Volume 2014, Issue 1 853198
Research Article
Open Access

A Single Sweep AGE Algorithm on a Variable Mesh Based on Off-Step Discretization for the Solution of Nonlinear Burgers’ Equation

R. K. Mohanty

Corresponding Author

R. K. Mohanty

Department of Applied Mathematics, Faculty of Mathematics & Computer Science, Akbar Bhawan, Chanakyapuri, New Delhi 110021, India

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Jyoti Talwar

Jyoti Talwar

Department of Mathematics, Faculty of Mathematical Sciences, University of Delhi, Delhi 110007, India du.ac.in

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First published: 16 January 2014
Academic Editor: Marta B. Rosales

Abstract

We discuss a new single sweep alternating group explicit iteration method, along with a third-order numerical method based on off-step discretization on a variable mesh to solve the nonlinear ordinary differential equation y′′ = f(x, y, y) subject to given natural boundary conditions. Using the proposed method, we have solved Burgers’ equation both in singular and nonsingular cases, which is the main attraction of our work. The convergence of the proposed method is discussed in detail. We compared the results of the proposed iteration method with the results of the corresponding double sweep alternating group explicit iteration methods to demonstrate computationally the efficiency of the proposed method.

1. Introduction

Consider the general nonlinear ordinary differential equation
()
subject to essential boundary conditions
()
where − < a < b < ,  A,    B are finite constants.
We assume that for x ∈ [a, b],     < y,    z <
  • (i)

    f(x, y, z) is continuous,

  • (ii)

    f/y and f/z exist and are continuous,

  • (iii)

    f/y > 0 and |f/z| < W for some positive constant W.

These conditions ensure that the boundary value problem (1) and (2) possesses a unique solution (see Keller [1]).

With the advent of parallel computers, scientists are focusing on developing finite difference methods with the property of parallelism. Working on this, in the early 1980s, Evans [2, 3] introduced the Group Explicit methods for large linear system of equations. Further he discussed the Alternating Group Explicit (AGE) method to solve periodic parabolic equations in a coupled manner. Mohanty and Evans applied AGE method along with various high order methods [4, 5] for the solution of two-point boundary value problems. Later, Sukon and Evans [6] introduced a Two-parameter Alternating Group Explicit (TAGE) method for the two-point boundary value problem with a lower order accuracy scheme. In 2003 Mohanty et al. [7] discussed the application of TAGE method for nonlinear singular two point boundary value problems using a fourth-order difference scheme. In 1990, Evans introduced the Coupled Alternating Group Explicit method [8] and applied it to periodic parabolic equations. Many scientists are applying these parallel algorithms to solve ordinary and partial differential equations [911].

Recently, Mohanty [12] has proposed a high order variable mesh method for nonlinear two-point boundary value problem. Mohanty and Khosla [13, 14] also devised a new third-order accurate arithmetic average variable mesh method for the solution of the boundary value problem (1) and (2), using three grid points, which is applicable to both singular and nonsingular problems. No special technique is required to handle singular problems. They also discussed the application of two-parameter double sweep alternating group explicit methods. Here, we discuss a new single sweep group explicit iteration method along with a third-order accurate variable mesh method based on two extra off-step grid points for the solution of the boundary value problem (1) and (2).

2. Off-Step Discretization

Consider the solution interval [a, b] with a nonuniform mesh such that a = x0 < x1 < ⋯<xN < xN+1 = b. Let hk = xkxk−1, k = 1(1)N + 1, be the mesh size and let σk = hk+1/hk > 0, k = 1(1)N, be the mesh ratio. Grid points are given by , i = 1(1)N + 1. Let Yk = y(xk) be the exact solution of y at the grid point xk and approximated by yk. Let xk+1/2 = xk + (σkhk/2) and xk−1/2 = xk − (hk/2).

The new third-order method is described as follows.

