Higher-order implicit strong numerical schemes for stochastic differential equations

Higher-order implicit numerical methods which are suitable for stiff stochastic differential equations are proposed. These are based on a stochastic Taylor expansion and converge strongly to the corresponding solution of the stochastic differential equation as the time step size converges to zero. The regions of absolute stability of these implicit and related explicit methods are also examined.     

Equation of state of a supercritical fluid based on the Ornstein-Zernike equation

A numerical modeling of the thermodynamic properties of a fluid is performed using the method of integral equations. The predictions are compared with the results of MC and MD simulations. The problem of stability of the numerical solution is examined. The methods for correcting the correlation functions and for estimating their uncertainties are proposed.     

对称双弹簧振子受迫、有阻尼横振动的混沌行为

对受周期外力驱动的对称双弹簧振子进行了研究,建立了系统的动力学方程,用线性稳定性分析方法讨论了平衡点附近邻域的稳定性,利用数值计算并结合多种分析方法,求解非线性方程和判断解的性质.通过改变系统参数,画出时域图、相图及分岔图等.计算分析和数值实验发现,这个简单的力学系统存在十分丰富的动力学行为(分岔、混沌).理论分析和数值实验结果一致.     

Hybridizable discontinuous Galerkin methods for partial differential equations in continuum mechanics

We present hybridizable discontinuous Galerkin methods for solving steady and time-dependent partial differential equations (PDEs) in continuum mechanics. The essential ingredients are a local Galerkin projection of the underlying PDEs at the element level onto spaces of polynomials of degree k to parametrize the numerical solution in terms of the numerical trace; a judicious choice of the numerical flux to provide stability and consistency; and a global jump condition that enforces the continuity of the numerical flux to arrive at a global weak formulation in terms of the numerical trace. The HDG methods are fully implicit, high-order accurate and endowed with several unique features which distinguish themselves from other discontinuous Galerkin methods. First, they reduce the globally coupled unknowns to the approximate trace of the solution on element boundaries, thereby leading to a significant reduction in the degrees of freedom. Second, they provide, for smooth viscous-dominated problems, approximations of all the variables which converge with the optimal order of k + 1 in the L²-norm. Third, they possess some superconvergence properties that allow us to define inexpensive element-by-element postprocessing procedures to compute a new approximate solution which may converge with higher order than the original solution. And fourth, they allow for a novel and systematic way for imposing boundary conditions for the total stress, viscous stress, vorticity and pressure which are not naturally associated with the weak formulation of the methods. In addition, they possess other interesting properties for specific problems. Their approximate solution can be postprocessed to yield an exactly divergence-free and H(div)-conforming velocity field for incompressible flows. They do not exhibit volumetric locking for nearly incompressible solids. We provide extensive numerical results to illustrate their distinct characteristics and compare their performance with that of continuous Galerkin methods.     

高阶非线性薛定谔方程的一个新型孤波解

给出了高阶非线性薛定谔方程的一个新型孤波解, 该解描述了满足一定参数条件时光纤中超短光脉冲的传输, 解的表达式可以表示为亮孤子和暗孤子和的形式. 同时利用分步傅里叶方法在一定微扰条件下对脉冲传输进行了数值模拟.     

Analytical solution based on the wavenumber integration method for the acoustic field in a Pekeris waveguide

An exact solution based on the wavenumber integration method is proposed and implemented in a numerical model for the acoustic field in a Pekeris waveguide excited by either a point source in cylindrical geometry or a line source in plane geometry. Besides, an unconditionally stable numerical solution is also presented, which entirely resolves the stability problem in previous methods. Generally the branch line integral contributes to the total field only at short ranges, and hence is usually ignored in traditional normal mode models. However, for the special case where a mode lies near the branch cut, the branch line integral can contribute to the total field significantly at all ranges. The wavenumber integration method is well-suited for such problems. Numerical results are also provided, which show that the present model can serve as a benchmark for sound propagation in a Pekeris waveguide.     

谱方法用于非定常流动计算的隐式求解

本文对谱方法用于周期性非定常流动的隐式求解方法进行了探讨,分析了影响计算稳定性和收敛速度的因素.提出了结合多重网格的隐式求解方法并对算法进行了验证,初步计算表明本文算法具有良好的稳定性和收敛速度.对于周期性非定常流动,结合本文提出的隐式求解的时域谱方法可以达到很高的精度且具有良好的计算效率.     

Numerical solution of differential-algebraic equations in mechanical systems simulation

The numerical solution of the differential-algebraic equations of motion of mechanical systems offers many computational challenges. In this paper we describe progress which has been made in understanding the formulation of the equations of motion from the viewpoint of numerical stability, and outline some of the difficulties which must be resolved for efficient and reliable numerical methods in real-time simulation of mechanical systems.     

