期刊文献+
共找到67篇文章
< 1 2 4 >
每页显示 20 50 100
Moving-Particle Semi-Implicit Method for Vortex Patterns and Roll Damping of 2D Ship Sections 被引量:14
1
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)
下载PDF
Numerical simulation of viscous liquid sloshing by moving-particle semi-implicit method 被引量:16
2
作者 潘徐杰 张怀新 卢云涛 《Journal of Marine Science and Application》 2008年第3期184-189,共6页
A meshless numerical simulation method, the moving-particle semi-implicit method (MPS) is presented in this paper to study the sloshing phenomenon in ocean and naval engineering. As a meshless method, MPS uses parti... A meshless numerical simulation method, the moving-particle semi-implicit method (MPS) is presented in this paper to study the sloshing phenomenon in ocean and naval engineering. As a meshless method, MPS uses particles to replace the mesh in traditional methods, the governing equations are discretized by virtue of the relationship of particles, and the Poisson equation of pressure is solved by incomplete Cholesky conjugate gradient method (ICCG), the free surface is tracked by the change of numerical density. A numerical experiment of viscous liquid sloshing tank was presented and compared with the result got by the difference method with the VOF, and an additional modification step was added to make the simulation more stable. The results show that the MPS method is suitable for the simulation of viscous liquid sloshing, with the advantage in arranging the particles easily, especially on some complex curved surface. 展开更多
关键词 SLOSHING liquid tank viscous fluid incompressible fluid free surface meshless moving-particle semi-implicit method (MPS)
下载PDF
Two-stage Milstein Methods for Stochastic Differential Equations 被引量:1
3
作者 王鹏 吕显瑞 柳振鑫 《Northeastern Mathematical Journal》 CSCD 2008年第1期63-76,共14页
In this paper we discuss two-stage Miistein methods for solving Ito stochastic differential equations (SDEs). Six fully explicit methods (TSM 1 -- TSM 6) are given in this paper. Their order of strong convergence ... In this paper we discuss two-stage Miistein methods for solving Ito stochastic differential equations (SDEs). Six fully explicit methods (TSM 1 -- TSM 6) are given in this paper. Their order of strong convergence is proved. The stability properties and numerical results show the effectiveness of these methods in the pathwise approximation of Ito SDEs. 展开更多
关键词 stochastic differential equation Euler-Maruyama method milstein method STABILITY strong convergence order
下载PDF
Large deformation simulations of geomaterials using moving particle semi-implicit method 被引量:1
4
作者 Shintaro Nohara Hiroshi Suenaga Kunihiko Nakamura 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2018年第6期1122-1132,共11页
Numerical simulation tools are required to describe large deformations of geomaterials for evaluating the risk of geo-disasters. This study focused on moving particle semi-implicit(MPS) method, which is a Lagrangian g... Numerical simulation tools are required to describe large deformations of geomaterials for evaluating the risk of geo-disasters. This study focused on moving particle semi-implicit(MPS) method, which is a Lagrangian gridless particle method, and investigated its performance and stability to simulate large deformation of geomaterials. A calculation method was developed using geomaterials modeled as Bingham fluids to improve the original MPS method and enhance its stability. Two numerical tests showed that results from the improved MPS method was in good agreement with the theoretical value.Furthermore, numerical simulations were calibrated by laboratory experiments. It showed that the simulation results matched well with the experimentally observed free-surface configurations for flowing sand. In addition, the model could generally predict the time-history of the impact force. The MPS method could be a useful tool to evaluate large deformation of geomaterials. 展开更多
关键词 Particle method Moving particle semi-implicit(MPS) method Large deformation analysis GEOMATERIALS Bingham model
下载PDF
The Semi-implicit Euler Method for Stochastic Pantograph Equations with Jumps 被引量:1
5
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
下载PDF
High Order Semi-implicit Multistep Methods for Time-Dependent Partial Differential Equations
6
作者 Giacomo Albi Lorenzo Pareschi 《Communications on Applied Mathematics and Computation》 2021年第4期701-718,共18页
