On exact dimensional splitting for a multidimensional scalar quasilinear hyperbolic conservation law

A dimensional splitting scheme is applied to a multidimensional scalar homogeneous quasilinear hyperbolic equation (conservation law). It is proved that the splitting error is zero. The proof is presented for the above partial differential equation in an arbitrary number of dimensions. A numerical example is given that illustrates the proved accuracy of the splitting scheme. In the example, the grid convergence of split (locally one-dimensional) compact and bicompact difference schemes and unsplit bicompact schemes combined with high-order accurate time-stepping schemes (namely, Runge–Kutta methods of order 3, 4, and 5) is analyzed. The errors of the numerical solutions produced by these schemes are compared. It is shown that the orders of convergence of the split schemes remain high, which agrees with the conclusion that the splitting error is zero.     

High order asymptotic-preserving schemes for the Boltzmann equation

In this Note we discuss the construction of high order asymptotic preserving numerical schemes for the Boltzmann equation. The methods are based on the use of Implicit–Explicit (IMEX) Runge–Kutta methods combined with a penalization technique recently introduced in Filbet and Jin (2010) [6].     

A BGK‐penalization‐based asymptotic‐preserving scheme for the multispecies Boltzmann equation

An asymptotic‐preserving (AP) scheme is efficient in solving multiscale problems where kinetic and hydrodynamic regimes coexist. In this article, we extend the BGK‐penalization‐based AP scheme, originally introduced by Filbet and Jin for the single species Boltzmann equation (Filbet and Jin, J Comput Phys 229 (2010) 7625–7648), to its multispecies counterpart. For the multispecies Boltzmann equation, the new difficulties arise due to: (1) the breaking down of the conservation laws for each species and (2) different convergence rates to equilibria for different species in disparate masses systems. To resolve these issues, we find a suitable penalty function—the local Maxwellian that is based on the mean velocity and mean temperature and justify various asymptotic properties of this method. This AP scheme does not contain any nonlinear nonlocal implicit solver, yet it can capture the fluid dynamic limit with time step and mesh size independent of the Knudsen number. Numerical examples demonstrate the correct asymptotic‐behavior of the scheme. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

New numerical methods for the coupled nonlinear Schrödinger equations

In this paper, three numerical schemes with high accuracy for the coupled Schrodinger equations are studied. The conserwtive properties of the schemes are obtained and the plane wave solution is analysised. The split step Runge-Kutta scheme is conditionally stable by linearized analyzed. The split step compact scheme and the split step spectral method are unconditionally stable. The trunction error of the schemes are discussed. The fusion of two solitions colliding with different β is shown in the figures. The numerical experments demonstrate that our algorithms are effective and reliable.     

ℒ-Splines and Viscosity Limits for Well-Balanced Schemes Acting on Linear Parabolic Equations

Well-balanced schemes, nowadays mostly developed for both hyperbolic and kinetic equations, are extended in order to handle linear parabolic equations, too. By considering the variational solution of the resulting stationary boundary-value problem, a simple criterion of uniqueness is singled out: the \(C^{1}\) regularity at all knots of the computational grid. Being easy to convert into a finite-difference scheme, a well-balanced discretization is deduced by defining the discrete time-derivative as the defect of \(C^{1}\) regularity at each node. This meets with schemes formerly introduced in the literature relying on so-called ?-spline interpolation of discrete values. Various monotonicity, consistency and asymptotic-preserving properties are established, especially in the under-resolved vanishing viscosity limit. Practical experiments illustrate the outcome of such numerical methods.     

Explicit-implicit difference scheme for the joint solution of the radiative transfer and energy equations by the splitting method

High-order accurate explicit and implicit conservative predictor-corrector schemes are presented for the radiative transfer and energy equations in the multigroup kinetic approximation solved together by applying the splitting method with respect to physical processes and spatial variables. The original system of integrodifferential equations is split into two subsystems: one of partial differential equations without sources and one of ordinary differential equations (ODE) with sources. The general solution of the ODE system and the energy equation is written in quadratures based on total energy conservation in a cell. A feature of the schemes is that a new approximation is used for the numerical fluxes through the cell interfaces. The fluxes are found along characteristics with the interaction between radiation and matter taken into account. For smooth solutions, the schemes approximating the transfer equations on spatially uniform grids are second-order accurate in time and space. As an example, numerical results for Fleck’s test problems are presented that confirm the increased accuracy and efficiency of the method.     

Splitting positive definite mixed element method for viscoelasticity wave equation

A splitting positive definite mixed finite element method is proposed for second-order viscoelasticity wave equation. The proposed procedure can be split into three independent symmetric positive definite integro-differential sub-system and does not need to solve a coupled system of equations. Error estimates are derived for both semidiscrete and fully discrete schemes. The existence and uniqueness for semidiscrete scheme are proved. Finally, a numerical example is provided to illustrate the efficiency of the method.     

