Highly Accurate Golden Section Search Algorithms and Fictitious Time Integration Method for Solving Nonlinear Eigenvalue Problems

This study sets up two new merit functions,which are minimized for the detection of real eigenvalue and complex eigenvalue to address nonlinear eigenvalue problems.For each eigen-parameter the vector variable is solved from a nonhomogeneous linear system obtained by reducing the number of eigen-equation one less,where one of the nonzero components of the eigenvector is normalized to the unit and moves the column containing that component to the right-hand side as a nonzero input vector.1D and 2D golden section search algorithms are employed to minimize the merit functions to locate real and complex eigenvalues.Simultaneously,the real and complex eigenvectors can be computed very accurately.A simpler approach to the nonlinear eigenvalue problems is proposed,which implements a normalization condition for the uniqueness of the eigenvector into the eigenequation directly.The real eigenvalues can be computed by the fictitious time integration method(FTIM),which saves computational costs compared to the one-dimensional golden section search algorithm(1D GSSA).The simpler method is also combined with the Newton iterationmethod,which is convergent very fast.All the proposed methods are easily programmed to compute the eigenvalue and eigenvector with high accuracy and efficiency.

Modified precise time step integration method of structural dynamic analysis

The precise time step integration method proposed for linear time-invariant homogeneous dynamic systems can provide precise numerical results that approach an exact solution at the integration points. However, difficulty arises when the algorithm is used for non-homogeneous dynamic systems, due to the inverse matrix calculation and the simulation accuracy of the applied loading. By combining the Gaussian quadrature method and state space theory with the calculation technique of matrix exponential function in the precise time step integration method, a new modified precise time step integration method （e.g., an algorithm with an arbitrary order of accuracy） is proposed. In the new method, no inverse matrix calculation or simulation of the applied loading is needed, and the computing efficiency is improved. In particular, the proposed method is independent of the quality of the matrix H. If the matrix H is singular or nearly singular, the advantage of the method is remarkable. The numerical stability of the proposed algorithm is discussed and a numerical example is given to demonstrate the validity and efficiency of the algorithm.

TIME PRECISE INTEGRATION METHOD FOR CONSTRAINED NONLINEAR CONTROL SYSTEM

For the constrained nonlinear optimal control problem, by taking the first term of Taylor series, the dynamic equation is linearized. Thus by, introducing into the dual variable (Lagrange multiplier vector), the dynamic equation can be transformed into Hamilton system from Lagrange system on the basis of the original variable. Under the whole state, the problem discussed can be described from a new view, and the equation can be precisely solved by, the time precise integration method established in linear dynamic system. A numerical example shows the effectiveness of the method.

3D elastic wave equation forward modeling based on the precise integration method

The Finite Difference （FD） method is an important method for seismic numerical simulations. It helps us understand regular patterns in seismic wave propagation, analyze seismic attributes, and interpret seismic data. However, because of its discretization, the FD method is only stable under certain conditions. The Arbitrary Difference Precise Integration （ADPI） method is based on the FD method and adopts an integration scheme in the time domain and an arbitrary difference scheme in the space domain. Therefore, the ADPI method is a semi-analytical method. In this paper, we deduce the formula for the ADPI method based on the 3D elastic equation and improve its stability. In forward modeling cases, the ADPI method was implemented in 2D and 3D elastic wave equation forward modeling. Results show that the travel time of the reflected seismic wave is accurate. Compared with the acoustic wave field, the elastic wave field contains more wave types, including PS- and PP- reflected waves, transmitted waves, and diffracted waves, which is important to interpretation of seismic data. The method can be easily applied to elastic wave equation numerical simulations for eoloical models.

Fast precise integration method for hyperbolic heat conduction problems

A fast precise integration method is developed for the time integral of the hyperbolic heat conduction problem. The wave nature of heat transfer is used to analyze the structure of the matrix exponential, leading to the fact that the matrix exponential is sparse. The presented method employs the sparsity of the matrix exponential to improve the original precise integration method. The merits are that the proposed method is suitable for large hyperbolic heat equations and inherits the accuracy of the original version and the good computational efficiency, which are verified by two numerical examples.

