对流扩散方程的四阶紧凑迎风差分格式

§1.引言 流动和传热传质的基本方程均是对流扩散型的.对流扩散方程的高阶紧凑差分格式,作为提高计算可靠性和节省计算量的一条有效途径,已引起相当的重视.作为该领域的一大进展,新近由Dennis推出的对流扩散方程四阶紧凑格式,在二维情形下呈九点式且勿须引入中间变量,只涉及对流扩散量本身,能在较粗网格下获取较为准确的数值结果.从本质上说,该格式系指数型四阶紧凑格式的多项式型翻版.它与指数型紧凑格     

热传导对流方程基于POD的差分格式

本文用奇值分解和特征投影分解(proper orthogonal decomposition,简记为POD)研究热传导对流方程,导出其基于POD的一种简化的差分格式,并分析通常的差分格式的解和基于POD的简化的差分格式的解之间的误差估计.最后用方腔流数值例子验证本文的理论的正确性,从而验证了用基于POD的简化的差分格式解热传导对流方程的有效性.     

求解对流扩散反应方程的四阶混合紧致差分方法

针对一维对流扩散反应方程,基于对流扩散方程的四阶指数型紧致差分格式,以及一阶导数的四阶Padé公式,发展了一种高效求解对流扩散反应方程的混合型四阶紧致差分格式.数值实验结果验证了格式对于边界层问题或大雷诺数或大Pelect数的大梯度问题的求解的高精度和鲁棒性的优点.     

空间-时间分数阶对流扩散方程的数值解法

本文考虑一个空间-时间分数阶对流扩散方程.这个方程是将一般的对流扩散方程中的时间一阶导数用α(0＜α＜1)阶导数代替,空间二阶导数用β(1＜β＜2)阶导数代替.本文提出了一个隐式差分格式,验证了这个格式是无条件稳定的,并证明了它的收敛性,其收敛阶为O(ι h).最后给出了数值例子.     

守恒型扩散方程非线性离散格式的性质分析和快速求解

对于守恒型扩散方程,研究其二阶时间精度非线性全隐有限差分离散格式的性质,证明了其解的存在唯一性.研究了二阶时间精度的Picard-Newton迭代格式,证明了迭代解对原问题真解的二阶时间和空间收敛性,以及对非线性离散解的二次收敛速度,实现了非线性问题的快速求解.本文中方法也适用于一阶时间精度格式的分析,并可推广至对流扩散问题.数值实验验证了二阶时间精度Picard-Newton迭代格式的高精度和高效率.     

求解对流扩散方程的低耗散中心迎风格式

以四阶CWENO重构为基础,通过将对流项采用低耗散中心迎风格式离散,扩散项采用四阶中心差分格式离散,对得到的半离散格式采用四阶龙格库塔方法在时间方向上推进,得到一种求解对流扩散方程的高阶有限差分格式.数值结果验证了该格式的四阶精度和基本无振荡特性.     

时间分数阶反应-扩散方程混合差分格式的并行计算方法

分数阶反应-扩散方程有深刻的物理和工程背景,其数值方法的研究具有重要的科学意义和应用价值.文中提出时间分数阶反应-扩散方程混合差分格式的并行计算方法,构造了一类交替分段显-隐格式(alternative segment explicit-implicit,ASE-I)和交替分段隐-显格式(alternative segment implicit-explicit,ASI-E),这类并行差分格式是基于Saul'yev非对称格式与古典显式差分格式和古典隐式差分格式的有效组合.理论分析格式解的存在唯一性,无条件稳定性和收敛性.数值试验验证了理论分析,表明ASE-I格式和ASI-E格式具有理想的计算精度和明显的并行计算性质,证实了这类并行差分方法求解时间分数阶反应-扩散方程是有效的.     

非定常对流扩散问题差分-流线扩散法的线性三角元解的最优误差估计

讨论了差分-流线扩散法(FDSD)求解线性对流占优扩散问题解的精度,利用插值后处理技术,使该格式解的空间精间达到最优.     

时间分数阶慢扩散方程的一类有效差分方法

对时间分数阶慢扩散方程提出一类数值差分方法:显-隐(Explicit-Implicit, E-I)和隐-显(Implicit-Explicit, I-E)差分方法.它是将古典显式格式与古典隐式格式相结合构造出的一类有效差分格式.理论证明了格式解的存在唯一性,用傅里叶方法证明了格式的稳定性和收敛性.数值试验验证了理论分析,表明E-I格式和I-E格式在具有良好的精度且无条件稳定的情况下,计算速度比隐式格式提高了75%.从而用此格式解决分数阶慢扩散方程是可行的.     

一维对流扩散方程非均匀网格上的指数型高阶紧致差分格式

基于非均匀网格上函数的泰勒级数展开,结合残参量修正法,推导了非均匀网格上对流扩散方程的高阶指数型紧致差分格式,选取的算例表明,格式兼有高精度和高分辨率的优点,能够很好的适用于大梯度变化,计算区域中含边界层和对流占优区域中的流动问题的求解.     

