A New Unconditionally Stable Method for Telegraph Equation Based on Associated Hermite Orthogonal Functions

The present paper proposes a new unconditionally stable method to solve telegraph equation by using associated Hermite (AH) orthogonal functions. Unlike other numerical approaches, the time variables in the given equation can be handled analytically by AH basis functions. By using the Galerkin’s method, one can eliminate the time variables from calculations, which results in a series of implicit equations. And the coefficients of results for all orders can then be obtained by the expanded equations and the numerical results can be reconstructed during the computing process. The precision and stability of the proposed method are proved by some examples, which show the numerical solution acquired is acceptable when compared with some existing methods

Higher Order A-Stable Schemes for the Wave Equation Using a Successive Convolution Approach

In several recent works, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines transpose (MOL$^T$) formulation combined with alternating direction implicit (ADI) schemes. Because our method is based on an integral solution of the ADI splitting of the MOL$^T$ formulation, we are able to easily embed non-Cartesian boundaries and include point sources with exact spatial resolution. Further, we developed an efficient $O(N)$ convolution algorithm for rapid evaluation of the solution, which makes our method competitive with explicit finite difference (e.g., finite difference time domain) solvers, in terms of both accuracy and time to solution, even for Courant numbers slightly larger than 1. We have demonstrated the utility of this method by applying it to a range of problems with complex geometry, including cavities with cusps. In this work, we present several important modifications to our recently developed wave solver. We obtain a family of wave solvers which are unconditionally stable, accurate of order $2P$, and require $O(P^d N)$ operations per time step, where $N$ is the number of spatial points and $d$ the number of spatial dimensions. We obtain these schemes by including higher derivatives of the solution, rather than increasing the number of time levels. The novel aspect of our approach is that the higher derivatives are constructed using successive applications of the convolution operator. We develop these schemes in one spatial dimension, and then extend the results to higher dimensions, by reformulating the ADI scheme to include recursive convolution. Thus, we retain a fast, unconditionally stable scheme, which does not suffer from the large dispersion errors characteristic to the ADI method. We demonstrate the utility of the method by applying it to a host of wave propagation problems. This method holds great promise for developing higher order, parallelizable algorithms for solving hyperbolic PDEs and can also be extended to parabolic PDEs

Alternating direction implicit time integrations for finite difference acoustic wave propagation: Parallelization and convergence

This work studies the parallelization and empirical convergence of two finite difference acoustic wave propagation methods on 2-D rectangular grids, that use the same alternating direction implicit (ADI) time integration. This ADI integration is based on a second-order implicit Crank-Nicolson temporal discretization that is factored out by a Peaceman-Rachford decomposition of the time and space equation terms. In space, these methods highly diverge and apply different fourth-order accurate differentiation techniques. The first method uses compact finite differences (CFD) on nodal meshes that requires solving tridiagonal linear systems along each grid line, while the second one employs staggered-grid mimetic finite differences (MFD). For each method, we implement three parallel versions: (i) a multithreaded code in Octave, (ii) a C++ code that exploits OpenMP loop parallelization, and (iii) a CUDA kernel for a NVIDIA GTX 960 Maxwell card. In these implementations, the main source of parallelism is the simultaneous ADI updating of each wave field matrix, either column-wise or row-wise, according to the differentiation direction. In our numerical applications, the highest performances are displayed by the CFD and MFD CUDA codes that achieve speedups of 7.21x and 15.81x, respectively, relative to their C++ sequential counterparts with optimal compilation flags. Our test cases also allow to assess the numerical convergence and accuracy of both methods. In a problem with exact harmonic solution, both methods exhibit convergence rates close to 4 and the MDF accuracy is practically higher. Alternatively, both convergences decay to second order on smooth problems with severe gradients at boundaries, and the MDF rates degrade in highly-resolved grids leading to larger inaccuracies. This transition of empirical convergences agrees with the nominal truncation errors in space and time.Comment: 20 pages, 5 figure

Maximum norm error estimates of efficient difference schemes for second-order wave equations

AbstractThe three-level explicit scheme is efficient for numerical approximation of the second-order wave equations. By employing a fourth-order accurate scheme to approximate the solution at first time level, it is shown that the discrete solution is conditionally convergent in the maximum norm with the convergence order of two. Since the asymptotic expansion of the difference solution consists of odd powers of the mesh parameters (time step and spacings), an unusual Richardson extrapolation formula is needed in promoting the second-order solution to fourth-order accuracy. Extensions of our technique to the classical ADI scheme also yield the maximum norm error estimate of the discrete solution and its extrapolation. Numerical experiments are presented to support our theoretical results

Spectral methods in general relativistic astrophysics

We present spectral methods developed in our group to solve three-dimensional partial differential equations. The emphasis is put on equations arising from astrophysical problems in the framework of general relativity.Comment: 51 pages, elsart (Elsevier Preprint), 19 PostScript figures, submitted to Journal of Computational & Applied Mathematic

Activities of the Institute for Computer Applications in Science and Engineering (ICASE)

Research conducted at the Institute for Computer Applications in Science and Engineering in applied mathematics, numerical analysis, and computer science during the period October 1, 1984 through March 31, 1985 is summarized