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The Tamed Euler Method for Random Periodic Solution of Semilinear SDEs with One-sided Lipschitz Coefficient
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作者 GUO Yujia NIU Yuanling 《数学理论与应用》 2025年第2期22-39,共18页
This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the n... This paper aims to investigate the tamed Euler method for the random periodic solution of semilinear SDEs with one-sided Lipschitz coefficient.We introduce a novel approach to analyze mean-square error bounds of the novel schemes,without relying on a priori high-order moment bound of the numerical approximation.The expected order-one mean square convergence is attained for the proposed scheme.Moreover,a numerical example is presented to verify our theoretical analysis. 展开更多
关键词 Tamed euler method Random periodic solution One-sided Lipschitz coefficient Order-one mean square convergence
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An efficient method for tracing planar implicit curves 被引量:2
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作者 YU Zheng-sheng CAI Yao-zhi +2 位作者 OH Min-jae KIM Tae-wan PENG Qun-sheng 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2006年第7期1115-1123,共9页
This paper presents a method for tracing a planar implicit curve f(x, y)=0 on a rectangular region based on continuation scheme. First, according to the starting track-point and the starting track-direction of the c... This paper presents a method for tracing a planar implicit curve f(x, y)=0 on a rectangular region based on continuation scheme. First, according to the starting track-point and the starting track-direction of the curve, make a new fimction F(x, y)=0 where the same curve withf(x, y)=0 is defined. Then we trace the curve between the two domains where F(x, y)〉0 and F(x, y)〈0 alternately, according to the two rules presented in this paper. Equal step size or adaptive step size can be used, when we trace the curve. An irregular planar implicit curve (such as the curve with large curvatures at some points on the curve), can be plotted if an adaptive step size is used. Moreover, this paper presents a scheme to search for the multiple points on the curve. Our method has the following advantages: (1) it can plot Co planar implicit curves; (2) it can plot the planar implicit curves with multiple points; (3) by the help of using the two rules, our method does not need to compute the tangent vector at the points on the curve, and directly searches for the direction of the tracing curve; (4) the tracing procedure costs only one of two evaluations of function f(x, y)=0 per moving step, while most existing similar methods cost more evaluations of the function. 展开更多
关键词 Planar implicit curve Curve tracing Continuation method Geometric modeling
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Full-vectorial finite-difference beam propagation method based on the modified alternating direction implicit method 被引量:1
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作者 肖金标 孙小菡 《Chinese Physics B》 SCIE EI CAS CSCD 2006年第8期1824-1830,共7页
A modified alternating direction implicit algorithm is proposed to solve the full-vectorial finite-difference beam propagation method formulation based on H fields. The cross-coupling terms are neglected in the first ... A modified alternating direction implicit algorithm is proposed to solve the full-vectorial finite-difference beam propagation method formulation based on H fields. The cross-coupling terms are neglected in the first sub-step, but evaluated and doubly used in the second sub-step. The order of two sub-steps is reversed for each transverse magnetic field component so that the cross-coupling terms are always expressed in implicit form, thus the calculation is very efficient and stable. Moreover, an improved six-point finite-difference scheme with high accuracy independent of specific structures of waveguide is also constructed to approximate the cross-coupling terms along the transverse directions. The imaginary-distance procedure is used to assess the validity and utility of the present method. The field patterns and the normalized propagation constants of the fundamental mode for a buried rectangular waveguide and a rib waveguide are presented. Solutions are in excellent agreement with the benchmark results from the modal transverse resonance method. 展开更多
关键词 beam propagation method alternating direction implicit algorithm finite difference optical waveguides integrated optics
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The Semi-implicit Euler Method for Stochastic Pantograph Equations with Jumps 被引量:1
