文献详情
Energy Stable Linear Schemes for Mass-Conserved Gradient Flows with Peng-Robinson Equation of State
文献类型:期刊
通讯作者:Li, HW (reprint author), Shandong Normal Univ, Sch Math & Stat, Jinan 250014, Shandong, Peoples R China.
期刊名称:EAST ASIAN JOURNAL ON APPLIED MATHEMATICS影响因子和分区
年:2019
卷:9
期:1
页码:212-232
ISSN:2079-7362
关键词:Conservative gradient flow; Peng-Robinson equation of state; invariant energy quadratisation; unconditional energy stability
所属部门:信息学院;数学科学研究院
摘要:First and second order numerical schemes for the fourth order parabolic equation with Peng-Robinson equation of state, which are based on recently proposed invariant energy quadratisation method are developed. Both schemes are linear, unconditionally energy stable and uniquely solvable. The reduced linear systems are symmetric and positive definite, so that their solutions can be efficiently found. Numerical results demonstrate the good performance of the schemes, consistent with experimental da ...More
First and second order numerical schemes for the fourth order parabolic equation with Peng-Robinson equation of state, which are based on recently proposed invariant energy quadratisation method are developed. Both schemes are linear, unconditionally energy stable and uniquely solvable. The reduced linear systems are symmetric and positive definite, so that their solutions can be efficiently found. Numerical results demonstrate the good performance of the schemes, consistent with experimental data. ...Hide
DOI:10.4208/eajam.140418.120518
百度学术:Energy Stable Linear Schemes for Mass-Conserved Gradient Flows with Peng-Robinson Equation of State
语言:外文
被引频次:1
基金:National Natural Science Foundation of ChinaNational Natural Science Foundation of China [11401350, 11471196, 11701562, 11571365]; China Scholarship CouncilChina Scholarship Council [201608370010]; Fundamental Research Funds for the Central UniversitiesFundamental Research Funds for the Central Universities; Research Funds of Renmin University of China [17XNLF03]; China Postdoctoral Sustentation Fund [2017M611085]
作者其他论文
IMEX-MCNAB Scheme for Pricing European Options under Kou's Jump-Diffusion Models.Jia, Xiangyu, Xu, Zuoliang,.PROCEEDINGS OF THE 2018 4TH INTERNATIONAL CONFERENCE ON EDUCATION TECHNOLOGY, MANAGEMENT AND HUMANITIES SCIENCE (ETMHS 2018). 2018, 194, 545-552.
The calibration of volatility for option pricing models with jump diffusion processes.Xu, Zuoliang, Jia, Xiangyu,.APPLICABLE ANALYSIS. 2019, 98(4), 810-827.
The calibration of volatility for option pricing models with jump diffusion processes.Xu, Zuoliang, Jia, Xiangyu,.APPLICABLE ANALYSIS. 2019, 98(4), 810-827.
Non-recombining trinomial tree pricing mode and calibration for the volatility smile.Gong, Wenxiu, Xu, Zuoliang,.JOURNAL OF INVERSE AND ILL-POSED PROBLEMS. 2019, 27(3), 353-366.
Non-recombining trinomial tree pricing mode and calibration for the volatility smile.Gong, Wenxiu, Xu, Zuoliang,.JOURNAL OF INVERSE AND ILL-POSED PROBLEMS. 2019, 27(3), 353-366.
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Energy Stable Linear Schemes for Mass-Conserved Gradient Flows with Peng-Robinson Equation of Stat
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