This paper is concerned with numerical methods for the Navier-Stokes-Nernst-Planck-Poisson equation system. The main goal is to construct and analyze some stable time stepping schemes for the time discretization and use a spectral method for the spatial discretization. The main contribution of the paper includes: 1) an useful stability inequality for the weak solution is derived; 2) a first order time stepping scheme is constructed, and the non-negativity of the concentration components of the discrete solution is proved. This is an important property since the exact solution shares the same property. Moreover, the stability of the scheme is established, together with a stability condition on the time step size; 3) a modified first order scheme is proposed in order to decouple the calculation of the velocity and pressure in the fluid field. This new scheme equally preserves the non-negativity of the discrete concentration solution, and is stable under a similar stability condition; 4) a stabilization technique is introduced to make the above mentioned schemes stable without restriction condition on the time step size; 5) finally we construct a second order finite difference scheme in time and spectral discretization in space. The numerical tests carried out in the paper show that all the proposed schemes possess some desirable properties, such as conditionally/unconditionally stability, first/second order convergence, non-negativity of the discrete concentrations, and so on.

In this paper, the numerical error of two widely used methods for remapping of discrete quantities from one computational mesh to another is investigated. We compare the intuitive, but resource intensive method utilizing intersections of computational cells with the faster and simpler swept-region-based method. Both algorithms are formally second order accurate, however, they are known to produce slightly different quantity profiles in practical applications. The second-order estimate of the error formula is constructed algebraically for both algorithms so that their local accuracy can be evaluated. This general estimate is then used to assess the dependence of the performance of both methods on parameters such as the second derivatives of the remapped distribution, mesh geometry or mesh movement. Due to the complexity of such analysis, it is performed on a set of simplified elementary mesh patterns such as cell corner expansion, rotation or shear. On selected numerical tests it is demonstrated that the swept-based method can distort a symmetric quantity distribution more substantially than the intersection-based approach when the computational mesh moves in an unsuitable direction.

In this paper, we propose a new partitioned approach to compute fluid-structure interaction (FSI) by extending the original direct-forcing technique and integrating it with the immersed boundary method. The fluid and structural equations are calculated separately via their respective disciplinary algorithms, with the fluid motion solved by the immersed boundary method on a uniform Cartesian mesh and the structural motion solved by a finite element method, and their solution data only communicate at the fluid-structure interface. This computational framework is capable of handling FSI problems with sophisticated structures described by detailed constitutive laws. The proposed methods are thoroughly tested through numerical simulations involving viscous fluid flow interacting with rigid, elastic solid, and elastic thin-walled structures.

The evolution of material points interacting via gravitational force in 3D space was investigated. At initial moment points with masses of 2.48 Sun masses are randomly distributed inside a cube with an edge of 5 light-years. The modeling was conducted at different initial distributions of velocities and different ratios between potential and kinetic energy of the points. As a result of modeling the time dependence of velocity distribution function of points was obtained. Dependence of particles fraction which had evaporated frominitial cluster on time for different initial conditions is obtained. In particular, it was obtained that the fraction of evaporated particles varies between 0,45 and 0,63.

Mutual diffusion of two classes of particles at different initial conditions in the case when at initial moment of time both classes of particles occupy equal parts of cube was investigated.

The maximum Lyapunov exponent of the system with different initial conditions was calculated. The obtained value weakly depends on the ratio between initial kinetic and potential energies and amounts approximately 10–5. Corresponding time of the particle trajectories divergence turned out to be 40-50 thousand years.

This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial updates) our multistep schemes in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36 (2014), pp. A1731-A1751] to solve the second-order FBSDEs (2FBSDEs). The key feature of the multistep schemes is that the Euler method is used to discretize the forward SDE, which dramatically reduces the entire computational complexity. Moreover, it is shown that the usual quantities of interest (e.g., the solution tuple (Yt,Zt,At,Γt) of the 2FBSDEs) are still of high order accuracy. Several numerical examples are given to show the effectiveness of the proposed numerical schemes. Applications of our numerical schemes to stochastic optimal control problems are also presented.

This paper is concerned with numerical solutions of the LDG method for 1D wave equations. Superconvergence and energy conserving properties have been studied. We first study the superconvergence phenomenon for linear problems when alternating fluxes are used. We prove that, under some proper initial discretization, the numerical trace of the LDG approximation at nodes, as well as the cell average, converge with an order 2k+1. In addition, we establish k+2-th order and k+1-th order superconvergence rates for the function value error and the derivative error at Radau points, respectively. As a byproduct, we prove that the LDG solution is superconvergent with an order k+2 towards the Radau projection of the exact solution. Numerical experiments demonstrate that in most cases, our error estimates are optimal, i.e., the error bounds are sharp. In the second part, we propose a fully discrete numerical scheme that conserves the discrete energy. Due to the energy conserving property, after long time integration, our method still stays accurate when applied to nonlinear Klein-Gordon and Sine-Gordon equations.

We study a novel class of numerical integrators, the adapted nested force-gradient schemes, used within the molecular dynamics step of the Hybrid Monte Carlo (HMC) algorithm. We test these methods in the Schwinger model on the lattice, a well known benchmark problem. We derive the analytical basis of nested force-gradient type methods and demonstrate the advantage of the proposed approach, namely reduced computational costs compared with other numerical integration schemes in HMC.