Nonlinear fluctuation,frequency and stability analyses in free vibration of circular sector oscillation systems

In the present paper, the modified homotopy perturbation method (MHPM) is employed to investigate about both nonlinear swinging oscillation and the stability of circular sector oscillation systems. The sensitivity study performed for frequency analysis of the mentioned oscillatory circular sector body shows that frequency of nonlinear oscillation depends on some specific parameters and can be optimized. Furthermore onset of the instability is dependent to angle α and initial amplitude.Comparisons made among the results of the present closed-form analytical solution and the traditional numerical iterative time integration solution confirms the accuracy and efficiency of the presented analytical solution.In contrast to the available numerical methods, the present analytical method is free from the numerical damping and the time integration accumulated errors. Moreover, in comparison with the traditional multistep numerical iterative time integration methods, a much less computational time is required for the present analytical method. Responses of the dynamical systems to some extent are affected by the natural frequencies. Results reveal that for nonlinear systems, the natural frequency is remarkably affected by the initial conditions.     

Numerical methods for solving one-dimensional cochlear models in the time domain

In this article, a robust numerical solution method for one-dimensional (1-D) cochlear models in the time domain is presented. The method has been designed particularly for models with a cochlear partition having nonlinear and active mechanical properties. The model equations are discretized with respect to the spatial variable by means of the principle of Galerkin to yield a system of ordinary differential equations in the time variable. To solve this system, several numerical integration methods concerning stability and computational performance are compared. The selected algorithm is based on a variable step size fourth-order Runge-Kutta scheme; it is shown to be both more stable and much more efficient than previously published numerical solution techniques.     

Numerical simulation for two-dimensional Riesz space fractional diffusion equations with a nonlinear reaction term

Fractional differential equations have attracted considerable interest because of their ability to model anomalous transport phenomena. Space fractional diffusion equations with a nonlinear reaction term have been presented and used to model many problems of practical interest. In this paper, a two-dimensional Riesz space fractional diffusion equation with a nonlinear reaction term (2D-RSFDE-NRT) is considered. A novel alternating direction implicit method for the 2D-RSFDE-NRT with homogeneous Dirichlet boundary conditions is proposed. The stability and convergence of the alternating direction implicit method are discussed. These numerical techniques are used for simulating a two-dimensional Riesz space fractional Fitzhugh-Nagumo model. Finally, a numerical example of a two-dimensional Riesz space fractional diffusion equation with an exact solution is given. The numerical results demonstrate the effectiveness of the methods. These methods and techniques can be extended in a straightforward method to three spatial dimensions, which will be the topic of our future research.     

Two Unconditional Stable Schemes for Simulation of Heat Equation on Manifold Using DEC

To predict the heat diffusion in a given region over time, it is often necessary to find the numerical solution for heat equation. However, the computational domain of classical numerical methods are limited to flat spacetime. With the techniques of discrete differential calculus, we propose two unconditional stable numerical schemes for simulation heat equation on space manifoldand time. The analysis of their stability and error is accomplished by the use of maximum principle.     

Fundamental comparison of time-domain experimental modal analysis methods based on high- and first-order matrix models

All time-domain methods for experimental modal analysis (EMA) begin with a mathematical model. Based on either a high-order matrix polynomial model or a first-order state-space model, this paper emphasizes the comparison of numerical conditioning and stability, as well as the modal parameter estimation, among EMA methods. Numerical conditioning pertains to the perturbation behavior of a mathematical problem (model) itself and stability pertains to the perturbation behavior of an algorithm used to solve that problem on a computer. As various EMA methods are modeled differently with distinct solution algorithms, implementing these methods would have different conditioning and stability. In this paper, both deterministic and stochastic EMA methods are covered. Three different scenarios for the response signal are considered: (1) clean response from impulse loading, (2) noisy response from impulse loading, and (3) noisy response from ambient noise excitation. Comparing the numerical conditioning of various EMA methods, this paper theoretically illustrates that methods based on first-order state-space models are more likely to be well-conditioned (with a smaller conditioning number) than those based on high-order polynomial models. Furthermore, the numerical observation of a case study for a 6 degree-of-freedom system also suggests that first-order state-space model methods are more robust and accurate for the estimation of modal frequency and damping.     

Fourier spectral embedded boundary solution of the Poisson’s and Laplace equations with Dirichlet boundary conditions

A Fourier spectral embedded boundary method, for solution of the Poisson’s equation with Dirichlet boundary conditions and arbitrary forcing functions (including zero forcing function), is presented in this paper. This iterative method begins by transformation of the Dirichlet boundary conditions from the physical boundaries to some corresponding regular grid points (which are called the numerical boundaries), using a second order interpolation method. Then the transformed boundary conditions and the forcing function are extended to a square, smoothly and periodically, via multiplying them by some suitable error functions. Instead of direct solution of the resulting extended Poisson’s problem, it is suggested to define and solve an equivalent transient diffusion problem on the regular domain, until achievement of the steady solution (which is considered as the solution of the original problem). Without need of any numerical time integration method, time advancement of the solution is obtained directly, from the exact solution of the transient problem in the Fourier space. Consequently, timestep sizes can be chosen without stability limitations, which it means higher rates of convergence in comparison with the classical relaxation methods. The method is presented in details for one- and two-dimensional problems, and a new emerged phenomenon (which is called the saturation state) is illustrated both in the physical and spectral spaces. The numerical experiments have been performed on the one- and two-dimensional irregular domains to show the accuracy of the method and its superiority (from the rate of convergence viewpoint) to the other classical relaxation methods. Capability of the method, in dealing with complex geometries, and in presence of discontinuity at the boundaries, has been shown via some numerical experiments on a four-leaf shape geometry.     

