Polynomial time-marching for nonperiodic boundary value problems

A polynomial interpolation time-marching technique can efficiently provide balanced spectral accuracy in both the space and time dimensions for some PDEs. The Newton-form interpolation based on Fejér points has been successfully implemented to march the periodic Fourier pseudospectral solution in time. In this paper, this spectrally accurate time-stepping technique will be extended to solve some typical nonperiodic initial boundary value problems by the Chebyshev collocation spatial approximation. Both homogeneous Neumann and Dirichlet boundary conditions will be incorporated into the time-marching scheme. For the second order wave equation, besides more accurate timemarching, the new scheme numerically has anO(1/N ²) time step size limitation of stability, much larger thanO(1/N ⁴) stability limitation in conventional finitedifference time-stepping, Chebyshev space collocation methods.     

A Nonoverlapping Domain Decomposition Method for Legendre Spectral Collocation Problems

We consider the Dirichlet boundary value problem for Poisson’s equation in an L-shaped region or a rectangle with a cross-point. In both cases, we approximate the Dirichlet problem using Legendre spectral collocation, that is, polynomial collocation at the Legendre–Gauss nodes. The L-shaped region is partitioned into three nonoverlapping rectangular subregions with two interfaces and the rectangle with the cross-point is partitioned into four rectangular subregions with four interfaces. In each rectangular subregion, the approximate solution is a polynomial tensor product that satisfies Poisson’s equation at the collocation points. The approximate solution is continuous on the entire domain and its normal derivatives are continuous at the collocation points on the interfaces, but continuity of the normal derivatives across the interfaces is not guaranteed. At the cross point, we require continuity of the normal derivative in the vertical direction. The solution of the collocation problem is first reduced to finding the approximate solution on the interfaces. The discrete Steklov–Poincaré operator corresponding to the interfaces is self-adjoint and positive definite with respect to the discrete inner product associated with the collocation points on the interfaces. The approximate solution on the interfaces is computed using the preconditioned conjugate gradient method. A preconditioner is obtained from the discrete Steklov–Poincaré operators corresponding to pairs of the adjacent rectangular subregions. Once the solution of the discrete Steklov–Poincaré equation is obtained, the collocation solution in each rectangular subregion is computed using a matrix decomposition method. The total cost of the algorithm is O(N ³), where the number of unknowns is proportional to N ².      

hp-Legendre–Gauss collocation method for impulsive differential equations

The original Legendre–Gauss collocation method is derived for impulsive differential equations, and the convergence is analysed. Then a new hp-Legendre–Gauss collocation method is presented for impulsive differential equations, and the convergence for the hp-version method is also studied. The results obtained in this paper show that the convergence condition for the original Legendre–Gauss collocation method depends on the impulsive differential equation, and it cannot be improved, however, the convergence condition for the hp-Legendre–Gauss collocation method depends both on the impulsive differential equation and the meshsize, and we always can choose a sufficient small meshsize to satisfy it, which show that the hp-Legendre–Gauss collocation method is superior to the original version. Our theoretical results are confirmed in two test problems.     

Comparison of collocation methods for the solution of second order non-linear boundary value problems

This article concerns the application of cubic spline collocation tau-method for solving non-linear second order ordinary differential equations. Three collocation methods [Taiwo, O.A., 1986, A computational method for ordinary differential equations and error estimation. MSc dissertation, University of Ilorin, Nigeria (unpublished); Taiwo, O.A., 2002, Exponential fitting for the solution of two point boundary value problem with cubic spline collocation tau-method. International Journal of Computer Mathematics, 79(3), 229–306.] are discussed and applied to some second order non-linear problems. They are standard collocation, perturbed collocation, and exponentially fitted collocation. Numerical examples are given to illustrate the accuracy, efficiency and computational cost.     

The discrete collocation method for weakly singular Urysohn equations

In this paper, we analyse the iterated collocation method for the nonlinear Urysohn operator equation x=y+K(x) with K a singular kernel. The paper extends the study [H. Kaneko, R.D. Noren, and P.A. Padilla, J. Comput. Appl. Math. 80 (1997), pp. 335–349] in which the convergence of the iterated collocation method for Urysohn equations is considered.     

A Fast Direct Solver for a Class of Elliptic Partial Differential Equations

We describe a fast and robust method for solving the large sparse linear systems that arise upon the discretization of elliptic partial differential equations such as Laplace’s equation and the Helmholtz equation at low frequencies. While most existing fast schemes for this task rely on so called “iterative” solvers, the method described here solves the linear system directly (to within an arbitrary predefined accuracy). The method is described for the particular case of an operator defined on a square uniform grid, but can be generalized other geometries. For a grid containing N points, a single solve requires O(Nlog ² N) arithmetic operations and storage. Storing the information required to perform additional solves rapidly requires O(Nlog N) storage. The scheme is particularly efficient in situations involving domains that are loaded on the boundary only and where the solution is sought only on the boundary. In this environment, subsequent solves (after the first) can be performed in operations. The efficiency of the scheme is illustrated with numerical examples. For instance, a system of size 10⁶×10⁶ is directly solved to seven digits accuracy in four minutes on a 2.8 GHz P4 desktop PC.     

