In this paper, we propose a compact scheme to numerically study the coupled stochastic nonlinear Schrödinger equations. We prove that the compact scheme preserves the discrete stochastic multi-symplectic conservation law, discrete charge conservation law and discrete energy evolution law almost surely. Numerical experiments confirm well the theoretical analysis results. Furthermore, we present a detailed numerical investigation of the optical phenomena based on the compact scheme. By numerical experiments for various amplitudes of noise, we find that the noise accelerates the oscillation of the soliton and leads to the decay of the solution amplitudes with respect to time. In particular, if the noise is relatively strong, the soliton will be totally destroyed. Meanwhile, we observe that the phase shift is sensibly modified by the noise. Moreover, the numerical results present inelastic interaction which is different from the deterministic case.

For the numerical simulation of time harmonic acoustic scattering in a complex geometry, in presence of an arbitrary mean flow, the main difficulty is the coexistence and the coupling of two very different phenomena: acoustic propagation and convection of vortices. We consider a linearized formulation coupling an augmented Galbrun equation (for the perturbation of displacement) with a time harmonic convection equation (for the vortices). We first establish the well-posedness of this time harmonic convection equation in the appropriate mathematical framework. Then the complete problem, with Perfectly Matched Layers at the artificial boundaries, is proved to be coercive + compact, and a hybrid numerical method for the solution is proposed, coupling finite elements for the Galbrun equation and a Discontinuous Galerkin scheme for the convection equation. Finally a 2D numerical result shows the efficiency of the method.

In this paper, we propose a heat jet approach for atomic simulations at finite temperature. Thermal fluctuations are injected into an atomic subsystem from its boundaries, without modifying the governing equations for the interior domain. More precisely, we design a two way local boundary condition, and take the incoming part of a phonon representation for thermal fluctuation input. In this way, nonthermal wave propagation simulations are effectively performed at finite temperature. We further apply this approach to nonlinear chains with the Morse potential. Chains with model parameters fitted to carbon and gold are simulated at room temperature with fidelity.

The computation efficiency of high dimensional (3D and 4D) B-spline interpolation, constructed by classical tensor product method, is improved greatly by precomputing the B-spline function. This is due to the character of NLT code, i.e. only the linearised characteristics are needed so that the unperturbed orbit as well as values of the B-spline function at interpolation points can be precomputed at the beginning of the simulation. By integrating this fixed point interpolation algorithm into NLT code, the high dimensional gyro-kinetic Vlasov equation can be solved directly without operator splitting method which is applied in conventional semi-Lagrangian codes. In the Rosenbluth-Hinton test, NLT runs a few times faster for Vlasov solver part and converges at about one order larger time step than conventional splitting code.

In this paper, we propose a wavelet collocation splitting (WCS) method, and a Fourier pseudospectral splitting (FPSS) method as comparison, for solving one-dimensional and two-dimensional Schrödinger equations with variable coefficients in quantum mechanics. The two methods can preserve the intrinsic properties of original problems as much as possible. The splitting technique increases the computational efficiency. Meanwhile, the error estimation and some conservative properties are investigated. It is proved to preserve the charge conservation exactly. The global energy and momentum conservation laws can be preserved under several conditions. Numerical experiments are conducted during long time computations to show the performances of the proposed methods and verify the theoretical analysis.

In this paper, we present a new model developed in order to analyze phenomena which arise in the solidification of binary mixtures using phase-field method, which incorporates the convection effects and the action of magnetic field. The model consists of flow, concentration, phase field and energy systems which are nonlinear evolutive and coupled systems. It represents the non-isothermal anisotropic solidification process of a binary mixture together with the motion in a melt with the applied magnetic field. To illustrate our model, numerical simulations of the influence of magnetic-field on the evolution of dendrites during the solidification of the binary mixture of Nickel-Copper (Ni-Cu) are developed. The results demonstrate that the dendritic growth under the action of magnetic-field can be simulated by using our model.

Electromagnetic wave propagation in complex dispersive media is governed by the time dependent Maxwell's equations coupled to equations that describe the evolution of the induced macroscopic polarization. We consider “polydispersive” materials represented by distributions of dielectric parameters in a polarization model. The work focuses on a novel computational framework for such problems involving Polynomial Chaos Expansions as a method to improve the modeling accuracy of the Debye model and allow for easy simulation using the Finite Difference Time Domain (FDTD) method. Stability and dispersion analyzes are performed for the approach utilizing the second order Yee scheme in two spatial dimensions.

In this paper, we present the use of the orthogonal spline collocation method for the semi-discretization scheme of the one-dimensional coupled nonlinear Schrödinger equations. This method uses the Hermite basis functions, by which physical quantities are approximated with their values and derivatives associated with Gaussian points. The convergence rate with order and the stability of the scheme are proved. Conservation properties are shown in both theory and practice. Extensive numerical experiments are presented to validate the numerical study under consideration.

