On a time-splitting method for a scalar conservation law with a multiplicative stochastic perturbation and numerical experiments

In this paper, we present a numerical scheme for a first-order hyperbolic equation of nonlinear type perturbed by a multiplicative noise. The problem is set in a bounded domain D of ${\mathbb{R}^{d}}$ and with homogeneous Dirichlet boundary condition. Using a time-splitting method, we are able to show the existence of an approximate solution. The result of convergence of such a sequence is based on the work of Bauzet–Vallet–Wittbold (J Funct Anal, 2013), where the authors used the concept of measure-valued solution and Kruzhkov’s entropy formulation to show the existence and uniqueness of the stochastic weak entropy solution. Then, we propose numerical experiments by applying this scheme to the stochastic Burgers’ equation in the one-dimensional case.     

Second order unconditionally convergent and energy stable linearized scheme for MHD equations

In this paper, we propose an efficient numerical scheme for magnetohydrodynamics (MHD) equations. This scheme is based on a second order backward difference formula for time derivative terms, extrapolated treatments in linearization for nonlinear terms. Meanwhile, the mixed finite element method is used for spatial discretization. We present that the scheme is unconditionally convergent and energy stable with second order accuracy with respect to time step. The optimal L ² and H ¹ fully discrete error estimates for velocity, magnetic variable and pressure are also demonstrated. A series of numerical tests are carried out to confirm our theoretical results. In addition, the numerical experiments also show the proposed scheme outperforms the other classic second order schemes, such as Crank-Nicolson/Adams-Bashforth scheme, linearized Crank-Nicolson’s scheme and extrapolated Gear’s scheme, in solving high physical parameters MHD problems.     

Numerical approximations of the 10-moment Gaussian closure

We propose a numerical scheme to approximate the weak solutions of the 10-moment Gaussian closure. The moment Gaussian closure for gas dynamics is governed by a conservative hyperbolic system supplemented by entropy inequalities whose solutions satisfy positiveness of density and tensorial pressure. We consider a Suliciu-type relaxation numerical scheme to approximate the solutions. These methods are proved to satisfy all the expected positiveness properties and all the discrete entropy inequalities. The scheme is illustrated by several numerical experiments.

     

Optimized higher order time discretization of second order hyperbolic problems: Construction and numerical study

We investigate explicit higher order time discretizations of linear second order hyperbolic problems. We study the even order (2m) schemes obtained by the modified equation method. We show that the corresponding CFL upper bound for the time step remains bounded when the order of the scheme increases. We propose variants of these schemes constructed to optimize the CFL condition. The corresponding optimization problem is analyzed in detail. The optimal schemes are validated through various numerical results.     

Solving semi-infinite programs by smoothing projected gradient method

In this paper, we study a semi-infinite programming (SIP) problem with a convex set constraint. Using the value function of the lower level problem, we reformulate SIP problem as a nonsmooth optimization problem. Using the theory of nonsmooth Lagrange multiplier rules and Danskin’s theorem, we present constraint qualifications and necessary optimality conditions. We propose a new numerical method for solving the problem. The novelty of our numerical method is to use the integral entropy function to approximate the value function and then solve SIP by the smoothing projected gradient method. Moreover we study the relationships between the approximating problems and the original SIP problem. We derive error bounds between the integral entropy function and the value function, and between locally optimal solutions of the smoothing problem and those for the original problem. Using certain second order sufficient conditions, we derive some estimates for locally optimal solutions of problem. Numerical experiments show that the algorithm is efficient for solving SIP.     

