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Science china Mathematics 2019年第3期62卷 597-616页

作者： Chengjian Zhang Ying Xie School of Mathematics and Statistics Huazhong University of Science and Technology Hubei Key Laboratory of Engineering Modeling and Scientific Computing Huazhong University of Science and Technology

In this paper, we consider strong convergence and almost sure exponential stability of the backward Euler-Maruyama method for nonlinear hybrid stochastic differential equations with time-variable delay. Under the local Lipschitz condition and polynomial growth condition, it is proved that the backward Euler-Maruyama method is strongly convergent. Additionally, the moment estimates and almost sure exponential stability for the analytical solution are proved. Also, under the appropriate condition, we show that the numerical solutions for the backward Euler-Maruyama methods are almost surely exponentially stable. A numerical experiment is given to illustrate the computational effectiveness and the theoretical results of the method.

关键词： nonlinear hybrid stochastic differential equations time-variable delay backward Euler-Maruyama method strong convergence almost surely exponential stability

Consistent and conservative phase-field based lattice Boltzmann method for incompressible two-phase flows

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arXiv 2021年

作者： Zhan, Chengjie Chai, Zhenhua Shi, Baochang School of Mathematics and Statistics Huazhong University of Science and Technology Wuhan430074 China Hubei Key Laboratory of Engineering Modeling and Scientific Computing Huazhong University of Science and Technology Wuhan430074 China

In this work, we consider a general consistent and conservative phase-field model for the incompressible two-phase flows. In this model, not only the Cahn-Hilliard or Allen-Cahn equation can be adopted, but also the mass and the momentum fluxes in the Navier-Stokes equations are reformulated such that the consistency of reduction, consistency of mass and momentum transport, and the consistency of mass conservation are satisfied. We further develop a lattice Boltzmann (LB) method and show that through the direct Taylor expansion, the present LB method can correctly recover the consistent and conservative phase-field model. Additionally, if the divergence of the extra momentum flux is seen as a force term, the extra force in the present LB method would include another term which has not been considered in the previous LB models. To quantitatively evaluate the incompressibility and the consistency of the mass conservation, two statistical variables are introduced in the study of the deformation of a square droplet, and the results show that the present LB method is more accurate. The layered Poiseuille flow and a droplet spreading on an ideal wall are further investigated, and the numerical results are in good agreement with the analytical solutions. Finally, the problems of the Rayleigh-Taylor instability and dam break with the high Reynolds numbers and/or large density ratios are studied, and it is found that the present consistent and conservative LB method is robust for such complex two-phase flows. © 2021, CC BY-NC-ND.

关键词： Two phase flow

A lattice boltzmann model for the coupled cross-diffusion-fluid system

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arXiv 2021年

In this paper, we propose a lattice Boltzmann (LB) model for the generalized coupled cross-diffusion-fluid system. Through the direct Taylor expansion method, the proposed LB model can correctly recover the macroscopic equations. The cross diffusion terms in the coupled system are modeled by introducing additional collision operators, which can be used to avoid special treatments for the gradient terms. In addition, the auxiliary source terms are constructed properly such that the numerical diffusion caused by the convection can be eliminated. We adopt the developed LB model to study two important systems, i.e., the coupled chemotaxis-fluid system and the double-diffusive convection system with Soret and Dufour effects. We first test the present LB model through considering a steady-state case of coupled chemotaxis-fluid system, then we analyze the influences of some physical parameters on the formation of sinking plumes. Finally, the double-diffusive natural convection system with Soret and Dufour effects is also studied, and the numerical results agree well with some previous works. © 2021, CC BY.

关键词： Biochemistry

Multiple-distribution-function lattice Boltzmann method for convection-diffusion-system based incompressible Navier-Stokes equations

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arXiv 2021年

作者： Chai, Zhenhua Shi, Baochang Zhan, Chengjie School of Mathematics and Statistics Huazhong University of Science and Technology Wuhan430074 China Hubei Key Laboratory of Engineering Modeling and Scientific Computing Huazhong University of Science and Technology Wuhan430074 China

In this paper, a multiple-distribution-function lattice Boltzmann method (MDF-LBM) with multiple-relaxation-time model is proposed for incompressible Navier-Stokes equations (NSEs) which are considered as the coupled convection-diffusion equations (CDEs). Through direct Taylor expansion analysis, we show that the Navier-Stokes equations can be recovered correctly from the present MDF-LBM, and additionally, it is also found that the velocity and pressure can be directly computed through the zero and first-order moments of distribution function. Then in the framework of present MDF-LBM, we develop a locally computational scheme for the velocity gradient where the first-order moment of the non-equilibrium distribution is used, this scheme is also extended to calculate the velocity divergence, strain rate tensor, shear stress and vorticity. Finally, we also conduct some simulations to test the MDF-LBM, and find that the numerical results not only agree with some available analytical and numerical solutions, but also have a second-order convergence rate in space. © 2021, CC BY.

