d03pdc integrates a system of linear or nonlinear parabolic partial differential equations (PDEs) in one space variable. The spatial discretization is performed using a Chebyshev collocation method, and the method of lines is employed to reduce the PDEs to a system of ordinary differential equations (ODEs). The resulting system is solved using a backward differentiation formula method.
The function may be called by the names: d03pdc, nag_pde_dim1_parab_coll or nag_pde_parab_1d_coll.
3Description
d03pdc integrates the system of parabolic equations:
(1)
where , and depend on , , , and the vector is the set of solution values
(2)
and the vector is its partial derivative with respect to . Note that , and must not depend on .
The integration in time is from to , over the space interval , where and are the leftmost and rightmost of a user-defined set of break-points . The coordinate system in space is defined by the value of ; for Cartesian coordinates, for cylindrical polar coordinates and for spherical polar coordinates.
The system is defined by the functions , and which must be specified in pdedef.
The initial values of the functions must be given at , and must be specified in uinit.
The functions
, for , which may be thought of as fluxes, are also used in the definition of the boundary conditions for each equation. The boundary conditions must have the form
(3)
where or .
The boundary conditions must be specified in bndary. Thus, the problem is subject to the following restrictions:
(i), so that integration is in the forward direction;
(ii), and the flux must not depend on any time derivatives;
(iii)the evaluation of the functions , and is done at both the break-points and internally selected points for each element in turn, that is , and are evaluated twice at each break-point. Any discontinuities in these functions must, therefore, be at one or more of the break-points ;
(iv)at least one of the functions must be nonzero so that there is a time derivative present in the problem;
(v)if and , which is the left boundary point, then it must be ensured that the PDE solution is bounded at this point. This can be done by either specifying the solution at or by specifying a zero flux there, that is and . See also Section 9.
The parabolic equations are approximated by a system of ODEs in time for the values of at the mesh points. This ODE system is obtained by approximating the PDE solution between each pair of break-points by a Chebyshev polynomial of degree npoly. The interval between each pair of break-points is treated by d03pdc as an element, and on this element, a polynomial and its space and time derivatives are made to satisfy the system of PDEs at spatial points, which are chosen internally by the code and the break-points. In the case of just one element, the break-points are the boundaries. The user-defined break-points and the internally selected points together define the mesh. The smallest value that npoly can take is one, in which case, the solution is approximated by piecewise linear polynomials between consecutive break-points and the method is similar to an ordinary finite element method.
In total there are mesh points in the spatial direction, and ODEs in the time direction; one ODE at each break-point for each PDE component and () ODEs for each PDE component between each pair of break-points. The system is then integrated forwards in time using a backward differentiation formula method.
4References
Berzins M (1990) Developments in the NAG Library software for parabolic equations Scientific Software Systems (eds J C Mason and M G Cox) 59–72 Chapman and Hall
Berzins M and Dew P M (1991) Algorithm 690: Chebyshev polynomial software for elliptic-parabolic systems of PDEs ACM Trans. Math. Software17 178–206
Zaturska N B, Drazin P G and Banks W H H (1988) On the flow of a viscous fluid driven along a channel by a suction at porous walls Fluid Dynamics Research4
5Arguments
1: – IntegerInput
On entry: the number of PDEs in the system to be solved.
Constraint:
.
2: – IntegerInput
On entry: the coordinate system used:
Indicates Cartesian coordinates.
Indicates cylindrical polar coordinates.
Indicates spherical polar coordinates.
Constraint:
, or .
3: – double *Input/Output
On entry: the initial value of the independent variable .
On exit: the value of corresponding to the solution values in u. Normally .
Constraint:
.
4: – doubleInput
On entry: the final value of to which the integration is to be carried out.
5: – function, supplied by the userExternal Function
pdedef must compute the values of the functions , and which define the system of PDEs. The functions may depend on , , and and must be evaluated at a set of points.
On entry: the current value of the independent variable .
3: – const doubleInput
On entry: contains a set of mesh points at which , and are to be evaluated. and contain successive user-supplied break-points and the elements of the array will satisfy .
4: – IntegerInput
On entry: the number of points at which evaluations are required (the value of ).
5: – const doubleInput
Note: the th element of the matrix is stored in .
On entry: contains the value of the component where , for and .
6: – const doubleInput
Note: the th element of the matrix is stored in .
On entry: contains the value of the component where , for and .
where appears in this document, it refers to the array element .
On exit: must be set to the value of where , for , and .
