Numerical solution of non‐linear Klein–Gordon equations by variational iteration method

In this paper, numerical solution of non‐linear Klein–Gordon equations with power law non‐linearities are obtained by the new application of He's variational iteration method. Numerical illustrations that include non‐linear Klein–Gordon equations and non‐linear partial differential equations are investigated to show the pertinent features of the technique. Copyright © 2006 John Wiley & Sons, Ltd.     

Numerical method for non‐linear wave and diffusion equations by the variational iteration method

This paper applies He's variational iteration to the wave equations in an infinite one‐dimensional medium and some non‐linear diffusion equations. A suitable choice of an initial solution can lead to the needed exact solution by a few iterations. Copyright © 2007 John Wiley & Sons, Ltd.     

Time‐dependent fractional advection–diffusion equations by an implicit MLS meshless method

Recently, many new applications in engineering and science are governed by a series of fractional partial differential equations (FPDEs). Unlike the normal partial differential equations (PDEs), the differential order in an FPDE is with a fractional order, which will lead to new challenges for numerical simulation, because most existing numerical simulation techniques are developed for the PDE with an integer differential order. The current dominant numerical method for FPDEs is finite difference method (FDM), which is usually difficult to handle a complex problem domain, and also difficult to use irregular nodal distribution. This paper aims to develop an implicit meshless approach based on the moving least squares (MLS) approximation for numerical simulation of fractional advection–diffusion equations (FADE), which is a typical FPDE The discrete system of equations is obtained by using the MLS meshless shape functions and the meshless strong‐forms. The stability and convergence related to the time discretization of this approach are then discussed and theoretically proven. Several numerical examples with different problem domains and different nodal distributions are used to validate and investigate the accuracy and efficiency of the newly developed meshless formulation. It is concluded that the present meshless formulation is very effective for the modeling and simulation of the FADE. Copyright © 2011 John Wiley & Sons, Ltd.     

A two‐grid method for expanded mixed finite‐element solution of semilinear reaction–diffusion equations

We present a scheme for solving two‐dimensional semilinear reaction–diffusion equations using an expanded mixed finite element method. To linearize the mixed‐method equations, we use a two‐grid algorithm based on the Newton iteration method. The solution of a non‐linear system on the fine space is reduced to the solution of two small (one linear and one non‐linear) systems on the coarse space and a linear system on the fine space. It is shown that the coarse grid can be much coarser than the fine grid and achieve asymptotically optimal approximation as long as the mesh sizes satisfy H=O(h^1/3). As a result, solving such a large class of non‐linear equation will not be much more difficult than solving one single linearized equation. Copyright © 2003 John Wiley & Sons, Ltd.     

Compact schemes for anisotropic reaction–diffusion equations with adaptive time step

Many problems in biology and engineering are governed by anisotropic reaction–diffusion equations with a very rapidly varying reaction term. These characteristics of the system imply the use of very fine meshes and small time steps in order to accurately capture the propagating wave avoiding the appearance of spurious oscillations in the wave front. This work develops a fourth‐order compact scheme for anisotropic reaction–diffusion equations with stiff reactive terms. As mentioned, the scheme accounts for the anisotropy of the media and incorporates an adaptive time step for handling the stiff reactive term. The high‐order scheme allows working with coarser meshes without compromising numerical accuracy rendering a more efficient numerical algorithm by reducing the total computation time and memory requirements. The order of convergence of the method has been demonstrated on an analytical solution with Neumann boundary conditions. The scheme has also been implemented for the solution of anisotropic electrophysiology problems. Anisotropic square samples of normal and ischemic cardiac tissue have been simulated by means of the monodomain model with the reactive term defined by Luo–Rudy II dynamics. The simulations proved the effectiveness of the method in handling anisotropic heterogeneous non‐linear reaction–diffusion problems. Bidimensional tests also indicate that the fourth‐order scheme requires meshes about 45% coarser than the standard second‐order method in order to achieve the same accuracy of the results. Copyright © 2009 John Wiley & Sons, Ltd.     

Truncation error and stability analysis of iterative and non‐iterative Thomas–Gladwell methods for first‐order non‐linear differential equations

The consistency and stability of a Thomas–Gladwell family of multistage time‐stepping schemes for the solution of first‐order non‐linear differential equations are examined. It is shown that the consistency and stability conditions are less stringent than those derived for second‐order governing equations. Second‐order accuracy is achieved by approximating the solution and its derivative at the same location within the time step. Useful flexibility is available in the evaluation of the non‐linear coefficients and is exploited to develop a new non‐iterative modification of the Thomas–Gladwell method that is second‐order accurate and unconditionally stable. A case study from applied hydrogeology using the non‐linear Richards equation confirms the analytic convergence assessment and demonstrates the efficiency of the non‐iterative formulation. Copyright © 2004 John Wiley & Sons, Ltd.     

