解四阶抛物型方程高精度紧致差分格式

针对四阶抛物型方程周期初值问题,提出了一个两层隐式差分格式和一个三层隐式差分格式.它们的局部截断误差分别为O((Δt)2+(Δx)4)和O((Δt)2+(Δt)(Δx)2+(Δx)4),其中Δt,Δx分别为时间步长和空间步长.误差分析和数值实验均表明,本文构造的差分格式比经典的Crank-Nicolson格式和Saul’ev构造的差分格式精度更高.从精度及稳定性方面考虑,本文构造的格式也比文[5]的显式格式要好.     

解抛物型方程的一族高精度差分格式

1 引言 求解抛物型方程 u/t=u/x~2, 00, (1) 初边值问题的差分格式,精度高者当属[1]、[2]中的格式.本文对上述问题构造了一族三层(特殊情况下是两层)双参数、绝对稳定、高精度三对角线型的隐式格式,它不仅包含了[1]、[2]中所有的格式,而且还可以得到一个截断误差为O(Δt~3+Δx~4)的绝对稳定的差分格式,精度比[1]、[2]中的格式都高. 2 差分格式 设Δt为时间步长,Δx=L/M(M为正整数)为空间步长,网函数u(jΔx,nΔt )记为u_j~n,对     

抛物型方程变步长显格式算法的步长选取

§1.引言考虑抛物型方程众所周知,有求此方程数值解的古典显式差分格式算法:此格式的缺点是r>1/2时算法不稳定,从而限制了步长τ的选取范围。[1]提出在奇     

Finite difference schemes for Burgers' equation

针对Burgers方程的初边值问题建立了全离散两层加权中心差分格式,得到了差分解的L2模估计,证明了差分解的存在性、收敛性和稳定性,并且得到了显格式和弱隐格式对于步长Γ和h的限制条件.     

关于色散方程u_t=au_(xxx)一类显式差分格式的讨论

关于色散方程u_t=au_(xxx)差分格式的讨论,在[1]和[2]中,分别提出了中层为五点和六点的显式差分格式,其稳定区域分别为 0≤r≤0.7016和-0.0625 ≤r≤1.1851.本文针对这一问题,讨论中层为七点的一类差分格式的稳定性.[1]中格式是本文的特例,并且这类格式的最佳稳定区域为0≤r≤2.394,大约是[2]中稳定范围的二倍,[1]中稳定范围的三倍.     

关于色散方程的一类二阶恒稳显格式

1　引　　言对于具有高阶空间导数的发展方程 ,其显格式因结构简单 ,易于计算 ,具有明显的计算优越性 ,但已有的绝大多数显格式的稳定性条件都十分苛刻 (见 [6 ] -[1 5] ) ,远不如一般隐格式 ,使其应用受到限制 .1 994年《计算物理》中关于“色散方程的一类具任意稳定性的显格式”一文 (见 [1 4 ] ) ,把色散方程显格式的稳定性条件提高到了可以任意选择的程度 ,但截断误差仅为 O(τ+h) .本文构造了新一类双参数显式差分格式 ,它是绝对稳定的 ,且其截断误差是 O(τ+h2 ) ,它结构简单 ,易于实现计算 ,利于实际应用 .我们用数值例子验证了理论…     

拟线性抛物组第一边值问题的差分方法(续)

本文在文献[1]的基础上,继续讨论拟线性抛物组第一边值问题的有限差分方法.首先就弱隐式差分组解的存在性以及强隐式和弱隐式差分解的唯一性进行了论证,最后给出了差分解的收敛性.特别是对显式和弱隐式差分组,给出了收敛性条件,即关于差分步长限制条件.     

单障碍问题区域分解法的单调收敛性与收敛速度估计

本文我们考虑一类典型的椭圆型算子的障碍问题的区域分解算法,分析算法的单调收敛性并给出相应的收敛速度估计.障碍问题有着重要的物理背景（参见[3,9]）.近些年来,有关障碍问题的区域分解法方面的研究已经有一些成果.关于线性算子情形,读者可参看[1,2,5,7,8,10,12,13,14,15,17]等文献,而对于非线性算子情形,读者可参看[4,6,16,18].在这些文献中,已经有部分涉及到算法的收敛速度估计.例如,文[15,16]给出了有限元区域分解算法的迭代误差的渐近最大模估计,文[13]给出了求解具M-阵的有限维互补问题     

一类抛物型方程组的特征修正区域分解有限元方法

在实际生产和科学研究中,有许多物理问题的数学模型为抛物型方程组问题,如可压缩核废料污染问题,地下水资源问题,杨青提出了差分格式和有限元格式,应用先验估计得到了最优的l^2和L^2模误差估计,江城顺等利用交替方向有限元方法得到了H^1模和L^2模误差估计．杨国强等采用显式可解的三层差分格式求解二维方程组得到了H^1模误差估计．     

