Central ADER schemes for hyperbolic conservation laws

In this paper we first briefly review the very high order ADER methods for solving hyperbolic conservation laws. ADER methods use high order polynomial reconstruction of the solution and upwind fluxes as the building block. They use a first order upwind Godunov and the upwind second order weighted average (WAF) fluxes. As well known the upwind methods are more accurate than central schemes. However, the superior accuracy of the ADER upwind schemes comes at a cost, one must solve exactly or approximately the Riemann problems (RP). Conventional Riemann solvers are usually complex and are not available for many hyperbolic problems of practical interest. In this paper we propose to use two central fluxes, instead of upwind fluxes, as the building block in ADER scheme. These are the monotone first order Lax-Friedrich (LXF) and the third order TVD flux. The resulting schemes are called central ADER schemes. Accuracy of the new schemes is established. Numerical implementations of the new schemes are carried out on the scalar conservation laws with a linear flux, nonlinear convex flux and non-convex flux. The results demonstrate that the proposed scheme, with LXF flux, is comparable to those using first and second order upwind fluxes while the scheme, with third order TVD flux, is superior to those using upwind fluxes. When compared with the state of art ADER schemes, our central ADER schemes are faster, more accurate, Riemann solver free, very simple to implement and need less computer memory. A way to extend these schemes to general systems of nonlinear hyperbolic conservation laws in one and two dimensions is presented.     

Discrete-time trawl processes

We introduce a class of discrete time stationary trawl processes taking real or integer values and written as sums of past values of independent ‘seed’ processes on shrinking intervals (‘trawl heights’). Related trawl processes in continuous time were studied in Barndorff-Nielsen et al. (2011, 2014).In the case when the trawl function decays as a power function of the lag with exponent $1<\alpha <2$, the trawl process exhibits long memory and its covariance function is non-summable. We show that under general conditions on generic seed process, the normalized partial sums of such trawl process may tend either to a fractional Brownian motion or to an $\alpha$-stable Lévy process. Moreover if the trawl function admits a faster decay rate, then the classical Donsker’s invariance principle holds true.     

Analytical and numerical investigations of a batch crystallization model

This article is concerned with the analytical and numerical investigations of a one-dimensional population balance model for batch crystallization processes. We start with a one-dimensional batch crystallization model and prove the local existence and uniqueness of the solution of this model. For this purpose Laplace transformation is used as a basic tool. A semi-discrete high resolution finite volume scheme is proposed for the numerical solution of the current model. The issues of positivity (monotonicity), consistency, stability and convergence of the proposed scheme for the current model are analyzed and proved. Finally, we give a numerical test problem. The numerical results of the proposed high resolution scheme are compared with the solution of the reduced four-moments model and the first-order upwind scheme.     

Toward the Calculation of Higher-Dimensional Stable Manifolds and Stable Sets for Noninvertible and Piecewise-Smooth Maps

This paper presents a new numerical method for computing global stable manifolds and global stable sets of nonlinear discrete dynamical systems. For a given map f:ℝ ^d →ℝ ^d , the proposed method is capable of yielding large parts of stable manifolds and sets within a certain compact region M⊂ℝ ^d . The algorithm divides the region M in sets and uses an adaptive subdivision technique to approximate an outer covering of the manifolds. In contrast to similar approaches, the method requires neither the system’s inverse nor its Jacobian. Hence, it can also be applied to noninvertible and piecewise-smooth maps. The successful application of the method is illustrated by computation of one- and two-dimensional stable manifolds and global stable sets.     

Universal laws and economic phenomena

Despite the idiosyncratic behavior of individuals, empirical regularities exist in social and economic systems. These regularities often arise from simple underlying mechanisms which, analogous to the natural sciences, can be expressed as universal principles or laws. In this essay, I discuss the similarities between economic and natural phenomena and argue that it is advantageous for economists to adopt methods from the natural sciences to discover “universal laws” in economic systems. © 2011 Wiley Periodicals, Inc. Complexity, 2011     

Numerical simulation of the modified regularized long wave equation by He's variational iteration method

The modified regularized long wave (MRLW) equation, with some initial conditions, is solved numerically by variational iteration method. This method is useful for obtaining numerical solutions with high degree of accuracy. The variational iteration solution for the MRLW equation converges to its exact solution. Moreover, the conservation laws properties of the MRLW equation are also studied. Finally, interaction of two and three solitary waves is shown. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A Mathematical Study of the One-Dimensional Keller and Rubinow Model for Liesegang Bands

Our purpose is to start understanding from a mathematical viewpoint experiments in which regularized structures with spatially distinct bands or rings of precipitated material are exhibited, with clearly visible scaling properties. Such patterns are known as Liesegang bands or rings. In this paper, we study a one-dimensional version of the Keller and Rubinow model and present conditions ensuring the existence of Liesegang bands.     

Fragmentation associated with Lévy processes using snake

We consider the height process of a Lévy process with no negative jumps, and its associated continuous tree representation. Using Lévy snake tools developed by Le Gall-Le Jan and Duquesne-Le Gall, with an underlying Poisson process, we construct a fragmentation process, which in the stable case corresponds to the self-similar fragmentation described by Miermont. For the general fragmentation process we compute a family of dislocation measures as well as the law of the size of a tagged fragment. We also give a special Markov property for the snake which is of its own interest.      

Scaling analysis of the magnetocaloric effect in Gd5Si2Ge1.9X0.1 (X=Al, Cu, Ga, Mn, Fe, Co)

The field dependence of the magnetic entropy change has been studied for a series of doped Gd₅Si₂Ge₂ alloys, which possess a magnetic phase transition that is either entirely second order or a combination of primarily second-order mixed to a very minor degree with a first-order transition arising from a magneto-structural phase change. By analyzing the field scaling of the refrigerant capacity as well as of the reference temperatures used for constructing a universal scaling curve, a procedure for estimating the values of the critical exponents for the alloys was developed. For the cases where the transition is entirely second order, the results obtained from this procedure are comparable to the values obtained from the Kouvel–Fisher method. For the case of Fe-doped alloys which partially possess a first-order phase change, the Kouvel–Fisher method is inapplicable. However, their critical exponents determined by our developed procedure can be used to estimate the Curie temperature of the orthorhombic majority phase.