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AN EXPONENTIALLY FITTED DIFFERENCE SCHEME FOR THE HYPERBOLIC-HYPERBOLIC SINGULARLY PERTURBED INITIAL-BOUNDARY VALUE PROBLEM
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作者 苏煜城 林平 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 1991年第3期237-245,共9页
In this paper we discuss, an initial-boundary value problem of hyperbolic type with first derivative with respect to x. The asymptotic solution is constructed and its uniform validity is proved under weader compatibil... In this paper we discuss, an initial-boundary value problem of hyperbolic type with first derivative with respect to x. The asymptotic solution is constructed and its uniform validity is proved under weader compatibility conditions. Then we develop an exponentially fitted difference scheme and establish discrete energy inequality. Finally, we prove that the solution of difference problem uniformly converges to the solution of the original problem. 展开更多
关键词 hyperbolic equation singular perturbation exponential fitting difference scheme boundary value problem
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Properties of High-Order Finite Difference Schemes and Idealized Numerical Testing
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作者 Daosheng XU Dehui CHEN Kaixin WU 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2021年第4期615-626,共12页
Construction of high-order difference schemes based on Taylor series expansion has long been a hot topic in computational mathematics, while its application in comprehensive weather models is still very rare. Here, th... Construction of high-order difference schemes based on Taylor series expansion has long been a hot topic in computational mathematics, while its application in comprehensive weather models is still very rare. Here, the properties of high-order finite difference schemes are studied based on idealized numerical testing, for the purpose of their application in the Global/Regional Assimilation and Prediction System(GRAPES) model. It is found that the pros and cons due to grid staggering choices diminish with higher-order schemes based on linearized analysis of the one-dimensional gravity wave equation. The improvement of higher-order difference schemes is still obvious for the mesh with smooth varied grid distance. The results of discontinuous square wave testing also exhibits the superiority of high-order schemes. For a model grid with severe non-uniformity and non-orthogonality, the advantage of high-order difference schemes is inapparent, as shown by the results of two-dimensional idealized advection tests under a terrain-following coordinate. In addition, the increase in computational expense caused by high-order schemes can be avoided by the precondition technique used in the GRAPES model. In general, a high-order finite difference scheme is a preferable choice for the tropical regional GRAPES model with a quasi-uniform and quasi-orthogonal grid mesh. 展开更多
关键词 high-order difference scheme DISPERSION UNIFORM ORTHOGONAL computational efficiency
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A FAMILY OF HIGH-ORDER ACCURACY EXPLICIT DIFFERENCE SCHEMES WITH BRANCHING STABILITY FOR SOLVING 3-D PARABOLIC PARTIAL DIFFERENTIAL EQUATION
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作者 马明书 王同科 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2000年第10期1207-1212,共6页
A family of high-order accuracy explict difference schemes for solving 3-dimension parabolic P. D. E. is constructed. The stability condition is r = Deltat/Deltax(2) Deltat/Deltay(2) = Deltat/Deltaz(2) < 1/2 ,and t... A family of high-order accuracy explict difference schemes for solving 3-dimension parabolic P. D. E. is constructed. The stability condition is r = Deltat/Deltax(2) Deltat/Deltay(2) = Deltat/Deltaz(2) < 1/2 ,and the truncation error is 0(<Delta>t(2) + Deltax(4)). 展开更多
关键词 high-order accuracy explicit difference scheme branching stability 3-D parabolic PDE
