谱方法用于非定常流动计算的隐式求解

本文对谱方法用于周期性非定常流动的隐式求解方法进行了探讨,分析了影响计算稳定性和收敛速度的因素.提出了结合多重网格的隐式求解方法并对算法进行了验证,初步计算表明本文算法具有良好的稳定性和收敛速度.对于周期性非定常流动,结合本文提出的隐式求解的时域谱方法可以达到很高的精度且具有良好的计算效率.     

Numerical simulation for two-dimensional Riesz space fractional diffusion equations with a nonlinear reaction term

Fractional differential equations have attracted considerable interest because of their ability to model anomalous transport phenomena. Space fractional diffusion equations with a nonlinear reaction term have been presented and used to model many problems of practical interest. In this paper, a two-dimensional Riesz space fractional diffusion equation with a nonlinear reaction term (2D-RSFDE-NRT) is considered. A novel alternating direction implicit method for the 2D-RSFDE-NRT with homogeneous Dirichlet boundary conditions is proposed. The stability and convergence of the alternating direction implicit method are discussed. These numerical techniques are used for simulating a two-dimensional Riesz space fractional Fitzhugh-Nagumo model. Finally, a numerical example of a two-dimensional Riesz space fractional diffusion equation with an exact solution is given. The numerical results demonstrate the effectiveness of the methods. These methods and techniques can be extended in a straightforward method to three spatial dimensions, which will be the topic of our future research.     

An iterative solution of the rough-surface scattering problem

Abstract

An iterative solution to the problem of scattering from a one-dimensional rough surface is obtained for the Dirichlet boundary condition. The advantages of this method are that bounds for convergence of the solution can be established and that the solution may readily be iterated to sufficiently high order in the interaction to examine the rate at which it converges. Absolute convergence of the iterative solution is also a sufficient condition for the convergence of the operator expansion method for surfaces on which the slope is everywhere less than unity. A numerical example of scattering from an echelette grating is considered, and bounds for convergence established. It is found that for scattering from such surfaces the rate at which the iterative solution converges decreases as the surface slope is increased. Corresponding results are found for the operator expansion method.     

A Second-Order Three-Level Difference Scheme for a Magneto-Thermo-Elasticity Model

This article deals with the numerical solution to the magneto-thermo-elasticity model, which is a system of the third order partial differential equations. By introducing a new function, the model is transformed into a system of the second order generalized hyperbolic equations. A priori estimate with the conservation for the problem is established. Then a three-level finite difference scheme is derived. The unique solvability, unconditional stability and second-order convergence in $L_{\infty}$-norm of the difference scheme are proved. One numerical example is presented to demonstrate the accuracy and efficiency of the proposed method.     

A high-order discontinuous Galerkin method for wave propagation through coupled elastic–acoustic media

We introduce a high-order discontinuous Galerkin (dG) scheme for the numerical solution of three-dimensional (3D) wave propagation problems in coupled elastic–acoustic media. A velocity–strain formulation is used, which allows for the solution of the acoustic and elastic wave equations within the same unified framework. Careful attention is directed at the derivation of a numerical flux that preserves high-order accuracy in the presence of material discontinuities, including elastic–acoustic interfaces. Explicit expressions for the 3D upwind numerical flux, derived as an exact solution for the relevant Riemann problem, are provided. The method supports h-non-conforming meshes, which are particularly effective at allowing local adaptation of the mesh size to resolve strong contrasts in the local wavelength, as well as dynamic adaptivity to track solution features. The use of high-order elements controls numerical dispersion, enabling propagation over many wave periods. We prove consistency and stability of the proposed dG scheme. To study the numerical accuracy and convergence of the proposed method, we compare against analytical solutions for wave propagation problems with interfaces, including Rayleigh, Lamb, Scholte, and Stoneley waves as well as plane waves impinging on an elastic–acoustic interface. Spectral rates of convergence are demonstrated for these problems, which include a non-conforming mesh case. Finally, we present scalability results for a parallel implementation of the proposed high-order dG scheme for large-scale seismic wave propagation in a simplified earth model, demonstrating high parallel efficiency for strong scaling to the full size of the Jaguar Cray XT5 supercomputer.     

Finite difference methods for two-dimensional fractional dispersion equation

Fractional order partial differential equations, as generalizations of classical integer order partial differential equations, are increasingly used to model problems in fluid flow, finance and other areas of application. In this paper we discuss a practical alternating directions implicit method to solve a class of two-dimensional initial-boundary value fractional partial differential equations with variable coefficients on a finite domain. First-order consistency, unconditional stability, and (therefore) first-order convergence of the method are proven using a novel shifted version of the classical Grünwald finite difference approximation for the fractional derivatives. A numerical example with known exact solution is also presented, and the behavior of the error is examined to verify the order of convergence.     

