Many problems in engineering sciences can be described by linear, inhomogeneous, m-th order ordinary differential equations (ODEs) with variable coefficients. For this wide class of problems, we here present a new, simple, flexible, and robust solution method, based on piecewise exact integration of local approximation polynomials as well as on averaging local integrals. The method is designed for modern mathematical software providing efficient environments for numerical matrix-vector operation-based calculus. Based on cubic approximation polynomials, the presented method can be expected to perform (i) similar to the Runge-Kutta method, when applied to stiff initial value problems, and (ii) significantly better than the finite difference method, when applied to boundary value problems. Therefore, we use the presented method for the analysis of engineering problems including the oscillation of a modulated torsional spring pendulum, steady-state heat transfer through a cooling web, and the structural analysis of a slender tower based on second-order beam theory. Related convergence studies provide insight into the satisfying characteristics of the proposed solution scheme.

In this paper, we propose a condition that can guarantee the lower bound property of the discrete eigenvalue produced by the finite element method for the Stokes operator. We check and prove this condition for four nonconforming methods and one conforming method. Hence they produce eigenvalues which are smaller than their exact counterparts.

In the present work, both computational and experimental methods are employed to study the two-phase flow occurring in a model pump sump. The two-fluid model of the two-phase flow has been applied to the simulation of the three-dimensional cavitating flow. The governing equations of the two-phase cavitating flow are derived from the kinetic theory based on the Boltzmann equation. The isotropic RNG k — ε — kca turbulence model of two-phase flows in the form of cavity number instead of the form of cavity phase volume fraction is developed. The RNG k—ε—kca turbulence model, that is the RNG k — e turbulence model for the liquid phase combined with the kca model for the cavity phase, is employed to close the governing turbulent equations of the two-phase flow. The computation of the cavitating flow through a model pump sump has been carried out with this model in three-dimensional spaces. The calculated results have been compared with the data of the PIV experiment. Good qualitative agreement has been achieved which exhibits the reliability of the numerical simulation model.

In this paper, a Legendre-collocation spectral method is developed for the second order Volterra integro-differential equation with pantograph delay. We provide a rigorous error analysis for the proposed method. The spectral rate of convergence for the proposed method is established in both L2-norm and L∞-norm.

This work presents a comparison study of different numerical methods to solve Black-Scholes-type partial differential equations (PDE) in the convection-dominated case, i.e., for European options, if the ratio of the risk-free interest rate and the squared volatility-known in fluid dynamics as Péclet number-is high. For Asian options, additional similar problems arise when the “spatial” variable, the stock price, is close to zero.

Here we focus on three methods: the exponentially fitted scheme, a modification of Wang’s finite volume method specially designed for the Black-Scholes equation, and the Kurganov-Tadmor scheme for a general convection-diffusion equation, that is applied for the first time to option pricing problems. Special emphasis is put in the Kurganov-Tadmor because its flexibility allows the simulation of a great variety of types of options and it exhibits quadratic convergence. For the reduction technique proposed by Wilmott, a put-call parity is presented based on the similarity reduction and the put-call parity expression for Asian options. Finally, we present experiments and comparisons with different (non)linear Black-Scholes PDEs.

The aim of this article is to investigate the solutions of generalized fractional partial differential equations involving Hilfer time fractional derivative and the space fractional generalized Laplace operators, occurring in quantum mechanics. The solutions of these equations are obtained by employing the joint Laplace and Fourier transforms, in terms of the Fox’s H-function. Several special cases as solutions of one dimensional non-homogeneous fractional equations occurring in the quantum mechanics are presented. The results given earlier by Saxena et al. [Fract. Calc. Appl. Anal., 13(2) (2010), pp. 177–190] and Purohit and Kalla [J. Phys. A Math. Theor., 44 (4) (2011), 045202] follow as special cases of our findings.

This paper is concerned with the Hopf bifurcation analysis of tumor-immune system competition model with two delays. First, we discuss the stability of state points with different kinds of delays. Then, a sufficient condition to the existence of the Hopf bifurcation is derived with parameters at different points. Furthermore, under this condition, the stability and direction of bifurcation are determined by applying the normal form method and the center manifold theory. Finally, a kind of Runge-Kutta methods is given out to simulate the periodic solutions numerically. At last, some numerical experiments are given to match well with the main conclusion of this paper.

Pyramidal elements are often used to connect tetrahedral and hexahedral elements in the finite element method. In this paper we derive three new higher order numerical cubature formulae for pyramidal elements.

In this work, two-level stabilized finite volume formulations for the 2D steady Navier-Stokes equations are considered. These methods are based on the local Gauss integration technique and the lowest equal-order finite element pair. Moreover, the two-level stabilized finite volume methods involve solving one small Navier-Stokes problem on a coarse mesh with mesh size H, a large general Stokes problem for the Simple and Oseen two-level stabilized finite volume methods on the fine mesh with mesh size or a large general Stokes equations for the Newton two-level stabilized finite volume method on a fine mesh with mesh size . These methods we studied provide an approximate solution with the convergence rate of same order as the standard stabilized finite volume method, which involve solving one large nonlinear problem on a fine mesh with mesh size h. Hence, our methods can save a large amount of computational time.

