多辛Dirac方程的高阶整体保能量格式

基于四阶平均向量场方法和拟谱方法构造了Dirac方程的高阶整体保能量格式，利用构造的高阶整体保能量格式数值模拟方程孤立波的演化行为.数值模拟结果表明构造的高阶整体保能量格式可以很好地模拟Dirac方程孤立波的演化行为，并且可以精确地保持方程的整体能量守恒特性.     

非线性耦合Schrdinger-KdV方程组的一个局部能量守恒格式

本文利用平均值离散梯度给出了一个构造哈密尔顿偏微分方程的局部能量守恒格式的系统方法.并用非线性耦合Schrdinger-KdV方程组加以说明.证明了格式满足离散的局部能量守恒律,在周期边界条件下,格式也保持离散整体能量及系统的其它两个不变量.最后数值实验验证了理论结果的正确性.     

非线性薛定谔方程的平均向量场方法

利用平均向量场方法(AVF)对非线性薛定谔方程进行求解, 在理论上得到了一个保非线性薛定谔方程描述的系统能量守恒的AVF格式, 再分别用非线性薛定谔方程的AVF格式和辛格式数值模拟孤立波的演化行为, 并比较两个格式是否保系统能量守恒特性. 数值结果表明, AVF格式也能很好地模拟孤立波的演化行为,并且比辛格式更能保持系统的能量守恒.     

Hamilton系统的连续有限元法

利用常微分方程的连续有限元法,对非线性Hamilton系统证明了连续一次、二次有限元法分别是2阶和3阶的拟辛格式,且保持能量守恒;连续有限元法是辛算法对线性Hamilton系统,且保持能量守恒．在数值计算上探讨了辛性质和能量守恒性,与已有的辛算法进行对比,结果与理论相吻合．     

Lagrange柱坐标高阶中心型守恒格式

提出Lagrange柱坐标高阶中心型守恒格式.基于用对守恒律的单调迎风算法(MUSCL)构造的高阶子网格压力,引入了柱坐标高阶体权子网格力和柱坐标高阶面权子网格力,构造了柱坐标高阶体权中心型守恒格式和柱坐标高阶面权中心型格式.柱坐标高阶体权中心型守恒格式满足动量守恒、能量守恒,但不能确定保持一维球对称性.柱坐标高阶面权中心型格式满足能量守恒,保持一维球对称性.两种格式里,格点速度以与网格面的数值通量相容的方式计算.对Saltzman活塞问题等进行了数值模拟,数值结果显示Lagrange柱坐标高阶中心型守恒格式的有效性和精确性.     

Cahn-Hilliard方程的高阶保能量散逸性方法

能量散逸性是物理和力学中某些微分方程一项重要的物理特性.构造精确地保持微分方程能量散逸性的数值格式对模拟具有能量散逸性的微分方程具有重要的意义.本文利用四阶平均向量场方法和傅里叶谱方法构造了Cahn-Hilliard方程高阶保能量散逸性格式.数值结果表明高阶保能量散逸性格式能很好地模拟Cahn-Hilliard方程在不同初始条件下解的行为,并且很好地保持了Cahn-Hilliard方程的能量散逸特性.     

非结构网格上求解二维H-J方程的一种WENO格式

基于WENO(Weighted Essentially Non-Oscillatory)的思想,提出了一种在非结构网格上求解二维Hamilton-Jacobi(简称H-J)方程的数值方法.该方法利用Abgrall提出的数值通量,在每个三角形单元上构造三次加权插值多项式,得到了一个求解H-J方程的高阶精度格式.数值实验结果表明,该方法计算速度较快,具有较高的精度,而且对导数间断有较高的分辨率.     

二次有限体积法定价美式期权

本文考虑二次有限体积法定价美式期权.构造了隐式欧拉和Crank-Nicolson两种全离散二次有限体积格式,并得到相应的线性互补问题.采用基于超松弛迭代的模方法求解线性互补问题,并与投影超松弛迭代法作数值比较.数值实验结果表明Crank-Nicolson二次有限体积格式的求解效率高于隐式欧拉格式,模方法的求解速度较快,二次有限体积法的求解精度较高.     

二维非线性RLW方程的守恒差分格式

对二维非线性正则长波(RLW)方程初边值问题的数值解法进行了研究,提出了一个三层守恒差分格式.证明了差分解的存在唯一性,并利用能量方法分析了该格式的二阶收敛性与无条件稳定性.数值算例验证了格式的可靠性,且运算过程中保持了能量守恒.     

一种基于过积分的能量稳定通量重构方法

能量稳定通量重构(Energy Stable Flux Reconstruction,ESFR)方法在求解线性对流方程时具有能量稳定性质.但在求解非线性方程时能量稳定性质的实现需要采用L²投影,否则可能由于存在混淆误差,导致不稳定.本文将ESFR与过积分相结合构造具有良好去混淆效果的高阶通量重构(Flux Reconstruction,FR)方法.采用积分点大于求解点(Q> P)的取点方式,从理论上分析了格式的能量稳定特性.从数值上对比了gDG与gSD两种修正函数,三种不同过积分取点方式,并对比过积分与非过积分形式的ESFR(Q=P).通过对一维非均匀线性对流方程、二维等熵涡及欠解析涡流算例的模拟,结果表明:在g_SD修正函数下,ESFR(Q> P)格式比ESFR(Q=P)格式去混淆效果更好,数值误差更小;对比两种修正函数,g_DG修正函数数值误差更小,更稳定:对比三种过积分通量点分布,选定g_DG修正函数时,通量点取Legendre-GaussLobatto(LGL)点或者通量点基于高斯权重...     

