New embedded pairs of explicit Runge-Kutta methods with FSAL properties adapted to the numerical integration of oscillatory problems

A higher order Runge-Kutta (pair) method specially adapted to the numerical integration of IVPs with oscillatory solutions is presented. This method is based on the adapted methods proposed by Franco (see Ref. [J.M. Franco, Appl. Numer. Math. 50 (2004) 427]). We give explicit method (up to order 5) as well as pairs of embedded Runge-Kutta methods of order 5 and 4 designed using the FSAL properties. The stability of the new methods is analyzed. The numerical experiments are carried out to show the efficiency and robustness of our methods in comparison with some efficient methods.     

Numerical solution of Helmholtz equation of barotropic atmosphere using wavelets

The numerical solution of the Helmholtz equation for barotropic atmosphere is estimated by use of the wavelet-Galerkin method. The solution involves the decomposition of a circulant matrix consisting up of 2-term connection coefficients of wavelet scaling functions. Three matrix decompositions, i.e. fast Fourier transformation (FFT), Jacobian and QR decomposition methods, are tested numerically. The Jacobian method has the smallest matrix-reconstruction error with the best orthogonality while the FFT method causes the biggest errors. Numerical result reveals that the numerical solution of the equation is very sensitive to the decomposition methods, and the QR and Jacobian decomposition methods, whose errors are of the order of 10^{-3}, much smaller than that with the FFT method, are more suitable to the numerical solution of the equation. With the two methods the solutions are also proved to have much higher accuracy than the iteration solution with the finite difference approximation. In addition, the wavelet numerical method is very useful for the solution of a climate model in low resolution. The solution accuracy of the equation may significantly increase with the order of Daubechies wavelet.     

A new class of exponential propagation iterative methods of Runge–Kutta type (EPIRK)

We propose a new class of the exponential propagation iterative methods of Runge–Kutta-type (EPIRK). The EPIRK schemes are exponential integrators that can be competitive with explicit and implicit methods for integration of large stiff systems of ODEs. Introducing the new, more general than previously proposed, ansatz for EPIRK schemes allows for more flexibility in deriving computationally efficient high-order integrators. Recent extension of the theory of B-series to exponential integrators [1] is used to derive classical order conditions for schemes up to order five. An algorithm to systematically solve these conditions is presented and several new fifth order schemes are constructed. Several numerical examples are used to verify the order of the methods and to illustrate the performance of the new schemes.     

On accuracy and performance of high-order finite volume methods in local mean energy model of non-thermal plasmas

In this paper, a high-order finite volume method is employed to solve the local energy approximation model equations for a radio-frequency plasma discharge in a one-dimensional geometry. The so called deferred correction technique, along with high-order Lagrange polynomials, is used to calculate the convection and diffusion fluxes. Temporal discretization is performed using backward difference schemes of first and second orders. Extensive numerical experiments are carried out to evaluate the order and level of accuracy as well as computational efficiency of the various methods implemented in the work. These tests exhibit global convergence rate of up to fourth order for the spatial error, and of up to second order for the temporal error.     

High order numerical methods to two dimensional delta function integrals in level set methods

In this paper we design and analyze a class of high order numerical methods to delta function integrals appearing in level set methods in two dimensional case. The methods comprise approximating the mesh cell restrictions of the delta function integral. In each mesh cell the two dimensional delta function integral can be rewritten as a one dimensional ordinary integral with the smooth integrand being a one dimensional delta function integral, and thus is approximated by applying standard one dimensional high order numerical quadratures and high order numerical methods to one dimensional delta function integrals proposed in [X. Wen, High order numerical methods to a type of delta function integrals, J. Comput. Phys. 226 (2007) 1952–1967]. We establish error estimates for the method which show that the method can achieve any desired accuracy by assigning the corresponding accuracy to the sub-algorithms and has better accuracy under an assumption on the zero level set of the level set function which holds generally. Numerical examples are presented showing that the second to fourth order methods implemented in this paper achieve or exceed the expected accuracy and demonstrating the advantage of using our high order numerical methods.     

