Numerical differentiation with noisy signal

The aim of this paper is to present a new numerical method, which ables one to filter and compute numerical derivatives of a function whose values are known in some points from experimental measurements, inducing noisy data. We use a piecewise cubic spline interpolation to generate a function whose Fourier coefficients give an approximation of the numerical derivatives we are looking for. Error and stability analysis of this numerical algorithm are provided. Numerical results are presented for data smoothing and for the first and second derivatives computed from noisy data. They show that this method gives good numerical results. Comparison with other methods is done.     

Numerical stability analysis of differential equations with piecewise constant arguments with complex coefficients

In this paper we consider the analytical and numerical stability regions of Runge-Kutta methods for differential equations with piecewise continuous arguments with complex coefficients. It is shown that the analytical stability region contained in the numerical one is violated for a∉R by the geometric technique. And we give the conditions under which the analytical stability region is contained in the union of the numerical stability regions of two Runge-Kutta methods. At last, some experiments are given.     

New analytical and CWENO numerical solutions for axisymmetric horizontal flows with heat sources

Some new nonlinear analytical solutions are found for axisymmetric horizontal flows dominated by strong heat sources. These flows are common in multiscale atmospheric and oceanic flows such as hurricane embryos and ocean gyres. The analytical solutions are illustrated with several examples. The proposed exact solutions provide analytical support for previous numerical observations and can be also used as benchmark problems for validating numerical models. A central weighted essentially non-oscillatory (CWENO) reconstruction is also employed for numerical simulation of the corresponding integro-differential equations. Due to the use of the same polynomial reconstruction for all derivatives and integral terms, the balance between those terms is well preserved, and the method can precisely reproduce the exact solutions, which are hard to capture by traditional upwind schemes. The developed analytical solutions were employed to evaluate the performance of the numerical method, which showed an excellent performance of the numerical model in terms of numerical diffusion and oscillation.     

A multi-point numerical integrator with trigonometric coefficients for initial value problems with periodic solutions

Based on the collocation technique, we introduced a unifying approach for deriving a family of multi-point numerical integrators with trigonometric coefficients for the numerical solution of periodic initial value problems. A practical 3-point numerical integrator was presented, whose coefficients are generalizations of classical linear multistep methods such that the coefficients are functions of an estimate of the angular frequency ω. The collocation technique yields a continuous method, from which the main and complementary methods are recovered and expressed as a block matrix finite difference formula that integrates a second-order differential equation over non-overlapping intervals without predictors. Some properties of the numerical integrator were investigated and presented. Numerical examples are given to illustrate the accuracy of the method.     

用线方法求解带混合边值条件的抛物方程

研制了分别用显式Euler法、隐式Euler法、Crank-Nicolson格式(梯形方法)求解带第一、第二及混合边值条件的抛物问题的应用软件,通过求解若干抛物问题对该软件作了测试,获得了预期的数值结果,讨论了时间和空间步长的变化对格式计算结果的影响,得到了三种方法的稳定性、收敛精度和计算量.     

Critical values for higher rank numerical ranges associated with roulette curves

In this paper the critical value is determined for the higher rank numerical ranges of matrices associated with a parameter of roulette curves, for which the higher rank numerical range is a regular polygon for every parameter less than or equal to the critical value.     

Extraction of effective material parameters with application to sandwich structures

In this contribution we present a first-order numerical homogenization approach which allows for extracting effective linear elastic properties of heterogeneous materials. The approach is based on the window or self consistency method where a representative microscopic subdomain is embedded into a window of effective properties. Since these properties are not known in advance they have to be determined iteratively. For the discretization of the micro structures we use the Finite Cell Method, which is a fictitious domain method of higher-order. It is very well suited for efficiently discretizing complicated geometries stemming, for example, from tomography (CT-scans). In the numerical examples we will investigate a bending test of a sandwich plate which is composed of a polymeric core with thin faceplates made of Aluminum. Firstly, effective properties of the core are extracted and then applied to a macroscopic numerical model. The numerical results are validated by experiments. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Short-Time Linear Response with Reduced-Rank Tangent Map

The recently developed short-time linear response algorithm, which predicts the response of a nonlinear chaotic forced-dissipative system to small external perturbation, yields high precision of the response prediction. However, the computation of the short-time linear response formula with the full rank tangent map can be expensive. Here, a numerical method to potentially overcome the increasing numerical complexity for large scale models with many variables by using the reduced-rank tangent map in the computation is proposed. The conditions for which the short-time linear response approximation with the reduced-rank tangent map is valid are established, and two practical situations are examined, where the response to small external perturbations is predicted for nonlinear chaotic forced-dissipative systems with different dynamical properties.     

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.     