A COMBINED PARAMETRIC QUADRATIC PROGRAMMING AND PRECISE INTEGRATION METHOD BASED DYNAMIC ANALYSIS OF ELASTIC-PLASTIC HARDENING/SOFTENING PROBLEMS

The objective of the paper is to develop a new algorithm for numerical solution of dynamic elastic-plastic strain hardening/softening problems. The gradient dependent model is adopted in the numerical model to overcome the result mesh-sensitivity problem in the dynamic strain softening or strain localization analysis. The equations for the dynamic elastic-plastic problems are derived in terms of the parametric variational principle, which is valid for associated, non-associated and strain softening plastic constitutive models in the finite element analysis. The precise integration method, which has been widely used for discretization in time domain of the linear problems, is introduced for the solution of dynamic nonlinear equations. The new algorithm proposed is based on the combination of the parametric quadratic programming method and the precise integration method and has all the advantages in both of the algorithms. Results of numerical examples demonstrate not only the validity, but also the advantages of the algorithm proposed for the numerical solution of nonlinear dynamic problems.

CHARACTERISTIC GALERKIN METHOD FOR CONVECTION-DIFFUSION EQUATIONS AND IMPLICIT ALGORITHM USING PRECISE INTEGRATION

This paper presents a finite element procedure for solving transient, multidimensional convection-diffusion equations. The procedure is based on the characteristic Galerkin method with an implicit algorithm using precise integration method. With the operator splitting procedure, the precise integration method is introduced to determine the material derivative in the convection-diffusion equation, consequently, the physical quantities of material points. An implicit algorithm with a combination of both the precise and the traditional numerical integration procedures in time domain in the Lagrange coordinates for the characteristic Galerkin method is formulated. The stability analysis of the algorithm shows that the unconditional stability of present implicit algorithm is enhanced as compared with that of the traditional implicit numerical integration procedure. The numerical results validate the presented method in solving convection-diffusion equations. As compared with SUPG method and explicit characteristic Galerkin method, the present method gives the results with higher accuracy and better stability.

Improved precise integration method for differential Riccati equation

An improved precise integration method （IPIM） for solving the differential Riccati equation （DRE） is presented. The solution to the DRE is connected with the exponential of a Hamiltonian matrix, and the precise integration method （PIM） for solving the DRE is connected with the scaling and squaring method for computing the exponential of a matrix. The error analysis of the scaling and squaring method for the exponential of a matrix is applied to the PIM of the DRE. Based ,on the error analysis, the criterion for choosing two parameters of the PIM is given. Three kinds of IPIMs for solving the DRE are proposed. The numerical examples machine accuracy solutions. show that the IPIM is stable and gives the

ADAPTIVE INTERVAL WAVELET PRECISE INTEGRATION METHOD FOR PARTIAL DIFFERENTIAL EQUATIONS

The quasi-Shannon interval wavelet is constructed based on the interpolation wavelet theory, and an adaptive precise integration method, which is based on extrapolation method is presented for nonlinear ordinary differential equations ( ODEs). And then, an adaptive interval wavelet precise integration method (AIWPIM) for nonlinear partial differential equations(PDEs) is proposed. The numerical results show that the computational precision of AIWPIM is higher than that of the method constructed by combining the wavelet and the 4th Runge-Kutta method, and the computational amounts of these two methods are almost equal. For convenience, the Burgers equation is taken as an example in introducing this method, which is also valid for more general cases.

Optimization of a precise integration method for seismic modeling based on graphic processing unit

General purpose graphic processing unit （GPU） calculation technology is gradually widely used in various fields. Its mode of single instruction, multiple threads is capable of seismic numerical simulation which has a huge quantity of data and calculation steps. In this study, we introduce a GPU-based parallel calculation method of a precise integration method （PIM） for seismic forward modeling. Compared with CPU single-core calculation, GPU parallel calculating perfectly keeps the features of PIM, which has small bandwidth, high accuracy and capability of modeling complex substructures, and GPU calculation brings high computational efficiency, which means that high-performing GPU parallel calculation can make seismic forward modeling closer to real seismic records.

