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.

The differential quadrature method has been widely used in scientific and engineering computation. However, for the basic characteristics of time domain differential quadrature method, such as numerical stability and calculation accuracy or order, it is still lack of systematic analysis conclusions. In this paper, according to the principle of differential quadrature method, it has been derived and proved that the weighting coefficients matrix of differential quadrature method meets the important V-transformation feature. Through the equivalence of the differential quadrature method and the implicit Runge-Kutta method, it has been proved that the differential quadrature method is A-stable and s-stage s-order method. On this basis, in order to further improve the accuracy of the time domain differential quadrature method, a class of improved differential quadrature method of s-stage 2s-order has been proposed by using undetermined coefficients method and Padé approximations. The numerical results show that the proposed differential quadrature method is more precise than the traditional differential quadrature method.

In this paper we study a class of multilevel high order time discretization procedures for the finite difference weighted essential non-oscillatory (WENO) schemes to solve the one-dimensional and two-dimensional shallow water equations with source terms. Multilevel time discretization methods can make full use of computed information by WENO spatial discretization and save CPU cost by holding the former computational values. Extensive simulations are performed, which indicate that, the finite difference WENO schemes with multilevel time discretization can achieve higher accuracy, and are more cost effective than WENO scheme with Runge-Kutta time discretization, while still maintaining nonoscillatory properties.

In this study an effective numerical approach is proposed for calculation of exhaust pipe flows. The flow inside an exhaust pipe is very complicated, since that flow involves pulsating hot gases with blast waves discharged from an internal combustion engine. In order to accurately simulate the complicated pulsating flow with the effects of heat transfer and friction at the duct wall, two systems of quasi-onedimensional model equations are employed, which resulted from the governing equations of the mass, momentum and energy conservation. One system of model equations with the terms of heat loss and wall friction results from the dimensionless governing equations based on dimensionless time variable t1 where t1 is defined as the dimensional time divided by the ratio of the pipe length to the time-average flow velocity at the pipe inlet. This system of model equations is numerically solved for a steady exhausted gas-flow without blast waves. The computed steady flow is referred as a basic flow. The other system of model equations without the terms of heat loss and wall friction results from the dimensionless governing equations based on dimensionless time variable t2, where t2 is defined as the dimensional time divided by the ratio of the pipe length to the speed of sound at the pipe inlet. The latter model is used for predicting exhausted gas-flows with blast waves. These two systems of model equations are solved by a th-order weighted essential non-oscillation scheme. It is found that the computed result of the peak pressures, temperature, and flow velocity at some check points for an exhaust pipe at different engine speeds agrees reasonably well with experimental data.