Sparse-Grid Implementation of Fixed-Point Fast Sweeping WENO Schemes for Eikonal Equations

Fixed-point fast sweeping methods are a class of explicit iterative methods developed in the literature to efficiently solve steady-state solutions of hyperbolic partial differential equations(PDEs).As other types of fast sweeping schemes,fixed-point fast sweeping methods use the Gauss-Seidel iterations and alternating sweeping strategy to cover characteristics of hyperbolic PDEs in a certain direction simultaneously in each sweeping order.The resulting iterative schemes have a fast convergence rate to steady-state solutions.Moreover,an advantage of fixed-point fast sweeping methods over other types of fast sweeping methods is that they are explicit and do not involve the inverse operation of any nonlinear local system.Hence,they are robust and flexible,and have been combined with high-order accurate weighted essentially non-oscillatory(WENO)schemes to solve various hyperbolic PDEs in the literature.For multidimensional nonlinear problems,high-order fixed-point fast sweeping WENO methods still require quite a large amount of computational costs.In this technical note,we apply sparse-grid techniques,an effective approximation tool for multidimensional problems,to fixed-point fast sweeping WENO methods for reducing their computational costs.Here,we focus on fixed-point fast sweeping WENO schemes with third-order accuracy(Zhang et al.2006[41]),for solving Eikonal equations,an important class of static Hamilton-Jacobi(H-J)equations.Numerical experiments on solving multidimensional Eikonal equations and a more general static H-J equation are performed to show that the sparse-grid computations of the fixed-point fast sweeping WENO schemes achieve large savings of CPU times on refined meshes,and at the same time maintain comparable accuracy and resolution with those on corresponding regular single grids.

Euler’s First-Order Explicit Method–Peridynamic Differential Operator for Solving Population Balance Equations of the Crystallization Process

Using Euler’s first-order explicit(EE)method and the peridynamic differential operator(PDDO)to discretize the time and internal crystal-size derivatives,respectively,the Euler’s first-order explicit method–peridynamic differential operator(EE–PDDO)was obtained for solving the one-dimensional population balance equation in crystallization.Four different conditions during crystallization were studied:size-independent growth,sizedependent growth in a batch process,nucleation and size-independent growth,and nucleation and size-dependent growth in a continuous process.The high accuracy of the EE–PDDO method was confirmed by comparing it with the numerical results obtained using the second-order upwind and HR-van methods.The method is characterized by non-oscillation and high accuracy,especially in the discontinuous and sharp crystal size distribution.The stability of the EE–PDDO method,choice of weight function in the PDDO method,and optimal time step are also discussed.

Energy Stable Nodal DG Methods for Maxwell’s Equations of Mixed-Order Form in Nonlinear Optical Media

In this work,we develop energy stable numerical methods to simulate electromagnetic waves propagating in optical media where the media responses include the linear Lorentz dispersion,the instantaneous nonlinear cubic Kerr response,and the nonlinear delayed Raman molecular vibrational response.Unlike the first-order PDE-ODE governing equations considered previously in Bokil et al.(J Comput Phys 350:420–452,2017)and Lyu et al.(J Sci Comput 89:1–42,2021),a model of mixed-order form is adopted here that consists of the first-order PDE part for Maxwell’s equations coupled with the second-order ODE part(i.e.,the auxiliary differential equations)modeling the linear and nonlinear dispersion in the material.The main contribution is a new numerical strategy to treat the Kerr and Raman nonlinearities to achieve provable energy stability property within a second-order temporal discretization.A nodal discontinuous Galerkin(DG)method is further applied in space for efficiently handling nonlinear terms at the algebraic level,while preserving the energy stability and achieving high-order accuracy.Indeed with d_(E)as the number of the components of the electric field,only a d_(E)×d_(E)nonlinear algebraic system needs to be solved at each interpolation node,and more importantly,all these small nonlinear systems are completely decoupled over one time step,rendering very high parallel efficiency.We evaluate the proposed schemes by comparing them with the methods in Bokil et al.(2017)and Lyu et al.(2021)(implemented in nodal form)regarding the accuracy,computational efficiency,and energy stability,by a parallel scalability study,and also through the simulations of the soliton-like wave propagation in one dimension,as well as the spatial-soliton propagation and two-beam interactions modeled by the two-dimensional transverse electric(TE)mode of the equations.

Hamilton-Jacobi method for solving ordinary differential equations

The Hamilton-Jacobi method for solving ordinary differential equations is presented in this paper. A system of ordinary differential equations of first order or second order can be expressed as a Hamilton system under certain conditions. Then the Hamilton-Jacobi method is used in the integration of the Hamilton system and the solution of the original ordinary differential equations can be found. Finally, an example is given to illustrate the application of the result.

