无限域上一维热传导方程的Gauss-Laguerre数值解

针对无限域上一维热传导方程的解析解为反常积分形式,直接计算往往比较困难.首先采用Fourier变换给出问题解析解,其次结合解析解的形式和无限域上Gauss型数值积分法精度高的优点,将半无限域上的一维热传导方程问题利用Gauss-Laguerre数值积分计算数值解,对无限域上的一维热传导方程的解析解转化为半无限域上的形式后用Gauss-Laguerre数值积分计算.实验结果表明,本文给出的数值解方法具有很高的精度.     

高阶非线性奇摄动微分方程的三点边值问题

本文讨论了一类高阶非线性奇摄动微分方程的三点边值问题.根据小参数的不同次幂,分情况补充相应的边界条件.运用边界层函数法,构造了形式渐近解,并得到解的存在唯一性和渐近解的一致有效性.最后用数值计算结果印证了结论.     

Stokes波高阶谐波系数递推的数值计算*

本文用W.H.Hui提出的方法,在半物理平面内重新表述了Stokes波的数学模型和边界条件,提出了两种更有效的数值计算方法来获得Stokes波高阶谐波系数,并可递推至无穷.通过小参数转换,重新得到了Cokelet(1977)的波速和半波高的摄动展开式.     

轴对称弹性动力学问题的重构核插值法

重构核插值法是近年来提出的一种新型无网格方法.该方法的形函数具有点插值性和高阶光滑性,不仅能够直接施加本质边界条件,而且能保证较高的计算精度.为了更有效地求解三维轴对称弹性动力学问题,对重构核插值法(reproducing kernel interpolation method, RKIM)应用于此类问题进行了研究,并发展了相应的数值模拟方法.由于几何形状和边界条件的轴对称性,计算时只需要横截面上离散节点的信息,因而前处理变得简单.采用Newmark-β法进行了时域积分.数值算例表明,轴对称弹性动力学分析的重构核插值法既有无网格方法的优势,又有较高的计算精度.     

基于透射边界条件的高阶离散型角点条件

对波动方程的数值模拟中，在有限区域建立吸收边界条件，其中对区域角点的处理是一个很重要的问题．随着吸收边界条件阶数的提高，与之匹配的角点条件也越难建立．MTF是一种离散型吸收边界条件．在此，对于二维问题，基于MTF建立离散型高阶角点条件，对计算区域角点处理时，在区域对角线方向上建立N阶MTF公式．问题也可推广到三维．数值结果证实了我们的猜测．     

精确有限元法

本文提出构造有限单元的新方法——精确有限元法.它可以求解在任意边界条件下任意变系数正定或非正定偏微分方程。文中给出它的收敛性证明和计算偏微分方程的一般格式。用精确元法所得到的单元是一个非协调元,单元之间的相容条件容易处理.与相同自由度普通有限元相比,由精确元法所得到的解的高阶导数具有较高的收敛精度.文末给出数值算例,所得到的结果均收敛于精确解,并有较好的数值精度.     

马氏相依风险模型红利折现的矩

该文讨论常数红利边界下的马氏相依模型的矩的问题. 首先, 推导出破产前全部红利的折现期望、红利折现的高阶矩所满足的积分-微分方程组及相应的边界条件. 然后, 通过构造特殊的初始条件, 利用Laplace变换, 在给定的一类索赔分布下, 得到上面方程组的显式解. 最后, 给出两状态下指数索赔的数值计算结果.     

