Numeric solution of advection–diffusion equations by a discrete time random walk scheme

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups, and discontinuities. Here we present an explicit numerical scheme for solving nonlinear advection–diffusion equations admitting shock solutions that is both easy to implement and stable. The numerical scheme is obtained by considering the continuum limit of a discrete time and space stochastic process for nonlinear advection–diffusion. The stochastic process is well posed and this guarantees the stability of the scheme. Several examples are provided to highlight the importance of the formulation of the stochastic process in obtaining a stable and accurate numerical scheme.     

A stable three-level finite difference scheme for solving the parabolic two-step model in a 3D micro-sphere heated by ultrashort-pulsed lasers

Ultrashort-pulsed lasers with pulse durations of the order of sub-picosecond to femtosecond domain possess exclusive capabilities in limiting the undesirable spread of the thermal process zone in the heated sample. Parabolic two-step micro heat transport equations have been widely applied for thermal analysis of thin metal films exposed to picosecond thermal pulses. In this study, we develop a three level finite difference scheme for solving the heat transport equations in a three-dimensional micro-sphere heated by ultrashort-pulsed lasers. It is shown that the scheme is unconditionally stable. The method is illustrated by numerical examples.     

A PARALLEL COMPUTATION SCHEME FOR IMPLICIT RUNGE-KUTTA METHODS AND THE ITERATIVELY B-CONVERGENCE OF ITS NEWTON ITERATIVE PROCESS

In this paper, based on the implicit Runge-Kutta(IRK) methods, we derive a class of parallel scheme that can be implemented on the parallel computers with Ns(N is a positive even number) processors efficiently, and discuss the iteratively B-convergence of the Newton iterative process for solving the algebraic equations of the scheme, secondly we present a strategy providing initial values parallelly for the iterative process. Finally, some numerical results show that our parallel scheme is higher efficient as N is not so large.     

ECONOMICAL DIFFERENCE SCHEME FOR ONE MULTI-DIMENSIONAL NONLINEAR SYSTEM

The multi-dimensional system of nonlinear partial differential equations is considered. In two-dimensional case, this system describes process of vein formation in higher plants. Variable directions finite difference scheme is constructed. The stability and convergence of that scheme are studied. Numerical experiments are carried out. The appropriate graphical illustrations and tables are given.     

Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process

The Euler scheme is a well-known method of approximation of solutions of stochastic differential equations (SDEs). A lot of results are now available concerning the precision of this approximation in case of equations driven by a drift and a Brownian motion. More recently, people got interested in the approximation of solutions of SDEs driven by a general Lévy process. One of the problem when we use Lévy processes is that we cannot simulate them in general and so we cannot apply the Euler scheme. We propose here a new method of approximation based on the cutoff of the small jumps of the Lévy process involved. In order to find the speed of convergence of our approximation, we will use results about stability of the solutions of SDEs.     

Numerical analysis for the quadratic matrix equations from a modification of fixed‐point type

In this paper, we study the quadratic matrix equations. To improve the application of iterative schemes, we use a transform of the quadratic matrix equation into an equivalent fixed‐point equation. Then, we consider an iterative process of Chebyshev‐type to solve this equation. We prove that this iterative scheme is more efficient than Newton's method. Moreover, we obtain a local convergence result for this iterative scheme. We finish showing, by an application to noisy Wiener‐Hopf problems, that the iterative process considered is computationally more efficient than Newton's method.     

Multigrid methods for boundary integral equations

Summary Multigrid methods are applied for solving algebraic systems of equations that occur to the numerical treatment of boundary integral equations of the first and second kind. These methods, originally formulated for partial differential equations of elliptic type, combine relaxation schemes and coarse grid corrections. The choice of the relaxation scheme is found to be essential to attain a fast convergent iterative process. Theoretical investigations show that the presented relaxation scheme provides a multigrid algorithm of which the rate of convergence increases with the dimension of the finest grid. This is illustrated for the calculation of potential flow around an aerofoil.     

A Finite-Difference Scheme for a Nonlinear Model of Wood Drying Process

In this paper, we discuss the construction and analysis of a finite-difference scheme for solving a system of two nonlinear differential equations. The mathematical model describes the process of moisture motion in a wood. The wood is treated as a porous medium. The stability analysis of the finite-difference scheme is done in the maximum norm. Stability and a priori error estimates are proved.     

ON SPURIOUS ASYMPTOTIC NUMERICAL SOLUTIONS OF GAUSS SCHEME

In this paper,we discuss characteristics of Gauss scheme for numerical or- dinary differential equations,which is a one-step high-order accurate difference scheme.We apply such scheme to some equations,and analyze the fixed point and stability accordingly.     

Coupled numerical simulation and sensitivity assessment for quality modelling for water distribution systems

Sensitivity analysis is an important tool which can be used to investigate the stability of a process perturbed by parameter changes and uncertainty impacts. In this work the unsteady sensitivity equations for complex looped pipe networks are solved. Special attention is focused on the coupled version of these equations, with the direct problem. For this purpose a splitting method using a Total Variation Diminishing (TVD) scheme with very good quality of stability is set up and validated on a benchmark pipe network.     

A Structure-Preserving JKO Scheme for the Size-Modified Poisson-Nernst-Planck-Cahn-Hilliard Equations

In this paper, we propose a structure-preserving numerical scheme for the size-modified Poisson-Nernst-Planck-Cahn-Hilliard (SPNPCH) equations derived from the free energy including electrostatic energies, entropies, steric energies, and Cahn-Hilliard mixtures. Based on the Jordan-Kinderlehrer-Otto (JKO) framework and the Benamou-Brenier formula of quadratic Wasserstein distance, the SPNPCH equations are transformed into a constrained optimization problem. By exploiting the convexity of the objective function, we can prove the existence and uniqueness of the numerical solution to the optimization problem. Mass conservation and unconditional energy-dissipation are preserved automatically by this scheme. Furthermore, by making use of the singularity of the entropy term which keeps the concentration from approaching zero, we can ensure the positivity of concentration. To solve the optimization problem, we apply the quasi-Newton method, which can ensure the positivity of concentration in the iterative process. Numerical tests are performed to confirm the anticipated accuracy and the desired physical properties of the developed scheme. Finally, the proposed scheme can also be applied to study the influence of ionic sizes and gradient energy coefficients on ion distribution.     

