Efficient Collocation Schemes for Singular Boundary Value Problems

We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point.     

Multilevel preconditioners for a quadrature Galerkin solution of a biharmonic problem

Efficient multilevel preconditioners are developed and analyzed for the quadrature finite element Galerkin approximation of the biharmonic Dirichlet problem. The quadrature scheme is formulated using the Bogner–Fox–Schmit rectangular element and the product two‐point Gaussian quadrature. The proposed additive and multiplicative preconditioners are uniformly spectrally equivalent to the operator of the quadrature scheme. The preconditioners are implemented by optimal algorithms, and they are used to accelerate convergence of the preconditioned conjugate gradient method. Numerical results are presented demonstrating efficiency of the preconditioners. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

Cyclic reduction and FACR methods for piecewise hermite bicubic orthogonal spline collocation

Cyclic reduction and Fourier analysis-cyclic reduction (FACR) methods are presented for the solution of the linear systems which arise when orthogonal spline collocation with piecewise Hermite bicubics is applied to boundary value problems for certain separable partial differential equations on a rectangle. On anN×N uniform partition, the cyclic reduction and Fourier analysis-cyclic reduction methods requireO(N ²log₂ N) andO(N ²log₂log₂ N) arithmetic operations, respectively.     

The Linear Rational Pseudospectral Method with Preassigned Poles

We present a linear rational pseudospectral (collocation) method with preassigned poles for solving boundary value problems. It consists in attaching poles to the trial polynomial so as to make it a rational interpolant. Its convergence is proved by transforming the problem into an associated boundary value problem. Numerical examples demonstrate that the rational pseudospectral method is often more efficient than the polynomial method.     

The use of Sinc‐collocation method for solving Falkner–Skan boundary‐layer equation

The MHD Falkner–Skan equation arises in the study of laminar boundary layers exhibiting similarity on the semi‐infinite domain. The proposed approach is equipped by the orthogonal Sinc functions that have perfect properties. This method solves the problem on the semi‐infinite domain without truncating it to a finite domain and transforming domain of the problem to a finite domain. In addition, the governing partial differential equations are transformed into a system of ordinary differential equations using similarity variables, and then they are solved numerically by the Sinc‐collocation method. It is shown that the Sinc‐collocation method converges to the solution at an exponential rate. Copyright © 2010 John Wiley & Sons, Ltd.     

Application of the finite point method to high‐Reynolds number compressible flow problems

In this work, the finite point method is applied to the solution of high‐Reynolds compressible viscous flows. The aim is to explore this important field of applications focusing on two main aspects: the easiness and automation of the meshless discretization of viscous layers and the construction of a robust numerical approximation in the highly stretched clouds of points resulting in such domain areas. The flow solution scheme adopts an upwind‐biased scheme to solve the averaged Navier–Stokes equations in conjunction with an algebraic turbulence model. The numerical applications presented involve different attached boundary layer flows and are intended to show the performance of the numerical technique. The results obtained are satisfactory and indicative of the possibilities to extend the present meshless technique to more complex flow problems. Copyright © 2014 John Wiley & Sons, Ltd.     

A new Taylor collocation method for nonlinear Fredholm‐Volterra integro‐differential equations

The aim of this article is to present an efficient numerical procedure for solving nonlinear integro‐differential equations. Our method depends mainly on a Taylor expansion approach. This method transforms the integro‐differential equation and the given conditions into the matrix equation which corresponds to a system of nonlinear algebraic equations with unkown Taylor coefficients. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments and performed on the computer program written in Maple10. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Superconvergence of the iterated collocation methods for Hammerstein equations

In this paper, we analyse the iterated collocation method for Hammerstein equations with smooth and weakly singular kernels. The paper expands the study which began in [16] concerning the superconvergence of the iterated Galerkin method for Hammerstein equations. We obtain in this paper a similar superconvergence result for the iterated collocation method for Hammerstein equations. We also discuss the discrete collocation method for weakly singular Hammerstein equations. Some discrete collocation methods for Hammerstein equations with smooth kernels were given previously in [3, 18].     

Mass and momentum conservation of the least-squares spectral collocation method for the Navier-Stokes equations

From the literature, it is known that the Least-Squares Spectral Element Method (LSSEM) for the stationary Stokes equations performs poorly with respect to mass conservation but compensates this lack by a superior conservation of momentum. Furthermore, it is known that the Least-Squares Spectral Collocation Method (LSSCM) leads to superior conservation of mass and momentum for the stationary Stokes equations. In the present paper, we consider mass and momentum conservation of the LSSCM for time-dependent Stokes and Navier-Stokes equations. We observe that the LSSCM leads to improved conservation of mass (and momentum) for these problems. Furthermore, the LSSCM leads to the well-known time-dependent profiles for the velocity and the pressure profiles. To obtain these results, we use only a few elements, each with high polynomial degree, avoid normal equations for solving the overdetermined linear systems of equations and introduce the Clenshaw-Curtis quadrature rule for imposing the average pressure to be zero. Furthermore, we combined the transformation of Gordon and Hall (transfinite mapping) with the least-squares spectral collocation scheme to discretize the internal flow problems.     

Collocation discretization for an integral equation in ocean acoustics with depth‐dependent speed of sound

We analyze two collocation schemes for the Helmholtz equation with depth‐dependent sonic wave velocity, modeling time‐harmonic acoustic wave propagation in a three‐dimensional inhomogeneous ocean of finite height. Both discretization schemes are derived from a periodized version of the Lippmann‐Schwinger integral equation that equivalently describes the sound wave. The eigenfunctions of the corresponding periodized integral operator consist of trigonometric polynomials in the horizontal variables and eigenfunctions to some Sturm‐Liouville operator linked to the background profile of the sonic wave velocity in the vertical variable. Applying an interpolation projection onto a space spanned by finitely many of these eigenfunctions to either the unknown periodized wave field or the integral operator yields two different collocation schemes. A convergence estimate of Sloan [J. Approx. Theory, 39:97–117, 1983] on non‐polynomial interpolation allows to show converge of both schemes, together with algebraic convergence rates depending on the smoothness of the inhomogeneity and the source. Copyright © 2016 John Wiley & Sons, Ltd.