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作者 MAO Wei HAN Xiu-jing CHEN Bo 《Chinese Quarterly Journal of Mathematics》 CSCD 2011年第3期405-409,共5页
In this paper,we present the semi-implicit Euler(SIE)numerical solution for stochastic pantograph equations with jumps and prove that the SIE approximation solution converges to the exact solution in the mean-square... In this paper,we present the semi-implicit Euler(SIE)numerical solution for stochastic pantograph equations with jumps and prove that the SIE approximation solution converges to the exact solution in the mean-square sense under the Local Lipschitz condition. 展开更多
关键词 stochastic pantograph equations Poisson random measure semi-implicit euler method strong convergence
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Goal-Oriented Anisotropic hp-Adaptive Discontinuous Galerkin Method for the Euler Equations
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作者 Vít Dolejší Filip Roskovec 《Communications on Applied Mathematics and Computation》 2022年第1期143-179,共37页
We deal with the numerical solution of the compressible Euler equations with the aid of the discontinuous Galerkin(DG)method with focus on the goal-oriented error estimates and adaptivity.We analyse the adjoint consis... We deal with the numerical solution of the compressible Euler equations with the aid of the discontinuous Galerkin(DG)method with focus on the goal-oriented error estimates and adaptivity.We analyse the adjoint consistency of the DG scheme where the adjoint problem is not formulated by the differentiation of the DG form and the target functional but using a suitable linearization of the nonlinear forms.Furthermore,we present the goal-oriented anisotropic hp-mesh adaptation method for the Euler equations.The theoretical results are supported by numerical experiments. 展开更多
关键词 euler equations Discontinuous Galerkin method Target functional Adjoint consistency Anisotropic hp-mesh adaptation
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HIGH-ORDER COMPACT ADI SCHEMES FOR 2D SEMI-LINEAR REACTION-DIFFUSION EQUATIONS WITH PIECEWISE CONTINUOUS ARGUMENT IN REACTION TERM
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作者 Bo Hou Chengjian Zhang 《Journal of Computational Mathematics》 2026年第1期191-212,共22页
This paper deals with the numerical solutions of two-dimensional(2D)semi-linear reaction-diffusion equations(SLRDEs)with piecewise continuous argument(PCA)in reaction term.A high-order compact difference method called... This paper deals with the numerical solutions of two-dimensional(2D)semi-linear reaction-diffusion equations(SLRDEs)with piecewise continuous argument(PCA)in reaction term.A high-order compact difference method called Ⅰ-type basic scheme is developed for solving the equations and it is proved under the suitable conditions that this method has the computational accuracy O(τ^(2)+h_(x)^(4)+h_(y)^(4)),where τ,h_(x )and h_(y) are the calculation stepsizes of the method in t-,x-and y-direction,respectively.With the above method and Newton linearized technique,a Ⅱ-type basic scheme is also suggested.Based on the both basic schemes,the corresponding Ⅰ-and Ⅱ-type alternating direction implicit(ADI)schemes are derived.Finally,with a series of numerical experiments,the computational accuracy and efficiency of the four numerical schemes are further illustrated. 展开更多
关键词 Semi-linear reaction-diffusion equations Piecewise continuous argument Highorder compact difference methods Alternating direction implicit schemes Computational accuracy and efficiency
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频域电磁计算的IE-FVFD混合方法
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作者 许勇 陈坚强 +2 位作者 刘健 刘文君 于新童 《系统工程与电子技术》 北大核心 2025年第12期4040-4047,共8页
为高效模拟电磁散射问题,提出一种积分方程(integral equation,IE)辐射边界条件结合频域有限体积(finite volume frequency domain,FVFD)的电磁场计算方法。FVFD采用全隐格式时间推进和通量迎风分裂计算,IE算法在网格内电流等效面上积... 为高效模拟电磁散射问题,提出一种积分方程(integral equation,IE)辐射边界条件结合频域有限体积(finite volume frequency domain,FVFD)的电磁场计算方法。FVFD采用全隐格式时间推进和通量迎风分裂计算,IE算法在网格内电流等效面上积分计算截断边界输入波通量,两者以松耦合方式结合。数值实验表明,IE算法对比常用的Mur算法,截断边界到物面距离可缩短到0.5倍波长,模拟多体散射问题可使用整体网格或独立的分离网格,也能模拟复杂外形目标电磁散射。所提方法在保证计算精度同时,可降低网格规模,有效提升效率。 展开更多
关键词 频域有限体积法 积分方程边界条件 麦克斯韦方程组 全隐格式 电磁散射
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AN IMPLICIT SERIES PRECISE INTEGRATION ALGORITHM FOR STRUCTURAL NONLINEAR DYNAMIC EQUATIONS 被引量:5
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作者 LiYuanyin JinXianlong WangYuanqing 《Acta Mechanica Solida Sinica》 SCIE EI 2005年第1期70-75,共6页
