用格子Boltzmann方法模拟非线性热传导方程

对具有非线性源项和非线性扩散项的热传导方程建立格子Boltzmann求解模型.在演化方程中增加了两个关于源项分布函数的微分算子,对演化方程实施Chapman-Enskog展开.通过对演化方程的进一步改进,恢复出具有高阶截断误差的宏观方程.对不同参数选取下的非线性热传导方程进行了数值模拟,数值解与精确解吻合得很好.该模型也可以用于同类型的其他偏微分方程的数值计算中.     

A best finite-difference scheme for the fisher equation

A new class of finite-difference schemes is constructed for the Fisher partial differential equation. These schemes are constructed according to the nonstandard modeling rules formulated by Mickens. They have the property that, in the appropriate limits, the discrete models obtained are either “exact” or “best” finite-difference schemes for corresponding differential equation. Consequently, the elementary numerical instabilities will not occur. © 1994 John Wiley & Sons, Inc.     

Numerical simulation for a nonlinear partial differential equation with variable coefficients by means of the discrete variational derivative method

Partial differential equations with possibly discontinuous coefficients play an important part in engineering, physics and ecology. In this paper, we will study nonlinear partial differential equations with variable coefficients arising from population models. Generally speaking, it is difficult to analyze the behavior of nonlinear partial differential equations; therefore, we usually rely on the numerical approximation. Currently, there is an increasing interest in designing numerical schemes that preserve energy properties for differential equations. We will design the numerical schemes that preserve discrete energy property and show numerical experiments for a nonlinear partial differential equation with variable coefficients.     

Numerical solutions of nonlinear fractional Schrödinger equations using nonstandard discretizations

In this article, numerical study for both nonlinear space‐fractional Schrödinger equation and the coupled nonlinear space‐fractional Schrödinger system is presented. We offer here the weighted average nonstandard finite difference method (WANSFDM) as a novel numerical technique to study such kinds of partial differential equations. The space fractional derivative is described in the sense of the quantum Riesz‐Feller definition. Stability analysis of the proposed method is studied. To show that this method is reliable and computationally efficient different numerical examples are provided. We expect that the proposed schemes can be applicable to different systems of fractional partial differential equations. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1399–1419, 2017     

Implicit–explicit schemes for nonlinear nonlocal equations with a gradient flow structure in one space dimension

Nonlinear convection–diffusion equations with nonlocal flux and possibly degenerate diffusion arise in various contexts including interacting gases, porous media flows, and collective behavior in biology. Their numerical solution by an explicit finite difference method is costly due to the necessity of discretizing a local spatial convolution for each evaluation of the convective numerical flux, and due to the disadvantageous Courant–Friedrichs–Lewy (CFL) condition incurred by the diffusion term. Based on explicit schemes for such models devised in the study of Carrillo et al. a second‐order implicit–explicit Runge–Kutta (IMEX‐RK) method can be formulated. This method avoids the restrictive time step limitation of explicit schemes since the diffusion term is handled implicitly, but entails the necessity to solve nonlinear algebraic systems in every time step. It is proven that this method is well defined. Numerical experiments illustrate that for fine discretizations it is more efficient in terms of reduction of error versus central processing unit time than the original explicit method. One of the test cases is given by a strongly degenerate parabolic, nonlocal equation modeling aggregation in study of Betancourt et al. This model can be transformed to a local partial differential equation that can be solved numerically easily to generate a reference solution for the IMEX‐RK method, but is limited to one space dimension.     

Reduction of computational errors using nonstandard finite difference models

A previously reported bifurcation technique is applied to the construction of nonstandard finite difference representations of systems of nonlinear differential equations. This technique provides a measure of the deviation between bifurcation parameters obtained from fixed step representations of the nonlinear system and the values of the parameters determined from computational experiments. Since this deviation or ‘error’ is characteristic of a particular scheme, we have used this measure to construct low-error nonstandard representations. We present results from several nonlinear test models which show that such nonstandard schemes yield orbits that followed closely the expected dynamics and also provide a large reduction in the computational error in comparison to standard numerical integration schemes. Finally, we outline a criteria for controlling possible numerical overflow in fixed step-size schemes.     