In magnetically confined plasma research, the understandings of small and large perturbations at equilibrium are both critical for plasma controlling and steady state operation. Numerical simulations using original MHD model can hardly give clear picture for small perturbations, while non-conservative perturbed MHD model may break conservation law, and give unphysical results when perturbations grow large after long-time computation. In this paper, we present a nonlinear conservative perturbed MHD model by splitting primary variables in original MHD equations into equilibrium part and perturbed part, and apply an approach in the framework of discontinuous Galerkin (DG) spatial discretization for numerical solutions. This enables high resolution of very small perturbations, and also gives satisfactory non-smooth solutions for large perturbations, which are both broadly concerned in magnetically confined plasma research. Numerical examples demonstrate satisfactory performance of the proposed model clearly. For small perturbations, the results have higher resolution comparing with the original MHD model; for large perturbations, the non-smooth solutions match well with existing references, confirming reliability of the model for instability investigations in magnetically confined plasma numerical research.

In the past two decades, a rigorous solution for the shape of human red blood cell (RBC) with a negative spontaneous curvature c0 has been derived with the Helfrich model under the condition that both the osmotic pressure Δp and tensile stress λ are equal to zero. By fitting the experimentally observed shape of RBC, c0R0 has been predicted to be –1.62, theminus golden ratio, where R0 is the radius of a sphere which has the same surface area as RBC. In this paper, we verify this prediction by comparing experimental data with an analytical equation describing the relation between volume and surface area. Furthermore, it is also found ρmax /ρB ≈ 1.6 with ρmax the maximal radius and ρB the characteristic radius of RBC, showing an approximate beautiful golden cross section of RBC. On the basis of a complete numerical calculation, we propose a mechanism behind the beauty of the minus golden ratio that c0R0 results from the balance between the minimization of the surface area and the requirement of adequate deformability of RBC to allow it passing through the spleen, the so called “physical fitness test”.

Motivated by the magneto hydrodynamic (MHD) simulation for Tokamaks with Isogeometric analysis, we present splines defined over a rectangular mesh with a complex topological structure, i.e., with extraordinary vertices. These splines are piecewise polynomial functions of bi-degree (d,d) and parameter continuity. And we compute their dimension and exhibit basis functions called Hermite bases for bicubic spline spaces. We investigate their potential applications for solving partial differential equations (PDEs) over a physical domain in the framework of Isogeometric analysis. For instance, we analyze the property of approximation of these spline spaces for the L 2-norm; we show that the optimal approximation order and numerical convergence rates are reached by setting a proper parameterization, although the fact that the basis functions are singular at extraordinary vertices.

In this paper, we present some efficient numerical schemes to solve a two-phase hydrodynamics coupled phase field model with moving contact line boundary conditions. The model is a nonlinear coupling system, which consists the Navier-Stokes equations with the general Navier Boundary conditions or degenerated Navier Boundary conditions, and the Allen-Cahn type phase field equations with dynamical contact line boundary condition or static contact line boundary condition. The proposed schemes are linear and unconditionally energy stable, where the energy stabilities are proved rigorously. Various numerical tests are performed to show the accuracy and efficiency thereafter.

We study the construction of symplectic Runge-Kutta methods for stochastic Hamiltonian systems (SHS). Three types of systems, SHS with multiplicative noise, special separable Hamiltonians and multiple additive noise, respectively, are considered in this paper. Stochastic Runge-Kutta (SRK) methods for these systems are investigated, and the corresponding conditions for SRK methods to preserve the symplectic property are given. Based on the weak/strong order and symplectic conditions, some effective schemes are derived. In particular, using the algebraic computation, we obtained two classes of high weak order symplectic Runge-Kutta methods for SHS with a single multiplicative noise, and two classes of high strong order symplectic Runge-Kutta methods for SHS with multiple multiplicative and additive noise, respectively. The numerical case studies confirm that the symplectic methods are efficient computational tools for long-term simulations.

A consistent dual-mesh hybrid LES/RANS framework for turbulence modeling has been proposed recently (H. Xiao, P. Jenny, A consistent dual-mesh framework for hybrid LES/RANS modeling, J. Comput. Phys. 231 (4) (2012)). To better enforce componentwise Reynolds stress consistency between the LES and the RANS simulations, in the present work the original hybrid framework is modified to better exploit the advantage of more advanced RANS turbulence models. In the new formulation, the turbulent stresses in the filtered equations in the under-resolved regions are directly corrected based on the Reynolds stresses provided by the RANS simulation. More precisely, the new strategy leads to implicit LES/RANS consistency, where the velocity consistency is achieved indirectly via imposing consistency on the Reynolds stresses. This is in contrast to the explicit consistency enforcement in the original formulation, where forcing terms are added to the filtered momentum equations to achieve directly the desired average velocity and velocity fluctuations. The new formulation keeps the averaging procedure for the filtered quantities and at the same time preserves the ability of the original formulation to conform with the physical differences between LES and RANS quantities. The modified formulation is presented, analyzed, and then evaluated for plane channel flow and flow over periodic hills. Improved predictions are obtained compared with the results obtained using the original formulation.