Nonlinear dynamic equations can be solved accurately using a precise integration method. Some algorithms exist, but the inversion of a matrix must be calculated for these al- gorithms. If the inversion of the matrix d... Nonlinear dynamic equations can be solved accurately using a precise integration method. Some algorithms exist, but the inversion of a matrix must be calculated for these al- gorithms. If the inversion of the matrix doesn’t exist or isn’t stable, the precision and stability of the algorithms will be afected. An explicit series solution of the state equation has been pre- sented. The solution avoids calculating the inversion of a matrix and its precision can be easily controlled. In this paper, an implicit series solution of nonlinear dynamic equations is presented. The algorithm is more precise and stable than the explicit series solution and isn’t sensitive to the time-step. Finally, a numerical example is presented to demonstrate the efectiveness of the algorithm. 展开更多
关键词 nonlinear dynamic system numerical integration precise integration method ex- ponential matrix implicit series solution
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2-D Numerical Simulation of Natural Gas Hydrate Decomposition Through Depressurization by Fully Implicit Method 被引量:4
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作者 宋永臣 梁海峰 《China Ocean Engineering》 SCIE EI 2009年第3期529-542,共14页
Natural gas hydrate, as a potential energy resource, deposits in permafrost and marine sediment with large quantities. The current exploitation methods include depressurization, thermal stimulation, and inhibitor inje... Natural gas hydrate, as a potential energy resource, deposits in permafrost and marine sediment with large quantities. The current exploitation methods include depressurization, thermal stimulation, and inhibitor injection. However, many issues have to be resolved before the commercial production. In the present study, a 2-D axisymmetric simulator for gas production from hydrate reservoirs is developed. The simulator includes equations of conductive and convective heat transfer, kinetic of hydrate decomposition, and multiphase flow. These equations are discretized based on the finite difference method and are solved with the fully implicit simultaneous solution method. The process of laboratory-scale hydrate decomposition by depressurization is simulated. For different surrounding temperatures and outlet pressures, time evolutions of gas and water generations during hydrate dissociation are evaluated, and variations of temperature, pressure, and multiphase fluid flow conditions are analyzed. The results suggest that the rate of heat transfer plays an important role in the process. Furthermore, high surrounding temperature and low outlet valve pressure may increase the rate of hydrate dissociation with insignificant impact on final cumulative gas volume. 展开更多
关键词 natural gas hydrate DEPRESSURIZATION fully implicit simuhaneoas solution method impact parameters analysis
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CHARACTERISTIC GALERKIN METHOD FOR CONVECTION-DIFFUSION EQUATIONS AND IMPLICIT ALGORITHM USING PRECISE INTEGRATION 被引量:3
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作者 李锡夔 武文华 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 1999年第4期371-382,共12页
This paper presents a finite element procedure for solving transient, multidimensional convection-diffusion equations. The procedure is based on the characteristic Galerkin method with an implicit algorithm using prec... This paper presents a finite element procedure for solving transient, multidimensional convection-diffusion equations. The procedure is based on the characteristic Galerkin method with an implicit algorithm using precise integration method. With the operator splitting procedure, the precise integration method is introduced to determine the material derivative in the convection-diffusion equation, consequently, the physical quantities of material points. An implicit algorithm with a combination of both the precise and the traditional numerical integration procedures in time domain in the Lagrange coordinates for the characteristic Galerkin method is formulated. The stability analysis of the algorithm shows that the unconditional stability of present implicit algorithm is enhanced as compared with that of the traditional implicit numerical integration procedure. The numerical results validate the presented method in solving convection-diffusion equations. As compared with SUPG method and explicit characteristic Galerkin method, the present method gives the results with higher accuracy and better stability. 展开更多
关键词 convection-diffusion equation characteristic Galerkin method finite element procedure precise integration implicit algorithm
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The discontinuous Petrov-Galerkin method for one-dimensional compressible Euler equations in the Lagrangian coordinate 被引量:6
