We propose a simple Eulerian approach to compute the moderate to long time flow map for approximating the Lyapunov exponent of a (periodic or aperiodic) dynamical system. The idea is to generalize a recently proposed backward phase flow method which is specially designed for long time level set propagation. Unlike the original phase flow method or the backward phase flow method, which is applicable only to autonomous systems, the current approach can also be applied to any time-dependent (periodic or aperiodic) flow. We will discuss the stability of the proposed method. Numerical examples will be given to demonstrate the effectiveness of the algorithm.

In this paper, an arbitrary Lagrangian–Eulerian local discontinuous Galerkin (ALE-LDG) method for Hamilton–Jacobi equations will be developed, analyzed and numerically tested. This method is based on the time-dependent approximation space defined on the moving mesh. A priori error estimates will be stated with respect to the L∞ 􏰒(0, T ; L2)norm. In particular, the optimal (k + 1) convergence in one dimension and the suboptimal (k + 1 ) convergence in two dimensions will be proven for the semi-discrete method, when a local Lax–Friedrichs flux and piecewise polynomials of degree k on the reference cell are used. Furthermore, the validity of the geometric conservation law will be proven for the fully-discrete method. Also, the link between the piecewise constant ALE-LDG method and the monotone scheme, which converges to the unique viscosity solution, will be shown. The capability of the method will be demonstrated by a variety of one and two dimensional numerical examples with convex and noneconvex Hamiltonian.

It is well-known that sparse grid algorithm has been widely accepted as an efficient tool to overcome the "curse of dimensionality" in some degree. In this note, we first give the error estimate of hyperbolic cross (HC) approximations with generalized Hermite functions. The exponential convergence in both regular and optimized hyperbolic cross approximations has been shown. Moreover, the error estimate of Hermite spectral method to high-dimensional linear parabolic PDEs with HC approximations has been investigated in the properly weighted Korobov spaces. The numerical result verifies the exponential convergence of this approach.

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The gas dynamics equations, coupled with a static gravitational field, admit the hydrostatic balance where the flux produced by the pressure is exactly canceled by the gravitational source term. Many astrophysical problems involve the hydrodynamical evolution in a gravitational field, therefore it is essential to correctly capture the effect of gravitational force in the simulations. Improper treatment of the gravitational force can lead to a solution which either oscillates around the equilibrium, or deviates from the equilibrium after a long time run. In this paper we design high order well-balanced finite difference WENO schemes to this system, which can preserve the hydrostatic balance state exactly and at the same time can maintain genuine high order accuracy. Numerical tests are performed to verify high order accuracy, well-balanced property, and good resolution for smooth and discontinuous solutions. The main purpose of the well-balanced schemes designed in this paper is to well resolve small perturbations of the hydrostatic balance state on coarse meshes. The more difficult issue of convergence towards such hydrostatic balance state from an arbitrary initial condition is not addressed in this paper.