对流扩散方程的三层ENO-MMOCAA差分方法

本文把多步修正特征线法[1],MMOCAA差分方法[2]及ENO插值[3]相结合,提出了求解对流扩散方程的多步ENO-MMOCAA差分方法.该方法关于时间及空间都具有二阶以上的精度且可避免在解的大梯度附近产生振荡.本文给出了格式的误差估计及数值算例.     

三维L_p和L_∞模的离散Sobolev不等式

离散的Sobolev不等式在差分方法理论中特别是在证明差分格式稳定性和收敛性时是重要的工具.在[1—3]中,讨论了一维离散的不等式和插值公式;[4]证明了一些L_p模的离散不等式.为了研究非线性偏微分方程解法,需要多维L_∞模的离散Sobolev不等式.本文在L_ρ模不等式的基础上证明了三维L_∞模Sobolev不等式.     

三维L_p和L_∞模的离散Sobolev不等式

离散的Sobolev不等式在差分方法理论中特别是在证明差分格式稳定性和收敛性时是重要的工具.在[1—3]中,讨论了一维离散的不等式和插值公式;[4]证明了一些L_p模的离散不等式.为了研究非线性偏微分方程解法,需要多维L_∞模的离散Sobolev不等式.本文在L_ρ模不等式的基础上证明了三维L_∞模Sobolev不等式.     

利用通量限制的高分辨Godunov型格式的熵条件

1．引言考虑非线性双曲型守恒律方程的Cauchy问题式中f（w）∈C2（R）f＂,（w）≥0,初值。u0∈BV（R）．此问题通常只存在弱解,且需附加熵条件以保证解的唯一性．方程（1.1）的数值方法研究发展很快,但一阶精度格式（如Godunov格式）分辨率很低,而二阶精度格式在间断附近存在振荡;TVD格式则是一种成功的高分辨率无振荡格式．此外,双曲型守恒律数值方法的收敛性取决于差分格式的总变差稳定和离散熵条件．文献[2]中给出了利用通量限制构造TVD格式的方法,[1]则讨论了SOR-TVD格式的熵条件．本文第2节回顾了问的方法,具体导出了…     

变分与无限维系统的高精度辛格式

1.引 言 冯康和他的研究小组提出的生成函数法[1]系统地解决了象二体问题这样地有限维Hamil-ton系统辛算法的构造问题,该方法也可以自然地推广到无限维Hamilton系统[2].首先在空间方向进行离散,例如采用差分或谱离散,得到有限维Hamilton系统,然后再采用生成函数法离散该系统.这样得到的辛格式是整个一层的格式,对于研究格式的局部性质如多辛性质[3],局部能量守恒性质[5]就相当困难.     

奇异摄动问题的一类变分差分格式

本文讨论了奇异摄动二阶自伴常微分方程边值问题,采用有限元方法构造了一类变分差分格式,在对系数的光滑性假定很弱的情况下证明了一致收敛性.这类格式包括了[1],[3],[4]和[5]中讨论的格式.     

声热耦合问题的广义差分法

引言 按照Petrov-Galerkin方法(也称广义Galerkin方法)构造差分格式已经有一些工作(例如[2]、[3]).本文把[3]中构造广义差分格式的方法推广到声热耦合方程组. 熟知,关于声热耦合方程组,Richtmyer给出了三个条件稳定的格式.我们用广义差分法构造出三种新的差分格式.对其中的格式Ⅰ、Ⅱ进行了稳定性分析,它们具有绝对稳定的特点.而格式Ⅲ指出了进一步提高精度的途径. 本文写作过程中得到了李荣华教授的热情指导,谨致谢意。     

基于ENO格式的三阶修正系数格式

不增加基点,仅摄动二阶ENO格式的系数(简记为MCENO),得到一类求解双曲型守恒律方程的三阶MCENO格式．由MCENO格式的构造过程可以看出,MCENO格式保留了ENO格式的许多性质,例如本质无振荡性、TVB性质等,且能提高一阶精度．进一步,利用MCENO格式模拟二维Rayleigh-Taylor(RT)不稳定性和Lax激波管的数值求解问题．数值结果表明,t=2.0时,MCENO格式的密度曲线处于三阶WENO格式和五阶WENO格式之间,是一个高效高精度格式．值得注意的是,三阶MCENO格式,三阶WENO格式和五阶WENO格式的CPU时间之比为0.62:1:2.19．表明相对于原始ENO格式,MCENO格式在光滑区域有较高精度,能提高格式精度．     

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.     

流体力学方程组的总熵增量小的守恒型差分格式

1.引言 近年来,国外许多学者对求解双曲守恒律组的高分辨率、高精度差分格式进行了深入的研究。例如MUSCL方法、TVD格式、PPM方法、各种限流的方法以及ENO格式等等。将这些方法应用于流体力学方程组,其数值实践的结果表明,在消除波后振荡、提高激波间断分辨率、提高计算精度等方面有明显的效果。在设计这些     

Time discretizations for evolution problems

The aim of this work is to give an introductory survey on time discretizations for liner parabolic problems. The theory of stability for stiff ordinary differential equations is explained on this problem and applied to Runge-Kutta and multi-step discretizations. Moreover, a natural connection between Galerkin time discretizations and Runge-Kutta methods together with order reduction phenomenon is discussed.     

