In this paper, we apply the Legendre spectral-collocation method to obtain approximate solutions of nonlinear multi-order fractional differential equations (M-FDEs). The fractional derivative is described in the Caput...In this paper, we apply the Legendre spectral-collocation method to obtain approximate solutions of nonlinear multi-order fractional differential equations (M-FDEs). The fractional derivative is described in the Caputo sense. The study is conducted through illustrative example to demonstrate the validity and applicability of the presented method. The results reveal that the proposed method is very effective and simple. Moreover, only a small number of shifted Legendre polynomials are needed to obtain a satisfactory result.展开更多
A Legendre-Legendre spectral collocation scheme is constructed for Korteweg-de Vries(KdV)equation on bounded domain by using the Legendre collocation method in both time and space,which is a nonlinear matrix equation ...A Legendre-Legendre spectral collocation scheme is constructed for Korteweg-de Vries(KdV)equation on bounded domain by using the Legendre collocation method in both time and space,which is a nonlinear matrix equation that is changed to a nonlinear systems and can be solved by the usual fixed point iteration.Numerical results demonstrate the efficiency of the method and spectral accuracy.展开更多
Fractional differential equations have recently been applied in various areas of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. ...Fractional differential equations have recently been applied in various areas of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. In this paper, an efficient numerical method for solving the fractional Advection-dispersion equation (ADE) is considered. The fractional derivative is described in the Caputo sense. The method is based on Chebyshev approximations. The properties of Chebyshev polynomials are used to reduce ADE to a system of ordinary differential equations, which are solved using the finite difference method (FDM). Moreover, the convergence analysis and an upper bound of the error for the derived formula are given. Numerical solutions of ADE are presented and the results are compared with the exact solution.展开更多
With more applications of seismic exploration in metal ore exploration,forward modelling of seismic wave has become more important in metal ore. Finite difference method and pseudo-spectral method are two important me...With more applications of seismic exploration in metal ore exploration,forward modelling of seismic wave has become more important in metal ore. Finite difference method and pseudo-spectral method are two important methods of wave-field simulation. Results of previous studies show that both methods have distinct advantages and disadvantages: Finite difference method has high precision but its dispersion is serious; pseudospectral method considers both computational efficiency and precision but has less precision than finite-difference. The authors consider the complex structural characteristics of the metal ore,furthermore add random media in order to simulate the complex effects produced by metal ore for wave field. First,the study introduced the theories of random media and two forward modelling methods. Second,it compared the simulation results of two methods on fault model. Then the authors established a complex metal ore model,added random media and compared computational efficiency and precision. As a result,it is found that finite difference method is better than pseudo-spectral method in precision and boundary treatment,but the computational efficiency of pseudospectral method is slightly higher than the finite difference method.展开更多
A Legendre rational spectral method is proposed for the nonlinear Klein-Gordon equation on the whole line. Its stability and convergence are proved. Numerical results coincides well with the theoretical analysis and d...A Legendre rational spectral method is proposed for the nonlinear Klein-Gordon equation on the whole line. Its stability and convergence are proved. Numerical results coincides well with the theoretical analysis and demonstrate the e?ciency of this approach.展开更多
In this study, the numerical solution for the Modified Equal Width Wave (MEW) equation is presented using Fourier spectral method that use to discretize the space variable and Leap-frog method scheme for time dependen...In this study, the numerical solution for the Modified Equal Width Wave (MEW) equation is presented using Fourier spectral method that use to discretize the space variable and Leap-frog method scheme for time dependence. Test problems including the single soliton wave motion, interaction of two solitary waves and interaction of three solitary waves will use to validate the proposed method. The three invariants of the motion are evaluated to determine the conservation properties of the generated scheme. Finally, a Maxwellian initial condition pulse is then studied. The L<sub>2</sub> and L<sub>∞</sub> error norms are computed to study the accuracy and the simplicity of the presented method.展开更多
