A family of non-oscillatory 6-point interpolatory subdivision schemes

In this paper we propose and analyze a new family of nonlinear subdivision schemes which can be considered non-oscillatory versions of the 6-point Deslauries-Dubuc (DD) interpolatory scheme, just as the Power _p schemes are considered nonlinear non-oscillatory versions of the 4-point DD interpolatory scheme. Their design principle may be related to that of the Power _p schemes and it is based on a weighted analog of the Power _p mean. We prove that the new schemes reproduce exactly polynomials of degree three and stay ’close’ to the 6-point DD scheme in smooth regions. In addition, we prove that the first and second difference schemes are well defined for each member of the family, which allows us to give a simple proof of the uniform convergence of these schemes and also to study their stability as in [19, 22]. However our theoretical study of stability is not conclusive and we perform a series of numerical experiments that seem to point out that only a few members of the new family of schemes are stable. On the other hand, extensive numerical testing reveals that, for smooth data, the approximation order and the regularity of the limit function may be similar to that of the 6-point DD scheme and larger than what is obtained with the Power _p schemes.     

Barotropic-Baroclinic Formulation of the Primitive Equations of the Ocean

In this article, we present an equivalent barotropic-baroclinic formulation of the primitive equations (PEs) of the ocean given in [J.L. Lions, R. Temam and S. Wang (<citeref rid="bib5">1992</citeref>). On the equations of large-scale ocean. Nonlinearity, 5, 1007-1053.]. From the numerical point of view, the main advantage of this new formulation is that the incompressibility condition appearing in the PEs in [J.L. Lions, R. Temam and S. Wang (<citeref rid="bib5">1992</citeref>). On the equations of large-scale ocean. Nonlinearity, 5, 1007-1053.] is automatically satisfied without being explicitly imposed at any stage. Some numerical schemes for the time integration of the PEs are presented and their numerical stability is discussed. These schemes are reminiscent of other schemes that have been used for other equations in particular the Navier-Stokes equations. We end the article by presenting numerical simulations of a wind-driven ocean model using the new formulation. More extensive numerical simulations and physical aspects will be presented elsewhere.     

Implicit Euler and Lie splitting discretizations of nonlinear parabolic equations with delay

A convergence analysis is presented for the implicit Euler and Lie splitting schemes when applied to nonlinear parabolic equations with delay. More precisely, we consider a vector field which is the sum of an unbounded dissipative operator and a delay term, where both point delays and distributed delays fit into the framework. Such equations are frequently encountered, e.g. in population dynamics. The main theoretical result is that both schemes converge with an order (of at least) \(q=1/2\) , without any artificial regularity assumptions. We discuss implementation details for the methods, and the convergence results are verified by numerical experiments demonstrating both the correct order, as well as the efficiency gain of Lie splitting as compared to the implicit Euler scheme.     

Symmetric collocation for unstructured nonlinear differential-algebraic equations of arbitrary index

Summary. We examine a class of symmetric collocation schemes for the solution of nonlinear boundary value problems for unstructured nonlinear systems of differential-algebraic equations with arbitrary index. We show that these schemes converge with the same orders as one would expect for ordinary differential equations. In particular, we show superconvergence for a special choice of the collocation points. We demonstrate the efficiency of the new approach with some numerical examples.Mathematics Subject Classification (2000): 65L10Revised version received November 21, 2003Supported by DFG research grant Ku964/4.Supported by DFG research grant Me790/11.     

Numerical solution of nonlinear systems by a general class of iterative methods with application to nonlinear PDEs

A general class of multi-step iterative methods for finding approximate real or complex solutions of nonlinear systems is presented. The well-known technique of undetermined coefficients is used to construct the first method of the class while the higher order schemes will be attained by a frozen Jacobian. The point of attraction theory will be taken into account to prove the convergence behavior of the main proposed iterative method. Then, it will be observed that an m-step method converges with 2m-order. A discussion of the computational efficiency index alongside numerical comparisons with the existing methods will be given. Finally, we illustrate the application of the new schemes in solving nonlinear partial differential equations.     

