三维热传导型半导体器件瞬态模拟问题的Crank—Nicolson差分—流线扩散有限元法及其数值分析

本文研究三维热传导型半导体器件瞬态模拟问题的数值方法。针对数学模型中各方程不同的特点，分别提出不同的有限元格式。特别针对浓度方程组是对流为主扩散问题的特点，使用Crank-Nicolson差分-流线扩散计算格式，提高了数值解的稳定性。得到的L^2误差估计关于空间剖分步长是拟最优的，关于时间步长具有二阶精度。     

带漂移的单侧正规化回火分数阶扩散方程的Crank-Nicolson拟紧格式

基于已有的针对单侧正规化回火分数阶扩散方程的三阶拟紧算法,将该算法的思想应用于带漂移的单侧正规化回火分数阶扩散方程的数值模拟,并结合Crank-Nicolson方法导出数值格式.证明了数值格式的稳定性与收敛性,且数值格式的时间收敛阶和空间收敛阶分别是二阶和三阶.通过数值试验验证了数值格式的有效性和理论结果.     

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.     

一维定常型对流占优扩散方程的一类迎风有限体积格式

本文针对一维定常型对流占优扩散方程提出了一类迎风有限体积格式 .该格式对对流项具有二阶精度 ,对扩散项保持一阶精度 ,符合对流占优扩散问题强对流、弱扩散的特点 .     

扩散系数为矩阵形式的两相混溶驱动问题的修正迎风差分格式

1　引　　言油藏数值模拟对油田开发意义重大 .两相不可压缩混溶驱动问题 ,其数学模型是一组非线性偏微分方程 ,其中的压力方程是一椭圆型方程 ,饱和度方程是一对流扩散方程 .由于对流为主的扩散方程具有双曲特性 ,中心差分格式虽关于空间步长具有二阶精度 ,但会产生数值弥散和非物理力学特性的数值振荡 ,使数值模拟失真 .特征方法与标准的有限差分方法结合起来可以较好地反映出对流扩散方程的一阶双曲特性 ,从而减少误差 ,提高计算精度[1 ] .在周期性假定下 ,美国数学家 Jim Douglas,Jr教授分别对压力方程采用混合元格式[2 ] 和五点差分…     

多边形网格上扩散方程新的单调格式

 本文在星形多边形网格上, 构造了扩散方程新的单调有限体积格式.该格式与现有的基于非线性两点流的单调格式的主要区别是, 在网格边的法向流离散模板中包含当前边上的点, 在推导离散法向流的表达式时采用了定义于当前边上的辅助未知量, 这样既可适应网格几何大变形, 同时又兼顾了当前网格边上物理量的变化. 在光滑解情形证明了离散法向流的相容性.对于具有强各向异性、非均匀张量扩散系数的扩散方程, 证明了新格式是单调的, 即格式可以保持解析解的正性. 数值结果表明在扭曲网格上, 所构造的格式是局部守恒和保正的, 对光滑解有高于一阶的精度, 并且, 针对非平衡辐射限流扩散问题, 数值结果验证了新格式在计算效率和守恒精度上优于九点格式.     

无源对流扩散方程的两类修正差分格式

本文研究含参数ε的无源对流扩散问题的有限差分格式.首先在三点模板上将两边结点处的函数值关于中心点进行泰勒展开,反复利用原微分方程,通过"降阶"的思想将两个泰勒展式中的高阶导数项化为只含一阶导数的展式,联立展式消去一阶导数项从而得到形式上精确的差分格式.由于形式上精确的差分格式的系数含无穷项,如何保留有限项使得差分格式分别适用于求解参数较大或参数较小的对流扩散问题是本文研究的重点,为此本文分情形设计了两类差分格式:当参数较大时,因h的幂次对差分格式系数影响更大,本文设计出"横向系列修正差分格式(HDS)",其精度分别可达到二阶、四阶、六阶、八阶;而对小参数问题,相对于步长, 1/ε的幂次对差分格式的系数影响更大,据此本文设计出"纵向系列修正差分格式(VDS)".数值算例将横向、纵向系列格式与七种参考文献给出的差分格式进行了数值比对,验证了本文设计的横向差分格式(HDS)适用于求解ε较大时的对流扩散问题,而纵向系列修正差分格式(VDS)适用于求解ε较小时的问题,且数值解精度较参考格式更高.     