First-Order and Second-Order,Chaos-Free,Finite Difference Schemes for Fisher Equation

A new class of finite difference schemes is constructed for Fisher partial differential equation i.e. the reaction-diffusion equation with stiff source term: $au(1-u)$. These schemes have the properties that they reduce to high fidelity algorithms in the diffusion-free case namely in which the numerical solutions preserve the properties in the exact solutions for arbitrary time step-size and reaction coefficient α＞0 and all nonphysical spurious solutions including bifurcations and chaos that normally appear in the standard discrete models of Fisher partial differential equation will not occur. The implicit schemes so developed obtain the numerical solutions by solving a single linear algebraic system at each step. The boundness and asymptotic behaviour of numerical solutions obtained by all these schemes are given. The approach constructing the above schemes can be extended to reaction-diffusion equations with other stiff source terms.     

Conservative finite-difference scheme for the problem of a femtosecond laser pulse with an axially symmetric profile propagating in a medium with cubic nonlinearity

Conservative finite-difference schemes are constructed for the problem of a femtosecond laser pulse propagating in a cubically nonlinear medium in the axially symmetric case with allowance for temporal dispersion of the nonlinear response of the medium. The process is governed by the nonlinear Schrödinger equation involving the time derivative of the nonlinear term. The invariants of the differential problem are presented. It is shown that the difference analogues of these invariants hold for the solution to the finite-difference schemes proposed for the problem. As an example, the numerical results obtained for the self-focusing of a femtosecond light beam are presented.     

Inverse source problem for a diffusion equation involving the fractional spectral Laplacian

In this paper, we consider an inverse problem related to a fractional diffusion equation. The model problem is governed by a nonlinear partial differential equation involving the fractional spectral Laplacian. This study is focused on the reconstruction of an unknown source term from a partial internal measured data. The considered ill‐posed inverse problem is formulated as a minimization one. The existence, uniqueness, and stability of the solution are discussed. Some theoretical results are established. The numerical reconstruction of the unknown source term is investigated using an iterative process. The proposed method involves a denoising procedure at each iteration step and provides a sequence of source term approximations converging in norm to the actual solution of the minimization problem. Some numerical results are presented to show the efficiency and the accuracy of the proposed approach.     

On convergence of finite volume schemes for one-dimensional two-phase flow in porous media

This paper deals with development and analysis of finite volume schemes for a one-dimensional nonlinear, degenerate, convection-diffusion equation having application in petroleum reservoir and groundwater aquifer simulation. The main difficulty is that the solution typically lacks regularity due to the degenerate nonlinear diffusion term. We analyze and compare three families of numerical schemes corresponding to explicit, semi-implicit, and implicit discretization of the diffusion term and a Godunov scheme for the advection term. L^∞ stability under appropriate CFL conditions and BV estimates are obtained. It is shown that the schemes satisfy a discrete maximum principle. Then we prove convergence of the approximate solution to the weak solution of the problem. Results of numerical experiments using the present approach are reported.     

A finite difference scheme for two-dimensional semiconductor device of heat conduction on composite triangular grids

The momentary state of a semiconductor device of heat conduction is described by a system of four nonlinear partial differential equations. One elliptic equation is for the electrostatic, two parabolic equations are for the electron concentration and the hole concentration, and one heat exchange equation is for the temperature. According to the necessary of practical numerical simulations and based on the balance equation, finite difference schemes for two-dimensional transient behavior of a semiconductor device of heat conduction on composite triangular grids are constructed. Studying their stability and convergence properties, the error estimate in the energy norm is obtained. Finally, a numerical example is given.     

THE UPWIND FINITE ELEMENT SCHEME AND MAXIMUM PRINCIPLE FOR NONLINEAR CONVECTION-DIFFUSION PROBLEM

In this paper, a kind of partial upwind finite element scheme is studied for twodimensional nonlinear convection-diffusion problem. Nonlinear convection term approximated by partial upwind finite element method considered over a mesh dual to the triangular grid, whereas the nonlinear diffusion term approximated by Galerkin method. A linearized partial upwind finite element scheme and a higher order accuracy scheme are constructed respectively. It is shown that the numerical solutions of these schemes preserve discrete maximum principle. The convergence and error estimate are also given for both schemes under some assumptions. The numerical results show that these partial upwind finite element scheme are feasible and accurate.     

