A multigrid continuation method for elliptic problems with folds

We introduce a new multigrid continuation method for computing solutions of nonlinear elliptic eigenvalue problems which contain limit points (also called turning points or folds). Our method combines the frozen tau technique of Brandt with pseudo-arc length continuation and correction of the parameter on the coarsest grid. This produces considerable storage savings over direct continuation methods,as well as better initial coarse grid approximations, and avoids complicated algorithms for determining the parameter on finer grids. We provide numerical results for second, fourth and sixth order approximations to the two-parameter, two-dimensional stationary reaction-diffusion problem: Δu+λ exp(u/(1+au)) = 0. For the higher order interpolations we use bicubic and biquintic splines. The convergence rate is observed to be independent of the occurrence of limit points

Immersed Boundary Smooth Extension: A high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order numerical method which we call the Immersed Boundary Smooth Extension (IBSE) method. The IBSE method achieves high-order accuracy by smoothly extending the unknown solution of the PDE from a given smooth domain to a larger computational domain, enabling the use of simple Cartesian-grid discretizations (e.g. Fourier spectral methods). The method preserves much of the flexibility and robustness of the original IB method. In particular, it requires minimal geometric information to describe the boundary and relies only on convolution with regularized delta-functions to communicate information between the computational grid and the boundary. We present a fast algorithm for solving elliptic equations, which forms the basis for simple, high-order implicit-time methods for parabolic PDE and implicit-explicit methods for related nonlinear PDE. We apply the IBSE method to solve the Poisson, heat, Burgers', and Fitzhugh-Nagumo equations, and demonstrate fourth-order pointwise convergence for Dirichlet problems and third-order pointwise convergence for Neumann problems

A study of the application of singular perturbation theory

A hierarchical real time algorithm for optimal three dimensional control of aircraft is described. Systematic methods are developed for real time computation of nonlinear feedback controls by means of singular perturbation theory. The results are applied to a six state, three control variable, point mass model of an F-4 aircraft. Nonlinear feedback laws are presented for computing the optimal control of throttle, bank angle, and angle of attack. Real Time capability is assessed on a TI 9900 microcomputer. The breakdown of the singular perturbation approximation near the terminal point is examined Continuation methods are examined to obtain exact optimal trajectories starting from the singular perturbation solutions

Computation of periodic solution bifurcations in ODEs using bordered systems

We consider numerical methods for the computation and continuation of the three generic secondary periodic solution bifurcations in autonomous ODEs, namely the fold, the period-doubling (or flip) bifurcation, and the torus (or Neimark–Sacker) bifurcation. In the fold and flip cases we append one scalar equation to the standard periodic BVP that defines the periodic solution; in the torus case four scalar equations are appended. Evaluation of these scalar equations and their derivatives requires the solution of linear BVPs, whose sparsity structure (after discretization) is identical to that of the linearization of the periodic BVP. Therefore the calculations can be done using existing numerical linear algebra techniques, such as those implemented in the software AUTO and COLSYS

Focusing Singularity in a Derivative Nonlinear Schr\"odinger Equation

We present a numerical study of a derivative nonlinear Schr\"odinger equation with a general power nonlinearity, $|\psi|^{2\sigma}\psi_x$. In the $L^2$-supercritical regime, $\sigma>1$, our simulations indicate that there is a finite time singularity. We obtain a precise description of the local structure of the solution in terms of blowup rate and asymptotic profile, in a form similar to that of the nonlinear Schr\"odinger equation with supercritical power law nonlinearity.Comment: 24 pages, 17 figure

Automating embedded analysis capabilities and managing software complexity in multiphysics simulation part I: template-based generic programming

An approach for incorporating embedded simulation and analysis capabilities in complex simulation codes through template-based generic programming is presented. This approach relies on templating and operator overloading within the C++ language to transform a given calculation into one that can compute a variety of additional quantities that are necessary for many state-of-the-art simulation and analysis algorithms. An approach for incorporating these ideas into complex simulation codes through general graph-based assembly is also presented. These ideas have been implemented within a set of packages in the Trilinos framework and are demonstrated on a simple problem from chemical engineering