An efficient analytical approach for solving fourth order boundary value problems

Based on the homotopy analysis method (HAM), an efficient approach is proposed for obtaining approximate series solutions to fourth order two-point boundary value problems. We apply the approach to a linear problem which involves a parameter c and cannot be solved by other analytical methods for large values of c, and obtain convergent series solutions which agree very well with the exact solution, no matter how large the value of c is. Consequently, we give an affirmative answer to the open problem proposed by Momani and Noor in 2007 [S. Momani, M.A. Noor, Numerical comparison of methods for solving a special fourth-order boundary value problem, Appl. Math. Comput. 191 (2007) 218-224]. We also apply the approach to a nonlinear problem, and obtain convergent series solutions which agree very well with the numerical solution given by the Runge-Kutta-Fehlberg 4-5 technique.     

A method for solving systems of non-linear differential equations with moving singularities

We present a method for solving a class of initial valued, coupled, non-linear differential equations with ‘moving singularities’ subject to some subsidiary conditions. We show that these types of singularities can be adequately treated by establishing certain ‘moving’ jump conditions across them. We show how a first integral of the differential equations, if available, can also be used for checking the accuracy of the numerical solution.     

A new kind of high-efficient and high-accurate P-stable Obrechkoff three-step method for periodic initial-value problems

In order to improve the efficiency and accuracy of the previous Obrechkoff method, in this paper we put forward a new kind of P-stable three-step Obrechkoff method of O(h¹⁰) for periodic initial-value problems. By using a new structure and an embedded high accurate first-order derivative formula, we can avoid time-consuming iterative calculation to obtain the high-order derivatives. By taking advantage of new trigonometrically-fitting scheme we can make both the main structure and the first-order derivative formula to be P-stable. We apply our new method to three periodic problems and compare it with the previous three Obrechkoff methods. Numerical results demonstrate that our new method is superior over the previous ones in accuracy, efficiency and stability.     

Trigonometrically-fitted method for a periodic initial value problem with two frequencies

A second-order differential equation whose solution is periodic with two frequencies has important applications in many scientific fields. Nevertheless, it may exhibit ‘periodic stiffness’ for most of the available linear multi-step methods. The phenomena are similar to the popular Stömer-Cowell class of linear multi-step methods for one-frequency problems. According to the stability theory laid down by Lambert, ‘periodic stiffness’ appears in a two-frequency problem because the production of the step-length and the bigger angular frequency lies outside the interval of periodicity. On the other hand, for a two-frequency problem, even with a small step-length, the error in the numerical solution afforded by a P-stable trigonometrically-fitted method with one frequency would be too large for practical applications. In this paper we demonstrate that the interval of periodicity and the local truncation error of a linear multi-step method for a two-frequency problem can be greatly improved by a new trigonometric-fitting technique. A trigonometrically-fitted Numerov method with two frequencies is proposed and has been verified to be P-stable with vanishing local truncation error for a two-frequency test problem. Numerical results demonstrated that the proposed trigonometrically-fitted Numerov method with two frequencies has significant advantages over other types of Numerov methods for solving the ‘periodic stiffness’ problem.     

Trigonometrically-fitted method with the Fourier frequency spectrum for undamped Duffing equation

With non-linearities, the frequency spectrum of an undamped Duffing oscillator should be composed of odd multiples of the driving frequency which can be interpreted as resonance driving terms. It is expected that the frequency spectrum of the corresponding numerical solution with high accurateness should contain nearly the same components. Hence, to contain these Fourier components and to calculate the amplitudes of these components in a more accurate and efficient way is the key to develop a new numerical method with high stability, accuracy and efficiency for the Duffing equation. To explore the possibility of using trigonometrically-fitting technique to build a numerical method with resonance spectrum, we design four types of Numerov methods, in which the first one is the traditional Numerov method, which contains no Fourier component, the second one contains only the first resonance term, the third one contains the first two resonance terms, and the last one contains the first three resonance terms, and apply them to the well-known undamped Duffing equation with Dooren's parameters. The numerical results demonstrate that the Numerov method fitted with the Fourier components is much more stable, accurate and efficient than the one with no Fourier component. The accuracy of the fitted method with the first three Fourier components can attain 10⁻⁹ for a remarkable range of step sizes, including nearly infinite, except individual small range of instability, which is much higher than the one of the traditional Numerov method, with eight orders for step size of π/2.011.     

Exponentially fitted symplectic integrators of RKN type for solving oscillatory problems

A class of explicit modified Runge-Kutta-Nyström (RKN) methods for the numerical integration of second-order IVPs with oscillatory solutions is presented. The symplecticness conditions and the exponential fitting conditions for this class of methods are derived. Based on this conditions, explicit modified RKN integrators with two and three stages per step which have algebraic orders two and four, respectively, are constructed. These new integrators preserve symplecticness when they are applied to Hamiltonian problems, and they integrate exactly differential systems whose solutions can be expressed as linear combinations of the set of functions {exp(λt),exp(−λt)}, λ∈C, or equivalently {sin(ωt),cos(ωt)} when λ=iω, ω∈R. We also analyze the stability properties of the new integrators, obtaining generalized periodicity regions for the classical second-order linear test model. The numerical experiments carried out show that the new methods are more efficient than other symplectic and exponentially fitted codes proposed in the scientific literature.     

