48,101 research outputs found
A multi-splitting method to solve 2D parabolic reaction-diffusion singularly perturbed systems
In this paper we design and analyze a numerical method to solve a type of reaction–diffusion 2D parabolic singularly perturbed systems. The method combines the central finite difference scheme on an appropriate piecewise uniform mesh of Shishkin type to discretize in space, and the fractional implicit Euler method together with a splitting by directions and components of the reaction–diffusion operator to integrate in time. We prove that the method is uniformly convergent of first order in time and almost second order in space. The use of this time integration technique has the advantage that only tridiagonal linear systems must be solved to obtain the numerical solution at each time step; because of this, our method provides a remarkable reduction of computational cost, in comparison with other implicit methods which have been previously proposed for the same type of problems. Full details of the uniform convergence are given only for systems with two equations; nevertheless, our ideas can be easily extended to systems with an arbitrary number of equations as it is shown in the numerical experiences performed. The numerical results show in practice the qualities of our proposal
What makes nonholonomic integrators work?
A nonholonomic system is a mechanical system with velocity constraints not
originating from position constraints; rolling without slipping is the typical
example. A nonholonomic integrator is a numerical method specifically designed
for nonholonomic systems. It has been observed numerically that many
nonholonomic integrators exhibit excellent long-time behaviour when applied to
various test problems. The excellent performance is often attributed to some
underlying discrete version of the Lagrange--d'Alembert principle. Instead, in
this paper, we give evidence that reversibility is behind the observed
behaviour. Indeed, we show that many standard nonholonomic test problems have
the structure of being foliated over reversible integrable systems. As most
nonholonomic integrators preserve the foliation and the reversible structure,
near conservation of the first integrals is a consequence of reversible KAM
theory. Therefore, to fully evaluate nonholonomic integrators one has to
consider also non-reversible nonholonomic systems. To this end we construct
perturbed test problems that are integrable but no longer reversible (with
respect to the standard reversibility map). Applying various nonholonomic
integrators from the literature to these problems we observe that no method
performs well on all problems. This further indicates that reversibility is the
main mechanism behind near conservation of first integrals for nonholonomic
integrators. A list of relevant open problems is given.Comment: 27 pages, 9 figure
Geometric Integration of Hamiltonian Systems Perturbed by Rayleigh Damping
Explicit and semi-explicit geometric integration schemes for dissipative
perturbations of Hamiltonian systems are analyzed. The dissipation is
characterized by a small parameter , and the schemes under study
preserve the symplectic structure in the case . In the case
the energy dissipation rate is shown to be asymptotically
correct by backward error analysis. Theoretical results on monotone decrease of
the modified Hamiltonian function for small enough step sizes are given.
Further, an analysis proving near conservation of relative equilibria for small
enough step sizes is conducted.
Numerical examples, verifying the analyses, are given for a planar pendulum
and an elastic 3--D pendulum. The results are superior in comparison with a
conventional explicit Runge-Kutta method of the same order
A Numerical Slow Manifold Approach to Model Reduction for Optimal Control of Multiple Time Scale ODE
Time scale separation is a natural property of many control systems that can
be ex- ploited, theoretically and numerically. We present a numerical scheme to
solve optimal control problems with considerable time scale separation that is
based on a model reduction approach that does not need the system to be
explicitly stated in singularly perturbed form. We present examples that
highlight the advantages and disadvantages of the method
Numerical solution and spectrum of boundary-domain integral equation for the Neumann BVP with variable coefficient
This is the post-print version of the Article. The official published version can be accessed from the link below - Copyright @ 2012 Taylor & Francis.In this paper, a numerical implementation of a direct united boundary-domain integral equation (BDIE) related to the Neumann boundary value problem for a scalar elliptic partial differential equation with a variable coefficient is discussed. The BDIE is reduced to a uniquely solvable one by adding an appropriate perturbation operator. The mesh-based discretization of the BDIEs with quadrilateral domain elements leads to a system of linear algebraic equations (discretized BDIE). Then, the system is solved by LU decomposition and Neumann iterations. Convergence of the iterative method is discussed in relation to the distribution of eigenvalues of the corresponding discrete operators calculated numerically.The work was supported by the grant EP/H020497/1 "Mathematical analysis of localised boundary-domain integral equations for BVPs with variable coefficients" of the EPSRC, UK
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