For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving temporal discretizations,we show that the simple boun...For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving temporal discretizations,we show that the simple bound-preserving limiter in Li et al.(SIAM J Numer Anal 56:3308–3345,2018)can enforce the strict bounds of the vorticity,if the velocity field satisfies a discrete divergence free constraint.For reducing oscillations,a modified TVB limiter adapted from Cockburn and Shu(SIAM J Numer Anal 31:607–627,1994)is constructed without affecting the bound-preserving property.This bound-preserving finite difference method can be used for any passive convection equation with a divergence free velocity field.展开更多
In this article, the authors establish some new nonlinear difference inequalities in two independent variables, which generalize some existing results and can be used as handy tools in the study of qualitative as well...In this article, the authors establish some new nonlinear difference inequalities in two independent variables, which generalize some existing results and can be used as handy tools in the study of qualitative as well as quantitative properties of solutions of certain classes of difference equations.展开更多
In this paper,a new finite element and finite difference(FE-FD)method has been developed for anisotropic parabolic interface problems with a known moving interface using Cartesian meshes.In the spatial discretization,...In this paper,a new finite element and finite difference(FE-FD)method has been developed for anisotropic parabolic interface problems with a known moving interface using Cartesian meshes.In the spatial discretization,the standard P,FE discretization is applied so that the part of the coefficient matrix is symmetric positive definite,while near the interface,the maximum principle preserving immersed interface discretization is applied.In the time discretization,a modified Crank-Nicolson discretization is employed so that the hybrid FE-FD is stable and second order accurate.Correction terms are needed when the interface crosses grid lines.The moving interface is represented by the zero level set of a Lipschitz continuous function.Numerical experiments presented in this paper confirm second orderconvergence.展开更多
The difference discrete system of Euler-beam with arbitrary supports was constructed by using the two order central difference formulas. This system is equivalent to the spring-mass-rigidrod model. By using the theory...The difference discrete system of Euler-beam with arbitrary supports was constructed by using the two order central difference formulas. This system is equivalent to the spring-mass-rigidrod model. By using the theory of oscillatory matrix, the signoscillatory property of stiffness matrices of this system was proved, and the necessary and sufficient condition for the system to be positive was obtained completely.展开更多
The discrete scheme called discrete operator difference for differential equations was given. Several difference elements for plate bending problems and plane problems were given. By investigating these elements, the ...The discrete scheme called discrete operator difference for differential equations was given. Several difference elements for plate bending problems and plane problems were given. By investigating these elements, the ability of the discrete forms expressing to the element functions was talked about. In discrete operator difference method, the displacements of the elements can be reproduced exactly in the discrete forms whether the displacements are conforming or not. According to this point, discrete operator difference method is a method with good performance.展开更多
In this paper, we consider the upwind difference scheme for singular perturbation problem (1.1). On a special discretization mesh, it is proved that the solution of the upwind difference scheme is first order converge...In this paper, we consider the upwind difference scheme for singular perturbation problem (1.1). On a special discretization mesh, it is proved that the solution of the upwind difference scheme is first order convergent, uniformly in the small parameter e , to the solution of problem (1.1). Numerical results are finally provided.展开更多
In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions ...In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.展开更多
