutions to a few nonlinear evolution equations that appear in various areas of mathematical physics. The two analytical integrators that are applied to extract solutions are tan–cot method and functional variable approaches. The soliton solutions can be used in the further study of shallow water waves in (1+1) as well as (2+1) dimensions.     

Numerical solution of the one-dimensional Burgers’ equation: Implicit and fully implicit exponential finite difference methods

This paper describes two new techniques which give improved exponential finite difference solutions of Burgers’ equation. These techniques are called implicit exponential finite difference method and fully implicit exponential finite difference method for solving Burgers’ equation. As the Burgers’ equation is nonlinear, the scheme leads to a system of nonlinear equations. At each time-step, Newton’s method is used to solve this nonlinear system. The results are compared with exact values and it is clearly shown that results obtained using both the methods are precise and reliable.     

Nonlinear stability of rarefaction waves for compressible Navier Stokes equations

It is shown that expansion waves for the compressible Navier-Stokes equations are nonlinearly stable. The expansion waves are constructed for the compressible Euler equations based on the inviscid Burgers equation. Our result shows that Navier-Stokes equations and Euler equations are time-asymptotically equivalent on the level of expansion waves. The result is proved using the energy method, making essential use of the expansion of the underlining nonlinear waves and the specific form of the constitutive eqution for a polytropic gas.Supported in part by NSF Grant DMS-87-03971 and Army Grant DAAL03-87-K-0063Supported in part by Army Grant DAAL03-87-K-0063