The characteristic finite element alternating direction method with moving meshes for nonlinear convection‐dominated diffusion problems

In modern numerical simulation of prospecting and exploiting oil‐gas resources and in environmental science, it is necessary to consider numerical method of nonlinear convection‐dominated diffusion problems. This thesis, starting from actual conditions such as the three‐dimensional characteristics of large‐scale science‐engineering computation, puts forward a kind of characteristic finite element alternating direction method with moving meshes. Some techniques, such as calculus of variations, operator‐splitting, generalized L² projection, energy method, negative norm estimate, the theory of prior estimates and techniques, are adopted. Optimal order estimates in L² norm are derived to determine the errors in the approximate solution. Thus the important theoretical problem has been solved. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Stability and convergence of two‐grid Crank‐Nicolson extrapolation scheme for the time‐dependent natural convection equations

In this paper, we consider the Crank‐Nicolson extrapolation scheme for the 2D/3D unsteady natural convection problem. Our numerical scheme includes the implicit Crank‐Nicolson scheme for linear terms and the recursive linear method for nonlinear terms. Standard Galerkin finite element method is used to approximate the spatial discretization. Stability and optimal error estimates are provided for the numerical solutions. Furthermore, a fully discrete two‐grid Crank‐Nicolson extrapolation scheme is developed, the corresponding stability and convergence results are derived for the approximate solutions. Comparison from aspects of the theoretical results and computational efficiency, the two‐grid Crank‐Nicolson extrapolation scheme has the same order as the one grid method for velocity and temperature in H¹‐norm and for pressure in L²‐norm. However, the two‐grid scheme involves much less work than one grid method. Finally, some numerical examples are provided to verify the established theoretical results and illustrate the performances of the developed numerical schemes.     

The upwind finite difference fractional steps methods for two‐phase compressible flow in porous media

The upwind finite difference fractional steps methods are put forward for the two‐phase compressible displacement problem. Some techniques, such as calculus of variations, multiplicative commutation rule of difference operators, decomposition of high‐order difference operators, and prior estimates, are adopted. Optimal order estimates in L² norm are derived to determine the error in the approximate solution. This method has already been applied to the numerical simulation of seawater intrusion and migration‐accumulation of oil resources. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 67–88, 2003     

On an initial‐boundary value problem for a wide‐angle parabolic equation in a waveguide with a variable bottom

We consider the third‐order Claerbout‐type wide‐angle parabolic equation (PE) of underwater acoustics in a cylindrically symmetric medium consisting of water over a soft bottom B of range‐dependent topography. There is strong indication that the initial‐boundary value problem for this equation with just a homogeneous Dirichlet boundary condition posed on B may not be well‐posed, for example when B is downsloping. We impose, in addition to the above, another homogeneous, second‐order boundary condition, derived by assuming that the standard (narrow‐angle) PE holds on B, and establish a priori H² estimates for the solution of the resulting initial‐boundary value problem for any bottom topography. After a change of the depth variable that makes B horizontal, we discretize the transformed problem by a second‐order accurate finite difference scheme and show, in the case of upsloping and downsloping wedge‐type domains, that the new model gives stable and accurate results. We also present an alternative set of boundary conditions that make the problem exactly energy conserving; one of these conditions may be viewed as a generalization of the Abrahamsson–Kreiss boundary condition in the wide‐angle case. Copyright © 2008 John Wiley & Sons, Ltd.     

One‐level and two‐level finite element methods for the Boussinesq problem

Previous works on the convergence of numerical methods for the Boussinesq problem were conducted, while the optimal L²‐norm error estimates for the velocity and temperature are still lacked. In this paper, the backward Euler scheme is used to discrete the time terms, standard Galerkin finite element method is adopted to approximate the variables. The MINI element is used to approximate the velocity and pressure, the temperature field is simulated by the linear polynomial. Under some restriction on the time step, we firstly present the optimal L² error estimates of approximate solutions. Secondly, two‐level method based on Stokes iteration for the Boussinesq problem is developed and the corresponding convergence results are presented. By this method, the original problem is decoupled into two small linear subproblems. Compared with the standard Galerkin method, the two‐level method not only keeps good accuracy but also saves a lot of computational cost. Finally, some numerical examples are provided to support the established theoretical analysis.     

