The best finite-difference scheme for the Helmholtz equation is suggested. A method of solving obtained finite-difference scheme is developed. The efficiency and accuracy of method were tested on several examples.
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
A global seventh-order dissipative compact finite-difference scheme is optimized in terms of time stability. The dissipative parameters appearing in the boundary closures are assumed to be different, resulting in an o...A global seventh-order dissipative compact finite-difference scheme is optimized in terms of time stability. The dissipative parameters appearing in the boundary closures are assumed to be different, resulting in an optimization problem with several parameters determined by applying a generic algorithm. The optimized schemes are analyzed carefully from the aspects of the eigenvalue distribution, the ε-pseudospectra, the short time behavior, and the Fourier analysis. Numerical experiments for the Euler equations are used to show the effectiveness of the final recommended scheme.展开更多
The method of splitting a plane-wave finite-difference time-domain (SP-FDTD) algorithm is presented for the initiation of plane-wave source in the total-field / scattered-field (TF/SF) formulation of high-order sy...The method of splitting a plane-wave finite-difference time-domain (SP-FDTD) algorithm is presented for the initiation of plane-wave source in the total-field / scattered-field (TF/SF) formulation of high-order symplectic finite- difference time-domain (SFDTD) scheme for the first time. By splitting the fields on one-dimensional grid and using the nature of numerical plane-wave in finite-difference time-domain (FDTD), the identical dispersion relation can be obtained and proved between the one-dimensional and three-dimensional grids. An efficient plane-wave source is simulated on one-dimensional grid and a perfect match can be achieved for a plane-wave propagating at any angle forming an integer grid cell ratio. Numerical simulations show that the method is valid for SFDTD and the residual field in SF region is shrinked down to -300 dB.展开更多
An efficient conformal locally one-dimensional finite-difference time-domain(LOD-CFDTD) method is presented for solving two-dimensional(2D) electromagnetic(EM) scattering problems. The formulation for the 2D tra...An efficient conformal locally one-dimensional finite-difference time-domain(LOD-CFDTD) method is presented for solving two-dimensional(2D) electromagnetic(EM) scattering problems. The formulation for the 2D transverse-electric(TE) case is presented and its stability property and numerical dispersion relationship are theoretically investigated. It is shown that the introduction of irregular grids will not damage the numerical stability. Instead of the staircasing approximation, the conformal scheme is only employed to model the curve boundaries, whereas the standard Yee grids are used for the remaining regions. As the irregular grids account for a very small percentage of the total space grids, the conformal scheme has little effect on the numerical dispersion. Moreover, the proposed method, which requires fewer arithmetic operations than the alternating-direction-implicit(ADI) CFDTD method, leads to a further reduction of the CPU time. With the total-field/scattered-field(TF/SF) boundary and the perfectly matched layer(PML), the radar cross section(RCS) of two2 D structures is calculated. The numerical examples verify the accuracy and efficiency of the proposed method.展开更多
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
This paper proposed several new types of finite-difference methods for the shallow water equation in absolute coordinate system and put forward an effective two-step predictor-corrector method, a compact and iterative...This paper proposed several new types of finite-difference methods for the shallow water equation in absolute coordinate system and put forward an effective two-step predictor-corrector method, a compact and iterative algorithm for five diagonal matrix. Then the iterative method was used for a multi-grid procedure for shallow water equation. A t last, an initial-boundary value problem was considered, and the numerical results show that the linear sinusoidal wave would successively evolve into conoidal wave.展开更多
To efficiently simulate and calculate the radar cross section(RCS) related electromagnetic problems by employing the finite-difference time-domain(FDTD) algorithm, an efficient stretched coordinate perfectly matched l...To efficiently simulate and calculate the radar cross section(RCS) related electromagnetic problems by employing the finite-difference time-domain(FDTD) algorithm, an efficient stretched coordinate perfectly matched layer(ESC-PML) based upon the exponential time differencing(ETD) method is proposed.The proposed implementation can not only reduce the number of auxiliary variables in the SC-PML regions but also maintain the ability of the original SC-PML in terms of the absorbing performance. Compared with the other existed algorithms, the ETDFDTD method shows the least memory consumption resulting in the computational efficiency. The effectiveness and efficiency of the proposed ESC-PML scheme is verified through the RCS relevant problems including the perfect E conductor(PEC) sphere model and the patch antenna model. The results indicate that the proposed scheme has the advantages of the ETD-FDTD method and ESC-PML scheme in terms of high computational efficiency and considerable computational accuracy.展开更多
