Chalupecký, Vladimír
2011-01-01
We propose a semi-discrete finite difference multiscale scheme for a concrete corrosion model consisting of a system of two-scale reaction-diffusion equations coupled with an ode. We prove energy and regularity estimates and use them to get the necessary compactness of the approximation estimates. Finally, we illustrate numerically the behavior of the two-scale finite difference approximation of the weak solution.
International Nuclear Information System (INIS)
Most of thermal hydraulic processes in nuclear engineering can be described by general convection-diffusion equations that are often can be simulated numerically with finite-difference method (FDM). An effective scheme for finite-difference discretization of such equations is presented in this report. The derivation of this scheme is based on analytical solutions of a simplified one-dimensional equation written for every control volume of the finite-difference mesh. These analytical solutions are constructed using linearized representations of both diffusion coefficient and source term. As a result, the Efficient Finite-Differencing (EFD) scheme makes it possible to significantly improve the accuracy of numerical method even using mesh systems with fewer grid nodes that, in turn, allows to speed-up numerical simulation. EFD has been carefully verified on the series of sample problems for which either analytical or very precise numerical solutions can be found. EFD has been compared with other popular FDM schemes including novel, accurate (as well as sophisticated) methods. Among the methods compared were well-known central difference scheme, upwind scheme, exponential differencing and hybrid schemes of Spalding. Also, newly developed finite-difference schemes, such as the the quadratic upstream (QUICK) scheme of Leonard, the locally analytic differencing (LOAD) scheme of Wong and Raithby, the flux-spline scheme proposed by Varejago and Patankar as well as the latest LENS discretization of Sakai have been compared. Detailed results of this comparison are given in this report. These tests have shown a high efficiency of the EFD scheme. For most of sample problems considered EFD has demonstrated the numerical error that appeared to be in orders of magnitude lower than that of other discretization methods. Or, in other words, EFD has predicted numerical solution with the same given numerical error but using much fewer grid nodes. In this report, the detailed description of EFD is given. It includes basic assumptions, the detailed derivation, the verification procedure, as well verification and comparisons. Conclusion summarizes results and highlights the problems to be solved. (author)
On second-order mimetic and conservative finite-difference discretization schemes
Scientific Electronic Library Online (English)
S, Rojas; J.M, Guevara-Jordan.
2008-12-01
Full Text Available Aunque la derivación del esquema se puede realizar usando la reciente metodología de discretización numérica conocida como Diferencias Finitas Miméticas, estaremos presentando la derivación de un esquema de discretización mimético en diferencias finitas de segundo orden en una forma mas intuitiva, m [...] ediante el uso de expansiones de Taylor. Considerando que los estudiantes se familiarizan con expansiones de Taylor en los primeros cursos de cálculo y métodos matemáticos para físicos, pensamos que la presente alternativa de presentar este nuevo esquema de discretización es más favorable de ser asimilada en cursos de computación numérica tanto de pregrado como de postgrado. La robusticidad del esquema será ilustrada encontrando la solución numérica de un problema unidimensional del tipo capa límite difícil de resolver en forma numérica y que se basa en la ecuación de difusión estacionaria. Más aun, dado que el esquema de discretización alcanza segundo orden de precisión en todo el dominio computacional (incluyendo las fronteras), como ejercicio comparativo el mismo puede ser rápidamente aplicado para resolver ejemplos comúnmente encontrados en textos sobre métodos numéricos aplicados y que se resuelven usando otras metodologías numéricas (incluyendo algunos esquemas de discretización en diferencias finitas) Abstract in english Although the scheme could be derived on the grounds of a relatively new numerical discretization methodology known as Mimetic Finite-Difference Approach, the derivation of a second-order mimetic finite difference discretization scheme will be presented in a more intuitive way, using Taylor expansion [...] s. Since students become familiar with Taylor expansions in earlier calculus and mathematical methods for physicist courses, one finds this approach of presenting this new discretization scheme to be more easily handled in courses on numerical computations of both undergraduate and graduated programs. The robustness of the resulting discretized equations will be illustrated by finding the numerical solution of an essentially hard-to-solve, one-dimensional, boundary-layer-like problem, based on the steady diffusion equation. Moreover, given that the presented mimetic discretization scheme attains second-order accuracy in the entire computational domain (including the boundaries), as a comparative exercise the discretized equations can be readily applied in solving examples commonly found in texbooks on applied numerical methods and solved numerically via other discretization schemes (including some of the standard finite-diffence discretization schemes)
On second-order mimetic and conservative finite-difference discretization schemes
Directory of Open Access Journals (Sweden)
S Rojas
2008-12-01
Full Text Available Although the scheme could be derived on the grounds of a relatively new numerical discretization methodology known as Mimetic Finite-Difference Approach, the derivation of a second-order mimetic finite difference discretization scheme will be presented in a more intuitive way, using Taylor expansions. Since students become familiar with Taylor expansions in earlier calculus and mathematical methods for physicist courses, one finds this approach of presenting this new discretization scheme to be more easily handled in courses on numerical computations of both undergraduate and graduated programs. The robustness of the resulting discretized equations will be illustrated by finding the numerical solution of an essentially hard-to-solve, one-dimensional, boundary-layer-like problem, based on the steady diffusion equation. Moreover, given that the presented mimetic discretization scheme attains second-order accuracy in the entire computational domain (including the boundaries, as a comparative exercise the discretized equations can be readily applied in solving examples commonly found in texbooks on applied numerical methods and solved numerically via other discretization schemes (including some of the standard finite-diffence discretization schemesAunque la derivación del esquema se puede realizar usando la reciente metodología de discretización numérica conocida como Diferencias Finitas Miméticas, estaremos presentando la derivación de un esquema de discretización mimético en diferencias finitas de segundo orden en una forma mas intuitiva, mediante el uso de expansiones de Taylor. Considerando que los estudiantes se familiarizan con expansiones de Taylor en los primeros cursos de cálculo y métodos matemáticos para físicos, pensamos que la presente alternativa de presentar este nuevo esquema de discretización es más favorable de ser asimilada en cursos de computación numérica tanto de pregrado como de postgrado. La robusticidad del esquema será ilustrada encontrando la solución numérica de un problema unidimensional del tipo capa límite difícil de resolver en forma numérica y que se basa en la ecuación de difusión estacionaria. Más aun, dado que el esquema de discretización alcanza segundo orden de precisión en todo el dominio computacional (incluyendo las fronteras, como ejercicio comparativo el mismo puede ser rápidamente aplicado para resolver ejemplos comúnmente encontrados en textos sobre métodos numéricos aplicados y que se resuelven usando otras metodologías numéricas (incluyendo algunos esquemas de discretización en diferencias finitas
Nodal mesh-centered finite difference schemes
International Nuclear Information System (INIS)
The classical five points mesh-centered finite difference scheme can be derived from a low-order nodal finite element scheme by using nonstandard quadrature formulas. In this paper, we show that higher order five blocks mesh-centered finite difference schemes can be derived from higher order nodal finite elements by an extension of the techniques used in the simpler case, combined with another well-known ingredient, namely, transverse integration. The resulting systems of algebraic equations keep the nice structure of finite difference systems; moreover, a very simple postprocessing operation allows construction of a fully piecewise continuous approximation defined at each point of a given cell. Numerical experiments with nonuniform meshes and different types of boundary conditions confirm the theoretical predictions, in discrete as well as continuous norms
Implicit finite difference schemes for the magnetic induction equations
Koley, U.
