Numerical Solution of Linear Ordinary Differential Equations and Differential-Algebraic Equations by Spectral Methods

This thesis involves the implementation of spectral methods, for numerical solution of linear Ordinary Differential Equations (ODEs) and linear Differential-Algebraic Equations (DAEs). First we consider ODEs with some ordinary problems, and then, focus on those problems in which the solution function or some coefficient functions have singularities. Then, by expressing weak and strong aspects of spectral methods to solve these kinds of problems, a modified pseudo-spectral method which is more efficient than other spectral methods is suggested and tested on some examples. We extend the pseudo-spectral method to solve a system of linear ODEs and linear DAEs and compare this method with other methods such as Backward Difference Formulae (BDF), and implicit Runge-Kutta (RK) methods using some numerical examples. Furthermore, by using appropriate choice of Gauss-Chebyshev-Radau points, we will show that this method can be used to solve a linear DAE whenever some of coefficient functions have singularities by providing some examples. We also used some problems that have already been considered by some authors by finite difference methods, and compare their results with ours. Finally, we present a short survey of properties and numerical methods for solving DAE problems and then we extend the pseudo-spectral method to solve DAE problems with variable coefficient functions. Our numerical experience shows that spectral and pseudo-spectral methods and their modified versions are very promising for linear ODE and linear DAE problems with solution or coefficient functions having singularities. In section 3.2, a modified method for solving an ODE is introduced which is new work. Furthermore, an extension of this method for solving a DAE or system of ODEs which has been explained in section 4.6 of chapter four is also a new idea and has not been done by anyone previously. In all chapters, wherever we talk about ODE or DAE we mean linear

Convergence Analysis of A- Stable Implicit Runge- Kutta Methods of Reformulated Block Hybrid Multistep Methods

A number of techniques and solvers have been suggested, developed, and described, but a clear definition of stiffness has not been provided. In this paper, an analysis of the A-stable implicit Runge-Kutta methods is undertaken using stability function and the region of absolute stability, which shows region of each of the methods. Also to compare various stiff solvers based on their region of absolute stability. It helps a stiff ordinary differential equation solver, to identify appropriate numerical methods with unbounded region of absolute, appropriate for stiff problems solving

Solitary waves in the Nonlinear Dirac Equation

In the present work, we consider the existence, stability, and dynamics of solitary waves in the nonlinear Dirac equation. We start by introducing the Soler model of self-interacting spinors, and discuss its localized waveforms in one, two, and three spatial dimensions and the equations they satisfy. We present the associated explicit solutions in one dimension and numerically obtain their analogues in higher dimensions. The stability is subsequently discussed from a theoretical perspective and then complemented with numerical computations. Finally, the dynamics of the solutions is explored and compared to its non-relativistic analogue, which is the nonlinear Schr{\"o}dinger equation. A few special topics are also explored, including the discrete variant of the nonlinear Dirac equation and its solitary wave properties, as well as the PT-symmetric variant of the model

Higher-order in time “quasi-unconditionally stable” ADI solvers for the compressible Navier–Stokes equations in 2D and 3D curvilinear domains

This paper introduces alternating-direction implicit (ADI) solvers of higher order of time-accuracy (orders two to six) for the compressible Navier–Stokes equations in two- and three-dimensional curvilinear domains. The higher-order accuracy in time results from 1) An application of the backward differentiation formulae time-stepping algorithm (BDF) in conjunction with 2) A BDF-like extrapolation technique for certain components of the nonlinear terms (which makes use of nonlinear solves unnecessary), as well as 3) A novel application of the Douglas–Gunn splitting (which greatly facilitates handling of boundary conditions while preserving higher-order accuracy in time). As suggested by our theoretical analysis of the algorithms for a variety of special cases, an extensive set of numerical experiments clearly indicate that all of the BDF-based ADI algorithms proposed in this paper are “quasi-unconditionally stable” in the following sense: each algorithm is stable for all couples (h,Δt)of spatial and temporal mesh sizes in a problem-dependent rectangular neighborhood of the form (0,M_h)×(0,M_t). In other words, for each fixed value of Δt below a certain threshold, the Navier–Stokes solvers presented in this paper are stable for arbitrarily small spatial mesh-sizes. The second-order formulation has further been rigorously shown to be unconditionally stable for linear hyperbolic and parabolic equations in two-dimensional space. Although implicit ADI solvers for the Navier–Stokes equations with nominal second-order of temporal accuracy have been proposed in the past, the algorithms presented in this paper are the first ADI-based Navier–Stokes solvers for which second-order or better accuracy has been verified in practice under non-trivial (non-periodic) boundary conditions

Geometric Numerical Integration

The subject of this workshop was numerical methods that preserve geometric properties of the flow of an ordinary or partial differential equation. This was complemented by the question as to how structure preservation affects the long-time behaviour of numerical methods

SciCADE 95: International conference on scientific computation and differential equations

This report consists of abstracts from the conference. Topics include algorithms, computer codes, and numerical solutions for differential equations. Linear and nonlinear as well as boundary-value and initial-value problems are covered. Various applications of these problems are also included