For y′′ = f, we first obtain the off-step discretization
()
where fk+1/2 = y′′(xk+1/2), fk−1/2 = y′′(xk−1/2), and .
Now, let
()
()
()
()
()
()
()
()
()
()
Then, at each interior grid point xk, k = 1(1)N, the proposed differential equation (1) is discretized by
()
With the help of (3), from (5) it is easy to verify that , provided σk ≠ 1. However, for uniform mesh σk = 1, the local truncation error associated with (5) becomes (see Chawla and Shivakumar [15]).

Note that the proposed method (5) is applicable to both singular and nonsingular problems. We do not require any special technique to handle singular problems (see Mohanty [13]). Further note that, the boundary values are given by y0 = Y0 = A and yN+1 = YN+1 = B. If the differential equation (1) is linear we use the proposed single sweep AGE iterative method and in nonlinear case, we use the Newton-AGE iterative method to obtain the solution.

3. Application to Singular Problems

3.1. Linear Singular Problems

We now discuss the application of the proposed numerical method (5) to the linear differential equation with variable coefficients
()
where g(x) represents a forcing function.

For D(x) = −α/x and for α = 1 and 2, the equation above represents singular equation in cylindrical and spherical symmetry, respectively.

Let us denote
()
Therefore applying the method (5) to the differential equation (6) and neglecting error term, we obtain a linear difference equation of the form
()
where
()

The linear difference scheme (8) has a local truncation error of and is free from the terms 1/xk±1 and therefore can very easily be solved for k = 1(1)N in the region x ∈ (0,1).

3.2. Nonlinear Singular Problems

Now we consider the application to nonlinear differential equation (1). Neglecting the error term, we may rewrite the nonlinear difference equation (5) as
()
Let
()
We denote
()
The Jacobian φ(y) may be represented as
()

4. Single Sweep AGE Method

4.1. Description of the Method

In this section we discuss the single sweep AGE iteration method. Using the boundary conditions y0 = A, yN+1 = B, the linear difference equation (8) may be written in the matrix form as
()
where
()
To implement the single sweep AGE iterative method, we split the coefficient matrix A into two submatrices A = G1 + G2, where G1 and G2 satisfy the following conditions.
  • (i)

    G1 + ω1I and G2 + ω2I are nonsingular for suitable choice of ω1 > 0 and ω2 > 0.

  • (ii)

    For any vectors ν1 and ν2 and ω1 > 0, ω2 > 0, it is “convenient” to solve the system explicitly; that is, and for vectors z1 and z2, respectively.

We will be concerned here with the situation where G1 and G2 are small (2 × 2) block systems.

Now we discuss the case when N is even (with x0 = 0, xN+1 = 1).

Let
()
So that the system (14) can be rewritten as
()
Then a two-parameter AGE method for solving the afore mentioned system may be written as
()
()
where z(s) is an intermediate vector.
Eliminating z(s) and combining (18) and (19), we obtain the iterative method
()
or
()
where
()

The new iterative method (20) or (21) is called the two-parameter single sweep AGE iterative method and the matrix Tw is called the iteration matrix.

Now we discuss the single sweep AGE algorithm, when N is even.

For simplicity, we denote
()
and we define dk = 1/(pkpk+1ckak+1) for k = 1(1)N − 1.

By carrying out the necessary algebra in (20), we obtain the following algorithm.

For k = 1,
()
For k = 2(2)N − 2.
Let
()
and then
()
Finally, for k = N,
()
Similarly, we can write the single sweep AGE algorithm when N is odd.

4.2. Convergence Analysis

The single sweep AGE iteration method is given by
()
or
()
where
()
The matrix Tw is called the iteration matrix.

To prove the convergence of the method, we need to prove that S(Tw) ≤ 1, where S(Tw) denotes the spectral radius of Tw.

Lemma 1. Let hk be sufficiently small. Then, the eigenvalues of G1 and G2 are all real.

Proof. Consider

()
Therefore, we have ak+1ck > 0, for k = 1(2)N − 1.

Let λi,   i = 1(1)N, be the eigenvalues of G1. Then λi’s are the roots of the quadratic equation

()
Simplifying, we get
()
The discriminants of the quadratic equations are
()
Hence, the eigenvalues of G1 are real.