High-Order Spatial FDTD Solver of Maxwell’s Equations for Terahertz Radiation Production

We applied a spatial high-order finite-difference-time-domain (HO-FDTD) scheme to solve 2D Maxwell’s equations in order to develop a fluid model employed to study the production of terahertz radiation by the filamentation of two femtosecond lasers in air plasma. We examined the performance of the applied scheme, in this context, we implemented the developed model to study selected phenomena in terahertz radiation production, such as the excitation energy and conversion efficiency of the produced THz radiation, in addition to the influence of the pulse chirping on properties of the produced radiation. The obtained numerical results have clarified that the applied HO-FDTD scheme is precisely accurate to solve Maxwell’s equations and sufficiently valid to study the production of terahertz radiation by the filamentation of two femtosecond lasers in air plasma.

THE LARGE TIME GENERIC FORM OF THE SOLUTION TO HAMILTON-JACOBI EQUATIONS

We use Hopf-Lax formula to study local regularity of solution to Hamilton- Jacobi （HJ） equations of multi-dimensional space variables with convex Hamiltonian. Then we give the large time generic form of the solution to HJ equation, i.e. for most initial data there exists a constant T 〉 0, which depends only on the Hamiltonian and initial datum, for t 〉 T the solution of the IVP （1.1） is smooth except for ~ smooth n-dimensional hypersurface, across which Du（x, t） is discontinuous. And we show that the hypersurface 1 tends asymptotically to a given hypersurface with rate t-1/4.

HAMILTON-JACOBI EQUATIONS FOR A REGULAR CONTROLLED HAMILTONIAN SYSTEM AND ITS REDUCED SYSTEMS

In this paper,we give the geometric constraint conditions of a canonical symplectic form and regular reduced symplectic forms for the dynamical vector fields of a regular controlled Hamiltonian(RCH)system and its regular reduced systems,which are called the Type I and Type II Hamilton-Jacobi equations.First,we prove two types of Hamilton-Jacobi theorems for an RCH system on the cotangent bundle of a configuration manifold by using the canonical symplectic form and its dynamical vector field.Second,we generalize the above results for a regular reducible RCH system with symmetry and a momentum map,and derive precisely two types of Hamilton-Jacobi equations for the regular point reduced RCH system and the regular orbit reduced RCH system.Third,we prove that the RCH-equivalence for the RCH system,and the RpCH-equivalence and RoCH-equivalence for the regular reducible RCH systems with symmetries,leave the solutions of corresponding Hamilton-Jacobi equations invariant.Finally,as an application of the theoretical results,we show the Type I and Type II Hamilton-Jacobi equations for the Rp-reduced controlled rigid body-rotor system and the Rp-reduced controlled heavy top-rotor system on the generalizations of the rotation group SO(3)and the Euclidean group SE(3),respectively.This work reveals the deeply internal relationships of the geometrical structures of phase spaces,the dynamical vector fields and the controls of the RCH system.

UNIQUENESS OF VISCOSITY SOLUTIONS OF STOCHASTIC HAMILTON-JACOBI EQUATIONS

This article is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity assumptions on the coefficients, the value function is proved to be the unique viscosity solution of the associated stochastic HJ equation.

A NOTE ON GRADIENT BLOWUP RATE OF THE INHOMOGENEOUS HAMILTON-JACOBI EQUATIONS

The gradient blowup of the equation ut = △u ＋ a（x）｜△u｜p ＋ h（x）, where p 〉 2, is studied. It is shown that the gradient blowup rate will never match that of the self-similar variables. The exact blowup rate for radial solutions is established under the assumptions on the initial data so that the solution is monotonically increasing in time.

Arc Length-Based WENO Scheme for Hamilton-Jacobi Equations

In this article,novel smoothness indicators are presented for calculating the nonlinear weights of the weighted essentially non-oscillatory scheme to approximate the viscosity numerical solutions of Hamilton-Jacobi equations.These novel smoothness indicators are constructed from the derivatives of reconstructed polynomials over each sub-stencil.The constructed smoothness indicators measure the arc-length of the reconstructed polynomials so that the new nonlinear weights could get less absolute truncation error and give a high-resolution numerical solution.Extensive numerical tests are conducted and presented to show the performance capability and the numerical accuracy of the proposed scheme with the comparison to the classical WENO scheme.

Efficient Cell-Centered Multigrid Scheme for the Three-Dimensional Navier-Stokes Equations

A cell centered scheme for three dimensional Navier Stokes equations, which is based on central difference approximations and Runge Kutta time stepping, is described. By using local time stepping, implicit residual smoothing, a multigrid method, and carefully controlled artificial dissipative terms, good convergence rates are obtained for two and three dimensional flows. The emphases are on the implicit smoothing and artificial dissipative terms with locally variable coefficients which depend on cel...

