numerical solution of one-dimensional sine–gordon equation using high accuracy multiquadric...
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Applied Mathematics and Computation 218 (2012) 7711–7716
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Applied Mathematics and Computation
journal homepage: www.elsevier .com/ locate/amc
Numerical solution of one-dimensional Sine–Gordon equation usinghigh accuracy multiquadric quasi-interpolation q
Zi-Wu Jiang ⇑, Ren-Hong WangSchool of Mathematical Sciences, Dalian University of Technology, Dalian 116024, PR China
a r t i c l e i n f o
Keywords:Multiquadric quasi-interpolationInverse multiquadric interpolationSine–Gordon equationsCollocationMeshfree method
0096-3003/$ - see front matter � 2012 Elsevier Incdoi:10.1016/j.amc.2011.12.095
q This work was supported by the National Natur⇑ Corresponding author.
E-mail address: [email protected] (Z.-W. Jiang).
a b s t r a c t
In this paper, we propose a numerical scheme to solve one-dimensional Sine–Gordonequation related to many scientific research topics by using high accuracy multiquadricquasi-interpolation. We use the derivatives of a multiquadric quasi-interpolant toapproximate the spatial derivatives, and a finite difference to approximate the temporalderivative. The advantages of the scheme are that it is meshfree, and in each time step onlya multiquadric quasi-interpolant is employed, so that the algorithm is very easy to imple-ment. The accuracy of our scheme is demonstrated by some test problems.
� 2012 Elsevier Inc. All rights reserved.
1. Introduction
The nonlinear one-dimensional Sine–Gordon (SG) equation
@2u@t2 ¼
@2u@x2 � sinðuÞ; a 6 x 6 b; t P 0; ð1Þ
which appear in differential geometry gained its significance because of the collisional behaviors of solitons that arise fromthese equations. This equation appeared in many scientific fields such as the propagation of fluxion in Josephson junctions[15] between two superconductors, the motion of rigid pendular attached to a stretched wire, solid state physics, nonlinearoptics, and dislocations in metals [19]. This paper is devoted to the numerical solution of equation (1) with the initialconditions
uðx;0Þ ¼ f ðxÞ; a 6 x 6 b; ð2Þ@u@tðx;0Þ ¼ gðxÞ; a 6 x 6 b; ð3Þ
and the boundary conditions
uða; tÞ ¼ h1ðtÞ; uðb; tÞ ¼ h2ðtÞ; t P 0: ð4Þ
Since the exact solution of the SG equation can only be obtained in special situations, many numerical schemes are con-structed to solve the SG equation. To mention some of them: finite difference schemes [3,4,8,11], finite elements method[1], and B-spline collocation method [16] etc. Although the previous methods have been widely used, they usually requirethe construction and update of a mesh and hence bring inconvenience during computation. To avoid the mesh generation, in
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al Science Foundation of China (U0935004, 110 71031, 11001037 and 10801024).
7712 Z.-W. Jiang, R.-H. Wang / Applied Mathematics and Computation 218 (2012) 7711–7716
recent years, meshless techniques have attracted attention of researchers. Dehghan and Shokri [7] proposed a numericalscheme to solve one-dimensional SG equation using collocation points and approximating directly the solution using thethin plate splines radial basis function (RBF). Unfortunately, this scheme need to solve a ill-conditional system of linear equa-tions. Ma and Wu [13] presented a meshless scheme by using a multiquadric (MQ) quasi-interpolation named LE withoutsolving a large-scale linear system of equations, but a polynomial pðxÞ was needed to improved the accuracy of the scheme.In this paper we developed a meshless approach by directly using high accuracy MQ quasi-interpolation defined on ½a; b�without using any polynomial.
The remainder of this paper is organized as follows: In Section 2, some elementary knowledge about the RBF interpolationand the MQ quasi-interpolation are introduced. In Section 3, we present the numerical techniques by using the high accuracyMQ quasi-interpolation to solve the SG equation. The computational results of the SG equation for some test problems areillustrated, and compared with those obtained with previous results in Section 4.
2. RBF interpolation and MQ quasi-interpolation
2.1. RBF interpolation
RBF was introduced by Krige [10] in 1951 to deal with geological problem. Hitherto, RBFs were widely used in many fields([6,18], etc). The process of interpolation by using RBF is as follows.