关键词： Kinetic theory

New error bounds for Legendre approximations of differentiable functions

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arXiv 2021年

作者： Wang, Haiyong School of Mathematics and Statistics Huazhong University of Science and Technology Wuhan430074 China Hubei Key Laboratory of Engineering Modeling and Scientific Computing Huazhong University of Science and Technology Wuhan430074 China

In this paper we present a new perspective on error analysis for Legendre approximations of differentiable functions. We start by introducing a sequence of Legendre-Gauss-Lobatto polynomials and prove their theoretical properties, including an explicit and optimal upper bound. We then apply these properties to derive a new explicit bound for the Legendre coefficients of differentiable functions. Building on this, we establish an explicit and optimal error bound for Legendre approximations in the L2 norm and an explicit and optimal error bound for Legendre approximations in the L∞ norm under the condition that their maximum error is attained in the interior of the interval. Illustrative examples are provided to demonstrate the sharpness of our new results. Copyright © 2021, The Authors. All rights reserved.

关键词： Error analysis

Analysis of error localization of Chebyshev spectral approximations

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arXiv 2021年

Chebyshev spectral methods are widely used in numerical computations. When the underlying function has a singularity, it has been observed by L. N. Trefethen in 2011 that its Chebyshev interpolants exhibit an error localization property, that is, their errors in a neighborhood of the singularity are obviously larger than elsewhere. In this paper, we first present a pointwise error analysis for Chebyshev projections of functions with a singularity and prove that the rate of convergence of Chebyshev projections of degree n at each point away from the singularity is one power of n faster than that of at the singularity. This gives a rigorous justification for the error localization of Chebyshev projections. We then extend the framework of our analysis to Chebyshev interpolants, Chebyshev spectral differentiations and Legendre projections and justify their error localization using similar arguments. As a result, we find that Chebyshev spectral differentiations converge faster than their best counterparts except in a neighborhood of the singularity and, in the particular case where the singularity is located in the interior of interval, they converge even faster than their best counterparts in the maximum *** Codes 41A10, 41A25, 41A50 © 2021, CC BY-NC-SA.

关键词： Numerical methods

Rectangular multiple-relaxation-time lattice Boltzmann method for the Navier-Stokes and nonlinear convection-diffusion equations: General equilibrium and some important issues

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arXiv 2022年

作者： Chai, Zhenhua Yuan, Xiaolei Shi, Baochang Institute of Interdisciplinary Research for Mathematics and Applied Science School of Mathematics and Statistics Huazhong University of Science and Technology Wuhan430074 China Hubei Key Laboratory of Engineering Modeling and Scientific Computing Huazhong University of Science and Technology Wuhan430074 China College of Mathematics and Information Science Hebei University Baoding071002 China

In this paper, we develop a general rectangular multiple-relaxation-time lattice Boltzmann (RMRT-LB) method for the Navier-Stokes equations (NSEs) and nonlinear convection-diffusion equation (NCDE) by extending our recent unified framework of MRT-LB method [Z.H. Chai and B.C. Shi, Phys. Rev. E 102, 023306 (2020)], where a rectangular equilibrium distribution function (REDF) [J.H. Lu et al, Phil. Trans. R. Soc. A 369, 2311-2319 (2011)] on a rectangular lattice is utilized. Due to the anisotropy of discrete velocities on a rectangular lattice, the third-order moment of REDF is inconsistent with that of popular LB method, and thus the previous unified framework of MRT-LB method cannot be directly applied to the NSEs using the REDF on the rectangular rDdQq (q discrete velocities in d-dimensional space, d ≥ 1) lattice. The macroscopic NSEs can be recovered from the RMRT-LB method through the direct Taylor expansion method by properly selecting the relaxation sub-matrix S2 which is related to kinetic viscosity and bulk viscosity. While the rectangular lattice does not lead to the change of the zero-th, first and second-order moments of REDF, thus the unified framework of MRT-LB method can be directly applied to the NCDE. It should be noted that the RMRT-LB model for NSEs can be derived on the rDdQq lattice, including rD2Q9, rD3Q19, and rD3Q27 lattices, while there are no rectangular D3Q13 and D3Q15 lattices within this framework of RMRT-LB method. Thanks to the block-lower triangular-relaxation matrix introduced in the unified framework, the RMRT-LB versions (if existed) of the previous MRT-LB models can be obtained, including those based on raw (natural)-moment, central-moment, Hermite-moment, and central Hermite-moment, respectively. It is also found that when the standard or regular lattice is used, and the sound speed is taken as an adjustable parameter, the present RMRT-LB method becomes a new class of MRT-LB method for the NSEs and NCDE, and the commonly used MRT-LB

