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Newmark's Method and Discrete Energy Applied to Resistive MHD Equation (preprint)

Newmark's Method and Discrete Energy Applied to Resistive MHD Equation (preprint)

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Published by Fumihiro Chiba

For the second order time evolution equation with a general dissipation term, we introduce a recurrence relation of Newmark's method. Deriving an energy inequality from this relation, we obtain the stability and the convergence theories of Newmark's method. Next we take up resistive MHD equation as an application of Newmark's method. We introduce a discrete energy of the solution derived from the above energy inequality. We investigate this quantity using numerical experiments.

Vietnam Journal of MATHEMATICS, Vol. 30, Special Issue, 2002: 30(2002), pp.501--520.)

For the second order time evolution equation with a general dissipation term, we introduce a recurrence relation of Newmark's method. Deriving an energy inequality from this relation, we obtain the stability and the convergence theories of Newmark's method. Next we take up resistive MHD equation as an application of Newmark's method. We introduce a discrete energy of the solution derived from the above energy inequality. We investigate this quantity using numerical experiments.

Vietnam Journal of MATHEMATICS, Vol. 30, Special Issue, 2002: 30(2002), pp.501--520.)

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Published by: Fumihiro Chiba on Feb 15, 2013
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Newmark’s method and discreteenergyapplied to resistive MHD equation
CHIBA, Fumihiro
and KAKO, TakashiThe University of Electro-CommunicationsChofu, Tokyo, Japan
Abstract
For the second order time evolution equation with a general dissi-pation term, we introduce a recurrence relation of Newmark’s method.Deriving an energy inequality from this relation, we obtain the stabil-ity and the convergence theories of Newmark’s method. Next we takeup resistive MHD equation as an application of Newmark’s method.We introduce a discrete energy of the solution derived from the aboveenergy inequality. We investigate this quantity using numerical ex-periments.
1 Introduction of Newmark’s method
We recall the basic ideas of Newmark’s method[7],[10] for the second order time evolution equation in the
 d
-dimensional Euclidean space
 R
d
. Let
 M 
,
 C 
and
 K 
 be
 d
×
d
 real symmetric matrices on
R
d
which are constant in time, andlet
 f 
(
t
) be a given
 R
d
-valued function on [0
,
). We use the usual Euclideanscalar product (
·
,
·
) and the corresponding norm
 ·
 in
 R
d
. Throughout thispaper, we assume that
 M 
 is positive definite:(
Mx,x
)
 >
 0
,
 
x
 
= 0
,
 (1)
chibaf@mac.com, http://math.digi2.jp/
1
 
which is equivalent to the condition:(
Mx,x
)
 
 m
(
x,x
)
,
 
x,
 (2)with a positive constant
 m
. The identity matrix on
 R
d
is denoted by
 I 
. Weconsider the approximation method for the following initial value problem of the second order time evolution equation for an
 R
d
-valued function
 u
(
t
):
d
2
udt
2
 (
t
) +
dudt
(
t
) +
 Ku
(
t
) =
 f 
(
t
)
, u
(0) =
 u
0
,
 dudt
(0) =
 v
0
.
 (3)Let
 a
n
,
 v
n
 and
 u
n
 be approximations of (
d
2
/dt
2
)
u
(
t
), (
d/dt
)
u
(
t
) and
 u
(
t
)respectively at
 t
 =
 τn
 with a positive time step
 τ 
 and an integer
 n
, and let
n
 =
 f 
(
τn
). Then Newmark’s method for (3) is defined through the followingrelations:
Ma
n
 +
 Cv
n
 +
Ku
n
 =
 f 
n
,u
n
+1
 =
 u
n
 +
 τv
n
 +
 12
τ 
2
a
n
 +
βτ 
2
(
a
n
+1
a
n
)
,v
n
+1
 =
 v
n
 +
τa
n
 +
γτ 
(
a
n
+1
a
n
)
.
(4)The first relation corresponds to the equation (3), and the second and thethird relations correspond to the Taylor expansions of 
 u
(
t
 +
 τ 
) and
 v
(
t
 +
 τ 
)at
 t
 =
 τn
 respectively. Here,
 β 
 and
 γ 
 are positive tuning parameters of themethod.An interpretation of the parameter
β 
 related to the acceleration (
d
2
/dt
2
)
u
(
t
)can be seen in [7]: The case
 β 
 = 1
/
6 corresponds to the approximation wherethe acceleration is a linear function of 
 t
 in each time interval; the case
 β 
 = 1
/
4corresponds to the approximation of the acceleration to be a constant func-tion during the time interval which is equal to the mean value of the initialand final values of acceleration; the case
 β 
 = 1
/
8 corresponds to the casewhere the acceleration is a step function with the initial value for the firsthalf of each time interval and the final value for the second half of the interval.It is often the case that
 γ 
 is equal to 1
/
2.
2 Iteration scheme of Newmark’s method
Based on the formulas in (4), Newmark’s method generates the approxima-tion sequence
 u
n
,n
 = 0
,
1
,
2
,...,N 
 by the following iteration scheme:Step 1. For
 n
 = 0, compute
 a
0
 from the initial data
 u
0
 and
 v
0
:
a
0
 =
 M 
1
(
0
Cv
0
Ku
0
)
.
2
 