A fourth‐order parabolic equation in two space dimensions

In this paper, we consider an initial‐boundary problem for a fourth‐order nonlinear parabolic equations. The problem as a model arises in epitaxial growth of nanoscale thin films. Based on the L^p type estimates and Schauder type estimates, we prove the global existence of classical solutions for the problem in two space dimensions. Copyright © 2007 John Wiley & Sons, Ltd.     

Asymptotic and numerical solutions of three‐dimensional boundary‐layer flow past a moving wedge

We consider a laminar boundary‐layer flow of a viscous and incompressible fluid past a moving wedge in which the wedge is moving either in the direction of the mainstream flow or opposite to it. The mainstream flows outside the boundary layer are approximated by a power of the distance from the leading boundary layer. The variable pressure gradient is imposed on the boundary layer so that the system admits similarity solutions. The model is described using 3‐dimensional boundary‐layer equations that contains 2 physical parameters: pressure gradient (β) and shear‐to‐strain‐rate ratio parameter (α). Two methods are used: a linear asymptotic analysis in the neighborhood of the edge of the boundary layer and the Keller‐box numerical method for the full nonlinear system. The results show that the flow field is divided into near‐field region (mainly dominated by viscous forces) and far‐field region (mainstream flows); the velocity profiles form through an interaction between 2 regions. Also, all simulations show that the subsequent dynamics involving overshoot and undershoot of the solutions for varying parameter characterizing 3‐dimensional flows. The pressure gradient (favorable) has a tendency of decreasing the boundary‐layer thickness in which the velocity profiles are benign. The wall shear stresses increase unboundedly for increasing α when the wedge is moving in the x‐direction, while the case is different when it is moving in the y‐direction. Further, both analysis show that 3‐dimensional boundary‐layer solutions exist in the range −1<α<∞. These are some interesting results linked to an important class of boundary‐layer flows.     

Single‐cell compact finite‐difference discretization of order two and four for multidimensional triharmonic problems

In this article, we discuss finite‐difference methods of order two and four for the solution of two‐and three‐dimensional triharmonic equations, where the values of u,(?²u/?n²) and (?⁴u/?n⁴) are prescribed on the boundary. For 2D case, we use 9‐ and for 3D case, we use 19‐ uniform grid points and a single computational cell. We introduce new ideas to handle the boundary conditions and do not require to discretize the boundary conditions at the boundary. The Laplacian and the biharmonic of the solution are obtained as byproduct of the methods. The resulting matrix system is solved by using the appropriate block iterative methods. Computational results are provided to demonstrate the fourth‐order accuracy of the proposed methods. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

A compact local one‐dimensional scheme for solving a 3D N‐carrier system with Neumann boundary conditions

We consider a mathematical model for thermal analysis in a 3D N‐carrier system with Neumann boundary conditions, which extends the concept of the well‐known parabolic two‐step model for micro heat transfer. To solve numerically the complex system, we first reduce 3D equations in the model to a succession of 1D equations by using the local one‐dimensional (LOD) method. The obtained 1D equations are then solved using a fourth‐order compact finite difference scheme for the interior points and a second‐order combined compact finite difference scheme for the points next to the boundary, so that the Neumann boundary condition can be applied directly without discretizing. By using matrix analysis, the compact LOD scheme is shown to be unconditionally stable. The accuracy of the solution is tested using two numerical examples. Results show that the solutions obtained by the compact LOD finite difference scheme are more accurate than those obtained by a Crank‐Nicholson LOD scheme, and the convergence rate with respect to spatial variables is about 2.6. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

三维动边值问题的迎风差分方法

可压缩可混溶油、水三维渗流动边值问题的研究,对重建盆地发育中油气资源运移、聚集的历史和评估油气资源的勘探与开发有重要的价值, 其数学模型是一组非线性耦合偏微分方程组的动边值问题. 该文对有界域的动边值问题提出一类新的二阶修正迎风差分格式, 应用区域变换、 变分形式、能量方法、差分算子乘积交换性理论、高阶差分算子的分解、微分方程先验估计的理论和技巧, 得到了最佳 $l^2$ 误差估计结果. 该方法已成功应用到油资评估的数值模拟中. 它对这一领域的模型分析, 数值方法和软件研制均有重要的价值.     

Global existence and asymptotic behavior for the compressible Navier–Stokes equations with a non‐autonomous external force and a heat source

In this paper, we prove the global existence and asymptotic behavior, as time tends to infinity, of solutions in Hⁱ (i=1, 2) to the initial boundary value problem of the compressible Navier–Stokes equations of one‐dimensional motion of a viscous heat‐conducting gas in a bounded region with a non‐autonomous external force and a heat source. Some new ideas and more delicate estimates are used to prove these results. Copyright © 2008 John Wiley & Sons, Ltd.     

