On the error propagation of semi-Lagrange and Fourier methods for advection problems

In this paper we study the error propagation of numerical schemes for the advection equation in the case where high precision is desired. The numerical methods considered are based on the fast Fourier transform, polynomial interpolation (semi-Lagrangian methods using a Lagrange or spline interpolation), and a discontinuous Galerkin semi-Lagrangian approach (which is conservative and has to store more than a single value per cell). We demonstrate, by carrying out numerical experiments, that the worst case error estimates given in the literature provide a good explanation for the error propagation of the interpolation-based semi-Lagrangian methods. For the discontinuous Galerkin semi-Lagrangian method, however, we find that the characteristic property of semi-Lagrangian error estimates (namely the fact that the error increases proportionally to the number of time steps) is not observed. We provide an explanation for this behavior and conduct numerical simulations that corroborate the different qualitative features of the error in the two respective types of semi-Lagrangian methods. The method based on the fast Fourier transform is exact but, due to round-off errors, susceptible to a linear increase of the error in the number of time steps. We show how to modify the Cooley--Tukey algorithm in order to obtain an error growth that is proportional to the square root of the number of time steps. Finally, we show, for a simple model, that our conclusions hold true if the advection solver is used as part of a splitting scheme.Comment: submitted to Computers & Mathematics with Application

Data analysis of gravitational-wave signals from spinning neutron stars. V. A narrow-band all-sky search

We present theory and algorithms to perform an all-sky coherent search for periodic signals of gravitational waves in narrow-band data of a detector. Our search is based on a statistic, commonly called the $\mathcal{F}$-statistic, derived from the maximum-likelihood principle in Paper I of this series. We briefly review the response of a ground-based detector to the gravitational-wave signal from a rotating neuron star and the derivation of the $\mathcal{F}$-statistic. We present several algorithms to calculate efficiently this statistic. In particular our algorithms are such that one can take advantage of the speed of fast Fourier transform (FFT) in calculation of the $\mathcal{F}$-statistic. We construct a grid in the parameter space such that the nodes of the grid coincide with the Fourier frequencies. We present interpolation methods that approximately convert the two integrals in the $\mathcal{F}$-statistic into Fourier transforms so that the FFT algorithm can be applied in their evaluation. We have implemented our methods and algorithms into computer codes and we present results of the Monte Carlo simulations performed to test these codes.Comment: REVTeX, 20 pages, 8 figure

How to mesh up Ewald sums (I): A theoretical and numerical comparison of various particle mesh routines

Standard Ewald sums, which calculate e.g. the electrostatic energy or the force in periodically closed systems of charged particles, can be efficiently speeded up by the use of the Fast Fourier Transformation (FFT). In this article we investigate three algorithms for the FFT-accelerated Ewald sum, which attracted a widespread attention, namely, the so-called particle-particle-particle-mesh (P3M), particle mesh Ewald (PME) and smooth PME method. We present a unified view of the underlying techniques and the various ingredients which comprise those routines. Additionally, we offer detailed accuracy measurements, which shed some light on the influence of several tuning parameters and also show that the existing methods -- although similar in spirit -- exhibit remarkable differences in accuracy. We propose combinations of the individual components, mostly relying on the P3M approach, which we regard as most flexible.Comment: 18 pages, 8 figures included, revtex styl

Multiple Staggered Mesh Ewald: Boosting the Accuracy of the Smooth Particle Mesh Ewald Method

The smooth particle mesh Ewald (SPME) method is the standard method for computing the electrostatic interactions in the molecular simulations. In this work, the multiple staggered mesh Ewald (MSME) method is proposed to boost the accuracy of the SPME method. Unlike the SPME that achieves higher accuracy by refining the mesh, the MSME improves the accuracy by averaging the standard SPME forces computed on, e.g. $M$, staggered meshes. We prove, from theoretical perspective, that the MSME is as accurate as the SPME, but uses $M^2$ times less mesh points in a certain parameter range. In the complementary parameter range, the MSME is as accurate as the SPME with twice of the interpolation order. The theoretical conclusions are numerically validated both by a uniform and uncorrelated charge system, and by a three-point-charge water system that is widely used as solvent for the bio-macromolecules