对流占优扩散方程的一种特征差分算法

A new kind of characteristic-difference scheme for convection-diffusion equations is constructed by characteristic method and bilinear interpolation method. The convergence of the scheme is proved. The advantages of this scheme are to obtain the solutions of the convection diffusion equations with variable coefficient expediently and to reduce the numerical oscillations of the convectiondominanted diffusion equations effectively.     

The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus

The Milstein scheme is the simplest nontrivial numerical scheme for stochastic differential equations with a strong order of convergence one. The scheme has been extended to the stochastic delay differential equations but the analysis of the convergence is technically complicated due to anticipative integrals in the remainder terms. This article employs an elementary method to derive the Milstein scheme and its first order strong rate of convergence for stochastic delay differential equations.     

ON SPURIOUS ASYMPTOTIC NUMERICAL SOLUTIONS OF GAUSS SCHEME

In this paper,we discuss characteristics of Gauss scheme for numerical or- dinary differential equations,which is a one-step high-order accurate difference scheme.We apply such scheme to some equations,and analyze the fixed point and stability accordingly.     

Convergence of a finite-volume scheme for the drift-diffusion equations in 1D

We construct an approximate solution to one-dimensional nonlineardrift–diffusion equations by a finite-volume scheme. Theconvergence of the scheme is proved, which yields the globalexistence of solutions to the equations. This result is valideven in the presence of vacuum state: the densities of freecarriers of charge vanish for some times and positions, whichimplies that the continuity equations are degenerate parabolicequations. Finally, numerical simulations are performed by thefinite-volume scheme.     

Finite-dimensional linear approximations of solutions to general irregular nonlinear operator equations and equations with quadratic operators

A general scheme for improving approximate solutions to irregular nonlinear operator equations in Hilbert spaces is proposed and analyzed in the presence of errors. A modification of this scheme designed for equations with quadratic operators is also examined. The technique of universal linear approximations of irregular equations is combined with the projection onto finite-dimensional subspaces of a special form. It is shown that, for finite-dimensional quadratic problems, the proposed scheme provides information about the global geometric properties of the intersections of quadrics.     

无波动,无自由参数,耗散的隐式差分格式

本文建立了求解NS方程和Euler方程无波动、无自由参数、耗散的隐式差分格式.该格式是TVD的和无条件稳定的.其隐式部分在1,2,3维情况下仅分别依赖于3,5,9个点,且系数矩阵是主对角占优的.计算例题表明,该方法可获得和显式方法相同的精度,能很好地捕捉激波和剪切层,且计算时间比显式有较多的节省.     

Balance-characteristic scheme as applied to the shallow water equations over a rough bottom

The CABARET scheme is used for the numerical solution of the one-dimensional shallow water equations over a rough bottom. The scheme involves conservative and flux variables, whose values at a new time level are calculated by applying the characteristic properties of the shallow water equations. The scheme is verified using a series of test and model problems.     

随机微分方程欧拉格式算法分析

首先给出了线性随机微分方程的欧拉格式算法,然后给出了非线性随机微分方程变步长的欧拉格式算法,接着讨论了其对初值的连续依赖性和收敛性.     

THE ASYMPTOTIC PRESERVING UNIFIED GAS KINETIC SCHEME FOR GRAY RADIATIVE TRANSFER EQUATIONS ON DISTORTED QUADRILATERAL MESHES

In this paper, we consider the multi-dimensional asymptotic preserving unified gas kinetic scheme for gray radiative transfer equations on distorted quadrilateral meshes. Different from the former scheme [J. Comput. Phys. 285(2015), 265-279] on uniform meshes, in this paper, in order to obtain the boundary fluxes based on the framework of unified gas kinetic scheme (UGKS), we use the real multi-dimensional reconstruction for the initial data and the macro-terms in the equation of the gray transfer equations. We can prove that the scheme is asymptotic preserving, and especially for the distorted quadrilateral meshes, a nine-point scheme [SIAM J. SCI. COMPUT. 30(2008), 1341-1361] for the diffusion limit equations is obtained, which is naturally reduced to standard five-point scheme for the orthogonal meshes. The numerical examples on distorted meshes are included to validate the current approach.     

Numeric solution of advection–diffusion equations by a discrete time random walk scheme

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups, and discontinuities. Here we present an explicit numerical scheme for solving nonlinear advection–diffusion equations admitting shock solutions that is both easy to implement and stable. The numerical scheme is obtained by considering the continuum limit of a discrete time and space stochastic process for nonlinear advection–diffusion. The stochastic process is well posed and this guarantees the stability of the scheme. Several examples are provided to highlight the importance of the formulation of the stochastic process in obtaining a stable and accurate numerical scheme.