Error analysis of the L2 least‐squares finite element method for incompressible inviscid rotational flows

In this article we analyze the L² least‐squares finite element approximations to the incompressible inviscid rotational flow problem, which is recast into the velocity‐vorticity‐pressure formulation. The least‐squares functional is defined in terms of the sum of the squared L² norms of the residual equations over a suitable product function space. We first derive a coercivity type a priori estimate for the first‐order system problem that will play the crucial role in the error analysis. We then show that the method exhibits an optimal rate of convergence in the H¹ norm for velocity and pressure and a suboptimal rate of convergence in the L² norm for vorticity. A numerical example in two dimensions is presented, which confirms the theoretical error estimates. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004     

Superconvergence of a two‐grid method for fourth‐order dispersive‐dissipative wave equations

In this paper, the superconvergence analysis of a two‐grid method (TGM) with low‐order finite elements is presented for the fourth‐order dispersive‐dissipative wave equations for a second order fully discrete scheme. The superclose estimates in the H¹‐norm on the two grids are obtained by the combination technique of the interpolation and Ritz projection. Then, with the help of the interpolated postprocessing technique, the global superconvergence properties are deduced. Finally, numerical results are provided to show the performance of the proposed TGM for conforming bilinear element and nonconforming element, respectively. It shows that the TGM is an effective method to the problem considered of our paper compared with the traditional Galerkin finite element method (FEM).     

Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes

In this study, we derive optimal uniform error bounds for moving least‐squares (MLS) mesh‐free point collocation (also called finite point method) when applied to solve second‐order elliptic partial integro‐differential equations (PIDEs). In the special case of elliptic partial differential equations (PDEs), we show that our estimate improves the results of Cheng and Cheng (Appl. Numer. Math. 58 (2008), no. 6, 884–898) both in terms of the used error norm (here the uniform norm and there the discrete vector norm) and the obtained order of convergence. We then present optimal convergence rate estimates for second‐order elliptic PIDEs. We proceed by some numerical experiments dealing with elliptic PDEs that confirm the obtained theoretical results. The article concludes with numerical approximation of the linear parabolic PIDE arising from European option pricing problem under Merton's and Kou's jump‐diffusion models. The presented computational results (including the computation of option Greeks) and comparisons with other competing approaches suggest that the MLS collocation scheme is an efficient and reliable numerical method to solve elliptic and parabolic PIDEs arising from applied areas such as financial engineering.     

Numerical solution of nonlinear partial quadratic integro‐differential equations of fractional order via hybrid of block‐pulse and parabolic functions

In this paper, an effective numerical approach based on a new two‐dimensional hybrid of parabolic and block‐pulse functions (2D‐PBPFs) is presented for solving nonlinear partial quadratic integro‐differential equations of fractional order. Our approach is based on 2D‐PBPFs operational matrix method together with the fractional integral operator, described in the Riemann–Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations, which greatly simplifies the problem. By using Newton's iterative method, this system is solved, and the solution of fractional nonlinear partial quadratic integro‐differential equations is achieved. Convergence analysis and an error estimate associated with the proposed method is obtained, and it is proved that the numerical convergence order of the suggested numerical method is O(h³) . The validity and applicability of the method are demonstrated by solving three numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the exact solutions much easier.     

The lower bounds of life span of classical solutions to one‐dimensional initial‐Neumann boundary value problems for general quasilinear wave equations

In this paper, we will study the lower bounds of the life span (the maximal existence time) of solutions to the initial‐boundary value problems with small initial data and zero Neumann boundary data on exterior domain for one‐dimensional general quasilinear wave equations u_tt?u_xx=b(u,Du)u_xx+F(u,Du). Our lower bounds of the life span of solutions in the general case and special case are shorter than that of the initial‐Dirichlet boundary value problem for one‐dimensional general quasilinear wave equations. We clarify that although the lower bounds in this paper are same as that in the case of Robin boundary conditions obtained in the earlier paper, however, the results in this paper are not the trivial generalization of that in the case of Robin boundary conditions because the fundamental Lemmas 2.4, 2.5, 2.6, and 2.7, that is, the priori estimates of solutions to initial‐boundary value problems with Neumann boundary conditions, are established differently, and then the specific estimates in this paper are different from that in the case of Robin boundary conditions. Another motivation for the author to write this paper is to show that the well‐posedness of problem 1.1 is the essential precondition of studying the lower bounds of life span of classical solutions to initial‐boundary value problems for general quasilinear wave equations. The lower bound estimates of life span of classical solutions to initial‐boundary value problems is consistent with the actual physical meaning. Finally, we obtain the sharpness on the lower bound of the life span 1.8 in the general case and 1.10 in the special case. Copyright © 2015 John Wiley & Sons, Ltd.     