带非线性源项的Riesz回火分数阶扩散方程的预估校正方法

本文针对带非线性源项的Riesz回火分数阶扩散方程,利用预估校正方法离散时间偏导数,并用修正的二阶Lubich回火差分算子逼近Riesz空间回火的分数阶偏导数,构造出一类新的数值格式.给出了数值格式在一定条件下的稳定性与收敛性分析,且该格式的时间与空间收敛阶均为二阶.数值试验表明数值方法是有效的.     

扩散问题的一类带有加权系数的隐格式及多子域并行算法

针对扩散问题提出了一类带有加权系数的隐格式,采用分组显式和区域分解思想,又构造了若干分组显式格式.结合初边值条件,建立了求解扩散问题的一种多子域并行算法.虽然格式是隐式的,但在算法实现过程中可显式且并行地计算,这样避免了求解线性方程组的复杂性.并且当加权系数1≤θ≤2.4时,格式是无条件稳定的;0θ1时,趋向于1的方向,格式也是无条件稳定的;θ=2时,算法收敛的最快,收敛速率接近于2.通过数值试验证明此类隐格式和并行算法是有效的,计算速度快,精确度高,易于实现并行.     

状态转换下欧式Merton跳扩散期权定价的拟合有限体积方法

本文主要研究状态转换下欧式Merton跳扩散期权定价模型的拟合有限体积方法.针对该定价模型中的偏积分-微分方程,空间方向采用拟合有限体积方法离散,时间方向构造Crank-Nicolson格式.理论证明了数值格式的一致性、稳定性和单调性,因此收敛至原连续问题的解.数值实验验证了新方法的稳健性,有效性和收敛性.     

A mixed-finite volume element coupled with the method of characteristic fractional step difference for simulating transient behavior of semiconductor device of heat conductor and its numerical analysis

The mathematical system is formulated by four partial differential equations combined with initialboundary value conditions to describe transient behavior of three-dimensional semiconductor device with heat conduction. The first equation of an elliptic type is defined with respect to the electric potential, the successive two equations of convection dominated diffusion type are given to define the electron concentration and the hole concentration, and the fourth equation of heat conductor is for the temperature. The electric potential appears in the equations of electron concentration, hole concentration and the temperature in the formation of the intensity. A mass conservative numerical approximation of the electric potential is presented by using the mixed finite volume element, and the accuracy of computation of the electric intensity is improved one order. The method of characteristic fractional step difference is applied to discretize the other three equations, where the hyperbolic terms are approximated by a difference quotient in the characteristics and the diffusion terms are discretized by the method of fractional step difference. The computation of three-dimensional problem works efficiently by dividing it into three one-dimensional subproblems and every subproblem is solved by the method of speedup in parallel. Using a pair of different grids (coarse partition and refined partition), piecewise threefold quadratic interpolation, variation theory, multiplicative commutation rule of differential operators, mathematical induction and priori estimates theory and special technique of differential equations, we derive an optimal second order estimate in L²-norm. This numerical method is valuable in the simulation of semiconductor device theoretically and actually, and gives a powerful tool to solve the international problem presented by J. Douglas, Jr.     

A NEW STABILIZED FINITE ELEMENT METHOD FOR SOLVING TRANSIENT NAVIER-STOKES EQUATIONS WITH HIGH REYNOLDS NUMBER

In this paper, we present a new stabilized finite element method for transient Navier-Stokes equations with high Reynolds number based on the projection of the velocity and pressure. We use Taylor-Hood elements and the equal order elements in space and second order difference in time to get the fully discrete scheme. The scheme is proven to possess the absolute stability and the optimal error estimates. Numerical experiments show that our method is effective for transient Navier-Stokes equations with high Reynolds number and the results are in good agreement with the value of subgrid-scale eddy viscosity methods, Petro-Galerkin finite element method and streamline diffusion method.     

