6,317 research outputs found
Numerical Differentiation of Approximated Functions with Limited Order-of-Accuracy Deterioration
We consider the problem of numerical differentiation of a function f from approximate or noisy values of f on a discrete set of points; such discrete approximate data may result from a numerical calculation (such as a finite element or finite difference solution of a partial differential equation), from experimental measurements, or, generally, from an estimate of some sort. In some such cases it is useful to guarantee that orders of accuracy are not degraded: assuming the approximating values of the function are known with an accuracy of order O(h^r), where h is the mesh size, an accuracy of O(h^r) is desired in the value of the derivatives of f. Differentiation of interpolating polynomials does not achieve this goal since, as shown in this text, n-fold differentiation of an interpolating polynomial of any degree â„ (r â 1) obtained from function values containing errors of order O(h^r) generally gives rise to derivative errors of order O(h^(rân)); other existing differentiation algorithms suffer from similar degradations in the order of accuracy. In this paper we present a new algorithm, the LDC method (low degree Chebyshev), which, using noisy function values of a function f on a (possibly irregular) grid, produces approximate values of derivatives f^((n)) (n = 1, 2 . . .) with limited loss in the order of accuracy. For example, for (possibly nonsmooth) O(h^r) errors in the values of an underlying infinitely differentiable function, the LDC loss in the order of accuracy is âvanishingly smallâ: derivatives of smooth functions are approximated by the LDC algorithm with an accuracy of order O(h^r) for all r' < r. The algorithm is very fast and simple; a variety of numerical results we present illustrate the theory and demonstrate the efficiency of the proposed methodology
High-order numerical method for the nonlinear Helmholtz equation with material discontinuities in one space dimension
The nonlinear Helmholtz equation (NLH) models the propagation of
electromagnetic waves in Kerr media, and describes a range of important
phenomena in nonlinear optics and in other areas. In our previous work, we
developed a fourth order method for its numerical solution that involved an
iterative solver based on freezing the nonlinearity. The method enabled a
direct simulation of nonlinear self-focusing in the nonparaxial regime, and a
quantitative prediction of backscattering. However, our simulations showed that
there is a threshold value for the magnitude of the nonlinearity, above which
the iterations diverge. In this study, we numerically solve the one-dimensional
NLH using a Newton-type nonlinear solver. Because the Kerr nonlinearity
contains absolute values of the field, the NLH has to be recast as a system of
two real equations in order to apply Newton's method. Our numerical simulations
show that Newton's method converges rapidly and, in contradistinction with the
iterations based on freezing the nonlinearity, enables computations for very
high levels of nonlinearity. In addition, we introduce a novel compact
finite-volume fourth order discretization for the NLH with material
discontinuities.The one-dimensional results of the current paper create a
foundation for the analysis of multi-dimensional problems in the future.Comment: 47 pages, 8 figure
A temporally adaptive hybridized discontinuous Galerkin method for time-dependent compressible flows
The potential of the hybridized discontinuous Galerkin (HDG) method has been
recognized for the computation of stationary flows. Extending the method to
time-dependent problems can, e.g., be done by backward difference formulae
(BDF) or diagonally implicit Runge-Kutta (DIRK) methods. In this work, we
investigate the use of embedded DIRK methods in an HDG solver, including the
use of adaptive time-step control. Numerical results demonstrate the
performance of the method for both linear and nonlinear (systems of)
time-dependent convection-diffusion equations
Modified Filon-Clenshaw-Curtis rules for oscillatory integrals with a nonlinear oscillator
Filon-Clenshaw-Curtis rules are among rapid and accurate quadrature rules for
computing highly oscillatory integrals. In the implementation of the
Filon-Clenshaw-Curtis rules in the case when the oscillator function is not
linear, its inverse should be evaluated at some points. In this paper, we solve
this problem by introducing an approach based on the interpolation, which leads
to a class of modifications of the original Filon-Clenshaw-Curtis rules. In the
absence of stationary points, two kinds of modified Filon-Clenshaw-Curtis rules
are introduced. For each kind, an error estimate is given theoretically, and
then illustrated by some numerical experiments. Also, some numerical
experiments are carried out for a comparison of the accuracy and the efficiency
of the two rules. In the presence of stationary points, the idea is applied to
the composite Filon-Clenshaw-Curtis rules on graded meshes. An error estimate
is given theoretically, and then illustrated by some numerical experiments
- âŠ