Pub Date : 2024-09-11DOI: 10.1016/j.apnum.2024.09.009
Rakesh Kumar, Kapil Kant, B.V. Rathish Kumar
In this study, a numerical scheme to a system of second-kind linear Fredholm integral equations featuring a Green's kernel function is proposed. This involves introducing Galerkin and iterated Galerkin (IG) methods based on piecewise polynomials to tackle the integral model. A thorough analysis of convergence and error for these proposed methods is carried out. Firstly, the existence and uniqueness of solutions for the Galerkin and iterated Galerkin methods are established. Later, the order of convergence is derived using tools from functional analysis and the boundedness property of Green's kernel. The Galerkin scheme has order of convergence. Next, the superconvergence of the iterated Galerkin (IG) method is established. The IG method exhibits order of convergence. Theoretical findings are validated through extensive numerical experiments.
{"title":"Superconvergent scheme for a system of green Fredholm integral equations","authors":"Rakesh Kumar, Kapil Kant, B.V. Rathish Kumar","doi":"10.1016/j.apnum.2024.09.009","DOIUrl":"10.1016/j.apnum.2024.09.009","url":null,"abstract":"<div><p>In this study, a numerical scheme to a system of second-kind linear Fredholm integral equations featuring a Green's kernel function is proposed. This involves introducing Galerkin and iterated Galerkin (IG) methods based on piecewise polynomials to tackle the integral model. A thorough analysis of convergence and error for these proposed methods is carried out. Firstly, the existence and uniqueness of solutions for the Galerkin and iterated Galerkin methods are established. Later, the order of convergence is derived using tools from functional analysis and the boundedness property of Green's kernel. The Galerkin scheme has <span><math><mi>O</mi><mrow><mo>(</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>α</mi></mrow></msup><mo>)</mo></mrow></math></span> order of convergence. Next, the superconvergence of the iterated Galerkin (IG) method is established. The IG method exhibits <span><math><mi>O</mi><mrow><mo>(</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>α</mi><mo>+</mo><msup><mrow><mi>α</mi></mrow><mrow><mo>⁎</mo></mrow></msup></mrow></msup><mo>)</mo></mrow></math></span> order of convergence. Theoretical findings are validated through extensive numerical experiments.</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 254-271"},"PeriodicalIF":2.2,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142172411","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-11DOI: 10.1016/j.apnum.2024.09.011
Parisa Rahimkhani
In this work, we focus on a class of Ψ− fractional integro-differential equations (Ψ-FIDEs) involving Ψ-Caputo derivative. The objective of this paper is to derive the numerical solution of Ψ-FIDEs in the truncated Bell series. Firstly, Ψ-FIDEs by using the definition of Ψ− Caputo derivative is converted into a singular integral equation. Then, a computational procedure based on the Bell polynomials, Gauss-Legendre quadrature rule, and collocation method is developed to effectively solve the singular integral equation. The convergence of the approximation obtained in the presented strategy is investigated. Finally, the effectiveness and superiority of our method are revealed by numerical samples. The results of the suggested approach are compared with the results obtained by extended Chebyshev cardinal wavelets method (EChCWM).
