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51.
We establish the existence and stability of multidimensional transonic shocks for the Euler equations for steady potential compressible fluids. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for the velocity, can be written as a second-order, nonlinear equation of mixed elliptic-hyperbolic type for the velocity potential. The transonic shock problem can be formulated into the following free boundary problem: The free boundary is the location of the transonic shock which divides the two regions of smooth flow, and the equation is hyperbolic in the upstream region where the smooth perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem. Our results indicate that there exists a unique solution of the free boundary problem such that the equation is always elliptic in the downstream region and the free boundary is smooth, provided that the hyperbolic phase is close to a uniform flow. We prove that the free boundary is stable under the steady perturbation of the hyperbolic phase. We also establish the existence and stability of multidimensional transonic shocks near spherical or circular transonic shocks.
52.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
53.
Deborah M. Greaves 《国际流体数值方法杂志》2006,50(6):693-711
An adaptive hierarchical grid‐based method for predicting complex free surface flows is used to simulate collapse of a water column. Adapting quadtree grids are combined with a high‐resolution interface‐capturing approach and pressure‐based coupling of the Navier–Stokes equations. The Navier–Stokes flow solution scheme is verified for simulation of flow in a lid‐driven cavity at Re=1000. Two approaches to the coupling of the Navier–Stokes equations are investigated as are alternative face velocity and hanging node interpolations. Collapse of a water column as well as collapse of a water column and its subsequent interaction with an obstacle are simulated. The calculations are made on uniform and adapting quadtree grids, and the accuracy of the quadtree calculations is shown to be the same as those made on the equivalent uniform grids. Results are in excellent agreement with experimental and other numerical data. A sharp interface is maintained at the free surface. The new adapting quadtree‐based method achieves a considerable saving in the size of the computational grid and CPU time in comparison with calculations made on equivalent uniform grids. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
54.
Substructuring preconditioners for saddle-point problems arising from Maxwell's equations in three dimensions 总被引:1,自引:0,他引:1
This paper is concerned with the saddle-point problems arising from edge element discretizations of Maxwell's equations in a general three dimensional nonconvex polyhedral domain. A new augmented technique is first introduced to transform the problems into equivalent augmented saddle-point systems so that they can be solved by some existing preconditioned iterative methods. Then some substructuring preconditioners are proposed, with very simple coarse solvers, for the augmented saddle-point systems. With the preconditioners, the condition numbers of the preconditioned systems are nearly optimal; namely, they grow only as the logarithm of the ratio between the subdomain diameter and the finite element mesh size.
55.
We treat here of the question of absorbing boundary conditionsfor nonlinear diffusion equations. We use the conditions designedfor the linear equation, we prove them to be well posed forthe nonlinear problem, and through numerical experiments thatthey are well suited for reactiondiffusion equations. 相似文献
56.
57.
V. I. Sakharov 《Fluid Dynamics》2007,42(6):1007-1016
The results of numerical simulation are presented for thermally and chemically nonequilibrium air plasma flows in a plasmatron discharge channel and underexpanded dissociated and partially ionized air jets flowing past a cylindrical model with a blunt leading edge and cooled copper surface under the experimental conditions realized in a VGU-4 100 kW induction plasmatron (Institute for Problems in Mechanics of the Russian Academy of Sciences) (see, for example, [1, 2]). The nonequilibrium excitation of the vibrational degrees of freedom of the molecules in the modal approximation and the difference between the electron and translational heavy-particle temperatures are taken into account in the calculations. The calculated data on the heat transfer and pressure at the stagnation point are compared with the results obtained within the framework of the thermally equilibrium model. Comparison with the experimental data obtained in the Institute for Problem in Mechanics of the Russian Academy of Sciences (Laboratory for interaction between plasma and radiation and materials) and kindly provided for comparison purposes gives satisfactory agreement. 相似文献
58.
59.
Frank Jochmann 《Journal of Differential Equations》2004,203(2):232-254
In this paper, Maxwell's equations involving generally nonlinear polarization and field-dependent currents are studied. The main objective is the asymptotic behavior of the solution for t→∞ if no damping term occurs in the equation governing the polarization field. 相似文献
60.
Miklós Csörgő 《Periodica Mathematica Hungarica》2005,50(1-2):1-27
Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks. 相似文献