Two Conservative Numerical Methods for Solving Initial Value Problems

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Two Conservative Numerical Methods for Solving Initial Value Problems

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Abstract

According to the energy conservation equation, two novel conservative numerical methods are proposed for solving the second-order initial value problems. The -continuous piecewise-quadratic functions are also used to approximate the true solutions. A priori error estimate is derived under a linear force assumption of the initial value problems. Some numerical tests are conducted to verify the theoretical results.

I. INTRODUCTION

As one of the most well-known natural laws, Newton's second law of motion can be expressed in the form of a second-order differential equation. In order to preserve the energy conservation property of the original system, it is very important to use the conservative numerical methods to solve these equations with initial conditions [1-4]. In recent years some conservative numerical methods [1-3] have been developed to solve the following second-order initial value problem,

( 1.1 ) x ¨ ( t ) = f ( x ( t ) ) , t I ; x ( 0 ) = α ; x ˙ ( 0 ) = β ,

where I = ( 0 , T ) , and x ˙ : = d x d t , x ¨ : = d 2 x d t 2 .

Introduce the potential function ϕ ( x ) of f ( x )

d ϕ d x = f ( x ) ,

then the energy conservation equation is derived as [1-2]

( 1.2 ) 1 2 ( d x d t ) 2 + ϕ ( x ) = 1 2 β 2 + ϕ ( α ) .

Applying iterative computation, Greenspan [1] proposed two conservative implicit numerical methods to solve problem (1.1). According to the energy conservation equation (1.2), Qin [2] constructed an explicit energy-conserving method by using sign function, Sövegjártó [3] also developed conservative spline methods to solve this problem numerically. In these methods [2-3], the function value at the current temporal node is numerically calculated first, and then the derivative value at the current temporal node is numerically computed, in which the sign function is used to prejudice the sign of the derivative value. We design an energy conservation method(numerical method I), which first calculates the derivative value and then calculates the function value, without using the sign function. Moreover, we use the C 1 -continuous piecewise-quadratic functions [5-6] to approximate the true solution of problem (1.1), and construct a C 1 -continuous energy conservation numerical method(numerical method II), these approximate solutions are global C 1 -smooth on the entire temporal interval. Under a linear force assumption of the initial value problems, a priori error estimate for the numerical method II is deduced, which shows that the method has first-order convergence accuracy.

The remainder of the paper is organized as follows. In Section II and Section III, we propose two novel conservative numerical methods. We derive a priori error estimate for numerical method II in Section IV. The numerical experiments demonstrating the promising features of the conservative methods are displayed in Section V.

II. NUMERICAL METHOD I

Let 0 = t 0 < t 1 < < t N = T be a subdivision of I . Define

I n := ( t n , t n + 1 ) , h := t n + 1 t n , n = 0 , , N 1 ,

denote the numerical solution x n and v n for x ( t n ) and x ˙ ( t n ) , respectively.

We construct the following numerical scheme satisfying (1.2) for problem (1.1).

v n + 1 = v n + h f ( x n ) ,
( 2.1 ) ϕ ( x n + 1 ) = 1 2 β 2 + ϕ ( α ) 1 2 ( v n + 1 ) 2 .

From second equation of (2.1), x n + 1 can be determined by Newton's method [7], where the initial guess x ~ n + 1 of x n + 1 is computed by the following equation,

x ~ n + 1 = x n + h v n + h 2 2 f ( x n ) .

III. NUMERICAL METHOD II

We apply the piecewise second-order polynomial φ ( t ) C 1 ( I ) to approximate the true solution x ( t ) of problem (1.1). In each subinterval I n , n = 0 , , N 1 , set

( 3.1 ) φ ( t ) = a n 2 ( t t n ) 2 + a n 1 ( t t n ) + φ n , t I n

with φ n := φ ( t n ) , φ 0 = α , a 0 1 = β . And the coefficients a n 2 and a j 1 ( j = 1 , , N 1 ) are yet to be computed. Noting the continuity condition φ ( t ) C 1 ( I ) , we have

φ n + 1 = a n 2 h 2 + a n 1 h + φ n ,
a n + 1 1 = 2 a n 2 h + a n 1 .

Inserting (3.2) into (1.2), we get

1 2 ( 2 a n 2 h + a n 1 ) 2 + ϕ ( a n 2 h 2 + a n 1 h + φ n ) = 1 2 β 2 + ϕ ( α ) .

From (3.3), a n 2 can be computed by Newton's method, where the initial guess a ~ n 2 of a n 2 is determined by a ~ n 2 = f ( φ n ) 2 .

IV. ERROR ANALYSIS

In this section, we assume f ( x ) = λ 2 x [8] and deduce the convergent result for numerical method (3.1)-(3.3).

On one hand, from (3.2) we have

φ n + 1 φ n = h 2 ( a n + 1 1 + a n 1 ) ,

and hence,

( 4.2 ) φ n + 2 2 φ n + 1 + φ n = h 2 ( a n + 2 1 a n 1 ) = h 2 ( a n + 2 1 a n + 1 1 2 h + a n + 1 1 a n 1 2 h ) = h 2 ( a n + 1 2 + a n 2 ) .