2011-01-01
We describe high order accurate and stable fully-discrete finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity field. The finite difference schemes are based on Summation by Parts (SBP) operators for spatial derivatives and a Simultaneous Approximation Term (SAT) technique for imposing boundary conditions. We present various numerical ...
Conservative properties of finite difference schemes for incompressible flow
Morinishi, Youhei
1995-01-01
The purpose of this research is to construct accurate finite difference schemes for incompressible unsteady flow simulations such as LES (large-eddy simulation) or DNS (direct numerical simulation). In this report, conservation properties of the continuity, momentum, and kinetic energy equations for incompressible flow are specified as analytical requirements for a proper set of discretized equations. Existing finite difference schemes in staggered grid systems are checked for satisfaction of the requirements. Proper higher order accurate finite difference schemes in a staggered grid system are then proposed. Plane channel flow is simulated using the proposed fourth order accurate finite difference scheme and the results compared with those of the second order accurate Harlow and Welch algorithm.
Applications of nonstandard finite difference schemes
Mickens, Ronald E
2000-01-01
The main purpose of this book is to provide a concise introduction to the methods and philosophy of constructing nonstandard finite difference schemes and illustrate how such techniques can be applied to several important problems. Chapter 1 gives an overview of the subject and summarizes previous work. Chapters 2 and 3 consider in detail the construction and numerical implementation of schemes for physical problems involving convection-diffusion-reaction equations that arise in groundwater pollution and scattering of electromagnetic waves using Maxwell's equations. Chapter 4 examines certain
The Best Finite-Difference Scheme for the Helmholtz Equation
T. Zhanlav; V. Ulziibayar
2012-01-01
The best finite-difference scheme for the Helmholtz equation is suggested. A method of solving obtained finite-difference scheme is developed. The efficiency and accuracy of method were tested on several examples.
A theory of explicit finite-difference schemes
Chin, Siu A.
2013-01-01
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as systematic ways of matching up to the operator solution of the partial differential equation. By completely abandon the idea of approximating derivatives directly, the theory provides a unified description of explicit finite-difference schemes for...
Finite-difference schemes for anisotropic diffusion
Energy Technology Data Exchange (ETDEWEB)
Es, Bram van, E-mail: es@cwi.nl [Centrum Wiskunde and Informatica, P.O. Box 94079, 1090GB Amsterdam (Netherlands); FOM Institute DIFFER, Dutch Institute for Fundamental Energy Research, Association EURATOM-FOM (Netherlands); Koren, Barry [Eindhoven University of Technology (Netherlands); Blank, Hugo J. de [FOM Institute DIFFER, Dutch Institute for Fundamental Energy Research, Association EURATOM-FOM (Netherlands)
2014-09-01
In fusion plasmas diffusion tensors are extremely anisotropic due to the high temperature and large magnetic field strength. This causes diffusion, heat conduction, and viscous momentum loss, to effectively be aligned with the magnetic field lines. This alignment leads to different values for the respective diffusive coefficients in the magnetic field direction and in the perpendicular direction, to the extent that heat diffusion coefficients can be up to 10{sup 12} times larger in the parallel direction than in the perpendicular direction. This anisotropy puts stringent requirements on the numerical methods used to approximate the MHD-equations since any misalignment of the grid may cause the perpendicular diffusion to be polluted by the numerical error in approximating the parallel diffusion. Currently the common approach is to apply magnetic field-aligned coordinates, an approach that automatically takes care of the directionality of the diffusive coefficients. This approach runs into problems at x-points and at points where there is magnetic re-connection, since this causes local non-alignment. It is therefore useful to consider numerical schemes that are tolerant to the misalignment of the grid with the magnetic field lines, both to improve existing methods and to help open the possibility of applying regular non-aligned grids. To investigate this, in this paper several discretization schemes are developed and applied to the anisotropic heat diffusion equation on a non-aligned grid.
Higher order finite difference schemes for the magnetic induction equations
Koley, Ujjwal; Mishra, Siddhartha; Risebro, Nils Henrik; Svärd, Magnus
2011-01-01
We describe high order accurate and stable finite difference schemes for the initial-boundary value problem associated with the magnetic induction equations. These equations model the evolution of a magnetic field due to a given velocity field. The finite difference schemes are based on Summation by Parts (SBP) operators for spatial derivatives and a Simultaneous Approximation Term (SAT) technique for imposing boundary conditions. We present various numerical experiments tha...
Novel explicit finite-difference schemes for time-dependent Schroedinger equations
International Nuclear Information System (INIS)
We present several new finite-different schemes that can be used to numerically integrate the time-dependent Schroedinger equation. These schemes are explicit and use an Euler-type expression for the discrete time derivative. However, the second-order space derivative is modeled by a novel form not before seen in the research literature. (orig.)
Random choice finite-difference scheme for hyperbolic conservation laws
Energy Technology Data Exchange (ETDEWEB)
Harten, A.; Lax, P.D.
1980-05-01
The random choice method of Glimm is modified by replacing the exact solution of the Riemann problem with an appropriate finite difference approximation. This modification resolves discontinuities as well as Glimm's scheme, but is computationally more efficient and is easier to extend to more general situations. 2 tables.
Finite element, discontinuous Galerkin, and finite difference evolution schemes in spacetime
International Nuclear Information System (INIS)
Numerical schemes for Einstein's vacuum equation are developed. Einstein's equation in harmonic gauge is second-order symmetric hyperbolic. It is discretized in four-dimensional spacetime by finite differences, finite elements and interior penalty discontinuous Galerkin methods, the latter being related to Regge calculus. The schemes are split into space and time and new time-stepping schemes for wave equations are derived. The methods are evaluated for linear and nonlinear test problems of the Apples-with-Apples collection.
ADI finite difference schemes for option pricing in the Heston model with correlation
Hout, K J in 't
2008-01-01
This paper deals with the numerical solution of the Heston partial differential equation that plays an important role in financial option pricing, Heston (1993, Rev. Finan. Stud. 6). A feature of this time-dependent, two-dimensional convection-diffusion-reaction equation is the presence of a mixed spatial-derivative term, which stems from the correlation between the two underlying stochastic processes for the asset price and its variance. Semi-discretization of the Heston PDE, using finite difference schemes on a non-uniform grid, gives rise to large systems of stiff ordinary differential equations. For the effective numerical solution of these systems, standard implicit time-stepping methods are often not suitable anymore, and tailored time-discretization methods are required. In the present paper, we investigate four splitting schemes of the Alternating Direction Implicit (ADI) type: the Douglas scheme, the Craig & Sneyd scheme, the Modified Craig & Sneyd scheme, and the Hundsdorfer & Verwer sch...
