Applied Numerical Mathematics最新文献

Tau Toolbox is a mathematical library for the solution of integro-differential problems, based on the spectral Lanczos' Tau method. Over the past few years, a class within the library, called polynomial, has been developed for approximating functions by classical orthogonal polynomials and it is intended to be an easy-to-use yet efficient object-oriented framework.

In this work we discuss how this class has been designed to solve linear ill-posed problems and we provide a description of the available methods, Tikhonov regularization and truncated singular value expansion. For the solution of the Fredholm integral equation of the first kind, which is built from a low-rank approximation of the kernel followed by a numerical truncated singular value expansion, an error estimate is given.

Numerical experiments illustrate that this approach is capable of efficiently compute good approximations of linear discrete ill-posed problems, even facing perturbed available data function, with no programming effort. Several test problems are used to evaluate the performance and reliability of the solvers.

The final product of this paper is the numerical solution of a first-kind integral equation, which is constructed using only two inputs from the user: the kernel and the right-hand side.

We propose two efficient energetic spectral-element methods in time for marching nonlinear gradient systems with the phase-field Allen–Cahn equation as an example: one fully implicit nonlinear method and one semi-implicit linear method. Different from other spectral methods in time using spectral Petrov-Galerkin or weighted Galerkin approximations, the presented implicit method employs an energetic variational Galerkin form that can maintain the mass conservation and energy dissipation property of the continuous dynamical system. Another advantage of this method is its superconvergence. A high-order extrapolation is adopted for the nonlinear term to get the semi-implicit method. The semi-implicit method does not have superconvergence, but can be improved by a few Picard-like iterations to recover the superconvergence of the implicit method. Numerical experiments verify that the method using Legendre elements of degree three outperforms the 4th-order implicit-explicit backward differentiation formula and the 4th-order exponential time difference Runge-Kutta method, which were known to have best performances in solving phase-field equations. In addition to the standard Allen–Cahn equation, we also apply the method to a conservative Allen–Cahn equation, in which the conservation of discrete total mass is verified. The applications of the proposed methods are not limited to phase-field Allen–Cahn equations. They are suitable for solving general, large-scale nonlinear dynamical systems.

In this study, we introduce a novel hybrid conjugate gradient method with an adaptive strategy called asHCG method. The asHCG method exhibits the following characteristics. (i) Its search direction guarantees sufficient descent property without dependence on any line search. (ii) It possesses strong convergence for the uniformly convex function using a weak Wolfe line search, and under the same line search, it achieves global convergence for the general function. (iii) Employing the Armijo line search, it provides an approximate guarantee for worst-case complexity for the uniformly convex function. The numerical results demonstrate promising and encouraging performances in both unconstrained optimization problems and image restoration problems.

Investigation of the solutions of the coupled viscous Burgers system is crucial for realizing and understanding some physical phenomena in applied sciences. Particularly, Burgers equations are used in the modeling of fluid mechanics and nonlinear acoustics. In the present study, a modified meshless quadrature method based on radial basis functions is used to discretize the partial derivatives in the spatial variable. A technique to find the best value of the shape parameter is introduced. A high-resolution optimized hybrid block method is then used to solve the problem in the temporal variable. To validate the proposed method, several test problems are considered and the simulated results are compared with exact solutions and previous works. Moreover, a sensitivity analysis for parameter c is conducted, and the unconditional stability of the proposed algorithm has been validated.

In this paper, the stability of θ-methods for delay differential equations is studied based on the test equation $y^{\prime }\left(t\right)=-Ay\left(t\right)+By(t-\tau )$, where τ is a constant delay and A is a positive definite matrix. It is mainly considered the case where the matrices A and B are not simultaneosly diagonalizable and the concept of field of values is used to prove a sufficient condition for unconditional stability of these methods and another condition which also guarantees their stability, but according to the step size. The results obtained are also simplified for the case where the matrices A and B are simultaneously diagonalizable and compared with other similar works for the general case. Several numerical examples in which the theory discussed here is applied to parabolic problems given by partial delay differential equations with a diffusion term and a delayed term are presented, too.

In recent years, various types of methods have been proposed to approximate the Caputo fractional derivative numerically. A common challenge of the methods is the non-local property of the Caputo fractional derivative which leads to the slow and memory consuming methods. Diffusive representation of fractional derivative is an efficient tool to overcome the mentioned challenge. This paper presents two new diffusive representations to approximate the Caputo fractional derivative of order $0<\alpha <1$. An error analysis of the newly presented methods together with some numerical examples is provided at the end.

This paper deals with the numerical threshold stability of a nonlinear age-space structured heroin transmission model. A semi-discrete system is established by spatially domain discretization of the original nonlinear age-space structured model. A threshold value is proposed in stability analysis of the semi-discrete system and named as a numerical basic reproduction number. Besides the role it plays in numerical threshold stability analysis, the numerical basic reproduction number can preserve qualitative properties of the exact basic reproduction number and converge to the latter while stepsizes vanish. A fully discrete system is established via a time discretization of the semi-discrete system, in which an implicit-explicit technique is implemented to ensure the preservation of the biological meanings (such as positivity) without CFL restriction. Some numerical experiments are exhibited in the end to confirm the conclusions and explore the final state.

In this research, we propose a novel and fast computational technique for solving a class of space-time fractional-order linear and non-linear partial differential equations. Caputo-type fractional derivatives are considered. The proposed method is based on the operational and pseudo-operational matrices for the fractional-order Lagrange polynomials. To carry out the method, first, we find the integer and fractional-order operational and pseudo-operational matrix of integration. The collocation technique and obtained operational and pseudo-operational matrices are then used to generate a system of algebraic equations by reducing the given space-time fractional differential problem. The resultant algebraic system is then easily solved by Newton's iterative methods. The upper bound of the fractional-order operational matrix of integration is also provided, which confirms the convergence of fractional-order Lagrange polynomial's approximation. Finally, some numerical experiments are conducted to demonstrate the applicability and usefulness of the suggested numerical scheme.

Numerical simulations of convective solid-liquid phase change problems have long been a complex problem due to the movement of the solid-liquid interface layer, which leads to a free boundary problem. This work develops a convective phase change heat transfer model based on the phase field method. The governing equations consist of the incompressible Navier-Stokes-Boussinesq equations, the heat transfer equation, and the Allen-Cahn equation. The Navier-Stokes equations are penalised for imposing zero velocity within the solid region. For numerical methods, the mini finite element approach (P1b-P1) is used to solve the momentum equation spatially, the temperature and the phase field are approximated by the P1b elements. In the temporal discretization, the phase field and the temperature are decoupled from the momentum equation by using the finite difference method, forming a solvable linear system. A maximum bound principle for the phase field is derived, coming with an estimation of the tolerance of the time step size, which depends on the temperature range. This estimation guides the time step choice in the simulation. The program is developed within the FreeFem++ framework, drawing on our previous work on phase field methods [1] and a mushy-region method toolbox for heat transfer [2]. The accuracy and effectiveness of the proposed method have been validated through real-world cases of melting and solidification with linear or nonlinear buyangcy force, respectively. The simulation results are in agreement with experiments in references.