Forward modeling of elastic wave propagation in porous media has great importance for understanding and interpreting the influences of rock properties on characteristics of seismic wavefield. However,the finite-differ...Forward modeling of elastic wave propagation in porous media has great importance for understanding and interpreting the influences of rock properties on characteristics of seismic wavefield. However,the finite-difference forward-modeling method is usually implemented with global spatial grid-size and time-step; it consumes large amounts of computational cost when small-scaled oil/gas-bearing structures or large velocity-contrast exist underground. To overcome this handicap,combined with variable grid-size and time-step,this paper developed a staggered-grid finite-difference scheme for elastic wave modeling in porous media. Variable finite-difference coefficients and wavefield interpolation were used to realize the transition of wave propagation between regions of different grid-size. The accuracy and efficiency of the algorithm were shown by numerical examples. The proposed method is advanced with low computational cost in elastic wave simulation for heterogeneous oil/gas reservoirs.展开更多
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
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
Bayesian predictive probability density function is obtained when the underlying pop-ulation distribution is exponentiated and subjective prior is used. The corresponding predictive survival function is then obtained ...Bayesian predictive probability density function is obtained when the underlying pop-ulation distribution is exponentiated and subjective prior is used. The corresponding predictive survival function is then obtained and used in constructing 100(1 – ?)% predictive interval, using one- and two- sample schemes when the size of the future sample is fixed and random. In the random case, the size of the future sample is assumed to follow the truncated Poisson distribution with parameter λ. Special attention is paid to the exponentiated Burr type XII population, from which the data are drawn. Two illustrative examples are given, one of which uses simulated data and the other uses data that represent the breaking strength of 64 single carbon fibers of length 10, found in Lawless [40].展开更多
The reliability of a system is discussed when the strength of the system and the stress imposed on it are independent and non-identical exponentiated Pareto distributed random variables with progressively censored sch...The reliability of a system is discussed when the strength of the system and the stress imposed on it are independent and non-identical exponentiated Pareto distributed random variables with progressively censored scheme.Different interval estimations are proposed.The interval estimations obtained are exact,approximate and bootstrap confidence intervals.Different methods and the corresponding confidence intervals are compared using Monte-Carlo simulations.Simulation results show that the confidence intervals(CIs)of exact and approximate methods are really better than those of the bootstrap method.展开更多
The heat equation is a second-order parabolic partial differential equation, which can be solved in many ways using numerical methods. This paper provides a numerical solution that uses the finite difference method li...The heat equation is a second-order parabolic partial differential equation, which can be solved in many ways using numerical methods. This paper provides a numerical solution that uses the finite difference method like the explicit center difference method. The forward time and centered space (FTCS) is used to a problem containing the one-dimensional heat equation and the stability condition of the scheme is reported with different thermal conductivity of different materials. In this study, results obtained for different thermal conductivity of distinct materials are compared. Also, the results reveal the well-behavior properties of the materials in good agreement.展开更多
Finite-difference(FD)method is the most extensively employed numerical modeling technique.Nevertheless,when using the FD method to simulate the seismic wave propagation,the large spatial or temporal sampling interval ...Finite-difference(FD)method is the most extensively employed numerical modeling technique.Nevertheless,when using the FD method to simulate the seismic wave propagation,the large spatial or temporal sampling interval can lead to dispersion errors and numerical instability.In the FD scheme,the key factor in determining both dispersion errors and stability is the selection of the FD weights.Thus,How to obtain appropriate FD weights to guarantee a stable numerical modeling process with minimum dispersion error is critical.The FD weights computation strategies can be classified into three types based on different computational ideologies,window function strategy,optimization strategy,and Taylor expansion strategy.In this paper,we provide a comprehensive overview of these three strategies by presenting their fundamental theories.We conduct a set of comparative analyses of their strengths and weaknesses through various analysis tests and numerical modelings.According to these comparisons,we provide two potential research directions of this field:Firstly,the development of a computational strategy for FD weights that enhances stability;Secondly,obtaining FD weights that exhibit a wide bandwidth while minimizing dispersion errors.展开更多
