This paper is devoted to developing the Il'in-Allen-Southwell (IAS) parameter-uniform difference scheme on uniform meshes for solving strongly coupled systems of singularly perturbed convection-diffusion equations whose solutions may display boundary and/or interior layers, where strong coupling means that the solution components in the system are coupled together mainly through their first derivatives. By decomposing the coefficient matrix of convection term into the Jordan canonical form, we first construct the IAS scheme for 1-D systems and then extend the scheme to 2-D systems by employing an alternating direction technique. The robustness of the developed IAS scheme is illustrated through a series of numerical examples, including the magnetohydrodynamic duct flow problem with a high Hartmann number. Numerical evidence indicates that the IAS scheme is formally second order accurate in the sense that it is second order convergent when the perturbation parameter $\varepsilon$ is not too small and when the $\varepsilon$ is sufficiently small, the scheme is first order convergent in the discrete maximum norm uniformly in $\varepsilon$.

We propose a dynamically bi-orthogonal method (DyBO) to solve time dependent stochastic partial differential equations (SPDEs). The objective of our method is to exploit some intrinsic sparse structure in the stochastic solution by constructing the sparsest representation of the stochastic solution via a bi-orthogonal basis. It is well-known that the KarhunenLoeve expansion (KLE) minimizes the total mean squared error and gives the sparsest representation of stochastic solutions. However, the computation of the KL expansion could be quite expensive since we need to form a covariance matrix and solve a large-scale eigenvalue problem. The main contribution of this paper is that we derive an equivalent system that governs the evolution of the spatial and stochastic basis in the KL expansion. Unlike other reduced model methods, our method constructs the reduced basis on-the-fly without the need to form the

In earlier work, Maire developed a class of cell-centered Lagrangian schemes for solving Euler equations of compressible gas dynamics in cylindrical coordinates. These schemes use a node-based discretization of the numerical fluxes. The control volume version has several distinguished properties, including the conservation of mass, momentum and total energy and compatibility with the geometric conservation law (GCL). However it also has a limitation in that it cannot preserve spherical symmetry for one-dimensional spherical flow. An alternative is also given to use the first order area-weighted approach which can ensure spherical symmetry, at the price of sacrificing conservation of momentum. In this paper, we apply the methodology proposed in our recent work to the first order control volume scheme of Maire to obtain the spherical symmetry property. The modified scheme can preserve one-dimensional spherical symmetry in a two-dimensional cylindrical geometry when computed on an equal-angle-zoned initial grid, and meanwhile it maintains its original good properties such as conservation and GCL. Several two-dimensional numerical examples in cylindrical coordinates are presented to demonstrate the good performance of the scheme in terms of symmetry, non-oscillation and robustness properties.

The immersed boundary method is one of the most useful computational methods in studying fluid structure interaction. On the other hand, the Immersed Boundary method is also known to require small time steps to maintain stability when solved with an explicit method. Many implicit or approximately implicit methods have been proposed in the literature to remove this severe time step stability constraint, but none of them give satisfactory performance. In this paper, we propose an efficient semi-implicit scheme to remove this stiffness from the immersed boundary method for the Navier–Stokes equations. The construction of our semi-implicit scheme consists of two steps. First, we obtain a semiimplicit discretization which is proved to be unconditionally stable. This unconditionally stable semi-implicit scheme is still quite expensive to implement in practice. Next, we apply the small scale decomposition to the unconditionally stable semi-implicit scheme to construct our efficient semi-implicit scheme. Unlike other implicit or semi-implicit schemes proposed in the literature, our semi-implicit scheme can be solved explicitly in the spectral space. Thus the computational cost of our semi-implicit schemes is comparable to that of an explicit scheme. Our extensive numerical experiments show that our semiimplicit scheme has much better stability property than an explicit scheme. This offers a substantial computational saving in using the immersed boundary method.

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