Approximate solutions of hybrid stochastic pantograph equations with Levy jumps

We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps. We prove that the approximate solutions converge to the true solutions in 퐿 2 sense as well as in probability under local Lipschitz condition and generalize the results obtained by Fan et al. (2007), Milošević and Jovanović (2011), and Marion et al. (2002) to cover a class of more general stochastic pantograph differential equations with jumps. Finally, an illustrative example is given to demonstrate our established theory

Entropy Stable Finite Volume Approximations for Ideal Magnetohydrodynamics

This article serves as a summary outlining the mathematical entropy analysis of the ideal magnetohydrodynamic (MHD) equations. We select the ideal MHD equations as they are particularly useful for mathematically modeling a wide variety of magnetized fluids. In order to be self-contained we first motivate the physical properties of a magnetic fluid and how it should behave under the laws of thermodynamics. Next, we introduce a mathematical model built from hyperbolic partial differential equations (PDEs) that translate physical laws into mathematical equations. After an overview of the continuous analysis, we thoroughly describe the derivation of a numerical approximation of the ideal MHD system that remains consistent to the continuous thermodynamic principles. The derivation of the method and the theorems contained within serve as the bulk of the review article. We demonstrate that the derived numerical approximation retains the correct entropic properties of the continuous model and show its applicability to a variety of standard numerical test cases for MHD schemes. We close with our conclusions and a brief discussion on future work in the area of entropy consistent numerical methods and the modeling of plasmas

Approximate solutions of hybrid stochastic pantograph equations with Levy jumps

We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps. We prove that the approximate solutions converge to the true solutions in 퐿 2 sense as well as in probability under local Lipschitz condition and generalize the results obtained by Fan et al. (2007), Milošević and Jovanović (2011), and Marion et al. (2002) to cover a class of more general stochastic pantograph differential equations with jumps. Finally, an illustrative example is given to demonstrate our established theory

Constraint-consistent Runge-Kutta methods for one-dimensional incompressible multiphase flow

New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the mass and momentum equations and implicit for the volume constraint. These half-explicit methods are constraint-consistent, i.e., they satisfy the hidden constraints of the two-fluid model, namely the volumetric flow (incompressibility) constraint and the Poisson equation for the pressure. A novel analysis shows that these hidden constraints are present in the continuous, semi-discrete, and fully discrete equations. Next to constraint-consistency, the new methods are conservative: the original mass and momentum equations are solved, and the proper shock conditions are satisfied; efficient: the implicit constraint is rewritten into a pressure Poisson equation, and the time step for the explicit part is restricted by a CFL condition based on the convective wave speeds; and accurate: achieving high order temporal accuracy for all solution components (masses, velocities, and pressure). High-order accuracy is obtained by constructing a new third order Runge-Kutta method that satisfies the additional order conditions arising from the presence of the constraint in combination with time-dependent boundary conditions. Two test cases (Kelvin-Helmholtz instabilities in a pipeline and liquid sloshing in a cylindrical tank) show that for time-independent boundary conditions the half-explicit formulation with a classic fourth-order Runge-Kutta method accurately integrates the two-fluid model equations in time while preserving all constraints. A third test case (ramp-up of gas production in a multiphase pipeline) shows that our new third order method is preferred for cases featuring time-dependent boundary conditions