The geometry of finite difference discretizations of semilinear elliptic operators
Teles, Eduardo; Tomei, Carlos
2012-04-01
Discretizations by finite differences of some semilinear elliptic equations lead to maps F(u) = Au - f(u), u \\in {{R}}^n , given by nonlinear convex diagonal perturbations of symmetric matrices A. For natural nonlinearity classes, we consider the equation F(u) = y - tp, where t is a large positive number and p is a vector with negative coordinates. As the range of the derivative f'i of the coordinates of f encloses more eigenvalues of A, the number of solutions increases geometrically, eventually reaching 2n. This phenomenon, somewhat in contrast with behaviour associated with the Lazer-McKenna conjecture, has a very simple geometric explanation: a perturbation of a multiple fold gives rise to a function which sends connected components of its critical set to hypersurfaces with large rotation numbers with respect to vectors with very negative coordinates. Strictly speaking, the results have nothing to do with elliptic equations: they are properties of the interaction of a (self-adjoint) linear map with increasingly stronger nonlinear convex diagonal interactions.
Computational Aero-Acoustic Using High-order Finite-Difference Schemes
DEFF Research Database (Denmark)
Zhu, Wei Jun Technical University of Denmark,
2007-01-01
In this paper, a high-order technique to accurately predict flow-generated noise is introduced. The technique consists of solving the viscous incompressible flow equations and inviscid acoustic equations using a incompressible/compressible splitting technique. The incompressible flow equations are solved using the in-house flow solver EllipSys2D/3D which is a second-order finite volume code. The acoustic solution is found by solving the acoustic equations using high-order finite difference schemes. The incompressible flow equations and the acoustic equations are solved at the same time levels where the pressure and the velocities obtained from the incompressible equations form the input to the acoustic equations. To achieve low dissipation and dispersion errors, either Dispersion-Relation-Preserving (DRP) schemes or optimized compact finite difference schemes are used for spatial discretizations of the acoustic equations. The classical fourth-order Runge-Kutta time scheme is applied to the acoustic equationsfor time discretization.
Computational Aero-Acoustic Using High-order Finite-Difference Schemes
International Nuclear Information System (INIS)
In this paper, a high-order technique to accurately predict flow-generated noise is introduced. The technique consists of solving the viscous incompressible flow equations and inviscid acoustic equations using a incompressible/compressible splitting technique. The incompressible flow equations are solved using the in-house flow solver EllipSys2D/3D which is a second-order finite volume code. The acoustic solution is found by solving the acoustic equations using high-order finite difference schemes. The incompressible flow equations and the acoustic equations are solved at the same time levels where the pressure and the velocities obtained from the incompressible equations form the input to the acoustic equations. To achieve low dissipation and dispersion errors, either Dispersion-Relation-Preserving (DRP) schemes or optimized compact finite difference schemes are used for spatial discretizations of the acoustic equations. The classical fourth-order Runge-Kutta time scheme is applied to the acoustic equations for time discretization
Single-cone real-space finite difference scheme for the time-dependent Dirac equation
Hammer, René; Arnold, Anton
2013-01-01
A finite difference scheme for the numerical treatment of the (3+1)D Dirac equation is presented. Its staggered-grid intertwined discretization treats space and time coordinates on equal footing, thereby avoiding the notorious fermion doubling problem. This explicit scheme operates entirely in real space and leads to optimal linear scaling behavior for the computational effort per space-time grid-point. It allows for an easy and efficient parallelization. A functional for a norm on the grid is identified. It can be interpreted as probability density and is proved to be conserved by the scheme. The single-cone dispersion relation is shown and exact stability conditions are derived. Finally, a single-cone scheme and its properties are presented for the two-component (2+1)D Dirac equation.
Stable higher order finite-difference schemes for stellar pulsation calculations
Reese, D. R.
2013-01-01
Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach fourth order accuracy on eigenfunctions. Although this is a simple and robust approach, a number of drawbacks exist thus making fourth order schemes desirable. A robust and simple finite-difference scheme, which can easily be implemented in e...
A finite difference scheme for time dependent eddy currents in tokamaks
International Nuclear Information System (INIS)
The paper reports a finite difference scheme for time dependent eddy currents, which result from plasma disruption, in tokamaks. The potential formulation employed in the present work is that of the T - ? approach, and the numerical scheme is based on a finite difference solution of the potential equations in toroidal co-ordinates. The code is written in ALgol 68. Preliminary results using the scheme are presented. (UK)
Christlieb, Andrew J; Tang, Qi
2013-01-01
In this work we develop a class of high-order finite difference weighted essentially non-oscillatory (FD-WENO) schemes for solving the ideal magnetohydrodynamic (MHD) equations in 2D and 3D. The philosophy of this work is to use efficient high-order WENO spatial discretizations with high-order strong stability-preserving Runge-Kutta (SSP-RK) time-stepping schemes. Numerical results have shown that with such methods we are able to resolve solution structures that are only visible at much higher grid resolutions with lower-order schemes. The key challenge in applying such methods to ideal MHD is to control divergence errors in the magnetic field. We achieve this by augmenting the base scheme with a novel high-order constrained transport approach that updates the magnetic vector potential. The predicted magnetic field from the base scheme is replaced by a divergence-free magnetic field that is obtained from the curl of this magnetic potential. The non-conservative weakly hyperbolic system that the magnetic vecto...
Higher order finite difference schemes for the magnetic induction equations with resistivity
Koley, U.; Mishra, S.; Risebro, N. H.; Svard, And M.
2011-01-01
In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference operators to approximate spatial derivatives and a Simultaneous Approximation Term (SAT) technique for implementing boundary conditions. The resulting schemes are shown to be energy stable. Various numerical experiments demonstrating both th...
On a class of high resolution total-variation-stable finite-difference schemes
Energy Technology Data Exchange (ETDEWEB)
Harten, A.
1982-10-01
This paper presents a class of new explicit and implicit second order accurate finite difference schemes for the computation of weak solutions of hyperbolic conservation laws. These highly nonlinear schemes are obtained by applying a nonoscillatory first order accurate scheme to an appropriately modified flux. The so derived second order accurate schemes achieve high resolution, while retaining the robustness of the original first order accurate scheme.
