A Single Sweep AGE Algorithm on a Variable Mesh Based on Off-Step Discretization for the Solution of Nonlinear Burgers’ Equation
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
- (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 [9–11].
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 = xk − xk−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.
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
For D(x) = −α/x and for α = 1 and 2, the equation above represents singular equation in cylindrical and spherical symmetry, respectively.
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
4. Single Sweep AGE Method
4.1. Description of the Method
- (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.
Now we discuss the case when N is even (with x0 = 0, xN+1 = 1).
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.
By carrying out the necessary algebra in (20), we obtain the following algorithm.
4.2. Convergence Analysis
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
Let λi, i = 1(1)N, be the eigenvalues of G1. Then λi’s are the roots of the quadratic equation
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
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
From (35) and (36), we have ω1, ω2 > 0 and λi + ω1 > 0 for k = 1, …, N.
Hence,
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].
The matrices (T2 + ω2I) −1(T1 + ω1I) −1(T2 − ω1I) 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
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
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) |

Example 2 (Burgers’ equation). Consider
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) |

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

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.