A new hypothesis concerning children’s fractional knowledge

The basic hypothesis of the teaching experiment, The Child’s Construction of the Rational Numbers of Arithmetic (Steffe & Olive, 1990) was that children’s fractional schemes can emerge as accommodations in their numerical counting schemes. This hypothesis is referred to as the reorganization hypothesis because when a new scheme is established by using another scheme in a novel way, the new scheme can be regarded as a reorganization of the prior scheme. In that case where children’s fractional schemes do emerge as accommodations in their numerical counting schemes, I regard the fractional schemes as superseding their earlier numerical counting schemes. If one scheme supersedes another, that does not mean the earlier scheme is replaced by the superseding scheme. Rather, it means that the superseding scheme solves the problems the earlier scheme solved but solves them better, and it solves new problems the earlier scheme didn’t solve. It is in this sense that we hypothesized children’s fractional schemes can supersede their numerical counting schemes and it is the sense in which we regarded numerical schemes as constructive mechanisms in the production of fractional schemes (Kieren, 1980).     

Numerical approximation of a quantum drift-diffusion model

This Note is devoted to the discretization and numerical simulation of a new quantum drift-diffusion model that was recently derived. We define an implicit numerical scheme which is equivalent to a convex minimization problem and which preserves the physical properties of the continuous model: charge conservation, positivity of the density and dissipation of an entropy. We illustrate these results by some numerical simulations. To cite this article: S. Gallego, F. Méhats, C. R. Acad. Sci. Paris, Ser. I 339 (2004).     

On a hyperbolic conservation law of electron transport in solid materials for electron probe microanalysis

The prediction of X-ray intensities based on the distribution of electrons throughout solid materials is essential to solve the inverse problem of quantifying the composition of materials in electron probe microanalysis (EPMA) [3]. We present a hyperbolic conservation law for electron transport in solid materials and investigate its validity under conditions typical for EPMA experiments. The conservation law is based on the time-stationary Boltzmann equation for binary electron-atom scattering. We model the energy loss of the electrons with a continuous slowing-down approximation. A first order moment approximation with respect to the angular variable is discussed. We propose to use a minimum entropy closure to derive a system of hyperbolic conservation laws, known as the M1 model [11]. A finite volume scheme for the numerical solution of the resulting equations is presented. Important numerical aspects of the scheme are discussed, such as bounds for the finite propagation speeds, as well as difficulties arising fromspatial discontinuities in thematerial coefficients and the scaling of the characteristic velocities with the stopping power of the electrons.We compare the accuracy and performance of the numerical solution of the hyperbolic conservation law to Monte Carlo simulations. The results indicate a reasonable accuracy of the proposed method and showthat compared to the MonteCarlo simulation the finite volume scheme is computationally less expensive.     

On an upwind difference scheme for strongly degenerate parabolic equations modelling the settling of suspensions in centrifuges and non-cylindrical vessels

We prove the convergence of an explicit monotone finite difference scheme approximating an initial-boundary value problem for a spatially one-dimensional quasilinear strongly degenerate parabolic equation, which is supplied with two zero-flux boundary conditions. This problem arises in a model of sedimentation–consolidation processes in centrifuges and vessels with varying cross-sectional area. We formulate the definition of entropy solution of the model in the sense of Kružkov and prove the convergence of the scheme to the unique BV entropy solution of the problem. The scheme and the model are illustrated by numerical examples.     

求解浅水波方程的熵相容格式

提出了一种求解浅水波方程组的熵相容格式．在熵稳定通量中添加特征速度差分绝对值的项来抵消解在跨过激波时所产生的熵增,从而实现熵相容．新的数值差分格式具有形式简单、计算效率高、无需添加任何的人工数值粘性的特点．数值算例充分说明了其显著的优点．利用新格式成功地模拟了不同类型溃坝问题的激波、稀疏波传播及溃坝两侧旋涡的形成,是求解浅水波方程组较为理想的方法.     