Differential transform method for solving the linear and nonlinear Klein-Gordon equation

In this paper, we implemented relatively new, exact series method of solution known as the differential transform method for solving linear and nonlinear Klein-Gordon equation. Several illustrative examples are given to demonstrate the effectiveness of the present method.     

A Fortran code for null geodesic solutions in the Lema?̂tre-Tolman-Bondi spacetime

This paper describes the Fortran 77 code SIMU, version 1.1, designed for numerical simulations of observational relations along the past null geodesic in the Lema?̂tre-Tolman-Bondi (LTB) spacetime. SIMU aims at finding scale invariant solutions of the average density, but due to its full modularity it can be easily adapted to any application which requires LTB's null geodesic solutions. In version 1.1 the numerical output can be read by the GNUPLOT plotting package to produce a fully graphical output, although other plotting routines can be easily adapted. Details of the code's subroutines are discussed, and an example of its output is shown.     

Pseudospectral method based on prolate spheroidal wave functions for semiconductor nanodevice simulation

We solve Schrödinger's equation for semiconductor nanodevices by applying prolate spheroidal wave functions of order zero as basis functions in the pseudospectral method. When the functions involved in the problem are bandlimited, the prolate pseudospectral method outperforms the conventional pseudospectral methods based on trigonometric and orthogonal polynomials and related functions, asymptotically achieving similar accuracy using a factor of π/2 less unknowns than the latter. The prolate pseudospectral method also employs a more uniform spatial grid, achieving better resolution near the center of the domain.     

A trigonometrically-fitted one-step method with multi-derivative for the numerical solution to the one-dimensional Schrödinger equation

In this paper we present a new multi-derivative or Obrechkoff one-step method for the numerical solution to an one-dimensional Schrödinger equation. By using trigonometrically-fitting method (TFM), we overcome the traditional Obrechkoff one-step method (or called as the non-TFM) for its poor-accuracy in the resonant state. In order to demonstrate the excellent performance for the resonant state, we consider only the simplest TFM, of which the local truncation error (LTE) is of O(h⁷), a little higher than the one of the traditional Numerov method of O(h⁶), and only the first- and second-order derivatives of the potential function are needed. In the new method, in order to solve two unknowns, wave function and its first-order derivative, we use a pair of two symmetrically linear-independent one-step difference equations. By applying it to the well-known Woods-Saxon's potential problem, we find that the TFM can surpass the non-TFM by five orders for the highest resonant state, and surpass Numerov method by eight orders. On the other hand, because of the small error constant, the accuracy improvement to the ground state is also remarkable, and the numerical result obtained by TFM can be four to five orders higher than the one by Numerov method.     

A spectral algorithm for solving the relativistic Vlasov-Maxwell equations

A spectral method algorithm is developed for the numerical solution of the full six-dimensional Vlasov-Maxwell system of equations. Here, the focus is on the electron distribution function, with positive ions providing a constant background. The algorithm consists of a Jacobi polynomial-spherical harmonic formulation in velocity space and a trigonometric formulation in position space. A transform procedure is used to evaluate nonlinear terms. The algorithm is suitable for performing moderate resolution simulations on currently available supercomputers for both scientific and engineering applications.     

Numerical procedure for the determination of an unknown coefficients in parabolic equations

A numerical procedure for an inverse problem of determination of unknown coefficients in a class of parabolic differential equations is presented. The approach of the proposed method is to approximate unknown coefficients by a piecewise linear function whose coefficients are determined from the solution of minimization problem based on the overspecified data. Some numerical examples are presented.     

Fast LP method for the Schrödinger equation

The LP and CP methods are two versions of the piecewise perturbation methods to solve the Schrödinger equation. On each step the potential function is approximated by a constant (for CP) or by a linear function (for LP) and the deviation of the true potential from this approximation is treated by the perturbation theory.This paper is based on the idea that an LP algorithm can be made faster if expressed in a CP-like form. We obtain a version of order 12 whose two main ingredients are a new set of formulae for the computation of the zeroth-order solution which replaces the use of the Airy functions, and a convenient way of expressing the formulae for the perturbation corrections. Tests on a set of eigenvalue problems with a very big number of eigenvalues show that the proposed algorithm competes very well with a CP version of the same order and is by one order of magnitude faster than the LP algorithms existing in the literature. We also formulate a new technique for the step width adjustment and bring some new elements for a better understanding of the energy dependence of the error for the piecewise perturbation methods.     