In a similar manner, we can show that the eigenvalues of G2 are real.

Now we give the sufficient condition for the convergence of the method.

Theorem 2. Let λi and μi, i = 1(1)N, be the eigenvalues of G1 and G2, respectively. If

()
()
()
then the iterative method is convergent for the system (14).

Proof. Let

()

Since the off-diagonal entries of A are negative, therefore ak+1ck > 0, k = 1, …, N − 1. Therefore, the diagonal entries of D are positive.

The iteration matrix is given by

()
Define
()
where and , and
()
It is easy to verify that and are symmetric. Therefore, the matrices and are also symmetric. Hence,
()
Also, is symmetric, and therefore
()
Therefore, we have
()

From (35) and (36), we have ω1, ω2 > 0 and λi + ω1 > 0 for k = 1, …, N.

Hence,

()
Also, from (37), we have
()
Hence, we conclude that
()
Thus,
()
Similarly, we can prove that
()
Using (44), (48), and (49), we get S(Tw) < 1.

Hence, the convergence of the method (20) follows.

4.3. Application of Single Sweep Newton-AGE Method

Now we discuss the single sweep Newton-AGE iterative method for the nonlinear difference equation (11). We follow the approaches given by Evans [8, 16].

Let us define
()
Then the Jacobian of φ(y) can be written as the Nth-order tridiagonal matrix
()
Now with any initial vector y(0), we define
()
where Δy(s) is the solution of the nonlinear system
()
For the single sweep Newton-AGE method, we consider the case when N is even. We split the matrix T as T = T1 + T2, where
()
and then we write single sweep Newton-AGE method as
()
where ω1 > 0, ω2 > 0 are relaxation parameters and (T1 + ω1I) and (T2 + ω2I) are nonsingular.
Since (T1 + ω1I) and (T2 + ω2I) consist of (2 × 2) submatrices, they can be easily inverted as
()
()
with pk = bk + ω1, k = 1(1)N, Δk = pkpk+1ckak+1, k = 1(2)N − 1, rk = bk + ω2,   k = 1(1)N, and Δk = rkrk+1ckak+1, k = 2(2)N − 2.

The matrices (T2 + ω2I) −1(T1 + ω1I) −1(T2ω1I) and (T2 + ω2I) −1(T1 + ω1I) −1 can be evaluated in a manner suitable for parallel computing. In order for this method to converge, it is sufficient that the initial vector y(0) be close to the solution.

Similarly, we can write the single sweep Newton-AGE algorithm when N is odd.

5. Results and Observations

We have applied the methods to the following three examples, whose exact solutions are known to us, and have compared the results with the corresponding double sweep AGE and Newton-AGE method [14]. For single sweep Newton-AGE method, we use the technique given by Evans [16]. The right hand side function and boundary conditions may be obtained using the exact solutions. Here, we have taken σk = σ = a constant, k = 1(1)N + 1. The value of the first mesh spacing on the left is given by
()

Therefore, given the value of N and σ, we can calculate h1 from the above relation and the remaining mesh points are determined by hk+1 = σhk, k = 1(1)N. The initial vector y(0) = 0 is used in all iterative methods and the iterations were stopped when the absolute error tolerance |y(s+1)y(s)| ≤ 10−10 was achieved.

Example 1 (linear singular problem). Consider

()
The exact solution is . The root mean square errors (RMSE), the maximum absolute errors (MAE), and number of iterations both for single and double sweep AGE methods are tabulated in Table 1 for α = 1, σ = 0.7, α = 2, σ = 1.1, α = 1, σ = 1.0, and α = 2, σ = 1.0. The graph of Example 1 of exact solution versus numerical solution is plotted in Figure 1.

