Application of a direct method for solving the Boltzmann equation in supersonic flow computation

The Boltzmann kinetic equation is used to numerically study the evolution of separated flows over a backward-facing step at low Knudsen numbers. The Boltzmann equation is solved by applying an explicit–implicit scheme. To improve the efficiency of the solution algorithm, it is parallelized with the help of MPI. The solution obtained with the kinetic equation is compared with those based on continuous medium equations. It is shown that the kinetic approach makes it possible to reproduce the distributions of surface pressure, friction coefficient, and heat transfer, as well as to obtain a flow structure close to experimental data.     

A convergent three‐level finite difference scheme for solving a dual‐phase‐lagging heat transport equation in spherical coordinates

Heat transport at the microscale is of vital importance in microtechnology applications. The heat transport equation is different from the traditional heat diffusion equation since a second‐order derivative of temperature with respect to time and a third‐order mixed derivative of temperature with respect to space and time are introduced. In this study, we consider the heat transport equation in spherical coordinates and develop a three‐level finite difference scheme for solving the heat transport equation in a microsphere. It is shown that the scheme is convergent, which implies that the scheme is unconditionally stable. Results show that the numerical solution converges to the exact solution. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 60–71, 2004.     

A stable and conservative finite difference scheme for the Cahn-Hilliard equation

Summary. We propose a stable and conservative finite difference scheme to solve numerically the Cahn-Hilliard equation which describes a phase separation phenomenon. Numerical solutions to the equation is hard to obtain because it is a nonlinear and nearly ill-posed problem. We design a new difference scheme based on a general strategy proposed recently by Furihata and Mori. The new scheme inherits characteristic properties, the conservation of mass and the decrease of the total energy, from the equation. The decrease of the total energy implies boundedness of discretized Sobolev norm of the solution. This in turn implies, by discretized Sobolev's lemma, boundedness of max norm of the solution, and hence the stability of the solution. An error estimate for the solution is obtained and the order is . Numerical examples demonstrate the effectiveness of the proposed scheme. Received July 22, 1997 / Revised version received October 19, 1999 / Published online August 2, 2000     

关于热传导方程半离散差分格式的一个注记

本文研究了热传导方程初边值问题的半离散化差分格式直接解算法.分别从Dirichlet和Neumann边界条件出发,直接由空间差分格式导出与时间相关的一阶常微分方程组,随后通过正/余弦变换获得了原方程的半解析解,并给出了相关收敛性分析.并对中心差分格式和紧差分格式的精度差异,通过矩阵特征值理论给出了相关原因分析.另外,对于二维热传导方程初边值问题,应用矩阵张量积运算,该直接解算法可直接演变成二重正(余)弦变换.该方法由于不涉及时间上的离散,从而具有较好的计算效率.     

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 positivity‐preserving nonstandard finite difference scheme for the damped wave equation

A positivity‐preserving nonstandard finite difference scheme is constructed to solve an initial‐boundary value problem involving heat transfer described by the Maxwell‐Cattaneo thermal conduction law, i.e., a modified form of the classical Fourier flux relation. The resulting heat transport equation is the damped wave equation, a PDE of hyperbolic type. In addition, exact analytical solutions are given, special cases are mentioned, and it is noted that the positivity condition is equivalent to the usual linear stability criteria. Finally, solution profiles are plotted and possible extensions to a delayed diffusion equation and nonlinear reaction‐diffusion systems are discussed. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2004.     

An accurate numerical solution for the transient heating of an evaporating spherical droplet

A recently derived numerical algorithm for one-dimensional time-dependent Stefan problems is extended for the purposes of solving a moving boundary problem for the transient heating of an evaporating spherical droplet. The Keller box finite-difference scheme is used, in tandem with the so-called boundary immobilization method. An important component of the work is the careful use of variable transformations that must be built into the numerical algorithm in order to preserve second-order accuracy in both time and space - an issue not previously discussed in relation to this widely-used scheme. In addition, we demonstrate that our solution is in close agreement with the solution obtained using an alternative numerical scheme that employs an analytic solution of the heat conduction equation inside the droplet, for which the droplet radius was assumed to be a piecewise linear function of time. The advantages of the new method are discussed.     

热传导(对流-扩散)方程源项识别的粒子群优化算法

提出了利用粒子群优化(PSO)算法反演热传导方程与对流-扩散方程源项的一种新方法,在已有文献方法的基础上,求解出这两类方程正问题的解析解,再把源项识别问题转化为最优化问题,结合粒子群优化算法寻优求解.通过数值模拟与统计检验,结果表明,此方法可快速有效地实现热传导方程与对流-扩散方程源项的识别,并可推广应用到其它数学物理方程的源项或参数的反演识别.     

逆热传导方程的一个正则化方法

考虑了标准的一维逆热传导方程.问题是不适定的,即解不连续地依赖于数据.通过Fourier逼近的方法进行正则化处理,提出了一个新的算法,理论分析和数值实验均表明该算法是稳定的;该算法不仅保留了测量数据的部分高频成份,同时还具有相同的精度和计算复杂性.     

