Subgrid modeling of filtration and dispersion in a fractal porous medium

The equations are obtained for effective coefficients of correlated random fields of permeability and porosity in a fractal porous medium. The fields have log-normal distributions. The refined perturbation theory is formulated that uses some ideas of the Wilson renormalization group. The theoretical results are compared with the results of a direct numerical modeling and the results of the conventional perturbation theory. The advantages of the refined perturbation theory over the conventional perturbation theory are demonstrated.     

Boundedness and stability of solutions to difference equations

This paper is concerned with the qualitative behaviour of solutions to difference equations. We focus on boundedness and stability of solutions and we present a unified theory that applies both to autonomous and nonautonomous equations and to nonlinear equations as well as linear equations. Our presentation brings together new, established, and hard-to-find results from the literature and provides a theory that is both memorable and easy to apply. We show how the theoretical results given here relate to some of those in the established literature and by means of simple examples we indicate how the use of Lipschitz constants in this way can provide useful insights into the qualitative behaviour of solutions to some nonlinear problems including those arising in numerical analysis.     

Asymptotic series in dynamics of fluid flows: Diffusion versus bifurcations

The Brownian motion over the space of fluid velocity configurations driven by the hydrodynamical equations is considered. The Green function is computed in the form of an asymptotic series close to the standard diffusion kernel. The high order asymptotic coefficients are studied. Similarly to the models of quantum field theory, the asymptotic contributions show a factorial growth and are summated by means of Borel’s procedure. The resulting corrected diffusion spectrum has a closed analytical form. The approach provides a possible ground for the optimization of existing numerical simulation algorithms and can be used for the analysis of other asymptotic series in turbulence.     

一类三维拟线性双曲型方程交替方向有限元法

对一类一般的三维拟线性双曲型方程通过转化二阶时间导数得到关于一阶时间导数的耦合方程组,然后进行离散得到交替方向有限元格式,应用微分方程先验估计的理论和技巧得到了最优阶H~1-模和L~2-模误差估计,并给出了数值算例,数值结果和理论分析得到很好的吻合.     

Galerkin alternating-direction method for a kind of second-order quasi-linear hyperbolic problems

A kind of second-order quasi-linear hyperbolic equation is firstly transformed into a first-order system of equations, then the Galerkin alternating-direction procedure for the system is derived. The optimal order estimates in H¹ norm and L² norm of the procedure are obtained respectively by using the theory and techniques of priori estimate of differential equations. The numerical experiment is also given to support the theoretical analysis. Comparing the results of numerical example with the theoretical analysis, they are uniform.     

High order splitting methods for analytic semigroups exist

In this paper, we are concerned with the construction and analysis of high order exponential splitting methods for the time integration of abstract evolution equations which are evolved by analytic semigroups. We derive a new class of splitting methods of orders three to fourteen based on complex coefficients. An optimal convergence analysis is presented for the methods when applied to equations on Banach spaces with unbounded vector fields. These results resolve the open question whether there exist splitting schemes with convergence rates greater then two in the context of semigroups. As a concrete application we consider parabolic equations and their dimension splittings. The sharpness of our theoretical error bounds is further illustrated by numerical experiments.     

Practical Stability in the pth Mean of Stochastic Differential Equations with Discontinuous Coefficients

In this paper,we give sufficient conditions to analyze the practical stability in the pth mean of stochastic differential equations with discontinuous coefficients.The Lyapunov-like function plays an important role in analysis.Some numerical computations are carried out to illustrate the theoretical results.     

Solvability of a system of equations for the Fourier–Chebyshev coefficients when solving ordinary differential equations by the Chebyshev series method

A solvability theorem for a system of equations with respect to approximate values of Fourier–Chebyshev coefficients is formulated. This theorem is a theoretical justification for numerical solution of ordinary differential equations using Chebyshev series.     

