The paper deals with the construction of explicit Nordsieck second derivative general linear methods with s stages of order p with $p=s$ and high stage order $q=p$ with inherent Runge–Kutta or quadratic stability properties. Satisfying the order and stage order conditions together with inherent stability conditions leads to methods with some free parameters, which will be used to obtain methods with a large region of absolute stability. Examples of methods with r external stages and $p=q=s=r-1$ up to order five are given, and numerical experiments in a fixed stepsize environment are presented.

We propose two linearly implicit energy-preserving schemes for the complex modified Korteweg–de Vries equation, based on the invariant energy quadratization method. First, a new variable is introduced and a new Hamiltonian system is constructed for this equation. Then the Fourier pseudospectral method is used for the space discretization and the Crank–Nicolson leap-frog schemes for the time discretization. The proposed schemes are linearly implicit, which is only needed to solve a linear system at each time step. The fully discrete schemes can be shown to conserve both mass and energy in the discrete setting. Some numerical examples are also presented to validate the effectiveness of the proposed schemes.

For Laplacians defined by measures on a bounded domain in ℝn, we prove analogues of the classical eigenvalue estimates for the standard Laplacian: lower bound of sums of eigenvalues by Li and Yau, and gaps of consecutive eigenvalues by Payne, Pólya and Weinberger. This work is motivated by the study of spectral gaps for Laplacians on fractals.

We propose a numerical method for the simulation of a quasi-linear parabolic biofilm model that exhibits three non-linear diffusion effects: (i) a power law degeneracy, (ii) a super diffusion singularity and (iii) non-linear cross-diffusion. The method is based on a spatial Finite Volume discretisation in which cross-diffusion terms are formally treated as convection terms. Time-integration of the resulting semi-discretised system is carried out using an error-controlled, time-adaptive, embedded Rosenbrock–Wanner method. We compare several variants of the method and two variants of the model to investigate how details such as the choice cross-diffusion coefficients, and specific variants of the time integrator affect simulation time.

A new Semi-Lagrangian scheme is proposed to discretize the surface convection-diffusion equation. The other involved equations including the the level-set convection equation, the re-initialization equation and the extension equation are also solved by S-L schemes. The S-L method removes both the CFL condition and the stiffness caused by the surface Laplacian, allowing larger time step than the Eulerian method. The method is extended to the block-structured adaptive mesh. Numerical examples are given to demonstrate the efficiency of the S-L method.

In this work, we examine the mathematical analysis and numerical simulation of pattern formation in a subdiffusive multicomponents fractional-reaction-diffusion system that models the spatial interrelationship between two preys and predator species. The major result is centered on the analysis of the system for linear stability. Analysis of the main model reflects that the dynamical system is locally and globally asymptotically stable. We propose some useful theorems based on the existence and permanence of the species to validate our theoretical findings. Reliable and efficient methods in space and time are formulated to handle any space fractional reaction-diffusion system. We numerically present the complexity of the dynamics that are theoretically discussed. The simulation results in one, two and three dimensions show some amazing scenarios.

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete-time state-space Markov model. The algorithm employs two layers of particle filters to approximate the posterior probability distribution of the model parameters. In particular, the first layer yields an empirical distribution of samples on the parameter space, while the filters in the second layer are auxiliary devices to approximate the (analytically intractable) likelihood of the parameters. This approach relates the novel algorithm to the recent sequential Monte Carlo square method, which provides a nonrecursive solution to the same problem. In this paper we investigate the approximation of integrals of real bounded functions with respect to the posterior distribution of the system parameters. Under assumptions related to the compactness of the parameter support and the stability and continuity of the sequence of posterior distributions for the state-space model, we prove that the Lp norms of the approximation errors vanish asymptotically (as the number of Monte Carlo samples generated by the algorithm increases) and uniformly over time. We also prove that, under the same assumptions, the proposed scheme can asymptotically identify the parameter values for a class of models. We conclude the paper with a numerical example that illustrates the uniform convergence results by exploring the accuracy and stability of the proposed algorithm operating with long sequences of observations.

We consider the second order nonlinear ordinary differential equation u″ (t) = u1+α (α > 0) with positive initial data u(0) = a0, u′(0) = a1, whose solution becomes unbounded in a finite time T. The finite time T is called the blow-up time. Since finite difference schemes with uniform meshes can not reproduce such a phenomenon well, adaptively-defined grids are applied. Convergence with mesh sizes of certain smallness has been considered before. However, more iterations are required to obtain an approximate blow-up time if smaller meshes are applied. As a consequence, we consider in this paper a finite difference scheme with a rather larger grid size and show the convergence of the numerical solution and the numerical blow-up time. Application to the nonlinear wave equation is also discussed.

Some convergence bounds of the minimal residual (MINRES) method are studied when the method is applied for solving Hermitian indefinite linear systems. The matrices of these linear systems are supposed to have some properties so that their spectra are all clustered around ±1. New convergence bounds depending on the spectrum of the coefficient matrix are presented. Some numerical experiments are shown to demonstrate our theoretical results.

In this paper, we consider a two-point boundary value problem with Caputo fractional derivative, where the second order derivative of the exact solution is unbounded. Based on the equivalent form of the main equation, a finite difference scheme is derived. The L∞ convergence of the difference system is discussed rigorously. The convergence rate in general improves previous results. Numerical examples are provided to demonstrate the theoretical results.