Convergence of a Linearized and Conservative Difference Scheme for the Klein-Gordon-Zakharov Equation

A linearized and conservative finite difference scheme is presented for the initial-boundary value problem of the Klein-Gordon-Zakharov (KGZ) equation. The new scheme is also decoupled in computation, whichmeans that no iteration is needed and parallel computation can be used, so it is expected to be more efficient in implementation. The existence of the difference solution is proved by Browder fixed point theorem. Besides the standard energy method, in order to overcome the difficulty in obtaining a priori estimate, an induction argument is used to prove that the new scheme is uniquely solvable and second order convergent for U in the discrete L^∞- norm, and for N in the discrete L^2-norm, respectively, where U and N are the numerical solutions of the KGZ equation. Numerical results verify the theoretical analysis.     

Two stable methods with numerical experiments for solving the backward heat equation

This paper presents results of some numerical experiments on the backward heat equation. Two quasi-reversibility techniques, explicit filtering and structural perturbation, to regularize the ill-posed backward heat equation have been used. In each of these techniques, two numerical methods, namely Euler and Crank-Nicolson (CN), have been used to advance the solution in time.Crank-Nicolson method is very counter-intuitive for solving the backward heat equation because the dispersion relation of the scheme for the backward heat equation has a singularity (unbounded growth) for a particular wave whose finite wave number depends on the numerical parameters. In comparison, the Euler method shows only catastrophic growth of relatively much shorter waves. Strikingly we find that use of smart filtering techniques with the CN method can give as good a result, if not better, as with the Euler method which is discussed in the main text. Performance of these regularization methods using these numerical schemes have been exemplified.     

A large time‐step implicit moving mesh scheme for moving boundary problems

Velocity‐based moving mesh methods update the mesh at each time level by using a velocity equation with a time‐stepping scheme. A particular velocity‐based moving mesh method, based on conservation, uses explicit time‐stepping schemes with small time steps to avoid mesh tangling. However, this can prove to be impractical when long‐term behavior of the solution is of interest. Here, we present a semi‐implicit time‐stepping scheme which manipulates the structure of the velocity equation such that it resembles a variable‐coefficient heat equation. This enables the use of maximum/minimum principle which ensures that mesh tangling is avoided. It is also shown that this semi‐implicit scheme can be extended to a fully implicit time‐stepping scheme. Thus, the time‐step restriction imposed by explicit schemes is overcome without sacrificing mesh structure. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 321–338, 2014     

求解一般抛物方程侧边值问题的具H■lder连续性的Fourier正则化方法

逆热传导问题是严重不适定问题,它的解如果存在,其解将不连续依赖于定解数据,使得数值计算和理论分析都非常困难.但目前关于逆热传导问题的已有文献大都主要集中于讨论由标准热传导方程所描述的问题.该文给出了一种适用于由一般一维抛物方程所描述的逆热传导问题且具有Ho。lder连续性的Fourier正则化新方法.     

On the uniqueness and reconstruction for an inverse problem of the fractional diffusion process

Consider an inverse problem for the time-fractional diffusion equation in one dimensional spatial space. The aim is to determine the initial status and heat flux on the boundary simultaneously from heat measurement data given on the other boundary. Using the Laplace transform and the unique extension technique, the uniqueness for this inverse problem is proven. Then we construct a regularizing scheme for the reconstruction of boundary flux for known initial status. The convergence rate of the regularizing solution is established under some a priori information about the exact solution. Moreover, the initial distribution can also be recovered approximately from our regularizing scheme. Finally we present some numerical examples, which show the validity of the proposed reconstruction scheme.     

Locally one-dimensional scheme for a loaded heat equation with Robin boundary conditions

The third boundary value problem for a loaded heat equation in a p-dimensional parallelepiped is considered. An a priori estimate for the solution to a locally one-dimensional scheme is derived, and the convergence of the scheme is proved.     

Uniform stability of a one-parameter family of difference schemes

We consider a difference scheme with weights approximating the nonlocal boundary value problem for a heat equation with a parameter in the boundary conditions. We prove uniform (in parameter) estimates of the solution scheme that demonstrate the consistency of the initial data in the mean-square norm.     

自共轭椭圆型偏微分方程奇异摄动问题的一致收敛差分解法

本文在矩形域内考虑高阶导数项含有小参数的自共轭椭圆型第一边值问题. 本文,我们应用渐近分析方法建立了一种新的差分格式,比较了差分方程的解与微分方程的解的渐近性态,并证明了解的一致收敛性.     

Solutions to the random heat equation by the method of successive approximations

An iterative scheme for solving the random heat equation is proposed. Convergence of the method is established. Properties of the solution as well as error estimates are obtained. Indications as to possible application to nonlinear, inhomogeneous, time-dependent, random diffusion problems are given. A specific example of application to random diffusion in the unit interval is treated both analytically and numerically.     

A second order numerical method for solving advection-diffusion models

The space–time conservation element and solution element (CE-SE) scheme is a method that improves the well-established methods, like finite differences or finite elements: the integral form of the problem exploits the physical properties of conservation of flow, unlike the differential form. Also, this explicit scheme evaluates the variable and its derivative simultaneously in each knot of the partitioned domain. The CE-SE method can be used for solving the advection-diffusion equation.In this paper, a new numerical method for solving the advection-diffusion equation, based in the CE-SE method is developed. This method increases the spatial precision and it is validated with an analytical solution.     

Probabilistic representations of solutions to the heat equation

In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if ϕ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition ϕ, is given by the convolution of ϕ with the heat kernel (Gaussian density). Our results also extend the probabilistic representation of solutions of the heat equation to initial conditions that are arbitrary tempered distributions.