Arbitrary discontinuities in space–time finite elements by level sets and X‐FEM

An enriched finite element method with arbitrary discontinuities in space–time is presented. The discontinuities are treated by the extended finite element method (X‐FEM), which uses a local partition of unity enrichment to introduce discontinuities along a moving hyper‐surface which is described by level sets. A space–time weak form for conservation laws is developed where the Rankine–Hugoniot jump conditions are natural conditions of the weak form. The method is illustrated in the solution of first order hyperbolic equations and applied to linear first order wave and non‐linear Burgers' equations. By capturing the discontinuity in time as well as space, results are improved over capturing the discontinuity in space alone and the method is remarkably accurate. Implications to standard semi‐discretization X‐FEM formulations are also discussed. Copyright © 2004 John Wiley & Sons, Ltd.     

Multi‐time‐step explicit–implicit method for non‐linear structural dynamics

We present a method with domain decomposition to solve time‐dependent non‐linear problems. This method enables arbitrary numeric schemes of the Newmark family to be coupled with different time steps in each subdomain: this coupling is achieved by prescribing continuity of velocities at the interface. We are more specifically interested in the coupling of implicit/explicit numeric schemes taking into account material and geometric non‐linearities. The interfaces are modelled using a dual Schur formulation where the Lagrange multipliers represent the interfacial forces. Unlike the continuous formulation, the discretized formulation of the dynamic problem is unable to verify simultaneously the continuity of displacements, velocities and accelerations at the interfaces. We show that, within the framework of the Newmark family of numeric schemes, continuity of velocities at the interfaces enables the definition of an algorithm which is stable for all cases envisaged. To prove this stability, we use an energy method, i.e. a global method over the whole time interval, in order to verify the algorithms properties. Then, we propose to extend this to non‐linear situations in the following cases: implicit linear/explicit non‐linear, explicit non‐linear/explicit non‐linear and implicit non‐linear/explicit non‐linear. Finally, we present some examples showing the feasibility of the method. Copyright © 2001 John Wiley & Sons, Ltd.     

A combined space–time extended finite element method

The Newmark method for the numerical integration of second order equations has been extensively used and studied along the past fifty years for structural dynamics and various fields of mechanical engineering. Easy implementation and nice properties of this method and its derivatives for linear problems are appreciated but the main drawback is the treatment of discontinuities. Zienkiewicz proposed an approach using finite element concept in time, which allows a new look at the Newmark method. The idea of this paper is to propose, thanks to this approach, the use of a time partition of the unity method denoted Time Extended Finite Element Method (TX‐FEM) for improved numerical simulations of time discontinuities. An enriched basis of shape functions in time is used to capture with a good accuracy the non‐polynomial part of the solution. This formulation allows a suitable form of the time‐stepping formulae to study stability and energy conservation. The case of an enrichment with the Heaviside function is developed and can be seen as an alternative approach to time discontinuous Galerkin method (T‐DGM), stability and accuracy properties of which can be derived from those of the TX‐FEM. Then Space and Time X‐FEM (STX‐FEM) are combined to obtain a unified space–time discretization. This combined STX‐FEM appears to be a suitable technique for space–time discontinuous problems like dynamic crack propagation or other applications involving moving discontinuities. Copyright © 2005 John Wiley & Sons, Ltd.     

Fast exact linear and non‐linear structural reanalysis and the Sherman–Morrison–Woodbury formulas

Several exact fast static structural reanalysis techniques, introduced by researchers mostly for truss structures and some for frames and plate structures, are reviewed. Most utilize the property that the solution of a system of linear equations can be updated inexpensively when the matrix is changed by a low‐rank increment. This paper shows that these methods are variants of the well‐known Sherman–Morrison and Woodbury (SMW) formulas for the update of the inverse of a matrix. In addition, the paper extends the low‐cost linear reanalysis in the spirit of the SMW formulas to some non‐linear reanalysis problems. For a linear reanalysis, the extension reduces to the SMW formulas. Copyright © 2001 John Wiley & Sons, Ltd.     

