Analytical solutions to detect the scheme dispersion for the coupled nonlinear equations

It is shown, how even particular traveling wave asymptotic solution may describe the defects on the shock wave profile caused by the dispersion features of the numerical scheme of the coupled nonlinear gas dynamics equations. For this purpose the coupled nonlinear partial differential equations or the so-called differential approximation of the scheme, are obtained, and a simplification of the method of differential approximation is suggested to obtain the desired asymptotic solution. The solution is used to study the roles of artificial viscosity and the refinement of the mesh for the suppression of the dispersion of the scheme.     

计算激波的高精度数值方法

在分析了数值解在激波附近产生非物理振荡的原因后,构造了一个三阶迎风紧致格式以及激波的捕捉技术,并且,提出一种称为准装配法的新的激波装配方法.一维流动的数值试验表明,新方法是非常令人满意的.     

A Crank-Nicolson scheme for the Landau-Lifshitz equation without damping

An accurate and efficient numerical approach, based on a finite difference method with Crank-Nicolson time stepping, is proposed for the Landau-Lifshitz equation without damping. The phenomenological Landau-Lifshitz equation describes the dynamics of ferromagnetism. The Crank-Nicolson method is very popular in the numerical schemes for parabolic equations since it is second-order accurate in time. Although widely used, the method does not always produce accurate results when it is applied to the Landau-Lifshitz equation. The objective of this article is to enumerate the problems and then to propose an accurate and robust numerical solution algorithm. A discrete scheme and a numerical solution algorithm for the Landau-Lifshitz equation are described. A nonlinear multigrid method is used for handling the nonlinearities of the resulting discrete system of equations at each time step. We show numerically that the proposed scheme has a second-order convergence in space and time.     

二维椭圆型方程反问题中优化算法的比较

近年来，决定椭圆型方程系数反问题在地磁、地球物理、冶金和生物等实际问题上有着广泛的应用．本文讨论了二维的决定椭圆型方程系数反问题的数值求解方法．由误差平方和最小原则，这个反问题可化为一个变分问题，并进一步离散化为一个最优化问题，其目标函数依赖于要决定的方程系数．本文着重考察非线性共轭梯度法在此最优化问题数值计算中的表现，并与拟牛顿法作为对比．为了提高算法的效率我们适当选择加快收敛速度的预处理矩阵．同时还考察了线搜索方法的不同对优化算法的影响．数值实验的结果表明，非线性共轭梯度法在这类大规模优化问题中相对于拟牛顿法更有效．     

Convergence properties of a class of boundary element approximations to linear diffusion problems with localized nonlinear reactions

We consider a boundary element (BE) Algorithm for solving linear diffusion desorption problems with localized nonlinear reactions. The proposed BE algorithm provides an elegant representation of the effect of localized nonlinear reactions, which enables the effects of arbitrarily oriented defect structures to be incorporated into BE models without having to perform severe mesh deformations. We propose a one-step recursion procedure to advance the BE solution of linear diffusion localized nonlinear reaction problems and investigate its convergence properties. The separation of the linear and nonlinear effects by the boundary integral formulation enables us to consider the convergence properties of approximations to the linear terms and nonlinear terms of the boundary integral equation separately. For the linear terms we investigate how the degree of piecewise polynomial collocation in space and the size of the spatial mesh relative to the time step affects the accumulation of errors in the one-step recursion scheme. We develop a novel convergence analysis that combines asymptotic methods with Lax's Equivalence Theorem. We identify a dimensionless meshing parameter θ whose magnitudé governs the performance of the one-step BE schemes. In particular, we show that piecewise constant (PWC) and piecewise linear (PWL) BE schemes are conditionally convergent, have lower asymptotic bounds placed on the size of time steps, and which display excess numerical diffusion when small time steps are used. There is no asymptotic bound on how large the tie steps can be–this allows the solution to be advanced in fewer, larger time steps. The piecewise quadratic (PWQ) BE scheme is shown to be unconditionally convergent; there is no asymptotic restriction on the relative sizes of the time and spatial meshing and no numerical diffusion. We verify the theoretical convergence properties in numerical examples. This analysis provides useful information about the appropriate degree of spatial piecewise polynomial and the meshing strategy for a given problem. For the nonlinear terms we investigate the convergence of an explicit algorithm to advance the solution at an active site forward in time by means of Caratheodory iteration combined with piecewise linear interpolation. We consider a model problem comprising a singular nonlinear Volterra equation that represents the effect of the term in the BE formulation that is due to a single defect. We prove the convergence of the piecewise linear Caratheodory iteration algorithm to a solution of the model problem for as long as such a solution can be shown to exist. This analysis provides a theoretical justification for the use of piecewise linear Caratheodory iterates for advancing the effects of localized reactions.     