Mathematical modeling of the interaction between solar radiation and the Earth's atmosphere is formalized by the radiative transfer equation(RTE), whose resolution calls for two-stream approximations among other m...Mathematical modeling of the interaction between solar radiation and the Earth's atmosphere is formalized by the radiative transfer equation(RTE), whose resolution calls for two-stream approximations among other methods. This paper proposes a new two-stream approximation of the RTE with the development of the phase function and the intensity into a third-order series of Legendre polynomials. This new approach, which adds one more term in the expression of the intensity and the phase function, allows in the conditions of a plane parallel atmosphere a new mathematical formulation of γparameters. It is then compared to the Eddington, Hemispheric Constant, Quadrature, Combined Delta Function and Modified Eddington, and second-order approximation methods with reference to the Discrete Ordinate(Disort) method(δ –128 streams), considered as the most precise. This work also determines the conversion function of the proposed New Method using the fundamental definition of two-stream approximation(F-TSA) developed in a previous work. Notably,New Method has generally better precision compared to the second-order approximation and Hemispheric Constant methods. Compared to the Quadrature and Eddington methods, New Method shows very good precision for wide domains of the zenith angle μ 0, but tends to deviate from the Disort method with the zenith angle, especially for high values of optical thickness. In spite of this divergence in reflectance for high values of optical thickness, very strong correlation with the Disort method(R ≈ 1) was obtained for most cases of optical thickness in this study. An analysis of the Legendre polynomial series for simple functions shows that the high precision is due to the fact that the approximated functions ameliorate the accuracy when the order of approximation increases, although it has been proven that there is a limit order depending on the function from which the precision is lost. This observation indicates that increasing the order of approximation of the phase function of the RTE leads to a better precision in flux calculations. However, this approach may be limited to a certain order that has not been studied in this paper.展开更多
This paper presents discontinuous Legendre wavelet Galerkin (DLWG) approach for solving one-dimensional advection-diffusion equation (ADE). Variational formulation of this type equation and corresponding numerical flu...This paper presents discontinuous Legendre wavelet Galerkin (DLWG) approach for solving one-dimensional advection-diffusion equation (ADE). Variational formulation of this type equation and corresponding numerical fluxes are devised by utilizing the advantages of both the Legendre wavelet bases and discontinuous Galerkin (DG) method. The distinctive features of the proposed method are its simple applicability for a variety of boundary conditions and able to effectively approximate the solution of PDEs with less storage space and execution. The results of a numerical experiment are provided to verify the efficiency of the designed new technique.展开更多
In this article, we derive a block procedure for some K-step linear multi-step methods (for K = 1, 2 and 3), using Legendre polynomials as the basis functions. We give discrete methods used in block and implement it f...In this article, we derive a block procedure for some K-step linear multi-step methods (for K = 1, 2 and 3), using Legendre polynomials as the basis functions. We give discrete methods used in block and implement it for solving the non-stiff initial value problems, being the continuous interpolant derived and collocated at grid and off-grid points. Numerical examples of ordinary differential equations (ODEs) are solved using the proposed methods to show the validity and the accuracy of the introduced algorithms. A comparison with fourth-order Runge-Kutta method is given. The ob-tained numerical results reveal that the proposed method is efficient.展开更多