离散速度动力学方程组的数值方法研究 Ⅰ.半隐式差分格式

１．引言文中考虑 Ｂｏｌｔｚｍａｎｎ方程的离散速度模型一两速度模型的数值方法的构造和分析．其中,ｃ为分子速度,Ｊ（ｕ,ｖ）为碰撞算子,具有如下一般形式式中ｋ（ｕ,ｖ）,和为非负实常数．模型（１．１）－（１．２０包含了一些著名的动力学模型,例如 Ｇｏｌｄｓｔｅｉｎ－Ｔａｙｌｏｒ模型［５,１４］, Ｒｕｉｊｇｒｏｏｋ－Ｗｕ模型［１２］,多孔介质方程［９,１１］等． 如果引进宏观变量产＝ｕ＋ｖ,ｊ＝（ｕ－ｖ）,则可得到宏观方程其中此外,方程（１．３）有两个自然渐近区．第一个是此时Ｊ（ｊ）＝０,如果该方程有…     

A volume‐consistent discrete formulation of aggregation population balance equations

In this paper, a new finite volume scheme for the numerical solution of the pure aggregation population balance equation, or Smoluchowski equation, on non‐uniform meshes is derived. The main feature of the new method is its simple mathematical structure and high accuracy with respect to the number density distribution as well as its moments. The new method is compared with the existing schemes given by Filbet and Laurençot (SIAM J. Sci. Comput., 25 (2004), pp. 2004–2028) and Forestier and Mancini (SIAM J. Sci. Comput., 34 (2012), pp. B840–B860) for selected benchmark problems. It is shown that the new scheme preserves all the advantages of a conventional finite volume scheme and predicts higher‐order moments as well as number density distribution with high accuracy. Copyright © 2015 John Wiley & Sons, Ltd.     

Minimization of grid orientation effects in simulation of oil recovery processes through use of an unsplit higher order scheme

We present an unsplit second-order finite difference algorithm for hyperbolic conservation laws in several variables. Although the method can be directly implemented for general hyperbolic systems, we focus in this article on reducing grid orientation effects in porous media flow. In particular, we consider miscible and immiscible displacement processes. Our main concern is to develop a scheme that can easily be implemented into existing standard finite-difference-based reservoir simulators as an option to be used if grid orientation effects occur. The principle of the scheme is to build a higher order scheme to reduce numerical dispersion and that does not split the spatial operator to reduce the effect of the grid orientation. Numerical results are presented, which show that the method presented here reduces the effect of the numerical dispersion to a level that minimizes the grid orientation effects in a computationally efficient manner. © 1996 John Wiley & Sons, Inc.     

Dimension-by-dimension moment-based central Hermite WENO schemes for directly solving Hamilton-Jacobi equations

In this paper, a class of high-order central Hermite WENO (HWENO) schemes based on finite volume framework and staggered meshes is proposed for directly solving one- and two-dimensional Hamilton-Jacobi (HJ) equations. The methods involve the Lax-Wendroff type discretizations or the natural continuous extension of Runge-Kutta methods in time. This work can be regarded as an extension of central HWENO schemes for hyperbolic conservation laws (Tao et al. J. Comput. Phys. 318, 222–251, 2016) which combine the central scheme and the HWENO spatial reconstructions and therefore carry many features of both schemes. Generally, it is not straightforward to design a finite volume scheme to directly solve HJ equations and a key ingredient for directly solving such equations is the reconstruction of numerical Hamiltonians to guarantee the stability of methods. Benefited from the central strategy, our methods require no numerical Hamiltonians. Meanwhile, the zeroth-order and the first-order moments of the solution are involved in the spatial HWENO reconstructions which is more compact compared with WENO schemes. The reconstructions are implemented through a dimension-by-dimension strategy when the spatial dimension is higher than one. A collection of one- and two- dimensional numerical examples is performed to validate high resolution and robustness of the methods in approximating the solutions of HJ equations, which involve linear, nonlinear, smooth, non-smooth, convex or non-convex Hamiltonians.     

Analysis of the Yosida method for the incompressible Navier–Stokes equations

The Yosida method was introduced in (Quarteroni et al., to appear) for the numerical approximation of the incompressible unsteady Navier–Stokes equations. From the algebraic viewpoint, it can be regarded as an inexact factorization of the matrix arising from the space and time discretization of the problem. However, its differential interpretation resides on an elliptic stabilization of the continuity equation through the Yosida regularization of the Laplacian (see (Brezis, 1983, Ciarlet and Lions, 1991)). The motivation of this method as well as an extensive numerical validation were given in (Quarteroni et al., to appear).In this paper we carry out the analysis of this scheme. In particular, we consider a first-order time advancing unsplit method. In the case of the Stokes problem, we prove unconditional stability and moreover that the splitting error introduced by the Yosida scheme does not affect the overall accuracy of the solution, which remains linear with respect to the time step. Some numerical experiments, for both the Stokes and Navier–Stokes equations, are presented in order to substantiate our theoretical results.     

