Exponential dichotomies of nonlinear discrete systems and its application to numerical analysis and computation

In this pepar we consider the upwind difference scheme of a kind of boundary value problems for nonlinear, second order, ordinary differential equations. Singular perturbation method is applied to construct the asymptotic approximation of the solution to the upwind difference equation. Using the theory of exponential dichotomies we show that the solution of an order-reduced equation is a good approximation of the solution to the upwind difference equation except near boundaries. We construct correctors which yield asymptotic approximations by adding them to the solution of the order-reduced equation. Finally, some numerical examples are illustrated.     

A study of upstream-weighted high-order differencing for approximation to flow convection

This paper is concerned with a number of upstream-weighted second- and third-order difference schemes. Also considered are the conventional upwind and central difference schemes for comparison. It commences with a general difference equation which unifies all the given first-, second- and third-order schemes. The various schemes are evaluated through the use of the general equation. The unboundedness and accuracy of the solutions by the difference schemes are assessed via various analyses: examination of the coefficients of the difference equation, Taylor series truncation error analysis, study of the upstream connection to numerical diffusion, single-cell analysis. Finally, the difference schemes are tested on one- and two-dimensional model problems. It is shown that the high-order schemes suffer less from the problem of numerical diffusion than the first-order upwind difference scheme. However, unboundedness cannot be avoided in the solutions by these schemes. Among them the linear upwind difference scheme presents the best compromise between numerical diffusion and solution unboundedness.     

THE NUMERICAL SOLUTION OF A SINGULARLY PERTURBED PROBLEM FOR SEMILINEAR PARABOLIC DIFFERENTIAL EQUATION

The numerical solution of a singularly perturbed problem for the semilinear parabolicdifferential equation with parabolic boundary layers is discussed.A nonlinear two-leveldifference scheme is constructed on the special non-uniform grids.The uniform convergenceof this scheme is proved and some numerical examples are given.     

The numerical solution of a singularly perturbed problem for quasilinear parabolic differential equation

We consider the numerical solution of a singularly perturbed problem for the quasilinear parabolic differential equation, and construct a linear three-level finite difference scheme on a nonuniform grid. The uniform convergence in the sense of discrete L~2 norm is proved and numerical examples are presented.     

ON NUMERICAL SOLUTIONS OF PERIODICALLY PERTURBED CONSERVATIVE SYSTEMS

ＩｎｔｒｏｄｕｃｔｉｏｎＣｏｎｓｉｄｅｒｔｈｅｐｅｒｉｏｄｉｃｂｏｕｎｄａｒｙｖａｌｕｅｐｒｏｂｌｅｍｏｆｔｈｅｏｒｄｉｎａｒｙｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｓＬｕ≡ｕ″(ｔ) +ｇｒａｄＧ(ｕ) =ｐ(ｔ) ,ｕ( 0 ) =ｕ( 2π) ,ｕ′( 0 ) =ｕ′( 2π) ,( 1 )ｗｈｅｒｅｐ∈Ｃ(Ｒ ,Ｒｎ) ,Ｇ ∈Ｃ2 (Ｒｎ,Ｒ) .ＴｈｅｅｑｕａｔｉｏｎｍａｙｂｅｉｎｔｅｒｐｒｅｔｅｄａｓｔｈｅＮｅｗｔｏｎｉａｎｅｑｕａｔｉｏｎｏｆｍｏｔｉｏｎｏｆｔｈｅｍｅｃｈａｎｉｃａｌｓｙｓｔｅｍｓｕｂｊｅｃｔｔｏｃｏｎｓｅｒｖａｔｉ…     

摄动有限差分方法研究进展

振动有限差分（ＰＦＤ）方法,既离散徽商项也离散非微商项（包括微商系数）,在微商用直接差分近似的前提下提高差分格式的精度和分辨率．ＰＦＤ方法包括局部线化微分方程的摄动精确数值解（ＰＥＮＳ）方法和摄动数值解（ＰＮＳ）方法以及考虑非线性近似的摄动高精度差分（ＰＨＤ）方法。论述了这些方法的基本思想、具体技巧、若干方程（对流扩散方程、对流扩散反应方程、双曲方程、抛物方程和ＫｄＶ方程）的ＰＥＮＳ、ＰＮＳ和ＰＨＤ格式,它们的性质及数值实验．并与有关的数值方法作了必要的比较．最后提出值得进一步研究的一些课题．      