Simulation of Multiphase Flows with Strong Shocks and Density Variations

The system of extended Euler type hyperbolic equations is considered to describe a two-phase compressible flow. A numerical scheme for computing multi-component flows is then examined. The numerical approach is based on the mathematical model that considers interfaces between fluids as numerically diffused zones. The hyperbolic problem is tackled using a high resolution HLLC scheme on a fixed Eulerian mesh. The global set of conservative equations (mass, momentum and energy) for each phase is closed with a general two parameters equation of state for each constituent. The performance of various variants of a diffuse interface method is carefully verified against a comprehensive suite of numerical benchmark test cases in one and two space dimensions. The studied benchmark cases are divided into two categories: idealized tests for which exact solutions can be generated and tests for which the equivalent numerical results could be obtained using different approaches. The ability to simulate the Richtmyer-Meshkov instabilities, which are generated when a shock wave impacts an interface between two different fluids, is considered as a major challenge for the present numerical techniques. The study presents the effect of density ratio of constituent fluids on the resolution of an interface and the ability to simulate Richtmyer-Meshkov instabilities by various variants of diffuse interface methods. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Solving Multi‐Scale problems with heterogeneous finite difference methods

Multi‐scale differential equations are problems in which the variables can have different length scales. The direct numerical solution of differential equations with multiple scales is often difficult due to the work for resolving the smallest scale. We present here a strategy which allows the use of finite difference methods for the numerical solution of parabolic multi‐scale problems, based on a coupling of macroscopic and microscopic models for the original equation.     

Stability analysis of parabolic partial differential equations with piecewise continuous arguments

This article deals with the analytic and numerical stability of numerical methods for a parabolic partial differential equation with piecewise continuous arguments of alternately retarded and advanced type. First, application of the theory of separation of variables in matrix form and the Fourier method, the necessary and sufficient condition under which the analytic solution is asymptotically stable is derived. Then, the θ‐methods are applied to solve the corresponding initial value problem, the sufficient conditions for the asymptotic stability of numerical methods are obtained. Finally, several numerical examples are presented to support the theoretical results. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 531–545, 2017     

Numerical model for the shallow water equations on a curvilinear grid with the preservation of the Bernoulli integral

Methodological aspects concerning the construction of a two-dimensional numerical model for reservoir flows based on the shallow water equations are considered. A numerical scheme is constructed by applying the control volume method on staggered grids in combination with the Bernoulli integral, which is used to interpolate the desired fields inside a grid cell. The implementation of the method yields a monotone numerical scheme. The results of numerical integration are compared with the exact solution.     

The maximum proportionally modular numerical semigroup with given multiplicity and ratio

We prove that the set of all proportionally modular numerical semigroups with fixed multiplicity and ratio has a maximum (with respect to set inclusion). We show that this maximum is a maximal embedding dimension numerical semigroup, for which we explicitly calculate its minimal system of generators, Frobenius number and genus.     

Numerical Integration of Harmonic Functions with Restricted Sampling Data

Based on the idea of kriging and the radial basis function approximation, we develop in this paper a numerical scheme to integrate harmonic functions with restricted sampling data. To be more precise, the integration is performed by using the function values which are given as discrete sampling data on only part of the boundary. These problems often arise from non-destructive evaluation techniques in the engineering industry. The existence and uniqueness of the solution and the error estimation for the proposed numerical scheme are also discussed. Several numerical experimental results are presented for the verification on the accuracy and convergence of the method.     

Runge–Kutta methods for first-order periodic boundary value differential equations with piecewise constant arguments

In this paper we deal with the numerical solutions of Runge–Kutta methods for first-order periodic boundary value differential equations with piecewise constant arguments. The numerical solution is given by the numerical Green’s function. It is shown that Runge–Kutta methods preserve their original order for first-order periodic boundary value differential equations with piecewise constant arguments. We give the conditions under which the numerical solutions preserve some properties of the analytic solutions, e.g., uniqueness and comparison theorems. Finally, some experiments are given to illustrate our results.     

On a high order numerical method for functions with singularities

By splitting a given singular function into a relatively smooth part and a specially structured singular part, it is shown how the traditional Fourier method can be modified to give numerical methods of high order for calculating derivatives and integrals. Singular functions with various types of singularities of importance in applications are considered. Relations between the discrete and the continuous Fourier series for the singular functions are established. Of particular interest are piecewise smooth functions, for which various important applications are indicated, and for which numerous numerical results are presented.

     

Numerical solution for the model of vibrating elastic membrane with moving boundary

In this work, we are interested in obtaining an approximated numerical solution for the model of vibrating elastic membranes with moving boundary. The model is an extension of Kirchhoff’s model, which takes into account the change of size during the vibration. We apply the finite element method with a finite difference method in time to obtain an approximated numerical solution. Some numerical experiments are presented to show the effect of moving boundary effects in vibrating elastic membranes.     

Approximation of Derivative for a Singularly Perturbed Second-Order ODE of Robin Type with Discontinuous Convection Coefficient and Source Term

In this paper, a singularly perturbed Robin type boundary value problem for second-order ordinary differential equation with discontinuous convection coefficient and source term is considered. A robust-layer-resolving numerical method is proposed. An e-uniform global error estimate for the numerical solution and also to the numerical derivative are established. Numerical results are presented, which are in agreement with the theoretical predictions.AMS subject classifications: 65L10, CR G1.7     

Numerical Stability and Oscillations of Runge-Kutta Methods for Differential Equations with Piecewise Constant Arguments of Advanced Type

For differential equations with piecewise constant arguments of advanced type, numerical stability and oscillations of Runge-Kutta methods are investigated. The necessary and sufficient conditions under which the numerical stability region contains the analytic stability region are given. The conditions of oscillations for the Runge-Kutta methods are obtained also. We prove that the Runge-Kutta methods preserve the oscillations of the analytic solution. Moreover, the relationship between stability and oscillations is discussed. Several numerical examples which confirm the results of our analysis are presented.