Some theoretical and numerical results for delayed neural field equations

In this paper we study neural field models with delays which define a useful framework for modeling macroscopic parts of the cortex involving several populations of neurons. Nonlinear delayed integro-differential equations describe the spatio-temporal behavior of these fields. Using methods from the theory of delay differential equations, we show the existence and uniqueness of a solution of these equations. A Lyapunov analysis gives us sufficient conditions for the solutions to be asymptotically stable. We also present a fairly detailed study of the numerical computation of these solutions. This is, to our knowledge, the first time that a serious analysis of the problem of the existence and uniqueness of a solution of these equations has been performed. Another original contribution of ours is the definition of a Lyapunov functional and the result of stability it implies. We illustrate our numerical schemes on a variety of examples that are relevant to modeling in neuroscience.     

Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach

Lévy processes have been widely used to model a large variety of stochastic processes under anomalous diffusion. In this note we show that Lévy processes play an important role in the study of the Generalized Langevin Equation (GLE). The solution to the GLE is proposed using stochastic integration in the sense of convergence in probability. Properties of the solution processes are obtained and numerical methods for stochastic integration are developed and applied to examples. Time series methods are applied to obtain estimation formulas for parameters related to the solution process. A Monte Carlo simulation study shows the estimation of the memory function parameter. We also estimate the stability index parameter when the noise is a Lévy process.     

BiGlobal stability analysis in curvilinear coordinates of massively separated lifting bodies

A methodology based on spectral collocation numerical methods for global flow stability analysis of incompressible external flows is presented. A potential shortcoming of spectral methods, namely the handling of the complex geometries encountered in global stability analysis, has been dealt with successfully in past works by the development of spectral-element methods on unstructured meshes. The present contribution shows that a certain degree of regularity of the geometry may be exploited in order to build a global stability analysis approach based on a regular spectral rectangular grid in curvilinear coordinates and conformal mappings. The derivation of the stability linear operator in curvilinear coordinates is presented along with the discretisation method. Unlike common practice to the solution of the same problem, the matrix discretising the eigenvalue problem is formed and stored. Subspace iteration and massive parallelisation are used in order to recover a wide window of its leading Ritz system. The method is applied to two external flows, both of which are lifting bodies with separation occurring just downstream of the leading edge. Specifically the flow configurations are a NACA 0015 airfoil, and an ellipse of aspect ratio 8 chosen to closely approximate the geometry of the airfoil. Both flow configurations are at an angle of attack of 18° with a Reynolds number based on the chord length of 200. The results of the stability analysis for both geometries are presented and illustrate analogous features.     

风扇/压气机数值稳定性模型

本文给出了一种用于预测轴流压气机旋转失速发生的数值稳定性模型,并描述了模型的理论基础以及求解模型方程的方法。模型的建立基于线性稳定性理论的基础之上,通过特征值的虚部来判断系统的稳定性。一种全局性方法被用于求解离散系统的所有特征值。离散的方法包括二阶精度的有限差分方法以及切比雪夫谱配置的方法。计算结果表明,用这两种方法均可以得到准确的特征值,但是收敛的速度有所不同。另外,将文中的分析与实验进行了比较,结果表明实验中的失速点可以用这种模型进行合理的预测。     

Nonlinear perturbations of the Kaluza-Klein monopole

We consider the nonlinear stability of the Kaluza-Klein monopole viewed as the static solution of the five-dimensional vacuum Einstein equations. Using both numerical and analytical methods, we give evidence that the Kaluza-Klein monopole is asymptotically stable within the cohomogeneity-two biaxial Bianchi type-IX ansatz recently introduced by Bizoń, Chmaj, and Schmidt. We also show that for sufficiently large perturbations the Kaluza-Klein monopole loses stability and collapses to a Kaluza-Klein black hole. The relevance of our results for the stability of Bogomol'nyi-Prasad-Sommerfield states in M or string theory is briefly discussed.     

Solenoidal spectral formulations for the computation of secondary flows in cylindrical and annular geometries

Novel spectral methods are formulated in terms of divergence-free vector fields in order to compute finite amplitude time-dependent solutions of incompressible viscous flows in cylindrical and/or annular geometries. The numerical discretization of the method leads to a simple dynamical system of amplitudes from which the stability properties of the solution can be analyzed easily. In addition, the formulation allows easy implementation of continuation algorithms to track solutions that have bifurcated from a known state, or the search for disconnected solution branches by means of homotopy transformations of the Navier–Stokes equations. The method is succesfully applied to the study of generic double Hopf bifurcations in pressure-driven helicoidal flows and to the search of unstable travelling wave solutions in pipe flow.