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.     

时间分数阶期权定价模型的一类有效差分方法

时间分数阶期权定价模型(时间分数阶Black-Scholes方程)数值解法的研究具有重要的理论意义和实际应用价值.对时间分数阶Black-Scholes方程构造了显-隐格式和隐-显差分格式,讨论了两类格式解的存在唯一性,稳定性和收敛性.理论分析证实,显-隐格式和隐-显格式均为无条件稳定和收敛的,两种格式具有相同的计算量.数值试验表明:显-隐和隐-显格式的计算精度与经典Crank-Nicolson(C-N)格式的计算精度相当,其计算效率(计算时间)比C-N格式提高30%.数值试验验证了理论分析,表明本文的显-隐和隐-显差分方法对求解时间分数阶期权定价模型是高效的,证实了时间分数阶Black-Scholes方程更符合实际金融市场.     

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.     

钝体绕流非定常解

本文结合目前流场显示的研究课题,对方块物体和山形物体的钝体绕流在起动阶段的运动情况,进行相应的数值模拟.并用有限差分方法求解二维不可压缩流体运动的N-S方程的非定常解.对差分格式中的显式,隐式和交替方向隐式几种格式进行了讨论.最后用显式和交替方向隐式方法计算了山形物体和方块物体在起动阶段的运动情况.     

多维抛物型方程的分支绝对稳定的显式格式

其中及R={0≤x_i≤1,j=1,2,…,p),(?)R只为区域只的边界。 对多维抛物型方程(1)的差分解法,古典显式格式的稳定性条件为r=Δt/(Δx)~2≤1/2p,十分苛刻;古典隐式格式虽是无条件稳定,却需解线性方程组。因此两者的计算量都很大,且它们的精度较低,其局部截断误差仅为O(Δt+(Δx)~2)。因此,对多维抛物型方程而言,构造显式计算、稳定性能良好且精度较高的差分格式便具有十分明显的理论意义和实用价值。本文针对上述古典显式与隐式格式所存在的问题,构造一类对任何p维空间变量的抛物型方程(1)都适用的。分支绝对稳定的显式差分格式,其局部截断误差阶为O((Δt)~2+(Δx)~2),从而避免了解线性代数方程组,大大地减少了计算工作量,且精度较高。 令Δx_k=h_k=Δx=h=1/M(k=1,2,…p)表示空间方向步长,Δt=τ=[T/N]表示时间方向步长,M、N均为正整数。 为简便计,引入下列记号     

非线性波动方程的交替显-隐差分方法

1．引言众所周知，非线性波动方程在自然科学领域有广泛的物理背景，诸如物理、化学反应方程，机械动力学方程，地球物理与大气海洋方程等．差分方法求解非线性波动方程已有研究，如［1］和IZ］就给出了非线性波动方程组的显式和隐式差分格式以及收敛性分析．虽然古典的显式差分格式易于并行计算，但是它的稳定性条件差（条件稳定）；古典的隐式差分格式稳定性条件好（绝对稳定）；但对非线性问题，一般需要线性化，然后求解一个线性代数方程组，并行计算能力差．本文正是在这样一种前题下，给出了一维问题的一种交替分段显一隐差分格式，…     

对流扩散方程的高效稳定差分格式

基于二阶修正Dennis格式 ,提出了采用时间相关法求解定常对流扩散方程的一种具有节省内存空间和提高定常解收敛速度的有理式型优化半隐和松驰半隐紧致格式 .本文建立的差分格式具有运算量小、无网格雷诺数限制的优点 ,是无条件稳定和无条件单调的。通过对非线性Burgers方程进行的数值计算结果表明 ,文中构造的有理式型优化半隐和松驰半隐紧致格式适合于非线性问题计算 ,且保持了无条件稳定和无条件单调的特性 ,尤其能使定常解收敛速度加快 ,精度提高 .     

关于色散方程的一类二阶恒稳显格式

1　引　　言对于具有高阶空间导数的发展方程 ,其显格式因结构简单 ,易于计算 ,具有明显的计算优越性 ,但已有的绝大多数显格式的稳定性条件都十分苛刻 (见 [6 ] -[1 5] ) ,远不如一般隐格式 ,使其应用受到限制 .1 994年《计算物理》中关于“色散方程的一类具任意稳定性的显格式”一文 (见 [1 4 ] ) ,把色散方程显格式的稳定性条件提高到了可以任意选择的程度 ,但截断误差仅为 O(τ+h) .本文构造了新一类双参数显式差分格式 ,它是绝对稳定的 ,且其截断误差是 O(τ+h2 ) ,它结构简单 ,易于实现计算 ,利于实际应用 .我们用数值例子验证了理论…     

Burgers方程的区域分裂并行格式

1引言 Burgers方程可作为N-S方程的简单形式,这是因为它不仅具有N-S方程的一些特性,而且数值求解方法也相近,因此,对Burgers方程的数值方法的研究具有一定的实际意义.为了在并行计算机上求解Burgers方程,已有不少文章提出了并行差分格式,如组显式方法([1]-[4])、交替分段隐格式[5],这些格式均可归结为交替型的并行格式.     

