A transform method for linear evolution PDEs on a finite interval

We study initial boundary value problems for linear scalar evolutionpartial differential equations, with spatial derivatives ofarbitrary order, posed on the domain {t > 0, 0 < x <L}. We show that the solution can be expressed as an integralin the complex k-plane. This integral is defined in terms ofan x-transform of the initial condition and a t-transform ofthe boundary conditions. The derivation of this integral representationrelies on the analysis of the global relation, which is an algebraicrelation defined in the complex k-plane coupling all boundaryvalues of the solution. For particular cases, such as the case of periodic boundaryconditions, or the case of boundary value problems for even-orderPDEs, it is possible to obtain directly from the global relationan alternative representation for the solution, in the formof an infinite series. We stress, however, that there existinitial boundary value problems for which the only representationis an integral which cannot be written as an infinite series.An example of such a problem is provided by the linearized versionof the KdV equation. Similarly, in general the solution of odd-orderlinear initial boundary value problems on a finite intervalcannot be expressed in terms of an infinite series.     

线性均衡约束最优化的一个广义投影强次可行方向法

本文讨论带线性均衡约束最优化问题,首先利用摄动技术和一个互补函数将问题等价转化为一般约束最优化问题,然后结合广义投影技术和强次可行方向法思想,建立了问题的一个新算法.算法在迭代过程中保证搜索方向不为零,从而使得每次迭代只需计算一次广义投影.在适当的条件下,证明了算法的全局收敛性,并对算法进行了初步的数值试验.     

Detecting instabilities in flows of viscoelastic fluids

There is a growing interest in developing numerical tools to investigate the onset of physical instabilities observed in experiments involving viscoelastic flows, which is a difficult and challenging task as the simulations are very sensitive to numerical instabilities. Following a recent linear stability analysis carried out in order to better understand qualitatively the origin of numerical instabilities occurring in the simulation of flows viscoelastic fluids, the present paper considers a possible extension for more complex flows. This promising method could be applied to track instabilities in complex (i.e. essentially non‐parallel) flows. In addition, results related to transient growth mechanism indicate that it might be responsible for the development of numerical instabilities in the simulation of viscoelastic fluids. Copyright © 2003 John Wiley & Sons, Ltd.     

应用自动微分的Newton-PCG算法

一类新的使用符号微分的Newton-PCG型算法在文献[1]和[2]被导出来了。本文建立和研究应用自动微分的相应的Newton-PCG算法，理论分析和数值实验结果显示应用自动微分之后，目标函数的维数或复杂性越大，Newton-PCG算法对Newton法的改进越显著。     

二维椭圆型方程反问题中优化算法的比较

近年来，决定椭圆型方程系数反问题在地磁、地球物理、冶金和生物等实际问题上有着广泛的应用．本文讨论了二维的决定椭圆型方程系数反问题的数值求解方法．由误差平方和最小原则，这个反问题可化为一个变分问题，并进一步离散化为一个最优化问题，其目标函数依赖于要决定的方程系数．本文着重考察非线性共轭梯度法在此最优化问题数值计算中的表现，并与拟牛顿法作为对比．为了提高算法的效率我们适当选择加快收敛速度的预处理矩阵．同时还考察了线搜索方法的不同对优化算法的影响．数值实验的结果表明，非线性共轭梯度法在这类大规模优化问题中相对于拟牛顿法更有效．     

A parallel cell‐based DSMC method on unstructured adaptive meshes

A parallel DSMC method based on a cell‐based data structure is developed for the efficient simulation of rarefied gas flows on PC‐clusters. Parallel computation is made by decomposing the computational domain into several subdomains. Dynamic load balancing between processors is achieved based on the number of simulation particles and the number of cells allocated in each subdomain. Adjustment of cell size is also made through mesh adaptation for the improvement of solution accuracy and the efficient usage of meshes. Applications were made for a two‐dimensional supersonic leading‐edge flow, the axi‐symmetric Rothe's nozzle, and the open hollow cylinder flare flow for validation. It was found that the present method is an efficient tool for the simulation of rarefied gas flows on PC‐based parallel machines. Copyright © 2004 John Wiley & Sons, Ltd.     

