István Faragó

Gustaf Söderlind, Imre Fekete, István Faragó

In order to be convergent, linear multistep methods must be zero stable. While constant step size theory was established in the 1950's, zero stability on nonuniform grids is less well understood. Here we investigate zero stability on compact intervals and smooth nonuniform grids. In practical computations, step size control can be implemented using smooth (small) step size changes. The resulting grid $\{t_n\}_{n=0}^N$ can be modeled as the image of an equidistant grid under a smooth deformation map, i.e., $t_n = Φ(τ_n)$, where $τ_n = n/N$ and the map $Φ$ is monotonically increasing with $Φ(0)=0$ and $Φ(1)=1$. The model is justified for any fixed order method operating in its asymptotic regime when applied to smooth problems, since the step size is then determined by the (smooth) principal error function which determines $Φ$, and a tolerance requirement which determines $N$. Given any strongly stable multistep method, there is an $N^*$ such that the method is zero stable for $N>N^*$, provided that $Φ\in C^2[0,1]$. Thus zero stability holds on all nonuniform grids such that adjacent step sizes satisfy $h_n/h_{n-1} = 1 + \mathrm O(N^{-1})$ as $N\rightarrow\infty$. The results are exemplified for BDF-type methods.

Stefan M Filipov, István Faragó

This paper considers one-dimensional heat transfer in a media with temperature-dependent thermal conductivity. To model the transient behavior of the system, we solve numerically the one-dimensional unsteady heat conduction equation with certain initial and boundary conditions. Contrary to the traditional approach, when the equation is first discretized in space and then in time, we first discretize the equation in time, whereby a sequence of nonlinear two-point boundary value problems is obtained. To carry out the time-discretization, we use the implicit Euler scheme. The second spatial derivative of the temperature is a nonlinear function of the temperature and the temperature gradient. We derive expressions for the partial derivatives of this nonlinear function. They are needed for the implementation of the Newton method. Then, we apply the finite difference method and solve the obtained nonlinear systems by Newton method. The approach is tested on real physical data for the dependence of the thermal conductivity on temperature in semiconductors. A MATLAB code is presented.