On the other hand, since ϕ ( x ) = λ 2 x 2 2 , applying (3.2), (4.1), and the energy conservation equation (1.2) we obtain

a n 2 = 1 2 h ( a n + 1 1 a n 1 ) = 1 2 h ( a n + 1 1 ) 2 ( a n 1 ) 2 a n + 1 1 + a n 1 = 1 4 ( a n + 1 1 ) 2 ( a n 1 ) 2 φ n + 1 φ n
( 4.3 ) = 1 2 ϕ ( φ n + 1 ) ϕ ( φ n ) φ n + 1 φ n = λ 2 4 ( φ n + 1 + φ n ) = 1 4 ( f n + 1 + f n ) .

Together with (4.2)-(4.3), this yields

φ n + 2 2 φ n + 1 + φ n = h 2 ( 1 4 f n + 2 + 2 4 f n + 1 + 1 4 f n ) , n = 0 , , N 2.

It is easy to conclude that method (4.4) is stable, of order 2 [9].

Furthermore, using (3.2) and (4.3) we have

φ 1 = a 0 2 h 2 + a 0 1 h + φ 0 = ( λ 2 4 φ 1 λ 2 4 α ) h 2 + β h + α ,

i.e.,

φ 1 = 4 λ 2 h 2 4 + λ 2 h 2 α + 4 h 4 + λ 2 h 2 β ,

recall the Taylor's formula

x ( h ) = α + β h + 1 2 x ¨ ( ξ ) h 2 , 0 < ξ < h ,

we get

x ( h ) φ 1 = 2 λ 2 h 2 4 + λ 2 h 2 α + λ 2 h 3 4 + λ 2 h 2 β + 1 2 x ¨ ( ξ ) h 2 = O ( h 2 ) ,

which implies the starting values φ 0 , φ 1 have second-order accuracy. Hence, by using Theorem 10.6 of chapter III in [9], we conclude that the convergent order of method (4.4) is 1. Thus, we obtain the following convergent theorem for numerical method II.

Theorem 4.1: Let φ ( t ) and x ( t ) be the functions given by (3.1) and (1.1), respectively. Assume that f ( x ) = λ 2 x , then we have the following error estimates,

| x ( t i ) φ ( t i ) | C h , i = 2 , , N ,

where C is a positive constant.

V. NUMERICAL TESTS

We shall apply our two methods to solve three problems given in [1, 8] and display the error results.

E x a m p l e 1 [ 1 ] . x ¨ = x 2 , t ( 0 , 1 ) ; x ( 0 ) = 1 ; x ˙ ( 0 ) = 1.
E x a m p l e 2 [ 1 ] . x ¨ = sin x , t ( 0 , 1 ) ; x ( 0 ) = π / 2 ; x ˙ ( 0 ) = 0.

In our numerical experiments, we use numerical method I to calculate Example 1 and Example 2. In Tables 1-2 we give the error results with different h , where Error := | x ( 1 ) x N | . These results indicate that numerical method I is effective.

Table 8288: Table 1: Example 1: Numerical results for numerical method I
hError
1/24.31e-1
1/41.76e-1
1/85.79e-2
1/161.66e-2
Example 3 [ 8 ] . x ¨ = 1 0 0 x , t ( 0 , 1 ) ; x ( 0 ) = 1 ; x ˙ ( 0 ) = 0.

We apply numerical method II to solve Example 3 with different h . The errors and the convergent order are displayed in Table 3, where Error := x ( 1 ) φ ( 1 ) | . These results validate the conclusion in Theorem 4.1.

Table 8287: Table 2: Example 2: Numerical results for numerical method I Table 3: Example 3:
hError
1/21.43e-2
1/44.32e-3
1/81.16e-3
1/163.01e-4

Numerical results for numerical method II

hErrorConvergent order
1/10002.83e-1---
1/20001.39e-11.03
1/40006.87e-21.02

ACKNOWLEDGMENT

References

9 Cites in Article
  1. Donald Greenspan (1984). Conservative numerical methods for.
  2. C Qin (1988). An explicit energy-conserving numerical method for equations of the form.
  3. A Sövegjártó (1999). Conservative spline methods for second-order IVPs of ODEs.
  4. Mark Holmes (2020). Conservative numerical methods for nonlinear oscillators.
  5. J Lai,J Huang (2015). An adaptive linear time stepping algorithm for second-order linear evolution problems.
  6. Junjiang Lai,Fawang Liu,Vo Anh,Qingxia Liu (2021). A space-time finite element method for solving linear Riesz space fractional partial differential equations.
  7. A Quarteroni,R Sacco,F Saleri (2000). Numerical Mathematics.
  8. Garth Baker,Vassilios Dougalis,Steven Serbin (1980). An approximation theorem for second-order evolution equations.
  9. Ernst Hairer,Syvert Nørsett,Gerhard Wanner (1993). Solving Ordinary Differential Equations I.

Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Sen Xu, Jiabao Chen, Junjiang Lai. 2026. "Two Conservative Numerical Methods for Solving Initial Value Problems". Global Journal of Science Frontier Research - F: Mathematics & Decision GJSFR-F Volume 24 (GJSFR Volume 24 Issue F2).

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Journal Specifications

Crossref Journal DOI 10.17406/GJSFR

Print ISSN 0975-5896

e-ISSN 2249-4626

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GJSFR-F Classification MSC 2010: 65L20; 65L05; 65L70
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v1.2

Issue date
January 20, 2025

Language
English
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Two Conservative Numerical Methods for Solving Initial Value Problems

Sen Xu
Sen Xu School of Computer and Data Science, Minjiang University, Fuzhou 350108, China
Jiabao Chen
Jiabao Chen
Junjiang Lai
Junjiang Lai