Search

Abstract: A second-order differential equation whose solution is periodic with two frequencies has important applications in many scientific fields. Nevertheless, it may exhibit ‘periodic stiffness’ for most of the available linear multi-step methods. The phenomena are similar to the popular Stömer–Cowell class of linear multi-step methods for one-frequency problems. According to the stability theory laid down by Lambert, ‘periodic stiffness’ appears in a two-frequency problem because the production of the step-length and the bigger angular frequency lies outside the interval of periodicity. On the other hand, for a two-frequency problem, even with a small step-length, the error in the numerical solution afforded by a P-stable trigonometrically-fitted method with one frequency would be too large for practical applications. In this paper we demonstrate that the interval of periodicity and the local truncation error of a linear multi-step method for a two-frequency problem can be greatly improved by a new trigonometric-fitting technique. A trigonometrically-fitted Numerov method with two frequencies is proposed and has been verified to be P-stable with vanishing local truncation error for a two-frequency test problem. Numerical results demonstrated that the proposed trigonometrically-fitted Numerov method with two frequencies has significant advantages over other types of Numerov methods for solving the ‘periodic stiffness’ problem. [Copyright &y& Elsevier]

Abstract: With non-linearities, the frequency spectrum of an undamped Duffing oscillator should be composed of odd multiples of the driving frequency which can be interpreted as resonance driving terms. It is expected that the frequency spectrum of the corresponding numerical solution with high accurateness should contain nearly the same components. Hence, to contain these Fourier components and to calculate the amplitudes of these components in a more accurate and efficient way is the key to develop a new numerical method with high stability, accuracy and efficiency for the Duffing equation. To explore the possibility of using trigonometrically-fitting technique to build a numerical method with resonance spectrum, we design four types of Numerov methods, in which the first one is the traditional Numerov method, which contains no Fourier component, the second one contains only the first resonance term, the third one contains the first two resonance terms, and the last one contains the first three resonance terms, and apply them to the well-known undamped Duffing equation with Dooren''s parameters. The numerical results demonstrate that the Numerov method fitted with the Fourier components is much more stable, accurate and efficient than the one with no Fourier component. The accuracy of the fitted method with the first three Fourier components can attain 10−9 for a remarkable range of step sizes, including nearly infinite, except individual small range of instability, which is much higher than the one of the traditional Numerov method, with eight orders for step size of . [Copyright &y& Elsevier]

Abstract: In this paper we present a new kind of P-stable multistep methods for periodic initial-value problems. From the numerical results obtained by the new method to well-known periodic problems, show the superior efficiency, accuracy, stability of the method presented in this paper. [Copyright &y& Elsevier]

Abstract: In order to improve the efficiency and accuracy of the previous Obrechkoff method, in this paper we put forward a new kind of P-stable three-step Obrechkoff method of for periodic initial-value problems. By using a new structure and an embedded high accurate first-order derivative formula, we can avoid time-consuming iterative calculation to obtain the high-order derivatives. By taking advantage of new trigonometrically-fitting scheme we can make both the main structure and the first-order derivative formula to be P-stable. We apply our new method to three periodic problems and compare it with the previous three Obrechkoff methods. Numerical results demonstrate that our new method is superior over the previous ones in accuracy, efficiency and stability. [Copyright &y& Elsevier]

Abstract: Based on the idea of the previous Obrechkoff''s two-step method, a new kind of four-step numerical method with free parameters is developed for the second order initial-value problems with oscillation solutions. By using high-order derivatives and apropos first-order derivative formula, the new method has greatly improved the accuracy of the numerical solution. Although this is a multistep method, it still has a remarkably wide interval of periodicity, . The numerical test to the well known problem, the nonlinear undamped Duffing''s equation forced by a harmonic function, shows that the new method gives the solution with four to five orders higher than those by the previous Obrechkoff''s two-step method. The ultimate accuracy of the new method can reach about , which is much better than the one the previous method could. Furthermore, the new method shows the great superiority in efficiency due to a reasonable arrangement of the structure. To finish the same computational task, the new method can take only about 20% CPU time consumed by the previous method. By using the new method, one can find a better ‘exact’ solution to this problem, reducing the error tolerance of the one widely used method , to below 10-14. [Copyright &y& Elsevier]