Numerical Evaluation of Integrals Involving the β‐PDF

The fast and accurate evaluation of expected values involving the probabilistic β‐distributions poses severe problems to standard numerical integration schemes. An efficient algorithm to evaluate such integrals is presented based on approximation and analytical evaluation rather than numerical integration. Starting from an extension of the 2‐parameter family of β‐distributions a criterion is derived to assess the correctness of any integration scheme in the numerically demanding limiting cases of this family.     

时空分数阶薛定谔方程的指数时间差分方法

本文针对时空分数阶非线性薛定谔方程,提出了应用Padé近似逼近Mittag-Leffler函数的指数时间差分格式,讨论了提高格式计算效率的方法.本文在具有各种参数的时空分数阶非线性薛定谔方程上进行了数值实验,实验结果说明了所提出方法的准确性、有效性和可靠性.     

Polynomial spectral collocation method for space fractional advection–diffusion equation

This article discusses the spectral collocation method for numerically solving nonlocal problems: one‐dimensional space fractional advection–diffusion equation; and two‐dimensional linear/nonlinear space fractional advection–diffusion equation. The differentiation matrixes of the left and right Riemann–Liouville and Caputo fractional derivatives are derived for any collocation points within any given bounded interval. Several numerical examples with different boundary conditions are computed to verify the efficiency of the numerical schemes and confirm the exponential convergence; the physical simulations for Lévy–Feller advection–diffusion equation and space fractional Fokker–Planck equation with initial δ‐peak and reflecting boundary conditions are performed; and the eigenvalue distributions of the iterative matrix for a variety of systems are displayed to illustrate the stabilities of the numerical schemes in more general cases. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 514–535, 2014     

Mathematical Analysis and Numerical Simulation of a Nonlinear Thermoelastic System

Abstract

In this paper, we give a theoretical and numerical analysis of a model for small vertical vibrations of an elastic membrane coupled with a heat equation and subject to linear mixed boundary conditions. We establish the existence, uniqueness, and a uniform decay rate for global solutions to this nonlinear non-local thermoelastic coupled system with linear boundary conditions. Furthermore, we introduced a numerical method based on finite element discretization in a spatial variable and finite difference scheme in time which results in a nonlinear system to be solved by Newton’s method. Numerical experiments for one-dimensional and two-dimensional cases are presented in order to estimate the rate of convergence of the numerical solution that confirm our analysis and show the efficiency of the method.     

Convergence and superconvergence analysis for nonlinear delay reaction–diffusion system with nonconforming finite element

In this article, we propose and analyze several numerical methods for the nonlinear delay reaction–diffusion system with smooth and nonsmooth solutions, by using Quasi-Wilson nonconforming finite element methods in space and finite difference methods (including uniform and nonuniform L1 and L2-1_σ schemes) in time. The optimal convergence results in the senses of L²-norm and broken H¹-norm, and H¹-norm superclose results are derived by virtue of two types of fractional Grönwall inequalities. Then, the interpolation postprocessing technique is used to establish the superconvergence results. Moreover, to improve computational efficiency, fast algorithms by using sum-of-exponential technique are built for above proposed numerical schemes. Finally, we present some numerical experiments to confirm the theoretical correctness and show the effectiveness of the fast algorithms.     

Numerical inversion of heat exchange coefficient and source sink term for a thermal-fluid coupled model in porous medium

Abstract

In this paper, we focus on three inverse problems for a coupled model from temperature-seepage field in high-dimensional spaces. These inverse problems aim to determine an unknown heat transfer coefficient and a source sink term in seepage continuity equation with specified initial-boundary conditions and additional measurements. Some finite difference schemes of coupled equations are presented and analyzed.Three algorithms for these inverse problems are proposed. Some numerical experiments are provided to assert the accuracy and efficiency of proposed algorithms.     