{"title":"A numerical method for Ψ-fractional integro-differential equations by Bell polynomials","authors":"Parisa Rahimkhani","doi":"10.1016/j.apnum.2024.09.011","DOIUrl":"10.1016/j.apnum.2024.09.011","url":null,"abstract":"<div><p>In this work, we focus on a class of Ψ− fractional integro-differential equations (Ψ-FIDEs) involving Ψ-Caputo derivative. The objective of this paper is to derive the numerical solution of Ψ-FIDEs in the truncated Bell series. Firstly, Ψ-FIDEs by using the definition of Ψ− Caputo derivative is converted into a singular integral equation. Then, a computational procedure based on the Bell polynomials, Gauss-Legendre quadrature rule, and collocation method is developed to effectively solve the singular integral equation. The convergence of the approximation obtained in the presented strategy is investigated. Finally, the effectiveness and superiority of our method are revealed by numerical samples. The results of the suggested approach are compared with the results obtained by extended Chebyshev cardinal wavelets method (EChCWM).</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 244-253"},"PeriodicalIF":2.2,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142171641","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-11DOI: 10.1016/j.apnum.2024.09.007
Teng Zhang , Ying Ma
<div><div>We propose a time-splitting sine-pseudospectral (TSSP) method for the biharmonic nonlinear Schrödinger equation (BNLS) and establish its optimal error bounds. In the proposed TSSP method, we adopt the sine-pseudospectral method for spatial discretization and the second-order Strang splitting for temporal discretization. The proposed TSSP method is explicit and structure-preserving, such as time symmetric, mass conservation and maintaining the dispersion relation of the original BNLS in the discretized level. Under the assumption that the solution of the one dimensional BNLS belongs to <span><math><msup><mrow><mi>H</mi></mrow><mrow><mi>m</mi></mrow></msup></math></span> with <span><math><mi>m</mi><mo>≥</mo><mn>9</mn></math></span>, we prove error bounds at <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>τ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>+</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>m</mi></mrow></msup><mo>)</mo></math></span> and <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>τ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>+</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>m</mi><mo>−</mo><mn>1</mn></mrow></msup><mo>)</mo></math></span> in <span><math><msup><mrow><mi>L</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> norm and <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span> norm respectively, for the proposed TSSP method, with <em>τ</em> time step and <em>h</em> mesh size. For general dimensional cases with <span><math><mi>d</mi><mo>=</mo><mn>1</mn><mo>,</mo><mn>2</mn><mo>,</mo><mn>3</mn></math></span>, the error bounds are at <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>τ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>+</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>m</mi></mrow></msup><mo>)</mo></math></span> and <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>τ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>+</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>m</mi><mo>−</mo><mn>2</mn></mrow></msup><mo>)</mo></math></span> in <span><math><msup><mrow><mi>L</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> and <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> norm under the assumption that the exact solution is in <span><math><msup><mrow><mi>H</mi></mrow><mrow><mi>m</mi></mrow></msup></math></span> with <span><math><mi>m</mi><mo>≥</mo><mn>10</mn></math></span>. The proof is based on the bound of the Lie-commutator for the local truncation error, discrete Gronwall inequality, energy method and the <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span>- or <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span>-bound of the numerical solution which implies the <span><math><msup><mrow><mi>L</mi></mrow><mrow><mo>∞</mo></mrow></msup></math></span>-bound of the numerical solution. Finally, extensive numerical results are reported to confirm our optimal error bounds and to demonstrate rich phenomena of the
{"title":"Optimal error bounds of the time-splitting sine-pseudospectral method for the biharmonic nonlinear Schrödinger equation","authors":"Teng Zhang , Ying Ma","doi":"10.1016/j.apnum.2024.09.007","DOIUrl":"10.1016/j.apnum.2024.09.007","url":null,"abstract":"<div><div>We propose a time-splitting sine-pseudospectral (TSSP) method for the biharmonic nonlinear Schrödinger equation (BNLS) and establish its optimal error bounds. In the proposed TSSP method, we adopt the sine-pseudospectral method for spatial discretization and the second-order Strang splitting for temporal discretization. The proposed TSSP method is explicit and structure-preserving, such as time symmetric, mass conservation and maintaining the dispersion relation of the original BNLS in the discretized level. Under the assumption that the solution of the one dimensional BNLS belongs to <span><math><msup><mrow><mi>H</mi></mrow><mrow><mi>m</mi></mrow></msup></math></span> with <span><math><mi>m</mi><mo>≥</mo><mn>9</mn></math></span>, we prove error bounds at <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>τ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>+</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>m</mi></mrow></msup><mo>)</mo></math></span> and <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>τ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>+</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>m</mi><mo>−</mo><mn>1</mn></mrow></msup><mo>)</mo></math></span> in <span><math><msup><mrow><mi>L</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> norm and <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span> norm respectively, for the proposed TSSP method, with <em>τ</em> time step and <em>h</em> mesh size. For general dimensional cases with <span><math><mi>d</mi><mo>=</mo><mn>1</mn><mo>,</mo><mn>2</mn><mo>,</mo><mn>3</mn></math></span>, the error bounds are at <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>τ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>+</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>m</mi></mrow></msup><mo>)</mo></math></span> and <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>τ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>+</mo><msup><mrow><mi>h</mi></mrow><mrow><mi>m</mi><mo>−</mo><mn>2</mn></mrow></msup><mo>)</mo></math></span> in <span><math><msup><mrow><mi>L</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> and <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> norm under the assumption that the exact solution is in <span><math><msup><mrow><mi>H</mi></mrow><mrow><mi>m</mi></mrow></msup></math></span> with <span><math><mi>m</mi><mo>≥</mo><mn>10</mn></math></span>. The proof is based on the bound of the Lie-commutator for the local truncation error, discrete Gronwall inequality, energy method and the <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span>- or <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span>-bound of the numerical solution which implies the <span><math><msup><mrow><mi>L</mi></mrow><mrow><mo>∞</mo></mrow></msup></math></span>-bound of the numerical solution. Finally, extensive numerical results are reported to confirm our optimal error bounds and to demonstrate rich phenomena of the","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 414-430"},"PeriodicalIF":2.2,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142313012","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-10DOI: 10.1016/j.apnum.2024.09.006
Zhaowei Wang , Danxia Wang , Yanping Chen , Chenhui Zhang , Hongen Jia
In this paper, we consider the numerical approximation of incompressible magnetohydrodynamic (MHD) system with variable density. Firstly, we provide first- and second-order time discretization schemes based on the convective form of the Gauge-Uzawa method. Secondly, we prove that the proposed schemes are unconditionally stable. We also provide error estimates through rigorous theoretical analysis. Then, we construct a fully-discrete first-order scheme with finite elements in space and provide its stability result. Finally, we present some numerical experiments to validate the effectiveness of the proposed schemes. Furthermore, we also present the conserved scheme and its numerical results.
{"title":"Numerical approximation for the MHD equations with variable density based on the Gauge-Uzawa method","authors":"Zhaowei Wang , Danxia Wang , Yanping Chen , Chenhui Zhang , Hongen Jia","doi":"10.1016/j.apnum.2024.09.006","DOIUrl":"10.1016/j.apnum.2024.09.006","url":null,"abstract":"<div><p>In this paper, we consider the numerical approximation of incompressible magnetohydrodynamic (MHD) system with variable density. Firstly, we provide first- and second-order time discretization schemes based on the convective form of the Gauge-Uzawa method. Secondly, we prove that the proposed schemes are unconditionally stable. We also provide error estimates through rigorous theoretical analysis. Then, we construct a fully-discrete first-order scheme with finite elements in space and provide its stability result. Finally, we present some numerical experiments to validate the effectiveness of the proposed schemes. Furthermore, we also present the conserved scheme and its numerical results.</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 272-302"},"PeriodicalIF":2.2,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142172412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-10DOI: 10.1016/j.apnum.2024.09.005
Dianming Hou , Tianxiang Zhang , Hongyi Zhu
In this work, we investigate a linear second-order numerical method for the Allen-Cahn equation with general mobility. The proposed scheme is a combination of the two-step first- and second-order backward differentiation formulas for time approximation and the central finite difference for spatial discretization, two additional stabilizing terms are also included. The discrete maximum bound principle of the numerical scheme is rigorously proved under mild constraints on the adjacent time-step ratio and the two stabilization parameters. Furthermore, the error estimates in -norm for the case of constant mobility and -norm for the general mobility case, as well as the energy stability for both cases are obtained. Finally, we present extensive numerical experiments to validate the theoretical results, and develop an adaptive time-stepping strategy to demonstrate the performance of the proposed method.