Development and application of a third order scheme of finite differences centered in mesh
International Nuclear Information System (INIS)
In this work the development of a third order scheme of finite differences centered in mesh is presented and it is applied in the numerical solution of those diffusion equations in multi groups in stationary state and X Y geometry. Originally this scheme was developed by Hennart and del Valle for the monoenergetic diffusion equation with a well-known source and they show that the one scheme is of third order when comparing the numerical solution with the analytical solution of a model problem using several mesh refinements and boundary conditions. The scheme by them developed it also introduces the application of numeric quadratures to evaluate the rigidity matrices and of mass that its appear when making use of the finite elements method of Galerkin. One of the used quadratures is the open quadrature of 4 points, no-standard, of Newton-Cotes to evaluate in approximate form the elements of the rigidity matrices. The other quadrature is that of 3 points of Radau that it is used to evaluate the elements of all the mass matrices. One of the objectives of these quadratures are to eliminate the couplings among the Legendre moments 0 and 1 associated to the left and right faces as those associated to the inferior and superior faces of each cell of the discretization. The other objective is to satisfy the particles balance in weighed form in each cell. In this work it expands such development to multiplicative means considering several energy groups. There are described diverse details inherent to the technique, particularly those that refer to the simplification of the algebraic systems that appear due to the space discretization. Numerical results for several test problems are presented and are compared with those obtained with other nodal techniques. (Author)
A finite difference scheme for a degenerated diffusion equation arising in microbial ecology
Directory of Open Access Journals (Sweden)
Hermann J. Eberl
2007-02-01
Full Text Available A finite difference scheme is presented for a density-dependent diffusion equation that arises in the mathematical modelling of bacterial biofilms. The peculiarity of the underlying model is that it shows degeneracy as the dependent variable vanishes, as well as a singularity as the dependent variable approaches its a priori known upper bound. The first property leads to a finite speed of interface propagation if the initial data have compact support, while the second one introduces counter-acting super diffusion. This squeezing property of this model leads to steep gradients at the interface. Moving interface problems of this kind are known to be problematic for classical numerical methods and introduce non-physical and non-mathematical solutions. The proposed method is developed to address this observation. The central idea is a non-local (in time representation of the diffusion operator. It can be shown that the proposed method is free of oscillations at the interface, that the discrete interface satisfies a discrete version of the continuous interface condition and that the effect of interface smearing is quantitatively small.
A FINITE-DIFFERENCE, DISCRETE-WAVENUMBER METHOD FOR CALCULATING RADAR TRACES
A hybrid of the finite-difference method and the discrete-wavenumber method is developed to calculate radar traces. The method is based on a three-dimensional model defined in the Cartesian coordinate system; the electromagnetic properties of the model are symmetric with respect ...
Sergei Piskarev; Davide Guidetti
2003-01-01
We give some results concerning the real-interpolation method and finite differences. Next, we apply them to estimate the resolvents of finite-difference discretizations of Dirichlet boundary value problems for elliptic equations in space dimensions one and two in analogs of spaces of continuous and HÃƒÂ¶lder continuous functions. Such results were employed to study finite-difference discretizations of parabolic equations.
Stability of finite difference schemes for generalized von Foerster equations with renewal
Directory of Open Access Journals (Sweden)
Henryk Leszczy?ski
2014-01-01
Full Text Available We consider a von Foerster-type equation describing the dynamics of a population with the production of offsprings given by the renewal condition. We construct a finite difference scheme for this problem and give sufficient conditions for its stability with respect to \\(l^1\\ and \\(l^\\infty\\ norms.
Meier, David L.
2003-01-01
A scheme is presented for accurately propagating the gravitational field constraints in finite difference implementations of numerical relativity. The method is based on similar techniques used in astrophysical magnetohydrodynamics and engineering electromagnetics, and has properties of a finite differential calculus on a four-dimensional manifold. It is motivated by the arguments that 1) an evolutionary scheme that naturally satisfies the Bianchi identities will propagate t...
Efficient Implementation of 3D Finite Difference Schemes on Recent Processor Architectures
Ceder, Frederick
2015-01-01
Efficient Implementation of 3D Finite Difference Schemes on Recent Processors Abstract In this paper a solver is introduced that solves a problem set modelled by the Burgers equation using the finite difference method: forward in time and central in space. The solver is parallelized and optimized for Intel Xeon Phi 7120P as well as Intel Xeon E5-2699v3 processors to investigate differences in terms of performance between the two architectures. Optimized data access and layout have been implem...
Single-cone real-space finite difference schemes for the Dirac von Neumann equation
Schreilechner, Magdalena
2015-01-01
Two finite difference schemes for the numerical treatment of the von Neumann equation for the (2+1)D Dirac Hamiltonian are presented. Both utilize a single-cone staggered space-time grid which ensures a single-cone energy dispersion to formulate a numerical treatment of the mixed-state dynamics within the von Neumann equation. The first scheme executes the time-derivative according to the product rule for "bra" and "ket" indices of the density operator. It therefore directly inherits all the favorable properties of the difference scheme for the pure-state Dirac equation and conserves positivity. The second scheme proposed here performs the time-derivative in one sweep. This direct scheme is investigated regarding stability and convergence. Both schemes are tested numerically for elementary simulations using parameters which pertain to topological insulator surface states. Application of the schemes to a Dirac Lindblad equation and real-space-time Green's function formulations are discussed.
Accuracy of spectral and finite difference schemes in 2D advection problems
DEFF Research Database (Denmark)
Naulin, V.; Nielsen, A.H.
2003-01-01
In this paper we investigate the accuracy of two numerical procedures commonly used to solve 2D advection problems: spectral and finite difference (FD) schemes. These schemes are widely used, simulating, e.g., neutral and plasma flows. FD schemes have long been considered fast, relatively easy to implement, and applicable to complex geometries, but are somewhat inferior in accuracy compared to spectral schemes. Using two study cases at high Reynolds number, the merging of two equally signed Gaussian vortices in a periodic box and dipole interaction with a no-slip wall, we will demonstrate that the accuracy of FD schemes can be significantly improved if one is careful in choosing an appropriate FD scheme that reflects conservation properties of the nonlinear terms and in setting up the grid in accordance with the problem.
A new finite difference scheme for a dissipative cubic nonlinear Schrödinger equation
International Nuclear Information System (INIS)
This paper considers the one-dimensional dissipative cubic nonlinear Schrödinger equation with zero Dirichlet boundary conditions on a bounded domain. The equation is discretized in time by a linear implicit three-level central difference scheme, which has analogous discrete conservation laws of charge and energy. The convergence with two orders and the stability of the scheme are analysed using a priori estimates. Numerical tests show that the three-level scheme is more efficient. (general)
Gallego, Rafael; Castro, Mario; López, Juan M.
2007-01-01
We present a comparison between finite differences schemes and a pseudospectral method applied to the numerical integration of stochastic partial differential equations that model surface growth. We have studied, in 1+1 dimensions, the Kardar, Parisi and Zhang model (KPZ) and the Lai, Das Sarma and Villain model (LDV). The pseudospectral method appears to be the most stable for a given time step for both models. This means that the time up to which we can follow the temporal...
Chew, C. S.; Yeo, K. S.; Shu, C.
2006-11-01
A scheme using the mesh-free generalized finite differencing (GFD) on flows past moving bodies is proposed. The aim is to devise a method to simulate flow past an immersed moving body that avoids the intensive remeshing of the computational domain and minimizes data interpolation associated with the established computational fluid methodologies; as such procedures are time consuming and are a significant source of error in flow simulation. In the present scheme, the moving body is embedded and enveloped by a cloud of mesh-free nodes, which convects with the motion of the body against a background of Cartesian nodes. The generalized finite-difference (GFD) method with weighted least squares (WLS) approximation is used to discretize the two-dimensional viscous incompressible Navier-Stokes equations at the mesh-free nodes, while standard finite-difference approximations are applied elsewhere. The convecting motion of the mesh-free nodes is treated by the Arbitrary Lagrangian-Eulerian (ALE) formulation of the flow equations, which are solved by a second-order Crank-Nicolson based projection method. The proposed numerical scheme was tested on a number of problems including the decaying-vortex flow, external flows past moving bodies and body-driven flows in enclosures.