In this paper, we present splitting schemes for the two-level Bloch model. After proposing two ways to split the Bloch equation, we show that it is possible in each case togenerate exact numerical solutions of the obt...In this paper, we present splitting schemes for the two-level Bloch model. After proposing two ways to split the Bloch equation, we show that it is possible in each case togenerate exact numerical solutions of the obtained sub-equations. These exact solutionsinvolve matrix exponentials which can be expensive to compute. Here, for 2×2 matriceswe develop equivalent formulations which reduce the computational cost. These splittingschemes are nonstandard ones and conserve all the physical properties (Hermicity, positiveness and trace) of Bloch equations. In addition, they are explicit, making effectivetheir implementation when coupled with the Maxwell’s equations.展开更多
This paper applies exponentially fitted trapezoidal scheme to a stochastic oscillator. The scheme is convergent with mean-square order 1 and symplectic. Its numerical solution oscillates and the second moment increase...This paper applies exponentially fitted trapezoidal scheme to a stochastic oscillator. The scheme is convergent with mean-square order 1 and symplectic. Its numerical solution oscillates and the second moment increases linearly with time. The numerical example verifies the analysis of the scheme.展开更多
The approach to optimization of finite-difference(FD)schemes for the linear advection equation(LAE)is proposed.The FD schemes dependent on the scalar dimensionless parameter are considered.The parameter is included in...The approach to optimization of finite-difference(FD)schemes for the linear advection equation(LAE)is proposed.The FD schemes dependent on the scalar dimensionless parameter are considered.The parameter is included in the expression,which approximates the term with spatial derivatives.The approach is based on the considering of the dispersive and dissipative characteristics of the schemes as the functions of the parameter.For the proper choice of the parameter,these functions are minimized.The approach is applied to the optimization of two-step schemes with an asymmetric approximation of time derivative and with various approximations of the spatial term.The cases of schemes from first to fourth approximation orders are considered.The optimal values of the parameter are obtained.Schemes with the optimal values are applied to the solution of test problems with smooth and discontinuous initial conditions.Also,schemes are used in the FD-based lattice Boltzmann method(LBM)for modeling of the compressible gas flow.The obtained numerical results demonstrate the convergence of the schemes and decaying of the numerical dispersion.展开更多
文摘The best finite-difference scheme for the Helmholtz equation is suggested. A method of solving obtained finite-difference scheme is developed. The efficiency and accuracy of method were tested on several examples.
文摘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.
基金Project supported by the National Natural Science Foundation of China(Nos.11601517,11502296,61772542,and 61561146395)the Basic Research Foundation of National University of Defense Technology(No.ZDYYJ-CYJ20140101)
文摘A global seventh-order dissipative compact finite-difference scheme is optimized in terms of time stability. The dissipative parameters appearing in the boundary closures are assumed to be different, resulting in an optimization problem with several parameters determined by applying a generic algorithm. The optimized schemes are analyzed carefully from the aspects of the eigenvalue distribution, the ε-pseudospectra, the short time behavior, and the Fourier analysis. Numerical experiments for the Euler equations are used to show the effectiveness of the final recommended scheme.
基金supported by the National Natural Science Foundation of China(Grant Nos.60931002 and 61101064)the Universities Natural Science Foundation of Anhui Province,China(Grant Nos.KJ2011A002 and 1108085J01)
文摘The method of splitting a plane-wave finite-difference time-domain (SP-FDTD) algorithm is presented for the initiation of plane-wave source in the total-field / scattered-field (TF/SF) formulation of high-order symplectic finite- difference time-domain (SFDTD) scheme for the first time. By splitting the fields on one-dimensional grid and using the nature of numerical plane-wave in finite-difference time-domain (FDTD), the identical dispersion relation can be obtained and proved between the one-dimensional and three-dimensional grids. An efficient plane-wave source is simulated on one-dimensional grid and a perfect match can be achieved for a plane-wave propagating at any angle forming an integer grid cell ratio. Numerical simulations show that the method is valid for SFDTD and the residual field in SF region is shrinked down to -300 dB.