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A NEW HIGH-ORDER ACCURACY EXPLICIT DIFFERENCE SCHEME FOR SOLVING THREE-DIMENSIONAL PARABOLIC EQUATIONS
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作者 马明书 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 1998年第5期497-501,共5页
In this paper, a new three-level explicit difference scheme with high-order accuracy is proposed for solving three-dimensional parabolic equations. The stability condition is r = Delta t/Delta x(2) = Delta t/Delta gam... In this paper, a new three-level explicit difference scheme with high-order accuracy is proposed for solving three-dimensional parabolic equations. The stability condition is r = Delta t/Delta x(2) = Delta t/Delta gamma(2) = Delta t/Delta z(2) less than or equal to 1/4, and the truncation error is O(Delta t(2) + Delta x(4)). 展开更多
关键词 high-order accuracy explicit difference scheme three-dimensional parabolic equation
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A CLASS OF COMPACT UPWIND TVD DIFFERENCE SCHEMES 被引量:1
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作者 涂国华 袁湘江 +1 位作者 夏治强 呼振 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2006年第6期765-772,共8页
A new method was proposed for constructing total variation diminishing (TVD) upwind schemes in conservation forms. Two limiters were used to prevent nonphysical oscillations across discontinuity. Both limiters can e... A new method was proposed for constructing total variation diminishing (TVD) upwind schemes in conservation forms. Two limiters were used to prevent nonphysical oscillations across discontinuity. Both limiters can ensure the nonlinear compact schemes TVD property. Two compact TVD (CTVD) schemes were tested, one is thirdorder accuracy, and the other is fifth-order. The performance of the numerical algorithms was assessed by one-dimensional complex waves and Riemann problems, as well as a twodimensional shock-vortex interaction and a shock-boundary flow interaction. Numerical results show their high-order accuracy and high resolution, and low oscillations across discontinuities. 展开更多
关键词 high-order difference schemes compact schemes TVD schemes shock- vortex shock-boundary
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DIFFERENCE SCHEME FOR AN INITIAL-BOUNDARY VALUE PROBLEM FOR LINEAR COEFFICIENT-VARIED PARABOLIC DIFFERENTIAL EQUATION WITH A NONSMOOTH BOUNDARY LAYER FUNCTION
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作者 苏煜城 张由余 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 1992年第4期297-304,共8页
In this paper, using nonuniform mesh and exponentially fitted difference method, a uniformly convergent difference scheme for an initial-boundary value problem of linear parabolic differential equation with the nonsmo... In this paper, using nonuniform mesh and exponentially fitted difference method, a uniformly convergent difference scheme for an initial-boundary value problem of linear parabolic differential equation with the nonsmooth boundary layer function with respect to small parameter e is given, and error estimate and numerical result are also given. 展开更多
关键词 nonsmooth boundary layer characteristic boundary nonuniform mesh exponentially fitted uniformly convergent difference scheme parabolic differential equation
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A-HIGH-ORDER ACCURACY EXPLICIT DIFFERENCE SCHEME FOR SOLVING THE EQUATION OF TWO-DIMENSIONAL PARABOLIC TYPE
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作者 马明书 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 1996年第11期1075-1079,共5页
In this paper. a three explicit difference shcemes with high order accuracy for solving the equations of two-dimensional parabolic type is proposed. The stability condition is r=△t/△x ̄ 2=△t/△y ̄2≤1/4 and the... In this paper. a three explicit difference shcemes with high order accuracy for solving the equations of two-dimensional parabolic type is proposed. The stability condition is r=△t/△x ̄ 2=△t/△y ̄2≤1/4 and the truncation error is O (△t ̄2 + △x ̄4 ). 展开更多