A new high-order energy-preserving scheme for the modified Korteweg-de Vries equation

In this paper, a new high-order energy-preserving scheme is proposed for the modified Korteweg-de Vries equation. The proposed scheme is constructed by using the Hamiltonian boundary value methods in time, and Fourier pseudospectral method in space. Exploiting this method, we get second-order and fourth-order energy-preserving integrators. The proposed schemes not only have high accuracy, but also exactly conserve the total mass and energy in the discrete level. Finally, single solitary wave and the interaction of two solitary waves are presented to illustrate the effectiveness of the proposed schemes.     

A Linearly-Implicit Energy-Preserving Algorithm for the Two-Dimensional Space-Fractional Nonlinear Schrödinger Equation Based on the SAV Approach

The main objective of this paper is to present an efficient structure-preserving scheme, which is based on the idea of the scalar auxiliary variable approach, for solving the two-dimensional space-fractional nonlinear Schrödinger equation. First, we reformulate the equation as an canonical Hamiltonian system, and obtain a new equivalent system via introducing a scalar variable. Then, we construct a semi-discrete energy-preserving scheme by using the Fourier pseudo-spectral method to discretize the equivalent system in space direction. After that, applying the Crank-Nicolson method on the temporal direction gives a linearly-implicit scheme in the fully-discrete version. As expected, the proposed scheme can preserve the energy exactly and more efficient in the sense that only decoupled equations with constant coefficients need to be solved at each time step. Finally, numerical experiments are provided to demonstrate the efficiency and conservation of the scheme.     

A new efficient energy-preserving finite volume element scheme for the improved Boussinesq equation

In this paper, a new linearized energy-preserving Crank-Nicolson finite volume element scheme is derived for the improved Boussinesq equation. The fully discrete scheme can be shown to conserve both mass and energy in the discrete setting. It is proved that the scheme is uniquely solvable and convergent with the rate of order two in a discrete L₂ norm. At last, a series of numerical experiments on typical improved Boussinesq and Sine–Gordon equations are provided to verify our theoretical results and to show the efficiency and accuracy of the proposed scheme.     

A high-order non-conforming discontinuous Galerkin method for time-domain electromagnetics

In this paper, we discuss the formulation, stability and validation of a high-order non-dissipative discontinuous Galerkin (DG) method for solving Maxwell’s equations on non-conforming simplex meshes. The proposed method combines a centered approximation for the numerical fluxes at inter element boundaries, with either a second-order or a fourth-order leap-frog time integration scheme. Moreover, the interpolation degree is defined at the element level and the mesh is refined locally in a non-conforming way resulting in arbitrary-level hanging nodes. The method is proved to be stable and conserves a discrete counterpart of the electromagnetic energy for metallic cavities. Numerical experiments with high-order elements show the potential of the method.     

The new alternating direction implicit difference methods for solving three-dimensional parabolic equations

A new alternating direction implicit (ADI) scheme for solving three-dimensional parabolic equations with nonhomogeneous boundary conditions is presented. The scheme is also extended to high-order compact difference scheme. Both of them have the advantages of unconditional stability and being convenient to compute the boundary values of the intermediates. Besides this, the compact scheme has high-order accuracy and uses less computational time. Numerical examples are presented and the results are very satisfactory.     

The new alternating direction implicit difference methods for the wave equations

A new second-order alternating direction implicit (ADI) scheme, based on the idea of the operator splitting, is presented for solving two-dimensional wave equations. The scheme is also extended to a high-order compact difference scheme. Both of them have the advantages of unconditional stability, less impact of the perturbing terms on the accuracy, and being convenient to compute the boundary values of the intermediates. Besides this, the compact scheme has high-order accuracy and costs less in computational time. Numerical examples are presented and the results are very satisfactory.     

A high-order and fast scheme with variable time steps for the time-fractional Black-Scholes equation

In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularity of the solution, we construct a finite difference scheme with variable time steps, where the fractional derivative is approximated by the nonuniform Alikhanov formula and the sum-of-exponentials (SOE) technique. In the spatial direction, an average approximation with fourth-order accuracy is employed. The stability and the convergence with second order in time and fourth order in space of the proposed scheme are religiously derived by the energy method. Numerical examples are given to demonstrate the theoretical statement.     

非线性振动分析的均向量场法

通过构造向量形式的振动微分方程组，利用均向量场（AVF）法得到振动响应的向量差分迭代格式.该离散格式能够保能量，同时具有二阶精度的特征，从而给出非线性振动问题的均向量场法.介绍了均向量场法的基本步骤.在建立AVF格式时，对于微分方程中若干常见的项，直接给出相应的映射项.应用均向量场法研究了非线性单摆问题和Kepler(开普勒)问题，数值结果说明了该方法保能量和具有长时间求解能力的特性.