基金supported by the National Natural Science Foundation of China(Grant Nos.61331007 and 61471105)
文摘An efficient conformal locally one-dimensional finite-difference time-domain(LOD-CFDTD) method is presented for solving two-dimensional(2D) electromagnetic(EM) scattering problems. The formulation for the 2D transverse-electric(TE) case is presented and its stability property and numerical dispersion relationship are theoretically investigated. It is shown that the introduction of irregular grids will not damage the numerical stability. Instead of the staircasing approximation, the conformal scheme is only employed to model the curve boundaries, whereas the standard Yee grids are used for the remaining regions. As the irregular grids account for a very small percentage of the total space grids, the conformal scheme has little effect on the numerical dispersion. Moreover, the proposed method, which requires fewer arithmetic operations than the alternating-direction-implicit(ADI) CFDTD method, leads to a further reduction of the CPU time. With the total-field/scattered-field(TF/SF) boundary and the perfectly matched layer(PML), the radar cross section(RCS) of two2 D structures is calculated. The numerical examples verify the accuracy and efficiency of the proposed method.
文摘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.
文摘This paper proposed several new types of finite-difference methods for the shallow water equation in absolute coordinate system and put forward an effective two-step predictor-corrector method, a compact and iterative algorithm for five diagonal matrix. Then the iterative method was used for a multi-grid procedure for shallow water equation. A t last, an initial-boundary value problem was considered, and the numerical results show that the linear sinusoidal wave would successively evolve into conoidal wave.
基金supported by the National Natural Science Foundation of China(61571022611971022)。
文摘To efficiently simulate and calculate the radar cross section(RCS) related electromagnetic problems by employing the finite-difference time-domain(FDTD) algorithm, an efficient stretched coordinate perfectly matched layer(ESC-PML) based upon the exponential time differencing(ETD) method is proposed.The proposed implementation can not only reduce the number of auxiliary variables in the SC-PML regions but also maintain the ability of the original SC-PML in terms of the absorbing performance. Compared with the other existed algorithms, the ETDFDTD method shows the least memory consumption resulting in the computational efficiency. The effectiveness and efficiency of the proposed ESC-PML scheme is verified through the RCS relevant problems including the perfect E conductor(PEC) sphere model and the patch antenna model. The results indicate that the proposed scheme has the advantages of the ETD-FDTD method and ESC-PML scheme in terms of high computational efficiency and considerable computational accuracy.
基金supported by the National Basic Research Program of China (No. 2013CB228604)the National Science and Technology Major Project (No. 2011ZX05030-004-002,2011ZX05019-003)the National Natural Science Foundation (No. 41004050)
文摘Forward modeling of elastic wave propagation in porous media has great importance for understanding and interpreting the influences of rock properties on characteristics of seismic wavefield. However,the finite-difference forward-modeling method is usually implemented with global spatial grid-size and time-step; it consumes large amounts of computational cost when small-scaled oil/gas-bearing structures or large velocity-contrast exist underground. To overcome this handicap,combined with variable grid-size and time-step,this paper developed a staggered-grid finite-difference scheme for elastic wave modeling in porous media. Variable finite-difference coefficients and wavefield interpolation were used to realize the transition of wave propagation between regions of different grid-size. The accuracy and efficiency of the algorithm were shown by numerical examples. The proposed method is advanced with low computational cost in elastic wave simulation for heterogeneous oil/gas reservoirs.
文摘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.
文摘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.
文摘Bayesian predictive probability density function is obtained when the underlying pop-ulation distribution is exponentiated and subjective prior is used. The corresponding predictive survival function is then obtained and used in constructing 100(1 – ?)% predictive interval, using one- and two- sample schemes when the size of the future sample is fixed and random. In the random case, the size of the future sample is assumed to follow the truncated Poisson distribution with parameter λ. Special attention is paid to the exponentiated Burr type XII population, from which the data are drawn. Two illustrative examples are given, one of which uses simulated data and the other uses data that represent the breaking strength of 64 single carbon fibers of length 10, found in Lawless [40].