二维可压缩油水两相渗流动边值问题的特征差分方法

可压缩可混溶油、水两相渗流动边值问题的研究,对重建盆地发育中油气资源运移、聚集的历史和评估油气资源的勘探与开发有重要的价值,其数学模型是一组非线性偶合偏微分方程组的动边值问题．本文对二维有界域的两类边值问题提出一类新的特征差分格式,应用区域变换、时间的变步长、粗细网格配套、变分形式、先验估计的理论和技巧,得到了最佳阶l2误差估计结果．将J．Douglas,Jr．提出的著名方法,成功地拓广到这一新领域,并得到实质性进展．它对这一领域的模型分析,数值方法和软件研制均有重要的价值．     

Numerical analysis of a locking‐free mixed finite element method for a bending moment formulation of Reissner‐Mindlin plate model

This article deals with the approximation of the bending of a clamped plate, modeled by Reissner‐Mindlin equations. It is known that standard finite element methods applied to this model lead to wrong results when the thickness t is small. Here, we propose a mixed formulation based on the Hellinger‐Reissner principle which is written in terms of the bending moments, the shear stress, the rotations and the transverse displacement. To prove that the resulting variational formulation is well posed, we use the Babu?ka‐Brezzi theory with appropriate t ‐dependent norms. The problem is discretized by standard mixed finite elements without the need of any reduction operator. Error estimates are proved. These estimates have an optimal dependence on the mesh size h and a mild dependence on the plate thickness t. This allows us to conclude that the method is locking‐free. The proposed method yields direct approximation of the bending moments and the shear stress. A local postprocessing leading to H¹ ‐type approximations of transverse displacement and rotations is introduced. Moreover, we propose a hybridization procedure, which leads to solving a significantly smaller positive definite system. Finally, we report numerical experiments which allow us to assess the performance of the method. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Numerical and asymptotic study of non‐axisymmetric magnetohydrodynamic boundary layer stagnation‐point flows

Both numerical and asymptotic analyses are performed to study the similarity solutions of three‐dimensional boundary‐layer viscous stagnation point flow in the presence of a uniform magnetic field. The three‐dimensional boundary‐layer is analyzed in a non‐axisymmetric stagnation point flow, in which the flow is developed because of influence of both applied magnetic field and external mainstream flow. Two approaches for the governing equations are employed: the Keller‐box numerical simulations solving full nonlinear coupled system and a corresponding linearized system that is obtained under a far‐field behavior and in the limit of large shear‐to‐strain‐rate parameter (λ). From these two approaches, the flow phenomena reveals a rich structure of new family of solutions for various values of the magnetic number and λ. The various results for the wall stresses and the displacement thicknesses are presented along with some velocity profiles in both directions. The analysis discovered that the flow separation occurs in the secondary flow direction in the absence of magnetic field, and the flow separation disappears when the applied magnetic field is increased. The flow field is divided into a near‐field (due to viscous forces) and far‐field (due to mainstream flows), and the velocity profiles form because of an interaction between two regions. The magnetic field plays an important role in reducing the thickness of the boundary‐layer. A physical explanation for all observed phenomena is discussed. Copyright © 2017 John Wiley & Sons, Ltd.     

Exponential stability for a one‐dimensional compressible viscous micropolar fluid

In this paper, we consider one‐dimensional compressible viscous and heat‐conducting micropolar fluid, being in a thermodynamical sense perfect and polytropic. The homogenous boundary conditions for velocity, microrotation, and temperature are introduced. This problem has a global solution with a priori estimates independent of time; with the help of this result, we first prove the exponential stability of solution in (H¹(0,1))⁴, and then we establish the global existence and exponential stability of solutions in (H²(0,1))⁴ under the suitable assumptions for initial data. The results in this paper improve those previously related results. Copyright © 2015 John Wiley & Sons, Ltd.