On explicit order 1.5 approximations with varying coefficients: The case of super-linear diffusion coefficients

A conjecture appears in Kumar and Sabanis (2016), in the form of a remark, where it is stated that it is possible to construct, in a specified way, any high order explicit numerical schemes to approximate the solutions of SDEs with superlinear coefficients. We answer this conjecture to the positive for the case of order 1.5 approximations and show that the suggested methodology works. Moreover, we explore the case of having Hölder continuous derivatives for the diffusion coefficients.     

Gearhart–Koshy acceleration for affine subspaces

The method of cyclic projections finds nearest points in the intersection of finitely many affine subspaces. To accelerate convergence, Gearhart & Koshy proposed a modification which, in each iteration, performs an exact line search based on minimising the distance to the solution. When the subspaces are linear, the procedure can be made explicit using feasibility of the zero vector. This work studies an alternative approach which does not rely on this fact, thus providing an efficient implementation in the affine setting.     

使用多色合成激光场拓展高次谐波谱平台区域的宽度

本文提出了一种多色合成激光方案用来有效的提高高次谐波谱平台区域的宽度. 我们首先通过在800nm基本激光脉冲上添加一束或者两束控制激光脉冲在理论上得到双色以及三色合成激光场;其次,通过求解一维含时薛定谔方程,计算得到了在多色合成激光场条件下的高次谐波谱,计算结果表明,多色合成激光场方案可以有效的拓展高次谐波谱的平台区域;最后,我们结合电子的经典回碰动能分布以及时频分布,分析了在多色场条件下高次谐波谱平台区域拓宽的机理和微观机制.     

Numerical solution of the Boltzmann equation by time relaxed Monte Carlo (TRMC) methods

A new family of Monte Carlo schemes has been recently introduced for the numerical solution of the Boltzmann equation of rarefied gas dynamics (SIAM J. Sci. Comput. 2001; 23 :1253–1273). After a splitting of the equation the time discretization of the collision step is obtained from the Wild sum expansion of the solution by replacing high‐order terms in the expansion with the equilibrium Maxwellian distribution. The corresponding time relaxed Monte Carlo (TRMC) schemes allow the use of time steps larger than those required by direct simulation Monte Carlo (DSMC) and guarantee consistency in the fluid‐limit with the compressible Euler equations. Conservation of mass, momentum, and energy are also preserved by the schemes. Applications to a two‐dimensional gas dynamic flow around an obstacle are presented which show the improvement in terms of computational efficiency of TRMC schemes over standard DSMC for regimes close to the fluid‐limit. Copyright © 2005 John Wiley & Sons, Ltd.     

Stencils with isotropic discretization error for differential operators

We derive stencils, i.e., difference schemes, for differential operators for which the discretization error becomes isotropic in the lowest order. We treat the Laplacian, Bilaplacian (= biharmonic operator), and the gradient of the Laplacian both in two and three dimensions. For three dimensions ??(h²) results are given while for two dimensions both ??(h²) and ??(h⁴) results are presented. The results are also available in electronic form as a Mathematica file. It is shown that the extra computational cost of an isotropic stencil usually is less than 20%. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A high‐order accurate method for two‐dimensional incompressible viscous flows

A high‐order accurate solution method for complex geometries is developed for two‐dimensional flows using the stream function–vorticity formulation. High‐order accurate spectrally optimized compact schemes along with appropriate boundary schemes are used for spatial discretization while a two‐level backward Euler implicit scheme is used for the time integration. The linear system of equations for stream function and vorticity are solved by an inner iteration while contravariant velocities constitute outer iterations. The effect of curvilinear grids on the solution accuracy is studied. The method is used to compute Cartesian and inclined driven cavity, flow in a triangular cavity and viscous flow in constricted channel. Benchmark‐like accuracy is obtained in all the problems with fewer grid points compared to reported studies. Copyright © 2006 John Wiley & Sons, Ltd.     