We consider a non-standard mixed method for the Stokes problem in ℝn, n Є {2,3}, with Dirichlet boundary conditions, in which, after using the incompressibility condition to eliminate the pressure, the pseudostress tensor σ and the velocity vector u become the only unknowns. Then, we apply the Babuška-Brezzi theory to prove the well-posedness of the corresponding continuous and discrete formulations. In particular, we show that Raviart-Thomas elements of order k≥0 for σ and piecewise polynomials of degree k for u ensure unique solvability and stability of the associated Galerkin scheme. In addition, we introduce and analyze an augmented approach for our pseudostress-velocity formulation. The methodology employed is based on the introduction of the Galerkin least-squares type terms arising from the constitutive and equilibrium equations, and the Dirichlet boundary condition for the velocity, all of them multiplied by suitable stabilization parameters. We show that these parameters can be chosen so that the resulting augmented variational formulation is defined by a strongly coercive bilinear form, whence the associated Galerkin scheme becomes well posed for any choice of finite element subspaces. For instance, Raviart-Thomas elements of order k≥0 for σ and continuous piecewise polynomials of degree k+1 for u become a feasible choice in this case. Finally, extensive numerical experiments illustrating the good performance of the methods and comparing them with other procedures available in the literature, are provided.

The exact solution to the hierarchy of nonlinear lattice Boltzmann kinetic equations, for the stationary planar Couette flow for any Knudsen number was presented by S. Ansumali et al. [Phys. Rev. Lett., 98 (2007), 124502]. In this paper, simulation results at a non-vanishing value of the Knudsen number are compared with the closed-form solutions for the higher-order moments. The order of convergence to the exact solution is also studied. The lattice Boltzmann simulations are in excellent agreement with the exact solution.

In this article, we detail the methodology developed to construct arbitrarily high order schemes — linear and WENO — on 3D mixed-element unstructured meshes made up of general convex polyhedral elements. The approach is tailored specifically for the solution of scalar level set equations for application to incompressible two-phase flow problems. The construction of WENO schemes on 3D unstructured meshes is notoriously difficult, as it involves a much higher level of complexity than 2D approaches. This due to the multiplicity of geometrical considerations introduced by the extra dimension, especially on mixed-element meshes. Therefore, we have specifically developed a number of algorithms to handle mixed-element meshes composed of convex polyhedra with convex polygonal faces. The contribution of this work concerns several areas of interest: the formulation of an improved methodology in 3D, the minimisation of computational runtime in the implementation through the maximum use of pre-processing operations, the generation of novel methods to handle complex 3D mixed-element meshes and finally the application of the method to the transport of a scalar level set.

A new finite element level set method is developed to simulate the interface motion. The normal velocity of the moving interface can depend on both the local geometry, such as the curvature, and the external force such as that due to the flux from both sides of the interface of a material whose concentration is governed by a diffusion equation. The key idea of the method is to use an interface-fitted finite element mesh. Such an approximation of the interface allows an accurate calculation of the solution to the diffusion equation. The interface-fitted mesh is constructed from a base mesh, a uniform finite element mesh, at each time step to explicitly locate the interface and separate regions defined by the interface. Several new level set techniques are developed in the framework of finite element methods. These include a simple finite element method for approximating the curvature, a new method for the extension of normal velocity, and a finite element least-squares method for the reinitialization of level set functions. Application of the method to the classical solidification problem captures the dendrites. The method is also applied to the molecular solvation to determine optimal solute-solvent interfaces of solvation systems.

The lattice Boltzmann method (LBM) with an elastic model is applied to the simulation of two-phase flows containing a deformable body with a viscoelastic membrane. The numerical method is based on the LBM for incompressible two-phase fluid flows with the same density. The body has an internal fluid covered by a viscoelastic membrane of a finite thickness. An elastic model is introduced to the LBM in order to determine the elastic forces acting on the viscoelastic membrane of the body. In the present method, we take account of changes in surface area of the membrane and in total volume of the body as well as shear deformation of the membrane. By using this method, we calculate two problems, the behavior of an initially spherical body under shear flow and the motion of a body with initially spherical or biconcave discoidal shape in square pipe flow. Calculated deformations of the body (the Taylor shape parameter) for various shear rates are in good agreement with other numerical results. Moreover, tank-treading motion, which is a characteristic motion of viscoelastic bodies in shear flows, is simulated by the present method.

We present a review on the accuracy of asymptotic models for the scattering problem of electromagnetic waves in domains with thin layer. These models appear as first order approximations of the electromagnetic field. They are obtained thanks to a multiscale expansion of the exact solution with respect to the thickness of the thin layer, that makes possible to replace the thin layer by approximate conditions. We present the advantages and the drawbacks of several approximations together with numerical validations and simulations. The main motivation of this work concerns the computation of electromagnetic field in biological cells. The main difficulty to compute the local electric field lies in the thinness of the membrane and in the high contrast between the electrical conductivities of the cytoplasm and of the membrane, which provides a specific behavior of the electromagnetic field at low frequencies.

