Compact difference approximation with consistent boundary condition

For simulating multi-scale complex flow fields it should be noted that all the physical quantities we are interested in must be simulated well. With limitation of the computer resources it is preferred to use high order accurate difference schemes. Because of their high accuracy and small stencil of grid points computational fluid dynamics (CFD) workers pay more attention to compact schemes recently. For simulating the complex flow fields the treatment of boundary conditions at the far field boundary points and near far field boundary points is very important. According to authors' experience and published results some aspects of boundary condition treatment for far field boundary are presented, and the emphasis is on treatment of boundary conditions for the upwind compact schemes. The consistent treatment of boundary conditions at the near boundary points is also discussed. At the end of the paper are given some numerical examples. The computed results with presented method are satisfactory.     

双大Reynolds数问题的混合方法

讨论双大Reynolds数问题，首先将解析解分解为光滑部分和奇性部分，对这两部分都做了上界估计；然后将解析解进行2阶渐近展开；最后提出混合算法．混合算法的主要思想是引入过渡点将区域分为粗网格区域和细网格区域，在这些网格区域采用等步长．在细网格区域采用有限元法，在粗网格区域采用迎风差分格式．混合算法结合了渐近解、数值解和BVT法的优势，是一个实用、有效的算法。     

有限空间年龄结构种群模型的数值分析

对一类有限空间年龄结构种群模型提出了一种数值方法．运用迎风格式和Euler向前差分格式进行求解．给出了格式的稳定性，得到了最大模误差估计，证明了数值解的非负性并给出了数值算例．     

一族奇异摄动时滞方程的有限差分法

考虑一族奇异掇动时滞微分方程．基于奇异摄动时滞方程准确解的性质，在分片等矩的Shishkin型网格上构造了线性奇异摄动时滞方程的有限差分格式，证得数值结果是关于小参数一致收敛的．应用牛顿拟线性法求解非线性奇异摄动时滞方程．数值实验证实了理论结果的准确性，进而表明该理论估计是稳健的．     

全隐式E-CUSP迎风格式大攻角分离流数值模拟

采用全隐式、低耗散E-CUSP格式,通过求解雷诺平均Navier-Stokes方程耦合Spalart-Allmaras(SA)湍流模型,模拟了细长旋成体在超声速、大攻角下的流场,分析了背风面涡的发展过程.结果表明:E-CUSP格式耦合SA湍流模型能够准确地模拟背风面的流动分离和精细的二次涡,对横向分离具有较高的模拟精度;预测的物面压力系数分布和激波位置与实验数据吻合良好,力和力矩的相对误差在1.98%之内;E-CUSP格式可用于模拟复杂的分离流动,具有高的计算精度和效率.     

求解亚式期权定价问题的迎风差分方法

期权理论的核心是期权定价问题.研究连续取样的算术平均亚式期权定价问题的差分方法,根据问题所满足的偏微分方程终边值问题,构造出一种隐式的迎风差分格式,论证了差分解的惟一存在性和绝对稳定性,并给出差分解在离散L2范数下的误差估计.数值计算表明本文数值方法是一种高效和收敛的近似方法.     

控制体有限元方法中质量加权迎风格式的迁延修正

控制体有限元方法对于处理流动问题提供了一种较好的数值模拟方法，但对于大Ｒｅｙｎｏｌｄｓ数的回流流动问题，该方法在采用各种迎风格式时仍存在着严重的假扩散．为此，对二维质量加权迎风格式，给出了一种由插值单元及其一个与插值点最靠近的相邻单元所确定的多项式插值格式迁延修正的形式．通过对Ｒｅ＝４００、１０００、５０００三种情形的二维空穴流问题的计算，表明该格式可有效地减少控制体有限元方法对回流问题数值模拟的假扩散．     

A Parallel Algorithm for the Convection Diffusion Problem

Based on the second-order compact upwind scheme, a group explicit method for solving the two-dimensional time-independent convection-dominated diffusion problem is developed. The stability of the group explicit method is proven strictly. The method has second-order accuracy and good stability. This explicit scheme can be used to solve all Reynolds number convection-dominated diffusion problems. A numerical test using a parallel computer shows high efficiency. The numerical results conform closely to the analytic solution.     

广义差分法及其应用

综合报道了关于广义差分法的研究。简要概述了作者及国内同行近十几年来在广义差分法方面的主要成果，包括了椭圆、双曲和抛物方程广义差分格式的构造，误差的Ｓｏｂｏｌｅｖ模估计和超收敛性，以及广义差分法在电磁场、计算流体等领域的应用。     

THE UPWIND FINITE DIFFERENCE FRACTIONAL STEPS METHOD FOR NONLINEAR COUPLED SYSTEM OF DYNAMICS OF FLUIDS IN POROUS MEDIA

For nonlinear coupled system of multilayer dynamics of fluids in porous media,the secondorder and first order upwind finite difference fractional steps schemes applicable to parallel arithmeticare put forward,and two-dimensional and three-dimensional schemes are used to form a completeset.Some techniques,such as calculus of variations,multiplicative commutation rule of differenceoperators,decomposition of high order difference operators and prior estimates,are adopted.Optimalorder estimates in L~2 norm are derived to determine the error in the second order approximate solution.This method has already been applied to the numerical simulation of migration-accumulation of oilresources.