Engineering and applied mathematics disciplines that involve differential equations in general,and initial value problems in particular,include classical mechanics,thermodynamics,electromagnetism,and the general theor...Engineering and applied mathematics disciplines that involve differential equations in general,and initial value problems in particular,include classical mechanics,thermodynamics,electromagnetism,and the general theory of relativity.A reliable,stable,efficient,and consistent numerical scheme is frequently required for modelling and simulation of a wide range of real-world problems using differential equations.In this study,the tangent slope is assumed to be the contra-harmonic mean,in which the arithmetic mean is used as a correction instead of Euler’s method to improve the efficiency of the improved Euler’s technique for solving ordinary differential equations with initial conditions.The stability,consistency,and efficiency of the system were evaluated,and the conclusions were supported by the presentation of numerical test applications in engineering.According to the stability analysis,the proposed method has a wider stability region than other well-known methods that are currently used in the literature for solving initial-value problems.To validate the rate convergence of the numerical technique,a few initial value problems of both scalar and vector valued types were examined.The proposed method,modified Euler explicit method,and other methods known in the literature have all been used to calculate the absolute maximum error,absolute error at the last grid point of the integration interval under consideration,and computational time in seconds to test the performance.The Lorentz system was used as an example to illustrate the validity of the solution provided by the newly developed method.The method is determined to be more reliable than the commonly existing methods with the same order of convergence,as mentioned in the literature for numerical calculations and visualization of the results produced by all the methods discussed,Mat Lab-R2011b has been used.展开更多
In this paper, a fully third-order accurate projection method for solving the incompressible Navier-Stokes equations is proposed. To construct the scheme, a continuous projection procedure is firstly presented. We the...In this paper, a fully third-order accurate projection method for solving the incompressible Navier-Stokes equations is proposed. To construct the scheme, a continuous projection procedure is firstly presented. We then derive a sufficient condition for the continuous projection equations to be temporally third-order accurate approximations of the original Navier-Stokes equations by means of the localtruncation-error-analysis technique. The continuous projection equations are discretized temporally and spatially to third-order accuracy on the staggered grids, resulting in a fully third-order discrete projection scheme. The possibility to design higher-order projection methods is thus demonstrated in the present paper. A heuristic stability analysis is performed on this projection method showing the probability of its being stable. The stability of the present scheme is further verified through numerical tests. The third-order accuracy of the present projection method is validated by several numerical test cases.展开更多
In this paper, an explicit three_level symmetrical differencing scheme with parameters for solving parabolic partial differential equation of three_dimension will be considered. The stability condition and local trunc...In this paper, an explicit three_level symmetrical differencing scheme with parameters for solving parabolic partial differential equation of three_dimension will be considered. The stability condition and local truncation error for the scheme are r<1/2 and O( Δ t 2+ Δ x 4+ Δ y 4+ Δ z 4) ,respectively.展开更多
A family of symmetric (hybrid) two step sixth P-stable methods for the accurate numerical integration of second order periodic initial value problems have been considered in this paper. These methods, which require on...A family of symmetric (hybrid) two step sixth P-stable methods for the accurate numerical integration of second order periodic initial value problems have been considered in this paper. These methods, which require only three (new) function evaluation per iteration and per step integration. These methods have minimal local truncation error (LTE) and smaller phase-lag of sixth order than some sixth orders P-stable methods in [1-3,10-11]. The theoretical and numerical results show that these methods in this paper are more accurate and efficient than some methods proposed in [1-3,10].展开更多
In this paper,a stochastic linear two-step scheme has been presented to approximate backward stochastic differential equations(BSDEs).A necessary and sufficient condition is given to judge the L 2-stability of our num...In this paper,a stochastic linear two-step scheme has been presented to approximate backward stochastic differential equations(BSDEs).A necessary and sufficient condition is given to judge the L 2-stability of our numerical schemes.This stochastic linear two-step method possesses a family of 3-order convergence schemes in the sense of strong stability.The coefficients in the numerical methods are inferred based on the constraints of strong stability and n-order accuracy(n∈N^(+)).Numerical experiments illustrate that the scheme is an efficient probabilistic numerical method.展开更多
