This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditiona...This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditional and unconditional stability regions of the parameters. When the control parameters in the method are optimally taken in their regions, the accuracy may be improved to reach of order three. It is found that the new scheme can achieve lower numerical amplitude dissipation and period dispersion than some of the existing methods, e.g. the Newmark method and Zhai＇s approach, when the same time step size is used. The region of time step dependent on the parameters in the new scheme is explicitly obtained. Finally, some examples of dynamic problems are given to show the accuracy and efficiency of the proposed scheme applied in dynamic systems.展开更多
A balanced adaptive time-stepping strategy is implemented in an implicit discontinuous Galerkin solver to guarantee the temporal accuracy of unsteady simulations.A proper relation between the spatial,temporal and iter...A balanced adaptive time-stepping strategy is implemented in an implicit discontinuous Galerkin solver to guarantee the temporal accuracy of unsteady simulations.A proper relation between the spatial,temporal and iterative errors generated within one time step is constructed.With an estimate of temporal and spatial error using an embedded RungeKutta scheme and a higher order spatial discretization,an adaptive time-stepping strategy is proposed based on the idea that the time step should be the maximum without obviously infuencing the total error of the discretization.The designed adaptive time-stepping strategy is then tested in various types of problems including isentropic vortex convection,steady-state fow past a fat plate,Taylor-Green vortex and turbulent fow over a circular cylinder at Re=3900.The results indicate that the adaptive time-stepping strategy can maintain that the discretization error is dominated by the spatial error and relatively high efciency is obtained for unsteady and steady,well-resolved and under-resolved simulations.展开更多
A generalized solution scheme using implicit time integrators for piecewise linear and nonlinear systems is developed.The piecewise linear characteristic has been well‐discussed in previous studies,in which the origi...A generalized solution scheme using implicit time integrators for piecewise linear and nonlinear systems is developed.The piecewise linear characteristic has been well‐discussed in previous studies,in which the original problem has been transformed into linear complementarity problems(LCPs)and then solved via the Lemke algorithm for each time step.The proposed scheme,instead,uses the projection function to describe the discontinuity in the dynamics equations,and solves for each step the nonlinear equations obtained from the implicit integrator by the semismooth Newton iteration.Compared with the LCP‐based scheme,the new scheme offers a more general choice by allowing other nonlinearities in the governing equations.To assess its performances,several illustrative examples are solved.The numerical solutions demonstrate that the new scheme can not only predict satisfactory results for piecewise nonlinear systems,but also exhibits substantial efficiency advantages over the LCP‐based scheme when applied to piecewise linear systems.展开更多
We propose a suite of strategies for the parallel solution of fully implicit monolithic fluid-structure interaction(FSI).The solver is based on a modeling approach that uses the velocity and pressure as the primitive ...We propose a suite of strategies for the parallel solution of fully implicit monolithic fluid-structure interaction(FSI).The solver is based on a modeling approach that uses the velocity and pressure as the primitive variables,which offers a bridge between computational fluid dynamics(CFD)and computational structural dynamics.The spatiotemporal discretization leverages the variational multiscale formulation and the generalized-αmethod as a means of providing a robust discrete scheme.In particular,the time integration scheme does not suffer from the overshoot phenomenon and optimally dissipates high-frequency spurious modes in both subproblems of FSI.Based on the chosen fully implicit scheme,we systematically develop a combined suite of nonlinear and linear solver strategies.Invoking a block factorization of the Jacobian matrix,the Newton-Raphson procedure is reduced to solving two smaller linear systems in the multi-corrector stage.The first is of the elliptic type,indicating that the algebraic multigrid method serves as a well-suited option.The second exhibits a two-by-two block structure that is analogous to the system arising in CFD.Inspired by prior studies,the additive Schwarz domain decomposition method and the block-factorization-based preconditioners are invoked to address the linear problem.Since the number of unknowns matches in both subdomains,it is straightforward to balance loads when parallelizing the algorithm for distributed-memory architectures.We use two representative FSI benchmarks to demonstrate the robustness,efficiency,and scalability of the overall FSI solver framework.In particular,it is found that the developed FSI solver is comparable to the CFD solver in several aspects,including fixed-size and isogranular scalability as well as robustness.展开更多