Modelling and Numerical Valuation of Power Derivatives in Energy Markets

In this work we investigate the pricing of swing options in a model where the underlying asset follows a jump diffusion process. We focus on the derivation of the partial integro-differential equation (PIDE) which will be applied to swing contracts and construct a novel pay-off function from a tree-based pay-off matrix that can be used as initial condition in the PIDE formulation. For valuing swing type derivatives we develop a theta implicit-explicit finite difference scheme to discretize the PIDE using a Gaussian quadrature method for the integral part. Based on known results for the classical theta-method the existence and uniqueness of solution to the new implicit-explicit finite difference method is proven. Various numerical examples illustrate the usability of the proposed method and allow us to analyse the sensitivity of swing options with respect to model parameters. In particular, the effects of number of exercise rights, jump intensities and dividend yields will be investigated in depth.     

Numerical solution of 3D Green's function for the dynamic system of anisotropic elasticity

In this Letter, we used homotopy perturbation method to obtain numerical solution of the 3D Green's function for the dynamic system of anisotropic elasticity. Application of homotopy perturbation method to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. The numerical results obtained from convolution of Green's function and data of the Cauchy problem are compared with the exact solution for cubic media. The results reveal that the proposed method is very effective and simple.     

Fourier spectral embedded boundary solution of the Poisson’s and Laplace equations with Dirichlet boundary conditions

A Fourier spectral embedded boundary method, for solution of the Poisson’s equation with Dirichlet boundary conditions and arbitrary forcing functions (including zero forcing function), is presented in this paper. This iterative method begins by transformation of the Dirichlet boundary conditions from the physical boundaries to some corresponding regular grid points (which are called the numerical boundaries), using a second order interpolation method. Then the transformed boundary conditions and the forcing function are extended to a square, smoothly and periodically, via multiplying them by some suitable error functions. Instead of direct solution of the resulting extended Poisson’s problem, it is suggested to define and solve an equivalent transient diffusion problem on the regular domain, until achievement of the steady solution (which is considered as the solution of the original problem). Without need of any numerical time integration method, time advancement of the solution is obtained directly, from the exact solution of the transient problem in the Fourier space. Consequently, timestep sizes can be chosen without stability limitations, which it means higher rates of convergence in comparison with the classical relaxation methods. The method is presented in details for one- and two-dimensional problems, and a new emerged phenomenon (which is called the saturation state) is illustrated both in the physical and spectral spaces. The numerical experiments have been performed on the one- and two-dimensional irregular domains to show the accuracy of the method and its superiority (from the rate of convergence viewpoint) to the other classical relaxation methods. Capability of the method, in dealing with complex geometries, and in presence of discontinuity at the boundaries, has been shown via some numerical experiments on a four-leaf shape geometry.     

干斜压大气拉格朗日原始方程组的半解析解法和非线性密度流数值试验

以差分方程代替微分方程给大气原始方程组求解带来了诸多难以解决的问题, 对于(半)拉格朗日模式来说质点轨迹的计算与Helmholtz方程的求解是两大难题. 本文通过对气压变量代换, 并在积分时间步长内将原始方程组线性化, 近似为常微分方程组, 求出方程组的半解析解, 再采用精细积分法求解半解析解. 半解析方法可同时计算风、气压和位移, 无需求解Helmholtz方程, 质点的位移采用积分风的半解析解得到, 相比采用风速外推的计算方法, 半解析方法更科学合理. 非线性密度流试验检验表明: 半解析模式能够清晰地模拟Kelvin-Helmholtz 切变不稳定涡旋的发生和发展过程; 模拟的气压场和风场环流结构与标准解非常相似, 且数值解是收敛的, 同时, 总质量和总能量具有较好的守恒性. 试验初步证明了采用半解析方法求解大气原始方程组是可行的, 为大气数值模式的构建提供了一个新的思路.     

A second-order accurate numerical method for the two-dimensional fractional diffusion equation

Spatially fractional order diffusion equations are generalizations of classical diffusion equations which are used in modeling practical superdiffusive problems in fluid flow, finance and others. In this paper, we present an accurate and efficient numerical method to solve a fractional superdiffusive differential equation. This numerical method combines the alternating directions implicit (ADI) approach with a Crank–Nicolson discretization and a Richardson extrapolation to obtain an unconditionally stable second-order accurate finite difference method. The stability and the consistency of the method are established. Numerical solutions for an example super-diffusion equation with a known analytic solution are obtained and the behavior of the errors are analyzed to demonstrate the order of convergence of the method.     

Efficient Reconstruction Methods for Nonlinear Elliptic Cauchy Problems with Piecewise Constant Solutions

In this article, a level-set approach for solving nonlinear elliptic Cauchy problems with piecewise constant solutions is proposed, which allows the definition of a Tikhonov functional on a space of level-set functions. We provide convergence analysis for the Tikhonov approach, including stability and convergence results. Moreover, a numerical investigation of the proposed Tikhonov regularization method is presented. Newton-type methods are used for the solution of the optimality systems, which can be interpreted as stabilized versions of algorithms in a previous work and yield a substantial improvement in performance. The whole approach is focused on three dimensional models, better suited for real life applications.     

