A new finite difference-Chebyshev-Tau method for the solution of the two-dimensional Poisson equation is presented. Some of the numerical results are also presented which indicate that the method is satisfactory and c...A new finite difference-Chebyshev-Tau method for the solution of the two-dimensional Poisson equation is presented. Some of the numerical results are also presented which indicate that the method is satisfactory and compatible to other methods.展开更多
This paper is devoted to investigate the accuracy of the Pseudo spectral scheme with the Chebyshev tau method and Chebyshev collocation method. The computational results of the nonlinear disturbance development in p...This paper is devoted to investigate the accuracy of the Pseudo spectral scheme with the Chebyshev tau method and Chebyshev collocation method. The computational results of the nonlinear disturbance development in plane Poiseuille flow for both methods are presented and compared in detail. It is acknowledged that the Chebyshev collocation method has higher precision than the other one, especially for near netural situation.展开更多
Stabilized or Chebyshev explicit methods have been widely used in the past to solve stiff ordinary differential equations. Making use of special properties of Chebyshev-like polynomials, these methods have favorable s...Stabilized or Chebyshev explicit methods have been widely used in the past to solve stiff ordinary differential equations. Making use of special properties of Chebyshev-like polynomials, these methods have favorable stability properties compared to standard explicit methods while remaining explicit. A new class of such methods, called ROCK, introduced in [Numer. Math., 90, 1-18, 2001] has recently been extended to stiff stochastic differential equations under the name S-ROCK [C. R. Acad. Sci. Paris, 345（10）, 2007 and Commun. Math. Sci, 6（4）, 2008]. In this paper we discuss the extension of the S-ROCK methods to systems with discrete noise and propose a new class of methods for such problems, the τ-ROCK methods. One motivation for such methods is the simulation of multi-scale or stiff chemical kinetic systems and such systems are the focus of this paper, but our new methods could potentially be interesting for other stiff systems with discrete noise. Two versions of the τ-ROCK methods are discussed and their stability behavior is analyzed on a test problem. Compared to the τ-leaping method, a significant speed-up can be achieved for some stiff kinetic systems. The behavior of the proposed methods are tested on several numerical experiments.展开更多
文摘A new finite difference-Chebyshev-Tau method for the solution of the two-dimensional Poisson equation is presented. Some of the numerical results are also presented which indicate that the method is satisfactory and compatible to other methods.
文摘This paper is devoted to investigate the accuracy of the Pseudo spectral scheme with the Chebyshev tau method and Chebyshev collocation method. The computational results of the nonlinear disturbance development in plane Poiseuille flow for both methods are presented and compared in detail. It is acknowledged that the Chebyshev collocation method has higher precision than the other one, especially for near netural situation.
基金supported by the National Science Foundation of China under grant 10871010the National Basic Research Program under grant 2005CB321704
文摘Stabilized or Chebyshev explicit methods have been widely used in the past to solve stiff ordinary differential equations. Making use of special properties of Chebyshev-like polynomials, these methods have favorable stability properties compared to standard explicit methods while remaining explicit. A new class of such methods, called ROCK, introduced in [Numer. Math., 90, 1-18, 2001] has recently been extended to stiff stochastic differential equations under the name S-ROCK [C. R. Acad. Sci. Paris, 345（10）, 2007 and Commun. Math. Sci, 6（4）, 2008]. In this paper we discuss the extension of the S-ROCK methods to systems with discrete noise and propose a new class of methods for such problems, the τ-ROCK methods. One motivation for such methods is the simulation of multi-scale or stiff chemical kinetic systems and such systems are the focus of this paper, but our new methods could potentially be interesting for other stiff systems with discrete noise. Two versions of the τ-ROCK methods are discussed and their stability behavior is analyzed on a test problem. Compared to the τ-leaping method, a significant speed-up can be achieved for some stiff kinetic systems. The behavior of the proposed methods are tested on several numerical experiments.