We analyze in this paper the pressure splitting scheme of a partitioned semi-implicit coupling algorithm for fluid-structure interaction (FSI) simulation. The semi-implicit coupling algorithm is developed on the ground of the artificial compressibility characteristic-based split (AC-CBS) scheme that serves not only for the fluid subsystem but also for the global FSI system. As the dual-time stepping procedure recommended for quasi-incompressible flows is incorporated into the implicit coupling stage, the fluctuating pressure may be unusually susceptible to the AC coefficient. Moreover, it is not trivial to devise an optimal AC formulation for pressure estimation. Instead, we consider a stabilized second-order pressure splitting scheme in the AC-CBS-based partitioned semi-implicit coupling algorithm. Computer simulation of a benchmark FSI experiment demonstrates that good agreement is exposed between the available and present data.

The method of analytic continuation in the coupling constant in combination with the use of statistical Padé approximation is applied to the determination of complex S-matrix poles, i.e. to the determination of resonance energy and widths. These parameters are of vital importance in many physical, chemical and biological processes. It is shown that an alternative to the method of analytic continuation in the coupling constant exists which in principle makes it possible to locate several resonances at once, in contrast to the original method which yields parameters of only one resonance. In addition the new approach appears to be less sensitive to the choice of the perturbation interaction used for the analytical continuation than the original method. In this paper both approaches are compared and tested for model analytic separable potential. It is shown that the new variant of the method of analytic continuation in the coupling constant is more robust and efficient than the original method and yields reasonable results even for data of limited accuracy.

Defects arise when nematic liquid crystals are under topological constraints at the boundary. Recently the study of defects has drawn a lot of attention because of the growing theoretical and practical significance. In this paper, we investigate the relationship between two-dimensional defects and three-dimensional defects within nematic liquid crystals confined in a shell. A highly accurate spectral method is used to solve the Landau-de Gennes model to get the detailed static structures of defects. Interestingly, the solution is radial-invariant when the thickness of the shell is sufficiently small. As the shell thickness increases, the solution undergoes symmetry break to reconfigure the disclination lines. We study this three-dimensional reconfiguration of disclination lines in detail under different boundary conditions. In particular, we find that the temperature plays an important role in deciding whether the transition between two-dimensional defects and three-dimensional defects is continuous or discontinuous for the shell with planar anchoring condition on both inner and outer surfaces. We also discuss the characterization of defects in two- and three-dimensional spaces within the tensor model.

In this paper we present a 2D/3D high order accurate finite volume scheme in the context of direct Arbitrary-Lagrangian-Eulerian algorithms for general hyperbolic systems of partial differential equations with non-conservative products and stiff source terms. This scheme is constructed with a single stencil polynomial reconstruction operator, a one-step space-time ADER integration which is suitably designed for dealing even with stiff sources, a nodal solver with relaxation to determine the mesh motion, a path-conservative integration technique for the treatment of non-conservative products and an a posteriori stabilization procedure derived from the so-called Multidimensional Optimal Order Detection (MOOD) paradigm. In this work we consider the seven equation Baer-Nunziato model of compressible multi-phase flows as a representative model involving non-conservative products as well as relaxation source terms which are allowed to become stiff. The new scheme is validated against a set of test cases on 2D/3D unstructured moving meshes on parallel machines and the high order of accuracy achieved by the method is demonstrated by performing a numerical convergence study. Classical Riemann problems and explosion problems with exact solutions are simulated in 2D and 3D. The overall numerical code is also profiled to provide an estimate of the computational cost required by each component of the whole algorithm.

Amethod for non-rigid image registration that is suitable for large deformations is presented. Conventional registration methods embed the image in a B-spline object, and the image is evolved by deforming the B-spline object. In this work, we represent the image using B-spline and deform the image using a composition approach. We also derive a computationally efficient algorithm for calculating the B-spline coefficients and gradients of the image by adopting ideas from signal processing using image filters. We demonstrate the application of our method on several different types of 2D and 3D images and compare it with existing methods.

In this paper, a novel second-order two-scale (SOTS) computational method is developed for nonlinear dynamic thermo-mechanical problems of composites with cylindrical periodicity. The non-linearities of these multi-scale problems were caused by the temperature-dependent properties of the composites. Firstly, the formal SOTS solutions for these problems are constructed by the multiscale asymptotic analysis. Then we theoretically explain the importance of the SOTS solutions by the error analysis in the pointwise sense. In addition, a SOTS numerical algorithm is proposed in detail to effectively solve these problems. Finally, some numerical examples verify the feasibility and effectiveness of the SOTS numerical algorithm we proposed.

We propose a simple, computationally efficient scheme for an X-ray spectrum simulator. The theoretical models describing the physical processes involved are employed in our Monte Carlo software in a coherent way, paving the way for straightforward future improvements. Our results compare satisfactorily to experimental results from literature and to results from dedicated simulation software. The simplicity, excellent statistical errors, and short execution time of our code recommend it for intensive use in X-ray generation simulations.