New schemes for the finite-element dynamic analysis of piezoelectric devices

New finite-element schemes are proposed for investigating harmonic and non-stationary problems for composite elastic and piezoelectric media. These schemes develop the techniques for the finite-element analysis of piezoelectric structures based on symmetric and partitioned matrix algorithms. In order to take account of attenuation in piezoelectric media, a new model is used which extends the Kelvin model for viscoelastic media. It is shown that this model enables the system of finite-element equations to be split into separate scalar equations. The Newmark scheme in a convenient formulation, which does not explicitly use the velocities and accelerations of the nodal degrees of freedom, is employed for the direct integration with respect to time of the finite-element equations of non-stationary problems. The results of numerical experiments are presented which illustrate the effectiveness of the proposed techniques and their implementation in the ACELAN finite-element software package.     

三维对流扩散方程的三种高精度分裂格式

在算子分裂法思想的基础上,将两种高精度的离散格式推广应用于三维对流扩散方程,同时对经典ADI格式的对流项做了改进,改进后的格式的对流项对空间具有4阶精度,而经典ADI格式对空间只有2阶精度,由此可见,提高了该格式的实用性．最后对两种典型的浓度场进行了数值模拟,将3种格式的计算结果与解析解以及其它传统差分格式的计算结果进行了对比,得出当Peclet数不大于5时,3种格式均获得了令人满意的数值结果,说明推广的这三种方法具有很高的准确性和可靠性．     

非定常 N-S 方程的非线性 Galerkin 算法及其误差估计

本文给出了二维非定常N-S方程的三种数值格式,其中空间变量用谱非线性Galerkin算法进行离散,时间变量用有限差分离散,并研究了这些格式数值解的逼近精度．最后,给出了部分数值计算结果．     

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.     

Nonlinear Implicit One-Step Schemes for Solving Initial Value Problems for Ordinary Differential Equation with Steep Gradients

A general theory for nonlinear implicit one-step schemes for solving initial value problems for ordinary differential equations is presented in this paper. The general expansion of "symmetric" implicit one-step schemes having second-order is derived and stability and convergence are studied. As examples, some geometric schemes are given. Based on previous work of the first author on a generalization of means, a fourth-order nonlinear implicit one-step scheme is presented for solving equations with steep gradients. Also, a hybrid method based on the GMS and a fourth-order linear scheme is discussed. Some numerical results are given.     

Implicit kinetic schemes for scalar conservation laws

Based on kinetic formulation for scalar conservation laws, we present implicit kinetic schemes. For time stepping these schemes require resolution of linear systems of algebraic equations. The scheme is conservative at steady states. We prove that if time marching procedure converges to some steady state solution, then the implicit kinetic scheme converges to some entropy steady state solution. We give sufficient condition of the convergence of time marching procedure. For scalar conservation laws with a stiff source term we construct a stiff numerical scheme with discontinuous artificial viscosity coefficients that ensure the scheme to be equilibrium conserving. We couple the developed implicit approach with the stiff space discretization, thus providing improved stability and equilibrium conservation property in the resulting scheme. Numerical results demonstrate high computational capabilities (stability for large CFL numbers, fast convergence, accuracy) of the developed implicit approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 26–43, 2002     

Estudio comparativo de distintos modelos de condiciones de contorno de impedancia en problemas acústicos

In this paper, different implementations of numerical locally reacting boundary conditions are studied for acoustic problems. In this comparative study we analyze two types of equations, the Euler equations and the wave equation. We also analyze both finite-differences time-domain (FDTD) algorithms, and pseudo-spectral time domain (PSTD) numerical schemes. We compare different numerical implementations existing in the literature by means of exhaustive numerical experiments. These numerical experiments allow for the study of the absorbing properties of the different schemes as a function of the frequency and the angle of the incident sound waves. This novel comparative study will help the acoustic engineer in order to choose the proper numerical scheme for his/her simulations.     

Implicit-explicit schemes for flow equations with stiff source terms

In this paper, we design stable and accurate numerical schemes for conservation laws with stiff source terms. A prime example and the main motivation for our study is the reactive Euler equations of gas dynamics. Furthermore, we consider widely studied scalar model equations. We device one-step IMEX (implicit-explicit) schemes for these equations that treats the convection terms explicitly and the source terms implicitly.For the non-linear scalar equation, we use a novel choice of initial data for the resulting Newton solver and obtain correct propagation speeds, even in the difficult case of rarefaction initial data. For the reactive Euler equations, we choose the numerical diffusion suitably in order to obtain correct wave speeds on under-resolved meshes.We prove that our implicit-explicit scheme converges in the scalar case and present a large number of numerical experiments to validate our scheme in both the scalar case as well as the case of reactive Euler equations.Furthermore, we discuss fundamental differences between the reactive Euler equations and the scalar model equation that must be accounted for when designing a scheme.