On the structure of internal dissipation of composite compact schemes for gasdynamic simulation

The structure of the internal dissipation terms in composite compact schemes intended for gasdynamic simulation is considered. The main cause of the insufficient stability of high-order accurate schemes is indicated. A method for controlling the dissipative properties of schemes is proposed that makes it possible to compute compressible gas flows with strong shock waves. The supersonic turbulent unsteady flow past a two-dimensional cavity directed toward the stream is computed.     

High‐order energy‐preserving schemes for the improved Boussinesq equation

This article proposes a class of high‐order energy‐preserving schemes for the improved Boussinesq equation. To derive the energy‐preserving schemes, we first discretize the improved Boussinesq equation by Fourier pseudospectral method, which leads to a finite‐dimensional Hamiltonian system. Then, the obtained semidiscrete system is solved by Hamiltonian boundary value methods, which is a newly developed class of energy‐preserving methods. The proposed schemes can reach spectral precision in space, and in time can reach second‐order, fourth‐order, and sixth‐order accuracy, respectively. Moreover, the proposed schemes can conserve the discrete mass and energy to within machine precision. Furthermore, to show the efficiency and accuracy of the proposed methods, the proposed methods are compared with the finite difference methods and the finite volume element method. The results of several numerical experiments are given for the propagation of the single solitary wave, the interaction of two solitary waves and the wave break‐up.     

A variant of the finite superelement method for computing viscous incompressible flows

A variant of the finite superelement method (FSEM) is proposed for computing viscous incompressible convection-dominated flows on a triangular unstructured mesh. To construct the high-order FSEM scheme, vector polynomial test functions (SE basis) are calculated in each grid cell by solving the linearized Navier-Stokes equations with special boundary conditions in the form of basis functions in the trace space.     

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.     

On approximated ILU and UGS preconditioning methods for linearized discretized steady incompressible Navier-Stokes equations

When the artificial compressibility method in conjunction with high-order upwind compact finite difference schemes is employed to discretize the steady-state incompressible Navier-Stokes equations, in each pseudo-time step we need to solve a structured system of linear equations approximately by, for example, a Krylov subspace method such as the preconditioned GMRES. In this paper, based on the special structure and concrete property of the linear system we construct a structured preconditioner for its coefficient matrix and estimate eigenvalue bounds of the correspondingly preconditioned matrix. Numerical examples are given to illustrate the effectiveness of the proposed preconditioning methods.     

Modified High-order Upwind Method for Convection Diffusion Equation

Abstract In this paper, we study the high-order upwind finite difference method for steady convection-diffusionproblems. Based on the conservative convection-diffusion equation, a high-order upwind finite difference schemeon nonuniform rectangular partition for convection-diffusion equation is proposed. The proposed scheme is inconversation form, satisfies maximum value principle and has second-order error estimates in discrete H~1 norm.To illustrate our conclusion, several numerical examples are given.     

求解时间分布阶扩散方程的两个高阶有限差分格式

基于复化Simpson公式和复化两点Gauss-Legendre公式，构造了两个求解时间分布阶扩散方程的高阶有限差分格式.不同于以往文献中提出的时间一阶或二阶格式，这两种格式在时间方向都具有三阶精度，而在分布阶和空间方向可达到四阶精度.数值结果表明，两种算法都是稳定且收敛的，从而是有效的.两种格式的收敛速率也通过数值实验进行了验证，并且通过和文献中的算法对比可以得出其更为高效,     

Actual time integration methods for elastic wave propagation analysis

For the simulation of the interaction of elastic waves in CFRP plates with inhomogeneities and defects the spectral finite element method (SEM) is under investigation. The SEM uses high-order shape functions which are composed of Lagrange polynomials with nodes at the Gauss-Lobatto quadrature (GLq) points. In this way we obtain a diagonal mass matrix which makes an explicit time scheme more efficient. In this paper we analyse how actual time integration methods perform in combination with the SEM. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Analysis of the influence of Spectral Elements for elastic wave propagation on the CFL-Condition

For the simulation of the interaction of elastic waves in CFRP plates with inhomogeneities and defects the spectral finite element method (SEM) is under investigation. The SEM uses high-order shape functions which are composed of Lagrange polynomials with nodes at the Gauss-Lobatto quadrature (GLq) points. In this way we obtain a diagonal mass matrix which makes an explicit time scheme more efficient. The goal of this work is to investigate the effect of SEM on the CFL-Condition. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Asymptotic expansions for steady periodic water waves in flows with constant vorticity

We provide high-order approximations to periodic travelling wave profiles, through a novel expansion which incorporates the variation of the total mechanical energy of the water wave. We show that these approximations are extended to any finite order. Moreover, we provide the velocity field and the pressure beneath the waves, in flows with constant vorticity over a flat bed.     

A TVD Type Wavelet-Galerkin Method for Hamilton-Jacobi Equations

In this paper,we use Daubechies scaling functions as test functions for the Galerkin method,and discuss Wavelet-Galerkin solutions for the Hamilton-Jacobi equations.It can be proved that the schemesare TVD schemes.Numerical tests indicate that the schemes are suitable for the Hamilton-Jacobi equations.Furthermore,they have high-order accuracy in smooth regions and good resolution of singularities.     