数学物理中的总体和局部场GL方法

为了求解物理化学生物材料和金融中的微分方程,提出了一种总体(Global)和局部(Local)场方法.微分方程的求解区域可以是有限域,无限域,或具曲面边界的部分无限域.其无限域包括有限有界不均匀介质区域.其不均匀介质区域被分划为若干子区域之和.在这含非均匀介质的无限区域,将微分方程的解显式地表示为在若干非均匀介质子区域上和局部子曲面的积分的递归和.把正反算的非线性关系递归地显式化.在无限均匀区域,微分方程的解析解被称为初始总体场.微分方程解的总体场相继地被各个非均匀介质子区域的局部散射场所修正.这种修正过程是一个子域接着另个子域逐步相继地进行的.一旦所有非均匀介质子区域被散射扫描和有限步更新过程全部完成后,微分方程的解就获得了.称其为总体和局部场的方法,简称为GL方法.GL方法完全地不同于有限元及有限差方法,GL方法直接地逐子域地组装逆矩阵而获得解.GL方法无需求解大型矩阵方程,它克服了有限元大型矩阵解的困难.用有限元及有限差方法求解无限域上的微分方程时,人为边界及其上的吸收边界条件是必需的和困难的,人为边界上的吸收边界条件的不精确的反射会降低解的精确度和毁坏反算过程.GL方法又克服了有限元和有限差方法的人为边界的困难.GL方法既不需要任何人为边界又不需要任何吸收边界条件就可以子域接子域逐步精确地求解无限域上的微分方程.有限元和有限差方法都仅仅是数值的方法,GL方法将解析解和数值方法相容地结合起来.提出和证明了三角的格林函数积分方程公式.证明了当子域的直经趋于零时,波动方程的GL方法的数值解收敛于精确解.GL方法解波动方程的误差估计也获得了.求解椭圆型,抛物线型,双曲线型方程的GL模拟计算结果显示出我们的GL方法具有准确,快速,稳定的许多优点.GL方法可以是有网,无网和半网算法.GL方法可广泛应用在三维电磁场,三维弹塑性力学场,地震波场,声波场,流场,量子场等方面.上述三维电磁场等应用领域的GL方法的软件已经由作者研制和发展了。     

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.     

具有边梁加固的板弯曲问题的变分-差分方法研究

具有边梁加固的板的弯曲问题,其平衡方程模型为四阶椭圆型偏微分方程的边值问题,其中的自然边界条件涉及到了沿板边的切线和法线方向的高阶导数,对于非均匀、变厚度的板,该问题还具有"变系数"的特点.由问题的变分模型入手,应用变分-差分方法构造了该边值问题的一个差分格式.由于该方法能够结合平衡方程模型中的边界条件以消除沿板边的高阶导数项,因而,所得差分算子仅仅依赖于板面网格结点,并且保持了差分算子的对称、正定性质.同时,将已得算法在计算机上进行了数值模拟,并与现有文献进行了对比计算.结果显示本文所给出的算法具有较高的精确度,该算法将可用于定量地揭示板与边梁之间相互作用的规律,为工程设计提供参考依据.     

On Local Nonreflecting Boundary Conditions for Time Dependent Wave Propagation

The simulation of wave phenomena in unbounded domains generally requires an artificial boundary to truncate the unbounded exterior and limit the computation to a finite region. At the artificial boundary a boundary condition is then needed, which allows the propagating waves to exit the computational domain without spurious reflection. In 1977, Engquist and Majda proposed the first hierarchy of absorbing boundary conditions, which allows a systematic reduction of spurious reflection without moving the artificial boundary farther away from the scatterer. Their pioneering work, which initiated an entire research area, is reviewed here from a modern perspective. Recent developments such as high-order local conditions and their extension to multiple scattering are also presented. Finally, the accuracy of high-order local conditions is demonstrated through numerical experiments.     

Klein-Gordon equation with advection on unbounded domains using spectral elements and high-order non-reflecting boundary conditions

A reduced shallow water model under constant, non-zero advection in the infinite channel is considered. High-order (Givoli-Neta) non-reflecting boundary conditions are introduced in various configurations to create a finite computational space and solved using a spectral element formulation with high-order time integration. Numerical examples are used to demonstrate the synergy of using high-order spatial, time, and boundary discretization. We show that by balancing all numerical errors involved, high-order accuracy can be achieved for unbounded domain problems.     

三维Poisson方程外问题的高阶局部人工边界条件

１引言假设Ｒ３是一分片光滑的闭曲面．是以为边界的无界区域,=Ｒ3是以为边界的有界区域,并且存在球Ｂ0＝ｘｘＲ0我们考虑下面Ｐｏｉｓｓｏｎ方程的外问题：这里f(x）,ｇ（x）是,上的已知函数,f(x)的支集是紧的,即存在一个球面=x·x=R1,使得x＝xｘＲ１,有ｆx＝０．令＝,则ｆ（ｘ）的支集包含在中,令＝xx＝,表示u在上的外法向微商．用流量为零的条件代替无限远处条件（３）,则我们得到一个新的外问题：我们将分别讨论问题（１）－（３）和（４）－（７）的数值解．由于求解区域的无界性,给数值计算带来了本质性的困难．克服此…     

THE GLOBAL ARTIFICIAL BOUNDARY CONDITIONS FOR NUMERICAL SIMULATIONS OF THE 3D FLOW AROUND A SUBMERGED BODY

We consider the numerical approximations of the three-dimensional steady potential flow around a body moving in a liquid of finite constant depth at constant speed and distance below a free surface in a channel. One vertical side is introduced as the up-stream artificial boundary and two vertical sides are introduced as the downstream arti-ficial boundaries. On the artificial boundaries, a sequence of high-order global artificial boundary conditions are given. Then the original problem is reduced to a problem defined on a finite computational domain, which is equivalent to a variational problem. After solving the variational problem by the finite element method, we obtain the numerical approximation of the original problem. The numerical examples show that the artificial boundary conditions given in this paper are very effective.     