An entropy scheme for the Fokker-Planck collision operator of plasma kinetic theory

Summary. We propose a finite difference scheme to approximate the Fokker-Planck collision operator in 3 velocity dimensions. The principal feature of this scheme is to provide a decay of the numerical entropy. As a consequence, it preserves the collisional invariants and its stationary solutions are the discrete Maxwellians. We consider both the whole velocity-space problem and the bounded velocity problem. In the latter case, we provide artificial boundary conditions which preserve the decay of the entropy. Received October 18, 1993     

A fully discrete scheme for diffusive-dispersive conservation laws

Summary.   We introduce a fully discrete (in both space and time) scheme for the numerical approximation of diffusive-dispersive hyperbolic conservation laws in one-space dimension. This scheme extends an approach by LeFloch and Rohde [4]: it satisfies a cell entropy inequality and, as a consequence, the space integral of the entropy is a decreasing function of time. This is an important stability property, shared by the continuous model as well. Following Hayes and LeFloch [2], we show that the limiting solutions generated by the scheme need not coincide with the classical Oleinik-Kruzkov entropy solutions, but contain nonclassical undercompressive shock waves. Investigating the properties of the scheme, we stress various similarities and differences between the continuous model and the discrete scheme (dynamics of nonclassical shocks, nucleation, etc). Received November 15, 1999 / Revised version received May 27, 2000 / Published online March 20, 2001     

A new averaging scheme for the riemann problem in pure water

The numerical investigation of shock phenomena in gas or liquid media where enthalpy is the preferred thermodynamic variable poses special problems. When an expression for internal energy is available, the usual procedure is to employ a splitting scheme to remove source terms from the Euler equations, then upwind-biased shock capturing algorithms are built around the Riemann problem for the conservative system which remains. However, when the governing equations arc formulated in terms of total enthalpy, treatment of a pressure time derivative as a source term leads to a Riemann problem for a system where one equation is not a conservation law. The present research establishes that successful upwind-biased shock capturing schemes can be based upon the pseudo-conservative system. A new averaging scheme for solving the associated Riemann problem is developed. The method is applied to numerical simulations of shock wave propagation in pure water.     

An efficient optimal solution method for the joint replenishment problem with minimum order quantities

We study the joint replenishment problem (JRP) for M items under deterministic demand, with a minimum order quantity constraint for each item in the replenishment order. We derive bounds on the basic cycle time and we propose an efficient global optimisation procedure to solve the JRP with constraints. Moreover, we also consider the case where a correction is made for empty replenishment occasions. The algorithms are tested with data from a real case and some additional numerical experiments are also presented.     

Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach

Choice of a risk measure for quantifying risk of an investment portfolio depends on the decision maker’s risk preference. In this paper, we consider the case when such a preference can be described by a law invariant coherent risk measure but the choice of a specific risk measure is ambiguous. We propose a robust spectral risk approach to address such ambiguity. Differing from Wang and Xu (SIAM J Optim 30(4):3198–3229, 2020), the new robust model allows one to elicit the decision maker’s risk preference through pairwise comparisons and use the elicited preference information to construct an ambiguity set of risk spectra. The robust spectral risk measure (RSRM) is based on the worst case risk spectrum from the set. To calculate RSRM and solve the associated optimal decision making problem, we use a technique from Acerbi and Simonetti (Portfolio optimization with spectral measures of risk. Working paper, 2002) to develop a new computational approach which is independent of order statistics and reformulate the robust spectral risk optimization problem as a single deterministic convex programming problem when the risk spectra in the ambiguity set are step-like. Moreover, we propose an approximation scheme when the risk spectra are not step-like and derive a bound for the model approximation error and its propagation to the optimal decision making problems. Some preliminary numerical test results are reported about the performance of the robust model and the computational scheme.

     

Stability and convergence for a complete model of mass diffusion

We propose a fully discrete scheme for approximating a three-dimensional, strongly nonlinear model of mass diffusion, also called the complete Kazhikhov–Smagulov model. The scheme uses a C⁰ finite-element approximation for all unknowns (density, velocity and pressure), even though the density limit, solution of the continuous problem, belongs to H². A first-order time discretization is used such that, at each time step, one only needs to solve two decoupled linear problems for the discrete density and the velocity–pressure, separately.We extend to the complete model, some stability and convergence results already obtained by the last two authors for a simplified model where λ²-terms are not considered, λ being the mass diffusion coefficient. Now, different arguments must be introduced, based mainly on an induction process with respect to the time step, obtaining at the same time the three main properties of the scheme: an approximate discrete maximum principle for the density, weak estimates for the velocity and strong ones for the density. Furthermore, the convergence towards a weak solution of the density-dependent Navier–Stokes problem is also obtained as λ→0 (jointly with the space and time parameters).Finally, some numerical computations prove the practical usefulness of the scheme.     