This paper presents a numerical scheme for space fractional diffusion equations (SFDEs) based on pseudo-spectral method. In this approach, using the Guass-Lobatto nodes, the unknown function is approximated by orthogo...This paper presents a numerical scheme for space fractional diffusion equations (SFDEs) based on pseudo-spectral method. In this approach, using the Guass-Lobatto nodes, the unknown function is approximated by orthogonal polynomials or interpolation polynomials. Then, by using pseudo-spectral method, the SFDE is reduced to a system of ordinary differential equations for time variable t. The high order Runge-Kutta scheme can be used to solve the system. So, a high order numerical scheme is derived. Numerical examples illustrate that the results obtained by this method agree well with the analytical solutions.展开更多
In this paper,a numerical method for solving the optimal control(OC) problems is presented.The method is enlightened by the Chebyshev-Legendre(CL) method for solving the partial differential equations(PDEs).The Legen-...In this paper,a numerical method for solving the optimal control(OC) problems is presented.The method is enlightened by the Chebyshev-Legendre(CL) method for solving the partial differential equations(PDEs).The Legen-dre expansions are used to approximate both the control and the state functions.The constraints are discretized over the Chebyshev-Gauss-Lobatto(CGL) collocation points.A Legendre technique is used to approximate the integral involved in the performance index.The OC problem is changed into an equivalent nonlinear programming problem which is directly solved.The fast Legendre transform is employed to reduce the computation time.Several further illustrative examples demonstrate the effciency of the proposed method.展开更多
In this paper,a-posteriori error estimators are proposed for the Legendre spectral Galerkin method for two-point boundary value problems.The key idea is to postprocess the Galerkin approximation,and the analysis shows...In this paper,a-posteriori error estimators are proposed for the Legendre spectral Galerkin method for two-point boundary value problems.The key idea is to postprocess the Galerkin approximation,and the analysis shows that the postprocess improves the order of convergence.Consequently,we obtain asymptotically exact aposteriori error estimators based on the postprocessing results.Numerical examples are included to illustrate the theoretical analysis.展开更多
In this paper,the evaluation of discretely sampled Asian options was considerved by numerically solving the associsted partial differential equations with the Legendre spectral method.Double average options were discu...In this paper,the evaluation of discretely sampled Asian options was considerved by numerically solving the associsted partial differential equations with the Legendre spectral method.Double average options were discussed as examples.The problem is a parabolic one on a finite domasin whose equation degenerates into ordinary differenttial equation on the boundaries.A fully discrete scheme was established by using the Legendre spectral method in space and the Crank-Nicolson finite difference scheme in time.The stability and convergence of the scehme were analyzed.Numerical results show that the method can keep the spectral accuracy in space for such degenerate problems.展开更多
In this paper, a group of Gauss-Legendre iterative methods with cubic convergence for solving nonlinear systems are proposed. We construct the iterative schemes based on Gauss-Legendre quadrature formula. The cubic co...In this paper, a group of Gauss-Legendre iterative methods with cubic convergence for solving nonlinear systems are proposed. We construct the iterative schemes based on Gauss-Legendre quadrature formula. The cubic convergence and error equation are proved theoretically, and demonstrated numerically. Several numerical examples for solving the system of nonlinear equations and boundary-value problems of nonlinear ordinary differential equations (ODEs) are provided to illustrate the efficiency and performance of the suggested iterative methods.展开更多
文摘In this paper, we apply the Legendre spectral-collocation method to obtain approximate solutions of nonlinear multi-order fractional differential equations (M-FDEs). The fractional derivative is described in the Caputo sense. The study is conducted through illustrative example to demonstrate the validity and applicability of the presented method. The results reveal that the proposed method is very effective and simple. Moreover, only a small number of shifted Legendre polynomials are needed to obtain a satisfactory result.
基金Supported by National Natural Science Foundation of China(Grant Nos.11771299,11371123)Natural Science Foundation of Henan Province(Grant No.202300410156).
文摘A Legendre-Legendre spectral collocation scheme is constructed for Korteweg-de Vries(KdV)equation on bounded domain by using the Legendre collocation method in both time and space,which is a nonlinear matrix equation that is changed to a nonlinear systems and can be solved by the usual fixed point iteration.Numerical results demonstrate the efficiency of the method and spectral accuracy.