The key issue in accelerating method of characteristics(MOC)transport calculations is in obtaining a completely equivalent low-order neutron transport or diffusion equation.Herein,an equivalent low-order angular flux ...The key issue in accelerating method of characteristics(MOC)transport calculations is in obtaining a completely equivalent low-order neutron transport or diffusion equation.Herein,an equivalent low-order angular flux nonlinear finite difference equation is proposed for MOC transport calculations.This method comprises three essential features:(1)the even parity discrete ordinates method is used to build a low-order angular flux nonlinear finite difference equation,and different boundary condition treatments are proposed;(2)two new defined factors,i.e.,the even parity discontinuity factor and odd parity discontinuity factor,are strictly defined to achieve equivalence between the low-order angular flux nonlinear finite difference method and MOC transport calculation;(3)the energy group and angle are decoupled to construct a symmetric linear system that is much easier to solve.The equivalence of this low-order angular flux nonlinear finite difference equation is analyzed for two-dimensional(2D)pin,2D assembly,and 2D C5G7 benchmark problems.Numerical results demonstrate that a low-order angular flux nonlinear finite difference equation that is completely equivalent to the pin-resolved transport equation is established.展开更多
In this paper, we present a method to solve difference differential equation(s). As an example, we apply this method to discrete KdV equation and Ablowitz-Ladik lattice equation. As a result, many exact solutions ar...In this paper, we present a method to solve difference differential equation(s). As an example, we apply this method to discrete KdV equation and Ablowitz-Ladik lattice equation. As a result, many exact solutions are obtained with the help of Maple including soliton solutions presented by hyperbolic functions sinh and cosh, periodic solutions presented by sin and cos and rational solutions. This method can also be used to other nonlinear difference-differential equation(s).展开更多
A definition is introduced about traveling waves of 2-1 dimension lattice difference equations. Discrete heat equation is introduced and a discussion is given for the existence of traveling waves. The theory of travel...A definition is introduced about traveling waves of 2-1 dimension lattice difference equations. Discrete heat equation is introduced and a discussion is given for the existence of traveling waves. The theory of traveling waves is extended on 2-1 dimension lattice difference equations. As an application, an example is presented to illustrate the main results.展开更多
This paper proposes a new nonconforming finite difference streamline diffusion method to solve incompressible time-dependent Navier-Stokes equations with a high Reynolds number. The backwards difference in time and th...This paper proposes a new nonconforming finite difference streamline diffusion method to solve incompressible time-dependent Navier-Stokes equations with a high Reynolds number. The backwards difference in time and the Crouzeix-Raviart (CR) element combined with the P0 element in space are used. The result shows that this scheme has good stabilities and error estimates independent of the viscosity coefficient.展开更多
The exploration of the memristor model in the discrete domain is a fascinating hotspot.The electromagnetic induction on neurons has also begun to be simulated by some discrete memristors.However,most of the current in...The exploration of the memristor model in the discrete domain is a fascinating hotspot.The electromagnetic induction on neurons has also begun to be simulated by some discrete memristors.However,most of the current investigations are based on the integer-order discrete memristor,and there are relatively few studies on the form of fractional order.In this paper,a new fractional-order discrete memristor model with prominent nonlinearity is constructed based on the Caputo fractional-order difference operator.Furthermore,the dynamical behaviors of the Rulkov neuron under electromagnetic radiation are simulated by introducing the proposed discrete memristor.The integer-order and fractional-order peculiarities of the system are analyzed through the bifurcation graph,the Lyapunov exponential spectrum,and the iterative graph.The results demonstrate that the fractional-order system has more abundant dynamics than the integer one,such as hyper-chaos,multi-stable and transient chaos.In addition,the complexity of the system in the fractional form is evaluated by the means of the spectral entropy complexity algorithm and consequences show that it is affected by the order of the fractional system.The feature of fractional difference lays the foundation for further research and application of the discrete memristor and the neuron map in the future.展开更多
