中国外汇市场压力指数与货币政策关联性——基于TVP-VAR方法的实证分析

为了正确评估中国外汇市场运行状况,本文首次选取有效汇率、外汇储备、中外利差和汇率预期,并首次使用GIRF方法构建中国EMPI。本文考虑经济数据发生结构突变的可能性,引入TVP-VAR方法研究EMPI与货币政策关联性,实证结果表明:2005年7月至2011年1月,人民币升值压力的月份居多;2011年2月至2015年12月,人民币贬值压力的月份居多;经济增长、国内信贷均与EMPI有相互引导的关系,且在不同时期会有所差异。此外,TVP-VAR方法的实证结果通过了稳健性检验。     

A priori and a posteriori estimates for three‐dimensional Stokes equations with nonstandard boundary conditions

In this article, we study the Stokes problem with some nonstandard boundary conditions. The variational formulation decouples into a system for the velocity and a Poisson equation for the pressure. The corresponding discrete system do not need an inf‐sup condition. Hence, the velocity is approximated with “ curl ” conforming finite elements and the pressure with standard continuous elements. Next, we establish optimal a priori and a posteriori estimates and we finally concluded with numerical tests. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2012     

A posteriori error estimate for the Stokes–Darcy system

We consider the a posteriori error estimates for finite element approximations of the Stokes–Darcy system. The finite element spaces adopted are the Hood–Taylor element for the velocity and the pressure in fluid region and conforming piecewise quadratic element for the pressure in porous media region. The a posteriori error estimate is based on a suitable evaluation on the residual of the finite element solution. It is proven that the a posteriori error estimate provided in this paper is both reliable and efficient. Copyright © 2011 John Wiley & Sons, Ltd.     

A mixed and discontinuous Galerkin finite volume element method for incompressible miscible displacement problems in porous media

The incompressible miscible displacement problem in porous media is modeled by a coupled system of two nonlinear partial differential equations, the pressure‐velocity equation and the concentration equation. In this article, we present a mixed finite volume element method for the approximation of pressure‐velocity equation and a discontinuous Galerkin finite volume element method for the concentration equation. A priori error estimates in L^∞(L²) are derived for velocity, pressure, and concentration. Numerical results are presented to substantiate the validity of the theoretical results. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2012     

Numerical simulation of generalized newtonian blood flow past a couple of irregular arterial stenoses

This paper looked at the numerical investigations of the generalized Newtonian blood flow through a couple of irregular arterial stenoses. The flow is treated to be axisymmetric, with an outline of the stenoses obtained from a three dimensional casting of a mild stenosed artery, so that the flow effectively becomes two‐dimensional. The Marker and Cell (MAC) method is developed for the governing unsteady generalized Newtonian equations in staggered grid for viscous incompressible flow in the cylindrical polar co‐ordinates system. The derived pressure‐Poisson equation was solved using Successive‐Over‐Relaxation (S.O.R.) method and the pressure‐velocity correction formulae have been derived. Computations are performed for the pressure drop, the wall shear stress distribution and the separation region. The presented computations show that in comparison to the corresponding Newtonian model the generalized Newtonian fluid experiences higher pressure drop, lower peak wall shear stress and smaller separation region. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 960–981, 2011     

Numerical analyis of turbulent flow in a Coanda ejector

The task of this study is to investigate the influence of various geometric parameters and pressure ratios on the Coanda ejector performance. For numerically investigations we use an implicit formulation of the compressible Reynolds-average Navier-Stokes equations (RANS) for axisymmetric flow with a shear stress transport k − ω (SST model) turbulence model. The numerically results was obtained for a total pressure range 1-5 Bars, imposed at the reservoir inlet. The effect of various factors, such as, the pressure ratio, primary nozzle and ejector configurations on the system performance has been evaluated based on defined performance parameters. The numerical results have been compared with theoretical and experimental results for a given Coanda ejector configuration. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A class of pseudo‐parabolic equations: existence,uniqueness of weak solutions,and error estimates for the Euler‐implicit discretization

In this paper, we investigate a class of pseudo‐parabolic equations. Such equations model two‐phase flow in porous media where dynamic effects are included in the capillary pressure. The existence and uniqueness of a weak solution are proved, and error estimates for an Euler implicit time discretization are obtained. Copyright © 2011 John Wiley & Sons, Ltd.     

