4,610 research outputs found

    Method of lines transpose: High order L-stable O(N) schemes for parabolic equations using successive convolution

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    We present a new solver for nonlinear parabolic problems that is L-stable and achieves high order accuracy in space and time. The solver is built by first constructing a single-dimensional heat equation solver that uses fast O(N) convolution. This fundamental solver has arbitrary order of accuracy in space, and is based on the use of the Green's function to invert a modified Helmholtz equation. Higher orders of accuracy in time are then constructed through a novel technique known as successive convolution (or resolvent expansions). These resolvent expansions facilitate our proofs of stability and convergence, and permit us to construct schemes that have provable stiff decay. The multi-dimensional solver is built by repeated application of dimensionally split independent fundamental solvers. Finally, we solve nonlinear parabolic problems by using the integrating factor method, where we apply the basic scheme to invert linear terms (that look like a heat equation), and make use of Hermite-Birkhoff interpolants to integrate the remaining nonlinear terms. Our solver is applied to several linear and nonlinear equations including heat, Allen-Cahn, and the Fitzhugh-Nagumo system of equations in one and two dimensions

    Recovery of a space-dependent vector source in thermoelastic systems

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    In this contribution, an inverse problem of determining a space-dependent vector source in a thermoelastic system of type-I, type-II and type-III is studied using information from a supplementary measurement at a fixed time. These thermoelastic systems consist of two equations that are coupled: a parabolic equation for the temperature [GRAPHICS] and a vectorial hyperbolic equation for the displacement [GRAPHICS] . In this latter one, the source is unknown, but solely space dependent. A spacewise-dependent additional measurement at the final time ensures that the inverse problem corresponding with each type of thermoelasticity has a unique solution when a damping term [GRAPHICS] (with [GRAPHICS] componentwise strictly monotone increasing) is present in the hyperbolic equation. Despite the ill-posed nature of these inverse problems, a stable iterative algorithm is proposed to recover the unknown source in the case that [GRAPHICS] is also linear. This method is based on a sequence of well-posed direct problems, which are numerically solved at each iteration, step by step, using the finite element method. The instability of the inverse source problem is overcome by stopping the iterations at the first iteration for which the discrepancy principle is satisfied. Numerical results support the theoretically obtained results

    A moving mesh method for one-dimensional hyperbolic conservation laws

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    We develop an adaptive method for solving one-dimensional systems of hyperbolic conservation laws that employs a high resolution Godunov-type scheme for the physical equations, in conjunction with a moving mesh PDE governing the motion of the spatial grid points. Many other moving mesh methods developed to solve hyperbolic problems use a fully implicit discretization for the coupled solution-mesh equations, and so suffer from a significant degree of numerical stiffness. We employ a semi-implicit approach that couples the moving mesh equation to an efficient, explicit solver for the physical PDE, with the resulting scheme behaving in practice as a two-step predictor-corrector method. In comparison with computations on a fixed, uniform mesh, our method exhibits more accurate resolution of discontinuities for a similar level of computational work

    An efficient nonlinear iteration scheme for nonlinear parabolic–hyperbolic system

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    AbstractA nonlinear iteration method named the Picard–Newton iteration is studied for a two-dimensional nonlinear coupled parabolic–hyperbolic system. It serves as an efficient method to solve a nonlinear discrete scheme with second spatial and temporal accuracy. The nonlinear iteration scheme is constructed with a linearization–discretization approach through discretizing the linearized systems of the original nonlinear partial differential equations. It can be viewed as an improved Picard iteration, and can accelerate convergence over the standard Picard iteration. Moreover, the discretization with second-order accuracy in both spatial and temporal variants is introduced to get the Picard–Newton iteration scheme. By using the energy estimate and inductive hypothesis reasoning, the difficulties arising from the nonlinearity and the coupling of different equation types are overcome. It follows that the rigorous theoretical analysis on the approximation of the solution of the Picard–Newton iteration scheme to the solution of the original continuous problem is obtained, which is different from the traditional error estimate that usually estimates the error between the solution of the nonlinear discrete scheme and the solution of the original problem. Moreover, such approximation is independent of the iteration number. Numerical experiments verify the theoretical result, and show that the Picard–Newton iteration scheme with second-order spatial and temporal accuracy is more accurate and efficient than that of first-order temporal accuracy

    Numerical computation of transonic flows by finite-element and finite-difference methods

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    Studies on applications of the finite element approach to transonic flow calculations are reported. Different discretization techniques of the differential equations and boundary conditions are compared. Finite element analogs of Murman's mixed type finite difference operators for small disturbance formulations were constructed and the time dependent approach (using finite differences in time and finite elements in space) was examined

    An almost symmetric Strang splitting scheme for nonlinear evolution equations

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    In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow can not be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of interest in applications as it allows us to apply splitting methods to a wider class of problems from the sciences. However, in the situation described the classic Strang splitting scheme, while still a method of second order, is not longer symmetric. This, in turn, implies that the construction of higher order methods by composition is limited to order three only. To remedy this situation, based on previous work in the context of ordinary differential equations, we construct a class of Strang splitting schemes that are symmetric up to a desired order. We show rigorously that, under suitable assumptions on the nonlinearity, these methods are of second order and can then be used to construct higher order methods by composition. In addition, we illustrate the theoretical results by conducting numerical experiments for the Brusselator system and the KdV equation
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