Two Novel Classes of Arbitrary High-Order Structure-Preserving Algorithms for Canonical Hamiltonian Systems

In this paper, we systematically construct two classes of structure-preserving schemes with arbitrary order of accuracy for canonical Hamiltonian systems. The one class is the symplectic scheme, which contains two new families of parameterized symplectic schemes that are derived by basing on the generating function method and the symmetric composition method, respectively. Each member in these schemes is symplectic for any fixed parameter. A more general form of generating functions is introduced, which generalizes the three classical generating functions that are widely used to construct symplectic algorithms. The other class is a novel family of energy and quadratic invariants preserving schemes, which is devised by adjusting the parameter in parameterized symplectic schemes to guarantee energy conservation at each time step. The existence of the solutions of these schemes is verified. Numerical experiments demonstrate the theoretical analysis and conservation of the proposed schemes.     

Numerical solving dynamic problems of elastoplastic deformation of solids

Numerical schemes for solving two-dimensional dynamic problems of elasticity theory based upon several local approximations for each of the required functions are discussed. The schemes contain free parameters (dissipation constants). An explicit form of artificial dissipation of the solutions allows us to control its size and to effectively construct both explicit and implicit schemes. The principle of producing such schemes is applied to a plane dynamic problem of elasticity theory as an example. We describe a class of problems for which numerical algorithms using several local approximations for each of the required functions are constructed. Examples of solving practical problems are given.     

Stable strong order 1.0 schemes for solving stochastic ordinary differential equations

The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruyama scheme, for solving stiff stochastic differential equations. We extend the Balanced method to introduce a class of stable strong order 1.0 numerical schemes for solving stochastic ordinary differential equations. We derive convergence results for this class of numerical schemes. We illustrate the asymptotic stability of this class of schemes is illustrated and is compared with contemporary schemes of strong order 1.0. We present some evidence on parametric selection with respect to minimising the error convergence terms. Furthermore we provide a convergence result for general Balanced style schemes of higher orders.     

Monotone schemes for a class of nonlinear elliptic and parabolic problems

We construct monotone numerical schemes for a class of nonlinear PDE for elliptic and initial value problems for parabolic problems. The elliptic part is closely connected to a linear elliptic operator, which we discretize by monotone schemes, and solve the nonlinear problem by iteration. We assume that the elliptic differential operator is in the divergence form, with measurable coefficients satisfying the strict ellipticity condition, and that the right-hand side is a positive Radon measure. The numerical schemes are not derived from finite difference operators approximating differential operators, but rather from a general principle which ensures the convergence of approximate solutions. The main feature of these schemes is that they possess stencils stretching far from basic grid-rectangles, thus leading to system matrices which are related to M-matrices.     

On second-order antidiffusive Lagrangian-remap schemes for multispecies kinematic flow models

This paper focuses on the numerical approximation of the solutions of multi-species kinematic flow models. These models are strongly coupled nonlinear first-order conservation laws with various applications like sedimentation of a polydisperse suspension in a viscous fluid, or traffic flow modeling. Since the eigenvalues and eigenvectors of the corresponding flux Jacobian matrix have no closed algebraic form, this is a challenging issue. A new class of simple schemes based on a Lagrangian- Eulerian decomposition (the so-called Lagrangian-remap (LR) schemes) was recently advanced in [4] for traffic flow models with nonnegative velocities, and extended to models of polydisperse sedimentation in [5]. These schemes are supported by a partial numerical analysis when one species is considered only, and turned out to be competitive in both accuracy and efficiency with several existing schemes. Since they are only first-order accurate, it is the purpose of this contribution to propose an extension to second-order accuracy using quite standard MUSCL and Runge-Kutta techniques. Numerical illustrations are proposed for both applications and involving eleven species (sedimentation) and nine species (traffic) respectively.     

高分辨KFVS有限体积方法及其CFD应用

1．引言文中研究三维Euler方程组的数值求解·儿1）中p,（。。,。。,。z）,p和E分别表示流体密度,流体速度矢量,压力和总能．方程组（1．1）是不封闭的,除非增加一个额外的方程一状态方程p一pk句,e表示单位质量内能．本文仅限于理想气体,此时状态方程为p一（、－1加e．队2）近H十年来,涌现了许多求解方程组（1．1）的无振荡、高分辨格式,例如TVD格式问,＊＊O格式问等,它们在一定程度上促进了航空航天和造船事业的发展．其中有一类根据双曲方程组（1．l）特征值的符号建立的迎风格式尤为突出,与中心格式相比,迎风格式的耗…     

Commutative Association Schemes Whose Symmetrizations Have Two Classes

If a symmetric association scheme of class two is realized as the symmetrization of a commutative association scheme, then it either admits a unique symmetrizable fission scheme of class three or four, or admits three fission schemes, two of which are class three and one is of class four. We investigate the classification problem for symmetrizable (commutative) association schemes of two-class symmetric association schemes. In particular, we give a classification of association schemes whose symmetrizations are obtained from completely multipartite strongly regular graphs in the notion of wreath product of two schemes. Also the cyclotomic schemes associated to Paley graphs and their symmetrizable fission schemes are discussed in terms of their character tables.     