In this study, finite difference method is used to solve the equations that govern groundwater flow to obtain flow rates, flow direction and hydraulic heads through an aquifer. The aim therefore is to discuss the prin...In this study, finite difference method is used to solve the equations that govern groundwater flow to obtain flow rates, flow direction and hydraulic heads through an aquifer. The aim therefore is to discuss the principles of Finite Difference Method and its applications in groundwater modelling. To achieve this, a rectangular grid is overlain an aquifer in order to obtain an exact solution. Initial and boundary conditions are then determined. By discretizing the system into grids and cells that are small compared to the entire aquifer, exact solutions are obtained. A flow chart of the computational algorithm for particle tracking is also developed. Results show that under a steady-state flow with no recharge, pathlines coincide with streamlines. It is also found that the accuracy of the numerical solution by Finite Difference Method is largely dependent on initial particle distribution and number of particles assigned to a cell. It is therefore concluded that Finite Difference Method can be used to predict the future direction of flow and particle location within a simulation domain.展开更多
This paper deals with a new higher order compact difference scheme, which is, O(h4) using coupled approach on the 19-point 3D stencil for the solution of three dimensional nonlinear biharmonic equations. At each inter...This paper deals with a new higher order compact difference scheme, which is, O(h4) using coupled approach on the 19-point 3D stencil for the solution of three dimensional nonlinear biharmonic equations. At each internal grid point, the solution u(x,y,z) and its Laplacian Δ4u are obtained. The resulting stencil algo-rithm is presented and hence this new algorithm can be easily incorporated to solve many problems. The present discretization allows us to use the Dirichlet boundary conditions only and there is no need to discretize the derivative boundary conditions near the boundary. We also show that special treatment is required to handle the boundary conditions. Convergence analysis for a model problem is briefly discussed. The method is tested on three problems and compares very favourably with the corresponding second order approximation which we also discuss using coupled approach.展开更多
Numerical diffusion and oscillatory behavior characteristics are averted applying numerical solutions of advection-diffusion equation are themselves immensely sophisticated. In this paper, two numerical methods have b...Numerical diffusion and oscillatory behavior characteristics are averted applying numerical solutions of advection-diffusion equation are themselves immensely sophisticated. In this paper, two numerical methods have been used to solve the advection diffusion equation. We use an explicit finite difference scheme for the advection diffusion equation and semi-discretization on the spatial variable for advection-diffusion equation yields a system of ordinary differential equations solved by Euler’s method. Numerical assessment has been executed with specified initial and boundary conditions, for which the exact solution is known. We compare the solutions of the advection diffusion equation as well as error analysis for both schemes.展开更多
This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that...This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.展开更多
为解决传统数字滤波器在有限精度实现时因有限字长(Finite Word Length,FWL)效应导致滤波器性能下降的问题,提出一种L_(2)灵敏度最小化的数字滤波器状态空间实现稀疏化方法.推导前向差分算子数字滤波器结构传输函数及其等效状态空间实现...为解决传统数字滤波器在有限精度实现时因有限字长(Finite Word Length,FWL)效应导致滤波器性能下降的问题,提出一种L_(2)灵敏度最小化的数字滤波器状态空间实现稀疏化方法.推导前向差分算子数字滤波器结构传输函数及其等效状态空间实现,根据可控及可观格莱姆矩阵得到基于相似变换矩阵的L_(2)灵敏度表达式,并进行稀疏化校准,将L_(2)灵敏度最小化问题转换为凸函数求最值问题,求导得到L_(2)灵敏度最小化表达式,代回即得前向差分算子数字滤波器的稀疏化状态空间实现.仿真结果表明,所提方法设计的数字滤波器具有更好的抗FWL效应.展开更多
文摘For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving temporal discretizations,we show that the simple bound-preserving limiter in Li et al.(SIAM J Numer Anal 56:3308–3345,2018)can enforce the strict bounds of the vorticity,if the velocity field satisfies a discrete divergence free constraint.For reducing oscillations,a modified TVB limiter adapted from Cockburn and Shu(SIAM J Numer Anal 31:607–627,1994)is constructed without affecting the bound-preserving property.This bound-preserving finite difference method can be used for any passive convection equation with a divergence free velocity field.
基金a HKU Seed grant the Research Grants Council of the Hong Kong SAR(HKU7016/07P)
文摘In this article, the authors establish some new nonlinear difference inequalities in two independent variables, which generalize some existing results and can be used as handy tools in the study of qualitative as well as quantitative properties of solutions of certain classes of difference equations.
基金partially supported by the National Natural Science Foundation of China(Grant No.12261070)the Ningxia Key Research and Development Project of China(Grant No.2022BSB03048)+2 种基金partially supported by the Simons(Grant No.633724)and by Fundacion Seneca grant 21760/IV/22partially supported by the Spanish national research project PID2019-108336GB-I00by Fundacion Séneca grant 21728/EE/22.(Este trabajo es resultado de las estancias(21760/IV/22)y(21728/EE/22)financiadas por la Fundacion Séneca-Agencia de Ciencia y Tecnologia de la Region de Murcia con cargo al Programa Regional de Movilidad,Colaboracion Internacional e Intercambio de Conocimiento"Jimenez de la Espada".(Plan de Actuacion 2022).