A comparison between analytic and numerical methods for modelling automotive dissipative silencers with mean flow

Identifying an appropriate method for modelling automotive dissipative silencers normally requires one to choose between analytic and numerical methods. It is common in the literature to justify the choice of an analytic method based on the assumption that equivalent numerical techniques are more computationally expensive. The validity of this assumption is investigated here, and the relative speed and accuracy of two analytic methods are compared to two numerical methods for a uniform dissipative silencer that contains a bulk reacting porous material separated from a mean gas flow by a perforated pipe. The numerical methods are developed here with a view to speeding up transmission loss computation, and are based on a mode matching scheme and a hybrid finite element method. The results presented demonstrate excellent agreement between the analytic and numerical models provided a sufficient number of propagating acoustic modes are retained. However, the numerical mode matching method is shown to be the fastest method, significantly outperforming an equivalent analytic technique. Moreover, the hybrid finite element method is demonstrated to be as fast as the analytic technique. Accordingly, both numerical techniques deliver fast and accurate predictions and are capable of outperforming equivalent analytic methods for automotive dissipative silencers.     

Moments of heavy quark correlators with two masses: Exact mass dependence to three loops

We compute moments of non-diagonal correlators with two massive quarks. Results are obtained where no restriction on the ratio of the masses is assumed. Both analytical and numerical methods are applied in order to evaluate the two-scale master integrals at three loops. We provide explicit results for the latter which are useful for other calculations. As a by-product we obtain results for the electroweak ρ parameter up to three loops which can be applied to a fourth generation of quarks with arbitrary masses.     

An analysis of time discretization in the finite element solution of hyperbolic problems

The problem of the time discretization of hyperbolic equations when finite elements are used to represent the spatial dependence is critically examined. A modified equation analysis reveals that the classical, second-order accurate, time-stepping algorithms, i.e., the Lax-Wendroff, leap-frog, and Crank-Nicolson methods, properly combine with piecewise linear finite elements in advection problems only for small values of the time step. On the contrary, as the Courant number increases, the numerical phase error does not decrease uniformly at all wavelengths so that the optimal stability limit and the unit CFL property are not achieved. These fundamental numerical properties can, however, be recovered, while still remaining in the standard Galerkin finite element setting, by increasing the order of accuracy of the time discretization. This is accomplished by exploiting the Taylor series expansion in the time increment up to the third order before performing the Galerkin spatial discretization using piecewise linear interpolations. As a result, it appears that the proper finite element equivalents of second-order finite difference schemes are implicit methods of incremental type having third- and fourth-order global accuracy on uniform meshes (Taylor-Galerkin methods). Numerical results for several linear examples are presented to illustrate the properties of the Taylor-Galerkin schemes in one- and two-dimensional calculations.     

点列图能量分布曲线和几何光学传递函数

本文对光学系统的点列图和能量分布曲线以及几何光学传递函数给出数值计算方法,这些方法节省很大计算量。     

Solvers for the high-order Riemann problem for hyperbolic balance laws

We study three methods for solving the Cauchy problem for a system of non-linear hyperbolic balance laws with initial condition consisting of two smooth vectors, with a discontinuity at the origin, a high-order Riemann problem. Two of the methods are new; one of the them results from a re-interpretation of the high-order numerical methods proposed by Harten et al. [A. Harten, B. Engquist, S. Osher, S.R. Chakravarthy, Uniformly high order accuracy essentially non-oscillatory schemes III, J. Comput. Phys. 71 (1987) 231–303] and the other is a modification of the solver in [E.F. Toro, V.A. Titarev, Solution of the generalised Riemann problem for advection-reaction equations, Proc. Roy. Soc. London A 458 (2002) 271–281]. A systematic assessment of all three solvers is carried out and their relative merits are discussed. We also implement the solvers, locally, in the context of high-order finite volume numerical methods of the ADER type, on unstructured meshes. Schemes of up to fifth order of accuracy in space and time for the two-dimensional compressible Euler equations and the shallow water equations with source terms are constructed. Empirically obtained convergence rates are studied systematically and, for the tests considered, these correspond to the theoretically expected orders of accuracy. We also address the question of balance between flux gradients and source terms, for steady flow. We find that the ADER schemes may be termed asymptotically well-balanced, in the sense that the well-balanced property is attained as the order of the method increases, and this without introducing any ad-hoc fixes to the schemes or the equations.     