The existence and uniqueness of fuzzy solutions for hyperbolic partial differential equations

Fuzzy hyperbolic partial differential equation, one kind of uncertain differential equations, is a very important field of study not only in theory but also in application. This paper provides a theoretical foundation of numerical solution methods for fuzzy hyperbolic equations by considering sufficient conditions to ensure the existence and uniqueness of fuzzy solution. New weighted metrics are introduced to investigate the solvability for boundary valued problems of fuzzy hyperbolic equations and an extended result for more general classes of hyperbolic equations is initiated. Moreover, the continuity of the Zadeh’s extension principle is used in some illustrative examples with some numerical simulations for \(\alpha \) -cuts of fuzzy solutions.     

Betrachtungen zu den Hauptproblemen der mathematischen Aussenballistik

Summary The paper provides a short survey of the actual state of the theoretical exterior ballistics. In particular the fundammental equations defining the motion of a rotating projectile are given in a form suitable for numerical calculation. Then, using the argument that a projectile possesses full rotational and also mirror summetry, the explicit development of the force and moment components is given in terms of the linear and angular velocities. Finally this development is compared with the experimentally known aerodynamic coefficients and stability derivatives.     

Error estimates for the numerical approximation of Neumann control problems governed by a class of quasilinear elliptic equations

We study the numerical approximation of Neumann boundary optimal control problems governed by a class of quasilinear elliptic equations. The coefficients of the main part of the operator depend on the state function, as a consequence the state equation is not monotone. We prove that strict local minima of the control problem can be approximated uniformly by local minima of discrete control problems and we also get an estimate of the rate of this convergence. One of the main issues in this study is the error analysis of the discretization of the state and adjoint state equations. Some difficulties arise due to the lack of uniqueness of solution of the discrete equations. The theoretical results are illustrated by numerical tests.     

Respectively scaled HSS iteration methods for solving discretized spatial fractional diffusion equations

For the discrete linear systems resulted from the discretization of the one‐dimensional anisotropic spatial fractional diffusion equations of variable coefficients with the shifted finite‐difference formulas of the Grünwald–Letnikov type, we propose a class of respectively scaled Hermitian and skew‐Hermitian splitting iteration method and establish its asymptotic convergence theory. The corresponding induced matrix splitting preconditioner, through further replacements of the involved Toeplitz matrices with certain circulant matrices, leads to an economic variant that can be executed by fast Fourier transforms. Both theoretical analysis and numerical implementations show that this fast respectively scaled Hermitian and skew‐Hermitian splitting preconditioner can significantly improve the computational efficiency of the Krylov subspace iteration methods employed as effective linear solvers for the target discrete linear systems.     

An Explicit-Implicit Predictor-Corrector Domain Decomposition Method for Time Dependent Multi-Dimensional Convection Diffusion Equations

The numerical solution of large scale multi-dimensional convection diffusion equations often requires efficient parallel algorithms. In this work, we consider the extension of a recently proposed non-overlapping domain decomposition method for two dimensional time dependent convection diffusion equations with variable coefficients. By combining predictor-corrector technique, modified upwind differences with explicitimplicit coupling, the method under consideration provides intrinsic parallelism while maintaining good stability and accuracy. Moreover, for multi-dimensional problems, the method can be readily implemented on a multi-processor system and does not have the limitation on the choice of subdomains required by some other similar predictorcorrector or stabilized schemes. These properties of the method are demonstrated in this work through both rigorous mathematical analysis and numerical experiments.     

Justification of an Approach to Application of Orthogonal Expansions for Approximate Integration of Canonical Systems of Second Order Ordinary Differential Equations

A solvability theorem for a nonlinear system of equations with respect to approximate values of Fourier—Cliebysliev coefficients is proved. This theorem is a theoretical substantiation for the numerical solution of second order ordinary differential equations using Chebyshev series and Markov quadrature formulas.     