三维两相渗流驱动问题迎风区域分裂显隐差分法

对三维两相渗流驱动问题提出了两种迎风区域分裂显隐差分格式．压力方程采用了七点差分格式,为了能达到实际并行计算的要求,对饱和度方程采用了迎风区域分裂差分法,内边界处和各子区域分别对应显隐格式．得到了离散l2模收敛性分析,最后给出数值试验,支撑了理论分析结果．     

The fractional steps domain decomposition method for numerical solution of a class of viscous wave equations

In this article, an efficient fractional steps domain decomposition method (FSDDM) is derived for parallel numerical solution of a class of viscous wave equations. In this procedure, the large domain is divided into multiple block sub-domains. The values on the interfaces of sub-domains are found by an efficient local multilevel scheme, implicit scheme is used for computing the interior values in sub-domains. Some techniques, such as non-overlapping domain decomposition, fractional steps and extrapolation algorithm are adopted. Numerical experiments are performed to demonstrate the efficiency and accuracy of the method.     

A Green’s function formulation of nonlocal finite-difference schemes for reaction-diffusion equations

Reaction-diffusion equations are commonly used in different science and engineering fields to describe spatial patterns arising from the interaction of chemical or biochemical reactions and diffusive transport mechanisms. The aim of this work is to show that a Green’s function formulation of reaction-diffusion PDEs is a suitable framework to derive FD schemes incorporating both O(h²) accuracy and nonlocal approximations in the whole domain (including boundary nodes). By doing so, the approach departs from a Green’s function formulation of the boundary-value problem to pose an approximation problem based on a domain decomposition. Within each subdomain, the corresponding integral equation is forced to have zero residual at given grid points. Different FD schemes are obtained depending on the numerical scheme used for computing the Green’s integral over each subdomain. Dirichlet and Neumann boundary conditions are considered, showing that the FD scheme based on the Green’s function formulation incorporates, in a natural way, the effects of boundary nodes in the discretization approximation.     

A parallel finite volume scheme preserving positivity for diffusion equation on distorted meshes

Parallel domain decomposition methods are natural and efficient for solving the implicity schemes of diffusion equations on massive parallel computer systems. A finite volume scheme preserving positivity is essential for getting accurate numerical solutions of diffusion equations and ensuring the numerical solutions with physical meaning. We call their combination as a parallel finite volume scheme preserving positivity, and construct such a scheme for diffusion equation on distorted meshes. The basic procedure of constructing the parallel finite volume scheme is based on the domain decomposition method with the prediction‐correction technique at the interface of subdomains: First, we predict the values on each inner interface of subdomains partitioned by the domain decomposition. Second, we compute the values in each subdomain using a finite volume scheme preserving positivity. Third, we correct the values on each inner interface using the finite volume scheme preserving positivity. The resulting scheme has intrinsic parallelism, and needs only local communication among neighboring processors. Numerical results are presented to show the performance of our schemes, such as accuracy, stability, positivity, and parallel speedup.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2159–2178, 2017     

Contour integral method for European options with jumps

We develop an efficient method for pricing European options with jump on a single asset. Our approach is based on the combination of two powerful numerical methods, the spectral domain decomposition method and the Laplace transform method. The domain decomposition method divides the original domain into sub-domains where the solution is approximated by using piecewise high order rational interpolants on a Chebyshev grid points. This set of points are suitable for the approximation of the convolution integral using Gauss–Legendre quadrature method. The resulting discrete problem is solved by the numerical inverse Laplace transform using the Bromwich contour integral approach. Through rigorous error analysis, we determine the optimal contour on which the integral is evaluated. The numerical results obtained are compared with those obtained from conventional methods such as Crank–Nicholson and finite difference. The new approach exhibits spectrally accurate results for the evaluation of options and associated Greeks. The proposed method is very efficient in the sense that we can achieve higher order accuracy on a coarse grid, whereas traditional methods would required significantly more time-steps and large number of grid points.     

On the numerical solution of singular two‐point boundary value problems: A domain decomposition homotopy perturbation approach

This paper reports a modified homotopy perturbation algorithm, called the domain decomposition homotopy perturbation method (DDHPM), for solving two‐point singular boundary value problems arising in science and engineering. The essence of the approach is to split the domain of the problem into a number of nonoverlapping subdomains. In each subdomain, a method based on a combination of HPM and integral equation formalism is implemented. The boundary condition at the right endpoint of each inner subdomain is established before deriving an iterative scheme for the components of the solution series. The accuracy and efficiency of the DDHPM are demonstrated by 4 examples (2 nonlinear and 2 linear). In comparison with the traditional HPM, the proposed domain decomposition HPM is highly accurate.     