Time accurate fast wavelet‐Taylor Galerkin method for partial differential equations

We introduce the concept of fast wavelet‐Taylor Galerkin methods for the numerical solution of partial differential equations. In wavelet‐Taylor Galerkin method discretization in time is performed before the wavelet based spatial approximation by introducing accurate generalizations of the standard Euler, θ and leap‐frog time‐stepping scheme with the help of Taylor series expansions in the time step. We will present two different time‐accurate wavelet schemes to solve the PDEs. First, numerical schemes taking advantage of the wavelet bases capabilities to compress the operators and sparse representation of functions which are smooth, except for in localized regions, up to any given accuracy are presented. Here numerical experiments deal with advection equation with the spiky solution in one dimension, two dimensions, and nonlinear equation with a shock in solution in two dimensions. Second, our schemes deal with more regular class of problems where wavelets are not efficient procedure for data compression but we can use the good approximation properties of wavelet. Here time‐accurate schemes lead to consistent mass matrix in an explicit time stepping, which can be solved by approximate factorization techniques. Numerical experiment deals with more regular class of problems like heat equation as well as coupled linear system in two dimensions. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Ray expansions of solutions around fronts as a shock-fitting tool for shock loading simulation

In shock loading computations based on an implicit finite-difference scheme, the surfaces of velocity discontinuity and the discontinuity sizes are determined by computing an asymptotic (ray) expansion of the solution behind the front surfaces at every time step. The method for constructing ray expansions is based on a recurrence formulation of the geometric and kinematic consistency conditions for discontinuities of the derivatives of functions that are discontinuous on a moving surface. The algorithm is illustrated by computing a simple example of the out-of-plane motion of an incompressible elastic medium.     

Conservative finite-difference scheme for computer simulation of contrast 3D spatial-temporal structures induced by a laser pulse in a semiconductor

The numerical approach for computer simulation of femtosecond laser pulse interaction with a semiconductor is considered under the formation of 3D contrast time-dependent spatiotemporal structures. The problem is governed by the set of nonlinear partial differential equations describing a semiconductor characteristic evolution and a laser pulse propagation. One of the equations is a Poisson equation concerning electric field potential with Neumann boundary conditions that requires fulfillment of the well-known condition for Neumann problem solvability. The Poisson equation right part depends on free-charged particle concentrations that are governed by nonlinear equations. Therefore, the charge conservation law plays a key role for a finite-difference scheme construction as well as for solvability of the Neumann difference problem. In this connection, the iteration methods for the Poisson equation solution become preferable than using direct methods like the fast Fourier transform. We demonstrate the following: if the finite-difference scheme does not possess the conservatism property, then the problem solvability could be broken, and the numerical solution does not correspond to the differential problem solution. It should be stressed that for providing the computation in a long-time interval, it is crucial to use a numerical method that possessing asymptotic stability property. In this regard, we develop an effective numerical approach—the three-stage iteration process. It has the same economic computing expenses as a widely used split-step method, but, in contrast to the split-step method, our method possesses conservatism and asymptotic stability properties. Computer simulation results are presented.     

Continuum models of rarefied gas flows in problems of hypersonic aerothermodynamics

The limits of applicability of continuum flow models in the problem of the hypersonic rarefied gas flow over blunt bodies are determined by an asymptotic analysis of the Navier–Stokes equations, the numerical solution of the viscous shock layer equations and the numerical and asymptotic solution of the thin viscous shock layer equations for low Reynolds numbers. It is shown that the thin viscous shock layer model gives correct values of the skin friction coefficient and the heat transfer coefficient in the transitional to free-molecule flow regime. The asymptotic solutions, the numerical solutions obtained within the framework of different continuum models, and the results of a calculation by Direct Simulation Monte Carlo method are compared.     