On the Explicit Two-Stage Fourth-Order Accurate Time Discretizations

This paper continues to study the explicit two-stage fourth-order accurate time discretizations [5-7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are different from the existing methods, e.g. the Euler methods, Runge-Kutta methods, and multistage multiderivative methods etc. We study the absolute stability, the stability interval, and the intersection between the imaginary axis and the absolute stability region. Our results show that our two-stage time discretizations can be fourth-order accurate conditionally, the absolute stability region of the proposed methods with some special choices of the variable weights can be larger than that of the classical explicit fourth- or fifth-order Runge-Kutta method, and the interval of absolute stability can be almost twice as much as the latter. Several numerical experiments are carried out to demonstrate the performance and accuracy as well as the stability of our proposed methods.     

Total Variation Diminishing Implicit Runge-Kutta Methods for Dissipative Advection-Diffusion Problems in Astrophysics

We investigate the properties of dissipative full discretizations for the equations of motion associated with models of flow and radiative transport inside stars. We derive dissipative space discretizations and demonstrate that together with specially adapted total-variation-diminishing (TVD) or strongly stable Runge-Kutta time discretizations with adaptive step-size control this yields reliable and efficient integrators for the underlying high-dimensional nonlinear evolution equations. For the most general problem class, fully implicit SDIRK methods are demonstrated to be competitive when compared to popular explicit Runge-Kutta schemes as the additional effort for the solution of the associated nonlinear equations is compensated by the larger step-sizes admissible for strong stability and dissipativity. For the parameter regime associated with semiconvection we can use partitioned IMEX Runge-Kutta schemes, where the solution of the implicit part can be reduced to the solution of an elliptic problem. This yields a significant gain in performance as compared to either fully implicit or explicit time integrators. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Total variation diminishing Runge-Kutta schemes

In this paper we further explore a class of high order TVD (total variation diminishing) Runge-Kutta time discretization initialized in a paper by Shu and Osher, suitable for solving hyperbolic conservation laws with stable spatial discretizations. We illustrate with numerical examples that non-TVD but linearly stable Runge-Kutta time discretization can generate oscillations even for TVD (total variation diminishing) spatial discretization, verifying the claim that TVD Runge-Kutta methods are important for such applications. We then explore the issue of optimal TVD Runge-Kutta methods for second, third and fourth order, and for low storage Runge-Kutta methods.

     

Numerical properties of high order discrete velocity solutions to the BGK kinetic equation

A high order numerical method for the solution of model kinetic equations is proposed. The new method employs discontinuous Galerkin (DG) discretizations in the spatial and velocity variables and Runge-Kutta discretizations in the temporal variable. The method is implemented for the one-dimensional Bhatnagar-Gross-Krook equation. Convergence of the numerical solution and accuracy of the evaluation of macroparameters are studied for different orders of velocity discretization. Synthetic model problems are proposed and implemented to test accuracy of discretizations in the free molecular regime. The method is applied to the solution of the normal shock wave problem and the one-dimensional heat transfer problem.     

Optimal Convergence Results for Runge-Kutta Discretizations of Linear Nonautonomous Parabolic Problems

We analyze the convergence properties of implicit Runge-Kutta methods for the time-discretization of linear nonautonomous parabolic problems. We work in an abstract Banach space setting that covers standard parabolic initial-boundary value problems with time-dependent smooth coefficients. The Runge-Kutta methods are only assumed to be A()-stable, and variable stepsizes are allowed in the analysis. As the main result, we derive optimal convergence rates for Runge-Kutta discretizations of temporally smooth solutions.     

Geometric Properties of Runge-Kutta Discretizations for Nonautonomous Index 2 Differential Algebraic Systems

We analyze Runge-Kutta discretizations applied to nonautonomous index 2 differential algebraic equations (DAEs) in semi-explicit form. It is shown that for half-explicit and projected Runge-Kutta methods there is an attractive invariant manifold for the discrete system which is close to the invariant manifold of the DAE. The proof combines reduction techniques to autonomou index 2 differential algebraic equations with some invariant manifold results of Schropp [9]. The results support the favourable behavior of these Runge-Kutta methods applied to index 2 DAEs for t = 0.     

Non-smooth data error estimates for linearly implicit Runge-Kutta methods

Linearly implicit time discretizations of semilinear parabolicequations with non-smooth initial data are studied. The analysisuses the framework of analytic semigroups which includes reaction-diffusionequations and the incompressible Navier-Stokes equations. Itis shown that the order of convergence on finite time intervalsis essentially one. Applications to the long-term behaviourof linearly implicit Runge-Kutta methods are given.     

Convergence and order reduction of Runge-Kutta schemes applied to evolutionary problems in partial differential equations

Summary We address the question of convergence of fully discrete Runge-Kutta approximations. We prove that, under certain conditions, the order in time of the fully discrete scheme equals the conventional order of the Runge-Kutta formula being used. However, these conditions, which are necessary for the result to hold, are not natural. As a result, in many problems the order in time will be strictly smaller than the conventional one, a phenomenon called order reduction. This phenomenon is extensively discussed, both analytically and numerically. As distinct from earlier contributions we here treat explicit Runge-Kutta schemes. Although our results are valid for both parabolic and hyperbolic problems, the examples we present are therefore taken from the hyperbolic field, as it is in this area that explicit discretizations are most appealing.     

On variable stepsize Runge-Kutta approximations of a Cauchy problem for the evolution equation

We consider a Cauchy problem for the sectorial evolution equation with generally variable operator in a Banach space. Variable stepsize discretizations of this problem by means of a strongly A(φ)-stable Runge-Kutta method are studied. The stability and error estimates of the discrete solutions are derived for wider families of nonuniform grids than quasiuniform ones (in particular, if the operator in question is constant or Lipschitz-continuous, for arbitrary grids).