Burgers-Fisher方程改进的交替分段Crank-Nicolson并行差分方法

Burgers-Fisher方程在气体动力学,热传导,弹性力学等领域有着广泛的应用,其快速数值解法具有重要的科学意义和工程应用价值.文中提出Burgers-Fisher方程改进的交替分段Crank-Nicolson(IASC-N)并行差分方法. IASC-N格式的构造是基于交替分段技术,将古典显式格式,隐式格式和Crank-Nicolson(C-N)格式恰当组合.理论分析了IASC-N并行差分格式解的存在唯一性,稳定性和收敛性.数值试验表明IASC-N并行差分格式线性绝对稳定,具有时间和空间二阶精度.相比串行C-N格式, IASC-N格式的计算时间能节省大约40%.说明IASC-N并行差分方法对于求解Burgers-Fisher方程是高效的.     

非定常不可压缩Navier-Stokes方程的旋度形式压力校正格式分析

将求解不可压缩流动的旋度形式压力校正格式从Stokes方程延拓到非定常不可压缩Navier-Stokes方程.在第一步需要求解一个线性的对流-扩散方程,在第二步求解一个Stokes问题.首先给出格式的稳定性分析,然后采用P_2—P_1元分别使用标准形式的压力校正格式和旋度形式的压力校正格式进行了数值模拟,模拟结果表明,对于速度的L~2,H~1误差,两种格式几乎一样,对于压力的L~2误差,旋度形式的压力校正格式略有改进.     

First‐order system least squares for the Oseen equations

Following earlier work for Stokes equations, a least squares functional is developed for two‐ and three‐dimensional Oseen equations. By introducing a velocity flux variable and associated curl and trace equations, ellipticity is established in an appropriate product norm. The form of Oseen equations examined here is obtained by linearizing the incompressible Navier–Stokes equations. An algorithm is presented for approximately solving steady‐state, incompressible Navier–Stokes equations with a nested iteration‐Newton‐FOSLS‐AMG iterative scheme, which involves solving a sequence of Oseen equations. Some numerical results for Kovasznay flow are provided. Copyright © 2006 John Wiley & Sons, Ltd.     

Numerical experiments on a hybrid WENO5 filter for shock‐capturing

In the present paper, a hybrid filter is introduced for high accurate numerical simulation of shock‐containing flows. The fourth‐order compact finite difference scheme is used for the spatial discretization and the third‐order Runge–Kutta scheme is used for the time integration. After each time‐step, the hybrid filter is applied on the results. The filter is composed of a linear sixth‐order filter and the dissipative part of a fifth‐order weighted essentially nonoscillatory scheme (WENO5). The classic WENO5 scheme and the WENO5 scheme with adaptive order (WENO5‐AO) are used to form the hybrid filter. Using a shock‐detecting sensor, the hybrid filter reduces to the linear sixth‐order filter in smooth regions for damping high frequency waves and reduces to the WENO5 filter at shocks in order to eliminate unwanted oscillations produced by the nondissipative spatial discretization method. The filter performance and accuracy of the results are examined through several test cases including the advection, Euler and Navier–Stokes equations. The results are compared with that of a hybrid second‐order filter and also that of the WENO5 and WENO5‐AO schemes.     

Unconditionally Stable Algorithm for Solving the Three-Dimensional Nonstationary Navier–Stokes Equations

We propose an unconditionally stable method for solving the three-dimensional nonstationary Navier–Stokes equations in the velocity–pressure variables. The method is based on a conservative finite-difference scheme and the simultaneous solution of the momentum and continuity equations at each time layer. The velocity and pressure fields are calculated by using a parallel algorithm for solving systems of linear equations by the Gauss method.     

A Vanka-based parameter-robust multigrid relaxation for the Stokes–Darcy Brinkman problems

We consider a block-structured multigrid method based on Braess–Sarazin relaxation for solving the Stokes–Darcy Brinkman equations discretized by the marker and cell scheme. In the relaxation scheme, an element-based additive Vanka operator is used to approximate the inverse of the corresponding shifted Laplacian operator involved in the discrete Stokes–Darcy Brinkman system. Using local Fourier analysis, we present the stencil for the additive Vanka smoother and derive an optimal smoothing factor for Vanka-based Braess–Sarazin relaxation for the Stokes–Darcy Brinkman equations. Although the optimal damping parameter is dependent on meshsize and physical parameter, it is very close to one. In practice, we find that using three sweeps of Jacobi relaxation on the Schur complement system is sufficient. Numerical results of two-grid and V(1,1)-cycle are presented, which show high efficiency of the proposed relaxation scheme and its robustness to physical parameters and the meshsize. Using a damping parameter equal to one gives almost the same convergence results as these for the optimal damping parameter.     