Combining differential quadrature method with simulation technique to solve non‐linear differential equations

Nowadays, most of the ordinary differential equations (ODEs) can be solved by modelica‐based approaches, such as Matlab/Simulink, Dymola and LabView, which use simulation technique (ST). However, these kinds of approaches restrict the users in the enforcement of conditions at any instant of the time domain. This limitation is one of the most important drawbacks of the ST. Another method of solution, differential quadrature method (DQM), leads to very accurate results using only a few grids on the domain. On the other hand, DQM is not flexible for the solution of non‐linear ODEs and it is not so easy to impose multiple conditions on the same location. For these reasons, the author aims to eliminate the mentioned disadvantages of the simulation technique (ST) and DQM using favorable characteristics of each method in the other. This work aims to show how the combining method (CM) works simply by solving some non‐linear problems and how the CM gives more accurate results compared with those of other methods. Copyright © 2008 John Wiley & Sons, Ltd.     

A new hybrid method for solving linear–non‐linear systems of equations

This paper presents a new method for solving any combination of linear–non‐linear equations. The method is based on the separation of linear equations in terms of some selected variables from the non‐linear ones. The linear group is solved by means of any method suitable for the linear system. This operation needs no iteration. The non‐linear group, however, is solved by an iteration technique based on a new formula using the Taylor series expansion. The method has been described and demonstrated in several examples of analytical systems with very good results. The new method needs the initial approximations for non‐linear variables only. This requires far less computation than the Newton–Raphson method. The method also has a very good convergence rate. The proposed method is most beneficial for engineering systems that very often involve a large number of linear equations with limited number of non‐linear equations. Copyright © 2005 John Wiley & Sons, Ltd.     

A TLM method for steady‐state convection–diffusion: Some additions and refinements

A recent paper introduced a novel and efficient scheme, based on the transmission line modelling (TLM) method, for solving steady‐state convection–diffusion problems. This paper shows how this one‐dimensional scheme can be adapted to include reaction and source terms and how it can be implemented with non‐equidistant nodes. It introduces new ways of calculating the necessary model parameters which can improve the accuracy of the scheme, shows how steady‐state solutions can be obtained directly, and compares results with those from two finite difference (FD) methods. While the cost of implementation is higher than for the FD schemes, the new TLM scheme can be significantly more accurate, especially when convection dominates. Copyright © 2008 John Wiley & Sons, Ltd.     

Optimal mesh design for the finite element approximation of reaction–diffusion problems

We consider the numerical approximation of singularly perturbed problems, and in particular reaction–diffusion problems, by the h version of the finite element method. We present guidelines on how to design non‐uniform meshes both in one and two dimensions that are asymptotically optimal as the meshwidth tends to zero. We also present the results of numerical computations showing that robust, optimal rates can be achieved even in the pre‐asymptotic range. Copyright © 2001 John Wiley & Sons, Ltd.     

The enriched space–time finite element method (EST) for simultaneous solution of fluid–structure interaction

The paper introduces a weighted residual‐based approach for the numerical investigation of the interaction of fluid flow and thin flexible structures. The presented method enables one to treat strongly coupled systems involving large structural motion and deformation of multiple‐flow‐immersed solid objects. The fluid flow is described by the incompressible Navier–Stokes equations. The current configuration of the thin structure of linear elastic material with non‐linear kinematics is mapped to the flow using the zero iso‐contour of an updated level set function. The formulation of fluid, structure and coupling conditions uniformly uses velocities as unknowns. The integration of the weak form is performed on a space–time finite element discretization of the domain. Interfacial constraints of the multi‐field problem are ensured by distributed Lagrange multipliers. The proposed formulation and discretization techniques lead to a monolithic algebraic system, well suited for strongly coupled fluid–structure systems. Embedding a thin structure into a flow results in non‐smooth fields for the fluid. Based on the concept of the extended finite element method, the space–time approximations of fluid pressure and velocity are properly enriched to capture weakly and strongly discontinuous solutions. This leads to the present enriched space–time (EST) method. Numerical examples of fluid–structure interaction show the eligibility of the developed numerical approach in order to describe the behavior of such coupled systems. The test cases demonstrate the application of the proposed technique to problems where mesh moving strategies often fail. Copyright © 2007 John Wiley & Sons, Ltd.     

Implicit characteristic Galerkin method for convection–diffusion equations

This paper presents a characteristic Galerkin finite element method with an implicit algorithm for solving multidimensional, time‐dependent convection–diffusion equations. The method is formulated on the basis of the combination of both the precise and the implicit numerical integration procedures aiming to reference particles. The precise integration procedure with a 2^N algorithm is taken as a tool to determine the material (Lagrangian) derivative of the convective function in the operator splitting procedure. The stability analysis of the algorithm and numerical results illustrate good performance of the present method in stability and accuracy. Copyright © 2000 John Wiley & Sons, Ltd.     

