This paper investigates projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. This condition admits some equations with highly nonlinear drift and diffusion...
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In this paper, we provide a new and sharper bound for the Legendre coefficients of differentiable functions and then derive a new error bound of the truncated Legendre series in the uniform norm. The key idea of proof...
In this paper, we consider the following fractional Laplacian system with one critical exponent and one subcritical exponent (formula presented), where (−∆)s is the fractional Laplacian, 0 2s, λ ∗−1 and 2∗ = N2−N2s i...
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This paper presents and analyzes the compensated projected Euler-Maruyama method for stochastic differential equations with jumps under a global monotonicity condition. Compared with existing conditions, this conditio...
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Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness ...
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An efficient third-order discrete unified gas kinetic scheme (DUGKS) is presented in this paper for simulating continuum and rarefied flows. By employing a two-stage time-stepping scheme and the high-order DUGKS flux ...
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An efficient third-order discrete unified gas kinetic scheme (DUGKS) is presented in this paper for simulating continuum and rarefied flows. By employing a two-stage time-stepping scheme and the high-order DUGKS flux reconstruction strategy, third order of accuracy in both time and space can be achieved in the present method. It is also analytically proven that the second-order DUGKS is a special case of the present method. Compared with the high-order lattice Boltzmann equation-based methods, the present method is capable to deal with the rarefied flows by adopting the Newton-Cotes quadrature to approximate the integrals of moments. Instead of being constrained by the second order (or lower order) of accuracy in the time-splitting scheme as in the conventional high-order Runge-Kutta-based kinetic methods, the present method solves the original Boltzmann equation, which overcomes the limitation in time accuracy. Typical benchmark tests are carried out for comprehensive evaluation of the present method. It is observed in the tests that the present method is advantageous over the original DUGKS in accuracy and capturing delicate flow structures. Moreover, the efficiency of the present third-order method is also shown in simulating rarefied flows.
In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ+∑k=1mαk∂xkΠk(ϕ)=0 (1≤k≤m≤6), αk are constant coefficients, Πk(ϕ) a...
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In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ+∑k=1mαk∂xkΠk(ϕ)=0 (1≤k≤m≤6), αk are constant coefficients, Πk(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009); H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)] for high-order nonlinear partial differential equations.
This work is devoted to deriving the Onsager-Machlup function for a class of stochastic dynamical systems under (non-Gaussian) Lévy noise as well as (Gaussian) Brownian noise, and examining the corresponding most...
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We devise a simplified parameter estimator for a second order stochastic differential equation by a first order system based on the Smoluchowski-Kramers approximation. We establish the consistency of the estimator by ...
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For a generic vector field robustly without horseshoes, and an aperiodic chain recurrent class with singularities whose saddle values have different signs, the extended rescaled Poincaré map is associated with a ...
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