PROPER SPLITTINGS FOR RESTRICTED LINEAR EQUATIONS AND THE GENERALIZED INVERSE A_(T,S)~2

This paper presents a proper splitting iterative method for comparing the general restricted linear euqations Ax=b, x ∈T （where, b ∈AT, and T is an arbitrary but fixed subspace of Cm） and the generalized in AT,S For the special case when b ∈AT and dim（T）=dim（AT）, this splitting iterative methverse AT,S hod converges to AT,Sb （the unique solution of the general restricted system Ax=bx ∈T）.

Exact invariants and adiabatic invariants of Raitzin＇s canonical equations of motion for a nonlinear nonholonomic mechanical system

The exact invariants and the adiabatic invariants of Raitzin＇s canonical equations of motion for a nonlinear nonholonomic mechanical system are studied. The relations between the invariants and the symmetries of the system are established. Based on the concept of higher-order adiabatic invariant of a mechanical system under the action of a small perturbation, the forms of the exact invariants and adiabatic invariants and the conditions for their existence are proved. Finally, the inverse problem of the perturbation to symmetries of the system is studied and an example is also given to illustrate the application of the results.

Generalized Extended tanh-function Method for Traveling Wave Solutions of Nonlinear Physical Equations

In this paper, the generalized extended tanh-function method is used for constructing the traveling wave solutions of nonlinear evolution equations. We choose Fisher＇s equation, the nonlinear schr＆#168;odinger equation to illustrate the validity and ad-vantages of the method. Many new and more general traveling wave solutions are obtained. Furthermore, this method can also be applied to other nonlinear equations in physics.

Some Kind of Equations Involving Euler＇s Function

For any given positive integer n ≥ 1, the Euler function φ（n） is defined to be the number of positive integers not exceeding n which are relatively prime to n. w（n） is defined to be the number of different prime divisors of n. Some kind of equations involving Euler＇s function is studied in the paper.

Numerical Solution of Constrained Mechanical System Motions Equations and Inverse Problems of Dynamics

In this paper the method of design of kinematical and dynamical equations of mechanical systems, applied to numerical ealization, is proposed. The corresponding difference equations, which are obtained, give a guarantee of computations with a given precision. The equations of programmed constraints and those of constraint perturbations are defined. The stability of the programmed manifold for numerical solutions of the kinematical and dynamical equations is obtained by corresponding construction of the constraint perturbation equations. The dynamical equations of system with programmed constraints are set up in the form of Lagrange’s equations in generalized coordinates. Certain inverse problems of rigid body dynamics are examined.

EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS WITH NON-SEPARATED TYPE INTEGRAL BOUNDARY CONDITIONS

In this paper, we study a boundary value problem of nonlinear fractional dif- ferential equations of order q （1 〈 q 〈 2） with non-separated integral boundary conditions. Some new existence and uniqueness results are obtained by using some standard fixed point theorems and Leray-Schauder degree theory. Some illustrative examples are also presented. We extend previous results even in the integer case q = 2.

A Family of Fifth-order Iterative Methods for Solving Nonlinear Equations

In this paper, we present and analyze a family of fifth-order iterative methods free from second derivative for solving nonlinear equations. It is established that the family of iterative methods has convergence order five. Numerical examples show that the new methods are comparable with the well known existing methods and give better results in many aspects.

Noether Symmetry of Three-Order Lagrangian Equations

Based on the three-order Lagrangian equation, pseudo-Hamilton actoon I^＊ is defined and the three-order Hamilton＇s principle and the conditions are obtained in the paper. Then, the Noether symmetry about three-order Lagrangian equations is deduced. Finally, an example is given to illustrate the application of the result.

Fractional Pfaff-Birkhoff Principle and Birkhoff′s Equations in Terms of Riesz Fractional Derivatives

The dynamical and physical behavior of a complex system can be more accurately described by using the fractional model.With the successful use of fractional calculus in many areas of science and engineering,it is necessary to extend the classical theories and methods of analytical mechanics to the fractional dynamic system.Birkhoffian mechanics is a natural generalization of Hamiltonian mechanics,and its core is the Pfaff-Birkhoff principle and Birkhoff′s equations.The study on the Birkhoffian mechanics is an important developmental direction of modern analytical mechanics.Here,the fractional Pfaff-Birkhoff variational problem is presented and studied.The definitions of fractional derivatives,the formulae for integration by parts and some other preliminaries are firstly given.Secondly,the fractional Pfaff-Birkhoff principle and the fractional Birkhoff′s equations in terms of RieszRiemann-Liouville fractional derivatives and Riesz-Caputo fractional derivatives are presented respectively.Finally,an example is given to illustrate the application of the results.