A Hamiltonian-conserving Galerkin scheme for the Camassa-Holm equation

A new Hamiltonian-conserving Galerkin scheme for the Camassa-Holm equation is presented. The scheme has an additional welcome feature that in exact arithmetic it is unconditionally stable in the sense that the solution is always bounded. Numerical examples that confirm the theory and the effectiveness of the scheme are also given.     

A modified predictor–corrector scheme for the two-dimensional sine-Gordon equation

A three-time level finite-difference scheme based on a fourth order in time and second order in space approximation has been proposed for the numerical solution of the nonlinear two-dimensional sine-Gordon equation. The method, which is analysed for local truncation error and stability, leads to the solution of a nonlinear system. To avoid solving it, a predictor–corrector scheme using as predictor a second-order explicit scheme is proposed. The procedure of the corrector has been modified by considering as known the already evaluated corrected values instead of the predictor ones. This modified scheme has been tested on the line and circular ring soliton and the numerical experiments have proved that there is an improvement in the accuracy over the standard predictor–corrector implementation. This research was co-funded by E.U. (75%) and by the Greek Government (25%).     

A fourth-order method of the convection-diffusion equations with Neumann boundary conditions

In this paper, we have developed a fourth-order compact finite difference scheme for solving the convection-diffusion equation with Neumann boundary conditions. Firstly, we apply the compact finite difference scheme of fourth-order to discrete spatial derivatives at the interior points. Then, we present a new compact finite difference scheme for the boundary points, which is also fourth-order accurate. Finally, we use a Padé approximation method for the resulting linear system of ordinary differential equations. The presented scheme has fifth-order accuracy in the time direction and fourth-order accuracy in the space direction. It is shown through analysis that the scheme is unconditionally stable. Numerical results show that the compact finite difference scheme gives an efficient method for solving the convection-diffusion equations with Neumann boundary conditions.     

On the strong monotonicity of the CABARET scheme

The strong monotonicity of the CABARET scheme with single flux correction is analyzed as applied to the linear advection equation. It is shown that the scheme is strongly monotone (has the NED property) at Courant numbers r ∈ (0,0,5), for which it is monotone. Test computations illustrating this property of the CABARET scheme are presented.     

基于ENO格式的三阶修正系数格式

不增加基点,仅摄动二阶ENO格式的系数(简记为MCENO),得到一类求解双曲型守恒律方程的三阶MCENO格式．由MCENO格式的构造过程可以看出,MCENO格式保留了ENO格式的许多性质,例如本质无振荡性、TVB性质等,且能提高一阶精度．进一步,利用MCENO格式模拟二维Rayleigh-Taylor(RT)不稳定性和Lax激波管的数值求解问题．数值结果表明,t=2.0时,MCENO格式的密度曲线处于三阶WENO格式和五阶WENO格式之间,是一个高效高精度格式．值得注意的是,三阶MCENO格式,三阶WENO格式和五阶WENO格式的CPU时间之比为0.62:1:2.19．表明相对于原始ENO格式,MCENO格式在光滑区域有较高精度,能提高格式精度．     

On the convergence of a conservative numerical scheme for the usual Rosenau-RLW equation

In this paper, we study the initial-boundary value problem of the usual Rosenau-RLW equation by finite difference method. We design a conservative numerical scheme which preserves the original conservative properties for the equation. The scheme is three-level and linear-implicit. The unique solvability of numerical solutions has been shown. Priori estimate and second order convergence of the finite difference approximate solutions are discussed by discrete energy method. Numerical results demonstrate that the scheme is efficient and accurate.     

