An $h$-Adaptive Runge-Kutta Discontinuous Galerkin Method for Hamilton-Jacobi Equations

In [35, 36], we presented an $h$-adaptive Runge-Kutta discontinuous Galerkin method using troubled-cell indicators for solving hyperbolic conservation laws. A tree data structure (binary tree in one dimension and quadtree in two dimensions) is used to aid storage and neighbor finding. Mesh adaptation is achieved by refining the troubled cells and coarsening the untroubled "children". Extensive numerical tests indicate that the proposed $h$-adaptive method is capable of saving the computational cost and enhancing the resolution near the discontinuities. In this paper, we apply this $h$-adaptive method to solve Hamilton-Jacobi equations, with an objective of enhancing the resolution near the discontinuities of the solution derivatives. One- and two-dimensional numerical examples are shown to illustrate the capability of the method.     

关于一类HJ方程的Godunov通量的一点注记

本文对[1]中关于一类HJ方程的Godunov通量的命题作出改进,并给出新的证明.     

偏微分方程的区间小波自适应精细积分法

利用插值小波理论构造了拟Shannon区间小波,并结合外推法给出了一种求解非线性常微分方程组的时间步长自适应精细积分法,在此基础上构造了求解非线性偏微分方程的区间小波自适应精细积分法（AIWPIM）．数值结果表明,该方法在计算精度上优于将小波和四阶Runge-Kutta法组合得到的偏微分方程的数值求解方法,而计算量则相差不大．该文方法通过Burgers方程给出,但适用于一般情形．     

求解Hamilton-Jacobi方程的局部移动网格方法

对Hamilton-Jacobi方程设计了一个基于Runge-Kutta间断Galerkin方法的移动网格方法,并利用坏单元指示子进一步设计了一个局部移动网格方法.数值结果表明这两个方法相比均匀网格能提高数值解的质量.同时局部移动网格方法通过将网格移动局部化,在不影响精度的前提下节省了计算时间,提高了计算效率。     

浅水方程组的数值方法

构造了浅水方程组的二阶精度的TVD格式。格式由简单的TVD Runge-Kutta型时间离散和有坡度限制的空间对称离散格式组成。数值耗散项用局部棱柱化河道流的特征变量构造。格式的主要优点是能够计算天然河道中浅水方程组的弱解并且构造简单。格式能够求出天然河道或非平底部渠道中的精确静水解。给出了渠道溃坝问题数值解与解析解的比较,验证格式精度高。实际天然河道型梯级水库溃坝的数值实验表明格式稳定,适应性强。     

求解微分方程初值问题的一种弧长法

对于连续介质力学问题中导出的微分方程初值问题,常常具有解奇异性,如不连续、Ｓｔｉｆ性质或激波间断·本文通过在相应空间,引入一个或数个弧长参数变量,克服解的奇异性·对于常微分方程组引入弧长参数变量后,奇异性得以消除和削弱,应用一般的解常微分方程组的方法（如Ｒｕｎｇｅ＿Ｋｕｔａ法）求解·对于偏微分方程引入弧长参数变量后,在相应的空间离散成常微分方程组,用解奇异性常微分方程组相同的方法即可求解·本文给出了两个算例     

Hypercontractivity of Solutions to Hamilton-Jacobi Equations

We show that solutions to some Hamilton-Jacobi Equations associated to the problem of optimal control of stochastic semilinear equations enjoy the hypercontractivity property.     

Centred TVD schemes for hyperbolic conservation laws

New first- and high-order centred methods for conservation lawsare presented. Convenient TVD conditions for constructing centredTVD schemes are then formulated and some useful results areproved. Two families of centred TVD schemes are constructedand extended to nonlinear systems. Some numerical results arealso presented.     

On Spectral Method for Volterra Functional Integro-Differential Equations of Neutral Type

The main purpose of this work is to provide a numerical method for the solution of Volterra functional integro-differential equations of neutral type based on a spectral approach. We analyze the convergence properties of the spectral method to approximate smooth solutions of Volterra functional integro-differential equations of neutral type. It is shown that for the neutral integro-differential equations, the spectral methods yield an exponential order of convergence.     

Spectral Method for Nonlinear Stochastic Partial Differential Equations of Elliptic Type

This paper is concerned with the numerical approximations of semi-linear stochastic partial differential equations of elliptic type in multi-dimensions. Convergence analysis and error estimates are presented for the numerical solutions based on the spectral method. Numerical results demonstrate the good performance of the spectral method.     

Explicit Hybrid Numerical Method for the Allen-Cahn Type Equations on Curved Surfaces

We present a simple and fast explicit hybrid numerical scheme for the motion by mean curvature on curved surfaces in three-dimensional (3D) space. We numerically solve the Allen-Cahn (AC) and conservative Allen-Cahn (CAC) equations on a triangular surface mesh. We use the operator splitting method and an explicit hybrid numerical method. For the AC equation, we solve the diffusion term using a discrete Laplace-Beltrami operator on the triangular surface mesh and solve the reaction term using the closed-form solution, which is obtained using the separation of variables. Next, for the CAC equation, we additionally solve the time-space dependent Lagrange multiplier using an explicit scheme. Our numerical scheme is computationally fast and efficient because we use an explicit hybrid numerical scheme. We perform various numerical experiments to demonstrate the robustness and efficiency of the proposed scheme.     

Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of convergence with overwhelming probability under certain structural conditions on the Hamiltonian.     

一类TVD型的迎风紧致差分格式

给出一种迎风型TVD(total variation diminishing)格式的构造方法,该方法通过限制器来抑制线性紧致格式在模拟间断流场时的非物理波动,可构造出非线性TVD型紧致格式(CTVD)．然后采用该法构造出了3阶和5阶的TVD型紧致格式,并通过模拟一维组合波和Riemann问题,二维激波-涡相互干扰和激波-边界层相互作用等来考察它们的性能．数值实验表明了该类格式的高阶精度和分辨率,且过间断基本无振荡．     

A Modified Low-Rank Smith Method for Large-Scale Lyapunov Equations

In this note we present a modified cyclic low-rank Smith method to compute low-rank approximations to solutions of Lyapunov equations arising from large-scale dynamical systems. Unlike the original cyclic low-rank Smith method introduced by Penzl in [20], the number of columns required by the modified method in the approximate solution does not necessarily increase at each step and is usually much lower than in the original cyclic low-rank Smith method. The modified method never requires more columns than the original one. Upper bounds are established for the errors of the low-rank approximate solutions and also for the errors in the resulting approximate Hankel singular values. Numerical results are given to verify the efficiency and accuracy of the new algorithm.     

A Space-Time Polynomial Collocation Method for Solving 3D Burgers Equations北大核心CSCD

Burgers方程是一类应用广泛的非线性偏微分方程,方程中的非线性项难以处理。该文提出一种新的时空多项式配点法——多项式特解法求解三维Burgers方程。求解过程分为两步:第一步,对三维Burgers方程中的线性导数项(包括时间导数项),求出相应的多项式特解。第二步,将求出的多项式特解作为基函数,对三维Burgers方程中剩余的非线性项进行迭代求解。与时空多项式函数作为基函数对三维Burgers方程进行直接求解相比,该算法简单易行,得到的近似解精度非常高,算法极其稳定,对于教学过程中提高学生的编程能力,加深对高维Burgers方程的理解能力以及Burgers方程的实际应用具有重要意义。     

半线性抛物型积分—微分方程的谱方法

本文在讨论带有半线性记忆项抛物型方程半离散格式的基础上,构造了空间方向谱离散,时间方向后欧拉方法的全离散格式,并给出了误差估计。对于记忆项的数值积分,采用了梯形公式与矩形公式结合的方法,并估计了数值积分的影响。     

The Similarity Method for Difference Equations

In this paper, the similarity method is applied to ordinarydifference equations. When a system of difference equationsadmits symmetries, it follows that the order of equations canbe reduced. Here, by a symmetry is meant a continuous groupwhich leaves the equations invariant. In particular, when aone-dimensional difference equation admits a symmetry, the equationbecomes a linear one and an analytic expression for the solutionmay be obtained. Two examples are given in the final section.     

TVD scheme for computing open channel wave flows

For the shallow water equations in the first approximation (Saint-Venant equations), a TVD scheme is developed for shock-capturing computations of open channel flows with discontinuous waves. The scheme is based on a special nondivergence approximation of the total momentum equation that does not involve integrals related to the cross-section pressure force and the channel wall reaction. In standard divergence difference schemes, most of the CPU time is spent on the computation of these integrals. Test computations demonstrate that the discontinuity relations reproduced by the scheme are accurate enough for actual discontinuous wave propagation to be numerically simulated. All the qualitatively distinct solutions for a dam collapsing in a trapezoidal channel with a contraction in the tailwater area are constructed as an example.     

非线性发展方程的Taylor展开方法

提出了积分非线性发展方程的新方法,即Taylor展开方法．标准的Galerkin方法可以看作0-阶Taylor展开方法,而非线性Galerkin方法可以看作1-阶修正Taylor展开方法A·D2此外,证明了数值解的存在性及其收敛性．结果表明,在关于严格解的一些正则性假设下,较高阶的Taylor展开方法具有较高阶的收敛速度．最后,给出了用Taylor展开方法求解二维具有非滑移边界条件Navier-Stokes方程的具体例子．     

Wavelet-Galerkin method for solving parabolic equations in finite domains

A novel wavelet-Galerkin method tailored to solve parabolic equations in finite domains is presented. The emphasis of the paper is on the development of the discretization formulations that are specific to finite domain parabolic equations with arbitrary boundary conditions based on weak form functionals. The proposed method also deals with the development of algorithms for computing the associated connection coefficients at arbitrary points. Here the Lagrange multiplier method is used to enforce the essential boundary conditions. The numerical results on a two-dimensional transient heat conducting problem are used to validate the proposed wavelet-Galerkin algorithm as an effective numerical method to solve finite domain parabolic equations.