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作者 赵国忠 蔚喜军 郭鹏云 《Chinese Physics B》 SCIE EI CAS CSCD 2013年第5期96-103,共8页
In this paper, a Petrov-Galerkin scheme named the Runge-Kutta control volume (RKCV) discontinuous finite ele- ment method is constructed to solve the one-dimensional compressible Euler equations in the Lagrangian co... In this paper, a Petrov-Galerkin scheme named the Runge-Kutta control volume (RKCV) discontinuous finite ele- ment method is constructed to solve the one-dimensional compressible Euler equations in the Lagrangian coordinate. Its advantages include preservation of the local conservation and a high resolution. Compared with the Runge-Kutta discon- tinuous Galerkin (RKDG) method, the RKCV method is easier to implement. Moreover, the advantages of the RKCV and the Lagrangian methods are combined in the new method. Several numerical examples are given to illustrate the accuracy and the reliability of the algorithm. 展开更多
关键词 compressible euler equations Runge-Kutta control volume discontinuous finite element method Lagrangian coordinate
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Analysis of large deformation geotechnical problems using implicit generalized interpolation material point method 被引量:2
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作者 Wei-hai YUAN Hao-cheng WANG +3 位作者 Kang LIU Wei ZHANG Ding WANG Yuan WANG 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2021年第11期909-923,共15页
This paper presents a quasi-static implicit generalized interpolation material point method(i GIMP)with B-bar approach for large deformation geotechnical problems.The i GIMP algorithm is an extension of the implicit m... This paper presents a quasi-static implicit generalized interpolation material point method(i GIMP)with B-bar approach for large deformation geotechnical problems.The i GIMP algorithm is an extension of the implicit material point method(iMPM).The global stiffness matrix is formed explicitly and the Newton-Raphson iterative method is used to solve the equilibrium equations.Where possible,the implementation procedure closely follows standard finite element method(FEM)approaches to allow easy conversion of other FEM codes.The generalized interpolation function is assigned to eliminate the inherent cell crossing noise within conventional MPM.For the first time,the B-bar approach is used to overcome volumetric locking in standard GIMP method for near-incompressible non-linear geomechanics.The proposed i GIMP was tested and compared with i MPM and analytical solutions via a 1 D column compression problem.Results highlighted the superiority of the i GIMP approach in reducing stress oscillations,thereby improving computational accuracy.Then,elasto-plastic slope stabilities and rigid footing problems were considered,further illustrating the ability of the proposed method to overcome volumetric locking due to incompressibility.Results showed that the proposed i GIMP with B-bar approach can be used to simulate geotechnical problems with large deformations. 展开更多
关键词 Material point method(MPM) Large deformation implicit generalized interpolation material point method(iGIMP) Volumetric locking B-bar method
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A new simple method of implicit time integration for dynamic problems of engineering structures 被引量:1
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作者 Jun Zhou Youhe Zhou 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2007年第1期91-99,共9页
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
关键词 Initial-value problems Time integration implicit method Higher accuracy Time step and stability
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IMPLICIT ITERATIVE METHODS WITH VARIABLE CONTROL PARAMETERS FOR ILL-POSED OPERATOR EQUATIONS 被引量:2
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作者 贺国强 王新革 刘林先 《Acta Mathematica Scientia》 SCIE CSCD 2000年第4期485-494,共10页
This paper discusses a kind of implicit iterative methods with some variable parameters, which are called control parameters, for solving ill-posed operator equations. The theoretical results show that the new methods... This paper discusses a kind of implicit iterative methods with some variable parameters, which are called control parameters, for solving ill-posed operator equations. The theoretical results show that the new methods always lead to optimal convergence rates and have some other important features, especially the methods can be implemented parallelly. 展开更多
关键词 III-posed problems implicit iterative methods variable control parameters parallel algorith?
