Explicit Finitism

This paper takes the first steps in developing a theory of explicit finitism which puts explicit limits on the size of finite objects. We provide motivation in the physics of computation sense, survey some of the difficulties and describe the appropriate computing machinery. We introduce the subset J of the real numbers that is the central mathematical object emerging from considerations of explicit finitism, and take the first steps in studying its properties.     

Numerical experiments with several variant WENO schemes for the Euler equations

Numerical experiments with several variants of the original weighted essentially non‐oscillatory (WENO) schemes (J. Comput. Phys. 1996; 126 :202–228) including anti‐diffusive flux corrections, the mapped WENO scheme, and modified smoothness indicator are tested for the Euler equations. The TVD Runge–Kutta explicit time‐integrating scheme is adopted for unsteady flow computations and lower–upper symmetric‐Gauss–Seidel (LU‐SGS) implicit method is employed for the computation of steady‐state solutions. A numerical flux of the variant WENO scheme in flux limiter form is presented, which consists of first‐order and high‐order fluxes and allows for a more flexible choice of low‐order schemes. Computations of unsteady oblique shock wave diffraction over a wedge and steady transonic flows over NACA 0012 and RAE 2822 airfoils are presented to test and compare the methods. Various aspects of the variant WENO methods including contact discontinuity sharpening and steady‐state convergence rate are examined. By using the WENO scheme with anti‐diffusive flux corrections, the present solutions indicate that good convergence rate can be achieved and high‐order accuracy is maintained and contact discontinuities are sharpened markedly as compared with the original WENO schemes on the same meshes. Copyright © 2008 John Wiley & Sons, Ltd.     

具有跳扩散的美式期权二叉树计算格式的收敛速率

American put option with jump-diffusion can be modelled as a vari- ational inequality problem with an integral term.Under the stability condition (σ~2Δt)/(Δx~2)≤1,whereΔx=ln(S_n 1)/(S_n),the convergence rate O((Δx)~(2/3) (Δt)~(1/3))of the explicit finite scheme for this problem is obtained by using penalization technique. The binomial tree scheme of this model,which is equivalent to the explicit scheme, is convergent by the same rate.     

二类广义Vandermonde行列式的计算

给出了二类广义Vandermonde行列式计算的显式表示式.     

The locally conservative Galerkin (LCG) method for solving the incompressible Navier–Stokes equations

In this paper, the locally conservative Galerkin (LCG) method (Numer. Heat Transfer B Fundam. 2004; 46 :357–370; Int. J. Numer. Methods Eng. 2007) has been extended to solve the incompressible Navier–Stokes equations. A new correction term is also incorporated to make the formulation to give identical results to that of the continuous Galerkin (CG) method. In addition to ensuring element‐by‐element conservation, the method also allows solution of the governing equations over individual elements, independent of the neighbouring elements. This is achieved within the CG framework by breaking the domain into elemental sub‐domains. Although this allows discontinuous trial function field, we have carried out the formulation using the continuous trial function space as the basis. Thus, the changes in the existing CFD codes are kept to a minimum. The edge fluxes, establishing the continuity between neighbouring elements, are calculated via a post‐processing step during the time‐stepping operation. Therefore, the employed formulation needs to be carried out using either a time‐stepping or an equivalent iterative scheme that allows post‐processing of fluxes. The time‐stepping algorithm employed in this paper is based on the characteristic‐based split (CBS) scheme. Both steady‐ and unsteady‐state examples presented show that the element‐by‐element formulation employed is accurate and robust. Copyright © 2007 John Wiley & Sons, Ltd.     

An efficient correlation for calculating compressibility factor of natural gases

Compressibility factor (z-factor) values of natural gases are necessary in most petroleum engineering calculations. Necessity arises when there are few available experimental data for the required composition, pressure and temperature conditions. One of the most common methods of calculating z-factor values is empirical correlation. Firstly, a new correlation based on the famous Standing-Katz (S-K) Chart is presented to predict z-factor values. The advantage of this correlation is that it is explicit inzand thus does not require an iterative solution as is required by other methods. Secondly, the comparison between new one and other correlations is carried out and the results indicate the superiority of the new correlation over the other correlations used to calculate z-factor.     

Efficient nonbonded interactions for molecular dynamics on a graphics processing unit

We describe an algorithm for computing nonbonded interactions with cutoffs on a graphics processing unit. We have incorporated it into OpenMM, a library for performing molecular simulations on high‐performance computer architectures. We benchmark it on a variety of systems including boxes of water molecules, proteins in explicit solvent, a lipid bilayer, and proteins with implicit solvent. The results demonstrate that its performance scales linearly with the number of atoms over a wide range of system sizes, while being significantly faster than other published algorithms. © 2009 Wiley Periodicals, Inc. J Comput Chem, 2010     

Landau-Lifshitz方程派生的球面锥对称族及其演化

直至2008年,尚未见到讨论同时具有外磁场和各向异性场的多维Landau-Lifshitz方程的显式动态解的文献.当缺少外加磁场或各向异性场时,许多作者曾经尝试过Hirota的著名方法,Lie代数结构与Backlund变换,双线性变换等,但精确解仍然没有构造出来.本文首先给出了一种求解具有外磁场和各向异性场的Landa...     

Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model

We propose a novel numerical method based on rational spectral collocation and Clenshaw–Curtis quadrature methods together with the “” transformation for pricing European vanilla and butterfly spread options under Merton's jump‐diffusion model. Under certain assumptions, such model leads to a partial integro‐differential equation (PIDE). The differential and integral parts of the PIDE are approximated by the rational spectral collocation and the Clenshaw–Curtis quadrature methods, respectively. The application of spectral collocation method to the PIDE leads to a system of ordinary differential equations, which is solved using the implicit–explicit predictor–corrector (IMEX‐PC) schemes in which the diffusion term is integrated implicitly, whereas the convolution integral, reaction, advection terms are integrated explicitly. Numerical experiments illustrate that our approach is highly accurate and efficient for pricing financial options.Copyright © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1169–1188, 2014