Three dimensional Euler equations are solved in the finite volume form with van Leer's flux vector splitting technique. Block matrix is inverted by Gauss-Seidel iteration in two dimensional plane while strongly im...Three dimensional Euler equations are solved in the finite volume form with van Leer's flux vector splitting technique. Block matrix is inverted by Gauss-Seidel iteration in two dimensional plane while strongly implicit alternating sweeping is implemented in the direction of the third dimension. Very rapid convergence rate is obtained with CFL number reaching the order of 100. The memory resources can be greatly saved too. It is verified that the reflection boundary condition can not be used with flux vector splitting since it will produce too large numerical dissipation. The computed flow fields agree well with experimental results. Only one or two grid points are there within the shock transition zone.展开更多
We prove that the limits of the semi-discrete and the discrete semi-implicit Euler schemes for the 3D Navier-Stokes equations supplemented with Dirichlet boundary conditions are suitable in the sense of Scheffer [1]. ...We prove that the limits of the semi-discrete and the discrete semi-implicit Euler schemes for the 3D Navier-Stokes equations supplemented with Dirichlet boundary conditions are suitable in the sense of Scheffer [1]. This provides a new proof of the existence of suitable weak solutions, first established by Caffarelli, Kohn and Nirenberg [2]. Our results are similar to the main result in [3]. We also present some additional remarks and open questions on suitable solutions.展开更多
We propose a novel numerical scheme for decoupled forward-backward stochastic differ- ential equations （FBSDEs） in bounded domains, which corresponds to a class of nonlinear parabolic partial differential equations ...We propose a novel numerical scheme for decoupled forward-backward stochastic differ- ential equations （FBSDEs） in bounded domains, which corresponds to a class of nonlinear parabolic partial differential equations with Dirichlet boundary conditions. The key idea is to exploit the regularity of the solution （Yt,Zt） with respect to Xt to avoid direct ap- proximation of the involved random exit time. Especially, in the one-dimensional case, we prove that the probability of Xt exiting the domain within At is on the order of O（（△t）ε exp（--1/（△t）2ε））, if the distance between the start point X0 and the boundary is 1 g at least on the order of O（△t）^1/2-ε ） for any fixed c 〉 0. Hence, in spatial discretization, we set the mesh size △x - （9（（At）^1/2-ε ）, so that all the interior grid points are sufficiently far from the boundary, which makes the error caused by the exit time decay sub-exponentially with respect to △t. The accuracy of the approximate solution near the boundary can be guaranteed by means of high-order piecewise polynomial interpolation. Our method is developed using the implicit Euler scheme and cubic polynomial interpolation, which leads to an overall first-order convergence rate with respect to △t.展开更多
In this article we consider the(complex)Ginzburg-Landau equation,we discretize in time using the implicit Euler scheme,and with the aid of the discrete Gronwall lemma and of the discrete uniform Gronwall lemma we prov...In this article we consider the(complex)Ginzburg-Landau equation,we discretize in time using the implicit Euler scheme,and with the aid of the discrete Gronwall lemma and of the discrete uniform Gronwall lemma we prove that the global attractors generated by the numerical scheme converge to the global attractor of the continuous system as the time-step approaches zero.展开更多
The Richards equation models the water flow in a partially saturated underground porous medium under the surface.When it rains on the surface,boundary conditions of Signorini type must be considered on this part of th...The Richards equation models the water flow in a partially saturated underground porous medium under the surface.When it rains on the surface,boundary conditions of Signorini type must be considered on this part of the boundary.The authors first study this problem which results into a variational inequality and then propose a discretization by an implicit Euler's scheme in time and finite elements in space.The convergence of this discretization leads to the well-posedness of the problem.展开更多
文摘Three dimensional Euler equations are solved in the finite volume form with van Leer's flux vector splitting technique. Block matrix is inverted by Gauss-Seidel iteration in two dimensional plane while strongly implicit alternating sweeping is implemented in the direction of the third dimension. Very rapid convergence rate is obtained with CFL number reaching the order of 100. The memory resources can be greatly saved too. It is verified that the reflection boundary condition can not be used with flux vector splitting since it will produce too large numerical dissipation. The computed flow fields agree well with experimental results. Only one or two grid points are there within the shock transition zone.
文摘We prove that the limits of the semi-discrete and the discrete semi-implicit Euler schemes for the 3D Navier-Stokes equations supplemented with Dirichlet boundary conditions are suitable in the sense of Scheffer [1]. This provides a new proof of the existence of suitable weak solutions, first established by Caffarelli, Kohn and Nirenberg [2]. Our results are similar to the main result in [3]. We also present some additional remarks and open questions on suitable solutions.
基金The authors would like to thank the referees for their valuable comments, which have improved the quality of the paper. This work is partially supported by the National Natural Science Foundations of China under grant numbers 91130003, 11171189 and 11571206 and by Natural Science Foundation of Shandong Province under grant number ZR2011AZ002+2 种基金 the U.S. Defense Advanced Research Projects Agency, Defense Sciences Office under contract HR0011619523 the U.S. Department of Energy, Office of Science, Office of Advanced ScientificComputing Research, Applied Mathematics program under contracts ERKJ259, ERKJ320 the U.S. National Science Foundation, Computational Mathematics program under award 1620027.
文摘We propose a novel numerical scheme for decoupled forward-backward stochastic differ- ential equations （FBSDEs） in bounded domains, which corresponds to a class of nonlinear parabolic partial differential equations with Dirichlet boundary conditions. The key idea is to exploit the regularity of the solution （Yt,Zt） with respect to Xt to avoid direct ap- proximation of the involved random exit time. Especially, in the one-dimensional case, we prove that the probability of Xt exiting the domain within At is on the order of O（（△t）ε exp（--1/（△t）2ε））, if the distance between the start point X0 and the boundary is 1 g at least on the order of O（△t）^1/2-ε ） for any fixed c 〉 0. Hence, in spatial discretization, we set the mesh size △x - （9（（At）^1/2-ε ）, so that all the interior grid points are sufficiently far from the boundary, which makes the error caused by the exit time decay sub-exponentially with respect to △t. The accuracy of the approximate solution near the boundary can be guaranteed by means of high-order piecewise polynomial interpolation. Our method is developed using the implicit Euler scheme and cubic polynomial interpolation, which leads to an overall first-order convergence rate with respect to △t.
文摘In this article we consider the(complex)Ginzburg-Landau equation,we discretize in time using the implicit Euler scheme,and with the aid of the discrete Gronwall lemma and of the discrete uniform Gronwall lemma we prove that the global attractors generated by the numerical scheme converge to the global attractor of the continuous system as the time-step approaches zero.
文摘The Richards equation models the water flow in a partially saturated underground porous medium under the surface.When it rains on the surface,boundary conditions of Signorini type must be considered on this part of the boundary.The authors first study this problem which results into a variational inequality and then propose a discretization by an implicit Euler's scheme in time and finite elements in space.The convergence of this discretization leads to the well-posedness of the problem.
