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基于数学期望的非紧致保正性数值格式
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作者 任杰 徐浩然 岳兴业 《中国科学:数学》 CSCD 北大核心 2024年第3期515-528,共14页
常用的有限差分法、有限元方法和有限体积法等在数值求解偏微分方程时已经非常成功,但在处理各向异性问题时数值格式的保正性还存在一些问题.基于Feynman-Kac公式,可以将抛物方程的解表示为一个条件数学期望,涉及的随机扩散过程对应于... 常用的有限差分法、有限元方法和有限体积法等在数值求解偏微分方程时已经非常成功,但在处理各向异性问题时数值格式的保正性还存在一些问题.基于Feynman-Kac公式,可以将抛物方程的解表示为一个条件数学期望,涉及的随机扩散过程对应于抛物方程中的扩散项.不同于常用的紧致Markov链近似,本文用有限个连续分支路径逼近原来的随机过程,在满足相容性精度的条件下计算每个分支的停时(stopping time)、停时发生的概率和停时收益,从而可以逼近条件期望.这样基于数学期望的保正性,对任意的线性抛物型方程设计了一个全新的保正性的线性相容的数值格式,这是一个大时间步长、非紧致的、稳定的显式格式.由于有底层系统的理论支撑,本文的算法能够自适应地区分及处理边界的信息,避免现有算法(如半Lagrange方法)在边界附近精度缺失的问题. 展开更多
关键词 基于期望的数值格式 Feynman-Kac公式 保正性
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Convergence Analysis of a Numerical Scheme for the Porous Medium Equation by an Energetic Variational Approach 被引量:1
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作者 Chenghua Duan Chun Liu +1 位作者 Cheng Wang xingye yue 《Numerical Mathematics(Theory,Methods and Applications)》 SCIE CSCD 2020年第1期63-80,共18页
The porous medium equation(PME)is a typical nonlinear degenerate parabolic equation.We have studied numerical methods for PME by an energetic vari-ational approach in[C.Duan et al.,J.Comput.Phys.,385(2019),pp.13–32],... The porous medium equation(PME)is a typical nonlinear degenerate parabolic equation.We have studied numerical methods for PME by an energetic vari-ational approach in[C.Duan et al.,J.Comput.Phys.,385(2019),pp.13–32],where the trajectory equation can be obtained and two numerical schemes have been devel-oped based on different dissipative energy laws.It is also proved that the nonlinear scheme,based on f logf as the total energy form of the dissipative law,is uniquely solv-able on an admissible convex set and preserves the corresponding discrete dissipation law.Moreover,under certain smoothness assumption,we have also obtained the sec-ond order convergence in space and the first order convergence in time for the scheme.In this paper,we provide a rigorous proof of the error estimate by a careful higher or-der asymptotic expansion and two step error estimates.The latter technique contains a rough estimate to control the highly nonlinear term in a discrete W 1,∞norm and a refined estimate is applied to derive the optimal error order. 展开更多
关键词 Energetic variational approach porous medium equation trajectory equation optimal rate convergence analysis
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EXPONENTIALLY FITTED LOCAL DISCONTINUOUS GALERKIN METHOD FOR CONVECTION-DIFFUSION PROBLEMS
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作者 Tao Yu xingye yue 《Journal of Computational Mathematics》 SCIE CSCD 2012年第3期298-310,共13页
在这份报纸,我们由一种指数地适合的技术为一个维的不可思议地使不安的传送对流散开问题学习本地不连续的 Galerkin (LDG ) 方法。我们关于小散开参数在精力标准证明方法是一致地一阶的会聚。
关键词 间断GALERKIN方法 对流扩散问题 指数拟合 拟合技术 奇异摄动 扩散参数 LDG 一维
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Multi-Scale Modeling and Numerical Simulation for CVI Process
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作者 Yun Bai xingye yue Qingfeng Zeng 《Communications in Computational Physics》 SCIE 2010年第3期597-612,共16页
We consider the multi-scale modeling of the isothermal chemical vapor infiltration (CVI) process for the fabrication of C/SiC composites. We first present a microscopic model in which the preform is regarded as a two-... We consider the multi-scale modeling of the isothermal chemical vapor infiltration (CVI) process for the fabrication of C/SiC composites. We first present a microscopic model in which the preform is regarded as a two-phase porous media describedby a dynamic pore-scale node-bond network during the fabrication process. We thendevelop a macroscopic model by a upscaling procedure based on the homogenizationtheory. 展开更多
关键词 Multiscale modeling composite materials two-phase porous media node-bond network HOMOGENIZATION
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