文摘Fractional differential equations have recently been applied in various areas of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. In this paper, an efficient numerical method for solving the fractional Advection-dispersion equation (ADE) is considered. The fractional derivative is described in the Caputo sense. The method is based on Chebyshev approximations. The properties of Chebyshev polynomials are used to reduce ADE to a system of ordinary differential equations, which are solved using the finite difference method (FDM). Moreover, the convergence analysis and an upper bound of the error for the derived formula are given. Numerical solutions of ADE are presented and the results are compared with the exact solution.
基金Supported by the National"863"Project(No.2014AA06A605)
文摘With more applications of seismic exploration in metal ore exploration,forward modelling of seismic wave has become more important in metal ore. Finite difference method and pseudo-spectral method are two important methods of wave-field simulation. Results of previous studies show that both methods have distinct advantages and disadvantages: Finite difference method has high precision but its dispersion is serious; pseudospectral method considers both computational efficiency and precision but has less precision than finite-difference. The authors consider the complex structural characteristics of the metal ore,furthermore add random media in order to simulate the complex effects produced by metal ore for wave field. First,the study introduced the theories of random media and two forward modelling methods. Second,it compared the simulation results of two methods on fault model. Then the authors established a complex metal ore model,added random media and compared computational efficiency and precision. As a result,it is found that finite difference method is better than pseudo-spectral method in precision and boundary treatment,but the computational efficiency of pseudospectral method is slightly higher than the finite difference method.
基金This work is supported in part by NSF of China, N.10471095, SF of Shanghai N.04JC14062, The Fund of ChineseEducation Ministry N.20040270002, The Shanghai Leading Academic Discipline Project N. T0401, The Funds forE-institutes of Universities N.E03004 and The special Funds for Major Specialities and N.04DB15 of ShanghaiEducation Commission.
文摘A Legendre rational spectral method is proposed for the nonlinear Klein-Gordon equation on the whole line. Its stability and convergence are proved. Numerical results coincides well with the theoretical analysis and demonstrate the e?ciency of this approach.
文摘In this study, the numerical solution for the Modified Equal Width Wave (MEW) equation is presented using Fourier spectral method that use to discretize the space variable and Leap-frog method scheme for time dependence. Test problems including the single soliton wave motion, interaction of two solitary waves and interaction of three solitary waves will use to validate the proposed method. The three invariants of the motion are evaluated to determine the conservation properties of the generated scheme. Finally, a Maxwellian initial condition pulse is then studied. The L<sub>2</sub> and L<sub>∞</sub> error norms are computed to study the accuracy and the simplicity of the presented method.
文摘Mathematical modeling of the interaction between solar radiation and the Earth's atmosphere is formalized by the radiative transfer equation(RTE), whose resolution calls for two-stream approximations among other methods. This paper proposes a new two-stream approximation of the RTE with the development of the phase function and the intensity into a third-order series of Legendre polynomials. This new approach, which adds one more term in the expression of the intensity and the phase function, allows in the conditions of a plane parallel atmosphere a new mathematical formulation of γparameters. It is then compared to the Eddington, Hemispheric Constant, Quadrature, Combined Delta Function and Modified Eddington, and second-order approximation methods with reference to the Discrete Ordinate(Disort) method(δ –128 streams), considered as the most precise. This work also determines the conversion function of the proposed New Method using the fundamental definition of two-stream approximation(F-TSA) developed in a previous work. Notably,New Method has generally better precision compared to the second-order approximation and Hemispheric Constant methods. Compared to the Quadrature and Eddington methods, New Method shows very good precision for wide domains of the zenith angle μ 0, but tends to deviate from the Disort method with the zenith angle, especially for high values of optical thickness. In spite of this divergence in reflectance for high values of optical thickness, very strong correlation with the Disort method(R ≈ 1) was obtained for most cases of optical thickness in this study. An analysis of the Legendre polynomial series for simple functions shows that the high precision is due to the fact that the approximated functions ameliorate the accuracy when the order of approximation increases, although it has been proven that there is a limit order depending on the function from which the precision is lost. This observation indicates that increasing the order of approximation of the phase function of the RTE leads to a better precision in flux calculations. However, this approach may be limited to a certain order that has not been studied in this paper.
