A technique to construct symmetric variable-stepsize linear multistep methods for second-order systems

Some previous works show that symmetric fixed- and variable-stepsize linear multistep methods for second-order systems which do not have any parasitic root in their first characteristic polynomial give rise to a slow error growth with time when integrating reversible systems. In this paper, we give a technique to construct variable-stepsize symmetric methods from their fixed-stepsize counterparts, in such a way that the former have the same order as the latter. The order and symmetry of the integrators obtained is proved independently of the order of the underlying fixed-stepsize integrators. As this technique looks for efficiency, we concentrate on explicit linear multistep methods, which just make one function evaluation per step, and we offer some numerical comparisons with other one-step adaptive methods which also show a good long-term behaviour.

     

The LEM exponential integrator for advection–diffusion–reaction equations

We implement a second-order exponential integrator for semidiscretized advection–diffusion–reaction equations, obtained by coupling exponential-like Euler and Midpoint integrators, and computing the relevant matrix exponentials by polynomial interpolation at Leja points. Numerical tests on 2D models discretized in space by finite differences or finite elements, show that the Leja–Euler–Midpoint (LEM) exponential integrator can be up to 5 times faster than a classical second-order implicit solver.     

Lack of dissipativity is not symplecticness

We show that, when numerically integrating Hamiltonian problems, nondissipative numerical methods do not in general share the advantages possessed by symplectic integrators. Here a numerical method is called nondissipative if, when applied with a small stepsize to the test equationdy/dt = iy, real, has amplification factors of unit modulus. We construct a fourth order, nondissipative, explicit Runge-Kutta-Nyström procedure with small error constants. Numerical experiments show that this scheme does not perform efficiently in the numerical integration of Hamiltonian problems.This research has been supported by project DGICYT PB92-254.     

High‐order implicit time integration for unsteady incompressible flows

The spatial discretization of unsteady incompressible Navier–Stokes equations is stated as a system of differential algebraic equations, corresponding to the conservation of momentum equation plus the constraint due to the incompressibility condition. Asymptotic stability of Runge–Kutta and Rosenbrock methods applied to the solution of the resulting index‐2 differential algebraic equations system is analyzed. A critical comparison of Rosenbrock, semi‐implicit, and fully implicit Runge–Kutta methods is performed in terms of order of convergence and stability. Numerical examples, considering a discontinuous Galerkin formulation with piecewise solenoidal approximation, demonstrate the applicability of the approaches and compare their performance with classical methods for incompressible flows. Copyright © 2011 John Wiley & Sons, Ltd.     

Rational approximation to trigonometric operators

We consider the approximation of trigonometric operator functions that arise in the numerical solution of wave equations by trigonometric integrators. It is well known that Krylov subspace methods for matrix functions without exponential decay show superlinear convergence behavior if the number of steps is larger than the norm of the operator. Thus, Krylov approximations may fail to converge for unbounded operators. In this paper, we propose and analyze a rational Krylov subspace method which converges not only for finite element or finite difference approximations to differential operators but even for abstract, unbounded operators. In contrast to standard Krylov methods, the convergence will be independent of the norm of the operator and thus of its spatial discretization. We will discuss efficient implementations for finite element discretizations and illustrate our analysis with numerical experiments. AMS subject classification (2000)  65F10, 65L60, 65M60, 65N22     

On RD‐rational Krylov approximations to the core‐functions of exponential integrators

The paper deals with the application of the restricted‐denominator rational Krylov method, recently discussed in (BIT 2004; 44 (3):595–615; SIAM J. Sci. Comput. 2005; 27 :1438–1457), to the computation of the action of the so‐called φ‐functions, which play a fundamental role in several modern exponential integrators. The analysis here presented is devoted in particular to the construction of error estimates of easy practical use. Copyright © 2007 John Wiley & Sons, Ltd.     

High Order Optimized Geometric Integrators for Linear Differential Equations

In this paper new integration algorithms based on the Magnus expansion for linear differential equations up to eighth order are obtained. These methods are optimal with respect to the number of commutators required. Starting from Magnus series, integration schemes based on the Cayley transform an the Fer factorization are also built in terms of univariate integrals. The structure of the exact solution is retained while the computational cost is reduced compared to similar methods. Their relative performance is tested on some illustrative examples.     

力梯度辛方法在圆型限制性三体问题中的应用

旋转坐标系下的圆型限制性三体问 题因含非惯性系所附加的影响部分使得动能不是动量的严格二次型, 可能导致力梯度辛积分算法的应用遇到困难. 从Lie算子运算出发, 严格论证了力梯度算子在这种情形下的物理意义 仍然像质心惯性坐标系下的圆型限制性三体问题那样是引力的梯度, 而不是引力与非惯性力所得合力的梯度, 表明了力梯度辛方法适合求解旋转坐标系下的圆型限制性三体问题. 通过应用四阶力梯度辛方法、最优化四阶力梯度辛方法和Forest-Ruth 辛方法分别求解该问题, 进行了数值对比研究, 结果显示最优化型力梯度算法能够取得最好精度. 还应用最优化型算法计算两邻近轨道的Lyapunov指数和快速Lyapunov指标, 确保高精度辛方法能够贯穿于这些混沌指标计算的全过程, 以便准确刻画此系统的动力学定性性质. 关键词： 辛积分器 圆型限制性三体问题 混沌 Lyapunov指数     

ON ENERGY CONSERVATION BY TRIGONOMETRIC INTEGRATORS IN THE LINEAR CASE WITH APPLICATION TO WAVE EQUATIONS

Trigonometric integrators for oscillatory linear Hamiltonian differential equations are considered. Under a condition of Hairer & Lubich on the filter functions in the method, a modified energy is derived that is exactly preserved by trigonometric integrators. This implies and extends a known result on all-time near-conservation of energy. The extension can be applied to linear wave equations.     

飞机辅助动力装置引气特性计算方法

作为飞机环控系统与主发动机起动的气源,以目前广泛应用的带负载压气机结构APU(Auxiliary Power Unit)为研究对象,进行引气特性计算模型与计算方法研究。首先介绍了APU结构与引气工作特点,然后分析了建模时喘振控制阀SCV(Surge Control Valve)控制方法与APU共同工作机理,最后采用部件法建立了该类型APU引气计算数学模型。以某型APU为对象进行数值仿真并与实际试车数据比较,计算误差小于3%,表明所采用的建模方法是正确的,所建立的模型能够满足工程需求。 