Compact higher-order(HO)schemes for a new finite difference method,referred to as the Cartesian cut-stencil FD method,for the numerical solution of the convection-diffusion equation in complex shaped domains have been...Compact higher-order(HO)schemes for a new finite difference method,referred to as the Cartesian cut-stencil FD method,for the numerical solution of the convection-diffusion equation in complex shaped domains have been addressed in this paper.The Cartesian cut-stencil FD method,which employs 1-D quadratic transformation functions to map a non-uniform(uncut or cut)physical stencil to a uniform computational stencil,can be combined with compact HO Pad´e-Hermitian formulations to produce HO cut-stencil schemes.The modified partial differential equation technique is used to develop formulas for the local truncation error for the cut-stencil HO formulations.The effect of various HO approximations for Neumann boundary conditions on the solution accuracy and global order of convergence are discussed.The numerical results for second-order and compact HO formulations of the Cartesian cut-stencil FD method have been compared for test problems using the method of manufactured solutions.展开更多
In this paper, two families of high accuracy explicit two-step methods with minimal phase-lag are developed for the numerical integration of special secondorder periodic initial-value problems. In comparison with some...In this paper, two families of high accuracy explicit two-step methods with minimal phase-lag are developed for the numerical integration of special secondorder periodic initial-value problems. In comparison with some methods in [1, 4,6], the advantage of these methods has a higher accuracy and minimal phaselag. The methods proposed in this paper can be considered as a generalization of some methods in [1,3,4]. Numerical examples indicate that these new methods are generally more accurate than the methods used in [3,6].展开更多
In this article,we suggest a new form of modified Kudryashov’s method(NMK)to study the Dual-mode Sawada Kotera model.We know very well that the more the solutions depend on many constants,the easier it is to study th...In this article,we suggest a new form of modified Kudryashov’s method(NMK)to study the Dual-mode Sawada Kotera model.We know very well that the more the solutions depend on many constants,the easier it is to study the model better by observing the change in the constants and what their impact is on the solutions.From this point of view,we developed the modified Kudryashov method and put it in a general form that contains more than one controllable constant.We have studied the model in this way and presented figures showing the correctness of what we hoped to reach from the proposed method.In addition to the results we reached,they were not sufficient,so we presented an extensive numerical study of this model using the finite differences method.We also came up with the local truncation error for the difference scheme is h^(6) k^(2)(1+k^(2)).In addition,the analytical solutions we reached were compared with the numerical solutions,and we presented many forms that show that the results we reached are a clear contribution to this field.展开更多
文摘Engineering and applied mathematics disciplines that involve differential equations in general,and initial value problems in particular,include classical mechanics,thermodynamics,electromagnetism,and the general theory of relativity.A reliable,stable,efficient,and consistent numerical scheme is frequently required for modelling and simulation of a wide range of real-world problems using differential equations.In this study,the tangent slope is assumed to be the contra-harmonic mean,in which the arithmetic mean is used as a correction instead of Euler’s method to improve the efficiency of the improved Euler’s technique for solving ordinary differential equations with initial conditions.The stability,consistency,and efficiency of the system were evaluated,and the conclusions were supported by the presentation of numerical test applications in engineering.According to the stability analysis,the proposed method has a wider stability region than other well-known methods that are currently used in the literature for solving initial-value problems.To validate the rate convergence of the numerical technique,a few initial value problems of both scalar and vector valued types were examined.The proposed method,modified Euler explicit method,and other methods known in the literature have all been used to calculate the absolute maximum error,absolute error at the last grid point of the integration interval under consideration,and computational time in seconds to test the performance.The Lorentz system was used as an example to illustrate the validity of the solution provided by the newly developed method.The method is determined to be more reliable than the commonly existing methods with the same order of convergence,as mentioned in the literature for numerical calculations and visualization of the results produced by all the methods discussed,Mat Lab-R2011b has been used.