State-space approach for an infinite medium with a spherical cavity based upon two-temperature generalized thermoelasticity theory and fractional heat conduction

This paper is concerned with the determination of the thermoelastic displacement, stress, conductive temperature, and thermodynamic temperature in an infinite isotropic elastic body with a spherical cavity. A general solution to the problem based on the two-temperature generalized thermoelasticity theory (2TT) is introduced. The theory of thermal stresses based on the heat conduction equation with Caputo’s time-fractional derivative of order α is used. Some special cases of coupled thermoelasticity and generalized thermoelasticity with one relaxation time are obtained. The general solution is provided by using Laplace’s transform and state-space techniques. It is applied to a specific problem when the boundary of the cavity is subjected to thermomechanical loading (thermal shock). Some numerical analyses are carried out using Fourier’s series expansion techniques. The computed results for thermoelastic stresses, conductive temperature, and thermodynamic temperature are shown graphically and the effects of two-temperature and fractional-order parameters are discussed.     

Large Time Step Roe scheme for a common 1D two-fluid model

We present the Large Time Step (LTS) extension of the Roe scheme and apply it to a standard two-fluid model. Herein, LTS denotes a class of explicit methods that are not limited by the CFL (Courant–Friedrichs–Lewy) condition, allowing us to use very large time steps compared to standard explicit methods. The LTS method was originally developed in the nineteen eighties (LeVeque, 1985), where the Godunov scheme was extended to the LTS Godunov scheme. In the present work, the relaxation of the CFL condition is achieved by increasing the domain of dependence. This might lead to difficulties when it comes to boundary and source terms treatment. We address and discuss these difficulties and propose different ways to treat them. For a shock tube test case, where there are neither source terms nor difficulties associated with the boundaries, the method increases both accuracy and efficiency. For a water faucet test case that includes a source term, the method increases the efficiency, while the accuracy strongly depends on the appropriate treatment of boundary conditions and source terms.     

On 2D generalization of Higuchi’s fractal dimension

We propose a new numerical method for calculating 2D fractal dimension (DF) of a surface. This method represents a generalization of Higuchi’s method for calculating fractal dimension of a planar curve. Using a family of Weierstrass–Mandelbrot functions, we construct Weierstrass–Mandelbrot surfaces in order to test exactness of our new numerical method. The 2D fractal analysis method was applied to the set of histological images collected during direct shoot organogenesis from leaf explants. The efficiency of the proposed method in differentiating phases of organogenesis is proved.     

The analytical solution of two interesting hyperbolic problems as a test case for a finite volume method with a new grid refinement technique

A finite volume method with grid adaption is applied to two hyperbolic problems: the ultra-relativistic Euler equations, and a scalar conservation law. Both problems are considered in two space dimensions and share the common feature of moving shock waves. In contrast to the classical Euler equations, the derivation of appropriate initial conditions for the ultra-relativistic Euler equations is a non-trivial problem that is solved using one-dimensional shock conditions and the Lorentz invariance of the system. The discretization of both problems is based on a finite volume method of second order in both space and time on a triangular grid. We introduce a variant of the min-mod limiter that avoids unphysical states for the Euler system. The grid is adapted during the integration process. The frequency of grid adaption is controlled automatically in order to guarantee a fine resolution of the moving shock fronts. We introduce the concept of “width refinement” which enlarges the width of strongly refined regions around the shock fronts; the optimal width is found by a numerical study. As a result we are able to improve efficiency by decreasing the number of adaption steps. The performance of the finite volume scheme is compared with several lower order methods.