Effectiveness of Implicit Methods for Stiff Stochastic Differential Equations

In this paper we study the behavior of a family of implicit numerical methods applied to stochastic differential equations with multiple time scales.We show by a combination of analytical arguments and numerical examples that implicit methods in general fail to capture the effective dynamics at the slow time scale.This is due to the fact that such implicit methods cannot correctly capture non-Dirac invariant distributions when the time step size is much larger than the relaxation time of the system.

IMPLICIT ITERATIVE METHODS WITH VARIABLE CONTROL PARAMETERS FOR ILL-POSED OPERATOR EQUATIONS

This paper discusses a kind of implicit iterative methods with some variable parameters, which are called control parameters, for solving ill-posed operator equations. The theoretical results show that the new methods always lead to optimal convergence rates and have some other important features, especially the methods can be implemented parallelly.

Implicit 2-Step Hybrid Methods and Their Stability Analysis

In this paper two implicit 2-step hybrid methods are proposed! one has order five, the other six. The stability properties of the methods are analysed. The 5th order method is proved to be A-stable and the 6th order one is not, but still has a relatively large region of absolute stability. The implementation of the 5th order method is also discussed.

Compact implicit integration factor methods for some complex-valued nonlinear equations

The compact implicit integration factor （cIIF） method is an efficient time discretization scheme for stiff nonlinear diffusion equations in two and three spatial dimensions. In the current work, we apply the cIIF method to some complex-valued nonlinear evolutionary equations such as the nonlinear SchrSdinger （NLS） equation and the complex Ginzburg-Landau （GL） equation. Detailed algorithm formulation and practical implementation of cIIF method are performed. The numerical results indicate that this method is very accurate and efficient.

2-D Numerical Simulation of Natural Gas Hydrate Decomposition Through Depressurization by Fully Implicit Method

Natural gas hydrate, as a potential energy resource, deposits in permafrost and marine sediment with large quantities. The current exploitation methods include depressurization, thermal stimulation, and inhibitor injection. However, many issues have to be resolved before the commercial production. In the present study, a 2-D axisymmetric simulator for gas production from hydrate reservoirs is developed. The simulator includes equations of conductive and convective heat transfer, kinetic of hydrate decomposition, and multiphase flow. These equations are discretized based on the finite difference method and are solved with the fully implicit simultaneous solution method. The process of laboratory-scale hydrate decomposition by depressurization is simulated. For different surrounding temperatures and outlet pressures, time evolutions of gas and water generations during hydrate dissociation are evaluated, and variations of temperature, pressure, and multiphase fluid flow conditions are analyzed. The results suggest that the rate of heat transfer plays an important role in the process. Furthermore, high surrounding temperature and low outlet valve pressure may increase the rate of hydrate dissociation with insignificant impact on final cumulative gas volume.

Projection and Contraction Methods for Nonlinear Complementarity Problem

We applied the projection and contraction method to nonlinear complementarity problem (NCP). Moveover, we proposed an inexact implicit method for (NCP) and proved the convergence.

A new simple method of implicit time integration for dynamic problems of engineering structures

This paper presents a new simple method of implicit time integration with two control parameters for solving initial-value problems of dynamics such that its accuracy is at least of order two along with the conditional and unconditional stability regions of the parameters. When the control parameters in the method are optimally taken in their regions, the accuracy may be improved to reach of order three. It is found that the new scheme can achieve lower numerical amplitude dissipation and period dispersion than some of the existing methods, e.g. the Newmark method and Zhai＇s approach, when the same time step size is used. The region of time step dependent on the parameters in the new scheme is explicitly obtained. Finally, some examples of dynamic problems are given to show the accuracy and efficiency of the proposed scheme applied in dynamic systems.