文摘In this paper,a new finite element and finite difference(FE-FD)method has been developed for anisotropic parabolic interface problems with a known moving interface using Cartesian meshes.In the spatial discretization,the standard P,FE discretization is applied so that the part of the coefficient matrix is symmetric positive definite,while near the interface,the maximum principle preserving immersed interface discretization is applied.In the time discretization,a modified Crank-Nicolson discretization is employed so that the hybrid FE-FD is stable and second order accurate.Correction terms are needed when the interface crosses grid lines.The moving interface is represented by the zero level set of a Lipschitz continuous function.Numerical experiments presented in this paper confirm second orderconvergence.
基金Project supported by the National Natural Science Foundation of China (No.60034010)
文摘The difference discrete system of Euler-beam with arbitrary supports was constructed by using the two order central difference formulas. This system is equivalent to the spring-mass-rigidrod model. By using the theory of oscillatory matrix, the signoscillatory property of stiffness matrices of this system was proved, and the necessary and sufficient condition for the system to be positive was obtained completely.
文摘The discrete scheme called discrete operator difference for differential equations was given. Several difference elements for plate bending problems and plane problems were given. By investigating these elements, the ability of the discrete forms expressing to the element functions was talked about. In discrete operator difference method, the displacements of the elements can be reproduced exactly in the discrete forms whether the displacements are conforming or not. According to this point, discrete operator difference method is a method with good performance.
文摘In this paper, we consider the upwind difference scheme for singular perturbation problem (1.1). On a special discretization mesh, it is proved that the solution of the upwind difference scheme is first order convergent, uniformly in the small parameter e , to the solution of problem (1.1). Numerical results are finally provided.
文摘In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.
基金the National Key R&D Program of China(No.2018YFE0180900).
文摘The key issue in accelerating method of characteristics(MOC)transport calculations is in obtaining a completely equivalent low-order neutron transport or diffusion equation.Herein,an equivalent low-order angular flux nonlinear finite difference equation is proposed for MOC transport calculations.This method comprises three essential features:(1)the even parity discrete ordinates method is used to build a low-order angular flux nonlinear finite difference equation,and different boundary condition treatments are proposed;(2)two new defined factors,i.e.,the even parity discontinuity factor and odd parity discontinuity factor,are strictly defined to achieve equivalence between the low-order angular flux nonlinear finite difference method and MOC transport calculation;(3)the energy group and angle are decoupled to construct a symmetric linear system that is much easier to solve.The equivalence of this low-order angular flux nonlinear finite difference equation is analyzed for two-dimensional(2D)pin,2D assembly,and 2D C5G7 benchmark problems.Numerical results demonstrate that a low-order angular flux nonlinear finite difference equation that is completely equivalent to the pin-resolved transport equation is established.
基金The project supported by the State Key Basic Research Program of China under Grant No 2004CB318000
文摘In this paper, we present a method to solve difference differential equation(s). As an example, we apply this method to discrete KdV equation and Ablowitz-Ladik lattice equation. As a result, many exact solutions are obtained with the help of Maple including soliton solutions presented by hyperbolic functions sinh and cosh, periodic solutions presented by sin and cos and rational solutions. This method can also be used to other nonlinear difference-differential equation(s).
基金Supported by the National Natural Science Foundation of China(Ill61049)
文摘A definition is introduced about traveling waves of 2-1 dimension lattice difference equations. Discrete heat equation is introduced and a discussion is given for the existence of traveling waves. The theory of traveling waves is extended on 2-1 dimension lattice difference equations. As an application, an example is presented to illustrate the main results.
基金supported by the National Natural Science Foundation of China(Nos.11271273 and 11271298)
文摘This paper proposes a new nonconforming finite difference streamline diffusion method to solve incompressible time-dependent Navier-Stokes equations with a high Reynolds number. The backwards difference in time and the Crouzeix-Raviart (CR) element combined with the P0 element in space are used. The result shows that this scheme has good stabilities and error estimates independent of the viscosity coefficient.
基金supported by the Major Research Plan of the National Natural Science Foundation of China(Grant No.91964108)the National Natural Science Foundation of China(Grant No.61971185)the Natural Science Foundation of Hunan Province,China(Grant No.2020JJ4218).