Cell Conservative Flux Recovery and a Posteriori Error Estimate of Vertex-Centered Finite Volume Methods

A cell conservative flux recovery technique is developed here for vertex-centered finite volume methods of second order elliptic equations. It is based on solving a local Neumann problem on each control volume using mixed finite element methods. The recovered flux is used to construct a constant free a posteriori error estimator which is proven to be reliable and efficient. Some numerical tests are presented to confirm the theoretical results. Our method works for general order finite volume methods and the recovery-based and residual-based a posteriori error estimators are the first result on a posteriori error estimators for high order finite volume methods.     

Evaluating massive planar two-loop tensor vertex integrals

Using the parallel/orthogonal space method, we calculate the planar two-loop three-point diagram and two rotated reduced planar two-loop three-point diagrams. Together with the crossed topology, these diagrams are the most complicated ones in the two-loop corrections necessary, for instance, for the decay of the Z⁰ boson. Instead of calculating particular decay processes, we present a new algorithm which allows us to perform arbitrary next-to-next-to-leading order (NNLO) calculations for massive planar two-loop vertex functions in the general mass case. All integration steps up to the last two are performed analytically and will be implemented under xloops as part of the Mainz xloops-GiNaC project. The last two integrations are done numerically using methods like VEGAS and Divonne. Thresholds originating from Landau singularities are found and discussed in detail. In order to demonstrate the numerical stability of our methods we consider particular Feynman integrals which contribute to different physical processes. Our results can be generalized to the case of the crossed topology.     

High-order algorithms for compressible reacting flow with complex chemistry

In this paper we describe a numerical algorithm for integrating the multicomponent, reacting, compressible Navier–Stokes equations, targeted for direct numerical simulation of combustion phenomena. The algorithm addresses two shortcomings of previous methods. First, it incorporates an eighth-order narrow stencil approximation of diffusive terms that reduces the communication compared to existing methods and removes the need to use a filtering algorithm to remove Nyquist frequency oscillations that are not damped with traditional approaches. The methodology also incorporates a multirate temporal integration strategy that provides an efficient mechanism for treating chemical mechanisms that are stiff relative to fluid dynamical time-scales. The overall methodology is eighth order in space with options for fourth order to eighth order in time. The implementation uses a hybrid programming model designed for effective utilisation of many-core architectures. We present numerical results demonstrating the convergence properties of the algorithm with realistic chemical kinetics and illustrating its performance characteristics. We also present a validation example showing that the algorithm matches detailed results obtained with an established low Mach number solver.     

Exact and approximate solutions for the electron nonsinglet structure function in QED

Two exact, valid up to infinite perturbative order, numerical solutions of the Lipatov equation for the nonsinglet electron structure function in the QED are presented. One of them is of the Monte Carlo type and another is based on the numerical inversion of the Mellin transform. They agree numerically to a very high precision (better than 0.05%). Within the leading logarithmic approximation, the exact solution is compared with the perturbative second and third order exponentiated solutions. It is shown that the perturbative second order solution inspired by the Yennie-Frautschi-Suura (exclusive) exponentiation is much closer to the exact solution than the other ones. New compact analytical formula for the third order exponentiated solution is given. It is shown to be in perfect numerical agreement with the infinite order solution of the Monte Carlo and Mellin type.     