For a given region X 2 Rd and a set of finite distinct interpolation points
X ¼ fx1; . . . ; xNg � X;
if we are supplied with a function f : X ! R, we can construct an interpolant to f in the form:
Sf ;XðxÞ ¼XN
i¼1
ajuðkx� xjkÞ; for x 2 X; ð5Þ
where k � k denote Euclidean norm, and u is a certain RBF, say u : RP0 ! R. The undetermined coefficients fa1; . . . ;aNg canbe obtained by the linear system
XN
j¼1
ajuðkxi � xjkÞ ¼ f ðxiÞ; 1 6 i 6 N: ð6Þ
In this paper, inverse multiquadric (IMQ) RBF is chosen as the RBF mentioned in (5), and the adopted IMQ-RBF has the form:
uðrÞ ¼ s2
ðs2 þ r2Þ3=2 ; ð7Þ
where s is a shape parameter. From [14], we know that the linear system (6) have unique solution.
2.2. MQ quasi-interpolation
Quasi-interpolation of a univariate function f : ½a; b� ! R with MQs on the scattered points
a ¼ x0 < x1 < � � � < xn ¼ b; h :¼ max16i6nðxi � xi�1Þ; ð8Þ
usually takes the form
ðMf ÞðxÞ ¼Xn
i¼0
f ðxiÞwiðxÞ; ð9Þ
where wiðxÞ is linear combinations of the MQs
/iðxÞ ¼ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffic2 þ ðx� xiÞ2
q; c 2 Rþis a shape parameter: ð10Þ
In 1988, Buhmann [5] studied the accuracy of quasi-interpolation operator M of a function f : R # R at infinite regularpoints in R and showed that this scheme reproduces linear polynomials. Beatson and Powell [2] proposed three univariateMQ quasi-interpolations, namely, LA;LB , and LC on interval [a,b]. Wu and Schaback [20] proposed the univariate quasi-inter-polation LD, and proved that the scheme possess preserving monotonicity and linear reproducing property as well as Oðh2Þerror of quasi-interpolant LDf in the case of c2j log cj ¼ Oðh2Þ. Based on Wu and Schaback’s work, Ling [12] proposed a mul-tilevel univariate quasi-interpolation LR, and this scheme can converge with a rate of Oðh2:5 log hÞ as c ¼ OðhÞ. To solve SGequation numerically, in this paper we adopt a MQ quasi-interpolation scheme constructed in [9] using multilevel method,named LW2 .
Z.-W. Jiang, R.-H. Wang / Applied Mathematics and Computation 218 (2012) 7711–7716 7713
Next we recall the construction of LW2 based on the IMQ-RBF interpolation and the LD operator. Given data fðxi; fiÞgni¼0,
Wu–Schaback’s LD operator is
ðLDÞf ðxÞ ¼Xn
j¼0
fjwjðxÞ; ð11Þ
where
w0ðxÞ ¼12þ /1ðxÞ � ðx� x0Þ
2ðx1 � x0Þ;
w1ðxÞ ¼/2ðxÞ � /1ðxÞ
2ðx2 � x1Þ� /1ðxÞ � ðx� x0Þ
2ðx1 � x0Þ;
wn�1ðxÞ ¼ðxn � xÞ � /n�1ðxÞ
2ðxn � xn�1Þ� /n�1ðxÞ � /n�2ðxÞ
2ðxn�1 � xn�2Þ;
wnðxÞ ¼12þ /n�1ðxÞ � ðxn � xÞ
2ðxn � xn�1Þ;
wjðxÞ ¼/jþ1ðxÞ � /jðxÞ
2ðxjþ1 � xjÞ�
/jðxÞ � /j�1ðxÞ2ðxj � xj�1Þ
; j ¼ 2; . . . ;n� 2:
ð12Þ
Suppose that fxigni¼0 are given scattered points, and N is a positive integer satisfying N < n, then we define an index
0 < k1 < k2 < � � � < kN < n, and pick a smaller set denoted by fxkjgN
j¼1 from the given points fxigni¼0. At very point xkj
of thesubset, we define the following value
f 00xkj¼
2 ðxkj� xkj�1Þf ðxkjþ1Þ � ðxkjþ1 � xkj�1Þf ðxkj
Þ þ ðxkjþ1 � xkjÞf ðxkj�1Þ
h iðxkj� xkj�1Þðxkjþ1 � xkj
Þðxkjþ1 � xkj�1Þ:
Based on the smaller set of data
fðxkj; f 00xkjÞgN
j¼1; h2 :¼ max26j6N
ðxkj� xkj�1
Þ; ð13Þ
by using the IMQ-RBF given in (7), a RBF interpolant Sf 00;N is obtained, and satisfying
Sf 00 ;NðxkjÞ ¼ f 00xkj
; j ¼ 1; . . . ;N:
From the above subsection, the interpolant Sf 00 ;N can be expressed as follows
Sf 00 ðxÞ ¼XN
j¼1
ajuðkx� xkjkÞ; ð14Þ
and the coefficients fajgNj¼1 are uniquely determined by the interpolation condition
Sf 00 ðxkiÞ ¼
XN
j¼1
ajuðkxki� xkj
kÞ ¼ f 00ðxkiÞ; i ¼ 1; . . . ;N: ð15Þ
By using f ðxÞ and the coefficients faigNi¼1 mentioned above, a function is constructed in the form