基金The project supported by the China NKBRSF(2001CB409604)
文摘In this paper, a fully third-order accurate projection method for solving the incompressible Navier-Stokes equations is proposed. To construct the scheme, a continuous projection procedure is firstly presented. We then derive a sufficient condition for the continuous projection equations to be temporally third-order accurate approximations of the original Navier-Stokes equations by means of the localtruncation-error-analysis technique. The continuous projection equations are discretized temporally and spatially to third-order accuracy on the staggered grids, resulting in a fully third-order discrete projection scheme. The possibility to design higher-order projection methods is thus demonstrated in the present paper. A heuristic stability analysis is performed on this projection method showing the probability of its being stable. The stability of the present scheme is further verified through numerical tests. The third-order accuracy of the present projection method is validated by several numerical test cases.
文摘In this paper, an explicit three_level symmetrical differencing scheme with parameters for solving parabolic partial differential equation of three_dimension will be considered. The stability condition and local truncation error for the scheme are r<1/2 and O( Δ t 2+ Δ x 4+ Δ y 4+ Δ z 4) ,respectively.
基金State Key Laboratory of Oil/Gas Reservoir Geology and Exploitation (PLN0115).
文摘A family of symmetric (hybrid) two step sixth P-stable methods for the accurate numerical integration of second order periodic initial value problems have been considered in this paper. These methods, which require only three (new) function evaluation per iteration and per step integration. These methods have minimal local truncation error (LTE) and smaller phase-lag of sixth order than some sixth orders P-stable methods in [1-3,10-11]. The theoretical and numerical results show that these methods in this paper are more accurate and efficient than some methods proposed in [1-3,10].
基金supported by the National Natural Science of China No.11971263,11871458Shandong Provincial Natural Science Foundation No.ZR2019ZD41National Key R&D Program of China No.2018YFA0703900。
文摘In this paper,a stochastic linear two-step scheme has been presented to approximate backward stochastic differential equations(BSDEs).A necessary and sufficient condition is given to judge the L 2-stability of our numerical schemes.This stochastic linear two-step method possesses a family of 3-order convergence schemes in the sense of strong stability.The coefficients in the numerical methods are inferred based on the constraints of strong stability and n-order accuracy(n∈N^(+)).Numerical experiments illustrate that the scheme is an efficient probabilistic numerical method.
基金support from the Natural Sciences and Engineering Research Council of Canada through the Discovery Grants program.
文摘Compact higher-order(HO)schemes for a new finite difference method,referred to as the Cartesian cut-stencil FD method,for the numerical solution of the convection-diffusion equation in complex shaped domains have been addressed in this paper.The Cartesian cut-stencil FD method,which employs 1-D quadratic transformation functions to map a non-uniform(uncut or cut)physical stencil to a uniform computational stencil,can be combined with compact HO Pad´e-Hermitian formulations to produce HO cut-stencil schemes.The modified partial differential equation technique is used to develop formulas for the local truncation error for the cut-stencil HO formulations.The effect of various HO approximations for Neumann boundary conditions on the solution accuracy and global order of convergence are discussed.The numerical results for second-order and compact HO formulations of the Cartesian cut-stencil FD method have been compared for test problems using the method of manufactured solutions.
文摘In this paper, two families of high accuracy explicit two-step methods with minimal phase-lag are developed for the numerical integration of special secondorder periodic initial-value problems. In comparison with some methods in [1, 4,6], the advantage of these methods has a higher accuracy and minimal phaselag. The methods proposed in this paper can be considered as a generalization of some methods in [1,3,4]. Numerical examples indicate that these new methods are generally more accurate than the methods used in [3,6].
文摘In this article,we suggest a new form of modified Kudryashov’s method(NMK)to study the Dual-mode Sawada Kotera model.We know very well that the more the solutions depend on many constants,the easier it is to study the model better by observing the change in the constants and what their impact is on the solutions.From this point of view,we developed the modified Kudryashov method and put it in a general form that contains more than one controllable constant.We have studied the model in this way and presented figures showing the correctness of what we hoped to reach from the proposed method.In addition to the results we reached,they were not sufficient,so we presented an extensive numerical study of this model using the finite differences method.We also came up with the local truncation error for the difference scheme is h^(6) k^(2)(1+k^(2)).In addition,the analytical solutions we reached were compared with the numerical solutions,and we presented many forms that show that the results we reached are a clear contribution to this field.