Table 1. Example 1.
N TAGE Single sweep AGE MAE RMS errors
ω1 ω2 Iter ω1 ω2 Iter
α = 1,     σ = 0.7
10 0.441 0.44 38 0.47 0.34 20 0.4062 (−03) 0.2435 (−03)
20 0.286 0.286 59 0.33 0.25 33 0.3604 (−03) 0.1558 (−03)
30 0.25 0.247 77 0.32 0.23 44 0.3592 (−03) 0.1269 (−03)
40 0.218 0.218 75 0.24 0.20 47 0.3592 (−03) 0.1099 (−03)
50 0.203 0.203 86 0.26 0.21 54 0.3592 (−03) 0.9829 (−04)
60 0.202 0.199 96 0.26 0.20 62 0.3592 (−03) 0.8973 (−04)
70 0.194 0.194 100 0.26 0.20 65 0.3592 (−03) 0.8307 (−04)
80 0.149 0.149 79 0.25 0.17 62 0.3592 (−03) 0.7771 (−04)
  
α = 2,   σ = 1.1
10 0.529 0.524 39 0.51 0.40 23 0.2990 (−02) 0.2910 (−02)
20 0.298 0.297 78 0.34 0.26 44 0.9774 (−03) 0.9580 (−03)
30 0.213 0.213 113 0.29 0.20 63 0.6774 (−03) 0.6672 (−03)
40 0.169 0.168 146 0.16 0.15 81 0.5925 (−03) 0.5855 (−03)
50 0.142 0.141 178 0.14 0.13 101 0.5633 (−03) 0.5579 (−03)
60 0.124 0.124 180 0.14 0.12 113 0.5525 (−03) 0.5481 (−03)
70 0.112 0.112 201 0.14 0.12 118 0.5484 (−03) 0.5446 (−03)
80 0.103 0.103 221 0.13 0.10 128 0.5469 (−03) 0.5435 (−03)
  
α = 1,     σ = 1.0
10 0.57 0.37 47 0.46 0.34 26 0.4258 (−03) 0.3739 (−03)
20 0.31 0.23 115 0.25 0.239 75 0.3371 (−04) 0.2934 (−04)
30 0.20 0.19 204 0.203 0.183 128 0.7197 (−05) 0.6256 (−05)
40 0.17 0.15 309 0.19 0.17 225 0.2367 (−05) 0.2058 (−05)
50 0.14 0.14 445 0.1749 0.173 362 0.9928 (−06) 0.8634 (−06)
60 0.13 0.13 623 0.179 0.164 503 0.4864 (−06) 0.4232 (−06)
70 0.125 0.124 842 0.177 0.163 681 0.2654 (−06) 0.2310 (−06)
80 0.124 0.123 1117 0.176 0.163 888 0.1567 (−06) 0.1365 (−06)
  
α = 2,     σ = 1.0
10 0.59 0.42 40 0.45 0.39 24 0.5725 (−03) 0.5344 (−03)
20 0.32 0.25 86 0.34 0.25 45 0.4488 (−04) 0.4152 (−04)
30 0.20 0.19 131 0.21 0.18 73 0.9532 (−05) 0.8792 (−05)
40 0.16 0.14 180 0.16 0.14 99 0.3125 (−05) 0.2877 (−05)
50 0.12 0.12 228 0.11 0.10 126 0.1307 (−05) 0.1202 (−05)
60 0.1 0.1 274 0.10 0.09 151 0.6392 (−06) 0.5876 (−06)
70 0.08 0.08 332 0.09 0.08 176 0.3485 (−06) 0.1890 (−06)
80 0.07 0.07 382 0.08 0.07 202 0.2058 (−06) 0.1890 (−06)
Details are in the caption following the image
Graph of exact solution and the numerical solution for alpha = 2.0, sigma = 1.1, and N = 80 for Example 1.

Example 2 (Burgers’ equation). Consider

()
The exact solution is given by y(x) = (1/2)[1 − tanh(x/4v)], where . The RMSE, MAE, and the number of iterations for both single and double sweep AGE methods are tabulated in Table 2 for Re = 50, σ = 1.1, Re = 10, σ = 1.4, and Re = 50, σ = 1.0. The graph of Example 2 of exact solution versus numerical solution for N = 60, Re = 50, σ = 1.0 is plotted in Figure 2.