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Geophysical Study: Estimation of Deposit Depth Using Gravimetric Data and Euler Method (Jalalabad Iron Mine, Kerman Province of IRAN) 被引量:5
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作者 Adel Shirazy Aref Shirazi +2 位作者 Hamed Nazerian Keyvan Khayer Ardeshir Hezarkhani 《Open Journal of Geology》 2021年第8期340-355,共16页
Mineral exploration is done by different methods. Geophysical and geochemical studies are two powerful tools in this field. In integrated studies, the results of each study are used to determine the location of the dr... Mineral exploration is done by different methods. Geophysical and geochemical studies are two powerful tools in this field. In integrated studies, the results of each study are used to determine the location of the drilling boreholes. The purpose of this study is to use field geophysics to calculate the depth of mineral reserve. The study area is located 38 km from Zarand city called Jalalabad iron mine. In this study, gravimetric data were measured and mineral depth was calculated using the Euler method. 1314 readings have been performed in this area. The rocks of the region include volcanic and sedimentary. The source of the mineralization in the area is hydrothermal processes. After gravity measuring in the region, the data were corrected, then various methods such as anomalous map remaining in levels one and two, upward expansion, first and second-degree vertical derivatives, analytical method, and analytical signal were drawn, and finally, the depth of the deposit was estimated by Euler method. As a result, the depth of the mineral deposit was calculated to be between 20 and 30 meters on average. 展开更多
关键词 Geophysical Study Depth Estimation Gravimetric Data euler method Jalalabad Iron Mine
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A COMPUTATIONAL METHOD FOR THE NAVIER-STOKES EQUATIONS AT ALL SPEEDS 被引量:1
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作者 赵兴艳 苏莫明 苗永淼 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2002年第4期479-486,共8页
A PLU-SGS method based on a time-derivative preconditioning algorithm and LU-SGS method is developed in order to calculate the Navier-Stokes equations at all speeds. The equations were discretized using A USMPW scheme... A PLU-SGS method based on a time-derivative preconditioning algorithm and LU-SGS method is developed in order to calculate the Navier-Stokes equations at all speeds. The equations were discretized using A USMPW scheme in conjunction with the third-order MUSCL scheme with Van Leer limiter. The present method was applied to solve the multidimensional compressible Navier-Stokes equations in curvilinear coordinates. Characteristic boundary conditions based on the eigensystem of the preconditioned equations were employed. In order to examine the performance of present method, driven-cavity flow at various Reynolds numbers and viscous flow through a convergent-divergent nozzle at supersonic were selected to rest this method. The computed results were compared with the experimental data or the other numerical results available in literature and good agreements between them are obtained. The results show that the present method is accurate, self-adaptive and stable for a wide range of flow conditions from low speed to supersonic flows. 展开更多
关键词 nonlinear hyperbolic system computational fluid dynamic preconditioning algorithm implicit time marching method characteristic boundary condition high-order-accuracy
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High-order implicit discontinuous Galerkin schemes for unsteady compressible Navier–Stokes equations 被引量:4
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作者 Jiang Zhenhua Yan Chao Yu Jian 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2014年第6期1384-1389,共6页
Efficient solution techniques for high-order temporal and spatial discontinuous Galerkin(DG) discretizations of the unsteady Navier–Stokes equations are developed. A fourth-order implicit Runge–Kutta(IRK) scheme... Efficient solution techniques for high-order temporal and spatial discontinuous Galerkin(DG) discretizations of the unsteady Navier–Stokes equations are developed. A fourth-order implicit Runge–Kutta(IRK) scheme is applied for the time integration and a multigrid preconditioned GMRES solver is extended to solve the nonlinear system arising from each IRK stage. Several modifications to the implicit solver have been considered to achieve the efficiency enhancement and meantime to reduce the memory requirement. A variety of time-accurate viscous flow simulations are performed to assess the resulting high-order implicit DG methods. The designed order of accuracy for temporal discretization scheme is validate and the present implicit solver shows the superior performance by allowing quite large time step to be used in solving time-implicit systems. Numerical results are in good agreement with the published data and demonstrate the potential advantages of the high-order scheme in gaining both the high accuracy and the high efficiency. 展开更多