Importance of the first-order derivative formula in the Obrechkoff method

In this paper we present a delicately designed numerical experiment to explore the relationship between the accuracy of the first-order derivative (FOD) formula and the one of the main structure in an Obrechkoff method. We choose three two-step P-stable Obrechkoff methods as the main structure, which are available from the previous published literature, their local truncation error (LTE(h)) ranging from to , and six FOD formulas, of which the former five ones have the similar structures and the sixth is the ‘exact’ value of the FOD, their LTE(h) arranged from to (we will use to represent the order of a LTE(h)), as the main ingredients for our numerical experiment. We survey the numerical results by integrating the Duffing equation without damping and compare them with the ‘exact’ solution, and find out how its numerical accuracy is affected by a FOD formula. The experiment shows that a high accurate FOD formula can greatly improve the numerical accuracy of an Obrechkoff method for a given main structure, and the error in the numerical solution decreases with the order of the LTE(h) of a FOD formula, only when the order of LTE(h) of the FOD formula is equal to or higher than the one of the main structure, the accuracy of the Obrechkoff method is no longer affected by the approximation of the FOD formula.     

Arbitrary high order finite-volume methods for electromagnetic wave propagation

Problems in electromagnetic wave propagation often require high accuracy approximations with low resolution computational grids. For non-stationary problems such schemes should possess the same approximation order in space and time. In the present article we propose for electromagnetic applications an explicit class of robust finite-volume (FV) schemes for the Maxwell equations. To achieve high accuracy we combine the FV method with the so-called ADER approach resulting in schemes which are arbitrary high order accurate in space and time. Numerical results and convergence investigations are shown for two and three-dimensional test cases on Cartesian grids, where the used FV-ADER schemes are up to 8th order accurate in both space and time.     

CANM, a program for numerical solution of a system of nonlinear equations using the continuous analog of Newton's method

A FORTRAN program is presented which solves a system of nonlinear simultaneous equations using the continuous analog of Newton's method (CANM). The user has the option of either to provide a subroutine which calculates the Jacobian matrix or allow the program to calculate it by a forward-difference approximation. Five iterative schemes using different algorithms of determining adaptive step size of the CANM process are implemented in the program.

Program summary

Title of program: CANMCatalogue number: ADSNProgram summary URL:http://cpc.cs.qub.ac.uk/summaries/ADSNProgram available from: CPC Program Library, Queen's University of Belfast, Northern IrelandLicensing provisions: noneComputer for which the program is designed and others on which it has been tested:Computers: IBM RS/6000 Model 320H, SGI Origin2000, SGI Octane, HP 9000/755, Intel Pentium IV PCInstallation: Department of Chemistry, University of Toronto, Toronto, CanadaOperating systems under which the program has been tested: IRIX64 6.1, 6.4 and 6.5, AIX 3.4, HP-UX 9.01, Linux 2.4.7Programming language used: FORTRAN 90Memory required to execute with typical data: depends on the number of nonlinear equations in a system. Test run requires 80 KBNo. of bits in distributed program including test data, etc.: 15283Distribution format: tar gz formatNo. of lines in distributed program, including test data, etc.: 1794Peripherals used: line printer, scratch disc storeExternal subprograms used: DGECO and DGESL [1]Keywords: nonlinear equations, Newton's method, continuous analog of Newton's method, continuous parameter, evolutionary differential equation, Euler's methodNature of physical problem: System of nonlinear simultaneous equations

     

Arbitrarily precise numerical solutions of the one-dimensional Schrödinger equation

In this paper, how to overcome the barrier for a finite difference method to obtain the numerical solutions of a one-dimensional Schrödinger equation defined on the infinite integration interval accurate than the computer precision is discussed. Five numerical examples of solutions with the error less than 10⁻⁵⁰ and 10⁻³⁰ for the bound and resonant state, respectively, obtained by the Obrechkoff one-step method implemented in the multi precision mode, which include the harmonic oscillator, the Pöschl-Teller potential, the Morse potential and the Woods-Saxon potential, demonstrate that the finite difference method can yield the eigenvalues of a complex potential with an arbitrarily desired precision within a reasonable efficiency.     

Tension spline approach for the numerical solution of nonlinear Klein-Gordon equation

The nonlinear Klein-Gordon equation describes a variety of physical phenomena such as dislocations, ferroelectric and ferromagnetic domain walls, DNA dynamics, and Josephson junctions. We derive approximate expressions for the dispersion relation of the nonlinear Klein-Gordon equation in the case of strong nonlinearities using a method based on the tension spline function and finite difference approximations. The resulting spline difference schemes are analyzed for local truncation error, stability and convergence. It has been shown that by suitably choosing the parameters, we can obtain two schemes of O(k²+k²h²+h²) and O(k²+k²h²+h⁴). In the end, some numerical examples are provided to demonstrate the effectiveness of the proposed schemes.     

P-stable linear symmetric multistep methods for periodic initial-value problems

In this paper we present a new kind of P-stable multistep methods for periodic initial-value problems. From the numerical results obtained by the new method to well-known periodic problems, show the superior efficiency, accuracy, stability of the method presented in this paper.