This paper presents the simulation of complex separation flows over a modern fighter model at high angle of attack by using an unstructured/hybrid grid based Detached Eddy Simulation (DES) solver with an adaptive dissipation second-order hybrid scheme. Simulation results, including the complex vortex structures, as well as vortex breakdown phenomenon and the overall aerodynamic performance, are analyzed and compared with experimental data and unsteady Reynolds-Averaged Navier-Stokes (URANS) results, which indicates that with the DES solver, clearer vortical flow structures are captured and more accurate aerodynamic coefficients are obtained. The unsteady properties of DES flow field are investigated in detail by correlation coefficient analysis, power spectral density (PSD) analysis and proper orthogonal decomposition (POD) analysis, which indicates that the spiral motion of the primary vortex on the leeward side of the aircraft model is highly nonlinear and dominates the flow field. Through the comparisons of flow topology and pressure distributions with URANS results, the reason why higher and more accurate lift can be obtained by DES is discussed. Overall, these results show the potential capability of present DES solver in industrial applications.

A new minimization principle for the Poisson equation using two variables – the solution and the gradient of the solution – is introduced. This principle allows us to use any conforming finite element spaces for both variables, where the finite element spaces do not need to satisfy the so-called inf–sup condition. A numerical example demonstrates the superiority of this approach.

We provide some computable error estimates in solving a nonsymmetric eigenvalue problem by general conforming finite element methods on general meshes. Based on the complementary method, we first give computable error estimates for both the original eigenfunctions and the corresponding adjoint eigenfunctions, and then we introduce a generalised Rayleigh quotient to deduce a computable error estimate for the eigenvalue approximations. Some numerical examples are presented to illustrate our theoretical results.

In this work, we introduce an IMEX discontinuous Galerkin solver for the weakly compressible isentropic Euler equations. The splitting needed for the IMEX temporal integration is based on the recently introduced reference solution splitting [32, 52], which makes use of the incompressible solution. We show that the overall method is asymptotic preserving. Numerical results show the performance of the algorithm which is stable under a convective CFL condition and does not show any order degradation.

This paper is devoted to an extension of the finite-energy condition for extended Runge-Kutta-Nyström (ERKN) integrators and applications to nonlinear wave equations. We begin with an error analysis for the integrators for multi-frequency highly oscillatory systems , where M is positive semi-definite, . The highly oscillatory system is due to the semi-discretisation of conservative, or dissipative, nonlinear wave equations. The structure of such a matrix M and initial conditions are based on particular spatial discretisations. Similarly to the error analysis for Gaustchi-type methods of order two, where a finite-energy condition bounding amplitudes of high oscillations is satisfied by the solution, a finite-energy condition for the semi-discretisation of nonlinear wave equations is introduced and analysed. These ensure that the error bound of ERKN methods is independent of . Since stepsizes are not restricted by frequencies of M, large stepsizes can be employed by our ERKN integrators of arbitrary high order. Numerical experiments provided in this paper have demonstrated that our results are truly promising, and consistent with our analysis and prediction.

A domain decomposition based spectral collocation method is proposed for numerically solving Lane-Emden equations, which are frequently encountered in mathematical physics and astrophysics. Compared with the existing methods, this method requires less computational cost and is particularly suitable for long-term computation. The related error estimates are also established, indicating the spectral accuracy of the method. The numerical performance and efficiency of the method are illustrated by several numerical experiments.

We propose a hybrid spectral element method for fractional two-point boundary value problem (FBVPs) involving both Caputo and Riemann-Liouville (RL) fractional derivatives. We first formulate these FBVPs as a second kind Volterra integral equation (VIEs) with weakly singular kernel, following a similar procedure in [16]. We then design a hybrid spectral element method with generalized Jacobi functions and Legendre polynomials as basis functions. The use of generalized Jacobi functions allow us to deal with the usual singularity of solutions at t = 0. We establish the existence and uniqueness of the numerical solution, and derive a hptype error estimates under L2(I)-norm for the transformed VIEs. Numerical results are provided to show the effectiveness of the proposed methods.

We propose a class of numerical methods for solving nonlinear random differential equations with piecewise constant argument, called gPCRK methods as they combine generalised polynomial chaos with Runge-Kutta methods. An error analysis is presented involving the error arising from a finite-dimensional noise assumption, the projection error, the aliasing error and the discretisation error. A numerical example is given to illustrate the effectiveness of this approach.

Exponential additive Runge-Kutta methods for solving semi-linear equations are discussed. Related order conditions and stability properties for both explicit and implicit schemes are developed, according to the dimension of the coefficients in the linear terms. Several examples illustrate our theoretical results.

We propose a stochastic Galerkin method using sparse wavelet bases for the Boltzmann equation with multi-dimensional random inputs. Themethod uses locally supported piecewise polynomials as an orthonormal basis of the random space. By a sparse approach, only a moderate number of basis functions is required to achieve good accuracy in multi-dimensional random spaces. We discover a sparse structure of a set of basis-related coefficients, which allows us to accelerate the computation of the collision operator. Regularity of the solution of the Boltzmann equation in the random space and an accuracy result of the stochastic Galerkin method are proved in multi-dimensional cases. The efficiency of the method is illustrated by numerical examples with uncertainties from the initial data, boundary data and collision kernel.