Multidimensional Homeier's generalized class and its application to planar 1D Bratu problem

[EN] In this paper, a parametric family of iterative methods for solving nonlinear systems, including Homeier’s scheme is presented, proving its third-order of convergence. The numerical section is devoted to obtain an estimation of the solution of the classical Bratu problem by transforming it in a nonlinear system by using finite differences, and solving it with different elements of the iterative family.This research was supported by Ministerio de Economía y Competitividad MTM2014-52016-C02-02.Cordero Barbero, A.; Franqués García, AM.; Torregrosa Sánchez, JR. (2015). Multidimensional Homeier's generalized class and its application to planar 1D Bratu problem. Journal of the Spanish Society of Applied Mathematics. 70(1):1-10. https://doi.org/10.1007/s40324-015-0037-xS110701Abad, M. F., Cordero, A., Torregrosa, J. R.: Fourth-and fifth-order for solving nonlinear systems of equations: an application to the global positioning system, Abstr. Appl. Anal. (2013) (Article ID 586708)Andreu, C., Cambil, N., Cordero, A., Torregrosa, J.R.: Preliminary orbit determination of artificial satellites: a vectorial sixth-order approach, Abstr. Appl. Anal. (2013) (Article ID 960582)Awawdeh, F.: On new iterative method for solving systems of nonlinear equations. Numer. Algorithms 54, 395–409 (2010)Boyd, J.P.: One-point pseudospectral collocation for the one-dimensional Bratu equation. Appl. Math. Comput. 217, 5553–5565 (2011)Bratu, G.: Sur les equation integrals non-lineaires. Bull. Math. Soc. France 42, 113–142 (1914)Buckmire, R.: Applications of Mickens finite differences to several related boundary value problems. In: Mickens, R.E. (ed.) Advances in the Applications of Nonstandard Finite Difference Schemes, pp. 47–87. World Scientific Publishing, Singapore (2005)Cordero, A., Hueso, J.L., Martínez, E., Torregrosa, J.R.: A modified Newton-Jarratt’s composition. Numer. Algorithms 55, 87–99 (2010)Gelfand, I.M.: Some problems in the theory of quasi-linear equations. Trans. Am. Math. Soc. Ser. 2, 295–381 (1963)Homeier, H.H.H.: On Newton-tyoe methods with cubic convergence. J. Comput. Appl. Math. 176, 425–432 (2005)Jacobsen, J., Schmitt, K.: The Liouville-Bratu-Gelfand problem for radial operators. J. Differ. Equ. 184, 283–298 (2002)Jalilian, R.: Non-polynomial spline method for solving Bratu’s problem. Comput. Phys. Comm. 181, 1868–1872 (2010)Kanwar, V., Kumar, S., Behl, R.: Several new families of Jarratts method for solving systems of nonlinear equations. Appl. Appl. Math. 8(2), 701–716 (2013)Mohsen, A.: A simple solution of the Bratu problem. Comput. Math. with Appl. 67, 26–33 (2014)Petković, M., Neta, B., Petković, L., Džunić, J.: Multipoint Methods for Solving Nonlinear Equations. Academic Press, Amsterdam (2013)Sharma, J.R., Guna, R.K., Sharma, R.: An efficient fourth order weighted-Newton method for systems of nonlinear equations. Numer. Algorithms 62, 307–323 (2013)Sharma, J.R., Arora, H.: On efficient weighted-Newton methods for solving systems of nonlinear equations. Appl. Math. Comput. 222, 497–506 (2013)Traub, J.F.: Iterative Methods for the Solution of Equations. Chelsea Publishing Company, New York (1982)Wan, Y.Q., Guo, Q., Pan, N.: Thermo-electro-hydrodynamic model for electrospinning process. Int. J. Nonlinear Sci. Numer. Simul. 5, 5–8 (2004

Numerical solutions of matrix differential models using higher-order matrix splines