This paper presents comprehensive studies on two closely related problems of high speed collisionless gaseous jet from a circular exit and impinging on an inclined rectangular flat plate, where the plate surface can be diffuse or specular reflective. Gaskinetic theories are adopted to study the problems, and several crucial geometry-location and velocity-direction relations are used. The final complete results include flowfield properties such as density, velocity components, temperature and pressure, and impingement surface properties such as coefficients of pressure, shear stress and heat flux. Also included are the averaged coefficients for pressure, friction, heat flux, moment over the whole plate, and the averaged distance from the moment center to the plate center. The final results include complex but accurate integrations involving the geometry and specific speed ratios, inclination angle, and the temperature ratio. Several numerical simulations with the direct simulation Monte Carlo method validate these analytical results, and the results are essentially identical. Exponential, trigonometric, and error functions are embedded in the solutions. The results illustrate that the past simple cosine function approach is rather crude, and should be used cautiously. The gaskinetic method and processes are heuristic and can be used to investigate other external high Knudsen number impingement flow problems, including the flowfield and surface properties for high Knudsen number jet from an exit and flat plate of arbitrary shapes. The results are expected to find many engineering applications.

In this paper, we present a discretization of the time-dependent Schrödinger equation based on a Magnus-Lanczos time integrator and high-order Gauss-Lobatto finite elements in space. A truncated Galerkin orthogonality is used to obtain duality-based a posteriori error estimates that address the temporal and the spatial error separately. Based on this theory, a space-time adaptive solver for the Schrödinger equation is devised. An efficient matrix-free implementation of the differential operator, suited for spectral elements, is used to enable computations for realistic configurations. We demonstrate the performance of the algorithm for the example of matter-field interaction.

This paper proposes a novel distance derivative weighted ENO (DDWENO) limiter based on fixed reconstruction stencil and applies it to the second- and highorder finite volume method on unstructured grids. We choose the standard deviation coefficients of the flow variables as the smooth indicators by using the k-exact reconstruction method, and obtain the limited derivatives of the flow variables by weighting all derivatives of each cell according to smoothness. Furthermore, an additional weighting coefficient related to distance is introduced to emphasize the contribution of the central cell in smooth regions. The developed limiter, combining the advantages of the slope limiters and WENO-type limiters, can achieve the similar effect of WENO schemes in the fixed stencil with high computational efficiency. The numerical cases demonstrate that the DDWENO limiter can preserve the numerical accuracy in smooth regions, and capture the shock waves clearly and steeply as well.

The pricing of option contracts is one of the classical problems in Mathematical Finance. While useful exact solution formulas exist for simple contracts, typically numerical simulations are mandated due to the fact that standard features, such as early-exercise, preclude the existence of such solutions. In this paper we consider derivatives which generalize the classical Black-Scholes setting by not only admitting the early-exercise feature, but also considering assets which evolve by the Constant Elasticity of Variance (CEV) process (which includes the Geometric Brownian Motion of Black-Scholes as a special case). In this paper we investigate a Discontinuous Galerkin method for valuing European and American options on assets evolving under the CEV process which has a number of advantages over existing approaches including adaptability, accuracy, and ease of parallelization.

A surface based lattice Boltzmann impedance boundary condition (BC) using Ozyoruk’s model [J. Comput. Phys., 146 (1998), pp. 29-57] is proposed and implemented in PowerFLOW. In Ozyoruk’s model, pressure fluctuation is directly linked to normal velocity on an impedance surface. In the present study, the relation between pressure and normal velocity is realized precisely by imposing a mass flux on the surface. This impedance BC is generalized and can handle complex geometry. Combined with the turbulence model in the lattice Boltzmann solver PowerFLOW, this BC can be used to model the effect of a liner in presence of a complex 3D turbulent flow. Preliminary simulations of the NASA Langley grazing flow tube and Kundt tube show satisfying agreement with experimental results.

An isolated cylindrical void is located inside an incompressible nonlinear-elastic medium whose constitutive behaviour is governed by a neo-Hookean strain energy function. In-plane hydrostatic pressure is applied in the far-field so that the void changes its radius and an inhomogeneous region of deformation arises in the vicinity of the void. We consider scattering from the void in the deformed configuration due to an incident field (of small amplitude) generated by a horizontally polarized shear (SH) line source, a distance r0 (R0) away from the centre of the void in the deformed (undeformed) configuration. We show that the scattering coefficients of this scattered field are unaffected by the pre-stress (initial deformation). In particular, they depend not on the deformed void radius a or distance r0, but instead on the original void size A and original distance R0.