Effect of Flux Evaluation Methods on the Resolution and Robustness of the Two-Step Finite-Difference WENO Scheme

The resolution and the robustness of the weighted essentially non-oscillatory (WENO) scheme and two-step finite-difference WENO (TSFDWENO) schemes are compared by strictly using the same flux evaluation method and smoothness indicators. TSFDWENO schemes are defined to include a family of weighted compact nonlinear scheme (WCNS) and an alternative WENO scheme. Comparison results indicate that WCNS has a higher resolution than the WENO scheme, while the WENO scheme is more robust than WCNS. Additionally, various flux evaluation methods are combined with TSFDWENO schemes, and they are evaluated. Then, the effects of the flux evaluation methods on the resolution and robustness of the scheme are investigated, and the results show that the robustness and the resolution can be significantly altered by changing the flux evaluation method. This study reveals the advantage of being able to use various flux evaluation methods in the TSFDWENO scheme as well as the fair comparison of the WENO schemes and WCNS. On the other hand, these effects are marginalized when changing the interpolation and differencing method. Such knowledge can be important when selecting schemes for actual simulation and developing guidelines for scheme improvement.     

The Alternating Segment Explicit-Implicit scheme for the dispersive equation

In this paper, we present the Alternating Segment Explicit-Implicit scheme for the dispersive equation. The scheme is unconditionally stable and is capable of parallelism. The numerical simulations show that it has better accuracy than that of some existing schemes.     

The new alternating direction implicit difference methods for the wave equations

A new second-order alternating direction implicit (ADI) scheme, based on the idea of the operator splitting, is presented for solving two-dimensional wave equations. The scheme is also extended to a high-order compact difference scheme. Both of them have the advantages of unconditional stability, less impact of the perturbing terms on the accuracy, and being convenient to compute the boundary values of the intermediates. Besides this, the compact scheme has high-order accuracy and costs less in computational time. Numerical examples are presented and the results are very satisfactory.     

Convergence of the Neumann parallel scheme of the domain decomposition method for problems of frictionless contact between several elastic bodies

Based on the variational formulation and penalty method, we have considered the Neumann parallel scheme of the domain decomposition method for the solution of problems of one-sided contact between three-dimensional elastic bodies. We have shown the existence and uniqueness of a solution of the variational problem with penalty and convergence in the penalty parameter. The convergence of this scheme has been proved, and the optimal value of iteration parameter has been determined.     

On the optimal design of insurance contracts with guarantees

The paper analyzes insurance contracts where the benefits of the insured depend on the performance of an investment strategy and which guarantee a certain interest rate on the contributions made by the insured. The insured has to decide simultaneously on the investment strategy and the guarantee scheme. For a CRRA insured and in a BS economy, the optimal combination is given by a constant mix strategy and the contribution guarantee scheme. In case the insured has a subsistence level, the CPPI strategy turns out to be optimal for arbitrary schemes. We illustrate our results by numerical examples and analyze the utility losses of a CRRA insured due to the use of a suboptimal combination of investment strategy and guarantee scheme.     

On the choice of step size in subgradient optimization

This paper recommends some procedures for the selection of step sizes in the context of subgradient optimization. The first of these procedures is developed in detail in this study and is a theoretically convergent scheme. This method has two phases, the first phase is designed to accelerate the solution procedure towards an optimal solution, while the second phase helps to close in on an optimal solution. A second technique recommended is a simple-minded scheme which, although not theoretically convergent, seems to be computationally very efficient. These two methods are shown to compare favorably with Held, Wolfe and Crowder's scheme for prescribing step sizes. We also suggest some modifications of the latter scheme to make it computationally more efficient.     

On the approach of Holmes and Sanders to the Melnikov procedure in the method of averaging

In 1963 Melnikov has offered a computational approach to the problem of finding transversal heteroclinic points for certain plane periodic systems. Recently Holmes has proposed a similar scheme for a different type of equations which are related to the method of averaging. In the sequence Sanders has pointed out that the reasoning of Holmes is not conclusive. In this note we review the problem based on a different generalization of the Melnikov scheme.     

Quasi-acoustic scheme for the Euler equations of gas dynamics

We suggest an original scheme and an algorithm for the numerical solution of the Euler equations of gas dynamics. The construction of the scheme is based on the mass, momentum, and energy conservation laws. The flux computation is carried out by summation of elementary fluxes formed by small-amplitude running waves that satisfy the linearized equations of gas dynamics. The scheme contains no artificial regularizers, has second-order accuracy on smooth solutions, and is quasimonotone in a neighborhood of the discontinuities. Examples of one- and two-dimensional computations are given.     

