Analysis and convergence of the MAC scheme. II. Navier-Stokes equations

The MAC discretization scheme for the incompressible Navier-Stokes equations is interpreted as a covolume approximation to the equations. Using some results from earlier papers dealing with covolume error estimates for div-curl equation systems, and under certain conditions on the data and the solutions of the Navier-Stokes equations, we obtain first-order error estimates for both the vorticity and the pressure.

     

不可压混流驱动问题的最小二乘混合元方法

1引言考虑多孔介质中两相不可压缩可混溶渗流驱动问题,它是由一组非线性耦合的椭园型压力方程和抛物型浓度方程组成：dVV。—一山人V什）gVV却）一q,VEn,（．1）＆,,。＿．、。。—一。x）＿＋u·grade－dlv（D（u）grade）一（1－c）q－,xEn,tEJ,（1．2）＆”－－’”””‘”－”””——－’——,、—’一其中a（）一a（x,c）一是（x）／卢（c）,J一［0,Ti,DcyR‘为水平油藏区域．方程式（1．l）一（1．2）中各物理量的意义如下：广为流体压力,c为流体的浓度,u为流体的Darer速度,叶为源汇项,／一—。x（q,O）,…     

广义Boussinesq方程的多辛方法

广义Boussinesq方程作为一类重要的非线性方程有着许多有趣的性质,基于Hamilton空间体系的多辛理论研究了广义Boussinesq方程的数值解法,构造了一种等价于多辛Box格式的新隐式多辛格式,该格式满足多辛守恒律、局部能量守恒律和局部动量守恒律．对广义Boussinesq方程孤子解的数值模拟结果表明,该多辛离散格式具有较好的长时间数值稳定性．     

A Legendre–Galerkin Chebyshev collocation method for the Burgers equation with a random perturbation on boundary condition

In the paper, we apply the generalized polynomial chaos expansion and spectral methods to the Burgers equation with a random perturbation on its left boundary condition. Firstly, the stochastic Galerkin method combined with the Legendre–Galerkin Chebyshev collocation scheme is adopted, which means that the original equation is transformed to the deterministic nonlinear equations by the stochastic Galerkin method and the Legendre–Galerkin Chebyshev collocation scheme is used to deal with the resulting nonlinear equations. Secondly, the stochastic Legendre–Galerkin Chebyshev collocation scheme is developed for solving the stochastic Burgers equation; that is, the stochastic Legendre–Galerkin method is used to discrete the random variable meanwhile the nonlinear term is interpolated through the Chebyshev–Gauss points. Then a set of deterministic linear equations can be obtained, which is in contrast to the other existing methods for the stochastic Burgers equation. The mean square convergence of the former method is analyzed. Numerical experiments are performed to show the effectiveness of our two methods. Both methods provide alternative approaches to deal with the stochastic differential equations with nonlinear terms.     

A numerical study of variable depth KdV equations and generalizations of Camassa–Holm-like equations

In this paper we numerically study the KdV-top equation and compare it with the Boussinesq equations over uneven bottoms. We use here a finite-difference scheme that conserves a discrete energy for the fully discrete scheme. We also compare this approach with the discontinuous Galerkin method. For the equations obtained in the case of stronger nonlinearities and related to the Camassa–Holm equation, we find several finite difference schemes that conserve a discrete energy for the fully discrete scheme. Because of its accuracy for the conservation of energy, our numerical scheme is also of interest even in the simple case of flat bottoms. We compare this approach with the discontinuous Galerkin method.     

解模守恒微分方程的显式平方守恒格式

对具有模守恒的微分方程,经典的显式Runge—Kutta方法和线性多步方法不能保微分方程的模守恒特性．我们利用李群算法和Cayley变换构造了高阶显式平方守恒格式,应用到模守恒的微分方程如Euler方程,Landau—Lifshitz方程,并且与相同阶的显式Runge—Kutta方法在保模守恒和精度方面进行了比较,数值结果表明用李群算法构造的新的显式平方守恒格式能保微分方程模守恒的特性且它和相应Runge—Kutta方法有相同的精度．     

Simulation of planar ionization wave front propagation on an unstructured adaptive grid

The paper deals with the numerical solution of a basic 2D model of the propagation of an ionization wave. The system of equations describing this propagation consists of a coupled set of reaction–diffusion-convection equations and a Poissons equation. The transport equations are solved by a finite volume method on an unstructured triangular adaptive grid. The upwind scheme and the diamond scheme are used for the discretization of the convection and diffusion fluxes, respectively. The Poisson equation is also discretized by the diamond scheme. Numerical results are presented. We deal in more detail with numerical tests of the grid adaptation technique and its influence on the numerical results. An original behavior is observed. The grid refinement is not sufficient to obtain accurate results for this particular phenomenon. Using a second order scheme for convection is necessary.     