An interesting discretization method for Helmholtz equations was introduced in B. Després [1]. This method is based on the ultra weak variational formulation (UWVF) and the wave shape functions, which are exact solutions of the governing Helmholtz equation. In this paper we are concerned with fast solver for the system generated by the method in [1]. We propose a new preconditioner for such system, which can be viewed as a combination between a coarse solver and the block diagonal preconditioner introduced in [13]. In our numerical experiments, this preconditioner is applied to solve both two-dimensional and three-dimensional Helmholtz equations, and the numerical results illustrate that the new preconditioner is much more efficient than the original block diagonal preconditioner.

Finite difference computations that involve spatial adaptation commonly employ an equidistribution principle. In these cases, a new mesh is constructed such that a given monitor function is equidistributed in some sense. Typical choices of the monitor function involve the solution or one of its many derivatives. This straightforward concept has proven to be extremely effective and practical. However, selections of core monitoring functions are often challenging and crucial to the computational success. This paper concerns six different designs of the monitoring function that targets a highly nonlinear partial differential equation that exhibits both quenching-type and degeneracy singularities. While the first four monitoring strategies are within the so-called primitive regime, the rest belong to a later category of the modified type, which requires the priori knowledge of certain important quenching solution characteristics. Simulated examples are given to illustrate our study and conclusions.

A kind of compressible miscible displacement problems which include molecular diffusion and dispersion in porous media are investigated. The mixed finite element method is applied to the flow equation, and the transport one is solved by the symmetric interior penalty discontinuous Galerkin method. Based on a duality argument, employing projection estimates and approximation properties, a posteriori residual-type hp error estimates for the coupled system are presented, which is often used for guiding adaptivity. Comparing with the error analysis carried out by Yang (Int. J. Numer. Meth. Fluids, 65(7) (2011), pp. 781–797), the current work is more complicated and challenging.

In this paper, a boundary condition-enforced IBM is introduced into the LBM in order to satisfy the non-slip and temperature boundary conditions, and natural convections in a concentric isothermal annulus between a square outer cylinder and a circular inner cylinder are simulated. The obtained results show that the boundary condition-enforced method gives a better solution for the flow field and the complicated physics of the natural convections in the selected case is correctly captured. The calculated average Nusselt numbers agree well with the previous studies.

This paper deals with the two-level Newton iteration method based on the pressure projection stabilized finite element approximation to solve the numerical solution of the Navier-Stokes type variational inequality problem. We solve a small Navier-Stokes problem on the coarse mesh with mesh size H and solve a large linearized Navier-Stokes problem on the fine mesh with mesh size h. The error estimates derived show that if we choose h = O (|logh|1/2H3), then the two-level method we provide has the same H1 and L2 convergence orders of the velocity and the pressure as the one-level stabilized method. However, the L2 convergence order of the velocity is not consistent with that of one-level stabilized method. Finally, we give the numerical results to support the theoretical analysis.

In this paper, we introduce two Galerkin formulations of the Method of Fundamental Solutions (MFS). In contrast to the collocation formulation of the MFS, the proposed Galerkin formulations involve the evaluation of integrals over the boundary of the domain under consideration. On the other hand, these formulations lead to some desirable properties of the stiffness matrix such as symmetry in certain cases. Several numerical examples are considered by these methods and their various features compared.

Analyses were performed on the dispersion overshoot and inverse dissipation of the high-order finite difference scheme using Fourier and precision analysis. Schemes under discussion included the pointwise- and staggered-grid type, and were presented in weighted form using candidate schemes with third-order accuracy and three-point stencil. All of these were commonly used in the construction of difference schemes. Criteria for the dispersion overshoot were presented and their critical states were discussed. Two kinds of instabilities were studied due to inverse dissipation, especially those that occur at lower wave numbers. Criteria for the occurrence were presented and the relationship of the two instabilities was discussed. Comparisons were made between the analytical results and the dispersion/dissipation relations by Fourier transformation of typical schemes. As an example, an application of the criteria was given for the remedy of inverse dissipation in Weirs & Martín’s third-order scheme.

We propose a class of non-semisimple matrix loop algebras consisting of 3 × 3 block matrices, and form zero curvature equations from the presented loop algebras to generate bi-integrable couplings. Applications are made for the AKNS soliton hierarchy and Hamiltonian structures of the resulting integrable couplings are constructed by using the associated variational identities.

Matching boundary conditions (MBC’s) are proposed to treat scalar waves in the body-centered-cubic lattices. By matching the dispersion relation, we construct MBC’s for normal incidence and incidence with an angle α. Multiplication of MBC operators then leads to multi-directional absorbing boundary conditions. The effectiveness are illustrated by the reflection coefficient analysis and wave packet tests. In particular, the designed M1M1 treats the scalar waves in a satisfactory manner.

We formulate and analyze the Crank-Nicolson Hermite cubic orthogonal spline collocation method for the solution of the heat equation in one space variable with nonlocal boundary conditions involving integrals of the unknown solution over the spatial interval. Using an extension of the analysis of Douglas and Dupont [23] for Dirichlet boundary conditions, we derive optimal order error estimates in the discrete maximum norm in time and the continuous maximum norm in space. We discuss the solution of the linear system arising at each time level via the capacitance matrix technique and the package COLROW for solving almost block diagonal linear systems. We present numerical examples that confirm the theoretical global error estimates and exhibit superconvergence phenomena.