We consider the construction of semi-implicit linear multistep methods that can be applied to time-dependent PDEs where the separation of scales in additive form,typically used in implicit-explicit(IMEX)methods,is not... We consider the construction of semi-implicit linear multistep methods that can be applied to time-dependent PDEs where the separation of scales in additive form,typically used in implicit-explicit(IMEX)methods,is not possible.As shown in Boscarino et al.(J.Sci.Comput.68:975-1001,2016)for Runge-Kutta methods,these semi-implicit techniques give a great flexibility,and allow,in many cases,the construction of simple linearly implicit schemes with no need of iterative solvers.In this work,we develop a general setting for the construction of high order semi-implicit linear multistep methods and analyze their stability properties for a prototype lineal'advection-diffusion equation and in the setting of strong stability preserving(SSP)methods.Our findings are demonstrated on several examples,including nonlinear reaction-diffusion and convection-diffusion problems. 展开更多
关键词 semi-implicit methods Implicit-explicit methods Multistep methods Strong stability preserving High order accuracy
下载PDF
A Novel Staggered Semi-implicit Space-Time Discontinuous Galerkin Method for the Incompressible Navier-Stokes Equations
7
作者 F.L.Romeo M.Dumbser M.Tavelli 《Communications on Applied Mathematics and Computation》 2021年第4期607-647,共41页
A new high-order accurate staggered semi-implicit space-time discontinuous Galerkin(DG)method is presented for the simulation of viscous incompressible flows on unstructured triangular grids in two space dimensions.Th... A new high-order accurate staggered semi-implicit space-time discontinuous Galerkin(DG)method is presented for the simulation of viscous incompressible flows on unstructured triangular grids in two space dimensions.The staggered DG scheme defines the discrete pressure on the primal triangular mesh,while the discrete velocity is defined on a staggered edge-based dual quadrilateral mesh.In this paper,a new pair of equal-order-interpolation velocity-pressure finite elements is proposed.On the primary triangular mesh(the pressure elements),the basis functions are piecewise polynomials of degree N and are allowed to jump on the boundaries of each triangle.On the dual mesh instead(the velocity elements),the basis functions consist in the union of piecewise polynomials of degree N on the two subtriangles that compose each quadrilateral and are allowed to jump only on the dual element boundaries,while they are continuous inside.In other words,the basis functions on the dual mesh arc built by continuous finite elements on the subtriangles.This choice allows the construction of an efficient,quadrature-free and memory saving algorithm.In our coupled space-time pressure correction formulation for the incompressible Navier-Stokes equations,the arbitrary high order of accuracy in time is achieved through tire use of time-dependent test and basis functions,in combination with simple and efficient Picard iterations.Several numerical tests on classical benchmarks confirm that the proposed method outperforms existing staggered semi-implicit space-time DG schemes,not only from a computer memory point of view,but also concerning the computational time. 展开更多
关键词 Incompressible Navier-Stokes equations semi-implicit space-time discontinuous Galerkin schemes Staggered unstructured meshes Space-time pressure correction method High-order accuracy in space and time
下载PDF
Mean Square Stability of the Composite Milstein Method for Nonlinear Stochastic Differential Delay Equations
8
作者 ZHU Xiao-lin PENG Hu 《Computer Aided Drafting,Design and Manufacturing》 2013年第4期64-70,共7页
In this paper, we construct a composite Milstein method for nonlinear stochastic differential delay equations. Then we analyze the mean square stability for this method and obtain the step size condition under which t... In this paper, we construct a composite Milstein method for nonlinear stochastic differential delay equations. Then we analyze the mean square stability for this method and obtain the step size condition under which the composite Milstein method is mean square stable. Moreover, we get the step size condition under which the composite Milstein method is global mean square stable. A nonlinear test stochastic differential delay equation is given for numerical tests. The results of numerical tests verify the theoretical results proposed. 展开更多
关键词 nonlinear stochastic differential delay equations composite milstein method mean square stable global mean square stable
下载PDF
随机延迟微分方程半隐式Milstein数值方法的稳定性 被引量:8
9
作者 曹婉容 刘明珠 《哈尔滨工业大学学报》 EI CAS CSCD 北大核心 2005年第4期446-448,共3页
研究了带有延迟项的随机微分方程半隐式Milstein方法的稳定性.通过对数值方法应用到线性试验方程上得到的差分方程进行讨论,给出了半隐式Milstein方法MS-稳定及GMS-稳定的条件.并给出了一些数值算例.