A modified sensitivity equation method for the Euler equations in presence of shocks

The continuous sensitivity equation method allows to quantify how changes in the input of a partial differential equation (PDE) model affect the outputs, by solving additional PDEs obtained by differentiating the model. However, this method cannot be used directly in the framework of hyperbolic PDE systems with discontinuous solution, because it yields Dirac delta functions in the sensitivity solution at the location of state discontinuities. This difficulty is well known from theoretical viewpoint, but only a few works can be found in the literature regarding the possible numerical treatment. Therefore, we investigate in this study how classical numerical schemes for compressible Euler equations can be modified to account for shocks when computing the sensitivity solution. In particular, we propose the introduction of a source term, that allows to remove the spikes associated to the Dirac delta functions in the numerical solution. Numerical studies exhibit a strong impact of the numerical diffusion on the accuracy of this strategy. Therefore, we propose an anti-diffusive numerical scheme coupled with the approximate Riemann solver of Roe for the state problem. For the sensitivity problem, two different numerical schemes are implemented and compared: one which takes into account the contact wave and another that neglects it. The effects of the numerical diffusion on the convergence of the schemes with respect to the grid are discussed. Finally, an application to uncertainty propagation is investigated and the different numerical schemes are compared.     

UPWIND FINITE VOLUME SCHEMES FOR SEMICONDUCTOR DEVICE

The mathematical model of semiconductor devices is described by the initial boundary value problem of a system of three nonlinear partial differential equations. One equation in elliptic form is for the electrostatic potential; two equations of convection-dominated diffusion type are for the electron and hole concentrations. Finite volume element procedure are put forward for the electrostatic potential, while upwind     

Using empirical Eigenfunctions and Galerkin method to two‐phase transport models

In this article, we consider a nonlinear partial differential system describing two‐phase transports and try to recover the source term and the nonlinear diffusion term when the state variable is known at different profile times. To this end, we use a POD‐Galerkin procedure in which the proper orthogonal decomposition technique is applied to the ensemble of solutions to derive empirical eigenfunctions. These empirical eigenfunctions are then used as basis functions within a Galerkin method to transform the partial differential equation into a set of ordinary differential equations. Finally, the validation of the used method has been evaluated by some numerical examples. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 456–474, 2007     

On discreteness of the Hopf equation

The principle aim of this essay is to illustrate how different phenomena is captured by different discretizations of the Hopf equation and general hyperbolic conservation laws. This includes dispersive schemes, shock capturing schemes as well as schemes for computing multi-valued solutions of the underlying equation. We introduce some model equations which describe the behavior of the discrete equation more accurate than the original equation. These model equations can either be conveniently discretized for producing novel numerical schemes or further analyzed to enrich the theory of nonlinear partial differential equations.     

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.     

Green's function-based integral approaches to nonlinear transient boundary-value problems (II)

Two Green's function-based numerical formulations are used to solve the time-dependent nonlinear heat conduction (diffusion) equation. These formulations, which are an extension of the first paper, utilize two fundamental solutions and the Green's second identity to achieve integral replications of the governing partial differential equation. The integral equations thus derived are discretized in space and time and aggregated in a finite element sense to give a system of nonlinear discrete equations that are solved by the Newton–Raphson algorithm. The mathematical simplicity of the Green's function of the first formulation facilitates its numerical implementation. The performance of the formulations is assessed by comparing their results with available numerical and analytical solutions. In all cases satisfactory and physically realistic results are obtained.     

Contributions to the mathematics of the nonstandard finite difference method and applications

We formalize the transfer of essential properties of the solution of a differential equation to the solution of a discrete scheme as qualitative stability with respect to the properties. This permits us to motivate some rules (viz. on the order of the difference equation, on the renormalization of the denominator of the discrete derivative, and on nonlocal approximation of nonlinear terms) used in the design of nonstandard finite difference schemes. Extensions of some models are considered, and numerical examples confirming the efficiency of the nonstandard approach are provided. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 518–543, 2001     

Continuous level anisotropic diffusion for noise removal

This paper presents a new approach to anisotropic diffusion and noise removal. Several functionals are introduced to a variational model. The diffusion behavior is governed by a nonlinear partial differential equation. A dynamic threshold function plays an important role in the continuous level anisotropic diffusion and a related optimization problem is presented. The noise can be removed while the edge well preserved. Multi-level noise or multi-level edge can be handled automatically. Finally, the accuracy and efficiency of the proposed method are verified by several numerical experiments.