Precise integration method for a class of singular two-point boundary value problems

In this paper we present a precise integration method based on high order multiple perturbation method and reduction method for solving a class of singular twopoint boundary value problems.Firstly,by employing the method of variable coefficient dimensional expanding,the non-homogeneous ordinary differential equations（ODEs） are transformed into homogeneous ODEs.Then the interval is divided evenly,and the transfer matrix in every subinterval is worked out using the high order multiple perturbation method,and a set of algebraic equations is given in the form of matrix by the precise integration relation for each segment,which is worked out by the reduction method.Finally numerical examples are elaboratedd to validate the present method.

Precise integration method for solving singular perturbation problems

This paper presents a precise method for solving singularly perturbed boundary-value problems with the boundary layer at one end. The method divides the interval evenly and gives a set of algebraic equations in a matrix form by the precise integration relationship of each segment. Substituting the boundary conditions into the algebraic equations, the coefficient matrix can be transformed to the block tridiagonal matrix. Considering the nature of the problem, an efficient reduction method is given for solving singular perturbation problems. Since the precise integration relationship introduces no discrete error in the discrete process, the present method has high precision. Numerical examples show the validity of the present method.

PRECISE INTEGRATION METHOD FOR LQG OPTIMAL MEASUREMENT FEEDBACK CONTROL PROBLEM

By using the precise integration method, the numerical solution of linear quadratic Gaussian (LQG) optimal control problem was discussed. Based on the separation principle, the LQG central problem decomposes, or separates, into an optimal state-feedback control problem and an optimal state estimation problem. That is the off-line solution of two sets of Riccati differential equations and the on-line integration solution of the state vector from a set of time-variant differential equations. The present algorithms are not only appropriate to solve the two-point boundary-value problem and the corresponding Riccati differential equation, but also can be used to solve the estimated state from the time-variant differential equations. The high precision of precise integration is of advantage for the control and estimation. Numerical examples demonstrate the high precision and effectiveness of the algorithm.

AN ADAPTIVE ALGORITHM OF PRECISE INTEGRATION FOR TRANSIENT ANALYSIS

This paper presents an improved precise integration algorithm fortransient analysis of heat transfer and some other problems. Theoriginal precise integration method is improved by means of the inve-rse accuracy analysis so that the parameter N, which has been takenas a constant and an independent pa- rameter without consideration ofthe problems in the original method, can be generated automaticallyby the algorithm itself.

AN IMPLICIT SERIES PRECISE INTEGRATION ALGORITHM FOR STRUCTURAL NONLINEAR DYNAMIC EQUATIONS

Nonlinear dynamic equations can be solved accurately using a precise integration method. Some algorithms exist, but the inversion of a matrix must be calculated for these al- gorithms. If the inversion of the matrix doesn’t exist or isn’t stable, the precision and stability of the algorithms will be afected. An explicit series solution of the state equation has been pre- sented. The solution avoids calculating the inversion of a matrix and its precision can be easily controlled. In this paper, an implicit series solution of nonlinear dynamic equations is presented. The algorithm is more precise and stable than the explicit series solution and isn’t sensitive to the time-step. Finally, a numerical example is presented to demonstrate the efectiveness of the algorithm.

A new simple method of implicit time integration for dynamic problems of engineering structures

This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditional and unconditional stability regions of the parameters. When the control parameters in the method are optimally taken in their regions, the accuracy may be improved to reach of order three. It is found that the new scheme can achieve lower numerical amplitude dissipation and period dispersion than some of the existing methods, e.g. the Newmark method and Zhai＇s approach, when the same time step size is used. The region of time step dependent on the parameters in the new scheme is explicitly obtained. Finally, some examples of dynamic problems are given to show the accuracy and efficiency of the proposed scheme applied in dynamic systems.