Augmented upwind numerical schemes for the groundwater transport advection‐dispersion equation with local operators

When solute transport is advection‐dominated, the advection‐dispersion equation approximates to a hyperbolic‐type partial differential equation, and finite difference and finite element numerical approximation methods become prone to artificial oscillations. The upwind scheme serves to correct these responses to produce a more realistic solution. The upwind scheme is reviewed and then applied to the advection‐dispersion equation with local operators for the first‐order upwinding numerical approximation scheme. The traditional explicit and implicit schemes, as well as the Crank‐Nicolson scheme, are developed and analyzed for numerical stability to form a comparison base. Two new numerical approximation schemes are then proposed, namely, upwind–Crank‐Nicolson scheme, where only for the advection term is applied, and weighted upwind‐downwind scheme. These newly developed schemes are analyzed for numerical stability and compared to the traditional schemes. It was found that an upwind–Crank‐Nicolson scheme is appropriate if the Crank‐Nicolson scheme is only applied to the advection term of the advection‐dispersion equation. Furthermore, the proposed explicit weighted upwind‐downwind finite difference numerical scheme is an improvement on the traditional explicit first‐order upwind scheme, whereas the implicit weighted first‐order upwind‐downwind finite difference numerical scheme is stable under all assumptions when the appropriate weighting factor (θ) is assigned.     

Chebyshev super spectral viscosity solution of a two‐dimensional fluidized‐bed model

The numerical solution of a model describing a two‐dimensional fluidized bed by a Chebyshev super spectral viscosity (SSV) method is considered. The model is in the form of a hyperbolic system of conservation laws with a source term, coupled with an elliptic equation for determining a stream function. The coupled elliptic equation is solved by a finite‐difference method. The mixed SSV/finite‐difference method produces physically shaped bubbles, on a very coarse grid. Fine scale details, which were not present in previous finite‐difference solutions, are present in the solution. Copyright © 2003 John Wiley & Sons, Ltd.     

Numerical solution of the transport equation for passive contaminants in three-dimensional complex terrains

This paper presents a numerical solution of the transport equation for heat and species in complex three-dimensional spaces. The solution domain of the equation is transformed into a cube, as also is the governing equation; the resultant equation is solved in the transformed space via a finite difference technique. The validity of the developed computer code is tested by predicting test cases for which either analytical or reliable experimental results exist. Results are also presented for the rate of convergence of the method and the computer storage requirements, from which the validity, the flexibility and the economy of the developed method are proved for flows in real three-dimensional complex terrains.     

用差分法与超松弛迭代法求高维平稳FPK方程的解

用不同精度的差分格式将高维平稳FPK方程离散化为线性代数方程组,然后用超松弛迭代法求解该线性代数方程组得到平稳FPK方程的近似解。讨论了不同的差分格式、网格密度及超松弛因子对解精度及收敛速度的影响,并与其他方法的计算精度进行比较,提出用多重网格算法提高计算效率。研究了典型的二维及四维随机系统的稳态响应,算例表明,该算法具有简洁、节省存储量且精度高的特点,是求解高维平稳FPK方程解的有效算法。     

管内上随体Maxwell流体非定常流动

本文研究了上随体Maxwell流体在圆管内非定常流动规律,对于上随体Maxwell流体模型,导出了特殊的运动方程,分别应用隐式差分格式和Kantorovich变分法,求得数值解,对两类方法的结果进行比较,揭示了粘弹流效应对管内非定常流动规津的影响,根据上述研究认为,以上的特殊的变分方法适应于研究非定常流动。     

On numerical solutions of periodically perturbed conservative systems

A nonlinear perturbed conservative system is discussed. By means of Hadamard's theorem, the existence and uniqueness of the solution of the continuous problem are proved. When the equation is discreted on the uniform meshes, it is proved that the corresponding discrete problem has a unique solution. Finally, the accuracy of the numerical solution is considered and a simple algorithm is provided for solving the nonlinear difference equation. Communicated by SU Yu-cheng Biography: LIU Guo-qing (1966-)     

NUMERICAL SIMULATION OF SHALLOW WATER WAVE PROPAGATION USING A BOUNDARY ELEMENT WAVE EQUATION MODEL

The present paper makes use of a wave equation formulation of the primitive shallow water equations to simulate one-dimensional free surface flow. A numerical formulation of the boundary element method is then developed to solve the wave continuity equation using a time-dependent fundamental solution, while an explicit finite difference scheme is used to derive velocities from the primitive momentum equation. One-dimensional free surface flows in open channels are treated and the results compared with analytical and numerical solutions. © 1997 John Wiley & Sons, Ltd.     