In fact,the popular semi-implicit time difference scheme of spectral model still includes some important linear terms using time explicit difference scheme,and the major terms are directly related to fast internal-and...In fact,the popular semi-implicit time difference scheme of spectral model still includes some important linear terms using time explicit difference scheme,and the major terms are directly related to fast internal-and external-gravity waves in the atmospheric forecasting equation. Additionally,due to using time difference on two terms at different time.the popular scheme artificially introduces unbalance between pressure gradient force and Coriolis force terms while numerically computing their small difference between large quantities.According to the computational stability analysis conducted to the linear term time difference scheme in simple harmonic motion equation,one improved semi-implicit time difference scheme is also designed in our study.By adopting a kind of revised time-explicit-difference scheme to these linear terms that still included in spectral model governing equations,the defect of spectral model which only partly using semi-implicit integrating scheme can be overcome effectively.Moreover,besides all spectral coefficients of prognostic equations,especially of Helmholtz divergence equation,can be worked out without any numerical iteration,the time-step (computation stability) can also be enlarged (enhanced) by properly introducing an adjustable coefficient.展开更多
Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order tim...Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.展开更多
This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that...This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.展开更多
With the cell vertex finite volume discretization in space and second order backward implicit discretization in time, 2D unsteady Navier Stokes equations are solved by a dual time stepping method to simulate compr...With the cell vertex finite volume discretization in space and second order backward implicit discretization in time, 2D unsteady Navier Stokes equations are solved by a dual time stepping method to simulate compressible viscous flow around rigid airfoils in arbitrary unsteady motion. The selection of physical time step is not restricted by stability condition any more, and most of the successful acceleration techniques used in steady calculations can be implemented to increase the computation efficiency.展开更多
基金The project supported by the National Key Basic Research and Development Foundation of the Ministry of Science and Technology of China （G2000048702, 2003CB716707）the National Science Fund for Distinguished Young Scholars （10025208）+1 种基金 the National Natural Science Foundation of China （Key Program） （10532040） the Research Fund for 0versea Chinese （10228028）.
文摘This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditional and unconditional stability regions of the parameters. When the control parameters in the method are optimally taken in their regions, the accuracy may be improved to reach of order three. It is found that the new scheme can achieve lower numerical amplitude dissipation and period dispersion than some of the existing methods, e.g. the Newmark method and Zhai＇s approach, when the same time step size is used. The region of time step dependent on the parameters in the new scheme is explicitly obtained. Finally, some examples of dynamic problems are given to show the accuracy and efficiency of the proposed scheme applied in dynamic systems.
基金Zhen-Guo Yan acknowledges supports from the National Natural Science Foundation of China(Grant no.11902344)National Numerical Windtunnel Project.The development of the implicit solver in Nektar++has been supported by EPSRC grant(EP/R029423/1)UK Turbulence Consortium grant(EP/R029326/1).
文摘A balanced adaptive time-stepping strategy is implemented in an implicit discontinuous Galerkin solver to guarantee the temporal accuracy of unsteady simulations.A proper relation between the spatial,temporal and iterative errors generated within one time step is constructed.With an estimate of temporal and spatial error using an embedded RungeKutta scheme and a higher order spatial discretization,an adaptive time-stepping strategy is proposed based on the idea that the time step should be the maximum without obviously infuencing the total error of the discretization.The designed adaptive time-stepping strategy is then tested in various types of problems including isentropic vortex convection,steady-state fow past a fat plate,Taylor-Green vortex and turbulent fow over a circular cylinder at Re=3900.The results indicate that the adaptive time-stepping strategy can maintain that the discretization error is dominated by the spatial error and relatively high efciency is obtained for unsteady and steady,well-resolved and under-resolved simulations.
