A One Step Method for the Solution of General Second Order Ordinary Differential Equations

In this paper, an implicit one step method for the numerical solution of second order initial value problems of ordinary differential equations has been developed by collocation and interpolation technique. The introduction of an o step point guaranteed the zero stability and consistency of the method. The implicit method developed was implemented as a block which gave simultaneous solutions, as well as their rst derivatives, at both o step and the step point. A comparison of our method to the predictor-corrector method after solving some sample problems reveals that our method performs better

Feedback Stabilization Methods for the Numerical Solution of Systems of Ordinary Differential Equations

In this work we study the problem of step size selection for numerical schemes, which guarantees that the numerical solution presents the same qualitative behavior as the original system of ordinary differential equations, by means of tools from nonlinear control theory. Lyapunov-based and Small-Gain feedback stabilization methods are exploited and numerous illustrating applications are presented for systems with a globally asymptotically stable equilibrium point. The obtained results can be used for the control of the global discretization error as well.Comment: 33 pages, 9 figures. Submitted for possible publication to BIT Numerical Mathematic

Solving General Second Order Ordinary Differential Equations by a One-Step Hybrid Collocation Method

A one-step hybrid method is developed for the numerical approximation of second order initial value problems of ordinary differential equations by interpolation and collocation at nonstop and step points respectively. The method is zero stable and consistent with very small error term. Numerical experiment of the method on sample problem shows that the method is more efficient and accurate than the results obtained from our earlier methods

A Hybrid Godunov Method for Radiation Hydrodynamics

From a mathematical perspective, radiation hydrodynamics can be thought of as a system of hyperbolic balance laws with dual multiscale behavior (multiscale behavior associated with the hyperbolic wave speeds as well as multiscale behavior associated with source term relaxation). With this outlook in mind, this paper presents a hybrid Godunov method for one-dimensional radiation hydrodynamics that is uniformly well behaved from the photon free streaming (hyperbolic) limit through the weak equilibrium diffusion (parabolic) limit and to the strong equilibrium diffusion (hyperbolic) limit. Moreover, one finds that the technique preserves certain asymptotic limits. The method incorporates a backward Euler upwinding scheme for the radiation energy density and flux as well as a modified Godunov scheme for the material density, momentum density, and energy density. The backward Euler upwinding scheme is first-order accurate and uses an implicit HLLE flux function to temporally advance the radiation components according to the material flow scale. The modified Godunov scheme is second-order accurate and directly couples stiff source term effects to the hyperbolic structure of the system of balance laws. This Godunov technique is composed of a predictor step that is based on Duhamel's principle and a corrector step that is based on Picard iteration. The Godunov scheme is explicit on the material flow scale but is unsplit and fully couples matter and radiation without invoking a diffusion-type approximation for radiation hydrodynamics. This technique derives from earlier work by Miniati & Colella 2007. Numerical tests demonstrate that the method is stable, robust, and accurate across various parameter regimes.Comment: accepted for publication in Journal of Computational Physics; 61 pages, 15 figures, 11 table

A HYBRID METHOD FOR STIFF REACTION-DIFFUSION EQUATIONS.

The second-order implicit integration factor method (IIF2) is effective at solving stiff reaction-diffusion equations owing to its nice stability condition. IIF has previously been applied primarily to systems in which the reaction contained no explicitly time-dependent terms and the boundary conditions were homogeneous. If applied to a system with explicitly time-dependent reaction terms, we find that IIF2 requires prohibitively small time-steps, that are relative to the square of spatial grid sizes, to attain its theoretical second-order temporal accuracy. Although the second-order implicit exponential time differencing (iETD2) method can accurately handle explicitly time-dependent reactions, it is more computationally expensive than IIF2. In this paper, we develop a hybrid approach that combines the advantages of both methods, applying IIF2 to reaction terms that are not explicitly time-dependent and applying iETD2 to those which are. The second-order hybrid IIF-ETD method (hIFE2) inherits the lower complexity of IIF2 and the ability to remain second-order accurate in time for large time-steps from iETD2. Also, it inherits the unconditional stability from IIF2 and iETD2 methods for dealing with the stiffness in reaction-diffusion systems. Through a transformation, hIFE2 can handle nonhomogeneous boundary conditions accurately and efficiently. In addition, this approach can be naturally combined with the compact and array representations of IIF and ETD for systems in higher spatial dimensions. Various numerical simulations containing linear and nonlinear reactions are presented to demonstrate the superior stability, accuracy, and efficiency of the new hIFE method

Asymptotic preserving Implicit-Explicit Runge-Kutta methods for non linear kinetic equations

We discuss Implicit-Explicit (IMEX) Runge Kutta methods which are particularly adapted to stiff kinetic equations of Boltzmann type. We consider both the case of easy invertible collision operators and the challenging case of Boltzmann collision operators. We give sufficient conditions in order that such methods are asymptotic preserving and asymptotically accurate. Their monotonicity properties are also studied. In the case of the Boltzmann operator, the methods are based on the introduction of a penalization technique for the collision integral. This reformulation of the collision operator permits to construct penalized IMEX schemes which work uniformly for a wide range of relaxation times avoiding the expensive implicit resolution of the collision operator. Finally we show some numerical results which confirm the theoretical analysis