A meshfree method with dynamic node reconfiguration for analysis of thermo-elastic problems with moving concentrated heat sources

In this work, a novel approach for efficient analysis of transient thermo-elastic problems including a moving point heat source is presented. This approach is based on a meshfree method with dynamic reconfiguration of the nodal points. In order to accurately capture the large temperature gradients at the location of the concentrated heat source, a fine configuration of nodal points at this location is selected. In contrast, a coarser nodal arrangement is used in other parts of the problem domain. During the problem analysis, the fine nodal arrangement moves with the point heat source. Consequently, the meshfree methods are ideally suited to this approach. In the present work, the meshfree radial point interpolation method (RPIM) is adopted for the numerical analyses. Since the density of the nodal points varies in different parts of the domain, the background decomposition method (BDM) is used for efficient computation of the domain integrals. In the BDM, the density of the integration points conform to that of the nodal points and thus the computational effort is minimized. Some numerical examples are provided to assess the accuracy and usefulness of the proposed approach in computation of the temperature, displacement, and stress fields.     

ITERATIVE METHODS FOR THE FORWARD-BACKWARD HEAT EQUATION

In this paper we propose the finite difference method for the forward-backward heatequation.We use a coarse-mesh second-order central difference scheme at the middleline mesh points and derive the error estimate.Then we discuss the iterative methodbased on the domain decomposition for our scheme and derive the bounds for the rates ofconvergence.Finally we present some numerical experiments to support our analysis.     

常系数扩散方程的三层九点差分格式的稳定性（英文）

In this paper,we study a numerical solution of diffusion equation.We propose a three level-nine-point implicit difference scheme and prove the difference scheme is compatible with diffusion equation,second order convergent,unconditionally stable.A numerical experiments show,the difference scheme works well inside domain,but not near the discontinuous initial-boundary points,there are still has a vibration even though it was proved unconditionally stable theoretically.We take an action to solve the disturbance,give an Algorithm,Algorithm says,we must do some primal work at the discontinuous-initial-boundary points,then starting numerical solution according the three level-nine-point implicit difference scheme we proposed in this paper.The numerical example is done once again,and there is no disturbance or vibration,our Algorithm performed well all in domain and on the boundary points with small error and good accuracy,so the Algorithm we recommended is feasible and effective.     

Multiresolution based adaptive schemes for second order hyperbolic PDEs in elastodynamic problems

An enhanced interpolation wavelet-based adaptive-grid scheme is implemented for simulating high gradient smooth solutions (as well as, discontinuous ones) in elastodynamic problems in domains with irregular boundary shapes. In the method, spatially adaptive smoothing is used to improve interpolation property of the solution in high gradient zones. In hyperbolic systems, in fact, there are no certain inherent regularities; hence, the erroneous adapted grid may be achieved because of small spurious oscillations in the solution domain. These oscillations, mainly formed in the vicinity of high gradient and discontinuity zones, make the adaptation procedure strongly unstable. To cover this drawback, enhanced smoothing splines are used to denoise directly non-physical oscillations in the irregular grid points, a kind of ill-posed problem. Controllable smoothing is achieved using non-uniform weight coefficients. As the smoothing splines are a kind of the Thikhonov regularization method, they work stably in irregular grid points. Regarding the Thikhonov regularization method, L-curve scheme could be used to investigate trade-off between accuracy and smoothness of the solutions. This relationship, in fact, could not be reliably captured by common computational methods. The proposed method, in general, is easy and conceptually straightforward; as all calculations are carried out in the physical domain. This concept is verified using a variety of 2D numerical examples.     

Parallel algorithm for the solutions of PDEs in linux clustered workstations

In this paper we propose parallel algorithm for the solution of partial differential equations over a rectangular domain using the Crank–Nicholson method by cooperation with the DuFort–Frankel method and apply it on a model problem, namely, the heat conduction equation. One of the well known parallel techniques in solving partial differential equations in cluster computing environment is the domain decomposition technique. Using this technique, the whole domain is decomposed into subdomains, each of them has its own boundaries that are called the interface points. Parallelization is realized by approximating interface values using the unconditionally stable DuFort–Frankel explicit scheme, and these values serve as Neumann boundary conditions for the Crank–Nicholson implicit scheme in the subdomains. The numerical results show that our algorithm is more accurate than the algorithm based on the forward explicit method to approximate the values of the interface points, especially, when we use a small number of time steps. Moreover, these numerical results show that increasing the number of processors which are used in the cluster, yields an increase in the algorithm speedup.