An Upwind Difference Scheme and Its Corresponding Boundary Scheme

An upwind difference scheme was given by the author in [5] for the numerical solution of steady-state problems. The present work studies this upwind scheme and its corresponding boundary scheme for the numerical solution of unsteady problems. For interior points the difference equations are approximations of the characteristic relations; for boundary points difference equatons are approximations of the characteristicrelations corresponding to the outgoing characteristics and the "non-reflecting" boundary conditions. Calculation of a Riemann problem in a finite computational region yields promising numerical results.     

一类非线性离散系统的指数二分性及其在数值分析和计算中的应用

本文中我们考虑一类二阶非线性常微分方程的边值问题的迎风差分格式.我们运用奇异摄动方法构造了该迎风差分方程解的渐近近似,并利用指数二分性理论证明了有一个低阶方程其解是该迎风方程式的在边界外的一个良好近似.我们还构造了校正项,使校正项与低阶方程的解之和是一个渐近近似.最后一些数值例子用于显示本文方法的应用.     

Uniform Convergence Analysis of Finite Difference Scheme for Singularly Perturbed Delay Differential Equation on an Adaptively Generated Grid

<正>Adaptive grid methods are established as valuable computational technique in approximating effectively the solutions of problems with boundary or interior layers. In this paper,we present the analysis of an upwind scheme for singularly perturbed differential-difference equation on a grid which is formed by equidistributing arc-length monitor function.It is shown that the discrete solution obtained converges uniformly with respect to the perturbation parameter.Numerical experiments illustrate in practice the result of convergence proved theoretically.     

l 1-error estimates on the immersed interface upwind scheme for linear convection equations with piecewise constant coefficients: A simple proof

Abstract A linear convection equation with discontinuous coefcients arises in wave propagation through interfaces.An interface condition is needed at the interface to select a unique solution.An upwind scheme that builds this interface condition into its numerical flux is called the immersed interface upwind scheme.An l1-error estimate of such a scheme was frst established by Wen et al.(2008).In this paper,we provide a simple analysis on the l1-error estimate.The main idea is to formulate the solution to the underline initial-value problem into the sum of solutions to two convection equations with constant coefcients,which can then be estimated using classical methods for the initial or boundary value problems.     

Uniform methods for semilinear problems with attractive boundary turning points

An upwind finite‐difference scheme for the numerical solution of semilinear convection‐diffusion problems with attractive boundary turning points is considered. We show that the maximum nodal error is bounded by a special weighted ℓ₁‐type norm of the truncation error. This result is used to establish uniform convergence with respect to the perturbation parameter on Shishkin meshes.     

热传导型半导体瞬态问题的迎风有限体积元方法

半导体瞬态问题的数学模型是由四个方程组成的非线性偏微分方程组的初边值问题所决定．其中电子浓度和空穴浓度方程往往是对流占优扩散问题,普通的方法已不适用,为此本文用迎风格式处理对流项部分,提出一种全离散迎风有限体积元方法,并进行收敛性分析,在最一般的情况下得到了一阶精度L2模误差估计结果．     

油藏数值模拟中动边值问题的迎风差分格式

考虑了三维油藏数值模拟中的动边值问题,对压力方程,给出中心差分格式;对饱和度方程给出隐式迎风差分格式及修正的迎风差分格式,并证明了格式的收敛性。数值算例与理论结果是一致的。     

在非均匀网格上解椭圆—双曲型偏微分方程奇异摄动问题

本文考察了椭圆一双曲型偏微分方程奇异摄动问题(1.1),证明了迎风差分格式在一特殊的非均匀网格上是一阶一致收敛的.最后给出了一些数值结果.     

Uniformly convergent difference schemes for a singularly perturbed third order boundary value problem

In this paper we consider a numerical approximation of a third order singularly perturbed boundary value problem by an upwind finite difference scheme on a Shishkin mesh. The behavior of the solution, and the stability of the continuous problem are discussed. The proof of the uniform convergence of the proposed numerical method is based on the strongly uniform stability and a weak consistency property of the discrete problem. Numerical experiments verify our theoretical results.     

A higher order difference method for singularly perturbed parabolic partial differential equations

This paper studies a higher order numerical method for the singularly perturbed parabolic convection-diffusion problems where the diffusion term is multiplied by a small perturbation parameter. In general, the solutions of these type of problems have a boundary layer. Here, we generate a spatial adaptive mesh based on the equidistribution of a positive monitor function. Implicit Euler method is used to discretize the time variable and an upwind scheme is considered in space direction. A higher order convergent solution with respect to space and time is obtained using the postprocessing based extrapolation approach. It is observed that the convergence is independent of perturbation parameter. This technique enhances the order of accuracy from first order uniform convergence to second order uniform convergence in space as well as in time. Comparative study with the existed meshes show the highly effective behavior of the present method.     

基于高阶空间精度格式和嵌套网格对旋翼尾迹捕捉的改进

发展了一种基于高阶迎风格式和嵌套网格捕捉直升机悬停旋翼涡尾迹的方法．无粘通量采用Roe Reimann求解器,使用改进的5阶加权基本无振荡(WENO)格式对交界面左右状态进行高阶插值,并与MUSCL插值进行比较．为便于捕捉尾迹和实施周期性边界条件,计算采用结构嵌套网格,其中高质量的旋翼网格完全嵌套于背景网格中．当解达到近似收敛后在桨尖涡分布区域对背景网格进行加密,如此经过3次得到优化的背景网格．考虑到WENO格式插值的特点,提出了搜索3层洞边界和人工外边界的方法以便插值的直接进行．用该方法对一跨音速和一亚音速悬停旋翼粘性流场进行了数值计算．数值结果表明:所发展方法对涡尾迹具有很高的捕捉能力;与MUSCL格式相比,WENO格式具有较低的数值耗散．     