基金Natural Science Foundation of Guangdong Province,China(No.2018A030313829)Characteristic Innovation Projects of Ordinary Universities of Guangdong Province,China(No.2019KTSCX202)+1 种基金Higher Education Teaching Reform Project of Guangdong Province,China(No.2019625)Zhaoqing Educational Development Research Institute Project,China(No.ZQJYY2019033)。
文摘The reliability of a system is discussed when the strength of the system and the stress imposed on it are independent and non-identical exponentiated Pareto distributed random variables with progressively censored scheme.Different interval estimations are proposed.The interval estimations obtained are exact,approximate and bootstrap confidence intervals.Different methods and the corresponding confidence intervals are compared using Monte-Carlo simulations.Simulation results show that the confidence intervals(CIs)of exact and approximate methods are really better than those of the bootstrap method.
文摘The heat equation is a second-order parabolic partial differential equation, which can be solved in many ways using numerical methods. This paper provides a numerical solution that uses the finite difference method like the explicit center difference method. The forward time and centered space (FTCS) is used to a problem containing the one-dimensional heat equation and the stability condition of the scheme is reported with different thermal conductivity of different materials. In this study, results obtained for different thermal conductivity of distinct materials are compared. Also, the results reveal the well-behavior properties of the materials in good agreement.
基金supported by the Marine S&T Fund of Shandong Province for Pilot National Laboratory for Marine Science and Technology (Qingdao) (No.2021QNLM020001)the Major Scientific and Technological Projects of Shandong Energy Group (No.SNKJ2022A06-R23)+2 种基金the Funds of Creative Research Groups of China (No.41821002)National Natural Science Foundation of China Outstanding Youth Science Fund Project (Overseas) (No.ZX20230152)the Major Scientific and Technological Projects of CNPC (No.ZD2019-183-003)。
文摘Finite-difference(FD)method is the most extensively employed numerical modeling technique.Nevertheless,when using the FD method to simulate the seismic wave propagation,the large spatial or temporal sampling interval can lead to dispersion errors and numerical instability.In the FD scheme,the key factor in determining both dispersion errors and stability is the selection of the FD weights.Thus,How to obtain appropriate FD weights to guarantee a stable numerical modeling process with minimum dispersion error is critical.The FD weights computation strategies can be classified into three types based on different computational ideologies,window function strategy,optimization strategy,and Taylor expansion strategy.In this paper,we provide a comprehensive overview of these three strategies by presenting their fundamental theories.We conduct a set of comparative analyses of their strengths and weaknesses through various analysis tests and numerical modelings.According to these comparisons,we provide two potential research directions of this field:Firstly,the development of a computational strategy for FD weights that enhances stability;Secondly,obtaining FD weights that exhibit a wide bandwidth while minimizing dispersion errors.
文摘In this paper, we present splitting schemes for the two-level Bloch model. After proposing two ways to split the Bloch equation, we show that it is possible in each case togenerate exact numerical solutions of the obtained sub-equations. These exact solutionsinvolve matrix exponentials which can be expensive to compute. Here, for 2×2 matriceswe develop equivalent formulations which reduce the computational cost. These splittingschemes are nonstandard ones and conserve all the physical properties (Hermicity, positiveness and trace) of Bloch equations. In addition, they are explicit, making effectivetheir implementation when coupled with the Maxwell’s equations.
文摘This paper applies exponentially fitted trapezoidal scheme to a stochastic oscillator. The scheme is convergent with mean-square order 1 and symplectic. Its numerical solution oscillates and the second moment increases linearly with time. The numerical example verifies the analysis of the scheme.
文摘The approach to optimization of finite-difference(FD)schemes for the linear advection equation(LAE)is proposed.The FD schemes dependent on the scalar dimensionless parameter are considered.The parameter is included in the expression,which approximates the term with spatial derivatives.The approach is based on the considering of the dispersive and dissipative characteristics of the schemes as the functions of the parameter.For the proper choice of the parameter,these functions are minimized.The approach is applied to the optimization of two-step schemes with an asymmetric approximation of time derivative and with various approximations of the spatial term.The cases of schemes from first to fourth approximation orders are considered.The optimal values of the parameter are obtained.Schemes with the optimal values are applied to the solution of test problems with smooth and discontinuous initial conditions.Also,schemes are used in the FD-based lattice Boltzmann method(LBM)for modeling of the compressible gas flow.The obtained numerical results demonstrate the convergence of the schemes and decaying of the numerical dispersion.