关键词 随机延迟微分方程 半隐式milstein方法 GMS-稳定 MS-稳定
下载PDF
求解刚性随机系统的分步向后Milstein方法 被引量:2
10
作者 王鹏 韩月才 《吉林大学学报(理学版)》 CAS CSCD 北大核心 2009年第6期1150-1154,共5页
提出并分析了求解刚性It随机微分方程的分步向后M ilstein方法,基于分离技巧构造了DSSBM和MSSBM两种数值方法,并证明了这两种方法都是一阶强收敛的.通过讨论方法的数值稳定性和计算精度,表明了所给方法在解决刚性随机系统时的优越性.
关键词 随机微分方程 milstein方法 均方稳定性
下载PDF
随机微分方程改进半隐Milstein方法的稳定性(英文) 被引量:3
11
作者 李启勇 《怀化学院学报》 2012年第5期1-6,共6页
研究了随机微分方程改进的半隐Milstein方法的均方稳定和渐近稳定性.对线性检验方程,得到了改进的半隐Milstein方法对任意步长Δt>0均方稳定的充要条件是3/4≤θ≤1.证明了当方法的步长充分小时,方法能保持原系统的渐近稳定性.
关键词 半隐milstein方法 随机微分方程 均方稳定 渐近稳定
下载PDF
一维Fokker-Planck方程Milstein方法的收敛性 被引量:1
12
作者 王文强 易锋 《湘潭大学自然科学学报》 CAS CSCD 北大核心 2009年第1期1-4,共4页
针对白噪声驱动随机系统的一维Fokker-Planck方程,得到了带线性插值的Milstein方法在均方意义下是收敛的理论结果.
关键词 FOKKER-PLANCK方程 milstein方法 插值 收敛性
下载PDF
中立型随机延迟微分方程Milstein方法的均方稳定性 被引量:1
13
作者 王文强 陈艳萍 《应用数学》 CSCD 北大核心 2010年第3期548-553,共6页
本文讨论Milstein方法用于求解线性中立型随机延迟微分方程初值问题时数值解的稳定性,给出了Milstein方法均方稳定的一个充分条件.文末的数值试验证实了本文所获理论结果的正确性.
关键词 中立型随机延迟微分方程 milstein方法 均方稳定
下载PDF
STRONG CONVERGENCE OF JUMP-ADAPTED IMPLICIT MILSTEIN METHOD FOR A CLASS OF NONLINEAR JUMP-DIFFUSION PROBLEMS
14
作者 Xu Yang Weidong Zhao 《Journal of Computational Mathematics》 SCIE CSCD 2024年第1期248-270,共23页
In this paper,we study the strong convergence of a jump-adapted implicit Milstein method for a class of jump-diffusion stochastic differential equations with non-globally Lipschitz drift coefficients.Compared with the... In this paper,we study the strong convergence of a jump-adapted implicit Milstein method for a class of jump-diffusion stochastic differential equations with non-globally Lipschitz drift coefficients.Compared with the regular methods,the jump-adapted methods can significantly reduce the complexity of higher order methods,which makes them easily implementable for scenario simulation.However,due to the fact that jump-adapted time discretization is path dependent and the stepsize is not uniform,this makes the numerical analysis of jump-adapted methods much more involved,especially in the non-globally Lipschitz setting.We provide a rigorous strong convergence analysis of the considered jump-adapted implicit Milstein method by developing some novel analysis techniques and optimal rate with order one is also successfully recovered.Numerical experiments are carried out to verify the theoretical findings. 展开更多