Directory of Open Access Journals (Sweden)
C. Bommaraju
2005-01-01
Full Text Available Numerical methods are extremely useful in solving real-life problems with complex materials and geometries. However, numerical methods in the time domain suffer from artificial numerical dispersion. Standard numerical techniques which are second-order in space and time, like the conventional Finite Difference 3-point (FD3 method, Finite-Difference Time-Domain (FDTD method, and Finite Integration Technique (FIT provide estimates of the error of discretized numerical operators rather than the error of the numerical solutions computed using these operators. Here optimally accurate time-domain FD operators which are second-order in time as well as in space are derived. Optimal accuracy means the greatest attainable accuracy for a particular type of scheme, e.g., second-order FD, for some particular grid spacing. The modified operators lead to an implicit scheme. Using the first order Born approximation, this implicit scheme is transformed into a two step explicit scheme, namely predictor-corrector scheme. The stability condition (maximum time step for a given spatial grid interval for the various modified schemes is roughly equal to that for the corresponding conventional scheme. The modified FD scheme (FDM attains reduction of numerical dispersion almost by a factor of 40 in 1-D case, compared to the FD3, FDTD, and FIT. The CPU time for the FDM scheme is twice of that required by the FD3 method. The simulated synthetic data for a 2-D P-SV (elastodynamics problem computed using the modified scheme are 30 times more accurate than synthetics computed using a conventional scheme, at a cost of only 3.5 times as much CPU time. The FDM is of particular interest in the modeling of large scale (spatial dimension is more or equal to one thousand wave lengths or observation time interval is very high compared to reference time step wave propagation and scattering problems, for instance, in ultrasonic antenna and synthetic scattering data modeling for Non-Destructive Testing (NDT applications, where other standard numerical methods fail due to numerical dispersion effects. The possibility of extending this method to staggered grid approach is also discussed. The numerical FD3, FDTD, FIT, and FDM results are compared against analytical solutions.
C. Bommaraju; R. Marklein; P. K. Chinta
2005-01-01
Numerical methods are extremely useful in solving real-life problems with complex materials and geometries. However, numerical methods in the time domain suffer from artificial numerical dispersion. Standard numerical techniques which are second-order in space and time, like the conventional Finite Difference 3-point (FD3) method, Finite-Difference Time-Domain (FDTD) method, and Finite Integration Technique (FIT) provide estimates of the error of discretized numerical operators rather than th...
An optimized implicit finite-difference scheme for the two-dimensional Helmholtz equation
Liu, Zhao-lun; Song, Peng; Li, Jin-shan; Li, Jing; Zhang, Xiao-bo
2015-09-01
We have developed a generic expression of implicit finite-difference (FD) operators for second derivatives that is suitable for optimizing parts of FD coefficients. Then, the implicit FD operators are applied to derive the implicit FD scheme for the 2-D Helmholtz equation. The approximation accuracy of the implicit FD scheme can be increased by optimizing parts of the coefficients. Thus, parts of implicit FD coefficients are optimized based on the minimum error of FD dispersion relations. Within a certain range of error, the optimized coefficients can extend the scope of application of the implicit FD schemes to a large range of wavenumber for the selected grid spacing, K. Different integral upper limits, Kmax, of K during the optimization procedure can determine different sets of optimized coefficients. The optimized coefficients obtained by a large value of Kmax are more suitable for a large range of K of forward modeling. Hence, under a certain range of error, we can use a large spatial sampling interval with optimized coefficients instead of a small spatial sampling interval with Taylor series expansion method coefficients, which can reduce the memory consumption and computational workload for forward modeling.
DEFF Research Database (Denmark)
Fuhrmann, David R.; Bingham, Harry B.
2004-01-01
This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly nonlinear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann) techniques with matrix-based methods for formulations in both one and two horizontal dimensions. The matrix-based method is also extended to show the local de-stabilizing effects of the nonlinear terms, as well as the stabilizing effects of numerical dissipation. A comparison of the relative stability of rotational and irrotational formulations in two horizontal dimensions provides evidence that the irrotational formulation has significantly better stability properties when the deep-water nonlinearity is high, particularly on refined grids. Computation of matrix pseudospectra shows that the system is only moderately non-normal, suggesting that the eigenvalues are likely suitable for analysis purposes. Numerical experiments demonstrate excellent agreement with the linear analysis, and good qualitative agreement with the local nonlinear analysis. The various methods of analysis combine to provide significant insight into into the numerical behavior of this rather complicated system of nonlinear PDEs.
Kiessling, Jonas
2014-05-06
Option prices in exponential Lévy models solve certain partial integro-differential equations. This work focuses on developing novel, computable error approximations for a finite difference scheme that is suitable for solving such PIDEs. The scheme was introduced in (Cont and Voltchkova, SIAM J. Numer. Anal. 43(4):1596-1626, 2005). The main results of this work are new estimates of the dominating error terms, namely the time and space discretisation errors. In addition, the leading order terms of the error estimates are determined in a form that is more amenable to computations. The payoff is only assumed to satisfy an exponential growth condition, it is not assumed to be Lipschitz continuous as in previous works. If the underlying Lévy process has infinite jump activity, then the jumps smaller than some (Formula presented.) are approximated by diffusion. The resulting diffusion approximation error is also estimated, with leading order term in computable form, as well as the dependence of the time and space discretisation errors on this approximation. Consequently, it is possible to determine how to jointly choose the space and time grid sizes and the cut off parameter (Formula presented.). © 2014 Springer Science+Business Media Dordrecht.
Hammer, René; Arnold, Anton
2013-01-01
A finite difference scheme is presented for the Dirac equation in (1+1)D. It can handle space- and time-dependent mass and potential terms and utilizes exact discrete transparent boundary conditions (DTBCs). Based on a space- and time-staggered leap-frog scheme it avoids fermion doubling and preserves the dispersion relation of the continuum problem for mass zero (Weyl equation) exactly. Considering boundary regions, each with a constant mass and potential term, the associated DTBCs are derived by first applying this finite difference scheme and then using the Z-transform in the discrete time variable. The resulting constant coefficient difference equation in space can be solved exactly on each of the two semi-infinite exterior domains. Admitting only solutions in $l_2$ which vanish at infinity is equivalent to imposing outgoing boundary conditions. An inverse Z-transformation leads to exact DTBCs in form of a convolution in discrete time which suppress spurious reflections at the boundaries and enforce stabi...
Finite difference elastic wave modeling with an irregular free surface using ADER scheme
Almuhaidib, Abdulaziz M.; Nafi Toksöz, M.