Implicit-explicit schemes for flow equations with stiff source terms

In this paper, we design stable and accurate numerical schemes for conservation laws with stiff source terms. A prime example and the main motivation for our study is the reactive Euler equations of gas dynamics. Furthermore, we consider widely studied scalar model equations. We device one-step IMEX (implicit-explicit) schemes for these equations that treats the convection terms explicitly and the source terms implicitly.For the non-linear scalar equation, we use a novel choice of initial data for the resulting Newton solver and obtain correct propagation speeds, even in the difficult case of rarefaction initial data. For the reactive Euler equations, we choose the numerical diffusion suitably in order to obtain correct wave speeds on under-resolved meshes.We prove that our implicit-explicit scheme converges in the scalar case and present a large number of numerical experiments to validate our scheme in both the scalar case as well as the case of reactive Euler equations.Furthermore, we discuss fundamental differences between the reactive Euler equations and the scalar model equation that must be accounted for when designing a scheme.     

A nondispersive and nondissipative numerical method for first-order linear hyperbolic partial differential equations

We propose a new numerical method for a solution of first-order linear hyperbolic equations. The leap-frog scheme is converted to a nondispersive scheme by introducing an adjustable constant in a fictitious absorption term. Then the erroneous decrease in th solution is eliminated by solving two equations equivalent to the original equation. The new scheme perfectly preserves the form of a discontinuous solution.     

一类带有空间时间白噪音随机弹性方程的全离散差分格式

随机弹性方程在结构工程中有许多应用.本文研究一类由空间时间白噪音扰动的随机弹性方程的全离散有限差分格式.通过引入新的函数,将随机弹性方程表示成一阶方程组的形式,然后对噪音项进行分片常数逼近,构造了带有空间时间白噪音随机弹性方程的全离散差分格式.基于对Gronwall不等式和Burkholder不等式的应用,证明了格式的L~p收敛性并得到了收敛阶.在数值实验中结合Monte-Carlo方法,所得实验结果与理论分析是一致的.     

High-order accurate monotone compact running scheme for multidimensional hyperbolic equations

A high-order accurate monotone compact difference scheme proposed earlier by the author for one-dimensional nonstationary hyperbolic equations is extended to multidimensional equations. The resulting scheme is fourth-order accurate in space on a compact stencil and third-order accurate in time. Additionally, the scheme is conservative, absolutely stable, and efficient and can be solved using the running calculation method in space. By computing initial-boundary value problems for the linear advection equation and the nonlinear Hopf equation on refined meshes, it is shown that the orders of grid convergence of the multidimensional scheme are close to the corresponding orders of accuracy in independent variables. For the propagation of a two-dimensional rectangular pulse and the Hopf equation with a discontinuous solution, the multidimensional scheme is shown to inherit the monotonicity of its one-dimensional counterpart.     

Finite Difference Scheme for Barotropic Gas Equations

An implicit finite difference scheme approximating the equations of barotropic gas flow is proposed. This scheme ensures the positivity of density and the validity of an energy inequality and the mass conservation law. The continuity equation is approximated implicitly. It is proved that the resulting system of nonlinear equations has a solution for any time and space stepsizes. An iterative method for solving the system of nonlinear equations at each time step is proposed.     

