High-Order Numerical Solution of Second-Order One-Dimensional Hyperbolic Telegraph Equation Using a Shifted Gegenbauer Pseudospectral Method

We present a high-order shifted Gegenbauer pseudospectral method (SGPM) to solve numerically the second-order one-dimensional hyperbolic telegraph equation provided with some initial and Dirichlet boundary conditions. The framework of the numerical scheme involves the recast of the problem into its integral formulation followed by its discretization into a system of well-conditioned linear algebraic equations. The integral operators are numerically approximated using some novel shifted Gegenbauer operational matrices of integration. We derive the error formula of the associated numerical quadratures. We also present a method to optimize the constructed operational matrix of integration by minimizing the associated quadrature error in some optimality sense. We study the error bounds and convergence of the optimal shifted Gegenbauer operational matrix of integration. Moreover, we construct the relation between the operational matrices of integration of the shifted Gegenbauer polynomials and standard Gegenbauer polynomials. We derive the global collocation matrix of the SGPM, and construct an efficient computational algorithm for the solution of the collocation equations. We present a study on the computational cost of the developed computational algorithm, and a rigorous convergence and error analysis of the introduced method. Four numerical test examples have been carried out in order to verify the effectiveness, the accuracy, and the exponential convergence of the method. The SGPM is a robust technique, which can be extended to solve a wide range of problems arising in numerous applications.Comment: 36 pages, articl

Fast Mesh Refinement in Pseudospectral Optimal Control

Mesh refinement in pseudospectral (PS) optimal control is embarrassingly easy --- simply increase the order $N$ of the Lagrange interpolating polynomial and the mathematics of convergence automates the distribution of the grid points. Unfortunately, as $N$ increases, the condition number of the resulting linear algebra increases as $N^2$; hence, spectral efficiency and accuracy are lost in practice. In this paper, we advance Birkhoff interpolation concepts over an arbitrary grid to generate well-conditioned PS optimal control discretizations. We show that the condition number increases only as $\sqrt{N}$ in general, but is independent of $N$ for the special case of one of the boundary points being fixed. Hence, spectral accuracy and efficiency are maintained as $N$ increases. The effectiveness of the resulting fast mesh refinement strategy is demonstrated by using \underline{polynomials of over a thousandth order} to solve a low-thrust, long-duration orbit transfer problem.Comment: 27 pages, 12 figures, JGCD April 201

Discontinuous collocation methods and gravitational self-force applications

Numerical simulations of extereme mass ratio inspirals, the mostimportant sources for the LISA detector, face several computational challenges. We present a new approach to evolving partial differential equations occurring in black hole perturbation theory and calculations of the self-force acting on point particles orbiting supermassive black holes. Such equations are distributionally sourced, and standard numerical methods, such as finite-difference or spectral methods, face difficulties associated with approximating discontinuous functions. However, in the self-force problem we typically have access to full a-priori information about the local structure of the discontinuity at the particle. Using this information, we show that high-order accuracy can be recovered by adding to the Lagrange interpolation formula a linear combination of certain jump amplitudes. We construct discontinuous spatial and temporal discretizations by operating on the corrected Lagrange formula. In a method-of-lines framework, this provides a simple and efficient method of solving time-dependent partial differential equations, without loss of accuracy near moving singularities or discontinuities. This method is well-suited for the problem of time-domain reconstruction of the metric perturbation via the Teukolsky or Regge-Wheeler-Zerilli formalisms. Parallel implementations on modern CPU and GPU architectures are discussed.Comment: 29 pages, 5 figure

High-Order, Stable, And Efficient Pseudospectral Method Using Barycentric Gegenbauer Quadratures

The work reported in this article presents a high-order, stable, and efficient Gegenbauer pseudospectral method to solve numerically a wide variety of mathematical models. The proposed numerical scheme exploits the stability and the well-conditioning of the numerical integration operators to produce well-conditioned systems of algebraic equations, which can be solved easily using standard algebraic system solvers. The core of the work lies in the derivation of novel and stable Gegenbauer quadratures based on the stable barycentric representation of Lagrange interpolating polynomials and the explicit barycentric weights for the Gegenbauer-Gauss (GG) points. A rigorous error and convergence analysis of the proposed quadratures is presented along with a detailed set of pseudocodes for the established computational algorithms. The proposed numerical scheme leads to a reduction in the computational cost and time complexity required for computing the numerical quadrature while sharing the same exponential order of accuracy achieved by Elgindy and Smith-Miles (2013). The bulk of the work includes three numerical test examples to assess the efficiency and accuracy of the numerical scheme. The present method provides a strong addition to the arsenal of numerical pseudospectral methods, and can be extended to solve a wide range of problems arising in numerous applications.Comment: 30 pages, 10 figures, 1 tabl

Optimal Control of a Parabolic Distributed Parameter System Using a Barycentric Shifted Gegenbauer Pseudospectral Method

In this paper, we introduce a novel pseudospectral method for the numerical solution of optimal control problems governed by a parabolic distributed parameter system. The infinite-dimensional optimal control problem is reduced into a finite-dimensional nonlinear programming problem through shifted Gegenbauer quadratures constructed using a stable barycentric representation of Lagrange interpolating polynomials and explicit barycentric weights for the shifted Gegenbauer-Gauss (SGG) points. A rigorous error analysis of the method is presented, and a numerical test example is given to show the accuracy and efficiency of the proposed pseudospectral method.Comment: 15 pages, 3 figure