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The influence of the computational mesh on accuracy for initial value problems with discontinuous or nonunique solutions

Discontinuous, or weak, solutions of the wave equation, the inviscid form of Burgers equation, and the time-dependent, two-dimensional Euler equations are studied. A numerical method of second-order accuracy in two forms, differential and integral, is used to calculate the weak solutions of these equations for several initial value problems, including supersonic flow past a wedge, a double symmetric wedge, and a sphere. The effect of the computational mesh on the accuracy of computed weak solutions including shock waves and expansion phenomena is studied. Modifications to the finite-difference method are presented which aid in obtaining desired solutions for initial value problems in which the solutions are nonunique.

Maccormack, R. W.

Solving ODE Initial Value Problems With Implicit Taylor Series Methods

In this paper we introduce a new class of numerical methods for integrating ODE initial value problems. Specifically, we propose an extension of the Taylor series method which significantly improves its accuracy and stability while also increasing its range of applicability. To advance the solution from t (sub n) to t (sub n+1), we expand a series about the intermediate point t (sub n+mu):=t (sub n) + mu h, where h is the stepsize and mu is an arbitrary parameter called an expansion coefficient. We show that, in general, a Taylor series of degree k has exactly k expansion coefficients which raise its order of accuracy. The accuracy is raised by one order if k is odd, and by two orders if k is even. In addition, if k is three or greater, local extrapolation can be used to raise the accuracy two additional orders. We also examine stability for the problem y'= lambda y, Re (lambda) less than 0, and identify several A-stable schemes. Numerical results are presented for both fixed and variable stepsizes. It is shown that implicit Taylor series methods provide an effective integration tool for most problems, including stiff systems and ODE's with a singular point.

Scott, James R.

Approximate solutions to the Navier-Stokes initial value problem

A Galerkin-Ritz procedure for any arbitrary system of field equations is shown to follow generically from 'two-functional' variational conditions. The initial-value problem for boundary-free incompressible Navier-Stokes flow is solved analytically in the two-parameter-function approximation.

Rosen, G.

Analysis and testing of numerical formulas for the initial value problem

Three computer programs for evaluating and testing numerical integration formulas used with fixed stepsize programs to solve initial value systems of ordinary differential equations are described. A program written in PASCAL SERIES, takes as input the differential equations and produces a FORTRAN subroutine for the derivatives of the system and for computing the actual solution through recursive power series techniques. Both of these are used by STAN, a FORTRAN program that interactively displays a discrete analog of the Liapunov stability region of any two dimensional subspace of the system. The derivatives may be used by CLMP, a FORTRAN program, to test the fixed stepsize formula against a good numerical result and interactively display the solutions.

Brown, R. L.

Utility of a finite element solution algorithm for initial-value problems

The Galerkin criterion within a finite element Weighted Residuals formulation is employed to establish an implicit solution algorithm for an initial-value partial differential equation. Numerical solutions of a transient parabolic and a hyperbolic equation, obtained using linear, quadratic and two cubic finite element basis functions, are employed to quantize accuracy and confirm and refine theoretical convergence rate estimates. The linear basis algorithm for the hyperbolic equation displays excellent accuracy on a coarse computational grid and a high-order convergence rate with discretization refinement. Good accuracy and a strong convergence rate in surface flux are determined for a nonhomogeneous Neumann boundary constraint applied to a parabolic equation. The results amply demonstrate the impact of the nondiagonal finite element initial-value matrix structure on solution accuracy and/or convergence rate.

Baker, A. J.

Initial-value problems for Rossby waves in a shear flow with critical level

The time-dependent evolution of sheared Rossby waves starting from an initial disturbance is studied for the simple case in which the shear is uniform. The uniform-shear assumption allows explicit solutions to be obtained which are useful in addressing the issue of the long-time asymptotic approach to normal modes and in assessing the relative importance of viscosity, nonlinearity and time-dependence in the evolution of Rossby waves in the presence of critical layers.

Tung, K. K.

Multiple steady states for characteristic initial value problems

The time dependent, isentropic, quasi-one-dimensional equations of gas dynamics and other model equations are considered under the constraint of characteristic boundary conditions. Analysis of the time evolution shows how different initial data may lead to different steady states and how seemingly anamolous behavior of the solution may be resolved. Numerical experimentation using time consistent explicit algorithms verifies the conclusions of the analysis. The use of implicit schemes with very large time steps leads to erroneous results.

Salas, M. D.

Study of the atmospheric general circulation as an initial value problem with the NCAR Community Climate Model

The essential elements of the transition of a model atmosphere to the equilibrium state from two extreme rest states, a cold (240 K) state and a warm (310 K) state, were examined using the NCAR Community Climate Model. It is shown that the same equilibrium state was reached in the two spinup conditions, which was also the same that was reported for this model by Williamson and Williamson (1984), who started from still a different initial condition. The spinup from the cold initial condition was faster than that from the warm condition, although the final stages of the approach to equilibrium were very simular in both cases. It was also found that the spinup of the barotropic flow lagged behind that of the baroclinic flow and the thermal field, and the model tropics spinup was faster than that of the mid-latitudes.

Chen, Tsing-Chang

The application of MINIQUASI to thermal program boundary and initial value problems

The feasibility of applying the solution techniques of Miniquasi to the set of equations which govern a thermoregulatory model is investigated. For solving nonlinear equations and/or boundary conditions, a Taylor Series expansion is required for linearization of both equations and boundary conditions. The solutions are iterative and in each iteration, a problem like the linear case is solved. It is shown that Miniquasi cannot be applied to the thermoregulatory model as originally planned.