A Consistent Time Level Implementation Preserving Second-Order Time Accuracy via a Framework of Unified Time Integrators in the Discrete Element Approach

In this work,a consistent and physically accurate implementation of the general framework of unified second-order time accurate integrators via the well-known GSSSS framework in the Discrete Element Method is presented.The improved tangential displacement evaluation in the present implementation of the discrete element method has been derived and implemented to preserve the consistency of the correct time level evaluation during the time integration process in calculating the algorithmic tangential displacement.Several numerical examples have been used to validate the proposed tangential displacement evaluation;this is in contrast to past practices which only seem to attain the first-order time accuracy due to inconsistent time level implementation with different algorithms for normal and tangential directions.The comparisons with the existing implementation and the superiority of the proposed implementation are given in terms of the convergence rate with improved numerical accuracy in time.Moreover,several schemes via the unified second-order time integrators within the framework of the GSSSS family have been carried out based on the proposed correct implementation.All the numerical results demonstrate that using the existing state-of-the-art implementation reduces the time accuracy to be first-order accurate in time,while the proposed implementation preserves the correct time accuracy to yield second-order.

Towards a Unified Single Analysis Framework Embedded with Multiple Spatial and Time Discretized Methods for Linear Structural Dynamics

We propose a novel computational framework that is capable of employing different time integration algorithms and different space discretized methods such as the Finite Element Method,particle methods,and other spatial methods on a single body sub-dividedintomultiple subdomains.This is in conjunctionwithimplementing thewell known Generalized Single Step Single Solve(GS4)family of algorithms which encompass the entire scope of Linear Multistep algorithms that have been developed over the past 50 years or so and are second order accurate into the Differential Algebraic Equation framework.In the current state of technology,the coupling of altogether different time integration algorithms has been limited to the same family of algorithms such as theNewmarkmethods and the coupling of different algorithms usually has resulted in reduced accuracy in one or more variables including the Lagrange multiplier.However,the robustness and versatility of the GS4 with its ability to accurately account for the numerical shifts in various time schemes it encompasses,overcomes such barriers and allows a wide variety of arbitrary implicit-implicit,implicit-explicit,and explicit-explicit pairing of the various time schemes while maintaining the second order accuracy in time for not only all primary variables such as displacement,velocity and acceleration but also the Lagrange multipliers used for coupling the subdomains.By selecting an appropriate spatialmethod and time scheme on the area with localized phenomena contrary to utilizing a single process on the entire body,the proposed work has the potential to better capture the physics of a given simulation.The method is validated by solving 2D problems for the linear second order systems with various combination of spatial methods and time schemes with great flexibility.The accuracy and efficacy of the present work have not yet been seen in the current field,and it has shown significant promise in its capabilities and effectiveness for general linear dynamics through numerical examples.

RETHINKING TO FINITE DIFFERENCE TIME-STEP INTEGRATIONS

The numerical time step integrations of PDEs are mainly carried out by the finitedifference method to date. However,when the time step becomes longer, it causes theproblem of numerical instability,. The explicit integration schemes derived by the singlepoint precise integration method given in this paper are proved unconditionally stable.Comparisons between the schemes derived by the finite difference method and theschemes by the method employed in the present paper are made for diffusion andconvective-diffusion equations. Nunierical examples show the superiority of the singlepoint integration method.

An Adaptively Filtered Precise Integration Method Considering Perturbation for Stochastic Dynamics Problems

The difficulty in solving stochastic dynamics problems lies in the need for a large number of repeated computations of deterministic dynamic equations,which has been a challenge in stochastic dynamics analysis and was discussed in this study.To efficiently and accurately compute the exponential of the dynamics state matrix and the matrix functions due to external loads,an adaptively filtered precise integration method was proposed,which inherits the high precision of the precise integrationmethod,improves the computational efficiency and saves the memory required.Moreover,the perturbation method was introduced to avoid repeated computations of matrix exponential and terms due to external loads.Based on the filtering and perturbation techniques,an adaptively filtered precise integration method considering perturbation for stochastic dynamics problems was developed.Two numerical experiments,including a model of phononic crystal and a bridge model considering random parameters,were performed to test the performance of the proposed method in terms of accuracy and efficiency.Numerical results show that the accuracy and efficiency of the proposed method are better than those of the existing precise integration method,the Newmark-βmethod and the Wilson-θmethod.