文摘A generalized solution scheme using implicit time integrators for piecewise linear and nonlinear systems is developed.The piecewise linear characteristic has been well‐discussed in previous studies,in which the original problem has been transformed into linear complementarity problems(LCPs)and then solved via the Lemke algorithm for each time step.The proposed scheme,instead,uses the projection function to describe the discontinuity in the dynamics equations,and solves for each step the nonlinear equations obtained from the implicit integrator by the semismooth Newton iteration.Compared with the LCP‐based scheme,the new scheme offers a more general choice by allowing other nonlinearities in the governing equations.To assess its performances,several illustrative examples are solved.The numerical solutions demonstrate that the new scheme can not only predict satisfactory results for piecewise nonlinear systems,but also exhibits substantial efficiency advantages over the LCP‐based scheme when applied to piecewise linear systems.
基金This work was supported by the National Natural Science Foundation of China(Grant No.12172160)Shenzhen Science and Technology Program(Grant No.JCYJ20220818100600002)+1 种基金South-ern University of Science and Technology(Grant No.Y01326127)the Department of Science and Technology of Guangdong Province(Grant Nos.2020B1212030001 and 2021QN020642).
文摘We propose a suite of strategies for the parallel solution of fully implicit monolithic fluid-structure interaction(FSI).The solver is based on a modeling approach that uses the velocity and pressure as the primitive variables,which offers a bridge between computational fluid dynamics(CFD)and computational structural dynamics.The spatiotemporal discretization leverages the variational multiscale formulation and the generalized-αmethod as a means of providing a robust discrete scheme.In particular,the time integration scheme does not suffer from the overshoot phenomenon and optimally dissipates high-frequency spurious modes in both subproblems of FSI.Based on the chosen fully implicit scheme,we systematically develop a combined suite of nonlinear and linear solver strategies.Invoking a block factorization of the Jacobian matrix,the Newton-Raphson procedure is reduced to solving two smaller linear systems in the multi-corrector stage.The first is of the elliptic type,indicating that the algebraic multigrid method serves as a well-suited option.The second exhibits a two-by-two block structure that is analogous to the system arising in CFD.Inspired by prior studies,the additive Schwarz domain decomposition method and the block-factorization-based preconditioners are invoked to address the linear problem.Since the number of unknowns matches in both subdomains,it is straightforward to balance loads when parallelizing the algorithm for distributed-memory architectures.We use two representative FSI benchmarks to demonstrate the robustness,efficiency,and scalability of the overall FSI solver framework.In particular,it is found that the developed FSI solver is comparable to the CFD solver in several aspects,including fixed-size and isogranular scalability as well as robustness.
基金The project is supported by the Beijing New Star Program of Science and Technology of China during 2001-2004 under Grant No.H013610330119.
文摘In fact,the popular semi-implicit time difference scheme of spectral model still includes some important linear terms using time explicit difference scheme,and the major terms are directly related to fast internal-and external-gravity waves in the atmospheric forecasting equation. Additionally,due to using time difference on two terms at different time.the popular scheme artificially introduces unbalance between pressure gradient force and Coriolis force terms while numerically computing their small difference between large quantities.According to the computational stability analysis conducted to the linear term time difference scheme in simple harmonic motion equation,one improved semi-implicit time difference scheme is also designed in our study.By adopting a kind of revised time-explicit-difference scheme to these linear terms that still included in spectral model governing equations,the defect of spectral model which only partly using semi-implicit integrating scheme can be overcome effectively.Moreover,besides all spectral coefficients of prognostic equations,especially of Helmholtz divergence equation,can be worked out without any numerical iteration,the time-step (computation stability) can also be enlarged (enhanced) by properly introducing an adjustable coefficient.
基金Supported by the Discipline Construction and Teaching Research Fund of LUTcte(20140089)
文摘Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.
文摘This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.
文摘With the cell vertex finite volume discretization in space and second order backward implicit discretization in time, 2D unsteady Navier Stokes equations are solved by a dual time stepping method to simulate compressible viscous flow around rigid airfoils in arbitrary unsteady motion. The selection of physical time step is not restricted by stability condition any more, and most of the successful acceleration techniques used in steady calculations can be implemented to increase the computation efficiency.