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Multi-dimensional initial-boundary value problems with strong nonlinearities

Initial boundary value problems for the general scalar singularly perturbed parabolic equation in a cylindrical domain are studied. The one-dimensional reaction-diffusion equation is considered in the absence of convection. Then, the general one-dimensional and N-dimensional reaction-convection-diffusion equations are analyzed.

Howes, F. A.

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: An eigenvalue analysis

A hyperbolic initial-boundary-value problem can be approximated by a system of ordinary differential equations (ODEs) by replacing the spatial derivatives by finite-difference approximations. The resulting system of ODEs is called a semidiscrete approximation. A complication is the fact that more boundary conditions are required for the spatially discrete approximation than are specified for the partial differential equation. Consequently, additional numerical boundary conditions are required and improper treatment of these additional conditions can lead to instability. For a linear initial-boundary-value problem (IBVP) with homogeneous analytical boundary conditions, the semidiscrete approximation results in a system of ODEs of the form du/dt = Au whose solution can be written as u(t) = exp(At)u(O). Lax-Richtmyer stability requires that the matrix norm of exp(At) be uniformly bounded for O less than or = t less than or = T independent of the spatial mesh size. Although the classical Lax-Richtmyer stability definition involves a conventional vector norm, there is no known algebraic test for the uniform boundedness of the matrix norm of exp(At) for hyperbolic IBVPs. An alternative but more complicated stability definition is used in the theory developed by Gustafsson, Kreiss, and Sundstrom (GKS). The two methods are compared.

Warming, Robert F.

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: Stationary modes

Spatially discrete difference approximations for hyperbolic initial-boundary-value problems (IBVPs) require numerical boundary conditions in addition to the analytical boundary conditions specified for the differential equations. Improper treatment of a numerical boundary condition can cause instability of the discrete IBVP even though the approximation is stable for the pure initial-value or Cauchy problem. In the discrete IBVP stability literature there exists a small class of discrete approximations called borderline cases. For nondissipative approximations, borderline cases are unstable according to the theory of the Gustafsson, Kreiss, and Sundstrom (GKS) but they may be Lax-Richtmyer stable or unstable in the L sub 2 norm on a finite domain. It is shown that borderline approximation can be characterized by the presence of a stationary mode for the finite-domain problem. A stationary mode has the property that it does not decay with time and a nontrivial stationary mode leads to algebraic growth of the solution norm with mesh refinement. An analytical condition is given which makes it easy to detect a stationary mode; several examples of numerical boundary conditions are investigated corresponding to borderline cases.

Warming, Robert F.

Random deflections of a string on an elastic foundation.

The paper is concerned with the problem of a taut string on a random elastic foundation subjected to random loads. The boundary value problem is transformed into an initial value problem by the method of invariant imbedding. Fokker-Planck equations for the random initial value problem are formulated and solved in some special cases. The analysis leads to a complete characterization of the random deflection function.

Sanders, J. L., Jr.

High Order And High Resolution Methods For a Model CAA Problem

The initial value problem for the first order linear wave equation in one space dimension is treated for two cases with specified initial data and grid, and data from solutions at t = 400 and t = 800 are presented, as prescribed for Problem 1 in Category 1. Results are shown from computations with a sequence of recently developed high order and high resolution methods which combine Hermite interpolation, Cauchy-Kowaleskya recursion for time derivatives, and Taylor series time advancement. These methods have the same order of accuracy in time as in space. Results are shown from methods that range from third to nineteenth order. The stated problems with the prescribed coarse grid can be simulated with errors that are at the level of machine accuracy if the method is sufficiently high order. In addition, the growth of the maximum absolute error out to t = 100,000 is given for simulations with the stated problem data.

Goodrich, John W.

Error analysis of finite difference schemes applied to hyperbolic initial boundary value problems

Finite difference methods for the numerical solution of mixed initial boundary value problems for hyperbolic equations are studied. The reported investigation has the objective to develop a technique for the total error analysis of a finite difference scheme, taking into account initial approximations, boundary conditions, and interior approximation. Attention is given to the Cauchy problem and the initial approximation, the homogeneous problem in an infinite strip with inhomogeneous boundary data, the reflection of errors in the boundaries, and two different boundary approximations for the leapfrog scheme with a fourth order accurate difference operator in space.

Skollermo, G.

The CFL condition for spectral approximations to hyperbolic initial-boundary value problems

The stability of spectral approximations to scalar hyperbolic initial-boundary value problems with variable coefficients are studied. Time is discretized by explicit multi-level or Runge-Kutta methods of order less than or equal to 3 (forward Euler time differencing is included), and spatial discretizations are studied by spectral and pseudospectral approximations associated with the general family of Jacobi polynomials. It is proved that these fully explicit spectral approximations are stable provided their time-step, delta t, is restricted by the CFL-like condition, delta t less than Const. N(exp-2), where N equals the spatial number of degrees of freedom. We give two independent proofs of this result, depending on two different choices of approximate L(exp 2)-weighted norms. In both approaches, the proofs hinge on a certain inverse inequality interesting for its own sake. The result confirms the commonly held belief that the above CFL stability restriction, which is extensively used in practical implementations, guarantees the stability (and hence the convergence) of fully-explicit spectral approximations in the nonperiodic case.

Gottlieb, David