关键词 Discontinuous Galerkin scheme GMRES solver High order implicit Runge–Kutta method Unsteady flows
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Compact implicit integration factor methods for some complex-valued nonlinear equations 被引量:1
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作者 张荣培 《Chinese Physics B》 SCIE EI CAS CSCD 2012年第4期49-53,共5页
The compact implicit integration factor (cIIF) method is an efficient time discretization scheme for stiff nonlinear diffusion equations in two and three spatial dimensions. In the current work, we apply the cIIF me... The compact implicit integration factor (cIIF) method is an efficient time discretization scheme for stiff nonlinear diffusion equations in two and three spatial dimensions. In the current work, we apply the cIIF method to some complex-valued nonlinear evolutionary equations such as the nonlinear SchrSdinger (NLS) equation and the complex Ginzburg-Landau (GL) equation. Detailed algorithm formulation and practical implementation of cIIF method are performed. The numerical results indicate that this method is very accurate and efficient. 展开更多
关键词 compact implicit integration factor method finite difference nonlinear Schrodinger equa-tion complex Ginzburg Landau equation
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Crank-Nicolson ADI Galerkin Finite Element Methods for Two Classes of Riesz Space Fractional Partial Differential Equations 被引量:1
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作者 An Chen 《Computer Modeling in Engineering & Sciences》 SCIE EI 2020年第6期917-939,共23页
In this paper,two classes of Riesz space fractional partial differential equations including space-fractional and space-time-fractional ones are considered.These two models can be regarded as the generalization of the... In this paper,two classes of Riesz space fractional partial differential equations including space-fractional and space-time-fractional ones are considered.These two models can be regarded as the generalization of the classical wave equation in two space dimensions.Combining with the Crank-Nicolson method in temporal direction,efficient alternating direction implicit Galerkin finite element methods for solving these two fractional models are developed,respectively.The corresponding stability and convergence analysis of the numerical methods are discussed.Numerical results are provided to verify the theoretical analysis. 展开更多
关键词 Fractional partial differential equations Galerkin approximation alternating direction implicit method STABILITY CONVERGENCE
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Moving-Particle Semi-Implicit Method for Vortex Patterns and Roll Damping of 2D Ship Sections 被引量:14
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作者 潘徐杰 张怀新 卢云涛 《China Ocean Engineering》 SCIE EI 2008年第3期399-407,共9页
A meshless method, Moving-Particle Semi-hnplicit Method (MPS) is presented in this paper to simulate the rolling of different 2D ship sections. Sections S. S. 0.5, S.S. 5.0 and S. S. 7.0 of series 60 with CB = 0.6 a... A meshless method, Moving-Particle Semi-hnplicit Method (MPS) is presented in this paper to simulate the rolling of different 2D ship sections. Sections S. S. 0.5, S.S. 5.0 and S. S. 7.0 of series 60 with CB = 0.6 are chosen for the simulation. It shows that the result of MPS is very close to results of experiments or mesh-numerical simulations. In the simulation of MPS, vortices are found periodically in bilges of ship sections. In section S. S. 5.0 and section S. S. 7.0, which are close to the middle ship, two little vortices are found at different bilges of the section, in section S. S. 0.5, which is close to the bow, only one big vortex is found at the bottom of the section, these vortices patterns are consistent with the theory of Ikeda. The distribution of shear stress and pressure on the rolling hull of ship section is calculated. When vortices are in bilges of the section, the sign clmnge of pressure can be found, but in section S. S. 0.5, there is no sign change of pressure because only one vortex in the bottom of the section. With shear stress distribution, it can be found the shear stress in bilges is bigger than that at other part of the ship section. As the free surface is considered, the shear stress of both sides near the free surface is close to zero and even sign changed. 展开更多
关键词 roll damping unsteady viscous flow Moving-Panicle Semi-implicit method (MPS)
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