On a hierarchical error estimator combined with a stabilized method for the Navier–Stokes equations

This work combines two complementary strategies for solving the steady incompressible Navier–Stokes model with a zeroth‐order term, namely, a stabilized finite element method and a mesh–refinement approach based on an error estimator. First, equal order interpolation spaces are adopted to approximate both the velocity and the pressure while stability is recovered within the stabilization approach. Also designed to handle advection dominated flows under zeroth‐order term influence, the stabilized method incorporates a new parameter with a threefold asymptotic behavior. Mesh adaptivity driven by a new hierarchical error estimator and built on the stabilized method is the second ingredient. The estimator construction process circumvents the saturation assumption by using an enhancing space strategy which is shown to be equivalent to the error. Several numerical tests validate the methodology. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A symmetric mixed finite element method for nearly incompressible elasticity based on biorthogonal systems

We present a symmetric version of the nonsymmetric mixed finite element method presented in (Lamichhane, ANZIAM J 50 (2008), C324–C338) for nearly incompressible elasticity. The displacement–pressure formulation of linear elasticity is discretized using a Petrov–Galerkin discretization for the pressure equation in (Lamichhane, ANZIAM J 50 (2008), C324–C338) leading to a non‐symmetric saddle point problem. A new three‐field formulation is introduced to obtain a symmetric saddle point problem which allows us to use a biorthogonal system. Working with a biorthogonal system, we can statically condense out all auxiliary variables from the saddle point problem arriving at a symmetric and positive‐definite system based only on the displacement. We also derive a residual based error estimator for the mixed formulation of the problem. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2012     

Coupling of the Reynolds Fluid-Film Equation with the 2D Navier-Stokes Equations

The pressure field in thin fluid films can quite precisely be calculated by Reynolds fluid-film equation. In some problems, it may be useful to couple thin fluid-films with general 2D or 3D fluid flows. In the current work, we analyze the fluid flow, pressure and temperature field in a hydrodynamic journal bearing with a rectangular oil groove. Pressure and temperature in the fluid gap are calculated by means of the Reynolds equation and the 2D energy equation. Cavitation effects are taken into account by incorporating a 2-phase cavitation approach. In order to calculate the velocity and pressure field in the oil groove, the 2D Navier-Stokes equations are used; the temperature distribution in the oil groove is computed by means of the 2D energy equation. Appropriate coupling conditions for velocity, pressure and temperature are formulated in order to couple the flow in the fluid gap with the flow in the oil groove. Thermal expansion of journal shaft and bearing housing are also taken into account, since the bearing clearance changes with increasing temperature. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A mixed least-squares formulation of the Navier-Stokes equations for incompressible Newtonian fluid flow

The goal of this contribution is the numerical simulation of Newtonian fluid flow. In order to solve the governing incompressible Navier-Stokes equations, a mixed finite element based on a least-squares formulation is presented. We derive a div-grad first-order system resulting in a three-field approach with stresses, velocities, and pressure as unknowns, see e.g. Cai et al. [1], which is the basis for the associated minimization problem. Finally, a numerical example is presented to show the applicability and performance of the considered formulation. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Uncertainties Quantification and Data Compression in numerical Aerodynamics

We research how uncertainties in the angle of attack, in the Mach number and in the geometry of the airfoil propagate in the solution (pressure, density, velocity etc). To compute different statistical functionals of the solution we build a low-rank response surface. The building algorithm is working on the fly, is based on the QR-decomposition, has drastically reduced memory requirements and linear complexity. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Suppression of Electromagnetically Induced Free-Surface Instabilities in Liquid Metals

The work presented is devoted to studies of foundations of the suppression techniques for electromagnetically induced instabilities of the free liquid metal surfaces. Such instabilities occur, for instance, in a number of technologies for requested refinement of materials like electron beam evaporation or levitation melting, in which the electromagnetic shaping technique is applied. The instability phenomenon in our case has following magnetohydrodynamic background. High-frequency magnetic field causes Lorentz force density generation within so-called skin-layer in the liquid metal, which works as a surface pressure in turn. With increase of the electromagnetic pressure a destabilizing mechanism progresses within the liquid metal domain, which causes a bifurcation. In this paper we discuss application alternating magnetic fields to increase the bifurcation threshold by passive and active redistribution of the Lorentz force density in the near-surface layers of the liquid metal domain. A novel stabilization system on the basis of a local electromagnetic influence on the liquid metal surface in the high frequency magnetic field is presented. The experimental results are discussed. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimal control of hydroforming processes

