Mixed two‐grid finite difference methods for solving one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations

The aim of this paper is to propose mixed two‐grid finite difference methods to obtain the numerical solution of the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. The finite difference equations at all interior grid points form a large‐sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a family of finite difference methods for discretizing the spatial and time derivatives. The obtained system has been solved by two‐grid method, where the two‐grid method is used for solving the large‐sparse linear systems. Also, in the proposed method, the spectral radius with local Fourier analysis is calculated for different values of h and Δt. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. Copyright © 2016 John Wiley & Sons, Ltd.     

Conceptual linearization of Euler governing equations to solve high speed compressible flow using a pressure‐based method

The main objective of the current work is to introduce a new conceptual linearization strategy to improve the performance of a primitive shock‐capturing pressure‐based finite‐volume method. To avoid a spurious oscillatory solution in the chosen collocated grids, both the primitive and extended methods utilize two convecting and convected momentum expressions at each cell face. The expressions are obtained via a physical‐based discretization of two inclusive statements, which are constructed via a novel incorporation of the continuity and momentum governing equations. These two expressions in turn provide a strong coupling among the Euler conservative statements. Contrary to the primitive work, the linearization in the current work respects the definitions and essence of physics behind deriving the Euler governing equations. The accuracy and efficiency of the new formulation are then investigated by solving the shock tube as a problem with moving normal and expansion waves and the converging‐diverging nozzle as a problem with strong stationary normal shock. The results show that there is good improvement in performance of the primitive pressure‐based shock‐capturing method while its superior accuracy is not deteriorated at all. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Decentralized Interaction and Co-Adaptation in the Repeated Prisoner&2018;s Dilemma

A Prisoner&2018;s dilemma that is repeated indefinitely has many equilibria; the problem of selecting among these is often approached using evolutionary models. The background of this paper is a number of earlier studies in which a specific type of evolutionary model, a genetic algorithm (GA), was used to investigate which behavior survives under selective pressure. However, that normative instrument searches for equilibria that may never be attainable. Furthermore, it aims for optimization and, accordingly, says what people should do to be successful in repeated prisoner&2018;s dilemma (RPD) type situations. In the current paper, I employ simulation to find out what people would do, whether this makes them successful or not. Using a replication of Miller&2018;s (1988) GA study for comparison, a model is simulated in which the population is spatially distributed across a torus. The agents only interact with their neighbors and locally adapt their strategy to what they perceive to be successful behavior among those neighbors. Although centralized GA-evolution may lead to somewhat better performance, this goes at the cost of a large increase in required computations while a population with decentralized interactions and co-adaptation is almost as successful and, additionally, endogenously learns a more efficient scheme for adaptation. Finally, when the agents&2018; perceptive capabilities are limited even further, so that they can only perceive how their neighbors are doing against themselves, rather than against all those neighbors&2018; opponents&2014;which essentially removes reputation as a source of information&2014;cooperation breaks down.     

Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies

ABSTRACT

We compare optimal liquidation policies in continuous time in the presence of trading impact using numerical solutions of Hamilton–Jacobi–Bellman (HJB) partial differential equations (PDEs). In particular, we compare the time-consistent mean-quadratic-variation strategy with the time-inconsistent (pre-commitment) mean-variance strategy. We show that the two different risk measures lead to very different strategies and liquidation profiles. In terms of the optimal trading velocities, the mean-quadratic-variation strategy is much less sensitive to changes in asset price and varies more smoothly. In terms of the liquidation profiles, the mean-variance strategy is much more variable, although the mean liquidation profiles for the two strategies are surprisingly similar. On a numerical note, we show that using an interpolation scheme along a parametric curve in conjunction with the semi-Lagrangian method results in significantly better accuracy than standard axis-aligned linear interpolation. We also demonstrate how a scaled computational grid can improve solution accuracy.     

The parameter uniform numerical method for singularly perturbed parabolic reaction–diffusion problems on equidistributed grids

This article presents the study of singularly perturbed parabolic reaction–diffusion problems with boundary layers. To solve these problems, we use a modified backward Euler finite difference scheme on layer adapted nonuniform meshes at each time level. The nonuniform meshes are obtained by equidistribution of a positive monitor function, which involves the second-order spatial derivative of the singular component of the solution. The equidistributing monitor function at each time level allows us to use this technique to non-linear parabolic problems. The truncation error and the stability analysis are obtained. Parameter–uniform error estimates are derived for the numerical solution. To support the theoretical results, numerical experiments are carried out.     

