In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improv...In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improved, so it is especially suitable for large scale systems. For Brown’s equations, an existing article reported that when the dimension of the equation N = 40, the subroutines they used could not give a solution, as compared with our method, we can easily solve this equation even when N = 100. Other two large equations have the dimension of N = 1000, all the existing available methods have great difficulties to handle them, however, our method proposed in this paper can deal with those tough equations without any difficulties. The sigularity and choosing initial values problems were also mentioned in this paper.展开更多
Nonlinear methods are combined with Runge Kutta methods to develop A stable explicit nonlinear Runge Kutta methods for solving stiff differential equations and a class of the third order formulae are constructed.I...Nonlinear methods are combined with Runge Kutta methods to develop A stable explicit nonlinear Runge Kutta methods for solving stiff differential equations and a class of the third order formulae are constructed.It avoids solving the nonlinear equations which implicit methods must solve. Implementation is very simple and the computation cost for each step is small.This paper uses a shift transformation to avoid the order reduction of nonlinear methods at y = 0 . Thus the method is very practicable. Numerical tests show that the method is more efficient than explicit methods or implicit methods of the same order.展开更多
In this article we present a new family of high order accurate Arbitrary Lagrangian-Eulerian one-step WENO finite volume schemes for the solution of stiff hyperbolic balance laws.High order accuracy in space is obtain...In this article we present a new family of high order accurate Arbitrary Lagrangian-Eulerian one-step WENO finite volume schemes for the solution of stiff hyperbolic balance laws.High order accuracy in space is obtained with a standard WENO reconstruction algorithm and high order in time is obtained using the local space-time discontinuous Galerkinmethod recently proposed in[20].In the Lagrangian framework considered here,the local space-time DG predictor is based on a weak formulation of the governing PDE on a moving space-time element.For the spacetime basis and test functions we use Lagrange interpolation polynomials defined by tensor-product Gauss-Legendre quadrature points.The moving space-time elements are mapped to a reference element using an isoparametric approach,i.e.the spacetime mapping is defined by the same basis functions as the weak solution of the PDE.We show some computational examples in one space-dimension for non-stiff and for stiff balance laws,in particular for the Euler equations of compressible gas dynamics,for the resistive relativistic MHD equations,and for the relativistic radiation hydrodynamics equations.Numerical convergence results are presented for the stiff case up to sixth order of accuracy in space and time and for the non-stiff case up to eighth order of accuracy in space and time.展开更多
In this paper,we present the backward stochastic Taylor expansions for a Ito process,including backward Ito-Taylor expansions and backward Stratonovich-Taylor expansions.We construct the general full implicit strong T...In this paper,we present the backward stochastic Taylor expansions for a Ito process,including backward Ito-Taylor expansions and backward Stratonovich-Taylor expansions.We construct the general full implicit strong Taylor approximations(including Ito-Taylor and Stratonovich-Taylor schemes)with implicitness in both the deterministic and the stochastic terms for the stiff stochastic differential equations(SSDE)by employing truncations of backward stochastic Taylor expansions.We demonstrate that these schemes will converge strongly with corresponding order 1,2,3,....Mean-square stability has been investigated for full implicit strong Stratonovich-Taylor scheme with order 2,and it has larger meansquare stability region than the explicit and the semi-implicit strong Stratonovich-Taylor schemes with order 2.We can improve the stability of simulations considerably without too much additional computational effort by using our full implicit schemes.The full implicit strong Taylor schemes allow a larger range of time step sizes than other schemes and are suitable for SSDE with stiffness on both the drift and the diffusion terms.Our numerical experiment show these points.展开更多
A novel canonical Euler splitting method is proposed for nonlinear compositestiff functional differential-algebraic equations, the stability and convergence of themethod is evidenced, theoretical results are further c...A novel canonical Euler splitting method is proposed for nonlinear compositestiff functional differential-algebraic equations, the stability and convergence of themethod is evidenced, theoretical results are further confirmed by some numerical experiments.Especially, the numerical method and its theories can be applied to specialcases, such as delay differential-algebraic equations and integral differential-algebraicequations.展开更多
A class of general modified split-step balanced methods proposed in the paper can be applied to solve stiff stochastic differential systems with m-dimensional multiplicative noise. Compared to some other already repor...A class of general modified split-step balanced methods proposed in the paper can be applied to solve stiff stochastic differential systems with m-dimensional multiplicative noise. Compared to some other already reported split-step balanced methods, the drift increment function of the methods can be taken from any chosen ane-step ordinary differential equations （ODEs） solver. The schemes is proved to be strong convergent with order one. For the mean-square stability analysis, the investigation is confined to two cases. Some numerical experiments are reported to testify the performance and the effectiveness of the methods.展开更多
B-stability and B-convergence theories of Runge-Kutta methods for nonlinear stiff Volterra func-tional differential equations (VFDEs) are established which provide unified theoretical foundation for the studyof Runge-...B-stability and B-convergence theories of Runge-Kutta methods for nonlinear stiff Volterra func-tional differential equations (VFDEs) are established which provide unified theoretical foundation for the studyof Runge-Kutta methods when applied to nonlinear stiff initial value problems (IVPs) in ordinary differentialequations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs) and VFDEs ofother type which appear in practice.展开更多
A series of stability, contractivity and asymptotic stability results of the solutions to nonlinear stiff Volterra functional differential equations (VFDEs) in Banach spaces is obtained, which provides the unified the...A series of stability, contractivity and asymptotic stability results of the solutions to nonlinear stiff Volterra functional differential equations (VFDEs) in Banach spaces is obtained, which provides the unified theoretical foundation for the stability analysis of solutions to nonlinear stiff problems in ordinary differential equations(ODEs), delay differential equations(DDEs), integro-differential equations(IDEs) and VFDEs of other type which appear in practice.展开更多
文摘In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improved, so it is especially suitable for large scale systems. For Brown’s equations, an existing article reported that when the dimension of the equation N = 40, the subroutines they used could not give a solution, as compared with our method, we can easily solve this equation even when N = 100. Other two large equations have the dimension of N = 1000, all the existing available methods have great difficulties to handle them, however, our method proposed in this paper can deal with those tough equations without any difficulties. The sigularity and choosing initial values problems were also mentioned in this paper.