2015-06-01
In numerical modeling of seismic wave propagation in the earth, we encounter two important issues: the free surface and the topography of the surface (i.e. irregularities). In this study, we develop a 2D finite difference solver for the elastic wave equation that combines a 4th- order ADER scheme (Arbitrary high-order accuracy using DERivatives), which is widely used in aeroacoustics, with the characteristic variable method at the free surface boundary. The idea is to treat the free surface boundary explicitly by using ghost values of the solution for points beyond the free surface to impose the physical boundary condition. The method is based on the velocity-stress formulation. The ultimate goal is to develop a numerical solver for the elastic wave equation that is stable, accurate and computationally efficient. The solver treats smooth arbitrary-shaped boundaries as simple plane boundaries. The computational cost added by treating the topography is negligible compared to flat free surface because only a small number of grid points near the boundary need to be computed. In the presence of topography, using 10 grid points per shortest shear-wavelength, the solver yields accurate results. Benchmark numerical tests using several complex models that are solved by our method and other independent accurate methods show an excellent agreement, confirming the validity of the method for modeling elastic waves with an irregular free surface.
Information-based complexity applied to one-dimensional finite difference transport schemes
International Nuclear Information System (INIS)
Traditional dimensions for comparing algorithms (or computational procedures) for solving the same class of problems consist of accuracy and computational complexity. A recently developed branch of theoretical computer science, which is termed information-based complexity, adds a third dimension consisting of the type or amount of information regarding the problem data that are used by the computational procedure. Instead of viewing a problem in terms of finding and analyzing a particular algorithm to solve it, information-based complexity addresses the inherent computational characteristics of general problems (as a function of their size or the error of computed solutions). One seeks upper bounds, which emerge from looking at specific algorithms, and the often more important and difficult lower bounds on the complexity of problems. The purpose of this paper is to describe the application of the information-based theory to one-dimensional finite difference schemes in neutron transport. For cell-average information and two different solution operators, the authors obtain the corresponding radius of information and optimal error algorithm. The authors also compute the error of the step-characteristic algorithm
International Nuclear Information System (INIS)
An entirely new discrete levels segment has been created by the Budapest group according to the recommended principles, using the Evaluated Nuclear Structure Data File, ENSDF as a source. The resulting segment contains 96,834 levels and 105,423 gamma rays for 2,585 nuclei, with their characteristics such as energy, spin, parity, half-life as well as gamma-ray energy and branching percentage. Isomer flags for half-lives longer than 1 s have been introduced. For those 1,277 nuclei having at least ten known levels the cutoff level numbers Nm have been determined from fits to the cumulative number of levels. The level numbers Nc associated with the cutoff energies Uc, corresponding to the upper energy limit of levels with unique spin and parity, have been included for each nuclide. The segment has the form of an ASCII file which follows the extended ENEA Bologna convention. For the RIPL Starter File the new Budapest file is recommended as a Discrete Level Schemes Segment because it is most complete, up-to-date, and also well documented. Moreover, the cutoff energies have been determined in a consistent way, giving also hints about basic level density parameters. The recommended files are budapest-levels.dat and budapest-cumulative.dat. As alternative choices, the libraries from Beijing, Bologna, JAERI, Obninsk and Livermore may also be used for special applications. (author)
Chou, Ching-Shan; Shu, Chi-Wang
2006-05-01
In this paper, we propose a high order residual distribution conservative finite difference scheme for solving steady state hyperbolic conservation laws on non-smooth Cartesian or other structured curvilinear meshes. WENO (weighted essentially non-oscillatory) integration is used to compute the numerical fluxes based on the point values of the solution, and the principles of residual distribution schemes are adapted to obtain steady state solutions. In two space dimension, the computational cost of our scheme is comparable to that of a high order WENO finite difference scheme and is therefore much lower than that of a high order WENO finite volume scheme, yet the new scheme does not have the restriction on mesh smoothness of the traditional high order conservative finite difference schemes. A Lax-Wendroff type theorem is proved for convergence towards weak solutions in one and two dimensions, and extensive numerical experiments are performed for one- and two-dimensional scalar problems and systems to demonstrate the quality of the new scheme, including high order accuracy on non-smooth meshes, conservation, and non-oscillatory properties for solutions with shocks and other discontinuities.
Yefet, Amir; Petropoulos, Peter G.
1999-01-01
We consider a divergence-free non-dissipative fourth-order explicit staggered finite difference scheme for the hyperbolic Maxwell's equations. Special one-sided difference operators are derived in order to implement the scheme near metal boundaries and dielectric interfaces. Numerical results show the scheme is long-time stable, and is fourth-order convergent over complex domains that include dielectric interfaces and perfectly conducting surfaces. We also examine the scheme's behavior near metal surfaces that are not aligned with the grid axes, and compare its accuracy to that obtained by the Yee scheme.
International Nuclear Information System (INIS)
An algorithm for numerical solution of the Sturm-Liouville problem for a system of linear differential equations is described with an up to h6 accuracy of finite-difference approximation, where h is a finite-difference grid spacing. The differential operator was apptoximated by differences of the second order of accuracy and differences of consequtive orders over h. The differences with an order of accuracy higher than h2 are considered as a perturbation to an operator of the second order of accuracy. A differential equation with such a perturbation is solved using the iteration method. The efficiency of the described algorithm is demonstrated by the solution of a problem of finding a discrete spectrum in the Morse potential. The suggested scheme is used for solving problems dealing with bound states of ?-mesomolecular systems
Chou, Ching-Shan; Shu, Chi-Wang
2007-06-01
In this paper, we propose a high order residual distribution conservative finite difference scheme for solving convection-diffusion equations on non-smooth Cartesian meshes. WENO (weighted essentially non-oscillatory) integration and linear interpolation for the derivatives are used to compute the numerical fluxes based on the point values of the solution. The objective is to obtain a high order scheme which, for two space dimension, has a computational cost comparable to that of a high order WENO finite difference scheme and is therefore much lower than that of a high order WENO finite volume scheme, yet it does not have the restriction on mesh smoothness of the traditional high order conservative finite difference schemes, hence it would be more flexible for the resolution of sharp layers. The principles of residual distribution schemes are adopted to obtain steady state solutions. The distribution of residuals resulted from the convective and diffusive parts of the PDE is carefully designed to maintain the high order accuracy. The proof of a Lax-Wendroff type theorem is provided for convergence towards weak solutions in one and two dimensions under additional assumptions. Extensive numerical experiments for one and two-dimensional scalar problems and systems confirm the high order accuracy and good quality of our scheme to resolve the inner or boundary layers.
Fisher, Travis C.; Carpenter, Mark H.; Nordström, Jan; Yamaleev, Nail K.; Swanson, Charles
2013-02-01
The Lax-Wendroff theorem stipulates that a discretely conservative operator is necessary to accurately capture discontinuities. The discrete operator, however, need not be derived from the divergence form of the continuous equations. Indeed, conservation law equations that are split into linear combinations of the divergence and product rule form and then discretized using any diagonal-norm skew-symmetric summation-by-parts (SBP) spatial operator, yield discrete operators that are conservative. Furthermore, split-form, discretely conservation operators can be derived for periodic or finite-domain SBP spatial operators of any order. Examples are presented of a fourth-order, SBP finite-difference operator with second-order boundary closures. Sixth- and eighth-order constructions are derived, and are supplied in an accompanying text file.