关键词 high-order accuracy explicit difference scheme equation of twodimensional parabolic type
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Characteristic Analysis of Exponential Compact Higher Order Schemes for Convection-Diffusion Equations
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作者 Y.V.S.S. Sanyasiraju Nachiketa Mishra 《American Journal of Computational Mathematics》 2011年第2期39-54,共16页
This paper looks at the development of a class of Exponential Compact Higher Order (ECHO) schemes and attempts to comprehend their behaviour by introducing different combinations of discrete source function and its de... This paper looks at the development of a class of Exponential Compact Higher Order (ECHO) schemes and attempts to comprehend their behaviour by introducing different combinations of discrete source function and its derivatives. The characteristic analysis is performed for one-dimensional schemes to understand the efficiency of the scheme and a similar analysis has been introduced for higher dimensional schemes. Finally, the developed schemes are used to solve several example problems and compared the error norms and rates of convergence. 展开更多
关键词 exponential scheme COMPACT HIGHER Order scheme Characteristics Resolving Efficiency Finite difference
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Analyses of the Dispersion Overshoot and Inverse Dissipation of the High-Order Finite Difference Scheme
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作者 Qin Li Qilong Guo Hanxin Zhang 《Advances in Applied Mathematics and Mechanics》 SCIE 2013年第6期809-824,共16页
Analyses were performed on the dispersion overshoot and inverse dissipation of the high-order finite difference scheme using Fourier and precision analysis.Schemes under discussion included the pointwise-and staggered... Analyses were performed on the dispersion overshoot and inverse dissipation of the high-order finite difference scheme using Fourier and precision analysis.Schemes under discussion included the pointwise-and staggered-grid type,and were presented in weighted form using candidate schemes with third-order accuracy and three-point stencil.All of these were commonly used in the construction of difference schemes.Criteria for the dispersion overshoot were presented and their critical states were discussed.Two kinds of instabilities were studied due to inverse dissipation,especially those that occur at lower wave numbers.Criteria for the occurrence were presented and the relationship of the two instabilities was discussed.Comparisons were made between the analytical results and the dispersion/dissipation relations by Fourier transformation of typical schemes.As an example,an application of the criteria was given for the remedy of inverse dissipation in Weirs&Mart´ın’s third-order scheme. 展开更多
关键词 high-order difference scheme dispersion overshoot inverse dissipation
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High Order of Accuracy for Poisson Equation Obtained by Grouping of Repeated Richardson Extrapolation with Fourth Order Schemes
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作者 Luciano Pereira da Silva Bruno Benato Rutyna +1 位作者 Aline Roberta Santos Righi Marcio Augusto Villela Pinto 《Computer Modeling in Engineering & Sciences》 SCIE EI 2021年第8期699-715,共17页
