137 resultados para stochastic differentia equations


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In the present paper we consider second order compact upwind schemes with a space split time derivative (CABARET) applied to one-dimensional compressible gas flows. As opposed to the conventional approach associated with incorporating adjacent space cells we use information from adjacent time layer to improve the solution accuracy. Taking the first order Roe scheme as the basis we develop a few higher (i.e. second within regions of smooth solutions) order accurate difference schemes. One of them (CABARET3) is formulated in a two-time-layer form, which makes it most simple and robust. Supersonic and subsonic shock-tube tests are used to compare the new schemes with several well-known second-order TVD schemes. In particular, it is shown that CABARET3 is notably more accurate than the standard second-order Roe scheme with MUSCL flux splitting.

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We present the Unified Form Language (UFL), which is a domain-specific language for representing weak formulations of partial differential equations with a view to numerical approximation. Features of UFL include support for variational forms and functionals, automatic differentiation of forms and expressions, arbitrary function space hierarchies formultifield problems, general differential operators and flexible tensor algebra. With these features, UFL has been used to effortlessly express finite element methods for complex systems of partial differential equations in near-mathematical notation, resulting in compact, intuitive and readable programs. We present in this work the language and its construction. An implementation of UFL is freely available as an open-source software library. The library generates abstract syntax tree representations of variational problems, which are used by other software libraries to generate concrete low-level implementations. Some application examples are presented and libraries that support UFL are highlighted. © 2014 ACM.