Block iterative methods for the numerical solution of three dimensional mildly non-linear biharmonic problems of first kind

In this article, we discuss two sets of new finite difference methods of order two and four using 19 and 27 grid points, respectively over a cubic domain for solving the three dimensional nonlinear elliptic biharmonic problems of first kind. For both the cases we use block iterative methods and a single computational cell. The numerical solution of (?u/?n) are obtained as by-product of the methods and we do not require fictitious points in order to approximate the boundary conditions. The resulting matrix system is solved by the block iterative method using a tri-diagonal solver. In numerical experiments the proposed methods are compared with the exact solutions both in singular and non-singular cases.     

Parallel iterative methods for parabolic equations

For the problems of the parabolic equations in one- and two-dimensional space, the parallel iterative methods are presented to solve the fully implicit difference schemes. The methods presented are based on the idea of domain decomposition in which we divide the linear system of equations into some non-overlapping sub-systems, which are easy to solve in different processors at the same time. The iterative value is proved to be convergent to the difference solution resulted from the implicit difference schemes. Numerical experiments for both one- and two-dimensional problems show that the methods are convergent and may reach the linear speed-up.     

New unconditionally stable difference schemes for the solution of multi-dimensional telegraphic equations

New unconditionally stable implicit difference schemes for the numerical solution of multi-dimensional telegraphic equations subject to appropriate initial and Dirichlet boundary conditions are discussed. Alternating direction implicit methods are used to solve two and three space dimensional problems. The resulting system of algebraic equations is solved using a tri-diagonal solver. Numerical results are presented to demonstrate the utility of the proposed methods.     

New iterative method for solving non-linear equations with fourth-order convergence

In this work, we introduce an extension of the classical Newton's method for solving non-linear equations. This method is free from second derivative. Similar to Newton's method, the proposed method will only require function and first derivative evaluations. The order of convergence of the introduced method for a simple root is four. Numerical results show that the new method can be of practical interest.     

On the iterative refinement of the solution of ill-conditioned linear system of equations

Recently, Salkuyeh and Fahim [A new iterative refinement of the solution of ill-conditioned linear system of equations, Int. Comput. Math. 88(5) (2011), pp. 950–956] have proposed a two-step iterative refinement of the solution of an ill-conditioned linear system of equations. In this paper, we first present a generalized two-step iterative refinement procedure to solve ill-conditioned linear system of equations and study its convergence properties. Afterward, it is shown that the idea of an orthogonal projection technique together with a basic stationary iterative method can be utilized to construct a new efficient and neat hybrid algorithm for solving the mentioned problem. The convergence of the offered hybrid approach is also established. Numerical examples are examined to demonstrate the feasibility of proposed algorithms and their superiority to some of existing approaches for solving ill-conditioned linear system of equations.     

The solution of the poisson-boltzmann equation between two spheres: Modified iterative method

We present a modification on the successive overrelaxation (SOR) method and the iteration of the Green's function integral representation for the solution of the (nonlinear) Poisson-Boltzmann equation between two spheres. In comparison with other attempts, which approximate the geometry or the nonlinearity, the computations here are done for the full problem and compared with those done by the finite element method as a typical method for such problems. For the parameters of general interest, while the SOR method does not work, and the iteration of the integral representation is limited in its convergence, our modification to these iterative schemes converge. The modified SOR surpasses both methods in simplicity and speed; it is about 100 times faster than the modified iteration of the integral representation, with the latter being still simpler and faster than the finite element method. These two examples further illustrate the advantage of our recent modification to iterative methods, which is based on an analytical fixed point argument.     

Two-grid method for the two-dimensional time-dependent Schrödinger equation by the finite element method

In this paper, we construct a backward Euler full-discrete two-grid finite element scheme for the two-dimensional time-dependent Schrödinger equation. With this method, the solution of the original problem on the fine grid is reduced to the solution of same problem on a much coarser grid together with the solution of two Poisson equations on the same fine grid. We analyze the error estimate of the standard finite element solution and the two-grid solution in the $H^1$ norm. It is shown that the two-grid algorithm can achieve asymptotically optimal approximation as long as the mesh sizes satisfy $H=O\left(h^{\frac{k}{k+1}}\right)$. Finally, a numerical experiment indicates that our two-grid algorithm is more efficient than the standard finite element method.     

A parallel partition method for solving banded systems of linear equations

The partition method of Wang for tridiagonal equations is generalized to the arbitrary band case. A stability criterion is given. The algorithm is compared to Gaussian elimination and cyclic reduction.     

A stencil of the finite-difference method for the 2D convection diffusion equation and its new iterative scheme

The paper gives the numerical stencil for the two-dimensional convection diffusion equation and the technique of elimination, and builds up the new iterative scheme to solve the implicit difference equation. The scheme's convergence and its higher rate of convergence than the Jacobi iteration are proved. And the numerical example indicates that the new scheme has the same parallelism and a higher rate of convergence than the Jacobi iteration.     

