Spectral methods for partial differential equations

Origins of spectral methods, especially their relation to the Method of Weighted Residuals, are surveyed. Basic Fourier, Chebyshev, and Legendre spectral concepts are reviewed, and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic, and mixed type. Fluid dynamical applications are emphasized

Pointwise Green's function bounds and stability of relaxation shocks

We establish sharp pointwise Green's function bounds and consequent linearized and nonlinear stability for smooth traveling front solutions, or relaxation shocks, of general hyperbolic relaxation systems of dissipative type, under the necessary assumptions ([G,Z.1,Z.4]) of spectral stability, i.e., stable point spectrum of the linearized operator about the wave, and hyperbolic stability of the corresponding ideal shock of the associated equilibrium system. This yields, in particular, nonlinear stability of weak relaxation shocks of the discrete kinetic Jin--Xin and Broadwell models. The techniques of this paper should have further application in the closely related case of traveling waves of systems with partial viscosity, for example in compressible gas dynamics or MHD.Comment: 120 pages. Changes since original submission. Corrected typos, esp. energy estimates of Section 7, corrected bad forward references, expanded Remark 1.17, end of introductio

Application of Homotopy analysis method to fourth-order parabolic partial differential equations

In this paper, by means of the homotopy analysis method (HAM), the solutions of some fourthorder parabolic partial differential equations are exactly obtained in the form of convergent Taylor series. The HAM contains the auxiliary parameter h that provides a convenient way of controlling the convergent region of series solutions. This analytical method is employed to solve linear examples to obtain the exact solutions. The results reveal that the proposed method is very effective and simple

Five types of blow-up in a semilinear fourth-order reaction-diffusion equation: an analytic-numerical approach

Five types of blow-up patterns that can occur for the 4th-order semilinear parabolic equation of reaction-diffusion type u_t= -\Delta^2 u + |u|^{p-1} u \quad {in} \quad \ren \times (0,T), p>1, \quad \lim_{t \to T^-}\sup_{x \in \ren} |u(x,t)|= +\iy, are discussed. For the semilinear heat equation $u_t= \Delta u+ u^p$, various blow-up patterns were under scrutiny since 1980s, while the case of higher-order diffusion was studied much less, regardless a wide range of its application.Comment: 41 pages, 27 figure

High-order numerical methods for 2D parabolic problems in single and composite domains

In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at interfaces, considering (i) the Cut Finite Element Method; (ii) the Difference Potentials Method; and (iii) the summation-by-parts Finite Difference Method. First we give a brief introduction for each of the three methods. Next, we propose benchmark problems, and consider numerical tests-with respect to accuracy and convergence-for linear parabolic problems on a single domain, and continue with similar tests for linear parabolic problems on a composite domain (with the interface defined either explicitly or implicitly). Lastly, a comparative discussion of the methods and numerical results will be given.Comment: 45 pages, 12 figures, in revision for Journal of Scientific Computin

Runge-Kutta-Gegenbauer explicit methods for advection-diffusion problems

In this paper, Runge-Kutta-Gegenbauer (RKG) stability polynomials of arbitrarily high order of accuracy are introduced in closed form. The stability domain of RKG polynomials extends in the the real direction with the square of polynomial degree, and in the imaginary direction as an increasing function of Gegenbauer parameter. Consequently, the polynomials are naturally suited to the construction of high order stabilized Runge-Kutta (SRK) explicit methods for systems of PDEs of mixed hyperbolic-parabolic type. We present SRK methods composed of $L$ ordered forward Euler stages, with complex-valued stepsizes derived from the roots of RKG stability polynomials of degree $L$. Internal stability is maintained at large stage number through an ordering algorithm which limits internal amplification factors to $10 L^2$. Test results for mildly stiff nonlinear advection-diffusion-reaction problems with moderate ($\lesssim 1$) mesh P\'eclet numbers are provided at second, fourth, and sixth orders, with nonlinear reaction terms treated by complex splitting techniques above second order.Comment: 20 pages, 7 figures, 3 table

On the One-dimensional Stability of Viscous Strong Detonation Waves

Building on Evans function techniques developed to study the stability of viscous shocks, we examine the stability of viscous strong detonation wave solutions of the reacting Navier-Stokes equations. The primary result, following the work of Alexander, Gardner & Jones and Gardner & Zumbrun, is the calculation of a stability index whose sign determines a necessary condition for spectral stability. We show that for an ideal gas this index can be evaluated in the ZND limit of vanishing dissipative effects. Moreover, when the heat of reaction is sufficiently small, we prove that strong detonations are spectrally stable provided the underlying shock is stable. Finally, for completeness, the stability index calculations for the nonreacting Navier-Stokes equations are includedComment: 66 pages, 7 figure