The final publication is available at http://link.springer.com/article/10.1007%2Fs00009-011-0159-zThis paper deals with the construction of approximate solution of first-order matrix linear differential equations using higher-order matrix splines. An estimation of the approximation error, an algorithm for its implementation and some illustrative examples are included. © 2011 Springer Basel AG.Defez Candel, E.; Hervás Jorge, A.; Ibáñez González, JJ.; Tung, MM. (2012). Numerical solutions of matrix differential models using higher-order matrix splines. Mediterranean Journal of Mathematics. 9(4):865-882. doi:10.1007/s00009-011-0159-zS86588294Al-Said E.A., Noor M.A.: Cubic splines method for a system of third-order boundary value problems. Appl. Math. Comput. 142, 195–204 (2003)Ascher U., Mattheij R., Russell R.: Numerical solutions of boundary value problems for ordinary differential equations. Prentice Hall, New Jersey, USA (1988)Barnett S.: Matrices in Control Theory. Van Nostrand, Reinhold (1971)Blanes S., Casas F., Oteo J.A., Ros J.: Magnus and Fer expansion for matrix differential equations: the convergence problem. J. Phys. Appl. 31, 259–268 (1998)Boggs P.T.: The solution of nonlinear systems of equations by a-stable integration techniques. SIAM J. Numer. Anal. 8(4), 767–785 (1971)Defez E., Hervás A., Law A., Villanueva-Oller J., Villanueva R.: Matrixcubic splines for progressive transmission of images. J. Math. Imaging Vision 17(1), 41–53 (2002)Defez E., Soler L., Hervás A., Santamaría C.: Numerical solutions of matrix differential models using cubic matrix splines. Comput. Math. Appl. 50, 693–699 (2005)Defez E., Soler L., Hervás A., Tung M.M.: Numerical solutions of matrix differential models using cubic matrix splines II. Mathematical and Computer Modelling 46, 657–669 (2007)Mazzia F., Trigiante A.S., Trigiante A.S.: B-spline linear multistep methods and their conitinuous extensions. SIAM J. Numer. Anal. 44(5), 1954–1973 (2006)Faddeyev L.D.: The inverse problem in the quantum theory of scattering. J. Math. Physics 4(1), 72–104 (1963)Flett, T.M.: Differential Analysis. Cambridge University Press (1980)Golub G.H., Loan C.F.V.: Matrix Computations, second edn. The Johns Hopkins University Press, Baltimore, MD, USA (1989)Graham A.: Kronecker products and matrix calculus with applications. John Wiley & Sons, New York, USA (1981)Jódar L., Cortés J.C.: Rational matrix approximation with a priori error bounds for non-symmetric matrix riccati equations with analytic coefficients. IMA J. Numer. Anal. 18(4), 545–561 (1998)Jódar L., Cortés J.C., Morera J.L.: Construction and computation of variable coefficient sylvester differential problems. Computers Maths. Appl. 32(8), 41–50 (1996)Jódar, L., Ponsoda, E.: Continuous numerical solutions and error bounds for matrix differential equations. In: Int. Proc. First Int. Colloq. Num. Anal., pp. 73–88. VSP, Utrecht, The Netherlands (1993)Jódar L., Ponsoda E.: Non-autonomous riccati-type matrix differential equations: Existence interval, construction of continuous numerical solutions and error bounds. IMA J. Numer. Anal. 15(1), 61–74 (1995)Loscalzo F.R., Talbot T.D.: Spline function approximations for solutions of ordinary differential equations. SIAM J. Numer. Anal. 4(3), 433–445 (1967)Marzulli P.: Global error estimates for the standard parallel shooting method. J. Comput. Appl. Math. 34, 233–241 (1991)Micula G., Revnic A.: An implicit numerical spline method for systems for ode’s. Appl. Math. Comput. 111, 121–132 (2000)Reid, W.T.: Riccati Differential Equations. Academic Press (1972)Rektorys, K.: The method of discretization in time and partial differential equations. D. Reidel Pub. Co., Dordrecht (1982)Scott, M.: Invariant imbedding and its Applications to Ordinary Differential Equations. Addison-Wesley (1973

Multi-scale problems: an improved non-intrusive algorithm that enhances FEA platforms with the generalized finite element method; An improved preconditioned conjugate gradient solver for hierarchical generalized finite element systems of equations

The finite element method (FEM) discretizes an object of interest, say a cube, and solves for its dis placement and stress under a certain loading. The FEM is used by many commercial softwares. The generalized FEM (GFEM) adds information in the solution process that improves the displacement and stress results, and is not fully available in commercial software, but in third-party software. A GFEM method that transfers small scale information to larger scales is called GFEM global-local (GFEM gl ). The process of adding GFEM gl functionality to commercial software without modifying the commercial software is called a non-intrusive algorithm. This thesis presents a new non-intrusive algorithm, the hierarchical non-intrusive algorithm (HNA), that allows the combination of powerful FEM softwares with current and future state-of-the-art GFEM gl software, allowing the user to enjoy the capabilities of each software. The HNA is better than previous non-intrusive methods because it is faster, uses less memory, and is easy to use. In this thesis, the HNA is outlined and its accuracy is verified. It can be used to improve the simulation of vehicles flying at hyper-sonic speeds, greater than five times the speed of sound. A procedure that reduces the negative effects of machine precision (condition number) in solving GFEM gl systems of equations is called the Stable GFEM gl (SGFEM gl ). This thesis presents results on the ability of SGFEM gl to not only reduce the condition number, but improve solution accuracy over GFEM gl . The reduced conditioning from SGFEM gl systems of equations makes feasible iterative schemes that solve SGFEM gl linear system of equations. The reduced memory requirements of iterative solvers over direct solvers, combined with improved speed, make larger-scale simulations possible. An iterative solver called the preconditioned conjugate gradient method is investigated within this context, and a preconditioner is proposed for the method. This thesis shows that its proposed iterative solver is faster than previous iterative solvers. The proposed iterative solver is also shown to be faster than a sparse direct solver

A Parallel Implementation of the Newton's Method in Solving Steady State Navier-Stokes Equations for Hypersonic Viscous Flows. alpha-GMRES: A New Parallelisable Iterative Solver for Large Sparse Non-Symmetric Linear Systems