{"title":"A linear second order unconditionally maximum bound principle-preserving scheme for the Allen-Cahn equation with general mobility","authors":"Dianming Hou , Tianxiang Zhang , Hongyi Zhu","doi":"10.1016/j.apnum.2024.09.005","DOIUrl":"10.1016/j.apnum.2024.09.005","url":null,"abstract":"<div><p>In this work, we investigate a linear second-order numerical method for the Allen-Cahn equation with general mobility. The proposed scheme is a combination of the two-step first- and second-order backward differentiation formulas for time approximation and the central finite difference for spatial discretization, two additional stabilizing terms are also included. The discrete maximum bound principle of the numerical scheme is rigorously proved under mild constraints on the adjacent time-step ratio and the two stabilization parameters. Furthermore, the error estimates in <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span>-norm for the case of constant mobility and <span><math><msup><mrow><mi>L</mi></mrow><mrow><mo>∞</mo></mrow></msup></math></span>-norm for the general mobility case, as well as the energy stability for both cases are obtained. Finally, we present extensive numerical experiments to validate the theoretical results, and develop an adaptive time-stepping strategy to demonstrate the performance of the proposed method.</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 222-243"},"PeriodicalIF":2.2,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142171640","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-06DOI: 10.1016/j.apnum.2024.09.002
C. Clavero , J.C. Jorge
In this work we solve initial-boundary value problems associated to coupled 2D parabolic singularly perturbed systems of convection-diffusion type. The analysis is focused on the cases where the diffusion parameters are small, distinct and also they may have different order of magnitude. In such cases, overlapping regular boundary layers appear at the outflow boundary of the spatial domain. The fully discrete scheme combines the classical upwind scheme defined on an appropriate Shishkin mesh to discretize the spatial variables, and the fractional implicit Euler method joins to a decomposition of the difference operator in directions and components to integrate in time. We prove that the resulting method is uniformly convergent of first order in time and of almost first order in space. Moreover, as only small tridiagonal linear systems must be solved to advance in time, the computational cost of our method is remarkably smaller than the corresponding ones to other implicit methods considered in the previous literature for the same type of problems. The numerical results, obtained for some test problems, corroborate in practice the good behavior and the advantages of the algorithm.
{"title":"An efficient uniformly convergent method for multi-scaled two dimensional parabolic singularly perturbed systems of convection-diffusion type","authors":"C. Clavero , J.C. Jorge","doi":"10.1016/j.apnum.2024.09.002","DOIUrl":"10.1016/j.apnum.2024.09.002","url":null,"abstract":"<div><p>In this work we solve initial-boundary value problems associated to coupled 2D parabolic singularly perturbed systems of convection-diffusion type. The analysis is focused on the cases where the diffusion parameters are small, distinct and also they may have different order of magnitude. In such cases, overlapping regular boundary layers appear at the outflow boundary of the spatial domain. The fully discrete scheme combines the classical upwind scheme defined on an appropriate Shishkin mesh to discretize the spatial variables, and the fractional implicit Euler method joins to a decomposition of the difference operator in directions and components to integrate in time. We prove that the resulting method is uniformly convergent of first order in time and of almost first order in space. Moreover, as only small tridiagonal linear systems must be solved to advance in time, the computational cost of our method is remarkably smaller than the corresponding ones to other implicit methods considered in the previous literature for the same type of problems. The numerical results, obtained for some test problems, corroborate in practice the good behavior and the advantages of the algorithm.</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 174-192"},"PeriodicalIF":2.2,"publicationDate":"2024-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0168927424002344/pdfft?md5=113f28e912fce44133fdc1f89be35392&pid=1-s2.0-S0168927424002344-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142163119","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-05DOI: 10.1016/j.apnum.2024.08.023
Giovanni Pagano
In this manuscript, we propose a new family of stabilized explicit parallelizable peer methods for the solution of stiff Initial Value Problems (IVPs). These methods are derived through the employment of a class of preconditioners proposed by Bassenne et al. (2021) [5] for the construction of a family of linearly implicit Runge-Kutta (RK) schemes.
