We show the main features of the MATLAB code HOFiD_UP for solving second order singular perturbation problems. The code is based on high order finite differences, in particular on the generalized upwind method. Within its simplicity, it uses order variation and continuation for solving any difficult nonlinear scalar problem. Several numerical tests on linear and nonlinear problems are considered. The best performances are reported on problems with perturbation parameters near the machine precision, where most of the codes for two-point BVPs fail.

We investigate the numerical solution of regular and singular Sturm-Liouville problems by means of finite difference schemes of high order. In particular, a set of difference schemes is used to approximate each derivative independently so to obtain an algebraic problem corresponding to the original continuous differential equation. The endpoints are treated depending on their classification and in case of limit points, no boundary condition is required. Several numerical tests are finally reported on equispaced grids show the convergence properties of the proposed approach.

In this note we show how a simple stepsize variation strategy improves the solution algorithm of regular Sturm-Liouville problems. We suppose the eigenvalue problem is approximated by variable stepsize finite difference schemes and the obtained algebraic eigenvalue problem is solved by a matrix method estimating the first eigenvalues and eigenvectors of sparse matrices. The variable stepsize strategy is based on an equidistribution of the error (approximated by two methods with different orders). The results show a marked reduction of the number of points and, consequently, a much lower computational cost, with respect to the algorithm obtained using constant stepsize.

We discuss an initial value problem for an implicit second order ordinary differential equation which arises in models of flow in saturated porous media such as concrete. Depending on the initial condition, the solution features a sharp interface with derivatives which become numerically unbounded. By using an integrator based on finite difference methods and equipped with adaptive step size selection, it is possible to compute the solution on highly irregular meshes. In this way it is possible to verify and predict asymptotical theory near the interface with remarkable accuracy.

The morphology dependent resonances (MDR) are of growing interest due to their extremely high quality factor. The quality factor, or Q factor, is a dimensionless parameter that indicates the energy loss relative to the stored energy within a resonant element. The higher the Q, the lower the rate of energy loss and as a result the slower the oscillations will die out. An overview about the current state of research on the MDR can be found in [1]. The numerical simulation of these phenomena is not straightforward, even in the case of symmetry allowing the separation of variables in the modeling equations. Below, we report on a progress made in the numerical simulation of the so called ‘whispering gallery’ modes occurring inside a prolate spheroid. The approach presented here is also applicable for any other separable geometry.

In this paper, we consider the numerical approximation of a reaction-diffusion system 2D in space whose solutions are patterns oscillating in time or both in time and space. We present a stability analysis for a linear test heat equation in terms of the diffusion d and of the reaction timescales given by the real and imaginary parts α and β of the eigenvalues of J(Pe), the Jacobian of the reaction part at the equilibrium point Pe. Focusing on the case α=0,β≠0, we obtain stability regions in the plane (ξ,ν), where ξ=λ(h;d)ht, ν=βht, ht time stepsize, λ lumped diffusion scale depending also from the space stepsize h and from the spectral properties of the discrete Laplace operator arising from the semi-discretization in space. In space we apply the Extended Central Difference Formulas (ECDFs) of order p=2,4,6. In time we approximate the diffusion part in implicit way and the reaction part by a selection of integrators: the Explicit Euler and ADI methods, the symplectic Euler and a partitioned Runge-Kutta method that are symplectic in the absence of diffusion. Hence, by estimating λ, for each method we derive stepsize restrictions htFmet(h;d,β,p) in terms of the stability curve Fmet depending on diffusion and reaction timescales and from the approximation order in space. For the same schemes, we provide also a dispersion error analysis. We present numerical simulations for the test heat equation and for the Lotka-Volterra PDE system with solutions oscillating only in time for the presence of a centre-type dynamics. In these cases, the implicit-symplectic schemes provide the best choice. We solve also the Schnakenberg model with spatial patterns oscillating in space and time in the presence of an attractive limit cycle due to the Turing-Hopf instability. In this case, all schemes attain closed orbits in the phase space, but the Explicit ADI method is the best choice from the computational point of view.

The numerical solution of second order ordinary differential equations with initial conditions is here approached by approximating each derivative by means of a set of finite difference schemes of high order. The stability properties of the obtained methods are discussed. Some numerical tests, reported to emphasize pros and cons of the approach, motivate possible choices on the use of these formulae.

In this paper, we discuss the progress in the numerical simulation of the so-called `whispering gallery' modes (WGMs) occurring inside a prolate sphero\-idal cavity. These modes are mainly concentrated in a narrow domain along the equatorial line of a spheroid and they are famous because of their extremely high quality factor. The scalar Helmholtz equation provides a sufficient accuracy for WGM simulation and (in a contrary to its vector version) is separable in spheroidal coordinates. However, the numerical simulation of `whispering gallery' phenomena is not straightforward. The separation of variables yields two spheroidal wave ordinary differential equations (ODEs), first only depending on the angular, second on the radial coordinate. Though separated, these equations remain coupled through the separation constant and the eigenfrequency, so that together with the boundary conditions they form a singular self-adjoint two-parameter Sturm--Liouville problem. We discuss an efficient and reliable technique for the numerical solution of this problem which enables calculation of highly localized WGMs inside a spheroid. The presented approach is also applicable to other separable geometries. We illustrate the performance of the method by means of numerical experiments.

In the recent years considerable attention has been focused on the numerical computation of the eigenvalues and eigenfunctions of the nite (truncated) Hankel transform, important for numerous applications. However, due to the very special behavior of the Hankel transform eigenfunctions, their direct numerical calculation often causes an essential loss of accuracy. Here, we discuss several simple, e cient and robust numerical techniques to compute Hankel transform eigenfunctions via the associated singular self-adjoint Sturm-Liouville operator. The properties of the proposed approaches are compared and illustrated by means of numerical experiments.

In this work, we discuss the numerical computation of the eigenvalues and eigenfunctions of the finite (truncated) Hankel transform, important for numerous applications. Due to the very special behavior of the Hankel transform eigenfunctions, their direct numerical calculation often causes an essential loss of accuracy. Here, we present several simple, efficient and robust numerical techniques to compute Hankel transform eigenfunctions via the associated singular self-adjoint Sturm-Liouville operator. The properties of the proposed approaches are compared and illustrated by means of numerical experiments.

We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a method to define a discrete problem and its numerical solution by means of linear algebra techniques. Different test problems are considered to emphasize the behaviour of a code based on the proposed algorithm.

We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques. Different test problems are proposed to emphasize the behaviour of the proposed algorithm.

We propose an efficient and reliable technique to calculate highly localized Whispering Gallery Modes (WGMs) inside an oblate spheroidal cavity. The idea is to first separate variables in spheroidal coordinates and then to deal with two ODEs, related to the angular and radial coordinates solved using high order finite difference schemes. It turns out that, due to solution structure, the efficiency of the calculation is greatly enhanced by using variable stepsizes to better reflect the behaviour of the evaluated functions. We illustrate the approach by numerical experiments.

We propose an efficient and reliable technique to calculate highly localized Whispering Gallery Modes (WGMs) inside an oblate spheroidal cavity. The idea is to first separate variables in spheroidal coordinates and then to deal with two ODEs, related to the angular and radial coordinates solved using high order finite difference schemes. It turns out that, due to solution structure, the efficiency of the calculation is greatly enhanced by using variable stepsizes to better reflect the behaviour of the evaluated functions. We illustrate the approach by numerical experiments.