Existence and asymptotic stability of relaxation discrete shock profiles

In this paper we study the asymptotic nonlinear stability of discrete shocks of the relaxing scheme for approximating the general system of nonlinear hyperbolic conservation laws. The existence of discrete shocks is established by suitable manifold construction, and it is shown that weak single discrete shocks for such a scheme are nonlinearly stable in , provided that the sums of the initial perturbations equal zero. These results should shed light on the convergence of the numerical solution constructed by the relaxing scheme for the single shock solution of the system of hyperbolic conservation laws. These results are proved by using both a weighted norm estimate and a characteristic energy method based on the internal structures of the discrete shocks.

     

两参数奇异摄动非线性双曲型微分系统的过渡冲击层广义解

研究了一类两参数双曲型微分系统奇异摄动初始边值问题.首先,利用奇异摄动理论和方法,注意到两个小参数,构造了问题的外部解.其次,利用多重尺度变量和伸长变量,分别得到了原问题解的过渡冲击层、边界层和初始层校正项.最后,得到了原问题解的渐近展开式,并利用泛函分析不动点理论,证明了渐近解的一致有效性.由本方法求得的原问题的渐近解,它还可以进行微分,积分等解析运算,从而能了解相应过渡冲击层解的更进一步的性态.因此本方法具有良好的应用前景.     

Acceleration of two-grid stabilized mixed finite element method for the Stokes eigenvalue problem

This paper provides an accelerated two-grid stabilized mixed finite element scheme for the Stokes eigenvalue problem based on the pressure projection. With the scheme, the solution of the Stokes eigenvalue problem on a fine grid is reduced to the solution of the Stokes eigenvalue problem on a much coarser grid and the solution of a linear algebraic system on the fine grid. By solving a slightly different linear problem on the fine grid, the new algorithm significantly improves the theoretical error estimate which allows a much coarser mesh to achieve the same asymptotic convergence rate. Finally, numerical experiments are shown to verify the high efficiency and the theoretical results of the new method.     

A composite Chebyshev finite difference method for nonlinear optimal control problems

In this paper, a composite Chebyshev finite difference method is introduced and is successfully employed for solving nonlinear optimal control problems. The proposed method is an extension of the Chebyshev finite difference scheme. This method can be regarded as a non-uniform finite difference scheme and is based on a hybrid of block-pulse functions and Chebyshev polynomials using the well-known Chebyshev–Gauss–Lobatto points. The convergence of the method is established. The nice properties of hybrid functions are then used to convert the nonlinear optimal control problem into a nonlinear mathematical programming one that can be solved efficiently by a globally convergent algorithm. The validity and applicability of the proposed method are demonstrated through some numerical examples. The method is simple, easy to implement and yields very accurate results.     

A compound adaptive approach to degenerate nonlinear quenching problems

Quenching phenomena play important roles in both steady and unsteady combustion processes. This article studies a compound finite difference method for solving a nonlinear degenerate combustion model problem. The approach combines procedures of semidiscretization, adaptive ODE solver, and highly stable rational approximation for handling the spatial degeneracy and quenching singularity involved. A second‐order adaptive scheme is constructed, which provides monotone convergence of the numerical solution and direct computations of critical quenching values. It has a simple, yet accurate and reliable, structure and is easy to use. We further demonstrate advantages of the scheme by comparing it to existing algorithms. Numerical examples are presented to further strengthen our results. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 29–47, 1999     

Meshfree isoparametric point interpolation method (IPIM) for evaporative laser drilling

An isoparametric point interpolation method (IPIM) has been developed to analyze evaporative laser machining. The method is based on isoparametric representation of the unknown in the local domain. It also uses a simple strong form, but shows to be powerful enough to handle highly localized boundary conditions. Solution in a typical influence domain is approximated by a polynomial function. The problem is geometrically nonlinear because the domain is not known a priori due to material removal in machining. An iterative scheme is introduced to solve the nonlinear problem. The material removal is handled by redistributing points in the domain. This renders the point distribution non-uniform same as random distribution. Three different boundary conditions considered are of essential, convection, and laser irradiation type. The numerical results show very good agreement with those by FEM and BEM.     