In this paper, we combine the mentioned preconditioners with explicit two-step peer methods, obtaining a new class of linearly implicit numerical schemes that admit parallelism on the stages. Through an in-depth theoretical investigation, we set free parameters of both the preconditioners and the underlying explicit methods that allow deriving new peer schemes of order two, three and four, with good stability properties and small Local Truncation Error (LTE). Numerical experiments conducted on Partial Differential Equations (PDEs) arising from application contexts show the efficiency of the new peer methods proposed here, and highlight their competitiveness with other linearly implicit numerical schemes.
{"title":"Stabilized explicit peer methods with parallelism across the stages for stiff problems","authors":"Giovanni Pagano","doi":"10.1016/j.apnum.2024.08.023","DOIUrl":"10.1016/j.apnum.2024.08.023","url":null,"abstract":"<div><p>In this manuscript, we propose a new family of stabilized explicit parallelizable peer methods for the solution of stiff Initial Value Problems (IVPs). These methods are derived through the employment of a class of preconditioners proposed by Bassenne et al. (2021) <span><span>[5]</span></span> for the construction of a family of linearly implicit Runge-Kutta (RK) schemes.</p><p>In this paper, we combine the mentioned preconditioners with explicit two-step peer methods, obtaining a new class of linearly implicit numerical schemes that admit parallelism on the stages. Through an in-depth theoretical investigation, we set free parameters of both the preconditioners and the underlying explicit methods that allow deriving new peer schemes of order two, three and four, with good stability properties and small Local Truncation Error (LTE). Numerical experiments conducted on Partial Differential Equations (PDEs) arising from application contexts show the efficiency of the new peer methods proposed here, and highlight their competitiveness with other linearly implicit numerical schemes.</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 156-173"},"PeriodicalIF":2.2,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142149996","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-05DOI: 10.1016/j.apnum.2024.09.004
Teresa Laudadio , Nicola Mastronardi , Paul Van Dooren
In this manuscript, we propose a stable algorithm for computing the zeros of Althammer polynomials. These polynomials are orthogonal with respect to a Sobolev inner product, and are even if their degree is even, odd otherwise. Furthermore, their zeros are real, distinct, and located inside the interval . The Althammer polynomial of degree n satisfies a long recurrence relation, whose coefficients can be arranged into a Hessenberg matrix of order n, with eigenvalues equal to the zeros of the considered polynomial.
Unfortunately, the eigenvalues of this Hessenberg matrix are very ill–conditioned, and standard balancing procedures do not improve their condition numbers. Here, we introduce a novel algorithm for computing the zeros of , which first transforms the Hessenberg matrix into a similar symmetric tridiagonal one, i.e., a matrix whose eigenvalues are perfectly conditioned, and then computes the zeros of as the eigenvalues of the latter tridiagonal matrix. Moreover, we propose a second algorithm, faster but less accurate than the former one, which computes the zeros of as the eigenvalues of a truncated Hessenberg matrix, obtained by properly neglecting some diagonals in the upper part of the original matrix. The computational complexity of the proposed algorithms are, respectively, , and , with in general.