Step 2. Compute
 a
n
+1
 from
 f 
n
+1
, u
n
, v
n
 and
 a
n
 solving a linear equation:
a
n
+1
 = (
 +
γτ
 +
 βτ 
2
)
1
×
[
Ku
n
(
 +
τ
)
v
n
 +
{
(
γ 
 
1)
τ
 + (
β 
 
 12
)
τ 
2
}
a
n
 +
n
+1
]
.
Step 3. Compute
 u
n
+1
 from
 u
n
, v
n
, a
n
 and
 a
n
+1
:
u
n
+1
 =
 u
n
 +
τv
n
 + (
12
 −
β 
)
τ 
2
a
n
 +
βτ 
2
a
n
+1
.
Step 4. Compute
 v
n
+1
 from
 v
n
,
 a
n
 and
 a
n
+1
:
v
n
+1
 =
 v
n
 + (1
γ 
)
τa
n
 +
γτa
n
+1
.
Step 5. Replace
 n
 by
 n
+ 1, and return to Step 2.Here, Step 1 is nothing but the first relation of (4) with
 n
 = 0. The expressionof 
 a
n
+1
 in Step 2 is obtained by eliminating
 u
n
+1
 and
 v
n
+1
 from the secondand the third equalities in (4) together with the first equality in (4) with
 n
replaced by
 n
+ 1:
Ma
n
+1
 +
Cv
n
+1
 +
 Ku
n
+1
 =
 f 
n
+1
.
Step 3 and Step 4 are from the second and the third relations of (4).
3 Recurrence relation of Newmark’s method
Newmark’s method (4) for the second order equation (3) is reformulated as follows in the recurrence relation([1] and [11]). Eliminating
 v
n
 and
 a
n
 from(4) by a series of lengthy computations, we have(
 +
βτ 
2
)
D
τ 
¯
τ 
u
n
 +
γCD
τ 
u
n
 +
{
(1
γ 
)
 +
τ 
(
γ 
 −
 12
)
}
D
¯
τ 
u
n
 +
Ku
n
=
 {
 +
τ 
(
γ 
 
 12
)
D
¯
τ 
 +
 βτ 
2
D
τ 
¯
τ 
}
n
,
 (5)where
D
τ 
u
n
 = (
u
n
+1
u
n
)
/τ,D
¯
τ 
u
n
 = (
u
n
u
n
1
)
/τ,D
τ 
¯
τ 
u
n
 = (
D
τ 
u
n
D
¯
τ 
u
n
)
/τ.
We confirmed this result by a formula manipulation software NCAlgebra [4]on Mathematica[12]. Especially, in the case
 γ 
 = 1
/
2, we have:(
 +
βτ 
2
)
D
τ 
¯
τ 
u
n
 +
 12
(
D
τ 
 +
 D
¯
τ 
)
u
n
 +
Ku
n
 = (
 +
 βτ 
2
D
τ 
¯
τ 
)
n
.
 (6)These recurrence relations are useful for the stability and error analyses of Newmark’s method. See [6] and [9] for the case with
 C 
 ≡
 0.3

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