A Note on the Spectral Collocation Approximation of Some Differential Equations with Singular Source Terms

The solution of differential equations with singular source terms contains the local jump discontinuity in general and its spectral approximation is oscillatory due to the Gibbs phenomenon. To minimize the Gibbs oscillations near the local jump discontinuity and improve convergence, the regularization of the approximation is needed. In this note, a simple derivative of the discrete Heaviside function H _c (x) on the collocation points is used for the approximation of singular source terms δ(x−c) or δ ⁽ⁿ⁾(x−c) without any regularization. The direct projection of H _c (x) yields highly oscillatory approximations of δ(x−c) and δ ⁽ⁿ⁾(x−c). In this note, however, it is shown that the direct projection approach can yield a non-oscillatory approximation of the solution and the error can also decay uniformly for certain types of differential equations. For some differential equations, spectral accuracy is also recovered. This method is limited to certain types of equations but can be applied when the given equation has some nice properties. Numerical examples for elliptic and hyperbolic equations are provided. The current address: Department of Mathematics, State University of New York at Buffalo, Buffalo, NY 14260-2900, USA.     

A Hybrid Lagrangian/Eulerian Collocated Velocity Advection and Projection Method for Fluid Simulation

We present a hybrid particle/grid approach for simulating incompressible fluids on collocated velocity grids. Our approach supports both particle-based Lagrangian advection in very detailed regions of the flow and efficient Eulerian grid-based advection in other regions of the flow. A novel Backward Semi-Lagrangian method is derived to improve accuracy of grid based advection. Our approach utilizes the implicit formula associated with solutions of the inviscid Burgers’ equation. We solve this equation using Newton's method enabled by C¹ continuous grid interpolation. We enforce incompressibility over collocated, rather than staggered grids. Our projection technique is variational and designed for B-spline interpolation over regular grids where multiquadratic interpolation is used for velocity and multilinear interpolation for pressure. Despite our use of regular grids, we extend the variational technique to allow for cut-cell definition of irregular flow domains for both Dirichlet and free surface boundary conditions.     

Jacobi wavelet collocation method for the modified Camassa–Holm and Degasperis–Procesi equations

Matrices representations of integrations of wavelets have a major role to obtain approximate solutions of integral, differential and integro-differential equations. In the present work, operational matrix representation of rth integration of Jacobi wavelets is introduced and to find these operational matrices, all details of the processes are demonstrated for the first time. Error analysis of offered method is also investigated in present study. In the planned method, approximate solutions are constructed with the truncated Jacobi wavelets series. Approximate solutions of the modified Camassa–Holm equation and Degasperis–Procesi equation linearized using quasilinearization technique are obtained by presented method. Applicability and accuracy of presented method is demonstrated by examples. The proposed method is also convergent even when a minor number of grid points. The numerical results obtained by offered technique are compatible with those in the literature.

     

Cyclic reduction algorithm for solving collocation systems

In this paper, we present cyclic reducation and FARC algorithms for solving spline collocation system. The costs of these algorithms are 0(N ²logN) and O(N ²log logN) respectively, for an N x N grid.     

A Fast Spectral Subtractional Solver for Elliptic Equations

The paper presents a fast subtractional spectral algorithm for the solution of the Poisson equation and the Helmholtz equation which does not require an extension of the original domain. It takes O(N ² log N) operations, where N is the number of collocation points in each direction. The method is based on the eigenfunction expansion of the right hand side with integration and the successive solution of the corresponding homogeneous equation using Modified Fourier Method. Both the right hand side and the boundary conditions are not assumed to have any periodicity properties. This algorithm is used as a preconditioner for the iterative solution of elliptic equations with non-constant coefficients. The procedure enjoys the following properties: fast convergence and high accuracy even when the computation employs a small number of collocation points. We also apply the basic solver to the solution of the Poisson equation in complex geometries.     

Numerical results of Emden–Fowler boundary value problems with derivative dependence using the Bernstein collocation method

In this paper, we propose an efficient numerical technique based on the Bernstein polynomials for the numerical solution of the equivalent integral form of the derivative dependent Emden–Fowler boundary value problems which arises in various fields of applied mathematics, physical and chemical sciences. The Bernstein collocation method is used to convert the integral equation into a system of nonlinear equations. This system is then solved efficiently by suitable iterative method. The error analysis of the present method is discussed. The accuracy of the proposed method is examined by calculating the maximum absolute error and the \(L_{2}\) error of four examples. The obtained numerical results are compared with the results obtained by the other known techniques.

     

A Hierarchical 3-D Poisson Modified Fourier Solver by Domain Decomposition

We present a Domain Decomposition non-iterative solver for the Poisson equation in a 3-D rectangular box. The solution domain is divided into mostly parallelepiped subdomains. In each subdomain a particular solution of the non-homogeneous equation is first computed by a fast spectral method. This method is based on the application of the discrete Fourier transform accompanied by a subtraction technique. For high accuracy the subdomain boundary conditions must be compatible with the specified inhomogeneous right hand side at the edges of all the interfaces. In the following steps the partial solutions are hierarchically matched. At each step pairs of adjacent subdomains are merged into larger units. In this paper we present the matching algorithm for two boxes which is a basis of the domain decomposition scheme. The hierarchical approach is convenient for parallelization and minimizes the global communication. The algorithm requires O(N ³:log:N) operations, where N is the number of grid points in each direction.     