Hammouti, Abdelkader
2011-01-01
We present a finite-difference scheme which solves the Stokes problem in the presence of curvilinear non-conforming interfaces and provides second-order accuracy on physical field (velocity, vorticity) and especially on pressure. The gist of our method is to rely on the Helmholtz decomposition of the Stokes equation: the pressure problem is then written in an integral form devoid of the spurious sources known to be the cause of numerical boundary layer error in most implementations, leading to a discretization which guarantees a strict enforcement of mass conservation. The ghost method is furthermore used to implement the boundary values of pressure and vorticity near curved interfaces.
Application of the 3D finite difference scheme to the TEXTOR-DED geometry
International Nuclear Information System (INIS)
In this paper, we use the finite difference code FINITE, developed for the stellarator geometry, to investigate the energy transport in the 3D TEXTOR-DED tokamak configuration. In particular, we concentrate on the comparison between two different algorithms for solving the radial part of the electron energy transport equation. (orig.)
Application of compact finite-difference schemes to simulations of stably stratified fluid flows.
Czech Academy of Sciences Publication Activity Database
Bodnár, Tomáš; Beneš, L.; Fraunie, P.; Kozel, Karel
2012-01-01
Ro?. 219, ?. 7 (2012), s. 3336-3353. ISSN 0096-3003 Institutional support: RVO:61388998 Keywords : stratification * finite-difference * finite-volume * Runge-Kutta Subject RIV: BA - General Mathematics Impact factor: 1.349, year: 2012 http://www.sciencedirect.com/science/article/pii/S0096300311010988
Carlos Duque-Daza; Duncan Lockerby; Carlos Galeano
2011-01-01
We present a computational study of the solution of the Falkner-Skan equation (a thirdorder boundary value problem arising in boundary-layer theory) using high-order and high-order-compact finite differences schemes. There are a number of previously reported solution approaches that adopt a reduced-order system of equations, and numerical methods such as: shooting, Taylor series, Runge-Kutta and other semi-analytic methods. Interestingly, though, methods that solve the original non-reduced th...
International Nuclear Information System (INIS)
To explore the behavior of electromagnetic waves in cold magnetized plasma, a three-dimensional cylindrical hybrid finite-difference time-domain model is developed. The full discrete dispersion relation is derived and compared with the exact solutions. We establish an analytical proof of stability in the case of nonmagnetized plasma. We demonstrate that in the case of nonmagnetized cold plasma the maximum stable Courant number of the hybrid method coincides with the vacuum Courant condition. In the case of magnetized plasma the stability of the applied numerical scheme is investigated by numerical simulation. In order to determine the utility of the applied difference scheme we complete the analysis of the numerical method demonstrating the limit of the reliability of the numerical results. (paper)
Lie Symmetry Preservation by Finite Difference Schemes for the Burgers Equation
Marx Chhay; Aziz Hamdouni
2010-01-01
Invariant numerical schemes possess properties that may overcome the numerical properties of most of classical schemes. When they are constructed with moving frames, invariant schemes can present more stability and accuracy. The cornerstone is to select relevant moving frames. We present a new algorithmic process to do this. The construction of invariant schemes consists in parametrizing the scheme with constant coefficients. These coefficients are determined in order to satisfy a fixed order...
Wei, G.W.; Zhao, Shan
2006-01-01
A few families of counterexamples are provided to "A proof that the discrete singular convolution (DSC)/Lagrange-distributed approximation function (LDAF) method is inferior to high order finite differences", Journal of Computational Physics, 214, 538-549 (2006).
Scientific Electronic Library Online (English)
Carlos, Duque-Daza; Duncan, Lockerby; Carlos, Galeano.
2011-12-01
Full Text Available We present a computational study of the solution of the Falkner-Skan equation (a thirdorder boundary value problem arising in boundary-layer theory) using high-order and high-order-compact finite differences schemes. There are a number of previously reported solution approaches that adopt a reduced- [...] order system of equations, and numerical methods such as: shooting, Taylor series, Runge-Kutta and other semi-analytic methods. Interestingly, though, methods that solve the original non-reduced third-order equation directly are absent from the literature. Two high-order schemes are presented using both explicit (third-order) and implicit compact-difference (fourth-order) formulations on a semi-infinite domain; to our knowledge this is the first time that high-order finite difference schemes are presented to find numerical solutions to the non-reduced-order Falkner-Skan equation directly. This approach maintains the simplicity of Taylor-series coefficient matching methods, avoiding complicated numerical algorithms, and in turn presents valuable information about the numerical behaviour of the equation. The accuracy and effectiveness of this approach is established by comparison with published data for accelerating, constant and decelerating flows; excellent agreement is observed. In general, the numerical behaviour of formulations that seek an optimum physical domain size (for a given computational grid) is discussed. Based on new insight into such methods, an alternative optimisation procedure is proposed that should increase the range of initial seed points for which convergence can be achieved.
A convergent 2D finite-difference scheme for the Dirac-Poisson system and the simulation of graphene
Brinkman, Daniel
2014-01-01
We present a convergent finite-difference scheme of second order in both space and time for the 2D electromagnetic Dirac equation. We apply this method in the self-consistent Dirac-Poisson system to the simulation of graphene. The model is justified for low energies, where the particles have wave vectors sufficiently close to the Dirac points. In particular, we demonstrate that our method can be used to calculate solutions of the Dirac-Poisson system where potentials act as beam splitters or Veselago lenses. © 2013 Elsevier Inc.
Matthieu, Brachet; Jean-Paul, Chehab
2015-01-01
The Residual Smooting Scheme (RSS) have been introduced in \\cite{AverbuchCohenIsraeli} as a backward Euler's method with a simplified implicit part for the solution of parabolic problems. RSS have stability properties comparable to those of semi-implicit schemes while giving possibilities for reducing the computational cost. A similar approach was introduced independently in \\cite{BCostaPHD,CDGT} but from the Fourier point of view. We present here a unified framework for the...
Garvie, Marcus R
2007-04-01
We present two finite-difference algorithms for studying the dynamics of spatially extended predator-prey interactions with the Holling type II functional response and logistic growth of the prey. The algorithms are stable and convergent provided the time step is below a (non-restrictive) critical value. This is advantageous as it is well-known that the dynamics of approximations of differential equations (DEs) can differ significantly from that of the underlying DEs themselves. This is particularly important for the spatially extended systems that are studied in this paper as they display a wide spectrum of ecologically relevant behavior, including chaos. Furthermore, there are implementational advantages of the methods. For example, due to the structure of the resulting linear systems, standard direct, and iterative solvers are guaranteed to converge. We also present the results of numerical experiments in one and two space dimensions and illustrate the simplicity of the numerical methods with short programs MATLAB: . Users can download, edit, and run the codes from http://www.uoguelph.ca/~mgarvie/, to investigate the key dynamical properties of spatially extended predator-prey interactions. PMID:17268759
Harten, A.; Tal-Ezer, H.