在本手稿中,我们提出了一种计算阿尔塔默多项式零点的稳定算法。这些多项式在索波列夫内积方面是正交的,如果它们的度数是偶数,它们就是偶数,否则就是奇数。此外,它们的零点是实数、独特的,并且位于区间(-1,1)内。度数为 n 的 Althammer 多项式 pn(x) 满足长递推关系,其系数可以排列成阶数为 n 的海森伯矩阵,其特征值等于所考虑多项式的零点。在这里,我们引入了一种计算 pn(x) 的零点的新算法,它首先将海森堡矩阵转化为类似的对称三对角矩阵,即特征值完全有条件的矩阵,然后将 pn(x) 的零点计算为后一个三对角矩阵的特征值。此外,我们还提出了第二种算法,计算 pn(x) 的零点为截断的海森伯矩阵的特征值,该矩阵是通过适当忽略原始矩阵上部的一些对角线而得到的。所提算法的计算复杂度分别为 O(n36)和 O(ℓ2n),一般情况下为 ℓ≪n。
{"title":"Fast and reliable algorithms for computing the zeros of Althammer polynomials","authors":"Teresa Laudadio , Nicola Mastronardi , Paul Van Dooren","doi":"10.1016/j.apnum.2024.09.004","DOIUrl":"10.1016/j.apnum.2024.09.004","url":null,"abstract":"<div><p>In this manuscript, we propose a stable algorithm for computing the zeros of Althammer polynomials. These polynomials are orthogonal with respect to a Sobolev inner product, and are even if their degree is even, odd otherwise. Furthermore, their zeros are real, distinct, and located inside the interval <span><math><mo>(</mo><mo>−</mo><mn>1</mn><mo>,</mo><mn>1</mn><mo>)</mo></math></span>. The Althammer polynomial <span><math><msub><mrow><mi>p</mi></mrow><mrow><mi>n</mi></mrow></msub><mo>(</mo><mi>x</mi><mo>)</mo></math></span> of degree <em>n</em> satisfies a long recurrence relation, whose coefficients can be arranged into a Hessenberg matrix of order <em>n</em>, with eigenvalues equal to the zeros of the considered polynomial.</p><p>Unfortunately, the eigenvalues of this Hessenberg matrix are very ill–conditioned, and standard balancing procedures do not improve their condition numbers. Here, we introduce a novel algorithm for computing the zeros of <span><math><msub><mrow><mi>p</mi></mrow><mrow><mi>n</mi></mrow></msub><mo>(</mo><mi>x</mi><mo>)</mo></math></span>, which first transforms the Hessenberg matrix into a similar symmetric tridiagonal one, i.e., a matrix whose eigenvalues are perfectly conditioned, and then computes the zeros of <span><math><msub><mrow><mi>p</mi></mrow><mrow><mi>n</mi></mrow></msub><mo>(</mo><mi>x</mi><mo>)</mo></math></span> as the eigenvalues of the latter tridiagonal matrix. Moreover, we propose a second algorithm, faster but less accurate than the former one, which computes the zeros of <span><math><msub><mrow><mi>p</mi></mrow><mrow><mi>n</mi></mrow></msub><mo>(</mo><mi>x</mi><mo>)</mo></math></span> as the eigenvalues of a truncated Hessenberg matrix, obtained by properly neglecting some diagonals in the upper part of the original matrix. The computational complexity of the proposed algorithms are, respectively, <span><math><mi>O</mi><mo>(</mo><mfrac><mrow><msup><mrow><mi>n</mi></mrow><mrow><mn>3</mn></mrow></msup></mrow><mrow><mn>6</mn></mrow></mfrac><mo>)</mo></math></span>, and <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>ℓ</mi></mrow><mrow><mn>2</mn></mrow></msup><mi>n</mi><mo>)</mo></math></span>, with <span><math><mi>ℓ</mi><mo>≪</mo><mi>n</mi></math></span> in general.</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 210-221"},"PeriodicalIF":2.2,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0168927424002356/pdfft?md5=5d69aaffe1451682d680a99c82c21156&pid=1-s2.0-S0168927424002356-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142172413","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-04DOI: 10.1016/j.apnum.2024.08.027
SeongHee Jeong, Sanghyun Lee
In this paper, we investigate optimal control problems in heterogeneous porous media. The optimal control problem is governed by the Darcy's flow equation; where the pressure is the state variable and the source/sink is the control variable. Then we introduce the reduced optimal control problem which contains only the state variable by replacing the control variable with a dependent quantity of the state variable based on the Darcy's equation. Here we employ interior penalty finite element methods for the spatial discretization to solve the reduced optimal control problem resulting in a fourth-order variational inequality. We use Lagrange finite elements for interior penalty methods, which require fewer degrees of freedom than finite element methods. We provide a priori error estimates and stability analyses by considering a heterogeneous permeability coefficient. Several numerical examples validate the given theories and illustrate the capabilities of the proposed algorithm.