The characteristic finite difference streamline diffusion method for convection-dominated diffusion problems

In this paper, we consider the characteristic finite difference streamline diffusion method for two-dimensional convection-dominated diffusion problems. The scheme is combined the method of characteristics with the finite difference streamline diffusion (FDSD) method to create the characteristic FDSD (C-FDSD) procedures. Stability analysis and error estimate of the C-FDSD method are deduced. The scheme not only realizes the purpose of lowering the time-truncation error, using larger time step for solving the convection-dominated diffusion problems, but also keeps the favorable stability and high precision of the FDSD method. Finally, numerical experiments are presented to illustrate the availability of the scheme.     

非定常线性化Navier-Stokes方程的非协调流线扩散有限元法分析

对非定常线性化Navier-Stokes方程提出了非协调流线扩散有限元方法．用向后Euler格式离散时间,用流线扩散法处理扩散项带来的非稳定性．速度采用不连续的分片线性逼近,压力采用分片常数逼近．得到了离散解的存在唯一性以及在一定范数意义下离散解的稳定性和误差估计．     

不可压混溶驱替问题的流线扩散──混合元数值模拟

采用标准元模拟不可压混溶流问题，当扩散系数矩阵小过剖分参数时，有限元格式仅能给出比最优精度低一阶的逼近解，格式稳定性差并伴有强烈的数值弥散现象．为了克服上述缺陷，本文对压力方程采用混合元，而对浓度方程采用流线扩散格式，在扩散矩阵为线性的假定下，证明了该格式具有较标准元更高的逼近精度（比最优阶低1／2）和更好的稳定性．     

带跳随机波动率模型的高阶ADI分裂格式

针对带跳随机波动率模型满足的偏积分微分方程,提出一种新的高阶交替方向隐式（ADI）有限差分格式,该模型是一个具有混合导数和非常数系数的对流扩散型初边值问题.我们将不同的高阶空间离散与时间步ADI分裂格式相结合,得到了一种空间四阶精度、时间二阶精度的有效方法,并采用Fourier方法分析了高阶ADI格式的稳定性.最后,通过对欧式看跌期权定价模型进行数值实验证实了数值方法的高阶收敛性.     

Pointwise error estimates of the bilinear SDFEM on Shishkin meshes

A model singularly perturbed convection–diffusion problem in two space dimensions is considered. The problem is solved by a streamline diffusion finite element method (SDFEM) that uses piecewise bilinear finite elements on a Shishkin mesh. We prove that the method is convergent, independently of the diffusion parameter ε, with a pointwise accuracy of almost order 11/8 outside and inside the boundary layers. Numerical experiments support these theoretical results. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Streamline Diffusion Methods for Operator Equations

To solve a class of operator equations numerically, some general streamline diffusion methods with satisfactory convergence properties are presented in this paper. It is proved that the approximation accuracy is only half a power of $h$, the mesh size, from being optimal when these methods are applied to mixed problems and convection-diffusion problems.     

On a domain decomposition for the transport equation: theory and finite element approximation

We describe a domain decomposition method applied to a boundaryvalue problem for a transport equation in two dimensions. Thisdecomposition leads to a family of problems coupled throughsuitable equations on the interfaces (Steklov-Poincar equations).Via sharp stability estimates, we prove the convergence of aniterative procedure that gives the solution of the Steklov-Poincar equation for the two-domain case. What precedes isdone both for the continuous problem and for its discretizationbased on a streamline diffusion finite element method.     

The existence of solutions to a corrosion model

In this work, we consider a corrosion model of iron based alloy in a nuclear waste repository. It consists of a PDE system, similar to the steady-state drift–diffusion system arising in semiconductor modelling. The main difference lies in the boundary conditions, since they are Robin boundary conditions and imply an additional coupling between the equations. Using a priori estimates for the solution and Schauder’s fixed point theorem, we show the existence of solutions to the corrosion model.