Table 2. Example 2.
N TAGE Single sweep AGE MAE RMS errors
ω1 ω2 Iter ω1 ω2 Iter
Re = 10,     σ = 1.4
10 0.0578 0.0585 6 0.0568 0.0568 6 0.1067(−03) 0.6084(−04)
20 0.0368 0.0374 7 0.0281 0.0285 7 0.8511(−04) 0.3726(−04)
30 0.0318 0.0321 8 0.0320 0.0315 7 0.8442(−04) 0.3028(−04)
40 0.0282 0.0286 9 0.0170 0.0170 8 0.8440(−04) 0.2622(−04)
50 0.0236 0.0239 10 0.0160 0.0166 8 0.8440(−04) 0.2345(−04)
60 0.0161 0.0162 10 0.0161 0.0166 8 0.8440(−04) 0.2141(−04)
  
Re = 50,   σ = 1.1
10 0.0152 0.0155 5 0.016 0.016 4 0.8156(−03) 0.3181(−03)
20 0.0093 0.0096 6 0.009 0.0089 5 0.3228(−04) 0.1508(−04)
30 0.0063 0.0068 7 0.006 0.0059 7 0.8624(−05) 0.4435(−05)
40 0.0044 0.0045 10 0.0032 0.0042 9 0.5159(−05) 0.2771(−05)
50 0.0036 0.0035 12 0.002 0.0031 12 0.4238(−05) 0.2232(−05)
60 0.0029 0.0029 10 0.0027 0.00278 15 0.3917(−05) 0.1968(−05)
  
Re = 50,   σ = 1.0
10 0.006 0.014 5 0.005 0.014 4 0.3335(−02) 0.1197(−02)
20 0.012 0.012 5 0.008 0.0089 4 0.3326(−03) 0.9523(−04)
30 0.008 0.008 6 0.008 0.008 4 0.7487(−04) 0.2147(−04)
40 0.0061 0.0061 7 0.0051 0.0053 5 0.2502(−04) 0.7150(−05)
50 0.0049 0.0049 8 0.0058 0.0049 5 0.1055(−04) 0.3012(−05)
60 0.0041 0.0041 9 0.0043 0.0041 5 0.5186(−05) 0.1478(−05)
Details are in the caption following the image
Graph of the exact solution and the numerical solution for R = 50, sigma = 1.0, and N = 60 for Example 2.

Example 3 (Burgers’ equation in polar coordinates). Consider

()
The exact solution is given by y(x) = x2cosh⁡(x). The RMSE, MAE, and the number of iterations for both single and double sweep AGE methods are tabulated in Table 3 for various values of α,   Re, and σ. The graph of Example 3 of exact solution versus numerical solution for N = 60, Re = 50, α = 2, σ = 0.9 is plotted in Figure 3.

Table 3. Example 3.
N TAGE Single sweep AGE MAE RMS errors
ω1 ω2 Iter ω1 ω2 Iter
α = 1,  Re = 10,  σ = 1.3
10 0.0368 0.0373 8 0.050 0.052 5 0.8036(−03) 0.2692(−03)
20 0.0329 0.0334 9 0.034 0.046 6 0.7645(−03) 0.1770(−03)
30 0.0297 0.0311 10 0.017 0.034 7 0.7605(−03) 0.1436(−03)
40 0.0283 0.0287 10 0.023 0.0242 8 0.7602(−03) 0.1243(−03)
50 0.0261 0.0269 10 0.025 0.027 8 0.7602(−03) 0.1112(−03)
60 0.0242 0.0251 10 0.0211 0.0218 9 0.7602(−03) 0.1015(−03)
  
α = 2,  Re = 10,  σ = 1.2
10 0.0554 0.0562 7 0.0555 0.0559 5 0.6954(−03) 0.2261(−03)
20 0.0457 0.0464 9 0.035 0.037 7 0.4545(−03) 0.1034(−04)
30 0.0403 0.0412 10 0.027 0.029 8 0.4245(−03) 0.7896(−04)
40 0.0381 0.0393 10 0.025 0.030 9 0.4198(−03) 0.6765(−04)
50 0.0359 0.0364 10 0.03 0.033 9 0.4191(−03) 0.6040(−04)
60 0.0326 0.0335 10 0.022 0.029 10 0.4190(−03) 0.5512(−04)
  