Crank-Nicolson ADI Galerkin Finite Element Methods for Two Classes of Riesz Space Fractional Partial Differential Equations

In this paper,two classes of Riesz space fractional partial differential equations including space-fractional and space-time-fractional ones are considered.These two models can be regarded as the generalization of the classical wave equation in two space dimensions.Combining with the Crank-Nicolson method in temporal direction,efficient alternating direction implicit Galerkin finite element methods for solving these two fractional models are developed,respectively.The corresponding stability and convergence analysis of the numerical methods are discussed.Numerical results are provided to verify the theoretical analysis.

Explicit concomitance of implicit method to solve vibration equation

It has been proven that the implicit method used to solve the vibration equation can be transformed into an explicit method,which is called the concomitant explicit method.The constant acceleration method's concomitant explicit method was used as an example and is described in detail in this paper.The relationship between the implicit method and explicit method is defined,which provides some guidance about how to create a new explicit method that has high precision and computational efficiency.

High accuracy compact finite difference methods and their applications

Numerical simulation of complex flow fields with multi-scale structures is one of the most important and challenging branches of computational fluid dynamics. From linear analysis and numerical experiments it has been discovered that the higher-order accurate method can give reliable and efficient computational results, as well as better resolution of the complex flow fields with multi-scale structures. Compact finite difference schemes, which feature higher-order accuracy and spectral-like resolution with smaller stencils and easier application of boundary conditions, has attracted more and more interest and attention.

Nonlinear implicit iterative method for solving nonlinear ill-posed problems

In the paper, we extend the implicit iterative method for linear ill-posed operator equations to solve nonlinear ill-posed problems. We show that under some conditions the error sequence of solutions of the nonlinear implicit iterative method is monotonically decreasing and, with this monotonicity, prove convergence of the new method for both the exact and perturbed equations.

Implicit Iterative Method for Ill-Posed Equations with Perturbed Operators and Data

In this paper, the author applied an implicit iterative method to solve linear ill posed equations with both perturbed operators and perturbed data. After having carefully estimated some terms involved, a satisfactory order of convergence rate was derived.

STRONG CONVERGENCE OF JUMP-ADAPTED IMPLICIT MILSTEIN METHOD FOR A CLASS OF NONLINEAR JUMP-DIFFUSION PROBLEMS

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.

A General Fractional Pollution Model for Lakes

A model for the amount of pollution in lakes connected with some rivers is introduced.In this model,it is supposed the density of pollution in a lake has memory.The model leads to a system of fractional differential equations.This system is transformed into a system of Volterra integral equations with memory kernels.The existence and regularity of the solutions are investigated.A high-order numerical method is introduced and analyzed and compared with an explicit method based on the regularity of the solution.Validation examples are supported,and some models are simulated and discussed.

A Hybrid Backward Euler Control Volume Method to Solve the Concentration-Dependent Solid-State Diffusion Problem in Battery Modeling

Several efficient analytical methods have been developed to solve the solid-state diffusion problem, for constant diffusion coefficient problems. However, these methods cannot be applied for concentration-dependent diffusion coefficient problems and numerical methods are used instead. Herein, grid-based numerical methods derived from the control volume discretization are presented to resolve the characteristic nonlinear system of partial differential equations. A novel hybrid backward Euler control volume (HBECV) method is presented which requires only one iteration to reach an implicit solution. The HBECV results are shown to be stable and accurate for a moderate number of grid points. The computational speed and accuracy of the HBECV, justify its use in battery simulations, in which the solid-state diffusion coefficient is a strong function of the concentration.

A KIND OF IMPLICIT ITERATIVE METHODS FOR ILL-POSEDOPERATOR EQUATIONS

In this paper we propose a kind of implicit iterative methods for solving ill-posed operator equations and discuss the properties of the methods in the case that the control parameter is fixed. The theoretical results show that the new methods have certain important features and can overcome some disadvantages of Tikhonov-type regularization and explicit iterative methods. Numerical examples are also given in the paper, which coincide well with theoretical results.