文摘This paper presents discontinuous Legendre wavelet Galerkin (DLWG) approach for solving one-dimensional advection-diffusion equation (ADE). Variational formulation of this type equation and corresponding numerical fluxes are devised by utilizing the advantages of both the Legendre wavelet bases and discontinuous Galerkin (DG) method. The distinctive features of the proposed method are its simple applicability for a variety of boundary conditions and able to effectively approximate the solution of PDEs with less storage space and execution. The results of a numerical experiment are provided to verify the efficiency of the designed new technique.
文摘In this article, we derive a block procedure for some K-step linear multi-step methods (for K = 1, 2 and 3), using Legendre polynomials as the basis functions. We give discrete methods used in block and implement it for solving the non-stiff initial value problems, being the continuous interpolant derived and collocated at grid and off-grid points. Numerical examples of ordinary differential equations (ODEs) are solved using the proposed methods to show the validity and the accuracy of the introduced algorithms. A comparison with fourth-order Runge-Kutta method is given. The ob-tained numerical results reveal that the proposed method is efficient.
文摘This paper presents a numerical scheme for space fractional diffusion equations (SFDEs) based on pseudo-spectral method. In this approach, using the Guass-Lobatto nodes, the unknown function is approximated by orthogonal polynomials or interpolation polynomials. Then, by using pseudo-spectral method, the SFDE is reduced to a system of ordinary differential equations for time variable t. The high order Runge-Kutta scheme can be used to solve the system. So, a high order numerical scheme is derived. Numerical examples illustrate that the results obtained by this method agree well with the analytical solutions.
基金supported by the National Natural Science Foundation of China (Grant Nos.10471089,60874039)the Shanghai Leading Academic Discipline Project (Grant No.J50101)
文摘In this paper,a numerical method for solving the optimal control(OC) problems is presented.The method is enlightened by the Chebyshev-Legendre(CL) method for solving the partial differential equations(PDEs).The Legen-dre expansions are used to approximate both the control and the state functions.The constraints are discretized over the Chebyshev-Gauss-Lobatto(CGL) collocation points.A Legendre technique is used to approximate the integral involved in the performance index.The OC problem is changed into an equivalent nonlinear programming problem which is directly solved.The fast Legendre transform is employed to reduce the computation time.Several further illustrative examples demonstrate the effciency of the proposed method.
基金supported partially by the innovation fund of Shanghai Normal Universitysupported partially by NSERC of Canada under Grant OGP0046726.
文摘In this paper,a-posteriori error estimators are proposed for the Legendre spectral Galerkin method for two-point boundary value problems.The key idea is to postprocess the Galerkin approximation,and the analysis shows that the postprocess improves the order of convergence.Consequently,we obtain asymptotically exact aposteriori error estimators based on the postprocessing results.Numerical examples are included to illustrate the theoretical analysis.
文摘In this paper,the evaluation of discretely sampled Asian options was considerved by numerically solving the associsted partial differential equations with the Legendre spectral method.Double average options were discussed as examples.The problem is a parabolic one on a finite domasin whose equation degenerates into ordinary differenttial equation on the boundaries.A fully discrete scheme was established by using the Legendre spectral method in space and the Crank-Nicolson finite difference scheme in time.The stability and convergence of the scehme were analyzed.Numerical results show that the method can keep the spectral accuracy in space for such degenerate problems.
文摘In this paper, a group of Gauss-Legendre iterative methods with cubic convergence for solving nonlinear systems are proposed. We construct the iterative schemes based on Gauss-Legendre quadrature formula. The cubic convergence and error equation are proved theoretically, and demonstrated numerically. Several numerical examples for solving the system of nonlinear equations and boundary-value problems of nonlinear ordinary differential equations (ODEs) are provided to illustrate the efficiency and performance of the suggested iterative methods.