Relaxation approximation to bed-load sediment transport

In this work we propose and apply a numerical method based on finite volume relaxation approximation for computing the bed-load sediment transport in shallow water flows, in one and two space dimensions. The water flow is modeled by the well-known nonlinear shallow water equations which are coupled with a bed updating equation. Using a relaxation approximation, the nonlinear set of equations (and for two different formulations) is transformed to a semilinear diagonalizable problem with linear characteristic variables. A second order MUSCL-TVD method is used for the advection stage while an implicit–explicit Runge–Kutta scheme solves the relaxation stage. The main advantages of this approach are that neither Riemann problem solvers nor nonlinear iterations are required during the solution process. For the two different formulations, the applicability and effectiveness of the presented scheme is verified by comparing numerical results obtained for several benchmark test problems.     

两参数非线性反应扩散积分微分方程的内层激波渐近解

研究了一类两参数非线性反应扩散积分微分奇摄动问题.利用奇摄动方法,构造了问题的外部解、内部激波层、边界层及初始层校正项,由此得到了问题解的形式渐近展开式.最后利用积分微分方程的比较定理证明了该问题解的渐近展开式的一致有效性.     

Pseudospectral Legendre-based optimal computation of nonlinear constrained variational problems

It is well known that, spectrally accurate solution can be maintained if the grids on which a nonlinear physical problem is to be solved must be obtained by spectrally accurate techniques. In this paper, the pseudospectral Legendre method for general nonlinear smooth and nonsmooth constrained problems of the calculus of variations is studied. The technique is based on spectral collocation methods in which the trajectory, x(t), is approximated by the Nth degree interpolating polynomial, using Legendre-Gauss-Lobatto points as the collocation points, and Lagrange polynomials as trial functions. The integral involved in the formulation of the problem is approximated based on Legendre-Gauss-Lobatto integration rule, thereby reducing the problem to a nonlinear programming one to which existing well-developed algorithms may be applied. The method is easy to implement and yields very accurate results. Illustrative examples are included to confirm the convergence of the pseudospectral Legendre method. Moreover, a numerical experiment (on a nonsmooth problem) indicates that by applying a smoothing filter procedure to the pseudospectral Legendre approximation, one can recover the nonsmooth solution within spectral accuracy.     

On the uniform convergence of a finite difference scheme for time dependent singularly perturbed reaction-diffusion problems

In this work we are interested in the numerical approximation of 1D parabolic singularly perturbed problems of reaction-diffusion type. To approximate the multiscale solution of this problem we use a numerical scheme combining the classical backward Euler method and central differencing. The scheme is defined on some special meshes which are the tensor product of a uniform mesh in time and a special mesh in space, condensing the mesh points in the boundary layer regions. In this paper three different meshes of Shishkin, Bahkvalov and Vulanovic type are used, proving the uniform convergence with respect to the diffusion parameter. The analysis of the uniform convergence is based on a new study of the asymptotic behavior of the solution of the semidiscrete problems, which are obtained after the time discretization by the Euler method. Some numerical results are showed corroborating in practice the theoretical results on the uniform convergence and the order of the method.     

A composite semi-conservative scheme for hyperbolic conservation laws

In this work a first order accurate semi-conservative composite scheme is presented for hyperbolic conservation laws. The idea is to consider the non-conservative form of conservation law and utilize the explicit wave propagation direction to construct semi-conservative upwind scheme. This method captures the shock waves exactly with less numerical dissipation but generates unphysical rarefaction shocks in case of expansion waves with sonic points. It shows less dissipative nature of constructed scheme. In order to overcome it, we use the strategy of composite schemes. A very simple criteria based on wave speed direction is given to decide the iterations. The proposed method is applied to a variety of test problems and numerical results show accurate shock capturing and higher resolution for rarefaction fan.