Du Fort-Frankel格式及DFF-I并行格式的稳定性

 本文对抛物型方程的Du Fort-Frankel(DFF)格式以及基于该格式构造的并行差分格式(DFF-I)进行了稳定性分析。采用矩阵分析方法, 证明了其无条件(LR)稳定性, 给出了DFF格式的稳定性系数的最小值的上界估计, 结果表明其与网格比有关, 从而DFF格式并非绝对稳定。本文改进了并行差分格式(DFF-I)的稳定性分析结果, 证明了其增长矩阵的谱半径严格小于1, 从而具有长时间稳定性。数值算例验证了DFF-I格式具有空间二阶精度, 且有很好的稳定性。     

A Better Difference Scheme with Four Near-Conserved Quantities for the KdV Equation

1.IntroductionThenumericaJstudiesoftheKdVequationhavebeenlargelydevelopedsinceZabuskyandKrusbousedthesecondorderaccuracyLeaWnogschemetosolvetheKdVequationandreveaJeditsimportantproperties[8].RecentlycomputationaJinstabilitiessuchassidebandandmodulationalonesusingfinitedtherenceaPproalmatingwereobservedbytheseveralscholaxs[1lI6].Notoalythat,othernumericaJmethodsfortheKdVequational8ocausethetroublesaboutcomputationalblow-upornumericalspurioussolutionswhencomputingtimeislong.Thepoilltistha…     

A conservative extension of the method of characteristics for 1-D shallow flows

The method of characteristics (MOC) has been used for a long time in open channels and pipes flows. It is based on non-conservative equations, and hence it cannot be used directly for solving discontinuous shallow flows. In this paper we develop a conservative version of the MOC scheme for 1-D shallow flows by imposing the conservation law at the interpolation step. The conservation property of the scheme ensures the production of an accurate shock modeling and enables the MOC scheme to simulate dam-break type flows. By using a proper interpolation function, the proposed method can also produce quite accurate low-oscillatory results. A number of challenging test cases show considerable improvement compared to the traditional non-conservative MOC scheme in the case of dam-break type and trans-critical flow simulations.     

A second-order splitting method for a finite difference scheme for the Sivashinsky equation

A finite difference method is analyzed for the approximation of the solution of the evolutionary fourth-order in space, Sivashinsky equation.We prove that the scheme has a unique solution and we study error estimation for the numerical scheme.     

New two-level leapfrog scheme for modeling the stochastic Landau-Lifshitz equations

A two-level modification of the classical nondissipative leapfrog scheme with nonlinear flux correction has been developed for fluctuating hydrodynamics problems. The new algorithm has shown to satisfy the fluctuation-dissipation theorem to high accuracy. The results of various numerical tests, including equilibrium, nonequilibrium, one-, and two-dimensional systems, are compared with theoretical predictions, direct molecular simulations, and results produced by MacCormack’s schemes, the piecewise parabolic method, and a third-order Runge-Kutta scheme. The new algorithm is well suited for parallel computations due to its implementation simplicity and compact stencil.     

An improved implementation of the McCracken and Yanosik nine point finite difference procedure

The grid orientation phenomenon present in numerical models of fluid flow in a porous media can give rise to unrealistic predictions when simulating adverse mobility displacements. McCracken and Yanosik [11] proposed a nine point finite difference scheme for approximating the solution of the continuity equations that has the potential of eliminating many of the unrealistic predictions that are observed when using five point finite difference operators. Coats and Ramesh [5] have implemented this scheme in a steamflooding model, and have noted that serious grid effects are present in the simulation of an inverted seven spot pattern. Potempa [12,13] has described a procedure which exhibits minimal grid effects for the problem described by Coats and Ramesh [5]. This paper describes modifications to the McCracken and Yanosik procedure which allow for realistic simulations of this inverted seven spot pattern under a steam drive. These modifications are based upon an approximation scheme that has been previously reported [12,13], and affect the incorporation of upstream weighting in a similator.