Zero-dissipative semi-implicit hybrid method for solving oscillatory or periodic problems

In this paper, a new semi-implicit two-step hybrid method with fifth algebraic order is derived for the integration of second-order oscillatory initial value problems. The new method possesses dispersion of order eight and dissipation of order infinity. Numerical experiment reveals the superiority of the new method for solving oscillatory or periodic problems over several methods of the same algebraic order in the literature

A two-step trigonometrically fitted semi-implicit hybrid method for solving special second order oscillatory differential equation

In this paper, we derived a semi-implicit hybrid method (SIHM) which is a two-step method to solve special second order ordinary differential equations (ODEs). The SIHM which is three-stage and fourth-order is then trigonometrically fitted and denoted by TF-SIHM3(4). The method is constructed using trigonometrically fitted properties instead of using phase-lag and amplification properties. Numerical integration show that TF-SIHM3(4) is more accurate in term of accuracy compared to the existing explicit and implicit methods of the same order

Two point block multistep methods with trigonometric−fitting for solving oscillatory problems

In this paper, we present the absolute stability of the existing 2-point implicit block multistep step methods of step number k = 3 and k = 5 and solving special second order ordinary differential equations (ODEs). The methods are then trigonometrically fitted so that they are suitable for solving highly oscillatory problems arising from the special second order ODEs. Their explicit counterparts are also trigonometrically fitted so that in the implementation the methods can act as a predictor-corrector pairs. The numerical results based on the integration over a large interval are given to show the performance of the proposed methods. From the numerical results we can conclude that the new trigonometrically-fitted methods are superior in terms of accuracy and execution time, compared to the existing methods in the scientific literature when used for solving problems which are oscillatory in nature

Diagonally implicit hybrid method for solving special second order ordinary differential equations

This paper describes the derivation of a fifth-order diagonally implicit hybrid method. The method is zero dissipative and has phase-lag of order six. The method is compared with the existing hybrid method and the numerical comparisons carried out show that the new method improves the accuracy of the existing method for solving several special second order ordinary differential equations

A class of explicit two-step hybrid methods for second-order IVPs

AbstractA class of explicit two-step hybrid methods for the numerical solution of second-order IVPs is presented. These methods require a reduced number of stages per step in comparison with other hybrid methods proposed in the scientific literature. New explicit hybrid methods which reach up to order five and six with only three and four stages per step, respectively, and which have optimized the error constants, are constructed. The numerical experiments carried out show the efficiency of our explicit hybrid methods when they are compared with classical Runge–Kutta–Nyström methods and other explicit hybrid codes proposed in the scientific literature