8: – doubleOutput
Note: the th element of the matrix is stored in .
On exit: must be set to the value of where , for and .
9: – doubleOutput
Note: the th element of the matrix is stored in .
On exit: must be set to the value of where , for and .
10: – Integer *Input/Output
On entry: set to or .
On exit: should usually remain unchanged. However, you may set ires to force the integration function to take certain actions as described below:
Indicates to the integrator that control should be passed back immediately to the calling function with the error indicator set to NE_USER_STOP.
Indicates to the integrator that the current time step should be abandoned and a smaller time step used instead. You may wish to set when a physically meaningless input or output value has been generated. If you consecutively set , d03pdc returns to the calling function with the error indicator set to NE_FAILED_DERIV.
11: – Nag_Comm *
Pointer to structure of type Nag_Comm; the following members are relevant to pdedef.
user – double *
iuser – Integer *
p – Pointer
The type Pointer will be void *. Before calling d03pdc you may allocate memory and initialize these pointers with various quantities for use by pdedef when called from d03pdc (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).
Note:pdedef should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d03pdc. If your code inadvertently does return any NaNs or infinities, d03pdc is likely to produce unexpected results.
6: – function, supplied by the userExternal Function
bndary must compute the functions and which define the boundary conditions as in equation (3).
On entry: the current value of the independent variable .
3: – const doubleInput
On entry: contains the value of the component at the boundary specified by ibnd, for .
4: – const doubleInput
On entry: contains the value of the component at the boundary specified by ibnd, for .
5: – IntegerInput
On entry: specifies which boundary conditions are to be evaluated.
bndary must set up the coefficients of the left-hand boundary, .
bndary must set up the coefficients of the right-hand boundary, .
6: – doubleOutput
On exit: must be set to the value of at the boundary specified by ibnd, for .
7: – doubleOutput
On exit: must be set to the value of at the boundary specified by ibnd, for .
8: – Integer *Input/Output
On entry: set to or .
On exit: should usually remain unchanged. However, you may set ires to force the integration function to take certain actions as described below:
Indicates to the integrator that control should be passed back immediately to the calling function with the error indicator set to NE_USER_STOP.
Indicates to the integrator that the current time step should be abandoned and a smaller time step used instead. You may wish to set when a physically meaningless input or output value has been generated. If you consecutively set , d03pdc returns to the calling function with the error indicator set to NE_FAILED_DERIV.
9: – Nag_Comm *
Pointer to structure of type Nag_Comm; the following members are relevant to bndary.
user – double *
iuser – Integer *
p – Pointer
The type Pointer will be void *. Before calling d03pdc you may allocate memory and initialize these pointers with various quantities for use by bndary when called from d03pdc (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).
Note:bndary should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d03pdc. If your code inadvertently does return any NaNs or infinities, d03pdc is likely to produce unexpected results.
7: – doubleInput/Output
Note: the th element of the matrix is stored in .
On entry: if the value of u must be unchanged from the previous call.
On exit: will contain the computed solution at .
8: – IntegerInput
On entry: the number of break-points in the interval .
Constraint:
.
9: – const doubleInput
On entry: the values of the break-points in the space direction. must specify the left-hand boundary, , and must specify the right-hand boundary, .
Constraint:
.
10: – IntegerInput
On entry: the degree of the Chebyshev polynomial to be used in approximating the PDE solution between each pair of break-points.
Constraint:
.
11: – IntegerInput
On entry: the number of mesh points in the interval .
Constraint:
.
12: – doubleOutput
On exit: the mesh points chosen by d03pdc in the spatial direction. The values of x will satisfy .
13: – function, supplied by the userExternal Function
uinit must compute the initial values of the PDE components
, for and .
On entry: the number of mesh points in the interval .
3: – const doubleInput
On entry: , contains the values of the th mesh point, for .
4: – doubleOutput
Note: the th element of the matrix is stored in .
On exit: must be set to the initial value , for and .
5: – Nag_Comm *
Pointer to structure of type Nag_Comm; the following members are relevant to uinit.
user – double *
iuser – Integer *
p – Pointer
The type Pointer will be void *. Before calling d03pdc you may allocate memory and initialize these pointers with various quantities for use by uinit when called from d03pdc (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).
Note:uinit should not return floating-point NaN (Not a Number) or infinity values, since these are not handled by d03pdc. If your code inadvertently does return any NaNs or infinities, d03pdc is likely to produce unexpected results.