Minimum time‐step criteria for the Galerkin finite element methods applied to one‐dimensional parabolic partial differential equations

The finite element method has been well established for numerically solving parabolic partial differential equations (PDEs). Also it is well known that a too large time step should not be chosen in order to obtain a stable and accurate numerical solution. In this article, accuracy analysis shows that a too small time step should not be chosen either for some time‐stepping schemes. Otherwise, the accuracy of the numerical solution cannot be improved or can even be worsened in some cases. Furthermore, the so‐called minimum time step criteria are established for the Crank‐Nicolson scheme, the Galerkin‐time scheme, and the backward‐difference scheme used in the temporal discretization. For the forward‐difference scheme, no minimum time step exists as far as the accuracy is concerned. In the accuracy analysis, no specific initial and boundary conditions are invoked so that such established criteria can be applied to the parabolic PDEs subject to any initial and boundary conditions. These minimum time step criteria are verified in a series of numerical experiments for a one‐dimensional transient field problem with a known analytical solution. The minimum time step criteria developed in this study are useful for choosing appropriate time steps in numerical simulations of practical engineering problems. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

High-order compact finite-difference methods on general overset grids

This work investigates the coupling of a very high-order finite-difference algorithm for the solution of conservation laws on general curvilinear meshes with overset-grid techniques originally developed to address complex geometric configurations. The solver portion of the algorithm is based on Padé-type compact finite-differences of up to sixth-order, with up to 10th-order filters employed to remove spurious waves generated by grid non-uniformities, boundary conditions and flow non-linearities. The overset-grid approach is utilized as both a domain-decomposition paradigm for implementation of the algorithm on massively parallel machines and as a means for handling geometric complexity in the computational domain. Two key features have been implemented in the current work; the ability of the high-order algorithm to accommodate holes cut in grids by the overset-grid approach, and the use of high-order interpolation at non-coincident grid overlaps. Several high-order/high-accuracy interpolation methods were considered, and a high-order, explicit, non-optimized Lagrangian method was found to be the most accurate and robust for this application. Several two-dimensional benchmark problems were examined to validate the interpolation methods and the overall algorithm. These included grid-to-grid interpolation of analytic test functions, the inviscid convection of a vortex, laminar flow over single- and double-cylinder configurations, and the scattering of acoustic waves from one- and three-cylinder configurations. The employment of the overset-grid techniques, coupled with high-order interpolation at overset boundaries, was found to be an effective way of employing the high-order algorithm for more complex geometries than was previously possible.     

High‐order numerical methods for one‐dimensional parabolic singularly perturbed problems with regular layers

In this work we construct and analyze some finite difference schemes used to solve a class of time‐dependent one‐dimensional convection‐diffusion problems, which present only regular layers in their solution. We use the implicit Euler or the Crank‐Nicolson method to discretize the time variable and a HODIE finite difference scheme, defined on a piecewise uniform Shishkin mesh, to discretize the spatial variable. In both cases we prove that the numerical method is uniformly convergent with respect to the diffusion parameter, having order near two in space and order one or 3/2, depending on the method used, in time. We show some numerical examples which illustrate the theoretical results, in the case of using the Euler implicit method, and give better numerical behaviour than that predicted theoretically, showing order two in time and order N^?2log²N in space, if the Crank‐Nicolson scheme is used to discretize the time variable. Finally, we construct a numerical algorithm by combining a third order A‐stable SDIRK with two stages and a third‐order HODIE difference scheme, showing its uniformly convergent behavior, reaching order three, up to a logarithmic factor. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

Interior projection-like methods for monotone variational inequalities

We propose new interior projection type methods for solving monotone variational inequalities. The methods can be viewed as a natural extension of the extragradient and hyperplane projection algorithms, and are based on using non Euclidean projection-like maps. We prove global convergence results and establish rate of convergence estimates. The projection-like maps are given by analytical formulas for standard constraints such as box, simplex, and conic type constraints, and generate interior trajectories. We then demonstrate that within an appropriate primal-dual variational inequality framework, the proposed algorithms can be applied to general convex constraints resulting in methods which at each iteration entail only explicit formulas and do not require the solution of any convex optimization problem. As a consequence, the algorithms are easy to implement, with low computational cost, and naturally lead to decomposition schemes for problems with a separable structure. This is illustrated through examples for convex programming, convex-concave saddle point problems and semidefinite programming.The work of this author was partially supported by the United States–Israel Binational Science Foundation, BSF Grant No. 2002-2010.