Exploring efficient: numerical methods for differential equations

Numerical analysis is a way to do higher mathematical problems on a computer, a technique widely used by scientists and engineers to solve their problems. A major advantage of numerical analysis is that a numerical answer can be obtained even when a problem has no “analytical” solution. Results from numerical analysis are an approximation, which can be made as accurate as desired. The analysis of errors in numerical methods is a critically important part of the study of numerical analysis. Hence, we will see in this research that computation of the error is a must as it is a way to measure the efficiency of the numerical methods developed. Numerical methods require highly tedious and repetitive computations that can only be done using the computer. Hence in this research, it is shown that computer programs must be written for the implementation of numerical methods. In the early part of related research the computer language used was Fortran. Subsequently more and more computer programs used the C programming language. Additionally, now computations can also be carried out using softwares like MATLAB, MATHEMATICA and MAPLE. Many physical problems that arise from ordinary differential equations (ODEs) have magnitudes of eigenvalues which vary greatly, and such systems are commonly known as stiff systems. Stiff systems usually consist of a transient solution, that is, a solution which varies rapidly at the beginning of the integration. This phase is referred to as the transient phase and during this phase, accuracy rather than stability restricts the stepsize of the numerical methods used. Thus the generally the structure of the solutions suggests application of specific methods for non-stiff equations in the transient phase and specific methods for stiff equations during the steady-state phase in a manner whereby computational costs can be reduced. Consequently, in this research we developed embedded Runge-Kutta methods for solving stiff differential equations so that variable stepsize codes can be used in its implementation. We have also included intervalwise partitioning, whereby the system is considered as non-stiff first, and solved using the method with simple iterations, and once stiffness is detected, the system is solved using the same method, but with Newton iterations. By using variable stepsize code and intervalwise partitioning, we have been able to reduce the computational costs. With the aim of increasing the computational efficiency of the Runge-Kutta methods, we have also developed methods of higher order with less number of stages or function evaluations. The method used is an extension of the classical Runge-Kutta method and the approximation at the current point is based on the information at the current internal stage as well as the previous internal stage. This is the idea underlying the construction of Improved Runge-Kutta methods, so that the resulting method will give better accuracy. Usually higher order ordinary differential equations are solved by converting them into a system of first order ODEs and using numerical methods suitable for first order ODEs. However it is more efficient, in terms of accuracy, number of function evaluations as well as computational time, if the higher order ODEs can be solved directly (without being converted to a system of first order ODEs), using numerical methods. In this research we developed numerical methods, particularly Runge-Kutta type methods, which can directly solve special third order and fourth order ODEs. Special second order ODE is an ODE which does not depend on the first derivative. The solution from this type of ODE often exhibits a pronounced oscillatory character. It is well known that it is difficult to obtain accurate numerical results if the ODEs are oscillatory in nature. In order to address this problem a lot of research has been focused on developing methods which have high algebraic order, reduced phase-lag or dispersion and reduced dissipation. Phaselag is the angle between the true and approximate solution, while dissipation is the difference between the approximate solution and the standard cyclic solution. If a method has high algebraic order, high order of dispersion and dissipation, then the numerical solutions obtained will be very accurate. Hence in this research we have developed numerical methods, specifically hybrid methods which have all the above mentioned properties. If the solutions are oscillatory in nature, it means that the solutions will have components which are trigonometric functions, that is, sine and cosine functions. In order to get accurate numerical solutions we thus phase-fitted the methods using trigonometric functions. In this research, it is proven that trigonometrically-fitting the hybrid methods and applying them to solve oscillatory delay differential equations result in better numerical results. These are the highlights of my research journey, though a lot of work has also been done in developing numerical methods which are multistep in nature, for solving higher order ODEs, as well as implementation of methods developed for solving fuzzy differential equations and partial differential equations, which are not covered here

HIGH ORDER SHOCK CAPTURING SCHEMES FOR HYPERBOLIC CONSERVATION LAWS AND THE APPLICATION IN OPEN CHANNEL FLOWS

Many applications in engineering practice can be described by thehyperbolic partial differential equations (PDEs). Numerical modeling of this typeof equations often involves large gradients or shocks, which makes it achallenging task for conventional numerical methods to accurately simulate suchsystems. Thus developing accurate and efficient shock capturing numericalschemes becomes important for the study of hyperbolic equations.In this dissertation, a detailed study of the numerical methods for linearand nonlinear unsteady hyperbolic equations was carried out. A new finitedifference shock capturing scheme of finite volume style was developed. Thisscheme is based on the high order Pad?? type compact central finite differencemethod with the weighted essentially non-oscillatory (WENO) reconstruction toeliminate non-physical oscillations near the discontinuities while maintain stablesolution in the smooth areas. The unconditionally stable semi-implicit Crank-Nicolson (CN) scheme is used for time integration.The theoretical development was conducted based on one-dimensionalhomogeneous scalar equation and system equations. Discussions were alsoextended to include source terms and to deal with problems of higher dimension.For the treatment of source terms, Strang splitting was used. For multidimensionalequations, the ?? -form Douglas-Gunn alternating direction implicit(ADI) method was employed. To compare the performance of the scheme withENO type interpolation, the current numerical framework was also applied usingENO reconstruction.The numerical schemes were tested on 1-D and 2-D benchmark problems,as well as published experimental results. The simulated results show thecapability of the proposed scheme to resolve discontinuities while maintainingaccuracy in smooth regions. Comparisons with the experimental results validatethe method for dam break problems. It is concluded that the proposed scheme isa useful tool for solving hyperbolic equations in general, and from engineeringapplication perspective it provides a new way of modeling open channel flows