On the solution of Maxwell's equations in polygonal domains

This paper is concerned with the structure of the singular and regular parts of the solution of time‐harmonic Maxwell's equations in polygonal plane domains and their effective numerical treatment. The asymptotic behaviour of the solution near corner points of the domain is studied by means of discrete Fourier transformation and it is proved that the solution of the boundary value problem does not belong locally to H² when the boundary of the domain has non‐acute angles. A splitting of the solution into a regular part belonging to the space H², and an explicitly described singular part is presented. For the numerical treatment of the boundary value problem, we propose a finite element discretization which combines local mesh grading and the singular field methods and derive a priori error estimates that show optimal convergence as known for the classical finite element method for problems with regular solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

The Application of a Laminar Flamelet Model to Confined Explosion Hazards

The majority of computational studies of confined explosion hazards apply simple and inaccurate combustion models, requiring adhoc corrections to obtain realistic flame shapes and often predicting an order of magnitude error in the overpressures. This work describes the application of a laminar flamelet model to a series of two-dimensional test cases. The model is computationally efficient applying an algebraic expression to calculate the flame surface area, an empirical correlation for the laminar flame speed and a novel unstructured, solution adaptive numerical grid system which allows important features of the solution to be resolved close to the flame. Accurate flame shapes are predicted, the correct burning rate is predicted near the walls, and an improvement in the predicted overpressures is obtained. However, in these fully turbulent calculations the overpressures are still too high and the flame arrival times too low, indicating the need for a model for the early laminar burning phase. Due to the computational expense, it is unrealistic to model a laminar flame in the complex geometries involved and therefore a pragmatic approach is employed which constrains the flame to propagate at the laminar flame speed. Transition to turbulent burning occurs at a specified turbulent Reynolds number. With the laminar phase model included, the predicted flame arrival times increase significantly, but are still too low. However, this has no significant effect on the overpressures, which are predicted accurately for a baffled channel test case where rapid transition occurs once the flame reaches the first pair of baffles. In a channel with obstacles on the centreline, transition is more gradual and the accuracy of the predicted overpressures is reduced. However, although the accuracy is still less than desirable in some cases, it is much better than the order of magnitude error previously expected. This revised version was published online in July 2006 with corrections to the Cover Date.     

Solitary Waves in Nonlinear Beam Equations: Stability,Fission and Fusion

We continue work by the second author and co-workers onsolitary wave solutions of nonlinear beam equations and their stabilityand interaction properties. The equations are partial differentialequations that are fourth-order in space and second-order in time.First, we highlight similarities between the intricate structure ofsolitary wave solutions for two different nonlinearities; apiecewise-linear term versus an exponential approximation to thisnonlinearity which was shown in earlier work to possess remarkablystable solitary waves. Second, we compare two different numericalmethods for solving the time dependent problem. One uses a fixed griddiscretization and the other a moving mesh method. We use these methodsto shed light on the nonlinear dynamics of the solitary waves. Earlywork has reported how even quite complex solitary waves appear stable,and that stable waves appear to interact like solitons. Here we show twofurther effects. The first effect is that large complex waves can, as aresult of roundoff error, spontaneously decompose into two simplerwaves, a process we call fission. The second is the fusion of twostable waves into another plus a small amount of radiation.     

Considerations on the spring analogy

This paper presents an investigation on the spring analogy. The spring analogy serves for deformation in a moving boundary problem. First, two different kinds of springs are discussed: the vertex springs and the segment springs. The vertex spring analogy is originally used for smoothing a mesh after mesh generation or refinement. The segment spring analogy is used for deformation of the mesh in a moving boundary problem. The difference between the two methods lies in the equilibrium length of the springs. By means of an analogy to molecular theory, the two theories are generalized into a single theory that covers both. The usual choice of the stiffness of the spring is clarified by the mathematical analysis of a representative one‐dimensional configuration. The analysis shows that node collision is prevented when the stiffness is chosen as the inverse of the segment length. The observed similarity between elliptic grid generation and the spring analogy is also investigated. This investigation shows that both methods update the grid point position by a weighted average of the surrounding points in an iterative manner. The weighting functions enforce regularity of the mesh. Based on these considerations, several improvements on the spring analogy are developed. The principle of Saint Venant is circumvented by a boundary correction. The prevention of inversion of triangular elements is improved by semi‐torsional springs. The numerical results show the superiority of the segment spring analogy over the vertex one for a small rotation of an NACA0012 mesh. The boundary correction allows for large deformation of the mesh, where the standard spring analogy fails. The final test is performed on a Navier–Stokes mesh. This mesh contains high aspect ratio mesh cells near the boundary. Large deformation of this mesh shows that the semi‐torsional spring improvement is imperative to retain the validity of this mesh. Copyright © 2000 John Wiley & Sons, Ltd.     

任意平面区域的变尺寸有限元网格划分

利用任意平面域边界表述中的拓年要素定义网格的控制信息,通过引入节点间距函数来控制区域内网格尺寸变化,并将结合前沿生成法和Ｄｅｌａｕｎａｙ三角化方法的优点,优先处理前沿的最长边,尽可能在局部生成边长逐渐减小的Ｄｅｌａｕｎａｙ三角形,最终实验区域内网格的疏密过渡。     

任意平面区域三角形网格的全自动生成算法

本文基于波前法提出了一种对任意平面区域生成三角形网格自动生成算法。算法具有区域适应性强,边界网格质量高,自动化程度高的优点。算法还包括了网格的拓扑优化,光滑及加密处理。此外,初边值条件的自动给定大大减少了数值计算中数据输入和避免了边界搜索计算。大量算例显示了算法的可靠性和适用性。     

A multilevel finite element method in space‐time for the Navier‐Stokes problem

A multilevel finite element method in space‐time for the two‐dimensional nonstationary Navier‐Stokes problem is considered. The method is a multi‐scale method in which the fully nonlinear Navier‐Stokes problem is only solved on a single coarsest space‐time mesh; subsequent approximations are generated on a succession of refined space‐time meshes by solving a linearized Navier‐Stokes problem about the solution on the previous level. The a priori estimates and error analysis are also presented for the J‐level finite element method. We demonstrate theoretically that for an appropriate choice of space and time mesh widths: h_j ～ h, k_j ～ k, j = 2, …, J, the J‐level finite element method in space‐time provides the same accuracy as the one‐level method in space‐time in which the fully nonlinear Navier‐Stokes problem is solved on a final finest space‐time mesh. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

张量积型二元数值积分研究

基于张量积型的二元牛顿插值多项式,构造了矩形网格上的二元求积公式,其对一些二元多项式精确成立,数值算例说明了求积公式的可行性.     

Fourth‐order compact scheme with local mesh refinement for option pricing in jump‐diffusion model

The value of a contingent claim under a jump‐diffusion process satisfies a partial integro‐differential equation. A fourth‐order compact finite difference scheme is applied to discretize the spatial variable of this equation. It is discretized in time by an implicit‐explicit method. Meanwhile, a local mesh refinement strategy is used for handling the nonsmooth payoff condition. Moreover, the numerical quadrature method is exploited to evaluate the jump integral term. It guarantees a Toeplitz‐like structure of the integral operator such that a fast algorithm is feasible. Numerical results show that this approach gives fourth‐order accuracy in space. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

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??In this paper, we concern with the estimation problem for the Pareto distribution based on progressive Type-II interval censoring with random removals. We discuss the maximum likelihood estimation of the model parameters. Then, we show the consistency and asymptotic normality of maximum likelihood estimators based on progressive Type-II interval censored sample.