双水平集逼近油藏模型特征的数值模拟方法

本文使用双水平集函数逼近油藏模型特征, 构造出Uzawas 算法进行数值模拟. 对于两相流渗透率的数值求解问题, 可以通过测量油井数据和地震波数据来实现. 将构造出来的带限制的最优化问题使用变异的Lagrange 方法求解. 如果使用双水平集函数逼近渗透率函数, 则需要对Lagrange 函数进行修正, 从而将带限制的最优化问题转化成无限制的最优化问题. 由于双水平集函数的优越性, 进一步构造出最速梯度下降Uzawas 算法和算子分裂格式Uzawas 算法进行求解对应的最优化子问题. 数值算例表明设计的算法是高效的、稳定的.     

A new high accuracy locally one-dimensional scheme for the wave equation

In this paper, a new locally one-dimensional (LOD) scheme with error of O(Δt⁴+h⁴) for the two-dimensional wave equation is presented. The new scheme is four layer in time and three layer in space. One main advantage of the new method is that only tridiagonal systems of linear algebraic equations have to be solved at each time step. The stability and dispersion analysis of the new scheme are given. The computations of the initial and boundary conditions for the two intermediate time layers are explicitly constructed, which makes the scheme suitable for performing practical simulation in wave propagation modeling. Furthermore, a comparison of our new scheme and the traditional finite difference scheme is given, which shows the superiority of our new method.     

An explicit staggered-grid method for numerical simulation of large-scale natural gas pipeline networks

We present an explicit second order staggered finite difference (FD) discretization scheme for forward simulation of natural gas transport in pipeline networks. By construction, this discretization approach guarantees that the conservation of mass condition is satisfied exactly. The mathematical model is formulated in terms of density, pressure, and mass flux variables, and as a result permits the use of a general equation of state to define the relation between the gas density and pressure for a given temperature. In a single pipe, the model represents the dynamics of the density by propagation of a non-linear wave according to a variable wave speed. We derive compatibility conditions for linking domain boundary values to enable efficient, explicit simulation of gas flows propagating through a network with pressure changes created by gas compressors. We compare our staggered grid method with an explicit operator splitting method and a lumped element scheme, and perform numerical experiments to validate the convergence order of the new discretization approach. In addition, we perform several computations to investigate the influence of non-ideal equation of state models and temperature effects on pipeline simulations with boundary conditions on various time and space scales.     

A staggered-grid numerical algorithm for the extended Boussinesq equations

A second-order accurate numerical scheme is developed to solve Nwogu’s extended Boussinesq equations. A staggered-grid system is introduced with the first-order spatial derivatives being discretized by the fourth-order accurate finite-difference scheme. For the time derivatives, the fourth-order accurate Adams predictor–corrector method is used. The numerical method is validated against available analytical solutions, other numerical results of Navier–Stokes equations, and experimental data for both 1D and 2D nonlinear wave transformation problems. It is shown that the new algorithm has very good conservative characteristics for mass calculation. As a result, the model can provide accurate and stable results for long-term simulation. The model has proven to be a useful modeling tool for a wide range of water wave problems.     

On Quadratic Wasserstein Metric with Squaring Scaling for Seismic Velocity Inversion

The quadratic Wasserstein metric has shown its power in comparing probability densities. It is successfully applied in waveform inversion by generating objective functions robust to cycle skipping and insensitive to data noise. As an alternative approach that converts seismic signals to probability densities, the squaring scaling method has good convexity and thus is worth exploring. In this work, we apply the quadratic Wasserstein metric with squaring scaling to regional seismic tomography. However, there may be interference between different seismic phases in a broad time window. The squaring scaling distorts the signal by magnifying the unbalance of the mass of different seismic phases and also breaks the linear superposition property. As a result, illegal mass transportation between different seismic phases will occur when comparing signals using the quadratic Wasserstein metric. Furthermore, it gives inaccurate Fréchet derivative, which in turn affects the inversion results. By combining the prior seismic knowledge of clear seismic phase separation and carefully designing the normalization method, we overcome the above problems. Therefore, we develop a robust and efficient inversion method based on optimal transport theory to reveal subsurface velocity structures. Several numerical experiments are conducted to verify our method.     