基金Supported by the National Natural Science Foundationof China(No.195 710 4 6 )
文摘Nonlinear methods are combined with Runge Kutta methods to develop A stable explicit nonlinear Runge Kutta methods for solving stiff differential equations and a class of the third order formulae are constructed.It avoids solving the nonlinear equations which implicit methods must solve. Implementation is very simple and the computation cost for each step is small.This paper uses a shift transformation to avoid the order reduction of nonlinear methods at y = 0 . Thus the method is very practicable. Numerical tests show that the method is more efficient than explicit methods or implicit methods of the same order.
基金the European Research Council under the European Union’s Seventh Framework Programme(FP7/2007-2013)under the research project STiMulUs,ERC Grant agreement no.278267.
文摘In this article we present a new family of high order accurate Arbitrary Lagrangian-Eulerian one-step WENO finite volume schemes for the solution of stiff hyperbolic balance laws.High order accuracy in space is obtained with a standard WENO reconstruction algorithm and high order in time is obtained using the local space-time discontinuous Galerkinmethod recently proposed in[20].In the Lagrangian framework considered here,the local space-time DG predictor is based on a weak formulation of the governing PDE on a moving space-time element.For the spacetime basis and test functions we use Lagrange interpolation polynomials defined by tensor-product Gauss-Legendre quadrature points.The moving space-time elements are mapped to a reference element using an isoparametric approach,i.e.the spacetime mapping is defined by the same basis functions as the weak solution of the PDE.We show some computational examples in one space-dimension for non-stiff and for stiff balance laws,in particular for the Euler equations of compressible gas dynamics,for the resistive relativistic MHD equations,and for the relativistic radiation hydrodynamics equations.Numerical convergence results are presented for the stiff case up to sixth order of accuracy in space and time and for the non-stiff case up to eighth order of accuracy in space and time.
基金supported by the Fundamental Research Funds for the Central Universities of China,and the second author is supported by the National Natural Fund Projects of China(Nos.11771100,12071332).
文摘In this paper,we present the backward stochastic Taylor expansions for a Ito process,including backward Ito-Taylor expansions and backward Stratonovich-Taylor expansions.We construct the general full implicit strong Taylor approximations(including Ito-Taylor and Stratonovich-Taylor schemes)with implicitness in both the deterministic and the stochastic terms for the stiff stochastic differential equations(SSDE)by employing truncations of backward stochastic Taylor expansions.We demonstrate that these schemes will converge strongly with corresponding order 1,2,3,....Mean-square stability has been investigated for full implicit strong Stratonovich-Taylor scheme with order 2,and it has larger meansquare stability region than the explicit and the semi-implicit strong Stratonovich-Taylor schemes with order 2.We can improve the stability of simulations considerably without too much additional computational effort by using our full implicit schemes.The full implicit strong Taylor schemes allow a larger range of time step sizes than other schemes and are suitable for SSDE with stiffness on both the drift and the diffusion terms.Our numerical experiment show these points.
基金National Natural Science Foundation of China(Grant No.11971412)Key Project of Education Department of Hunan Province(Grant No.20A484)Project of Hunan National Center for Applied Mathematics(Grant No.2020ZYT003).
文摘A novel canonical Euler splitting method is proposed for nonlinear compositestiff functional differential-algebraic equations, the stability and convergence of themethod is evidenced, theoretical results are further confirmed by some numerical experiments.Especially, the numerical method and its theories can be applied to specialcases, such as delay differential-algebraic equations and integral differential-algebraicequations.
基金National Natural Science Foundation of China(No.11171352)
文摘A class of general modified split-step balanced methods proposed in the paper can be applied to solve stiff stochastic differential systems with m-dimensional multiplicative noise. Compared to some other already reported split-step balanced methods, the drift increment function of the methods can be taken from any chosen ane-step ordinary differential equations （ODEs） solver. The schemes is proved to be strong convergent with order one. For the mean-square stability analysis, the investigation is confined to two cases. Some numerical experiments are reported to testify the performance and the effectiveness of the methods.
文摘B-stability and B-convergence theories of Runge-Kutta methods for nonlinear stiff Volterra func-tional differential equations (VFDEs) are established which provide unified theoretical foundation for the studyof Runge-Kutta methods when applied to nonlinear stiff initial value problems (IVPs) in ordinary differentialequations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs) and VFDEs ofother type which appear in practice.
基金This work was supported by the National High-Tech ICF Committee in Chinathe National Natural Science Foundation of China(Grant No.10271100).
文摘A series of stability, contractivity and asymptotic stability results of the solutions to nonlinear stiff Volterra functional differential equations (VFDEs) in Banach spaces is obtained, which provides the unified theoretical foundation for the stability analysis of solutions to nonlinear stiff problems in ordinary differential equations(ODEs), delay differential equations(DDEs), integro-differential equations(IDEs) and VFDEs of other type which appear in practice.