Determinantal representations for the J transformation

Summary. The iterative J transformation [Homeier, H. H. H. (1993): Some applications of nonlinear convergence accelerators. Int. J. Quantum Chem. 45, 545-562] is of similar generality as the well-known E algorithm [Brezinski, C. (1980): A general extrapolation algorithm. Numer. Math. 35, 175-180. Havie, T. (1979): Generalized Neville type extrapolation schemes. BIT 19, 204-213]. The properties of the J transformation were studied recently in two companion papers [Homeier, H. H. H. (1994a): A hierarchically consistent, iterative sequence transformation. Numer. Algo. 8, 47-81. Homeier, H. H. H. (1994b): Analytical and numerical studies of the convergence behavior of the J transformation. J. Comput. Appl. Math., to appear]. In the present contribution, explicit determinantal representations for this sequence transformation are derived. The relation to the Brezinski-Walz theory [Brezinski, C., Walz, G. (1991): Sequences of transformations and triangular recursion schemes, with applications in numerical analysis. J. Comput. Appl. Math. 34, 361-383] is discussed. Overholt's process [Overholt, K. J. (1965): Extended Aitken acceleration. BIT 5, 122-132] is shown to be a special case of the J transformation. Consequently, explicit determinantal representations of Overholt's process are derived which do not depend on lower order transforms. Also, families of sequences are given for which Overholt's process is exact. As a numerical example, the Euler series is summed using the J transformation. The results indicate that the J transformation is a very powerful numerical tool. Received May 24, 1994 / Revised version received November 11, 1994     

Optimal m-stage Runge-Kutta schemes for steady-state solutions of hyperbolic equations

A numerical scheme is developed to find optimal parameters and time step of m-stage Runge-Kutta (RK) schemes for accelerating the convergence to -steady-state solutions of hyperbolic equations. These optimal RK schemes can be applied to a spatial discretization over nonuniform grids such as Chebyshev spectral discretization. For each m given either a set of all eigenvalues or a geometric closure of all eigenvalues of the discretization matrix, a specially structured nonlinear minimax problem is formulated to find the optimal parameters and time step. It will be shown that each local solution of the minimax problem is also a global solution and therefore the obtained m-stage RK scheme is optimal. A numerical scheme based on a modified version of the projected Lagrangian method is designed to solve the nonlinear minimax problem. The scheme is generally applicable to any stage number m. Applications in solving nonsymmetric systems of linear equations are also discussed. © 1993 John Wiley & Sons, Inc.     

On a Family of Gradient-Type Projection Methods for Nonlinear Ill-Posed Problems

Abstract

We propose and analyze a family of successive projection methods whose step direction is the same as the Landweber method for solving nonlinear ill-posed problems that satisfy the Tangential Cone Condition (TCC). This family encompasses the Landweber method, the minimal error method, and the steepest descent method; thus, providing an unified framework for the analysis of these methods. Moreover, we define new methods in this family, which are convergent for the constant of the TCC in a range twice as large as the one required for the Landweber and other gradient type methods. The TCC is widely used in the analysis of iterative methods for solving nonlinear ill-posed problems. The key idea in this work is to use the TCC in order to construct special convex sets possessing a separation property, and to successively project onto these sets. Numerical experiments are presented for a nonlinear two-dimensional elliptic parameter identification problem, validating the efficiency of our method.     

Generalized three-point difference schemes of high-order accuracy for systems of second-order nonlinear ordinary differential equations

For systems of second-order nonlinear ordinary differential equations with the Dirichlet boundary conditions, we develop generalized three-point difference schemes of high-order accuracy on a nonuniform grid. The construction of the suggested schemes requires solving four auxiliary Cauchy problems (two problems for systems of nonlinear ordinary differential equations and two problems for matrix linear ordinary differential equations) on the intervals [x _j−1, x _j ] (forward) and [x _j , x _j+1] (backward) at each grid point; this is done at each step by any single-step method of accuracy order $ \bar m $ \bar m = 2[(m+1)/2]. (Here m is a given positive integer, and [·] is the integer part of a number.) We prove that such three-point difference schemes have the accuracy order $ \bar m $ \bar m for the approximation to both the solution u of the boundary value problem and the flux K(x)d u/dx at the grid points.     