High-order non-reflecting boundary conditions for dispersive waves in polar coordinates using spectral elements

High-order non-reflecting boundary conditions are introduced to create a finite computational space and for the solution of dispersive waves using a spectral element formulation with high-order time integration. Numerical examples are used to demonstrate the synergy of using high-order spatial, time, and boundary discretization. We show that by balancing all numerical errors involved, high-order accuracy can be achieved for unbounded domain problems in polar coordinate systems.     

NUMERICAL SOLUTIONS OF PARABOLIC PROBLEMS ON UNBOUNDED 3-D SPATIAL DOMAIN

In this paper,the numerical solutions of heat equation on 3-D unbounded spatial do-main are considered. n artificial boundary Γ is introduced to finite the computationaldomain.On the artificial boundary Γ,the exact boundary condition and a series of approx-imating boundary conditions are derived,which are called artificial boundary conditions.By the exact or approximating boundary condition on the artificial boundary,the originalproblem is reduced to an initial-boundary value problem on the bounded computationaldomain,which is equivalent or approximating to the original problem.The finite differencemethod and finite element method are used to solve the reduced problems on the finitecomputational domain.The numerical results demonstrate that the method given in thispaper is effective and feasible.     

A principle of images for absorbing boundary conditions

When one uses high-order finite difference schemes for the wave equation, for instance fourth order schemes, the treatment of boundary conditions poses a real difficulty since one needs several additional equations (for the nodes close to the boundary), while one single scalar boundary condition is available. In the case of perfectly reflecting boundary conditions, namely the homogeneous Neumann or Dirichlet conditions, this difficulty can be overcomed by the use of the well-known image principle, which permits the extension of the equation outside of the domain of calculation by an appropriate symmetrization of the data. We propose in this article a generalization of this principle to the absorbing boundary conditions. Through a symmetrization process, we are led to introduce a damped wave equation with a damping term supported by the boundary. The treatment of the boundary condition is then replaced by the approximation of this new damped wave equation in the whole space. The theoretical justification of our approach is based on new energy estimates for the wave equation (when high-order absorbing boundary conditions are used), and constitutes an alternative to the use of the well-known Kreiss criterion to prove the stability of the associated initial boundary value problems. © 1994 John Wiley & Sons, Inc.     

AN ARTIFICIAL BOUNDARY CONDITION FOR THE INCOMPRESSIBLE VISCOUS FLOWS IN A NO-SLIP CHANNEL

1.IntroductionWhencomputingthenumericals0luti0nsofviscousfluidfl0wproblemsinallun-boundedd0main,0neoftenintroducesartificialboundaries,andsetsupanartificialbopundarycondition0nthem;thenthe0riginalproblemisreducedtoaproblemonab0undedc0mputationald0main.InordertoIimitthecomputatio11alcost,theseboundariesmustnotbet00farfromthedomainofinterest.Theref0re,theartificialboundaryc0nditi0nsmustbegoodapprotimationt0the"exact"boundaryconditions(sothatthes0lutionoftheproblemintheboundeddonlainisequaltothes…     

Layer potential techniques for the narrow escape problem

The narrow escape problem consists in deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the remaining reflecting boundaries. Using layer potential techniques, we rigorously find high-order asymptotic expansions of such solutions. The asymptotic formula explicitly exhibits the nonlinear interaction of many small absorbing targets. Based on the asymptotic theory for eigenvalue problems developed in Ammari et al. (2009) [3], we also construct high-order asymptotic formulas for the perturbation of eigenvalues of the Laplace and the drifted Laplace operators for mixed boundary conditions on large and small pieces of the boundary.     

Discrete non-local boundary conditions for split-step Padé approximations of the one-way Helmholtz equation

This paper deals with the efficient numerical solution of the two-dimensional one-way Helmholtz equation posed on an unbounded domain. In this case, one has to introduce artificial boundary conditions to confine the computational domain. The main topic of this work is the construction of the so-called discrete transparent boundary conditions for state-of-the-art parabolic equation methods, namely a split-step discretization of the high-order parabolic approximation and the split-step Padé algorithm of Collins. Finally, several numerical examples arising in optics and underwater acoustics illustrate the efficiency and accuracy of our approach.