Piecewise quasilinearization techniques for singular boundary-value problems

Piecewise quasilinearization methods for singular boundary-value problems in second-order ordinary differential equations are presented. These methods result in linear constant-coefficients ordinary differential equations which can be integrated analytically, thus yielding piecewise analytical solutions. The accuracy of the globally smooth piecewise quasilinear method is assessed by comparisons with exact solutions of several Lane-Emden equations, a singular problem of non-Newtonian fluid dynamics and the Thomas-Fermi equation. It is shown that the smooth piecewise quasilinearization method provides accurate solutions even near the singularity and is more precise than (iterative) second-order accurate finite difference discretizations. It is also shown that the accuracy of the smooth piecewise quasilinear method depends on the kind of singularity, nonlinearity and inhomogeneities of singular ordinary differential equations. For the Thomas-Fermi equation, it is shown that the piecewise quasilinearization method that provides globally smooth solutions is more accurate than that which only insures global continuity, and more accurate than global quasilinearization techniques which do not employ local linearization.     

Linearization methods in classical and quantum mechanics

The applicability and accuracy of linearization methods for initial-value problems in ordinary differential equations are verified on examples that include the nonlinear Duffing equation, the Lane-Emden equation, and scattering length calculations. Linearization methods provide piecewise linear ordinary differential equations which can be easily integrated, and provide accurate answers even for hypersingular potentials, for which perturbation methods diverge. It is shown that the accuracy of linearization methods can be substantially improved by employing variable steps which adjust themselves to the solution.     

On the immersed interface method for solving time-domain Maxwell's equations in materials with curved dielectric interfaces

This paper deals with accurate numerical simulation of two-dimensional time-domain Maxwell's equations in materials with curved dielectric interfaces. The proposed fully second-order scheme is a hybridization between the immersed interface method (IIM), introduced to take into account curved geometries in structured schemes, and the Lax-Wendroff scheme, usually used to improve order of approximations in time for partial differential equations. In particular, the IIM proposed for two-dimensional acoustic wave equations with piecewise constant coefficients [C. Zhang, R.J. LeVeque, The immersed interface method for acoustic wave equations with discontinuous coefficients, Wave Motion 25 (1997) 237-263] is extended through a simple least squares procedure to such Maxwell's equations. Numerical results from the simulation of electromagnetic scattering of a plane incident wave by a dielectric circular cylinder appear to indicate that, compared to the original IIM for the acoustic wave equations, the augmented IIM with the proposed least squares fitting greatly improves the long-time stability of the time-domain solution. Semi-discrete finite difference schemes using the IIM for spatial discretization are also discussed and numerically tested in the paper.     

Numerical simulation of two-dimensional sine-Gordon solitons by differential quadrature method

During the past few decades, the idea of using differential quadrature methods for numerical solutions of partial differential equations (PDEs) has received much attention throughout the scientific community. In this article, we proposed a numerical technique based on polynomial differential quadrature method (PDQM) to find the numerical solutions of two-dimensional sine-Gordon equation with Neumann boundary conditions. The PDQM reduced the problem into a system of second-order linear differential equations. Then, the obtained system is changed into a system of ordinary differential equations and lastly, RK4 method is used to solve the obtained system. Numerical results are obtained for various cases involving line and ring solitons. The numerical results are found to be in good agreement with the exact solutions and the numerical solutions that exist in literature. It is shown that the technique is easy to apply for multidimensional problems.     

Stability of the solutions of systems of second-order differential equations

Criteria for stability of the solutions of systems of linear and nonlinear ordinary second-order differential equations were proposed relying on the studies of the spectra and logarithmic norms of the families of specially constructed matrices. Obtained were the stability criteria for systems of linear second-order differential equations expressed in terms of the coefficients at unknown functions and their first derivatives.     

Piecewise-linearized and linearized θ-methods for ordinary and partial differential equations

Initial- and boundary-value problems appear frequently in many branches of physics. In this paper, several numerical methods, based on linearization techniques, for solving these problems are reviewed. First, piecewise-linearized methods and linearized θ-methods are considered for the solution of initial-value problems in ordinary differential equations. Second, piecewise-linearized techniques for two-point boundary-value problems in ordinary differential equations are developed and used in conjunction with a shooting method. In order to overcome the lack of convergence associated with shooting, piecewise-linearized methods which provide piecewise analytical solutions and yield nonstandard finite difference schemes are presented. Third, methods of lines in either space or time for the solution of one-dimensional convection-reaction-diffusion problems that transform the original problem into an initial- or boundary-value one are reviewed. Methods of lines in time that result in boundary-value problems at each time step can be solved by means of the techniques described here, whereas methods of lines in space that yield initial-value problems and employ either piecewise-linearized techniques or linearized θ-methods in time are also developed. Finally, for multidimensional problems, approximate factorization methods are first used to transform the multidimensional problem into a sequence of one-dimensional ones which are then solved by means of the linearized and piecewise-linearized methods presented here.     