eðxÞ ¼ f ðxÞ �XN
j¼1
aj
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffis2 þ ðx� xkj
Þ2q
: ð16Þ
Then a MQ quasi-interpolation can be obtained by using LD defined by (11) and (12) on the data fxi; eðxiÞgni¼0, with the shape
parameter c. Furthermore, the MQ quasi-interpolation operator LW2 is presented as
LW2 f ðxÞ ¼XN
j¼1
aj
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffis2 þ ðx� xkj
Þ2q
þ LDeðxÞ: ð17Þ
Generally speaking, the shape parameters c and s should not be the same constant in (17). Moreover, the linear reproducingproperty and the high convergence rate of LW2 were also studied in [17]. Apparently, in application one can use the secondderivative of ðLW2 f ÞðxÞ
ðLW2 f Þ00ðxÞ ¼XN
j¼1
ajuðx� xkjÞ þ
Xn
i¼0
f ðxiÞ �XN
j¼1
aj
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffis2 þ ðxi � xkj
Þ2q !
w00i ðxÞ;
where x 2 ½x0; xn�, to approximation f 00ðxÞ.
7714 Z.-W. Jiang, R.-H. Wang / Applied Mathematics and Computation 218 (2012) 7711–7716
3. Numerical scheme using MQ quasi-interpolation LW2
Now, we present the numerical scheme for solving the SG equation by using the MQ quasi-interpolation LW2 . In our meth-od, we use the derivative of the MQ quasi-interpolation to approximate the spatial derivative of the differential equationsand employ a first order accurate forward difference to approximate the temporal derivative.
Discretizing the SG equation
@2u@t2 ¼
@2u@x2 � sinðuÞ
in time, we get
unþ1k ¼ 2un
k � un�1k þ s2ðuxxÞnk � s2 sinðun
kÞ;
where unk is the approximation of the value uðx; tÞ at ðxk; tnÞ; tn ¼ ns, and s is the time step. Because equation (1) is a devel-
opmental equation, it is reasonable to employ the finite difference method in the time domain. Then, we use the secondderivative of the MQ quasi-interpolation LW2 uðx; tnÞ to approximate uxx. Thus, the resulting numerical scheme is
unþ1k ¼ 2un
k � un�1k � s2 sinðun
kÞ þ s2XN
j¼1
ajuðxk � xkjÞ þ
Xn
i¼0
uni �
XN
j¼1
aj
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffis2 þ ðxi � xkj
Þ2q !
w00i ðxkÞ" #
; ð18Þ
where u and w are defined in (7) and (12) respectively, and fajgNj¼1 is determined by the uniquely solvable linear system
XNj¼1
ajuðkxki� xkj
kÞ ¼2un
kiþ1
ðxkiþ1 � xkiÞðxkiþ1 � xki�1Þ
þ2un
ki�1
ðxki� xki�1Þðxkiþ1 � xki�1Þ
�2un
ki
ðxki� xki�1Þðxkiþ1 � xki
Þ ; 1 6 i 6 N:
ð19Þ
We iterate this scheme to achieve the numerical solution of (1).
4. Numerical example
In this section, we test the method by two classical examples. For the sake of simplification, we set
xi ¼ aþ iðb� aÞn
; i ¼ 0; . . . ;n;
and N ¼ nK, where K is a positive integer. The choice of the interpolation centers fxkj
gNj¼1 as follows
xk1¼ x1; xkN
¼ xn�1;
xkj¼ aþ ðj� 1Þðb� aÞ
N; j ¼ 2; . . . ;N:
The accuracy of the proposed method is measured using the root-mean-square error (RMS) and L1 error norms defined as
RMS ¼ 1nþ 1
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiXn
i¼0
juexacti � unum
i j2vuut ;
and
L1 ¼max06i6n
juexacti � unum
i j:
Example 1. In this example, we consider SG equation (1) without nonlinear term sinðuÞ in the region �1 6 x 6 1. The initialconditions are given by
uðx;0Þ ¼ f ðxÞ ¼ sinðpxÞ;utðx;0Þ ¼ gðxÞ ¼ 0;
with the boundary conditions
uð�1; tÞ ¼ uð1; tÞ ¼ 0:
The analytical solution is given in [17] as
uðx; tÞ ¼ 12
sinðpðxþ tÞÞ þ sinðpðx� tÞÞð Þ:
The L1 errors and RMS errors are obtained in Table 1 for t ¼ 0:25; 0:5; 0:75 and 1. The graph of the error functioneuðx; tÞ � uðx; tÞ for t ¼ 1 is given in Fig. 1, where euðx; tÞ is the estimated function and uðx; tÞ is the analytical solution.