Nonstandard finite difference schemes for Michaelis–Menten type reaction‐diffusion equations

We compare and investigate the performance of the exact scheme of the Michaelis–Menten (M–M) ordinary differential equation with several new nonstandard finite difference (NSFD) schemes that we construct using Mickens' rules. Furthermore, the exact scheme of the M–M equation is used to design several dynamically consistent NSFD schemes for related reaction‐diffusion equations, advection‐reaction equations, and advection‐reaction‐diffusion equations. Numerical simulations that support the theory and demonstrate computationally the power of NSFD schemes are presented. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Remarks on the asymptotic behavior of scalar auxiliary variable (SAV) schemes for gradient-like flows

We introduce a time semi-discretization of a damped wave equation by a SAV scheme with second order accuracy. The energy dissipation law is shown to hold without any restriction on the time step. We prove that any sequence generated by the scheme converges to a steady state (up to a subsequence). We notice that the steady state equation associated to the SAV scheme is a modified version of the steady state equation associated to the damped wave equation. We show that a similar result holds for a SAV fully discrete version of the Cahn-Hilliard equation and we compare numerically the two steady state equations.     

Meshless methods for solving Dirichlet boundary optimal control problems governed by elliptic PDEs

In this paper, two meshless schemes are proposed for solving Dirichlet boundary optimal control problems governed by elliptic equations. The first scheme uses radial basis function collocation method (RBF-CM) for both state equation and adjoint state equation, while the second scheme employs the method of fundamental solution (MFS) for the state equation when it has a zero source term, and RBF-CM for the adjoint state equation. Numerical examples are provided to validate the efficiency of the proposed schemes.     

Stability and convergence of staggered Runge-Kutta schemes for semilinear wave equations

A staggered Runge-Kutta (staggered RK) scheme is a Runge-Kutta type scheme using a time staggered grid, as proposed by Ghrist et al. in 2000 [6]. Afterwards, Verwer in two papers investigated the efficiency of a scheme proposed by Ghrist et al. [6] for linear wave equations. We study stability and convergence properties of this scheme for semilinear wave equations. In particular, we prove convergence of a fully discrete scheme obtained by applying the staggered RK scheme to the MOL approximation of the equation.     

Rate of convergence of discretization methods for the wave equation with generalized solutions

Exact difference scheme operators are applied to construct a method of lines scheme and a difference scheme for a multidimensional hyperbolic equation. An accuracy bound compatible with the smoothness of the solution of the differential problem is defined for the method of lines and the grid method. The accuracy of the two schemes is established in the sense of this definition. A computational experiment shows that the lower accuracy of the method of lines and the grid method for the hyperbolic equation compared with the accuracy bounds for elliptic and parabolic equations is attributable to the specific features of the hyperbolic equations.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 57, pp. 26–33, 1985.     

Finite difference scheme of a model for nonlinear wave-wave interaction in ionic media

In the paper, the coupled 1D nonlinear Schr?dinger system (CNLS) is considered as the model equation for wave-wave interaction in ionic media. A finite difference scheme is derived for the model equations. A new six-point scheme, which is equivalent to the multi-symplectic integrator, is derived. The numerical simulation is also presented for the model equations.     

Multilevel augmentation methods for solving the sine-Gordon equation

In this paper we develop the multilevel augmentation method for solving nonlinear operator equations of the second kind and apply it to solving the one-dimensional sine-Gordon equation. We first give a general setting of the multilevel augmentation method for solving the second kind nonlinear operator equations and prove that the multilevel augmentation method preserves the optimal convergence order of the projection method while reducing computational cost significantly. Then we describe the semi-discrete scheme and the fully-discrete scheme based on multiscale methods for solving the sine-Gordon equation, and apply the multilevel augmentation method to solving the discrete equation. A complete analysis for convergence order is proposed. Finally numerical experiments are presented to confirm the theoretical results and illustrate the efficiency of the method.     

A numerical scheme based on a solution of nonlinear advection–diffusion equations

A mathematical formulation of the two-dimensional Cole–Hopf transformation is investigated in detail. By making use of the Cole–Hopf transformation, a nonlinear two-dimensional unsteady advection–diffusion equation is transformed into a linear equation, and the transformed equation is solved by the spectral method previously proposed by one of the authors. Thus a solution to initial value problems of nonlinear two-dimensional unsteady advection–diffusion equations is derived. On the base of the solution, a numerical scheme explicit with respect to time is presented for nonlinear advection–diffusion equations. Numerical experiments show that the present scheme possesses the total variation diminishing properties and gives solutions with good quality.