文摘The exploration of the memristor model in the discrete domain is a fascinating hotspot.The electromagnetic induction on neurons has also begun to be simulated by some discrete memristors.However,most of the current investigations are based on the integer-order discrete memristor,and there are relatively few studies on the form of fractional order.In this paper,a new fractional-order discrete memristor model with prominent nonlinearity is constructed based on the Caputo fractional-order difference operator.Furthermore,the dynamical behaviors of the Rulkov neuron under electromagnetic radiation are simulated by introducing the proposed discrete memristor.The integer-order and fractional-order peculiarities of the system are analyzed through the bifurcation graph,the Lyapunov exponential spectrum,and the iterative graph.The results demonstrate that the fractional-order system has more abundant dynamics than the integer one,such as hyper-chaos,multi-stable and transient chaos.In addition,the complexity of the system in the fractional form is evaluated by the means of the spectral entropy complexity algorithm and consequences show that it is affected by the order of the fractional system.The feature of fractional difference lays the foundation for further research and application of the discrete memristor and the neuron map in the future.
文摘In this study, finite difference method is used to solve the equations that govern groundwater flow to obtain flow rates, flow direction and hydraulic heads through an aquifer. The aim therefore is to discuss the principles of Finite Difference Method and its applications in groundwater modelling. To achieve this, a rectangular grid is overlain an aquifer in order to obtain an exact solution. Initial and boundary conditions are then determined. By discretizing the system into grids and cells that are small compared to the entire aquifer, exact solutions are obtained. A flow chart of the computational algorithm for particle tracking is also developed. Results show that under a steady-state flow with no recharge, pathlines coincide with streamlines. It is also found that the accuracy of the numerical solution by Finite Difference Method is largely dependent on initial particle distribution and number of particles assigned to a cell. It is therefore concluded that Finite Difference Method can be used to predict the future direction of flow and particle location within a simulation domain.
文摘This paper deals with a new higher order compact difference scheme, which is, O(h4) using coupled approach on the 19-point 3D stencil for the solution of three dimensional nonlinear biharmonic equations. At each internal grid point, the solution u(x,y,z) and its Laplacian Δ4u are obtained. The resulting stencil algo-rithm is presented and hence this new algorithm can be easily incorporated to solve many problems. The present discretization allows us to use the Dirichlet boundary conditions only and there is no need to discretize the derivative boundary conditions near the boundary. We also show that special treatment is required to handle the boundary conditions. Convergence analysis for a model problem is briefly discussed. The method is tested on three problems and compares very favourably with the corresponding second order approximation which we also discuss using coupled approach.
文摘Numerical diffusion and oscillatory behavior characteristics are averted applying numerical solutions of advection-diffusion equation are themselves immensely sophisticated. In this paper, two numerical methods have been used to solve the advection diffusion equation. We use an explicit finite difference scheme for the advection diffusion equation and semi-discretization on the spatial variable for advection-diffusion equation yields a system of ordinary differential equations solved by Euler’s method. Numerical assessment has been executed with specified initial and boundary conditions, for which the exact solution is known. We compare the solutions of the advection diffusion equation as well as error analysis for both schemes.
文摘This paper considers pricing European options under the well-known of SVJ model of Bates and related computational methods. According to the no-arbitrage principle, we first derive a partial differential equation that the value of any European contingent claim should satisfy, where the asset price obeys the SVJ model. This equation is numerically solved by using the implicit- explicit backward difference method and time semi-discretization. In order to explain the validity of our method, the stability of time semi-discretization scheme is also proved. Finally, we use a simulation example to illustrate the efficiency of the method.
文摘为解决传统数字滤波器在有限精度实现时因有限字长(Finite Word Length,FWL)效应导致滤波器性能下降的问题,提出一种L_(2)灵敏度最小化的数字滤波器状态空间实现稀疏化方法.推导前向差分算子数字滤波器结构传输函数及其等效状态空间实现,根据可控及可观格莱姆矩阵得到基于相似变换矩阵的L_(2)灵敏度表达式,并进行稀疏化校准,将L_(2)灵敏度最小化问题转换为凸函数求最值问题,求导得到L_(2)灵敏度最小化表达式,代回即得前向差分算子数字滤波器的稀疏化状态空间实现.仿真结果表明,所提方法设计的数字滤波器具有更好的抗FWL效应.