We consider an optimal control problem for sheet metal hydroforming. As a first step derivative free optimization algorithms are used to control the time dependent blank holder force and the fluid pressure, which are typical control variables. Our goal is to obtain a desired final configuration. We present numerical examples for 2D and 3D ABAQUS simulations for the hydroforming process of complexly curved sheet metals with bifurcated cross-sections. Since a single ABAQUS simulation takes a long time, optimization algorithms based on reduced models are under investigation. The reduced order model is based on a Galerkin solver for the elastoplasticity problem. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Asymptotic behavior of solutions to Euler–Poisson equations for bipolar hydrodynamic model of semiconductors

In this paper we study the Cauchy problem for 1-D Euler–Poisson system, which represents a physically relevant hydrodynamic model but also a challenging case for a bipolar semiconductor device by considering two different pressure functions and a non-flat doping profile. Different from the previous studies (Gasser et al., 2003 [7], Huang et al., 2011 [12], Huang et al., 2012 [13]) for the case with two identical pressure functions and zero doping profile, we realize that the asymptotic profiles of this more physical model are their corresponding stationary waves (steady-state solutions) rather than the diffusion waves. Furthermore, we prove that, when the flow is fully subsonic, by means of a technical energy method with some new development, the smooth solutions of the system are unique, exist globally and time-algebraically converge to the corresponding stationary solutions. The optimal algebraic convergence rates are obtained.     

An optimal‐order error estimate for a Galerkin‐mixed finite‐element time‐stepping procedure for porous media flows

This article deals with the numerical approximation of miscible displacement problem of one incompressible fluid in a porous medium. The adopted formulation is based on the combined use of a mixed finite‐element scheme to treat pressure equation and of the finite‐element approach to treat concentration equation. Optimal‐order error estimates are obtained under some milder mesh‐parameter constraints. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 707–719, 2012     

Control of two-dimensional turbulent wall jet on a coanda surface

The Coanda effect that is the tendency of a fluid jet to stay attached to an adjacent curved surface that is very well shaped has been employed to improve the performance of various devices. The main objective of this paper is to investigate ways of keeping the flow attached to a larger length of a Coanda surface. There are considered two possibilities: one passive, which uses a slot that connects the low pressure and high pressure points on the Coanda surface and an active one, based on the principle of synthetic jet, created through an orifice located near the point of detachment of the jet. Reynolds averaged Navier-Stokes simulations (RANS) with shear stress transport k-ω (SST model) of Menter have been used to compute the two-dimensional turbulent wall jet. The numerical results are presented for the two methods considered. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Dynamical structure of the turbulent boundary layer on rough surface

The experiments on structure of turbulent boundary layer on the plane rough wall without pressure gradient are presented. Sand roughness of the wall is considered. Measurements are carried out using Time-Resolved PIV technique in planes parallel and perpendicular to the wall. The results on rough wall are compared with the base case of boundary layer on smooth wall. Hairpin vortices have been detected. Topology and typical size of those structures substantially differ in the cases in question. (© 2011 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stabilized DDFV schemes for stokes problem with variable viscosity on general 2D meshes

“Discrete Duality Finite Volume” schemes (DDFV for short) on general meshes are studied here for Stokes problems with variable viscosity with Dirichlet boundary conditions. The aim of this work is to analyze the well‐posedness of the scheme and its convergence properties. The DDFV method requires a staggered scheme, the discrete unknowns, the components of the velocity and the pressure, are located on different nodes. The scheme is stabilized using a finite volume analogue to Brezzi‐Pitkäranta techniques. This scheme is proved to be well‐posed on general meshes and to be first order convergent in a discrete H¹ ‐norm and a discrete L² ‐norm for respectively the velocity and the pressure. Finally, numerical experiments confirm the theoretical prediction, in particular on locally refined non conformal meshes. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1666–1706, 2011     

A study of pressure distribution for a slider bearing lubricated with a second‐grade fluid

An infinitely wide lubricated bearing consisting of connected surfaces of second‐grade fluid is analyzed in the present study. The velocity and pressure fields are obtained by a homotopy analysis method (HAM). Two cases, namely, inclined and parabolic slider bearings are considered. The viscoelastic effects play an important role even under the assumption of the order of the magnitude of the variable. However, inertial term does not contribute. Graphical results are interpreted. Comparison between the numerical values for the inclined and parabolic slider bearing is also presented. In addition to that for a meaningful solution, the graphs of convergence parameter, residual error, and numerical comparison are also presented. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1231–1241, 2011