Extended space–time finite elements for landslide dynamics

The paper introduces a methodology for numerical simulation of landslides experiencing considerable deformations and topological changes. Within an interface capturing approach, all interfaces are implicitly described by specifically defined level‐set functions allowing arbitrarily evolving complex topologies. The transient interface evolution is obtained by solving the level‐set equation driven by the physical velocity field for all three level‐set functions in a block Jacobi approach. The three boundary‐coupled fluid‐like continua involved are modeled as incompressible, governed by a generalized non‐Newtonian material law taking into account capillary pressure at moving fluid–fluid interfaces. The weighted residual formulation of the level‐set equations and the fluid equations is discretized with finite elements in space and time using velocity and pressure as unknown variables. Non‐smooth solution characteristics are represented by enriched approximations to fluid velocity (weak discontinuity) and fluid pressure (strong discontinuity). Special attention is given to the construction of enriched approximations for elements containing evolving triple junctions. Numerical examples of three‐fluid tank sloshing and air–water‐liquefied soil landslides demonstrate the potential and applicability of the method in geotechnical investigations. Copyright © 2012 John Wiley & Sons, Ltd.     

Global space–time multiquadric method for inverse heat conduction problem

In this paper, a radial basis collocation method (RBCM) based on the global space–time multiquadric (MQ) is proposed to solve the inverse heat conduction problem (IHCP). The global MQ is simply constructed by incorporating time dimension into the MQ function as a new variable in radial coordinate. The method approximates the IHCP as an over‐determined linear system with the use of two sets of collocation points: one is satisfied with the governing equation and another is for the given conditions. The least‐square technique is introduced to find the solution of the over‐determined linear system. The present work investigates two types of the ill‐posed heat conduction problems: the IHCP to recover the surface temperature and heat flux history on a source point from the measurement data at interior locations, and the backward heat conduction problem (BHCP) to retrieve the initial temperature distribution from the known temperature distribution at a given time. Numerical results of four benchmark examples show that the proposed method can provide accurate and stable numerical solutions for one‐dimensional and two‐dimensional IHCP problems. The sensitivity of the method with respect to the measured data, location of measurement, time step, shape parameter and scaling factor is also investigated. Copyright © 2010 John Wiley & Sons, Ltd.     

Implementation of an exact finite reduction scheme for steady‐state reaction‐diffusion equations

In this paper we propose the numerical solution of a steady‐state reaction‐diffusion problem by means of application of a non‐local Lyapunov–Schmidt type reduction originally devised for field theory. A numerical algorithm is developed on the basis of the discretization of the differential operator by means of simple finite differences. The eigendecomposition of the resulting matrix is used to implement a discrete version of the reduction process. By the new algorithm the problem is decomposed into two coupled subproblems of different dimensions. A large subproblem is solved by means of a fixed point iteration completely controlled by the features of the original equation, and a second problem, with dimensions that can be made much smaller than the former, which inherits most of the non‐linear difficulties of the original system. The advantage of this approach is that sophisticated linearization strategies can be used to solve this small non‐linear system, at the expense of a partial eigendecomposition of the discretized linear differential operator. The proposed scheme is used for the solution of a simple non‐linear one‐dimensional problem. The applicability of the procedure is tested and experimental convergence estimates are consolidated. Numerical results are used to show the performance of the new algorithm. Copyright © 2006 John Wiley & Sons, Ltd.     

A space–time discontinuous Galerkin method for the solution of the wave equation in the time domain

In recent years, the focus of research in the field of computational acoustics has shifted to the medium frequency regime and multiscale wave propagation. This has led to the development of new concepts including the discontinuous enrichment method. Its basic principle is the incorporation of features of the governing partial differential equation in the approximation. In this contribution, this concept is adapted for the simulation of transient problems governed by the wave equation. We present a space–time discontinuous Galerkin method with Lagrange multipliers, where the shape approximation in space and time is based on solutions of the homogeneous wave equation. The use of hierarchical wave‐like basis functions is enabled by means of a variational formulation that allows for discontinuities in both the spatial and the temporal discretizations. Numerical examples in one space dimension demonstrate the outstanding performance of the proposed method compared with conventional space–time finite element methods. Copyright © 2008 John Wiley & Sons, Ltd.