交替方向的扩散方程精细积分并行算法

给出了交替方向的二维扩散方程的精细积分算法，将一个时间步积分分为两个方向，使大规模矩阵的计算转化为一些小矩阵的计算，减小了每一步求解的计算量．对于方形区域的齐次方程，计算结果与全城精细积分完全相同，而计算量和存储量都要小得多．算例表明了算法具有较高的并行计算加速比和计算效率．     

计算激波的高精度数值方法

在分析了数值解在激波附近产生非物理振荡的原因后,构造了一个三阶迎风紧致格式以及激波的捕捉技术,并且,提出一种称为准装配法的新的激波装配方法.一维流动的数值试验表明,新方法是非常令人满意的.     

Computation of axisymmetric MHD flows in a channel with an external longitudinal magnetic field

A numerical study of two-dimensional plasma flows in coaxial channels of plasma accelerators is presented. Two new results are obtained. First, for the computation of MHD problems belonging to the class under consideration, Zalesak’s method is used. It is based on an explicit finite difference scheme with flux correction. This method is free of space splitting, and, therefore, is well suited for parallel computations on multiprocessors. Second, the statement of the problem is extended so that the acceleration of the plasma by the azimuth magnetic self-field goes on in the presence of an external longitudinal field. The results of test computations demonstrate the efficiency of the method and made it possible to investigate the influence of the longitudinal field on the properties of the plasma flows.     

Runge–Kutta methods with minimal dispersion and dissipation for problems arising from computational acoustics

In this paper a new Runge–Kutta method with minimal dispersion and dissipation error is developed. The Chebyshev pseudospectral method is utilized using spatial discretization and a new fourth-order six-stage Runge–Kutta scheme is used for time advancing. The proposed scheme is more efficient than the existing ones for acoustic computations.     

对流反应扩散方程的稳定化时间间断时空有限元解的误差估计

在流线迎风Petrov-Galerkin（SUPG）稳定化有限元数值格式的基础上,结合时间方向的变分离散,构造对流反应扩散方程的稳定化时间间断时空有限元格式.该类格式在工程上有一些数值模拟应用,但相关文献没有看到类似数值格式的理论证明.本文以Radau点为节点,构造时间方向的Lagrange插值多项式,证明了稳定化有限元解的稳定性,时间最大模、空间L²（Ω）-模误差估计.文中利用插值多项式和有限元方法相结合的技巧,解耦时空变量,去掉了时空网格的限制条件,提供了时间间断稳定化时空有限元方法的理论证明思路,克服了因时空变量统一导致的实际计算时的复杂性.     

Real-time computation of optimal control

A new approach to the real-time implementation of time-optimal control for linear systems with a bounded control is proposed. The computational costs are separated between preliminary computations and computations in the course of the control process. The preliminary computations are independent of the particular initial condition and are based on the approximation of sets reachable in different times by a collection of hyperplanes. Methods for constructing hyperplanes and selecting a supporting hyperplane are described. Methods are proposed for approximately finding the normalized vector of initial conditions of the adjoint system, the driving time, and the switching times of the time-optimal control, and an iterative method for their refinement is developed. The computational complexity of the method is estimated. The computational algorithm is described, and simulation and numerical results are presented.     

A Finite Difference Method for the Model of Wheezes

1.IntroductionInordertostudythepitchofwheezesinpatients,J.B.Grotbergandothershavegivenaclassofmathematicalmodelof.he....l1'2]:WherebandVaretheLaplaceoperatorandgradientoperator,respectively.TheCartesiancomponents(u,w)arethedimen-sionlessaxialfluidvelocityanddimensionlessverticalfluidvelocityrespectively.4(x,z)t)isthevelocitypotentialfunction,Pisthedi-mensionlessfluidDressuredeterminedfromtheunsteadyBernoul1iequation(1.3),Paisthesteadydrivingpressure,I.istheexternalpressure.M,Ai,B,gandTar…     

浅水流动与污染物扩散的高分辨率计算模型

将组合型TVD格式应用于守恒型的浅水方程和污染物扩散方程，建立了二者耦合求解的高分辨率有限体积计算模型。给出了溃坝水流、明渠突扩流和污染物输运计算的典型算例，并与实验数据或其它数值结果进行了比较，证实了该模型的有效性，表明它不但能处理有激波的非恒定流问题，也能较好地计算具有任意边界的一般的浅水流动和污染物扩散问题，为浅水流动和水环境模拟提供了精度高、稳定性好、普适性强的数值方法。     