A finite difference scheme for solving parabolic two‐step micro‐heat transport equations in a double‐layered micro‐sphere heated by ultrashort‐pulsed lasers

Ultrashort‐pulsed lasers with pulse durations of the order of sub‐picosecond to femtosecond domain possess exclusive capabilities in limiting the undesirable spread of the thermal process zone in the heated sample. Parabolic two‐step micro heat transport equations have been widely applied for thermal analysis of thin metal films exposed to picosecond thermal pulses. In this study, we develop a three‐level finite difference scheme for solving the micro heat transport equations in a double‐layered micro sphere. It is shown by the discrete energy method that the scheme is unconditionally stable. Numerical results for thermal analysis of a gold layer coated on a chromium padding layer are obtained. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A New Approach for Solving a Class of Delay Fractional Partial Differential Equations

In this article, a new numerical approach has been proposed for solving a class of delay time-fractional partial differential equations. The approximate solutions of these equations are considered as linear combinations of Müntz–Legendre polynomials with unknown coefficients. Operational matrix of fractional differentiation is provided to accelerate computations of the proposed method. Using Padé approximation and two-sided Laplace transformations, the mentioned delay fractional partial differential equations will be transformed to a sequence of fractional partial differential equations without delay. The localization process is based on the space-time collocation in some appropriate points to reduce the fractional partial differential equations into the associated system of algebraic equations which can be solved by some robust iterative solvers. Some numerical examples are also given to confirm the accuracy of the presented numerical scheme. Our results approved decisive preference of the Müntz–Legendre polynomials with respect to the Legendre polynomials.     

Adaptive complete synchronization of the noise-perturbed two bi-directionally coupled chaotic systems with time-delay and unknown parametric mismatch

In this paper, we design an adaptive-feedback controller to synchronize a class of noise-perturbed two bi-directionally coupled chaotic systems with time-delay and unknown parametric mismatch. Based on invariance principle of stochastic time-delay differential equations, some sufficient conditions of adaptive complete synchronization are given. Comparing with other papers, here we consider the effect of internal noise, time-delay and parametric mismatch in the synchronized process. As the illustrative examples, the famous Lorenz system and Rössler system are considered here. In order to validate the proposed scheme, numerical simulations are performed, and the numerical results show that our scheme is very effective.     

The Euler Scheme for Feller Processes

We consider the Euler scheme for stochastic differential equations with jumps, whose intensity might be infinite and the jump structure may depend on the position. This general type of SDE is explicitly given for Feller processes and a general convergence condition is presented.

In particular, the characteristic functions of the increments of the Euler scheme are calculated in terms of the symbol of the Feller process in a closed form. These increments are increments of Lévy processes and, thus, the Euler scheme can be used for simulation by applying standard techniques from Lévy processes.     

On nonlinear Fredholm integral equations with non-differentiable Nemystkii operator

From decomposition method for operators, we consider a Newton-Steffensen iterative scheme for approximating a solution of nonlinear Fredholm integral equations with non-differentiable Nemystkii operator. By means of a convergence study of the iterative scheme applied to this type of nonlinear Fredholm integral equations, we obtain domains of existence and uniqueness of solution for these equations. In addition, we illustrate this study with a numerical experiment.     

一类变系数微分方程差分格式的收敛性(英文)

本文首先对一类变系数微分方程建立有限差分格式.然后利用矩阵的特征值和范数理论,讨论该格式解的收敛性和唯一性.通过数值算例,说明该格式既有效又便于模拟.并且文中所用方法还能用于高阶微分方程和某些非线性微分方程问题的研究.     

Stability and convergence of staggered Runge-Kutta schemes for semilinear wave equations

A staggered Runge-Kutta (staggered RK) scheme is a Runge-Kutta type scheme using a time staggered grid, as proposed by Ghrist et al. in 2000 [6]. Afterwards, Verwer in two papers investigated the efficiency of a scheme proposed by Ghrist et al. [6] for linear wave equations. We study stability and convergence properties of this scheme for semilinear wave equations. In particular, we prove convergence of a fully discrete scheme obtained by applying the staggered RK scheme to the MOL approximation of the equation.     

THE ASYMPTOTIC PRESERVING UNIFIED GAS KINETIC SCHEME FOR GRAY RADIATIVE TRANSFER EQUATIONS ON DISTORTED QUADRILATERAL MESHES

In this paper, we consider the multi-dimensional asymptotic preserving unified gas kinetic scheme for gray radiative transfer equations on distorted quadrilateral meshes. Different from the former scheme [J. Comput. Phys. 285(2015), 265-279] on uniform meshes, in this paper, in order to obtain the boundary fluxes based on the framework of unified gas kinetic scheme (UGKS), we use the real multi-dimensional reconstruction for the initial data and the macro-terms in the equation of the gray transfer equations. We can prove that the scheme is asymptotic preserving, and especially for the distorted quadrilateral meshes, a nine-point scheme [SIAM J. SCI. COMPUT. 30(2008), 1341-1361] for the diffusion limit equations is obtained, which is naturally reduced to standard five-point scheme for the orthogonal meshes. The numerical examples on distorted meshes are included to validate the current approach.