14: – doubleInput
On entry: a positive quantity for controlling the local error estimate in the time integration. If is the estimated error for at the th mesh point, the error test is:
If , isave must be unchanged from the previous call to the function because it contains required information about the iteration. In particular:
Contains the number of steps taken in time.
Contains the number of residual evaluations of the resulting ODE system used. One such evaluation involves computing the PDE functions at all the mesh points, as well as one evaluation of the functions in the boundary conditions.
Contains the number of Jacobian evaluations performed by the time integrator.
Contains the order of the last backward differentiation formula method used.
Contains the number of Newton iterations performed by the time integrator. Each iteration involves an ODE residual evaluation followed by a back-substitution using the decomposition of the Jacobian matrix.
Stop at first internal integration point at or beyond .
Constraint:
, or .
20: – IntegerInput
On entry: the level of trace information required from d03pdc and the underlying ODE solver. itrace may take the value , , , or .
No output is generated.
Only warning messages from the PDE solver are printed.
Output from the underlying ODE solver is printed. This output contains details of Jacobian entries, the nonlinear iteration and the time integration during the computation of the ODE system.
If , is assumed and similarly if , is assumed.
The advisory messages are given in greater detail as itrace increases.
21: – const char *Input
On entry: the name of a file to which diagnostic output will be directed. If outfile is NULL the diagnostic output will be directed to standard output.
22: – Integer *Input/Output
On entry: indicates whether this is a continuation call or a new integration.
Starts or restarts the integration in time.
Continues the integration after an earlier exit from the function. In this case, only the argument tout should be reset between calls to d03pdc.
Constraint:
or .
On exit: .
23: – Nag_Comm *
The NAG communication argument (see Section 3.1.1 in the Introduction to the NAG Library CL Interface).
24: – Nag_D03_Save *Communication Structure
saved must remain unchanged following a previous call to a Chapter D03 function and prior to any subsequent call to a Chapter D03 function.
25: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
NE_ACC_IN_DOUBT
Integration completed, but a small change in acc is unlikely to result in a changed solution.
.
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
NE_BAD_PARAM
On entry, argument had an illegal value.
NE_FAILED_DERIV
In setting up the ODE system an internal auxiliary was unable to initialize the derivative. This could be due to your setting in pdedef or bndary.
On entry, on initial entry .
Constraint: on initial entry .
NE_INT_2
On entry, .
Constraint: .
On entry, .
Constraint: .
NE_INT_3
On entry, , and .
Constraint: .
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
Serious error in internal call to an auxiliary. Increase itrace for further details.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_NOT_CLOSE_FILE
Cannot close file .
NE_NOT_STRICTLY_INCREASING
On entry, , , and .
Constraint: .
NE_NOT_WRITE_FILE
Cannot open file for writing.
NE_REAL
On entry, .
Constraint: .
NE_REAL_2
On entry, and .
Constraint: .
On entry, is too small:
and .
NE_SING_JAC
Singular Jacobian of ODE system. Check problem formulation.
NE_TIME_DERIV_DEP
Flux function appears to depend on time derivatives.
NE_USER_STOP
In evaluating residual of ODE system, has been set in pdedef or bndary. Integration is successful as far as ts:
.
7Accuracy
d03pdc controls the accuracy of the integration in the time direction but not the accuracy of the approximation in space. The spatial accuracy depends on the degree of the polynomial approximation npoly, and on both the number of break-points and on their distribution in space. In the time integration only the local error over a single step is controlled and so the accuracy over a number of steps cannot be guaranteed. You should, therefore, test the effect of varying the accuracy argument, acc.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
d03pdc is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
d03pdc makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
9Further Comments
d03pdc is designed to solve parabolic systems (possibly including elliptic equations) with second-order derivatives in space. The argument specification allows you to include equations with only first-order derivatives in the space direction but there is no guarantee that the method of integration will be satisfactory for such systems. The position and nature of the boundary conditions in particular are critical in defining a stable problem.
The time taken depends on the complexity of the parabolic system and on the accuracy requested.
10Example
The problem consists of a fourth-order PDE which can be written as a pair of second-order elliptic-parabolic PDEs for and ,
(4)
(5)
where and . The boundary conditions are given by
The initial conditions at are given by
The absence of boundary conditions for does not pose any difficulties provided that the derivative flux boundary conditions are assigned to the first PDE (4) which has the correct flux, . The conditions on at the boundaries are assigned to the second PDE by setting in equation (3) and placing the Dirichlet boundary conditions on in the function .