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.     

单物种人口模型指数隐式Euler方法的振动性

本文研究了用以描述单物种人口模型的延迟Logistic方程的数值振动性.对方程应用隐式Euler方法进行求解,针对离散格式定义了指数隐式Euler方法,证明了该方法的收敛阶为1.根据线性振动性理论获得了数值解振动的充分条件.进而还对非振动数值解的性质作了讨论.最后用数值算例对理论结果进行了验证.     

一种抑制激波计算中数值振荡现象的双重小波收缩方法

在激波数值计算中,容易出现数值振荡的问题,振荡激烈时会掩盖真实解,为此提出了许多高精度复杂计算格式或采用人工粘性抑制数值振荡.从信号处理的角度,提出双重小波收缩方法,它能自适应提取激波数值振荡解中的真实物理解.先用局部微分求积法求解浅水波方程和理想流体Euler运动方程中的激波问题,发现其数值振荡现象严重,然后采用双重小波收缩方法对其处理,获得了无数值振荡解,它能准确捕捉激波的位置并且保持激波结构.相比于复杂的Riemann(黎曼)求解格式,借助小波收缩方法,可以采用相对简单的计算格式如微分求积法求解激波问题.     

延迟微分方程隐式Euler方法的收敛性

本文讨论了用隐式Euler方法求解一类延迟量满足Lipschitz条件且Lipschitz常数小于1的非线性变延迟微分方程初值问题的收敛性.获得了带线性插值的隐式Euler方法的收敛性结果.     

一种改进的隐式Euler切线法

对于Hessian矩阵正定的情形,在求解二次函数模型信赖域子问题的隐式分段折线算法的基础上,提出一种求解信赖域子问题的改进的隐式Euler切线法,并分析该路径的性质.数值实验表明新算法是有效可行的,且较原算法具有迭代次数少、计算时间短等优点.     

计算高维带弱奇异核发展型方程的交替方向隐式欧拉方法

本文主要研究高维带弱奇异核的发展型方程的交替方向隐式(ADI)差分方法.向后欧拉(Euler)方法联立一阶卷积求积公式处理时间方向的离散,有限差分方法处理空间方向的离散,并进一步构造了ADI全离散差分格式.然后将二维问题延伸到三维问题,构造三维空间问题的ADI差分格式.基于离散能量法,详细证明了全离散格式的稳定性和误差分析.随后给出了2个数值算例,数值结果进一步验证了时间方向的收敛阶为一阶,空间方向的收敛阶为二阶,和理论分析结果一致.     

基于非结构自适应网格的二维Euler方程数值求解方法研究

提出了一种基于非结构自适应网格的二维Euler方程的数值解法.采用有限体积法进行空间离散,通量计算采用Jamson中心格式,使得它适用于任意多边形计算单元.为了得到定常解,采用一种显式的四步Runge-Kutta迭代方法对时间进行积分.根据流场参数的变化梯度确定加密边,由加密准则进行自适应网格剖分,然后得到分布合理的加密过后的网格.求解二维Euler方程,对NACA0012翼型进行了数值模拟,通过对自适应前后的数值解的对比,说明所建立的方法是正确的.     

与年龄相关的模糊随机种群系统的半隐式Euler法的收敛性

介绍了一类与年龄相关的模糊随机种群系统的半隐式Euler法.系统同时受到两种不确定性因素的影响:即,随机和模糊.在有界的条件(弱于线性增长条件)和Lipschitz条件下,讨论了与年龄相关的模糊随机种群系统在半隐式Euler法下的收敛性.方法具有克服线性计算不稳定的优点.最后通过例子对算法进行了验证.     

跨声速颤振数值模拟方法研究

建立了一套完整的跨声速颤振特性工程分析方法。首先分别利用ZTAIC法(等价片条法)、ZTRAN法(域平板法)以及CFD方法直接求解Euler(欧拉)方程3种方法,得到了跨声速非定常气动力,再采用g法求解颤振方程,并将分析结果进行了比较。对比分析表明ZTRAN法和时间线化Euler法能够快速有效地反映跨声速气动力的非线性效应,适应于工程应用上的快速跨声速颤振分析。     

解三抛物型微分方程的一族高精度显式差分格式

对求解三维抛物型微分方程利用待定参数法构造出截断误差为Ｏ的一族高精度的三层显式差分格式，并讨论了其稳定性。     

Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation

The paper deals with convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation. It is proved that the semi-implicit Euler method is convergent with strong order . The conditions under which the method is MS-stable and GMS-stable are determined and the numerical experiments are given.     

Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

In this paper, the numerical methods for semi-linear stochastic delay integro-differential equations are studied. The uniqueness, existence and stability of analytic solutions of semi-linear stochastic delay integro-differential equations are studied and some suitable conditions for the mean-square stability of the analytic solutions are also obtained. Then the numerical approximation of exponential Euler method for semi-linear stochastic delay integro-differential equations is constructed and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent with strong order $\frac{1}{2}$ and can keep the mean-square exponential stability of the analytical solutions under some restrictions on the step size. In addition, numerical experiments are presented to confirm the theoretical results.     

T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise

The paper deals with the T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise. A difference equation is obtained by applying the numerical method to a linear test equation, in which the Wiener increment is approximated by a discrete random variable with two-point distribution. The conditions under which the method is T-stable are considered and the numerical experiments are given.     

一维高精度离散GDQ方法

GDQ method is a kind of high order accurate numerical methods developed several years ago, which have been successfully used to simulate the solution of smooth engineering problems such as structure mechanics and incompressible fluid dynamics. In this paper, extending the traditional GDQ method, we develop a new kind of discontinuous GDQ methods to solve compressible flow problems of which solutions may be discontinuous. In order to capture the local features of fluid flows, firstly, the computational domain is divided into many small pieces of subdomains. Then, in each small subdomain, the GDQ method is implementedand some kinds of numerical flux limitation conditions will be required to keep the correct flow direction. At the boundary interface between subdomains, we also use some kind of flux conditions according to the flow direction. The numerical method obtained by the above steps has the advantages of high order accuracy and easy to treat boundary conditions. It can simulate perfectly nonlinear waves such as shock, rarefaction wave and contact discontinuity. Finally, the numerical experiments on one dimensional Burgers equation and Euler equations are given.The numerical results verify the validation of the method.     

The th moment stability for the stochastic pantograph equation

In this paper, we investigate the αth moment asymptotical stability of the analytic solution and the numerical methods for the stochastic pantograph equation by using the Razumikhin technique. Especially the linear stochastic pantograph equations and the semi-implicit Euler method applying them are considered. The convergence result of the semi-implicit Euler method is obtained. The stability conditions of the analytic solution of those equations and the numerical method are given. Finally, some experiments are given.     

线性随机分数阶微分方程Euler方法的弱收敛性与弱稳定性

本文主要研究了线性随机分数阶微分方程Euler方法的弱收敛性与弱稳定性.首先构造了数值求解线性随机分数阶微分方程的Euler方法,然后证明该方法是弱稳定的和α阶弱收敛的,文末给出的数值算例验证了所获得的理论结果的正确性.     

Convergence of the Tamed Euler Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Non-global Lipschitz Continuous Coefficients

In this paper, we deal with the strong convergence of numerical methods for stochastic differential equations with piecewise continuous arguments (SEPCAs) with at most polynomially growing drift coefficients and global Lipschitz continuous diffusion coefficients. An explicit and time-saving tamed Euler method is used to solve this type of SEPCAs. We show that the tamed Euler method is bounded in pth moment. And then the convergence of the tamed Euler method is proved. Moreover, the convergence order is one-half. Several numerical simulations are shown to verify the convergence of this method.     

Delay-independent stability of Euler method for nonlinear one-dimensional diffusion equation with constant delay

This paper is concerned with delay-independent asymptotic stability of a numerical process that arises after discretization of a nonlinear one-dimensional diffusion equation with a constant delay by the Euler method. Explicit sufficient and necessary conditions for the Euler method to be asymptotically stable for all delays are derived. An additional restriction on spatial stepsize is required to preserve the asymptotic stability due to the presence of the delay. A numerical experiment is implemented to confirm the results.      

Galerkin finite element methods for two-dimensional RLW and SRLW equations

In this paper, Galerkin finite methods for two-dimensional regularized long wave and symmetric regularized long wave equation are studied. The discretization in space is by Galerkin finite element method and in time is based on linearized backward Euler formula and extrapolated Crank–Nicolson scheme. Existence and uniqueness of the numerical solutions have been shown by Brouwer fixed point theorem. The error estimates of linearlized Crank–Nicolson method for RLW and SRLW equations are also presented. Numerical experiments, including the error norms and conservation variables, verify the efficiency and accuracy of the proposed numerical schemes.