Lattice Boltzmann simulation for high-speed compressible viscous flows with a boundary layer

In this study, the lattice Boltzmann method is employed for simulating high-speed compressible viscous flows with a boundary layer. The coupled double-distribution-function lattice Boltzmann method proposed by Li et al. (2007) is employed because of its good numerical stability and non-free-parameter feature. The non-uniform mesh construction near the wall boundary in fine grids is combined with an appropriate wall boundary treatment for the finite difference method in order to obtain accurate spatial resolution in the boundary layer problem. Three typical problems in high-speed viscous flows are solved in the lattice Boltzmann simulation, i.e., the compressible boundary layer problem, shock wave problem, and shock boundary layer interaction problem. In addition, in-depth comparisons are made with the non-oscillatory and non-free-parameter dissipation (NND) scheme and second order upwind scheme in the present lattice Boltzmann model. Our simulation results indicate the great potential of the lattice Boltzmann method for simulating high-speed compressible viscous flows with a boundary layer. Further research is needed (e.g., better numerical models and appropriate finite difference schemes) because the lattice Boltzmann method is still immature for high-speed compressible viscous flow applications.     

Integrated modelling and numerical treatment of freeway flow

The effectiveness of macroscopic dynamic freeway flow models at both uninterrupted and interrupted flow conditions is tested. Model implementation is made by finite difference methods developed here for solving the system's governing equations. These schemes are more effective than existing numerical methods, particularly when generation terms are introduced. The modelling alternatives and numerical solution algorithms are compared by employing a data base generated through microscopic simulation. Despite the effectiveness of the proposed numerical treatments, substantial deviations from the data at interrupted flows are still noticeable. In order to improve performance when flow is interrupted, we develop a modelling methodology that takes into account the ramp-freeway interactions so that all freeway components are treated as a system. We show that the coupling effects of the merging traffic streams are significant. Finally, the incremental benefits of using the more sophisticated high-order continuum models are assessed.     

The Conservation and Convergence of Two Finite Difference Schemes for KdV Equations with Initial and Boundary Value Conditions

Korteweg-de Vries equation is a nonlinear evolutionary partial differential equation that is of third order in space. For the approximation to this equation with the initial and boundary value conditions using the finite difference method, the difficulty is how to construct matched finite difference schemes at all the inner grid points. In this paper, two finite difference schemes are constructed for the problem. The accuracy is second-order in time and first-order in space. The first scheme is a two-level nonlinear implicit finite difference scheme and the second one is a three-level linearized finite difference scheme. The Browder fixed point theorem is used to prove the existence of the nonlinear implicit finite difference scheme. The conservation, boundedness, stability, convergence of these schemes are discussed and analyzed by the energy method together with other techniques. The two-level nonlinear finite difference scheme is proved to be unconditionally convergent and the three-level linearized one is proved to be conditionally convergent. Some numerical examples illustrate the efficiency of the proposed finite difference schemes.     

Simulation of Lamb wave interaction with defects in laminated plates by SEM

For the simulation of the interaction of elastic waves in CFRP Plates with inhomogeneities and defects the spectral finite element method (SEM) is under investigation. The SEM uses high-order shape functions which are composed of Lagrange polynomials with nodes at the Gauss-Lobatto quadrature (GLq) points. In this way we obtain a diagonal mass matrix which makes an explicit time scheme more efficient. In a numerical example based on the first order shear deformation theory (FSDT) a computation by FEAP of an interaction with an inhomogeneity is presented. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A finite volume approach for contingent claims valuation

This paper presents a finite volume approach for solving two-dimensionalcontingent claims valuation problems. The contingent claimsPDEs are in non-divergence form. The finite volume method ismore flexible than finite difference schemes which are oftendescribed in the finance literature and frequently used in practice.Moreover, the finite volume method naturally handles cases wherethe underlying partial differential equation becomes convectiondominated or degenerate. A compact method is developed whichuses a high-order flux limiter for the convection terms. Thispaper will demonstrate how a variety of two-dimensional valuationproblems can all be solved using the same approach. The generalityof the approach is in part due to the fact that changes causedby different model specifications are localized. Constraintson the solution are treated in a uniform manner using a penaltymethod. A variety of illustrative example computations are presented.     

Unconditionally maximum principle preserving finite element schemes for the surface Allen–Cahn type equations

In this paper, we present two types of unconditionally maximum principle preserving finite element schemes to the standard and conservative surface Allen–Cahn equations. The surface finite element method is applied to the spatial discretization. For the temporal discretization of the standard Allen–Cahn equation, the stabilized semi-implicit and the convex splitting schemes are modified as lumped mass forms which enable schemes to preserve the discrete maximum principle. Based on the above schemes, an operator splitting approach is utilized to solve the conservative Allen–Cahn equation. The proofs of the unconditionally discrete maximum principle preservations of the proposed schemes are provided both for semi- (in time) and fully discrete cases. Numerical examples including simulations of the phase separations and mean curvature flows on various surfaces are presented to illustrate the validity of the proposed schemes.     

Monotonicity criteria for difference schemes designed for hyperbolic equations

Previously formulated monotonicity criteria for explicit two-level difference schemes designed for hyperbolic equations (S.K. Godunov’s, A. Harten’s (TVD schemes), characteristic criteria) are extended to multileveled, including implicit, stencils. The characteristic monotonicity criterion is used to develop a universal algorithm for constructing high-order accurate nonlinear monotone schemes (for an arbitrary form of the desired solution) based on their analysis in the space of grid functions. Several new fourth-to-third-order accurate monotone difference schemes on a compact three-level stencil and nonexpanding (three-point) stencils are proposed for an extended system, which ensures their monotonicity for both the desired function and its derivatives. The difference schemes are tested using the characteristic monotonicity criterion and are extended to systems of hyperbolic equations.     

On the study of multilevel difference methods

Multilevel finite difference methods can achieve high-order accuracy by using compact stencils and they are preferred in numerical simulation of wave advections when high accuracy in both the amplitude and phase is needed. Based on the modified equation theory, we present two general approaches that can effectively design highly accurate multilevel difference schemes. Numerical experiments are performed to verify the quality of the multilevel difference methods derived in this paper.