In this article,we improve the order of precision of the two-dimensional Poisson equation by combining extrapolation techniques with high order schemes.The high order solutions obtained traditionally generate non-spar... In this article,we improve the order of precision of the two-dimensional Poisson equation by combining extrapolation techniques with high order schemes.The high order solutions obtained traditionally generate non-sparse matrices and the calculation time is very high.We can obtain sparse matrices by applying compact schemes.In this article,we compare compact and exponential finite difference schemes of fourth order.The numerical solutions are calculated in quadruple precision(Real*16 or extended precision)in FORTRAN language,and iteratively obtained until reaching the round-off error magnitude around 1.0E−32.This procedure is performed to ensure that there is no iteration error.The Repeated Richardson Extrapolation(RRE)method combines numerical solutions in different grids,determining higher orders of accuracy.The main contribution of this work is based on a process that initializes with fourth order solutions combining with RRE in order to find solutions of sixth,eighth,and tenth order of precision.The multigrid Full Approximation Scheme(FAS)is also applied to accelerate the convergence and obtain the numerical solutions on the fine grids. 展开更多
关键词 Tenth order accuracy RRE compact scheme exponential scheme MULTIGRID finite difference
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Axisymmetric alternating direction explicit scheme for efficient coupled simulation of hydro-mechanical interaction in geotechnical engineering-Application to circular footing and deep tunnel in saturated ground
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作者 Simon Heru Prassetyo Marte Gutierrez 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2018年第2期259-279,共21页
Explicit solution techniques have been widely used in geotechnical engineering for simulating the coupled hydro-mechanical(H-M) interaction of fluid flow and deformation induced by structures built above and under sat... Explicit solution techniques have been widely used in geotechnical engineering for simulating the coupled hydro-mechanical(H-M) interaction of fluid flow and deformation induced by structures built above and under saturated ground, i.e. circular footing and deep tunnel. However, the technique is only conditionally stable and requires small time steps, portending its inefficiency for simulating large-scale H-M problems. To improve its efficiency, the unconditionally stable alternating direction explicit(ADE)scheme could be used to solve the flow problem. The standard ADE scheme, however, is only moderately accurate and is restricted to uniform grids and plane strain flow conditions. This paper aims to remove these drawbacks by developing a novel high-order ADE scheme capable of solving flow problems in nonuniform grids and under axisymmetric conditions. The new scheme is derived by performing a fourthorder finite difference(FD) approximation to the spatial derivatives of the axisymmetric fluid-diffusion equation in a non-uniform grid configuration. The implicit Crank-Nicolson technique is then applied to the resulting approximation, and the subsequent equation is split into two alternating direction sweeps,giving rise to a new axisymmetric ADE scheme. The pore pressure solutions from the new scheme are then sequentially coupled with an existing geomechanical simulator in the computer code fast Lagrangian analysis of continua(FLAC). This coupling procedure is called the sequentially-explicit coupling technique based on the fourth-order axisymmetric ADE scheme or SEA-4-AXI. Application of SEA-4-AXI for solving axisymmetric consolidation of a circular footing and of advancing tunnel in deep saturated ground shows that SEA-4-AXI reduces computer runtime up to 42%-50% that of FLAC’s basic scheme without numerical instability. In addition, it produces high numerical accuracy of the H-M solutions with average percentage difference of only 0.5%-1.8%. 展开更多
关键词 Hydro-mechanical(H-M) interaction Explicit coupling technique Alternating direction explicit(ADE) scheme high-order finite difference(FD) Non-uniform grid Axisymmetric consolidation Circular footing Deep tunnel in saturated ground
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对流扩散方程的四阶指数型差分格式 被引量:14
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作者 陈国谦 杨志峰 高智 《计算物理》 CSCD 北大核心 1991年第4期359-372,共14页