Solving time‐periodic fractional diffusion equations via diagonalization technique and multigrid

This paper addresses numerical computation of time‐periodic diffusion equations with fractional Laplacian. Time‐periodic differential equations present fundamental challenges for numerical computation because we have to consider all the discrete solutions once in all instead of one by one. An idea based on the diagonalization technique is proposed, which yields a direct parallel‐in‐time computation for all the discrete solutions. The major computation cost is therefore reduced to solve a series of independent linear algebraic systems with complex coefficients, for which we apply a multigrid method using the damped Richardson iteration as the smoother. Such a linear solver possesses mesh‐independent convergence factor, and we make an optimization for the damping parameter to minimize such a constant convergence factor. Numerical results are provided to support our theoretical analysis.     

Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits

The transient simulation of noise in electronic circuits leads to differential-algebraic equations, additively disturbed by white noise. For these systems, we present a mathematical model based on the theory of stochastic differential equations, along with an implicit two-step method for their numerical treatment. This numerical scheme works directly on the given structure of the equations which makes very efficient implementations possible. The order of convergence is preserved. The theoretical results are verified by numerical noise simulations of benchmark circuits.     

A mixed multiscale finite element method for elliptic problems with oscillating coefficients

The recently introduced multiscale finite element method for solving elliptic equations with oscillating coefficients is designed to capture the large-scale structure of the solutions without resolving all the fine-scale structures. Motivated by the numerical simulation of flow transport in highly heterogeneous porous media, we propose a mixed multiscale finite element method with an over-sampling technique for solving second order elliptic equations with rapidly oscillating coefficients. The multiscale finite element bases are constructed by locally solving Neumann boundary value problems. We provide a detailed convergence analysis of the method under the assumption that the oscillating coefficients are locally periodic. While such a simplifying assumption is not required by our method, it allows us to use homogenization theory to obtain the asymptotic structure of the solutions. Numerical experiments are carried out for flow transport in a porous medium with a random log-normal relative permeability to demonstrate the efficiency and accuracy of the proposed method.     

Theoretical Analyses on Discrete Formulae of Directional Differentials in the Finite Point Method

For the five-point discrete formulae of directional derivatives in the finite point method,overcoming the challenge resulted from scattered point sets and making full use of the explicit expressions and accuracy of the formulae,this paper obtains a number of theoretical results:(1)a concise expression with definite meaning of the complicated directional difference coefficient matrix is presented,which characterizes the correlation between coefficients and the connection between coefficients and scattered geometric characteristics;(2)various expressions of the discriminant function for the solvability of numerical differentials along with the estimation of its lower bound are given,which are the bases for selecting neighboring points and making analysis;(3)the estimations of combinatorial elements and of each element in the directional difference coefficient matrix are put out,which exclude the existence of singularity.Finally,the theoretical analysis results are verified by numerical calculations.The results of this paper have strong regularity,which lay the foundation for further research on the finite point method for solving partial differential equations.     

Evolutionary dynamics of a system with periodic coefficients

We investigate a problem in evolutionary game theory based on replicator equations with periodic coefficients. This approach to evolution combines classical game theory with differential equations. The RPS (Rock-Paper-Scissors) system studied has application to the population biology of lizards and to bacterial dynamics. The presence of periodic coefficients models variations in the environment due to seasonal effects and results in parametric excitation which is studied through the use of perturbation series and numerical integration.     

A review of theoretical and numerical analysis for nonlinear stiff Volterra functional differential equations

In this review, we present the recent work of the author in comparison with various related results obtained by other authors in literature. We first recall the stability, contractivity and asymptotic stability results of the true solution to nonlinear stiff Volterra functional differential equations (VFDEs), then a series of stability, contractivity, asymptotic stability and B-convergence results of Runge-Kutta methods for VFDEs is presented in detail. This work provides a unified theoretical foundation for the theoretical and numerical analysis of nonlinear stiff problems in delay differential equations (DDEs), integro-differential equations (IDEs), delayintegro-differential equations (DIDEs) and VFDEs of other type which appear in practice.