Table 1Computational results for Example 1.
t L1-error RMS Time (s)
0.25 1:24� 10�2 6:46� 10�4 0.61
0.50 5:47� 10�2 2:71� 10�3 0.64
0.75 6:14� 10�2 3:04� 10�3 0.66
1.00 7:59� 10�3 3:82� 10�4 0.67
L1 and RMS errors, with c ¼ 0:027; s ¼ 0:8; s ¼ h ¼ 0:01; K ¼ 8.
−1 −0.75 −0.5 −0.25 0 0.25 0.5 0.75 1−8
−6
−4
−2
0
2
4
6
8x 10−3
t=1.00
Fig. 1. Error function euðx; tÞ � uðx; tÞ in t ¼ 1, with dt ¼ dx ¼ 0:01 and K ¼ 8, for Example 1.
Table 2Comparison of L1 and RMS errors between LE and LW2 schemes.
t L1 error RMS
LE L�W2LE L�W2
0.1 1:54� 10�6 1:31� 10�5 7:43� 10�6 3:39� 10�7
0.2 4:25� 10�5 2:50� 10�5 1:76� 10�5 6:55� 10�7
0.3 9:02� 10�5 3:47� 10�5 3:60� 10�5 9:29� 10�7
0.4 1:62� 10�4 4:20� 10�5 1:62� 10�4 1:15� 10�6
0.5 2:58� 10�4 4:68� 10�5 1:10� 10�4 1:34� 10�6
0.6 3:73� 10�4 6:54� 10�5 1:65� 10�4 1:55� 10�6
0.7 4:98� 10�4 1:74� 10�4 2:29� 10�4 2:14� 10�6
0.8 6:24� 10�4 4:01� 10�4 2:98� 10�4 3:92� 10�6
0.9 7:44� 10�4 8:22� 10�4 3:69� 10�4 7:98� 10�6
1.0 8:49� 10�4 1:53� 10�3 4:37� 10�4 1:56� 10�5
⁄ denotes that we set K ¼ 10, s = 1.
Z.-W. Jiang, R.-H. Wang / Applied Mathematics and Computation 218 (2012) 7711–7716 7715
Example 2. In this example, we compare the accuracy of the MQ quasi-interpolation LW2 proposed in this paper to thescheme LE used by Ma and Wu, thus we utilize the same example adopted in [13].
We consider SG equation (1) in the domain �2 6 x 6 2, and the initial conditions are given by
uðx;0Þ ¼ gðxÞ ¼ 0;utðx;0Þ ¼ hðxÞ ¼ 4sechðxÞ:
The analytical solution is
uðx; tÞ ¼ 4 arctanðsechðxÞtÞ:
For comparison, the numerical results are commutated with parameters: time step s ¼ 0:01, space step h = 0.01 and shapeparameter c ¼ 0:1
ffiffiffih3p
. Table 2 show the values of L1 and RMS errors obtained by using LE and LW2 quasi-interpolationschemes, at t ¼ 0:1; 0:2; . . . ; 1:00 respectively.
7716 Z.-W. Jiang, R.-H. Wang / Applied Mathematics and Computation 218 (2012) 7711–7716
From Table 2, we see that the solutions found with LW2 scheme is in good agreement with the results obtained by LE
scheme in the sense of L1 errors, and better than it in the sense of RMS errors.
5. Conclusions
In this paper, a numerical scheme for the one-dimensional nonlinear Sine–Gordon equation by high accuracy MQ quasi-interpolation LW2 is presented. Form the examples, we can say that the LW2 scheme is feasible and the accuracy is better thanMa and Wu’s LE scheme in the sense of RMS errors.
For comparison, our technique is used for the non-equidistant grids though we use equidistant grids in our numericalexperiments. We see that the present technique requires calculating wiðxÞ; w00iðxÞ ði ¼ 0; . . . ; nÞ, and the inverse matrix ofðuðkxki
� xkjkÞÞN�N only once.
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