On convergence of finite volume schemes for one-dimensional two-phase flow in porous media

This paper deals with development and analysis of finite volume schemes for a one-dimensional nonlinear, degenerate, convection-diffusion equation having application in petroleum reservoir and groundwater aquifer simulation. The main difficulty is that the solution typically lacks regularity due to the degenerate nonlinear diffusion term. We analyze and compare three families of numerical schemes corresponding to explicit, semi-implicit, and implicit discretization of the diffusion term and a Godunov scheme for the advection term. L^∞ stability under appropriate CFL conditions and BV estimates are obtained. It is shown that the schemes satisfy a discrete maximum principle. Then we prove convergence of the approximate solution to the weak solution of the problem. Results of numerical experiments using the present approach are reported.     

A second‐order energy stable backward differentiation formula method for the epitaxial thin film equation with slope selection

In this article, we study a new second‐order energy stable Backward Differentiation Formula (BDF) finite difference scheme for the epitaxial thin film equation with slope selection (SS). One major challenge for higher‐order‐in‐time temporal discretizations is how to ensure an unconditional energy stability without compromising numerical efficiency or accuracy. We propose a framework for designing a second‐order numerical scheme with unconditional energy stability using the BDF method with constant coefficient stabilizing terms. Based on the unconditional energy stability property that we establish, we derive an stability for the numerical solution and provide an optimal convergence analysis. To deal with the highly nonlinear four‐Laplacian term at each time step, we apply efficient preconditioned steepest descent and preconditioned nonlinear conjugate gradient algorithms to solve the corresponding nonlinear system. Various numerical simulations are presented to demonstrate the stability and efficiency of the proposed schemes and solvers. Comparisons with other second‐order schemes are presented.     

Contractivity of domain decomposition splitting methods for nonlinear parabolic problems

This work deals with the efficient numerical solution of nonlinear parabolic problems posed on a two-dimensional domain Ω. We consider a suitable decomposition of domain Ω and we construct a subordinate smooth partition of unity that we use to rewrite the original equation. Then, the combination of standard spatial discretizations with certain splitting time integrators gives rise to unconditionally contractive schemes. The efficiency of the resulting algorithms stems from the fact that the calculations required at each internal stage can be performed in parallel.     

On some new low storage implementations of time advancing Runge–Kutta methods

In this paper, explicit Runge–Kutta (RK) schemes with minimum storage requirements for systems with very large dimension that arise in the spatial discretization of some partial differential equations are considered. A complete study of all four stage fourth-order schemes of the minimum storage families of Williamson (1980) [2], van der Houwen (1977) [8] and Ketcheson (2010) [12] that require only two storage locations per variable is carried out. It is found that, whereas there exist no schemes of this type in the Williamson and van der Houwen families, there are two isolated schemes and a one parameter family of fourth-order schemes in four stage Ketcheson’s family. This available parameter is used to obtain the optimal scheme taking into account the _‖⋅‖2${\Vert \cdot \Vert }_2$ norm of the coefficients of the leading error term. In addition a new alternative minimum storage family to the s$s$-stage Ketcheson that depends also on 3s−3$3s-3$ free parameters is proposed. This family contains both the Williamson and van der Houwen schemes but it is not included in Ketcheson’s family. Finally, the results of some numerical experiments are presented to show the behavior of fourth-order optimal schemes for some nonlinear problems.     

The numerical analysis of two linearized difference schemes for the Benjamin–Bona–Mahony–Burgers equation

In the article, two linearized finite difference schemes are proposed and analyzed for the Benjamin–Bona–Mahony–Burgers (BBMB) equation. For the construction of the two-level scheme, the nonlinear term is linearized via averaging k and k + 1 floor, we prove unique solvability and convergence of numerical solutions in detail with the convergence order O(τ² + h²) . For the three-level linearized scheme, the extrapolation technique is utilized to linearize the nonlinear term based on ψ function. We obtain the conservation, boundedness, unique solvability and convergence of numerical solutions with the convergence order O(τ² + h²) at length. Furthermore, extending our work to the BBMB equation with the nonlinear source term is considered and a Newton linearized method is inserted to deal with it. The applicability and accuracy of both schemes are demonstrated by numerical experiments.