65M20 Method of lines
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A new approach to derive transparent boundary conditions (TBCs) for wave, Schrödinger, heat and drift-diffusion equations is presented. It relies on the pole condition and distinguishes between physical reasonable and unreasonable solutions by the location of the singularities of the spatial Laplace transform of the exterior solution. To obtain a numerical algorithm, a Möbius transform is applied to map the Laplace transform onto the unit disc. In the transformed coordinate the solution is expanded into a power series. Finally, equations for the coefficients of the power series are derived. These are coupled to the equation in the interior, and yield transparent boundary conditions. Numerical results are presented in the last section, showing that the error introduced by the new approximate TBCs decays exponentially in the number of coefficients.
The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\varepsilon$, by solving only $$O\Big(\log N\, \log \frac1\varepsilon \Big) $$ linear systems of equations. We derive, analyse, and numerically illustrate this fast algorithm.
The mathematical modeling of a special modular catalytic reactor kit leads to a system of partial differential equation in two space dimensions. As customary, this model contains unconfident physical parameters, which may be adapted to fit experimental data. To solve this nonlinear least squares problem we apply a damped Gauss-Newton method. A method of lines approach is used to evaluate the associated model equations. By an a priori spatial discretization a large DAE system is derived and integrated with an adaptive, linearly-implicit extrapolation method. For sensitivity evaluation we apply an internal numerical differentiation technique, which reuses linear algebra information from the model integration. In order not to interfere the control of the Gauss-Newton iteration these computations are done usually very accurately and, therefore, very costly. To overcome this difficulty, we discuss several accuracy adaptation strategies, e.g., a master-slave mode. Finally, we present some numerical experiments.
The aim of this paper is to develop fast methods for the solution of nonlinear Schrödinger type equations in fiber optics. Using the method of lines we have to solve a stiff system of ordinary differential equations where the eigenvalues of the Jacobian are close to the imaginary axis. This is usually done by a Split Step method. Here we consider the extrapolation of Split Step methods with adaptive order and step size control. For more complicated nonlinearities, in particular stimulated Raman scattering, Split Step methods are less efficient since symmetry is either destroyed or requires much additional effort. In this case we use implicit Runge Kutta formulas of Gauß type. The key point for the efficient implementation of these methods is that the system of nonlinear algebraic equations can be solved without setting up the Jacobian. The proposed methods are compared to other methods, in particular exponential integrators, the method of Marcuse, and the method of Blow and Wood.