Qualitative analysis by piecewise linear approximation

This paper describes a computer program called PLR that derives the qualitative behavior of ordinary differential equations. Current qualitative reasoning programs derive the abstract behaviour of a system by simulating hand-crafted ‘qualitative’ versions of the differential equations that characterize the system and summarizing the results. PLR infers more detailed information by constructing and analysing piecewise linear approximations of the original equations. The analysis employs the phase space representation of dynamic systems theory. PLR constructs a phase diagram for a system of piecewise linear equations by partitioning phase space into regions in which the system is linear, analysing the linear systems, and combining the results. It pastes together the local analyses into a global phase diagram by determining which sequences of regions the trajectories can traverse. The current implementation of PLR only handles second-order systems, but the method extends to higher-order systems. As an example of PLR's performance, I present its analyses of the Lienard and van der Pol equations.     

A FV-TD electromagnetic solver using adaptive Cartesian grids

A second-order finite-volume (FV) method has been developed to solve the time-domain (TD) Maxwell equations, which govern the dynamics of electromagnetic waves. The computational electromagnetic (CEM) solver is capable of handling arbitrary grids, including structured, unstructured, and adaptive Cartesian grids, which are topologically arbitrary. It is argued in this paper that the adaptive Cartesian grid is better than a tetrahedral grid for complex geometries considering both efficiency and accuracy. A cell-wise linear reconstruction scheme is employed to achieve second-order spatial accuracy. Second-order time accuracy is obtained through a two-step Runge-Kutta scheme. Issues on automatic adaptive Cartesian grid generation such as cell-cutting and cell-merging are discussed. A multi-dimensional characteristic absorbing boundary condition (MDC-ABC) is developed at the truncated far-field boundary to reduce reflected waves from this artificial boundary. The CEM solver is demonstrated with several test cases with analytical solutions.     

Combined finite volume–finite element method for shallow water equations

This paper is concerned with solving the viscous and inviscid shallow water equations. The numerical method is based on second-order finite volume–finite element (FV–FE) discretization: the convective inviscid terms of the shallow water equations are computed by a finite volume method, while the diffusive viscous terms are computed with a finite element method. The method is implemented on unstructured meshes. The inviscid fluxes are evaluated with the approximate Riemann solver coupled with a second-order upwind reconstruction. Herein, the Roe and the Osher approximate Riemann solvers are used respectively and a comparison between them is made. Appropriate limiters are used to suppress spurious oscillations and the performance of three different limiters is assessed. Moreover, the second-order conforming piecewise linear finite elements are used. The second-order TVD Runge–Kutta method is applied to the time integration. Verification of the method for the full viscous system and the inviscid equations is carried out. By solving an advection–diffusion problem, the performance assessment for the FV–FE method, the full finite volume method, and the discontinuous Galerkin method is presented.     

A stabilized finite element method for modeling of gas discharges

An efficient stabilized finite element method for modeling of gas discharge plasmas is represented which provides wiggle-free solutions without introducing much artificial diffusion. The stabilization is achieved by modifying the standard Galerkin test functions by means of a weighted quadratic term that results in a consistent Petrov-Galerkin formulation of the charge carriers in the plasma. Using the example of a glow discharge plasma in argon, it is shown that this efficient method provides more accurate results on the same spatial grid than the widely used finite difference approach proposed by Scharfetter-Gummel if the weighting factor is determined in dependence on the local Péclet number and the modified test functions are consistently applied to all terms of the governing equations.     

Discrete tanh method for nonlinear difference-differential equations

By introducing a simple difference equation to deduce the difference terms and a simple differential equation to deduce the differential terms, we proposed an unified algebraic method for constructing exact solutions to difference-differential equations (DDEs). This method could give many kinds of exact solutions including soliton solutions expressed by hyperbolic functions, periodic solutions expressed by trigonometric functions and rational solutions in a uniform way if solutions of these kinds exist. In this paper, we also give a generalization of the method to determine the degree of DDEs, and compared with the creativity work of D. Baldwin et al. [D. Baldwin, Ü. Göktas, W. Hereman, Comput. Phys. Comm. 162 (2004) 203-217] through the discrete Hybrid equation.     

Solutions and Green’s functions for some linear second-order three-point boundary value problems

In this paper we consider the Green’s functions for a second-order linear ordinary differential equation with some three-point boundary conditions. We give exact expressions of the unique solutions for the linear three-point boundary problems by the Green’s functions. As applications, we study the iterative solutions for some nonlinear singular second-order three-point boundary value problems.     

The SDFEM for singularly perturbed convection–diffusion problems with discontinuous source term arising in the chemical reactor theory

In this paper, we consider singularly perturbed boundary-value problems for second-order ordinary differential equations with discontinuous source term arising in the chemical reactor theory. A parameter-uniform error bound for the solution is established using the streamline-diffusion finite-element method on piecewise uniform meshes. We prove that the method is almost second-order convergence for solution and first-order convergence for its derivative in the maximum norm, independently of the perturbation parameter. Numerical results are provided to substantiate the theoretical results.     