On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations

This paper is devoted to the convergence analysis of an iterative method for solving a nonsymmetric algebraic Riccati equation arising in transport theory. We give the convergence rate, and show that the iterative method converges linearly in one case and sublinearly in the other case.     

The new numerical method for solving the system of two-dimensional Burgers’ equations

In this paper, the system of two-dimensional Burgers’ equations are solved by local discontinuous Galerkin (LDG) finite element method. The new method is based on the two-dimensional Hopf–Cole transformations, which transform the system of two-dimensional Burgers’ equations into a linear heat equation. Then the linear heat equation is solved by the LDG finite element method. The numerical solution of the heat equation is used to derive the numerical solutions of Burgers’ equations directly. Such a LDG method can also be used to find the numerical solution of the two-dimensional Burgers’ equation by rewriting Burgers’ equation as a system of the two-dimensional Burgers’ equations. Three numerical examples are used to demonstrate the efficiency and accuracy of the method.     

Globalized matrix-explicit Newton-GMRES for the high-order accurate solution of the Euler equations

Implicit methods for finite-volume schemes on unstructured grids typically rely on a matrix-free implementation of GMRES and an explicit first-order accurate Jacobian for preconditioning. Globalization is typically achieved using a global timestep or a CFL based local timestep. We show that robustness of the globalization can be improved by supplementing the pseudo-timestepping method commonly used with a line search method. The number of timesteps required for convergence can be reduced by using a timestep that scales with the local residual. We also show that it is possible to form the high-order Jacobian explicitly at a reasonable computational cost. This is demonstrated for cases using both limited and unlimited reconstruction. This exact Jacobian can be used for preconditioning and directly in the GMRES method. The benefits of improvements in preconditioning and the elimination of residual evaluations in the inner iterations of the matrix-free GMRES method are substantial. Computational results focus on second- and fourth-order accurate schemes with some results for the third-order scheme. Overall computational cost for the matrix-explicit method is lower than the matrix-free method for all cases. The fourth-order matrix-explicit scheme is a factor of 1.6-3 faster than the matrix-free scheme while requiring about 50-100% more memory.     

An explicit finite-difference scheme for the solution of the kadomtsev-petviashvili equation

A finite-difference method is used to transform the initial/boundary-value problem associated with the nonlinear Kadomtsev-Petviashvili equation, into an explicit scheme.

The numerical method is developed by replacing the time and space derivatives by central-difference approximants. The resulting finite-difference method is analysed for local truncation error, stability and convergence. The results of a number of numerical experiments are given.     

A new parallel domain decomposition method for the adaptive finite element solution of elliptic partial differential equations

We present a new domain decomposition algorithm for the parallel finite element solution of elliptic partial differential equations. As with most parallel domain decomposition methods each processor is assigned one or more subdomains and an iteration is devised which allows the processors to solve their own subproblem(s) concurrently. The novel feature of this algorithm however is that each of these subproblems is defined over the entire domain—although the vast majority of the degrees of freedom for each subproblem are associated with a single subdomain (owned by the corresponding processor). This ensures that a global mechanism is contained within each of the subproblems tackled and so no separate coarse grid solve is required in order to achieve rapid convergence of the overall iteration. Furthermore, by following the paradigm introduced in 15 , it is demonstrated that this domain decomposition solver may be coupled easily with a conventional mesh refinement code, thus allowing the accuracy, reliability and efficiency of mesh adaptivity to be utilized in a well load-balanced manner. Finally, numerical evidence is presented which suggests that this technique has significant potential, both in terms of the rapid convergence properties and the efficiency of the parallel implementation. Copyright © 2001 John Wiley & Sons, Ltd.     

On numerical stabilization in the solution of Saint-Venant equations using the finite element method

Solving the Saint-Venant equations by using numerical schemes like finite difference and finite element methods leads to some unwanted oscillations in the water surface elevation. The reason for these oscillations lies in the method used for the approximation of the nonlinear terms. One of the ways of smoothing these oscillations is by adding artificial viscosity into the scheme. In this paper, by using a suitable discretization, we first solve the one-dimensional Saint-Venant equations by a finite element method and eliminate the unwanted oscillations without using an artificial viscosity. Second, our main discussion is concentrated on numerical stabilization of the solution in detail. In fact, we first convert the systems resulting from the discretization to systems relating to just water surface elevation. Then, by using M-matrix properties, the stability of the solution is shown. Finally, two numerical examples of critical and subcritical flows are given to support our results.     

Barycentric interpolation collocation method for solving the coupled viscous Burgers' equations

The coupled viscous Burgers' equations have been an interesting and hot topic in mathematics and physics for a long time, and they have been solved by many methods. In order to make the numerical solutions more accurate, this paper introduces a new method to solve the equations. Compared to other methods, the present method can obtain higher accuracy with fewer nodes. Several numerical examples show the high accuracy of this method.