On the error analysis of the numerical solution of linear Volterra integral equations of the second kind

In the numerical solution of linear Volterra integral equations, two kinds of errors occur. If we use the collocation method, these errors are the collocation and numerical quadrature errors. Each error has its own effect in the accuracy of the obtained numerical solution. In this study we obtain an error bound that is sum of these two errors and using this error bound the relation between the smoothness of the kernel in the equation and also the length of the integration interval and each of these two errors are considered. Concluded results also are observed during the solution of some numerical examples.     

Domain Decomposition Spectral Method for Mixed Inhomogeneous Boundary Value Problems of High Order Differential Equations on Unbounded Domains

In this paper, we develop domain decomposition spectral method for mixed inhomogeneous boundary value problems of high order differential equations defined on unbounded domains. We introduce an orthogonal family of new generalized Laguerre functions, with the weight function x ^?? , ?? being any real number. The corresponding quasi-orthogonal approximation and Gauss-Radau type interpolation are investigated, which play important roles in the related spectral and collocation methods. As examples of applications, we propose the domain decomposition spectral methods for two fourth order problems, and the spectral method with essential imposition of boundary conditions. The spectral accuracy is proved. Numerical results demonstrate the effectiveness of suggested algorithms.     

A space–time spectral collocation method for the two-dimensional variable-order fractional percolation equations

In this article, we introduce a space–time spectral collocation method for solving the two-dimensional variable-order fractional percolation equations. The method is based on a Legendre–Gauss–Lobatto (LGL) spectral collocation method for discretizing spatial and the spectral collocation method for the time integration of the resulting linear first-order system of ordinary differential equation. Optimal priori error estimates in $L^2$ norms for the semi-discrete and full-discrete formulation are derived. The method has spectral accuracy in both space and time. Numerical results confirm the exponential convergence of the proposed method in both space and time.     

Chebyshev wavelet collocation method for magnetohydrodynamic flow equations

This study proposes Chebyshev wavelet collocation method for partial differential equation and applies to solve magnetohydrodynamic (MHD) flow equations in a rectangular duct in the presence of transverse external oblique magnetic field. Approximate solutions of velocity and induced magnetic field are obtained for steady‐state, fully developed, incompressible flow for a conducting fluid inside the duct. Numerical results of the MHD flow problem show that the accuracy of proposed method is quite good even in the case of a small number of grid points. The results for velocity and induced magnetic field are visualized in terms of graphics for values of Hartmann number H_a ≤ 1000.

     

Data discovering of inverse Robin boundary conditions problem in arbitrary connected domain through meshless radial point Hermite interpolation

In this paper, a suitable method is presented to treat the partial derivative equations, especially the Laplace equation having the Robin boundary conditions. These equations come from classical physics, especially the branch of thermodynamics, and have an efficient role in the field of heat and temperature. Our motivation is to reset a harmonic data obtained from Robin’s conditions in the arbitrary plane domain particularly on its boundaries. The applied method is a nodal Hermite meshless collocation technique at which it is formed of radial basis functions to get out the shape functions which is the key to construct the local bases in the neighborhoods of the nodal points. Moreover, by taking into consideration the Hermite interpolation technique, we can impose the boundary conditions directly, the named technique is called “MRPHI,” meshless radial point Hermite interpolation, and it is done on some examples so that trustworthy results are obtained.

     

More accurate results for two-dimensional heat equation with Neumann’s and non-classical boundary conditions

In this article, recently proposed spectral meshless radial point interpolation (SMRPI) method is applied to the two-dimensional diffusion equation with a mixed group of Dirichlet’s and Neumann’s and non-classical boundary conditions. The present method is based on meshless methods and benefits from spectral collocation ideas. The point interpolation method with the help of radial basis functions is proposed to construct shape functions which have Kronecker delta function property. Evaluation of high-order derivatives is possible by constructing and using operational matrices. The computational cost of the method is modest due to using strong form equation and collocation approach. A comparison study of the efficiency and accuracy of the present method and other meshless methods is given by applying on mentioned diffusion equation. Stability and convergence of this meshless approach are discussed and theoretically proven. Convergence studies in the numerical examples show that SMRPI method possesses excellent rates of convergence.     

Stability and convergence of the two parameter cubic spline collocation method for delay differential equations

In this paper, we propose the cubic spline collocation method with two parameters for solving delay differential equations (DDEs). Some results of the local truncation error and the convergence of the spline collocation method are given. We also obtain some results of the linear stability and the nonlinear stability of the method for DDEs. In particular, we design an algorithm to obtain the ranges of the two parameters α,β which are necessary for the P-stability of the collocation method. Some illustrative examples successfully verify our theoretical results.