A Mixed Finite Element Method for Stationary Magneto-Heat Coupling System with Variable Coefficients

In this article, a mixed finite element method for thermally coupled, stationary incompressible MHD problems with physical parameters dependent on temperature in the Lipschitz domain is considered. Due to the variable coefficients of the MHD model, the nonlinearity of the system is increased. A stationary discrete scheme based on the coefficients dependent temperature is proposed, in which the magnetic equation is approximated by Nédélec edge elements, and the thermal and Navier–Stokes equations are approximated by the mixed finite elements. We rigorously establish the optimal error estimates for velocity, pressure, temperature, magnetic induction and Lagrange multiplier with the hypothesis of a low regularity for the exact solution. Finally, a numerical experiment is provided to illustrate the performance and convergence rates of our numerical scheme.     

On the rate of convergence of the Legendre spectral collocation method for multi-dimensional nonlinear Volterra-Fredholm integral equations

While the approximate solutions of one-dimensional nonlinear Volterra-Fredholm integral equations with smooth kermels are now well understood,no systematic studies of the numerical solutions of their multi-dimensional counterparts exist.In this paper,we provide an efficient numerical approach for the multi-dimensional nonlinear Volterra-Fredholm integral equations based on the multi-variate Legendre-collocation approach.Spectral collocation methods for multi-dimensional nonlinear integral equations are known to cause major difficulties from a convergence analysis point of view.Consequently,rigorous error estimates are provided in the weighted Sobolev space showing the exponential decay of the numerical errors.The existence and uniqueness of the numerical solution are established.Numerical experiments are provided to support the theoretical convergence analysis.The results indicate that our spectral collocation method is more flexible with better accuracy than the existing ones.     

Padé approximants and their application to scattering from fluid media

In this work, a numerical method for modeling the scattered acoustic pressure from fluid occlusions is described. The method is based on the asymptotic series expansion of the pressure expressed in terms of sound speed contrast between the host medium and entrained fluid occlusions. Pade? approximants are used to extend the applicability of the result for larger values of sound speed contrast. For scattering from a circular cylinder, an improvement in convergence between the exact and numerical solutions is demonstrated. In the case of scattering from an inhomogeneous medium, a numerical solution with reduced order of Pade? approximants is presented.     

A new approach with piecewise-constant arguments to approximate and numerical solutions of oscillatory problems

This paper is devoted to the development of a novel approximate and numerical method for the solutions of linear and non-linear oscillatory systems, which are common in engineering dynamics. The original physical information included in the governing equations of motion is mostly transferred into the approximate and numerical solutions. Therefore, the approximate and numerical solutions generated by the present method reflect more accurately the characteristics of the motion of the systems. Furthermore, the solutions derived are continuous everywhere with good accuracy and convergence in comparing with Runge-Kutta method. An approximate solution is developed for a linear oscillatory problem and compared with its corresponding exact solution. A non-linear oscillatory problem is also solved numerically and compared with the solutions of Runge-Kutta method. Both the graphical and numerical comparisons are provided in the paper. The accuracy of the approximate and numerical solutions can be controlled as desired by the number of terms in the Taylor series and the value of a single parameter used in the present work. Formulae for numerical computation in solving various linear and non-linear oscillatory problems by the new approach are provided in the paper.     

A Fourier method for the fractional diffusion equation describing sub-diffusion

In this paper, a fractional partial differential equation (FPDE) describing sub-diffusion is considered. An implicit difference approximation scheme (IDAS) for solving a FPDE is presented. We propose a Fourier method for analyzing the stability and convergence of the IDAS, derive the global accuracy of the IDAS, and discuss the solvability. Finally, numerical examples are given to compare with the exact solution for the order of convergence, and simulate the fractional dynamical systems.     

三维空腔辐射场计算的一种简化数值方法

给出三维空腔辐射场计算的一种简化数值方法。在一些物理假定条件下,把问题简化为解反照边界条件的 Boltzmann方程。对方法作了详细描述,讨论了迭代过程的收敛性,最后给出了数值例子。     

A Fourier method for the fractional diffusion equation describing sub-diffusion

In this paper, a fractional partial differential equation (FPDE) describing sub-diffusion is considered. An implicit difference approximation scheme (IDAS) for solving a FPDE is presented. We propose a Fourier method for analyzing the stability and convergence of the IDAS, derive the global accuracy of the IDAS, and discuss the solvability. Finally, numerical examples are given to compare with the exact solution for the order of convergence, and simulate the fractional dynamical systems.     

The variational iteration method for solitary patterns solutions of gBBM equation

We consider solitary patterns solutions of generalized Benjamin–Bona–Mahony equations (shortly gBBM). The variational iteration method (shortly VIM) is applied for the numerical solution subject to appropriate initial condition. The numerical solutions of our model equation are calculated in the form of convergence power series with easily computable components. The VIM performs extremely well in terms of accuracy, efficiently, simplicity, stability and reliability.