High‐order Padé and singly diagonally Runge‐Kutta schemes for linear ODEs,application to wave propagation problems

In this article, we address the problem of constructing high‐order implicit time schemes for wave equations. We consider two classes of one‐step A‐stable schemes adapted to linear Ordinary Differential Equation (ODE). The first class, which is not dissipative is based on the diagonal Padé approximant of exponential function. For this class, the obtained schemes have the same stability function as Gauss Runge‐Kutta (Gauss RK) schemes. They have the advantage to involve the solution of smaller linear systems at each time step compared to Gauss RK. The second class of schemes are constructed such that they require the inversion of a unique linear system several times at each time step like the Singly Diagonally Runge‐Kutta (SDIRK) schemes. While the first class of schemes is constructed for an arbitrary order of accuracy, the second‐class schemes is given up to order 12. The performance assessment we provide shows a very good level of accuracy for both classes of schemes, and the great interest of considering high‐order time schemes that are faster. The diagonal Padé schemes seem to be more accurate and more robust.     

A classification of the weighting schemes in reference point procedures for multiobjective programming

The reference point-based methods form one of the most widely used class of interactive procedures for multiobjective programming problems. The achievement scalarizing functions used to determine the solutions at each iteration usually include weights. In this paper, we have analysed nine weighting schemes from the preferential point of view, that is, examining their performance in terms of which reference values are given more importance and why. As a result, we have carried out a systematic classification of the schemes attending to their preferential meaning. This way, we distinguish pure normalizing schemes from others where the weights have a preferential interpretation. This preferential behaviour can be either designed (thus, predetermined) by the method, or decided by the decision maker. Besides, several figures have been used to illustrate the way each scheme works. This paper enables the potential users to choose the most appropriate scheme for each case.     

一类半线性对流扩散问题特征-有限体积法H1模误差估计

1引言有限体积法是由Baliga和Patankar提出的一种数值求解偏微分方程,特别是物理学中保持守恒律方程的有效方法．由于其运用原方程的体积积分公式和有限控制体积来离散方程．使方程在控制体积上保持守恒律这一重要的物理特性,自出现以来,有了很大的发展([2-4],[10])．特征线方法([1],[8],[9])则是一种非常适合求解对流占优扩散方程的数值     

Dynamically consistent numerical methods for general productive–destructive systems

The dynamic consistency of a class of non-standard finite-difference schemes is analysed for general 2D and 3D productive–destructive systems (PDS). Based on those results a methodology for construction of positive and elementary stable non-standard numerical methods is developed. The numerical techniques are based on a non-local modelling of the right-hand side function and a non-standard treatment of the time derivative. This discretization approach leads to significant qualitative improvements in the behaviour of the numerical solutions. The explicit form of the proposed new schemes makes them a computationally effective tool in simulations of the dynamics of systems of biological, chemical and physical interactions that are naturally modelled by PDS. Applications to several specific biological systems are presented.     

The Entropy Condition for Implicit TVD Schemes

A class of implicit trapezoidal TVD schemes is proven to satisfy a discrete convex entropy inequality and the solution sequence of such implicit trapezoidal schemes converges to the physically relevant solution for genuinely nonlinear scalar conservation laws. The results are extended for a class of generalized implicit one-leg TVD schemes.     

Multisplitting Iteration Schemes for Solving a Class of Nonlinear Complementarity Problems

We consider several synchronous and asynchronous multisplitting iteration schemes for solving aclass of nonlinear complementarity problems with the system matrix being an H-matrix.We establish theconvergence theorems for the schemes.The numerical experiments show that the schemes are efficient forsolving the class of nonlinear complementarity problems.     