{"title":"Optimal control for Darcy's equation in a heterogeneous porous media","authors":"SeongHee Jeong, Sanghyun Lee","doi":"10.1016/j.apnum.2024.08.027","DOIUrl":"10.1016/j.apnum.2024.08.027","url":null,"abstract":"<div><p>In this paper, we investigate optimal control problems in heterogeneous porous media. The optimal control problem is governed by the Darcy's flow equation; where the pressure is the state variable and the source/sink is the control variable. Then we introduce the reduced optimal control problem which contains only the state variable by replacing the control variable with a dependent quantity of the state variable based on the Darcy's equation. Here we employ <span><math><msup><mrow><mi>C</mi></mrow><mrow><mn>0</mn></mrow></msup></math></span> interior penalty finite element methods for the spatial discretization to solve the reduced optimal control problem resulting in a fourth-order variational inequality. We use <span><math><msub><mrow><mi>P</mi></mrow><mrow><mn>2</mn></mrow></msub></math></span> Lagrange finite elements for <span><math><msup><mrow><mi>C</mi></mrow><mrow><mn>0</mn></mrow></msup></math></span> interior penalty methods, which require fewer degrees of freedom than <span><math><msup><mrow><mi>C</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span> finite element methods. We provide a priori error estimates and stability analyses by considering a heterogeneous permeability coefficient. Several numerical examples validate the given theories and illustrate the capabilities of the proposed algorithm.</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 303-322"},"PeriodicalIF":2.2,"publicationDate":"2024-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142229353","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-09-03DOI: 10.1016/j.apnum.2024.08.022
Zhen Li
The paper proposed a second-order steady-state-preserving nonstaggered central scheme for solving one-layer and two-layer open channel flows via the flux globalization. The global flux transforms the model into the homogeneous form, avoiding the complex discretization of the source terms. However, when the traditional appropriate quadrature rule discrete the global variables, the scheme tends to maintain only the moving-water equilibrium but not the “lake at rest” equilibrium. This paper proposes a new discretization method, the steady-state discretization (SSD) method of global variables, so that not only the still-water equilibrium can be maintained, but also the moving-water equilibrium, i.e., the discharge, the energy and the global flux are equilibrium. The scheme also ensures that the cross-sectional wet area is positive by introducing a “draining” time-step technique. Numerical experiments verify that the scheme is well-balanced, positivity-preserving and robust when flowing through open channel flows under the continuous or discontinuous bottom topography and channel width, and exactly capturing small perturbations and propagating interfaces of the steady-state solution.
{"title":"Nonstaggered central scheme with steady-state discretization for solving the open channel flows via the flux globalization","authors":"Zhen Li","doi":"10.1016/j.apnum.2024.08.022","DOIUrl":"10.1016/j.apnum.2024.08.022","url":null,"abstract":"<div><p>The paper proposed a second-order steady-state-preserving nonstaggered central scheme for solving one-layer and two-layer open channel flows via the flux globalization. The global flux transforms the model into the homogeneous form, avoiding the complex discretization of the source terms. However, when the traditional appropriate quadrature rule discrete the global variables, the scheme tends to maintain only the moving-water equilibrium but not the “lake at rest” equilibrium. This paper proposes a new discretization method, the steady-state discretization (SSD) method of global variables, so that not only the still-water equilibrium can be maintained, but also the moving-water equilibrium, i.e., the discharge, the energy and the global flux are equilibrium. The scheme also ensures that the cross-sectional wet area is positive by introducing a “draining” time-step technique. Numerical experiments verify that the scheme is well-balanced, positivity-preserving and robust when flowing through open channel flows under the continuous or discontinuous bottom topography and channel width, and exactly capturing small perturbations and propagating interfaces of the steady-state solution.</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 58-85"},"PeriodicalIF":2.2,"publicationDate":"2024-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142137306","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}