High-order discontinuous Galerkin solver on hybrid anisotropic meshes for laminar and turbulent simulations

Efficient and robust solution strategies are developed for discontinuous Galerkin （DG） discretization of the Navier-Stokes （NS） and Reynolds-averaged NS （RANS） equations on structured/unstructured hybrid meshes. A novel line-implicit scheme is devised and implemented to reduce the memory gain and improve the computational eificiency for highly anisotropic meshes. A simple and effective technique to use the mod- ified Baldwin-Lomax （BL） model on the unstructured meshes for the DC methods is proposed. The compact Hermite weighted essentially non-oscillatory （HWENO） limiters are also investigated for the hybrid meshes to treat solution discontinuities. A variety of compressible viscous flows are performed to examine the capability of the present high- order DG solver. Numerical results indicate that the designed line-implicit algorithms exhibit weak dependence on the cell aspect-ratio as well as the discretization order. The accuracy and robustness of the proposed approaches are demonstrated by capturing com- plex flow structures and giving reliable predictions of benchmark turbulent problems.

Comparative numerical study of single and two-phase models of nanofluid heat transfer in wavy channel

The main purpose of this study is to survey numerically comparison of two- phase and single phase of heat transfer and flow field of copper-water nanofluid in a wavy channel. The computational fluid dynamics （CFD） prediction is used for heat transfer and flow prediction of the single phase and three different two-phase models （mixture, volume of fluid （VOF）, and Eulerian）. The heat transfer coefficient, temperature, and velocity distributions are investigated. The results show that the differences between the temperature fie].d in the single phase and two-phase models are greater than those in the hydrodynamic tleld. Also, it is found that the heat transfer coefficient predicted by the single phase model is enhanced by increasing the volume fraction of nanoparticles for all Reynolds numbers; while for the two-phase models, when the Reynolds number is low, increasing the volume fraction of nanoparticles will enhance the heat transfer coefficient in the front and the middle of the wavy channel, but gradually decrease along the wavy channel.

Benchmarking of two three-dimensional numerical models in time/space domain to predict railway-induced ground vibrations

In the last 30 years,the scientific community has developed and proposed different models and numerical approaches for the study of vibrations induced by railway traffic.Most of them are formulated in the frequency/wave number domain and with a 2.5D approach.Three-dimensional numerical models formulated in the time/space domain are less frequently used,mainly due to their high computational cost.Notwithstanding,these models present very attractive characteristics,such as the possibility of considering nonlinear behaviors or the modelling of excess pore pressure and non-homogeneous and non-periodic geometries in the longitudinal direction of the track.In this study,two 3D numerical approaches formulated in the time/space domain are compared and experimentally validated.The first one consists of a finite element approach and the second one of a finite difference approach.The experimental validation in an actual case situated in Carregado(Portugal)shows an acceptable fitting between the numerical results and the actual measurements for both models.However,there are some differences among them.This study therefore includes some recommendations for their use in practical soil dynamics and geotechnical engineering.

ON INCREASING THE PARALLELISM IN NUMERICAL ALGORITHMS

Parallel algorithms have been designed for the past 20 years initially by parallelising existing sequential algorithms for many different parallel architectures. More recently parallel strategies have been identified and utilized 'resulting in many new parallel algorithms. However the analysis of such algorithms reveals that further strategies can be applied to increase the parallelism. One of these, i.e., increasing the computational capacity in each processing node can reduce the congestion/communicgtion for shared memory/distributed memory multiprocessor systems and dramahcally improve the Performance of the algorithm. Two algorithms are identified and studied, i.e., the Cyclic reduction method for solving large tridiagonal linear systems in which the odd/even sequence is increased to a 'stride of 3' or more resulting in an improved algorithm. Similarly the Gaussian Elimination method for solving linear systems in which one element is eliminated at a time can be adapted to parallel form in which two elements are simultaneously eliminated resulting in the Parallel Implicit Elimination (P.I.E.) method. Numerical results are presented to support the analyses.