Operator-splitting methods for the 2D convective Cahn–Hilliard equation

In this work, we present operator-splitting methods for the two-dimensional nonlinear fourth-order convective Cahn–Hilliard equation with specified initial condition and periodic boundary conditions. The full problem is split into hyperbolic, nonlinear diffusion and linear fourth-order problems. We prove that the semi-discrete approximate solution obtained from the operator-splitting method converges to the weak solution. Numerical methods are then constructed to solve each sub equations sequentially. The hyperbolic conservation law is solved by efficient finite volume methods and dimensional splitting method, while the one-dimensional hyperbolic conservation laws are solved using front tracking algorithm. The front tracking method is based on the exact solution and hence has no stability restriction on the size of the time step. The nonlinear diffusion problem is solved by a linearized implicit finite volume method, which is unconditionally stable. The linear fourth-order equation is solved using a pseudo-spectral method, which is based on an exact solution. Finally, some numerical experiments are carried out to test the performance of the proposed numerical methods.     

Solving large systems of linear ordinary differential equations on a vector computer

This paper is concerned with the development, analysis and implementation on a computer consisting of two vector processors of the arithmetic mean method for solving numerically large sparse sets of linear ordinary differential equations. This method has second-order accuracy in time and is stable.

The special class of differential equations that arise in solving the diffusion problem by the method of lines is considered. In this case, the proposed method has been tested on the CRAY X-MP/48 utilizing two CPUs. The numerical results are largely in keeping with the theory; a speedup factor of nearly two is obtained.     

A non-uniform Haar wavelet method for numerically solving two-dimensional convection-dominated equations and two-dimensional near singular elliptic equations

A non-uniform Haar wavelet based collocation method has been developed in this paper for two-dimensional convection dominated equations and two-dimensional near singular elliptic partial differential equations, in which traditional Haar wavelet method produces oscillatory solutions or low accurate solutions. The main idea behind the proposed method is to transform the computation of numerical solution of considered partial differential equations to computation of solution of a linear system of equations. This process is done by discretizing space variables with non-uniform Haar wavelets. To confirm efficiency of the proposed method seven benchmark problems are solved and the obtained results are compared with exact solutions and with local meshless methods, finite element method, finite difference method and polynomial collocation method. Numerical experiments show that the proposed method gives convincing results even in less number of collocation nodes.     

(2+1)维KD方程的解及分岔行为

通过行波变换,将非线性偏微分方程化为常微分方程,利用辅助常微分方程的解来构造偏微分方程的精确解,获得了(2+1)维Konopelchenko-Dubrovsky方程的孤波解和周期解.然后直接研究变换以后的常微分方程,揭示该方程控制的动力系统的鞍结分岔行为,画出了系统的分岔图.     

A difference scheme with high accuracy in time for fourth-order parabolic equations

A novel finite difference method is developed for the numerical solution of fourth-order parabolic partial differential equations in one and two space variables. The method is seen to evolve from a multiderivative method for second-order ordinary differential equations.The method is tested on three model problems, with constant coefficients and variable coefficients, which have appeared in the literature.     

Crank–Nicolson finite difference method based on a midpoint upwind scheme on a non-uniform mesh for time-dependent singularly perturbed convection–diffusion equations

A numerical approach is proposed to examine the singularly perturbed time-dependent convection–diffusion equation in one space dimension on a rectangular domain. The solution of the considered problem exhibits a boundary layer on the right side of the domain. We semi-discretize the continuous problem by means of the Crank–Nicolson finite difference method in the temporal direction. The semi-discretization yields a set of ordinary differential equations and the resulting set of ordinary differential equations is discretized by using a midpoint upwind finite difference scheme on a non-uniform mesh of Shishkin type. The resulting finite difference method is shown to be almost second-order accurate in a coarse mesh and almost first-order accurate in a fine mesh in the spatial direction. The accuracy achieved in the temporal direction is almost second order. An extensive amount of analysis has been carried out in order to prove the uniform convergence of the method. Finally we have found that the resulting method is uniformly convergent with respect to the singular perturbation parameter, i.e. ?-uniform. Some numerical experiments have been carried out to validate the proposed theoretical results.     

External bounds and step controllability of the linear interval system

The differential equations describing double-sided bounds of the fundamental matrix of solutions for the linear control system with variable interval coefficients are obtained. Based on those bounds, the controllability problem, i.e., the possibility to transfer the system from a given parallelepiped to another in finite time in the class of step (piecewise constant) controls, is examined. Sufficient conditions of controllability in the form of solvability of an auxilliary linear programming problem are established. This problem results in step control transferring a bundle of system trajectories from an initial parallelepiped to a minimal neighborhood of a final parallelepiped.