CONVERGENCE ANALYSIS OF PARAREAL ALGORITHM BASED ON MILSTEIN SCHEME FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we propose a parareal algorithm for stochastic differential equations (SDEs), which proceeds as a two-level temporal parallelizable integrator with the Milstein scheme as the coarse propagator and the exact solution as the fine propagator. The convergence order of the proposed algorithm is analyzed under some regular assumptions. Finally, numerical experiments are dedicated to illustrating the convergence and the convergence order with respect to the iteration number $k$, which show the efficiency of the proposed method.     

Stability of the viscoelastic Rayleigh–Taylor problem with internal surface tension

We investigate the stability of the Rayleigh–Taylor (RT) problem for stratified viscoelastic fluids with internal surface tension. More precisely, under the stability condition $\mathrm{Dis}(\vartheta ,\kappa )<1$, we prove the existence of unique strong solution with exponential decay in time for the (stratified) viscoelastic RT (VRT) problem with proper initial data in Lagrangian coordinates. This shows that a sufficiently large elasticity coefficient or a sufficiently large surface tension coefficient has a stabilizing effect so that it can inhibit the development of (stratified) RT instability.     

On Taylor weak statement finite element methods for computational fluid dynamics

A Taylor series augmentation of a weak statement (a ‘Taylor weak statement’ or ‘Taylor-Galerkin’ method) is used to systematically reduce the dispersion error in a finite element approximation of the one-dimensional transient advection equation. A frequency analysis is applied to determine the phase velocity of semi-implicit linear, quadratic and cubic basis one-dimensional finite element methods and of several comparative finite difference/finite volume algorithms. The finite element methods analysed include both Galerkin and Taylor weak statements. The frequency analysis is used to obtain an improved linear basis Taylor weak statement finite element algorithm. Solutions are reported for verification problems in one and two dimensions and are compared with finite volume solutions. The improved finite element algorithms have sufficient phase accuracy to achieve highly accurate linear transient solutions with little or no artificial diffusion.     

初等函数Taylor级数的向量形式(英文)

推广了初等函数 Taylor级数的向量形式的一些结果 ,所考虑的初等函数 Taylor级数的向量形式涉及了三个复向量 .给出了在二阶常微分方程初值问题中的一个应用 .     

An improved hybrid Cartesian/immersed boundary method for fluid–solid flows

An improved hybrid Cartesian/immersed boundary method is proposed based on ghost point treatment. A second‐order Taylor series expansion is used to evaluate the values at the ghost points, and an inverse distance weighting method to interpolate the values due to its properties of preserving local extrema and smooth reconstruction. The present method effectively eliminates numerical instabilities caused by matrix inversion and flexibly adopts the interpolation in the vicinity of the boundary. Some typical fluid–solid flows, including viscous flow past a circular cylinder, a sphere, two cylinders in a side‐by‐side arrangement, and an array of 18 staggered cylinders, are examined. These benchmark simulations reasonably indicate the reliability and capability of the present method. Copyright © 2007 John Wiley & Sons, Ltd.     

Improving Interval Analysis Bounds by Translations

We explore how a simple linear change of variable affects the inclusion functions obtained with Interval Analysis methods. Univariate and multivariate polynomial test functions are considered, showing that translation-based methods improve considerably the bounds computed by standard inclusion functions. An Interval Branch-and-Bound method for global optimization is then implemented to compare the different procedures, showing that, although with times higher than those given by Taylor forms, the number of clusters and iterations is strongly reduced.     

Quantum mechanics as the quadratic Taylor approximation of classical mechanics: The finite-dimensional case

We show that in contrast to a rather common opinion, quantum mechanics can be represented as an approximation of classical statistical mechanics. We consider an approximation based on the ordinary Taylor expansion of physical variables. The quantum contribution is given by the second-order term. To escape technical difficulties related to the infinite dimensionality of the phase space for quantum mechanics, we consider finite-dimensional quantum mechanics. On one hand, this is a simple example with high pedagogical value. On the other hand, quantum information operates in a finite-dimensional state space. Therefore, our investigation can be considered a construction of a classical statistical model for quantum information. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 152, No. 2, pp. 278–291, August, 2007.     

Entrainment and condensation effects in the upward acceleration of a liquid column

The instability-governed entrainment rate of the lower surface of a subcooled water column accelerated upwards by an expanding steam mass is measured. It is found that the entrainment rate is approximately proportional to the fourth root of the acceleration. This would be the case if the characteristic length scale in the late stages of Taylor instability were governed by linear instability theory. In addition to the linear displacement measurements, the steam pressure in the lower driver section was monitored as a function of time. Estimates of the concentration, radius and age distribution of the entrained droplet population were made by modeling the bubble-and-spike breakup into discrete droplets. This allows the steam condensation rate, and hence the steam pressure, at each instant of time to be computed. This is compared with the observed steam pressure history. Reasonable agreement is found. One can thus estimate the reduction in work potential in the case of a steam explosion in the lower plenum of a pressurized-water nuclear reactor.     

Critical evaluation of CFD codes for interfacial simulation of bubble‐train flow in a narrow channel

Computational fluid dynamics (CFD) codes that are able to describe in detail the dynamic evolution of the deformable interface in gas–liquid or liquid–liquid flows may be a valuable tool to explore the potential of multi‐fluid flow in narrow channels for process intensification. In the present paper, a computational exercise for co‐current bubble‐train flow in a square vertical mini‐channel is performed to investigate the performance of well‐known CFD codes for this type of flows. The computations are based on the volume‐of‐fluid method (VOF) where the transport equation for the liquid volumetric fraction is solved either by the methods involving a geometrical reconstruction of the interface or by the methods that use higher‐order difference schemes instead. The codes contributing to the present code‐to‐code comparison are an in‐house code and the commercial CFD packages CFX, FLUENT and STAR‐CD. Results are presented for two basic cases. In the first one, the flow is driven by buoyancy only, while in the second case the flow is additionally forced by an external pressure gradient. The results of the code‐to‐code comparison show that only the VOF method with interface reconstruction leads to physically sound and consistent results, whereas the use of difference schemes for the volume fraction equation shows some deficiencies. Copyright © 2007 John Wiley & Sons, Ltd.     

Approximations to the distribution of the sample correlation matrix

In this article, multivariate density expansions for the sample correlation matrix R are derived. The density of R is expressed through multivariate normal and through Wishart distributions. Also, an asymptotic expansion of the characteristic function of R is derived and the main terms of the first three cumulants of R are obtained in matrix form. These results make it possible to obtain asymptotic density expansions of multivariate functions of R in a direct way.