Upwind Based Parameter Uniform Convergence Analysis for Two Parametric Parabolic Convection Diffusion Problems by Moving Mesh Methods

A parabolic two parametric convection-diffusion reaction problem is considered for the moving mesh error analysis. The continuous problem is discretized by the first order upwind scheme on a non uniform mesh. A curvature based error monitor function is proposed to generate the layer adapted mesh. It is proved that the numerical solution converges to the exact solution on the mesh obtained by the equidistribution of the proposed monitor function. The convergence is first order accurate. The present analysis generalizes the results obtained in earlier publications [8,9]. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

DEPENDENCE OF QUALITATIVE BEHAVIOR OF THE NUMERICAL SOLUTIONS ON THE IGNITION TEMPERATURE FOR A COMBUSTION MODEL

We study the dependence of qualitative behavior of the numerical solutions （obtained by a projective and upwind finite difference scheme） on the ignition temperature for a combustion model problem with general initial condition. Convergence to weak solution is proved under the Courant-Friedrichs-Lewy condition. Some condition on the ignition temperature is given to guarantee the solution containing a strong detonation wave or a weak detonation wave. Finally, we give some numerical examples which show that a strong detonation wave can be transformed to a weak detonation wave under some well-chosen ignition temperature.     

Analysis of a difference scheme for a singular perturbation Cauchy problem on refined grids

A Cauchy problem for a singular perturbation second-order ordinary differential equation is considered. It is proved that the upwind difference scheme on a grid proposed by Shishkin is uniformly convergent. The grid is well known only in application to a boundary value problem. The results of some numerical experiments are discussed.     

气动计算中的紧致格式与迎风紧致格式

§1.引言 巨型计算机的发展为解决流体力学问题提供了强有力的手段.由于我们所面临的问题日趋复杂,在今天如何提高数值模拟精度和提高求解效率仍是计算流体力学工作者面临的重要课题. 自Beam和Warming提出隐式求解法以来,NS方程的求解效率大为提高.此后人们在这方面作了很多工作,如在[2]中利用线Gauss-Seidel迭代法加快了迭代的收     

Numerical simulation and convergence analysis for a system of nonlinear singularly perturbed differential equations arising in population dynamics

In this article, we consider a system of nonlinear singularly perturbed differential equations with two different parameters. To solve this system, we develop a weighted monotone hybrid scheme on a nonuniform mesh. The proposed scheme is a combination of the midpoint scheme and the upwind scheme involving the weight parameters. The weight parameters enable the method to switch automatically from the midpoint scheme to the upwind scheme as the nodal points start moving from the inner region to the outer region. The nonuniform mesh in particular the adaptive grid is constructed using the idea of equidistributing a positive monitor function involving the solution gradient. The method is shown to be second order convergent with respect to the small parameters. Numerical experiments are presented to show the robustness of the proposed scheme and indicate that the estimate is optimal.     

Accuracy,robustness and efficiency comparison in iterative computation of convection diffusion equation with boundary layers

Nine‐point fourth‐order compact finite difference scheme, central difference scheme, and upwind difference scheme are compared for solving the two‐dimensional convection diffusion equations with boundary layers. The domain is discretized with a stretched nonuniform grid. A grid transformation technique maps the nonuniform grid to a uniform one, on which the difference schemes are applied. A multigrid method and a multilevel preconditioning technique are used to solve the resulting sparse linear systems. We compare the accuracy of the computed solutions from different discretization schemes, and demonstrate the relative efficiency of each scheme. Comparisons of maximum absolute errors, iteration counts, CPU timings, and memory cost are made with respect to the two solution strategies. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 379–394, 2000     

数值模拟混溶驱动问题的迎风格式及理论分析

本文提出数据模拟混溶驱动问题的一类广义迎风格式，严格证明了其满足离散极值原理和离散质量守恒原理，并获得收敛性定理，对模型问题的试算，得到令人满意的数值结果。     

Central ADER schemes for hyperbolic conservation laws

In this paper we first briefly review the very high order ADER methods for solving hyperbolic conservation laws. ADER methods use high order polynomial reconstruction of the solution and upwind fluxes as the building block. They use a first order upwind Godunov and the upwind second order weighted average (WAF) fluxes. As well known the upwind methods are more accurate than central schemes. However, the superior accuracy of the ADER upwind schemes comes at a cost, one must solve exactly or approximately the Riemann problems (RP). Conventional Riemann solvers are usually complex and are not available for many hyperbolic problems of practical interest. In this paper we propose to use two central fluxes, instead of upwind fluxes, as the building block in ADER scheme. These are the monotone first order Lax-Friedrich (LXF) and the third order TVD flux. The resulting schemes are called central ADER schemes. Accuracy of the new schemes is established. Numerical implementations of the new schemes are carried out on the scalar conservation laws with a linear flux, nonlinear convex flux and non-convex flux. The results demonstrate that the proposed scheme, with LXF flux, is comparable to those using first and second order upwind fluxes while the scheme, with third order TVD flux, is superior to those using upwind fluxes. When compared with the state of art ADER schemes, our central ADER schemes are faster, more accurate, Riemann solver free, very simple to implement and need less computer memory. A way to extend these schemes to general systems of nonlinear hyperbolic conservation laws in one and two dimensions is presented.     

Upwind finite difference schemes for linear conservation law with memory

In this article we consider upwind finite difference schemes for a class of linear conservation laws with memory. Assuming the positivity of the kernel, it is proved by using the energy estimates that the upwind finite difference scheme, explicit or implicit, is stable and convergent to the real solution. The numerical results of some examples, including Burger's equation with memory, are reported; the effect of memory is also discussed based on the numerical results. © 1994 John Wiley & Sons, Inc.