CREATION AND EVALUATION OF THE STRUCTURES GRID IN CURVILINEAR AREAS

The article concerns methods of a structural curvilinear grid constructing in areas of geometrically complex shape and its evaluation from the quality point of view. Equidistribution methods based on differential equations were used to construct the grid at the boundary and inside the region. The numerical solution of differential equations was realized by the finite difference method. For the problems of uniform arrangement of grid nodes on the boundary and for the problems of constructing curved grids inside the region, implicit difference schemes were constructed and methods of scalar sweep and alternating directions were used. The results of numerical calculations are obtained and graphs of curved grids are presented for different numbers of grid nodes. The quality of the grid was studied according to four criteria such as orthogonality, elongation, convexity and adaptability, which corresponds to the division of the considered area into equal subdomains, i.e. cells

Splitting and composition methods in the numerical integration of differential equations

We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE can be decomposed into several pieces and each of them is integrable. This class of integrators are explicit, simple to implement and preserve structural properties of the system. In consequence, they are specially useful in geometric numerical integration. In addition, the numerical solution obtained by splitting schemes can be seen as the exact solution to a perturbed system of ODEs possessing the same geometric properties as the original system. This backward error interpretation has direct implications for the qualitative behavior of the numerical solution as well as for the error propagation along time. Closely connected with splitting integrators are composition methods. We analyze the order conditions required by a method to achieve a given order and summarize the different families of schemes one can find in the literature. Finally, we illustrate the main features of splitting and composition methods on several numerical examples arising from applications.Comment: Review paper; 56 pages, 6 figures, 8 table

Algebraic Structures and Stochastic Differential Equations driven by Levy processes

We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders and independent of the governing vector fields. This holds provided the driving processes possess moments of all orders and the vector fields are sufficiently smooth. Moreover the efficient integrator in question is optimal within a broad class of perturbations for half-integer global root mean-square orders of convergence. We obtain these results using the quasi-shuffle algebra of multiple iterated integrals of independent Levy processes.Comment: 41 pages, 11 figure