The motivation for this thesis is to develop a parallelizable fully implicit numerical Navier-Stokes solver for hypersonic viscous flows. The existence of strong shock waves, thin shear layers and strong flow interactions in hypersonic viscous flows requires the use of a high order high resolution scheme for the discretisation of the Navier-Stokes equations in order to achieve an accurate numerical simulation. However, high order high resolution schemes usually involve a more complicated formulation and thus longer computation time as compared to the simpler central differencing scheme. Therefore, the acceleration of the convergence of high order high resolution schemes becomes an increasingly important issue. For steady state solutions of the Navier-Stokes equations a time dependent approach is usually followed using the unsteady governing equations, which can be discretised in time by an explicit or an implicit method. Using an implicit method, unconditional stability can be achieved and as the time step approaches infinity the method approaches the Newton's method, which is equivalent to directly applying the Newton's method for solving the N-dimensional non-linear algebraic system arising from the spatial discretisation of the steady governing equations in the global flowfield. The quadratic convergence may be achieved by using the Newton's method. However one main drawback of the Newton's method is that it is memory intensive, since the Jacobian matrix of the non-linear algebraic system generally needs to be stored. Therefore it is necessary to use a parallel computing environment in order to tackle substantial problems. In the thesis the hypersonic laminar flow over a sharp cone at high angle of attack provides test cases. The flow is adequately modelled by the steady state locally conical Navier-Stokes (LCNS) equations. A structured grid is used since otherwise there are difficulties in generating the unstructured Jacobian matrix. A conservative cell centred finite volume formulation is used for the spatial discretisation. The schemes used for evaluating the fluxes on the cell boundaries are Osher's flux difference splitting scheme, which has continuous first partial derivatives, together with the third order MUSCL (Monotone Upwind Schemes for Conservation Law) scheme for the convective fluxes and the second order central difference scheme for the diffusive fluxes. In developing the Newton's method a simplified approximate procedure has been proposed for the generation of the numerically approximate Jacobian matrix that speeds up the computation and reduces the extent of cells in which the discretised physical state variables need to be used in generating the matrix element. For solving the large sparse non- symmetric linear system in each Newton's iterative step the ?-GMRES linear solver has been developed, which is a robust and efficient scheme in sequential computation. Since the linear solver is designed for generality it is hoped to apply the method for solving similar large sparse non-symmetric linear systems that may occur in other research areas. Writing code for this linear solver is also found to be easy. The parallel computation assigns the computational task of the global domain to multiple processors. It is based on a new decomposition method for the Nth order Jacobian matrix, in which each processor stores the non-zero elements in a certain number of columns of the matrix. The data is stored without overlap and it provides the main storage of the present algorithm. Corresponding to the matrix decomposition method any N-dimensional vector decomposition can be carried out. From the parallel computation point of view, the new procedure for the generation of the numerically approximate Jacobian matrix decreases the memory required in each processor. The alpha-GMRES linear solver is also parallelizable without any sequential bottle-neck, and has a high parallel efficiency. This linear solver plays a key role in the parallelization of an implicit numerical algorithm. The overall numerical algorithm has been implemented in both sequential and parallel computers using both the sequential algorithm version and its parallel counterpart respectively. Since the parallel numerical algorithm is on the global domain and does not change any solution procedure compared with its sequential counterpart, the convergence and the accuracy are maintained compared with the implementation on a single sequential computer. The computers used are IBM RISC system/6000 320H workstation and a Meiko Computer Surface, composed of T800 transputers

On the Mathematical and Geometrical Structure of the Determining Equations for Shear Waves in Nonlinear Isotropic Incompressible Elastodynamics

Using the theory of $1+1$ hyperbolic systems we put in perspective the mathematical and geometrical structure of the celebrated circularly polarized waves solutions for isotropic hyperelastic materials determined by Carroll in Acta Mechanica 3 (1967) 167--181. We show that a natural generalization of this class of solutions yields an infinite family of \emph{linear} solutions for the equations of isotropic elastodynamics. Moreover, we determine a huge class of hyperbolic partial differential equations having the same property of the shear wave system. Restricting the attention to the usual first order asymptotic approximation of the equations determining transverse waves we provide the complete integration of this system using generalized symmetries.Comment: 19 page

Is general relativity `essentially understood' ?

The content of Einstein's theory of gravitation is encoded in the properties of the solutions to his field equations. There has been obtained a wealth of information about these solutions in the ninety years the theory has been around. It led to the prediction and the observation of physical phenomena which confirm the important role of general relativity in physics. The understanding of the domain of highly dynamical, strong field configurations is, however, still quite limited. The gravitational wave experiments are likely to provide soon observational data on phenomena which are not accessible by other means. Further theoretical progress will require, however, new methods for the analysis and the numerical calculation of the solutions to Einstein's field equations on large scales and under general assumptions. We discuss some of the problems involved, describe the status of the field and recent results, and point out some open problems.Comment: Extended version of a talk which was to be delivered at the DPG Fruehjahrstagung in Berlin, 5 March 200