α = 1,  Re = 50,  σ = 0.9
10 0.0204 0.0211 8 0.016 0.020 7 0.8035(−03) 0.3961(−03)
20 0.0183 0.0189 8 0.011 0.014 6 0.5906(−03) 0.1492(−03)
30 0.0079 0.0084 9 0.007 0.0072 7 0.5252(−03) 0.1101(−03)
40 0.0056 0.0067 11 0.0051 0.0052 9 0.5044(−03) 0.9227(−04)
50 0.0036 0.0041 15 0.0043 0.0043 12 0.4973(−03) 0.8159(−04)
60 0.0034 0.0035 17 0.0032 0.0034 16 0.4949(−03) 0.7419(−04)
  
α = 2,  Re = 50,  σ = 0.9
10 0.0198 0.0211 8 0.016 0.017 7 0.4542(−03) 0.3755(−03)
20 0.0172 0.0181 8 0.011 0.018 6 0.6976(−04) 0.4929(−04)
30 0.0069 0.0072 9 0.007 0.008 7 0.4018(−04) 0.2422(−04)
40 0.0064 0.0064 10 0.0065 0.0057 8 0.3333(−04) 0.1789(−04)
50 0.0045 0.0043 13 0.0036 0.0041 12 0.3124(−04) 0.1525(−04)
60 0.0035 0.0034 17 0.0043 0.0033 15 0.3054(−04) 0.1372(−04)
  
α = 1,  Re = 50,  σ = 1.0
10 0.0174 0.0177 10 0.01 0.027 8 0.1217(−02) 0.5654(−03)
20 0.009 0.011 12 0.0113 0.0115 9 0.1044(−03) 0.4913(−04)
30 0.0063 0.0065 14 0.0072 0.0077 10 0.4547(−04) 0.1367(−04)
40 0.0063 0.0069 16 0.0054 0.0056 11 0.2617(−04) 0.6119(−05)
50 0.0042 0.0046 18 0.0044 0.0045 12 0.1697(−04) 0.3416(−05)
60 0.0034 0.0039 21 0.0032 0.0041 13 0.1188(−04) 0.2152(−05)
  
α = 2,  Re = 50,  σ = 1.0
10 0.017 0.025 9 0.015 0.026 7 0.1234(−02) 0.5767(−03)
20 0.0101 0.011 11 0.0118 0.0118 9 0.1058(−03) 0.4505(−04)
30 0.0071 0.0083 13 0.0075 0.0075 10 0.2644(−04) 0.1025(−04)
40 0.0054 0.0063 15 0.0049 0.0058 11 0.1502(−04) 0.3813(−05)
50 0.0043 0.0049 17 0.0038 0.0049 12 0.9686(−05) 0.1870(−05)
60 0.0035 0.004 20 0.0042 0.0044 11 0.6762(−05) 0.1084(−05)
Details are in the caption following the image
Graph of the exact solution and the numerical solution for alpha = 2.0, R = 50, sigma = 0.9, and N = 60 for Example 3.

6. Discussion and Conclusion

We have discussed a new single sweep AGE iterative method and three-point off-step method of accuracy on a variable mesh for the solution of nonlinear two point boundary value problems. To demonstrate the efficiency of the method, three examples including two nonlinear and singular cases are presented. The results obtained are compared with the corresponding double sweep AGE method and show superiority over the latter. The double sweep AGE method requires two sweeps to solve a problem, whereas the single sweep AGE method requires only one sweep to solve the problem. Experimentally, as compared to the double sweep method the corresponding single sweep method requires much less number of iterations as it uses less intermediate variables. The method can be extended to solve multidimensional problems and is suitable for use on parallel computers.

Conflict of Interests

The authors declare that there is no conflict of interests regarding the publication of this paper.

Acknowledgment

This research was supported by the Council of Scientific and Industrial Research under research Grant no. 09/045(0836)2009-EMR-I.

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