A time‐accurate pseudo‐compressibility approach based on an unstructured hybrid finite volume technique applied to unsteady turbulent premixed flame propagation

A preconditioning approach based on the artificial compressibility formulation is extended to solve the governing equations for unsteady turbulent reactive flows with heat release, at low Mach numbers, on an unstructured hybrid grid context. Premixed reactants are considered and a flamelet approach for combustion modelling is adopted using a continuous quenched mean reaction rate. An overlapped cell‐vertex finite volume method is adopted as a discretisation scheme. Artificial dissipation terms for hybrid grids are explicitly added to ensure a stable, discretised set of equations. A second‐order, explicit, hybrid Runge–Kutta scheme is applied for the time marching in pseudo‐time. A time derivative of the dependent variable is added to recover the time accuracy of the preconditioned set of equations. This derivative is discretised by an implicit, second‐order scheme. The resulting scheme is applied to the calculation of an infinite planar (one‐dimensional) turbulent premixed flame propagating freely in reactants whose turbulence is supposed to be frozen, homogeneous and isotropic. The accuracy of the results obtained with the proposed method proves to be excellent when compared to the data available in the literature. Copyright © 2004 John Wiley & Sons, Ltd.     

A virtual boundary method with improved computational efficiency using a multi‐grid method

The flow around spherical, solid objects is considered. The boundary conditions on the solid boundaries have been applied by replacing the boundary with a surface force distribution on the surface, such that the required boundary conditions are satisfied. The velocity on the boundary is determined by extrapolation from the flow field. The source terms are determined iteratively, as part of the solution. They are then averaged and are smoothed out to nearby computational grid points. A multi‐grid scheme has been used to enhance the computational efficiency of the solution of the force equations. The method has been evaluated for flow around both moving and stationary spherical objects at very low and intermediate Reynolds numbers. The results shows a second order accuracy of the method both at creeping flow and at Re=100. The multi‐grid scheme is shown to enhance the convergence rate up to a factor 10 as compared to single grid approach. Copyright © 2004 John Wiley & Sons, Ltd.     

Modelling of a single drop impact onto liquid film using particle method

The process of single liquid drop impact on thin liquid surface is numerically simulated with moving particle semi‐implicit method. The mathematical model involves gravity, viscosity and surface tension. The model is validated by the simulation of the experimental cases. It is found that the dynamic processes after impact are sensitive to the liquid pool depth and the initial drop velocity. In the cases that the initial drop velocity is low, the drop will be merged with the liquid pool and no big splash is seen. If the initial drop velocity is high enough, the dynamic process depends on the liquid depth. If the liquid film is very thin, a bowl‐shaped thin crown is formed immediately after the impact. The total crown subsequently expands outward and breaks into many tiny droplets. When the thickness of the liquid film increases, the direction of the liquid crown becomes normal to the surface and the crown propagates outward. It is also found that the radius of the crown is described by a square function of time: r_C = [c(t ? t₀)]^0.5. When the liquid film is thick enough, a crown and a deep cavity inside it are formed shortly after the impact. The bottom of the cavity is initially oblate and then the base grows downward to form a sharp corner and subsequently the corner moves downward. Copyright © 2004 John Wiley & Sons, Ltd.     

Least‐squares meshfree method for incompressible Navier–Stokes problems

A least‐squares meshfree method based on the first‐order velocity–pressure–vorticity formulation for two‐dimensional incompressible Navier–Stokes problem is presented. The convective term is linearized by successive substitution or Newton's method. The discretization of all governing equations is implemented by the least‐squares method. Equal‐order moving least‐squares approximation is employed with Gauss quadrature in the background cells. The boundary conditions are enforced by the penalty method. The matrix‐free element‐by‐element Jacobi preconditioned conjugate method is applied to solve the discretized linear systems. Cavity flow for steady Navier–Stokes problem and the flow over a square obstacle for time‐dependent Navier–Stokes problem are investigated for the presented least‐squares meshfree method. The effects of inaccurate integration on the accuracy of the solution are investigated. Copyright © 2004 John Wiley & Sons, Ltd.