Mass and momentum conservation of the least-squares spectral collocation method for the Navier–Stokes equations

From the literature, it is known that the Least-Squares Spectral Element Method (LSSEM) for the stationary Stokes equations performs poorly with respect to mass conservation but compensates this lack by a superior conservation of momentum. Furthermore, it is known that the Least-Squares Spectral Collocation Method (LSSCM) leads to superior conservation of mass and momentum for the stationary Stokes equations. In the present paper, we consider mass and momentum conservation of the LSSCM for time-dependent Stokes and Navier–Stokes equations. We observe that the LSSCM leads to improved conservation of mass (and momentum) for these problems. Furthermore, the LSSCM leads to the well-known time-dependent profiles for the velocity and the pressure profiles. To obtain these results, we use only a few elements, each with high polynomial degree, avoid normal equations for solving the overdetermined linear systems of equations and introduce the Clenshaw–Curtis quadrature rule for imposing the average pressure to be zero. Furthermore, we combined the transformation of Gordon and Hall (transfinite mapping) with the least-squares spectral collocation scheme to discretize the internal flow problems.     

The two-grid interpolating element free Galerkin (TG-IEFG) method for solving Rosenau-regularized long wave (RRLW) equation with error analysis

The two-grid method is a technique to solve the linear system of algebraic equations for reducing the computational cost. In this study, the two-grid procedure has been combined with the EFG method for solving nonlinear partial differential equations. The two-grid FEM has been introduced in various forms. The well-known two-grid FEM is a three-step method that has been proposed by Bajpai and Nataraj (Comput. Math. Appl. 2014;68:2277–2291) that the new proposed scheme is an ecient procedure for solving important nonlinear partial differential equations such as Navier–Stokes equation. By applying shape functions of IMLS approximation in the EFG method, a new technique that is called interpolating EFG (IEFG) can be obtained. In the current investigation, we combine the two-grid algorithm with the IEFG method for solving the nonlinear Rosenau-regularized long-wave (RRLW) equation. In other hand, we demonstrate that solutions of steps 1, 2, and 3 exist and are unique and also we achieve an error estimate for them. Moreover, three test problems in one- and two-dimensional cases are given which support accuracy and efficiency of the proposed scheme.     

Understanding Saul'yev‐type unconditionally stable schemes from exponential splitting

Saul'yev‐type asymmetric schemes have been widely used in solving diffusion and advection equations. In this work, we show that Saul'yev‐type schemes can be derived from the exponential splitting of the semidiscretized equation which fundamentally explains their unconditional stability. Furthermore, we show that optimal schemes are obtained by forcing each scheme's amplification factor to match that of the exact amplification factor. A new second‐order explicit scheme is found for solving the advection equation with the identical amplification factor as the implicit Crank–Nicolson algorithm. Other new schemes for solving the advection–diffusion equation are also derived.© 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1961–1983, 2014     

Mass and momentum conservation of the least-squares spectral collocation method for the Navier-Stokes equations

From the literature, it is known that the Least-Squares Spectral Element Method (LSSEM) for the stationary Stokes equations performs poorly with respect to mass conservation but compensates this lack by a superior conservation of momentum. Furthermore, it is known that the Least-Squares Spectral Collocation Method (LSSCM) leads to superior conservation of mass and momentum for the stationary Stokes equations. In the present paper, we consider mass and momentum conservation of the LSSCM for time-dependent Stokes and Navier-Stokes equations. We observe that the LSSCM leads to improved conservation of mass (and momentum) for these problems. Furthermore, the LSSCM leads to the well-known time-dependent profiles for the velocity and the pressure profiles. To obtain these results, we use only a few elements, each with high polynomial degree, avoid normal equations for solving the overdetermined linear systems of equations and introduce the Clenshaw-Curtis quadrature rule for imposing the average pressure to be zero. Furthermore, we combined the transformation of Gordon and Hall (transfinite mapping) with the least-squares spectral collocation scheme to discretize the internal flow problems.     

Stability of a colocated finite volume scheme for the Navier‐Stokes equations

The aim of this article is to describe a colocated finite volume approximation of the incompressible Navier‐Stokes equation and study its stability. One of the advantages of colocated finite volume space discretizations over staggered space discretizations is that all the variables share the same location; hence, the possibility to more easily use complex geometries and hierarchical decompositions of the unknowns. The time discretization used in the scheme studied here is a projection method. First, we give the full discretization of the incompressible Navier‐Stokes equations, then, we state the stability result and prove it following the methods of Marion and Temam. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005