On the diffusion of load from a stiffener into an infinite wedge-shaped plate

Summary The stress-distribution in a wedge-shaped plate with a stiffener upon one of the edges is considered. The stiffener is loaded by an axial force. The problem leads to the solution of a biharmonic equation with one mixed boundary condition. The problem is reduced to the standard problem of the stress-distribution in a wedge. The reduction has been executed by the solution of a difference equation for the transform of the shear-stress along the stiffened edge. For this solution we give two representations: one by means of an infinite product and one by means of an integral. Full discussion is given on asymptotic behaviour and on the numerical aspects.     

The instability of jets of arbitrary exit geometry

This paper describes a calculation technique to determine the linear instability characteristics of jets of arbitrary exit geometry. In particular, elliptic and rectangular jets are considered. The numerical procedure involves both a conformal transformation between the computational domain and the physical plane and a solution of the transformed stability equation in the computational domain. Modern, efficient, conformal mappings are used for both simply and doubly connected domains. The numerical solution is based on a hybrid finite difference/pseudospectral discretization of the stability equation. The technique is validated by comparison with previous stability calculations for circular and elliptic jets. Calculations are performed for the stability characteristics of elliptic and rectangular jets of aspect ratio 2:1. Growth rates, phase velocities, and pressure eigenfunctions are presented.     

波动方程的精细逐步积分法

应用现有的波动方程求解方法解决工程实际问题尚存在一定的局限性。本文在结构动力方程精细逐步积分的基础上,提出了波动方程初边值问题的精细逐步积分法,并分别给出了不同边界条件下的精细逐步积分格式。此数值方法虽然是显式积分方法,却是无条件稳定的。分别用精细逐步积分法和其它已有的方法对两个算例进行了计算,一个是有解析解的例子,该例验证了此方法的准确性,另一个例子是求解由波动方程及初始条件和边界条件组成的有杆抽油系统预测模型,此例验证了精细逐步积分法的高效性。     

Numerical solution of nonlinear ordinary differential equation for a turning point problem

By using the method in[3],several useful estimations of the derivatives of the solutionof the boundary value problem for a nonlinear ordinary differential equation with a turningpoint are obtained.With the help of the technique in[4],the uniform convergence on thesmall parameterεfor a difference scheme is proved.At the end of this paper,a numericalexample is given.The numerical result coincides with theoretical analysis.     

The uniformly convergent difference schemes for a singular perturbation problem of a self-adjoint ordinary differential equation

In this paper, we construct a class of difference schemes with fitted factors for a singular perturbation problem of a self-adjoint ordinary differential equation. Using a different method from [1], by analyzing the truncation errors of schemes, we give the sufficient conditions under which the solution of the difference scheme converges uniformly to the solution of the differential equation. From this we propose several specific schemes under weaker conditions, and give much higher order of uniform convergence, and applying them to example, obtain the numerical results.     

双相各向异性介质弹性波场有限差分正演模拟

从双相各向异性介质模型出发,以Boit理论为基础,推导了斜方晶系各向异性介质-阶弹性波动方程,引入固、流体密度比和孔隙几何参数,将Biot方程系数简化为测量简单、物理意义明确的物理量,采用交错网格技术建立了各向异性孔隙介质波动方程的高精度差分格式,并首次对这类差分格式的频散特性和稳定性作了详细分析讨论,解决了计算稳定性和边界反射问题,与解析解的对比以及理论模型的数值模拟都表明,该方法不仅大大降低了计算量,提高了正演速度,并且具有良好的稳定性和精确性。     

关于无振荡、无自由参数有限元格式的研究

利用双曲守恒律方程的Ｔａｙｌｏｒ弱解表达式，建立了有限元法修正方程，选择合适的展开式系数能得到一系列数值格式．通过稳定性分析研究了格式的稳定性、色散误差与有限元修正方程导数项系数之间的关系，该关系与差分法的ＮＮＤ格式一致．在选定格式下，通过ＣＦＬ数可控制有限元离散解的振荡而使格式不含自由参数．最后，用数值算例验证了这一关系，并在二、三维欧拉方程作了推广应用．