地震响应的凸集分析*

本文提出了一种用于表示地震动不确定性的椭球傅立叶界限凸集模型．从数学上严格推出了这种模型对单自由度系统的最坏响应．并给出了模型参数的几种选取方法．通过合理地选取模型界限参数,将椭球傅立叶界限凸集模型与模拟的地震波结果进行比较,证实了基于标准地震波的抗震设计的危险性．     

A fractional step θ-method for convection-diffusion problems

In this article, we analyze the fractional step θ-method for the time-dependent convection-diffusion equation. In our implementation, we completely separate the convection operator from the diffusion operator, and stabilize the convective problem using a Streamline Upwinded Petrov-Galerkin (SUPG) method. We establish a priori error estimates and show that the optimal value of θ yields a scheme that is second-order in time. Numerical computations are presented which demonstrate the method and support the theoretical results.     

Numerical discretization of energy-transport model for semiconductors using high-order compact schemes

This paper deals with numerical discretization of energy-transport model for nondegenerate semiconductors With a parabolic structure. The scheme is based on high-order computations using compact stencil. Numerical simulations of a ballistic diode in 1D are performed for different energy relaxation time and are compared with the results obtained by a drift-diffusion model.     

A Study on CFL Conditions for the DG Solution of Conservation Laws on Adaptive Moving Meshes

The selection of time step plays a crucial role in improving stability and efficiency in the Discontinuous Galerkin (DG) solution of hyperbolic conservation laws on adaptive moving meshes that typically employs explicit stepping. A commonly used selection of time step is a direct extension based on Courant-Friedrichs-Levy (CFL) conditions established for fixed and uniform meshes. In this work, we provide a mathematical justification for those time step selection strategies used in practical adaptive DG computations. A stability analysis is presented for a moving mesh DG method for linear scalar conservation laws. Based on the analysis, a new selection strategy of the time step is proposed, which takes into consideration the coupling of the $α$-function (that is related to the eigenvalues of the Jacobian matrix of the flux and the mesh movement velocity) and the heights of the mesh elements. The analysis also suggests several stable combinations of the choices of the $α$-function in the numerical scheme and in the time step selection. Numerical results obtained with a moving mesh DG method for Burgers' and Euler equations are presented. For comparison purpose, numerical results obtained with an error-based time step-size selection strategy are also given.     

Jump-adapted discretization schemes for Lévy-driven SDEs

We present new algorithms for weak approximation of stochastic differential equations driven by pure jump Lévy processes. The method uses adaptive non-uniform discretization based on the times of large jumps of the driving process. To approximate the solution between these times we replace the small jumps with a Brownian motion. Our technique avoids the simulation of the increments of the Lévy process, and in many cases achieves better convergence rates than the traditional Euler scheme with equal time steps. To illustrate the method, we discuss an application to option pricing in the Libor market model with jumps.     

一种显式子步应力点积分算法及其在SMA数值模拟中的应用

形状记忆合金（shape memory alloys,简称SMA）具有复杂的热力本构关系,为了模拟SMA及其组合结构复杂的受力和变形行为,在数值模拟中需要采用可靠且高效的应力点积分算法．隐式应力点回映算法已经成功应用于形状记忆合金的数值模拟,但在复杂加载条件下,荷载增量较大时有可能导致整体非线性迭代求解不收敛．推广了局部误差控制的显式子步积分算法,首次将其应用于形状记忆合金及其组合结构这类热力相变问题的应力点积分,并通过数值算例对所提算法和隐式应力点回映算法进行了比较．数值结果表明:对于大规模数值模拟和计算,整体子步步数决定着总体计算时间;所提出的修正Euler自动子步方案可以有效减少整体子步步数,在保证相同计算精度的前提下能够大幅提高有限元计算效率,因而更适合大规模形状记忆合金智能结构的数值模拟.     

Numerical analysis of a continuous Galerkin method for damped sine-Gordon equation

In this article, we discuss the numerical solution for the two-dimensional (2-D) damped sine-Gordon equation by using a space–time continuous Galerkin method. This method allows variable time steps and space mesh structures and its discrete scheme has good stability which are necessary for adaptive computations on unstructured grids. Meanwhile, it can easily get the higher-order accuracy in both space and time directions. The existence and uniqueness to the numerical solution are strictly proved and a priori error estimate in maximum-norm is given without any space–time grid conditions attached. Also, we prove that if the mesh in each time level is generated in a reasonable way, we can get the optimal order of convergence in both temporal and spatial variables. Finally, the convergence rates are presented and analyzed by some numerical experiments to illustrate the validity of the scheme.