Nonstandard finite difference schemes for a class of generalized convection–diffusion–reaction equations

In this work, a class of nonstandard finite difference (NSFD) schemes are proposed to approximate the solutions of a class of generalized convection–diffusion–reaction equations. First, in the case of no diffusion, two exact finite difference schemes are presented using the method of characteristics. Based on these two exact schemes, a class of exact schemes are presented by introducing a parameter α. Second, since the forms of these exact schemes are so complicated that they are not convenient to use, a class of NSFD schemes are derived from the exact schemes using numerical approximations. It follows that, under certain conditions about denominator function of time‐step sizes, these NSFD schemes are elementary stable and the solutions are positive and bounded. Third, by means of the Mickens' technique of subequations, a new class of implicit NSFD schemes are constructed for the full convection–diffusion–reaction equations. It is shown that, under certain parameters set, these NSFD schemes are capable of preserving the non‐negativity and boundedness of the analytical solutions. Finally, some numerical simulations are provided to verify the validity of our analytical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1288–1309, 2015     

A Class of Explicit Exponential General Linear Methods

In this paper, we consider a class of explicit exponential integrators that includes as special cases the explicit exponential Runge–Kutta and exponential Adams–Bashforth methods. The additional freedom in the choice of the numerical schemes allows, in an easy manner, the construction of methods of arbitrarily high order with good stability properties. We provide a convergence analysis for abstract evolution equations in Banach spaces including semilinear parabolic initial-boundary value problems and spatial discretizations thereof. From this analysis, we deduce order conditions which in turn form the basis for the construction of new schemes. Our convergence results are illustrated by numerical examples. AMS subject classification (2000) 65L05, 65L06, 65M12, 65J10     

The asymptotically best method for synthesizing limited-depth Boolean recursive schemes

A model of limited-depth recursive schemes for the functions of Boolean algebra (Boolean functions), constructed from multi-output functional elements, is considered. A lower estimate of the Shannon function for the complexity of schemes of this class is derived. Upper estimates for the complexity of some specific functions and systems of functions in this class of schemes are obtained. A method is proposed for synthesizing schemes of this class for arbitrary functions that allow us (using the derived lower estimate) to determine the asymptotics of the Shannon function for their complexity.     

Two-stage complex Rosenbrock schemes for stiff systems

New two-stage Rosenbrock schemes with complex coefficients are proposed for stiff systems of differential equations. The schemes are fourth-order accurate and satisfy enhanced stability requirements. A one-parameter family of L1-stable schemes with coefficients explicitly calculated by formulas involving only fractions and radicals is constructed. A single L2-stable scheme is found in this family. The coefficients of the fourth-order accurate L4-stable scheme previously obtained by P.D Shirkov are refined. Several fourth-order schemes are constructed that are high-order accurate for linear problems and possess the limiting order of L-decay. The schemes proposed are proved to converge. A symbolic computation algorithm is developed that constructs order conditions for multistage Rosenbrock schemes with complex coefficients. This algorithm is used to design the schemes proposed and to obtain fifth-order accurate conditions.     

On the relationship between Semi-Lagrangian and Lagrange–Galerkin schemes

Following a previous result stating their equivalence under constant advection speed, Semi-Lagrangian and Lagrange–Galerkin schemes are compared in this paper in the situation of variable coefficient advection equations. Once known that Semi-Lagrangian schemes can be proved to be equivalent to area-weighted Lagrange–Galerkin schemes via a suitable definition of the basis functions, we will further prove that area-weighted Lagrange–Galerkin schemes represent a “small” (more precisely, an $O(\Delta t$ )) perturbation of exact Lagrange–Galerkin schemes. This equivalence implies a general result of stability for Semi-Lagrangian schemes.     

Discrete time high-order schemes for viscosity solutions of Hamilton-Jacobi-Bellman equations

Summary. A general method for constructing high-order approximation schemes for Hamilton-Jacobi-Bellman equations is given. The method is based on a discrete version of the Dynamic Programming Principle. We prove a general convergence result for this class of approximation schemes also obtaining, under more restrictive assumptions, an estimate in of the order of convergence and of the local truncation error. The schemes can be applied, in particular, to the stationary linear first order equation in . We present several examples of schemes belonging to this class and with fast convergence to the solution. Received July 4, 1992 / Revised version received July 7, 1993     

A minimum entropy principle of high order schemes for gas dynamics equations

The entropy solutions of the compressible Euler equations satisfy a minimum principle for the specific entropy (Tadmor in Appl Numer Math 2:211–219, 1986). First order schemes such as Godunov-type and Lax-Friedrichs schemes and the second order kinetic schemes (Khobalatte and Perthame in Math Comput 62:119–131, 1994) also satisfy a discrete minimum entropy principle. In this paper, we show an extension of the positivity-preserving high order schemes for the compressible Euler equations in Zhang and Shu (J Comput Phys 229:8918–8934, 2010) and Zhang et?al. (J Scientific Comput, in press), to enforce the minimum entropy principle for high order finite volume and discontinuous Galerkin (DG) schemes.