A parameter-free limiting technique is developed for high-order unstruc- tured-grid methods to capture discontinuities when solving hyperbolic conservation laws. The technique is based on a "troubled-cell" approach, in which cells requiring limiting are first marked, and then a limiter is applied to these marked cells. A parameter-free accuracy-preserving TVD marker based on the cell-averaged solutions and solution derivatives in a local stencil is compared to several other markers in the literature in identifying "troubled cells". This marker is shown to be reliable and efficient to consistently mark the discontinuities. Then a compact high-order hierarchical moment limiter is developed for arbitrary unstructured grids. The limiter preserves a degree $p$ polynomial on an arbitrary mesh. As a result, the solution accuracy near smooth local extrema is preserved. Numerical results for the high-order spectral difference methods are provided to illustrate the accuracy, effectiveness, and robustness of the present limiting technique.

The two-winged insect hovering flight is investigated numerically using the lattice Boltzmann method (LBM). A virtual model of two elliptic foils with flapping motion is used to study the aerodynamic performance of the insect hovering flight with and without the effect of ground surface. Systematic studies have been carried out by changing some parameters of the wing kinematics, including the stroke amplitude, attack angle, and the Reynolds number for the insect hovering flight without ground effect, as well as the distance between the flapping foils and the ground surface when the ground effect is considered. The influence of the wing kinematic parameters and the effect of the ground surface on the unsteady forces and vortical structures are analyzed. The unsteady forces acting on the flapping foils are verified to be closely associated with the time evolution of the vortex structures, foil translational and rotational accelerations, and interaction between the flapping foils and the existed vortical flow. Typical unsteady mechanisms of lift production are identified by examining the vortical structures around the flapping foils. The results obtained in this study provide some physical insight into the understanding of the aerodynamics and flow structures for the insect hovering flight.

One of the main difficulties in the application of the method of fundamental solutions (MFS) is the determination of the position of the pseudo-boundary on which are placed the singularities in terms of which the approximation is expressed. In this work, we propose a simple practical algorithm for determining an estimate of the pseudo-boundary which yields the most accurate MFS approximation when the method is applied to certain boundary value problems. Several numerical examples are provided.

Game option is an American-type option with added feature that the writer can exercise the option at any time before maturity. In this paper, we consider the problem of hedging Game Contingent Claims (GCC) in two cases. For the case that portfolio is unconstrained, we provide a single arbitrage-free price $P_0$. Whereas for the constrained case, the price is replaced by an interval $[h_{low},h_{up}]$ of arbitrage-free prices. And for the portfolio with some closed constraints, we give the expressions of the upper-hedging price and lower-hedging price. Finally, for a special type of game option, we provide explicit expressions of the price and optimal portfolio for the writer and holder.

The lid-driven square cavity flow is investigated by numerical experiments. It is found that from $ \mathrm{Re} $$=$ $5,000 $ to $ \mathrm{Re} $$=$$ 7,307.75 $ the solution is stationary, but at $ \mathrm{Re}$$=$$7,308 $ the solution is time periodic. So the critical Reynolds number for the first Hopf bifurcation localizes between $ \mathrm{Re} $$=$$ 7,307.75 $ and $ \mathrm{Re} $$=$$ 7,308 $. Time periodical behavior begins smoothly, imperceptibly at the bottom left corner at a tiny tertiary vortex; all other vortices stay still, and then it spreads to the three relevant corners of the square cavity so that all small vortices at all levels move periodically. The primary vortex stays still. At $ \mathrm{Re} $$=$$ 13,393.5 $ the solution is time periodic; the long-term integration carried out past $ t_{\infty} $$=$$ 126,562.5 $ and the fluctuations of the kinetic energy look periodic except slight defects. However, at $ \mathrm{Re} $$=$$ 13,393.75 $ the solution is not time periodic anymore: losing unambiguously, abruptly time periodicity, it becomes chaotic. So the critical Reynolds number for the second Hopf bifurcation localizes between $ \mathrm{Re} $$=$$ 13,393.5 $ and $ \mathrm{Re} $$=$$ 13,393.75 $. At high Reynolds numbers $ \mathrm{Re} $$=$$ 20,000 $ until $ \mathrm{Re} $$=$$ 30,000 $ the solution becomes chaotic. The long-term integration is carried out past the long time $ t_{\infty} $$=$$ 150,000 $, expecting the time asymptotic regime of the flow has been reached. The distinctive feature of the flow is then the appearance of drops: tiny portions of fluid produced by splitting of a secondary vortex, becoming loose and then fading away or being absorbed by another secondary vortex promptly. At $ \mathrm{Re} $$=$$ 30,000 $ another phenomenon arises—the abrupt appearance at the bottom left corner of a tiny secondary vortex, not produced by splitting of a secondary vortex.

It is known that the solution to a Cauchy problem of linear differential equations: $$x'(t)=A(t)x(t), \quad {with}\quad x(t_0)=x_0,$$ can be presented by the matrix exponential as $\exp({\int_{t_0}^tA(s)\,ds})x_0,$ if the commutativity condition for the coefficient matrix $A(t)$ holds: $$\Big[\int_{t_0}^tA(s)\,ds,A(t)\Big]=0.$$ A natural question is whether this is true without the commutativity condition. To give a definite answer to this question, we present two classes of illustrative examples of coefficient matrices, which satisfy the chain rule $$ \frac d {dt}\, \exp({\int_{t_0}^t A(s)\, ds})=A(t)\,\exp({\int_{t_0}^t A(s)\, ds}),$$ but do not possess the commutativity condition. The presented matrices consist of finite-times continuously differentiable entries or smooth entries.