本文提出差分格式的摄动方法,对二阶指数型格式中对流系数和源项作二阶修正,推演出对流扩散方程的四阶指数型格式。该四阶格式的基本结构与二阶指数型格式完全相同,且其系数或源项中所含二阶修正可根据二阶格式计算结果一次性确定,使得... 本文提出差分格式的摄动方法,对二阶指数型格式中对流系数和源项作二阶修正,推演出对流扩散方程的四阶指数型格式。该四阶格式的基本结构与二阶指数型格式完全相同,且其系数或源项中所含二阶修正可根据二阶格式计算结果一次性确定,使得计算十分简便。一至三维的四阶指数型格式均具有无条件稳定性,用于Burgers方程等流体力学模型问题,且与常用格式进行了比较,显示出良好的精度,并能较好地适应大梯度区域。 展开更多
关键词 对流扩散方程 差分格式 流体力学
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四阶指数差分及其在FDTD中的应用 被引量:4
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作者 丁让箭 吴先良 +1 位作者 张玉梅 赵谨 《安徽大学学报(自然科学版)》 CAS 2003年第2期64-68,共5页
提出一种新的指数差分格式。与普通的二阶中心差分格式相比,该格式具有在不增加存储量的前提下提高计算精度的优点。文中用实例验证了该差分格式的高精度性。最后,应用该方法计算了圆柱凹面反射的问题,得出凹面内场的分布图。
关键词 电磁场 数值计算 FDTD法 四阶指数差分格式 二阶中心差分格式 MAXWELL方程
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用三维不定常RANS方程求解船尾绕流 被引量:7
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作者 高秋新 周连第 《水动力学研究与进展(A辑)》 CSCD 北大核心 1994年第4期487-497,共11页
本文详细介绍了用雷诺平均的不定常全三维N—S(RANS)方程求解船尾绕流的数值计算方法.在本方法中,不引入任何简化、近似,使用了K—E二方程湍流模式进行控制方程组的封闭,利用壁函数、指数格式、SIMPLEC计算了SSPA—720的船尾绕流,详细... 本文详细介绍了用雷诺平均的不定常全三维N—S(RANS)方程求解船尾绕流的数值计算方法.在本方法中,不引入任何简化、近似,使用了K—E二方程湍流模式进行控制方程组的封闭,利用壁函数、指数格式、SIMPLEC计算了SSPA—720的船尾绕流,详细给出了计算结果,并与其它算法及试验结果作了比较. 展开更多
关键词 壁函数 指数格式 船舶流体力学 船尾
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求解变系数对流扩散反应方程的指数型高精度紧致差分方法 被引量:7
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作者 田芳 葛永斌 《工程数学学报》 CSCD 北大核心 2017年第3期283-296,共14页
本文给出了一种数值求解变系数对流扩散反应方程的指数型高精度紧致差分方法.我们首先将模型方程变形,借助常系数对流扩散方程的指数型高精度紧致差分格式,采用残量修正法得到变系数对流扩散反应方程的指数型高精度紧致差分格式;并从理... 本文给出了一种数值求解变系数对流扩散反应方程的指数型高精度紧致差分方法.我们首先将模型方程变形,借助常系数对流扩散方程的指数型高精度紧致差分格式,采用残量修正法得到变系数对流扩散反应方程的指数型高精度紧致差分格式;并从理论上分析了当Pelect数很大时,本文格式达到四阶计算精度时网格步长的限制条件;离散得到的代数方程组可采用追赶法直接求解.数值实验结果与理论分析完全吻合,表明了本文格式对于边界层问题或大梯度变化的物理量求解问题具有的高精度和鲁棒性的优点. 展开更多
关键词 对流扩散反应方程 指数型有限差分格式 高精度紧致差分格式 对流占优 边界层
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动态中子输运方程的修正时间离散格式 被引量:2
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作者 洪振英 袁光伟 +1 位作者 傅学东 阳述林 《核动力工程》 EI CAS CSCD 北大核心 2010年第S2期34-37,共4页
传统方法很少考虑时间步长对数值格式的影响,导致关于时间微分的物理量出现振荡,数值计算结果的精度较低。针对自适应时间步长的特点,对球几何动态中子输运方程的时间离散格式进行了研究,构造了修正时间离散格式。数值算例表明:修正时... 传统方法很少考虑时间步长对数值格式的影响,导致关于时间微分的物理量出现振荡,数值计算结果的精度较低。针对自适应时间步长的特点,对球几何动态中子输运方程的时间离散格式进行了研究,构造了修正时间离散格式。数值算例表明:修正时间离散格式简单且精度较高,所需迭代次数较少,避免了时间步长变化带来的数值解的振荡,更加适合自适应时间步长的计算。 展开更多
关键词 指数格式 菱形格式 修正时间离散格式
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常系数对流扩散方程的高精度差分格式 被引量:2
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作者 秦经刚 王同科 王彩华 《天津师范大学学报(自然科学版)》 CAS 2006年第4期48-50,共3页
对一类常系数对流扩散方程进行转化,给出了一种可以达到任意阶精度的三点紧致差分格式,该格式适用于对流占优扩散问题和边界层问题,具有不依赖ε的一致收敛性和无条件稳定性.具体算例表明计算效果良好.
关键词 对流扩散方程 高精度 差分格式 指数变换 误差估计
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Burgers方程的指数型差分格式 被引量:3
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作者 田强 赵国忠 《内蒙古大学学报(自然科学版)》 CAS CSCD 北大核心 2009年第1期37-41,共5页
Burgers方程可以作为描述许多物理现象的数学模型.对Burgers方程的初边值问题进行了研究,构造了该方程的指数型有限差分格式,数值结果表明所构造的差分格式具有较高的精度,适用于小扩散系数,可以采用较大的时间步长进行计算.
关键词 BURGERS方程 指数型有限差分格式 数值模拟
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欧式看跌期权定价问题的紧致有限差分格式 被引量:2
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作者 田朝薇 李锦成 翁智峰 《华侨大学学报(自然科学版)》 CAS 北大核心 2019年第6期830-836,共7页
针对单个的Black-Scholes方程,提出一种紧致差分格式.首先,利用指数变换消去方程中的空间一阶导数;接着,在时间方向上采用CN格式,空间二阶导数采用四阶Padé逼近,构造精度为O(Δt^2+h^4)的紧致差分格式;然后,利用一种较为不同的离... 针对单个的Black-Scholes方程,提出一种紧致差分格式.首先,利用指数变换消去方程中的空间一阶导数;接着,在时间方向上采用CN格式,空间二阶导数采用四阶Padé逼近,构造精度为O(Δt^2+h^4)的紧致差分格式;然后,利用一种较为不同的离散能量法分析差分格式的稳定性和收敛性;最后,通过数值算例验证理论分析的有效性. 展开更多
关键词 BLACK-SCHOLES方程 欧式看跌期权 指数变换 紧致差分格式
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驱动方腔内涡流的数值模拟 被引量:2
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作者 王汝权 孙建安 《空气动力学学报》 CSCD 北大核心 1989年第3期298-306,共9页
本文介绍一种求解涡度流函数形式的定常不可压缩Navier-Stokes方程的半隐式指数型差分格式。涡度方程用上述格式求解,而流函数方程用多层网格法求解。这种组合求解方式具有很好的稳定性及较快的收敛速度。本文对Re=100,400,1000,3000,5... 本文介绍一种求解涡度流函数形式的定常不可压缩Navier-Stokes方程的半隐式指数型差分格式。涡度方程用上述格式求解,而流函数方程用多层网格法求解。这种组合求解方式具有很好的稳定性及较快的收敛速度。本文对Re=100,400,1000,3000,5000的驱动方腔及Re=400,1000的驱动长方腔进行了数值模拟,结果与现有的计算相吻合。 展开更多
关键词 涡流 驱动方腔 粘性流 数值模拟
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