Variable-stepsize Runge–Kutta methods for stochastic Schrödinger equations

Stochastic wave equations of Schrödinger type are widely employed in physics and have numerous potential applications in chemistry. While some accurate numerical methods exist for particular classes of stochastic differential equations they cannot generally be used for Schrödinger equations. Efficient and accurate methods for their numerical solution therefore need to be developed. Here we show that existing Runge–Kutta methods for ordinary differential equations (odes) can be modified to solve stochastic wave equations provided that appropriate changes are made to the way stepsizes are selected. The order of the resulting stochastic differential equation (sde) scheme is half the order of the ode scheme. Specifically, we show that an explicit 9th order Runge–Kutta method (with an embedded 8th order method) for odes yields an order 4.5 method for sdes which can be implemented with variable stepsizes. This method is tested by solving systems of equations originating from master equations and from the many-body Schrödinger equation.     

A fully second order implicit/explicit time integration technique for hydrodynamics plus nonlinear heat conduction problems

We present a fully second order implicit/explicit time integration technique for solving hydrodynamics coupled with nonlinear heat conduction problems. The idea is to hybridize an implicit and an explicit discretization in such a way to achieve second order time convergent calculations. In this scope, the hydrodynamics equations are discretized explicitly making use of the capability of well-understood explicit schemes. On the other hand, the nonlinear heat conduction is solved implicitly. Such methods are often referred to as IMEX methods [2], [1], [3]. The Jacobian-Free Newton Krylov (JFNK) method (e.g. [10], [9]) is applied to the problem in such a way as to render a nonlinearly iterated IMEX method. We solve three test problems in order to validate the numerical order of the scheme. For each test, we established second order time convergence. We support these numerical results with a modified equation analysis (MEA) [21], [20]. The set of equations studied here constitute a base model for radiation hydrodynamics.     

Stability and accuracy of spatial approximations for wave equation tidal models

Amplitude and phase characteristics for numerical approximations to the shallow water wave equation are obtained for linear and quadratic finite elements, for finite difference approximations, for non-constant bathemetry, and for uneven node spacing. Stability is shown to require non-zero friction as well as satisfaction of a Courant constraint. Lumping is shown to reduce the Courant constraint for stability while higher order and quadratic finite element approximations require a more restrictive constraint than their second order and linear finite element counterparts. The amplitude of the propagation factor for stable schemes and propagating waves is seen to be independent of the Courant number and type of numerical approximation. Although the higher order and quadratic schemes provide better propagation of the low and moderate frequency waves, the highest frequency waves (2Δx) are better propagated by low order numerical methods.     

高阶辛算法的稳定性与数值色散性分析

利用Maxwell方程的哈密尔顿函数,导出对应的欧拉-哈密尔顿方程.利用辛积分技术与高阶交错差分技术,建立求解三维时域Maxwell方程的高阶辛算法;结合电磁场中的物理概念,借助矩阵分析和张量分析理论,获得高阶时域方法及高阶辛算法的稳定性和数值色散性的统一处理新方法.用数值结果证实方法的正确性,与FDTD算法和其它时域高阶方法相比,高阶辛算法具有较大的计算优势,为电磁计算提供了新的途径.     

Comparison of some Lie-symmetry-based integrators

Lie-symmetry based integrators are constructed in order to preserve the local invariance properties of the equations. The geometrical methods leading to discretized equations for numerical computations involve many different concepts. Therefore they give rise to numerical schemes that vary in the accuracy, in the computational cost and in the implementation. In this paper a comparison is made between some alternative Lie-symmetry based methods illustrated on the example of the Burgers equation. The importance of the symmetry preservation is numerically highlighted.     

涡旋压缩机空调系统数值化设计新途径

本文提出了楼用涡旋压缩机空调系统数值化设计的新途径,将房间瞬时热负荷与能力可连续调节的空调系统结合在一起,实现了真正意义上的空调数值化设计。文章从设计原理和实验两方面对空调数值化设计进行了分析,并对理论计算结果与实验结果做了对比。