关键词： Navier Stokes equations

GAUSSIAN QUADRATURE RULES FOR COMPOSITE HIGHLY OSCILLATORY INTEGRALS

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arXiv 2021年

作者： Wu, Menghan Wang, Haiyong School of Mathematics and Statistics Huazhong University of Science and Technology Wuhan430074 China Hubei Key Laboratory od Engineering Modeling and Scientific Computing Huazhong University of Science and Technology Wuhan430074 China

Highly oscillatory integrals of composite type arise in electronic engineering and their calculations are a challenging problem. In this paper, we propose two Gaussian quadrature rules for computing such integrals. The first one is constructed based on the classical theory of orthogonal polynomials and its nodes and weights can be computed efficiently by using tools of numerical linear algebra. An interesting connection between the quadrature nodes and the Legendre points is proved and it is shown that the rate of convergence of this rule depends solely on the regularity of the non-oscillatory part of the integrand. The second one is constructed with respect to a sign-changing function and the classical theory of Gaussian quadrature can not be used anymore. We explore theoretical properties of this Gaussian quadrature, including the trajectories of the quadrature nodes and the convergence rate of these nodes to the endpoints of the integration interval, and prove its asymptotic error estimate under suitable hypotheses. Numerical experiments are presented to demonstrate the performance of the proposed *** Codes 65D30 Copyright © 2021, The Authors. All rights reserved.

关键词： Computation theory

Convergence analysis of a finite difference method for stochastic Cahn-Hilliard equation

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arXiv 2022年

作者： Hong, Jialin Jin, Diancong Sheng, Derui LSEC ICMSEC Academy of Mathematics and Systems Science Chinese Academy of Sciences School of Mathematical Sciences University of Chinese Academy of Sciences Beijing100049 China School of Mathematics and Statistics Huazhong University of Science and Technology Hubei Key Laboratory of Engineering Modeling and Scientific Computing Huazhong University of Science and Technology Wuhan430074 China

This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn–Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green function, we prove that both the spatial semi-discrete numerical solution and its Malliavin derivative have strong convergence order 1. Further, by showing the negative moment estimates of the exact solution, we obtain that the density of the spatial semi-discrete numerical solution converges in L1(R) to the exact one. Finally, we apply an exponential Euler method to discretize the spatial semi-discrete numerical solution in time and show that the temporal strong convergence order is nearly 83, where a difficulty we overcome is to derive the optimal Hölder continuity of the spatial semi-discrete numerical solution. Copyright © 2022, The Authors. All rights reserved.

关键词： Stochastic systems

DENSITY CONVERGENCE OF A FULLY DISCRETE FINITE DIFFERENCE METHOD FOR STOCHASTIC CAHN-HILLIARD EQUATION

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arXiv 2022年

This paper focuses on investigating the density convergence of a fully discrete finite difference method when applied to numerically solve the stochastic Cahn-Hilliard equation driven by multiplicative space-time white noises. The main difficulty lies in the control of the drift coefficient that is neither globally Lipschitz nor one-sided Lipschitz. To handle this difficulty, we propose a novel localization argument and derive the strong convergence rate of the numerical solution to estimate the total variation distance between the exact and numerical solutions. This along with the existence of the density of the numerical solution finally yields the convergence of density in L1() of the numerical solution. Our results partially answer positively to the open problem emerged in [J. Cui and J. Hong, J. Differential Equations (2020)] on computing the density of the exact solution numerically. Copyright © 2022, The Authors. All rights reserved.

关键词： Finite difference method