复合材料三角形网格加筋圆锥壳体位移型稳定性方程及其总体稳定性分析

本文采用Donnell型扁壳理论,首先利用最小势能原理和广义平均筋条刚度法推导出用位移分量表示的复合材料三角形网格加筋叠层圆锥壳体的稳定性方程,考虑了蒙皮最一般的拉弯与拉扭耦合关系和加筋筋条的偏心效应,并讨论了该方程的基本性质.根据外压实验观察结果,通过选取适当的位移分量表达式,并运用Galerkin法分析了在均布外压作用下复合材料三角形网格加筋叠层圆锥壳体总体稳定性,得到了临界载荷的解析表达式,并对某一类C/E复合材料三角形内网格加筋圆锥壳体的临界外压进行了计算,所得理论值与实验结果很好地吻合.最后,讨论了有关参数对临界载荷的影响.本文所建立的新方程和所得结果对于航空航天结构非常有用.     

The empirical behavior of sampling methods for stochastic programming

We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed software tool executing on a computational grid to solve many large instances of these problems, allowing us to obtain high-quality solutions and to verify optimality and near-optimality of the computed solutions in various ways. Research supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Advanced Scientific Computing Research, U.S. Department of Energy, under Contract W-31-109-Eng-38, and by the National Science Foundation under Grant 9726385. Research supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Advanced Scientific Computing Research, U.S. Department of Energy, under Contract W-31-109-Eng-38, and by the National Science Foundation under Grant DMS-0073770. Research supported by the Mathematical, Information, and Computational Sciences Division subprogram of the Office of Advanced Scientific Computing Research, U.S. Department of Energy, under Contract W-31-109-Eng-38, and by the National Science Foundation under Grants 9726385 and 0082065.     

A new level‐dependent coarse grid correction scheme for indefinite Helmholtz problems

In this paper, we construct and analyze a level‐dependent coarse grid correction scheme for indefinite Helmholtz problems. This adapted multigrid (MG) method is capable of solving the Helmholtz equation on the finest grid using a series of MG cycles with a grid‐dependent complex shift, leading to a stable correction scheme on all levels. It is rigorously shown that the adaptation of the complex shift throughout the MG cycle maintains the functionality of the two‐grid correction scheme, as no smooth modes are amplified in or added to the error. In addition, a sufficiently smoothing relaxation scheme should be applied to ensure damping of the oscillatory error components. Numerical experiments on various benchmark problems show the method to be competitive with or even outperform the current state‐of‐the‐art MG‐preconditioned Krylov methods, for example, complex shifted Laplacian preconditioned flexible GMRES. Copyright © 2013 John Wiley & Sons, Ltd.     

Mixed finite volume methods on nonstaggered quadrilateral grids for elliptic problems

We construct and analyze a mixed finite volume method on quadrilateral grids for elliptic problems written as a system of two first order PDEs in the state variable (e.g., pressure) and its flux (e.g., Darcy velocity). An important point is that no staggered grids or covolumes are used to stabilize the system. Only a single primary grid system is adopted, and the degrees of freedom are imposed on the interfaces. The approximate flux is sought in the lowest-order Raviart-Thomas space and the pressure field in the rotated- nonconforming space. Furthermore, we demonstrate that the present finite volume method can be interpreted as a rotated- nonconforming finite element method for the pressure with a simple local recovery of flux. Numerical results are presented for a variety of problems which confirm the usefulness and effectiveness of the method.

     

COSTAS波形的主动声呐近似相干处理方法*

为了提升探测处理增益,有效对抗水声信道的频率选择性衰落,本文提出了一种基于COSTAS波形的主动声呐新算法。本文首先分析了相干融合的原理,然后基于相近频率经历近似相干信道的假设,提出了将近似相干融合应用于声呐回波信号处理,具体实现方式为如下步骤：1.通过频域波束形成提升回波增益;2.通过归一化匹配滤波进行相关处理;3将匹配滤波后的不同频率的复数进行加权求和,加权系数由信噪比决定。经过仿真表明,本文提出的近似相干算法的接收机(ROC)曲线明显优于非相干处理;同时,湖试结果证明,近似相干方法比现有的非相干处理方法有更高的处理增益,增益提升5dB~9dB。