关键词 JUMP-DIFFUSION Jump-adapted implicit milstein method Poisson jumps Strong convergence rate Non-Lipschitz coefficients
原文传递
随机延迟微分方程的Milstein方法的均方稳定性 被引量:1
15
作者 朱霞 《武汉大学学报(理学版)》 CAS CSCD 北大核心 2005年第S2期1-3,共3页
研究随机延迟微分方程(stochastic delay differential equations)的数值求解问题,将改造后的Milstein方法用于求解此类问题,精度较高.对一切满足理论解均方(Mean-Square)稳定的系统,事实证明由上述方法离散得到的数值解不需任何附加条... 研究随机延迟微分方程(stochastic delay differential equations)的数值求解问题,将改造后的Milstein方法用于求解此类问题,精度较高.对一切满足理论解均方(Mean-Square)稳定的系统,事实证明由上述方法离散得到的数值解不需任何附加条件即可保持与系统相同的稳定性.数值实验也直观地验证了所得的结论. 展开更多
关键词 随机延迟微分方程 均方稳定 milstein方法 数值解
下载PDF
参数在随机微分方程θ-Milstein方法稳定性中的影响分析
16
作者 孟雪井 陈琳 《应用数学》 CSCD 北大核心 2022年第4期982-989,共8页
本文研究局部利普西茨连续系数的随机微分方程θ-Milstein方法的均方稳定性.当θ∈[0,1/2)时,一个反例显示θ-Milstein方法不能复现精确解的稳定性.通过将局部利普西茨条件略微加强一些,在θ∈[1/2,1]下,θ-Milstein方法可以得到稳定性... 本文研究局部利普西茨连续系数的随机微分方程θ-Milstein方法的均方稳定性.当θ∈[0,1/2)时,一个反例显示θ-Milstein方法不能复现精确解的稳定性.通过将局部利普西茨条件略微加强一些,在θ∈[1/2,1]下,θ-Milstein方法可以得到稳定性.最后,给出一个例子验证本文的结果. 展开更多
关键词 随机微分方程 均方稳定性 θ-milstein方法 局部利普西茨连续
下载PDF
随机微分方程Milstein方法的几乎必然及矩指数稳定性 被引量:2
17
作者 张雨馨 王鹏 《吉林大学学报(理学版)》 CAS CSCD 北大核心 2011年第6期1058-1060,共3页
考虑随机微分方程Milstein方法的几乎必然及矩指数稳定性,给出了当步长趋于零时极限意义下随机微分方程Milstein方法的稳定性,并证明了在一定条件下显式和半隐式Milstein方法都具有这些稳定性.
关键词 milstein方法 半隐式milstein方法 线性增长条件
下载PDF
非线性随机延迟微分方程MILSTEIN方法的均方稳定性
18
作者 王文强 《系统仿真学报》 CAS CSCD 北大核心 2009年第18期5656-5658,共3页
在一维情形下,研究了一类非线性随机延迟微分方程初值问题,证明了如果问题本身满足零解是均方渐近稳定的充分条件,那么当漂移项满足一定的限制条件时,Milstein方法是MS-稳定的与带线性插值的Milstein方法是GMS-稳定的理论结果。
关键词 非线性随机延迟微分方程 milstein方法 MS-稳定性 GMS-稳定性
下载PDF
马尔科夫调制Fokker-Planck方程Milstein方法的收敛性和稳定性 被引量:2
19
作者 高玉敏 丁效华 《黑龙江大学自然科学学报》 CAS 北大核心 2011年第1期22-27,共6页
考虑一类马尔科夫调制的Fokker-Planck方程,研究Milstein方法在均方意义下的收敛性和稳定性。证明Milstein方法的收敛阶为1/2,并且给出数值解均方稳定的条件和步长限制表达式。数值实验进一步验证了结论的正确性。
关键词 马尔科夫调制的Fokker-Planck方程 milstein方法 收敛性 稳定性
下载PDF
带跳随机延迟微分方程半隐式Milstein数值方法的均方稳定性 被引量:1
20
作者 杨茜 《佳木斯大学学报(自然科学版)》 CAS 2009年第6期948-952,956,共6页
研究带跳随机延迟微分方程半隐式Milstein数值方法的均方稳定性.将半隐式Milstein数值方法应用到补偿泊松过程及维纳过程驱动下的非线性随机延迟微分方程上进行讨论,给出了半隐式Milstein方法MS-稳定的条件.
关键词 随机延迟微分方程 补偿泊松过程 半隐式milstein方法 均方稳定
下载PDF
上一页 1 2 4 下一页 到第
使用帮助 返回顶部