1981-04-01
An implicit finite difference method of fourth order accuracy in space and time is introduced for the numerical solution of one-dimensional systems of hyperbolic conservation laws. The basic form of the method is a two-level scheme which is unconditionally stable and nondissipative. The scheme uses only three mesh points at level t and three mesh points at level t + delta t. The dissipative version of the basic method given is conditionally stable under the CFL (Courant-Friedrichs-Lewy) condition. This version is particularly useful for the numerical solution of problems with strong but nonstiff dynamic features, where the CFL restriction is reasonable on accuracy grounds. Numerical results are provided to illustrate properties of the proposed method.
A new finite difference scheme adapted to the one-dimensional Schroedinger equation
International Nuclear Information System (INIS)
We present a new discretisation scheme for the Schroedinger equation based on analytic solutions to local linearisations. The scheme generates the normalised eigenfunctions and eigenvalues simultaneously and is exact for piecewise constant potentials and effective masses. Highly accurate results can be obtained with a small number of mesh points and a robust and flexible algorithm using continuation techniques is derived. An application to the Hartree approximation for SiGe heterojunctions is discussed in which we solve the coupled Schroedinger-Poisson model probelm selfconsistently. (orig.)
Total-energy minimization of few-body electron systems in the real-space finite-difference scheme
International Nuclear Information System (INIS)
A practical and high-accuracy computation method to search for ground states of few-electron systems is presented on the basis of the real-space finite-difference scheme. A linear combination of Slater determinants is employed as a many-electron wavefunction, and the total-energy functional is described in terms of overlap integrals of one-electron orbitals without the constraints of orthogonality and normalization. In order to execute a direct energy minimization process of the energy functional, the steepest-descent method is used. For accurate descriptions of integrals which include bare-Coulomb potentials of ions, the time-saving double-grid technique is introduced. As an example of the present method, calculations for the ground state of the hydrogen molecule are demonstrated. An adiabatic potential curve is illustrated, and the accessibility and accuracy of the present method are discussed.
Harten, A.; Tal-Ezer, H.
1981-01-01
This paper presents a family of two-level five-point implicit schemes for the solution of one-dimensional systems of hyperbolic conservation laws, which generalized the Crank-Nicholson scheme to fourth order accuracy (4-4) in both time and space. These 4-4 schemes are nondissipative and unconditionally stable. Special attention is given to the system of linear equations associated with these 4-4 implicit schemes. The regularity of this system is analyzed and efficiency of solution-algorithms is examined. A two-datum representation of these 4-4 implicit schemes brings about a compactification of the stencil to three mesh points at each time-level. This compact two-datum representation is particularly useful in deriving boundary treatments. Numerical results are presented to illustrate some properties of the proposed scheme.
Harten, A.; Tal-Ezer, H.
1981-06-01
This paper presents a family of two-level five-point implicit schemes for the solution of one-dimensional systems of hyperbolic conservation laws, which generalized the Crank-Nicholson scheme to fourth order accuracy (4-4) in both time and space. These 4-4 schemes are nondissipative and unconditionally stable. Special attention is given to the system of linear equations associated with these 4-4 implicit schemes. The regularity of this system is analyzed and efficiency of solution-algorithms is examined. A two-datum representation of these 4-4 implicit schemes brings about a compactification of the stencil to three mesh points at each time-level. This compact two-datum representation is particularly useful in deriving boundary treatments. Numerical results are presented to illustrate some properties of the proposed scheme.
DEFF Research Database (Denmark)
Fuhrman, David R.; Bingham, Harry B.
2004-01-01
This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly non-linear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann) techniques with matrix-based methods for formulations in both one and two horizontal dimensions. The matrix-based method is also extended to show the local de-stabilizing effects of the non-linear terms, as well as the stabilizing effects of numerical dissipation. A comparison of the relative stability of rotational and irrotational formulations in two horizontal dimensions provides evidence that the irrotational formulation has significantly better stability properties when the deep-water non-linearity is high, particularly on refined grids. Computation of matrix pseudospectra shows that the system is only moderately non-normal, suggesting that the eigenvalues are likely suitable for analysis purposes. Numerical experiments demonstrate excellent agreement with the linear analysis, and good qualitative agreement with the local non-linear analysis. The various methods of analysis combine to provide significant insight into the numerical behaviour of this rather complicated system of non-linear PDEs.
An efficient hybrid pseudospectral/finite-difference scheme for solving the TTI pure P-wave equation
International Nuclear Information System (INIS)
The pure P-wave equation for modelling and migration in tilted transversely isotropic (TTI) media has attracted more and more attention in imaging seismic data with anisotropy. The desirable feature is that it is absolutely free of shear-wave artefacts and the consequent alleviation of numerical instabilities generally suffered by some systems of coupled equations. However, due to several forward–backward Fourier transforms in wavefield updating at each time step, the computational cost is significant, and thereby hampers its prevalence. We propose to use a hybrid pseudospectral (PS) and finite-difference (FD) scheme to solve the pure P-wave equation. In the hybrid solution, most of the cost-consuming wavenumber terms in the equation are replaced by inexpensive FD operators, which in turn accelerates the computation and reduces the computational cost. To demonstrate the benefit in cost saving of the new scheme, 2D and 3D reverse-time migration (RTM) examples using the hybrid solution to the pure P-wave equation are carried out, and respective runtimes are listed and compared. Numerical results show that the hybrid strategy demands less computation time and is faster than using the PS method alone. Furthermore, this new TTI RTM algorithm with the hybrid method is computationally less expensive than that with the FD solution to conventional TTI coupled equations. (paper)
Wei, Xiao-Kun; Shao, Wei; Shi, Sheng-Bing; Zhang, Yong; Wang, Bing-Zhong
2015-07-01
An efficient conformal locally one-dimensional finite-difference time-domain (LOD-CFDTD) method is presented for solving two-dimensional (2D) electromagnetic (EM) scattering problems. The formulation for the 2D transverse-electric (TE) case is presented and its stability property and numerical dispersion relationship are theoretically investigated. It is shown that the introduction of irregular grids will not damage the numerical stability. Instead of the staircasing approximation, the conformal scheme is only employed to model the curve boundaries, whereas the standard Yee grids are used for the remaining regions. As the irregular grids account for a very small percentage of the total space grids, the conformal scheme has little effect on the numerical dispersion. Moreover, the proposed method, which requires fewer arithmetic operations than the alternating-direction-implicit (ADI) CFDTD method, leads to a further reduction of the CPU time. With the total-field/scattered-field (TF/SF) boundary and the perfectly matched layer (PML), the radar cross section (RCS) of two 2D structures is calculated. The numerical examples verify the accuracy and efficiency of the proposed method. Project supported by the National Natural Science Foundation of China (Grant Nos. 61331007 and 61471105).
An efficient hybrid pseudospectral/finite-difference scheme for solving the TTI pure P-wave equation
Zhan, Ge
2013-02-19
The pure P-wave equation for modelling and migration in tilted transversely isotropic (TTI) media has attracted more and more attention in imaging seismic data with anisotropy. The desirable feature is that it is absolutely free of shear-wave artefacts and the consequent alleviation of numerical instabilities generally suffered by some systems of coupled equations. However, due to several forward-backward Fourier transforms in wavefield updating at each time step, the computational cost is significant, and thereby hampers its prevalence. We propose to use a hybrid pseudospectral (PS) and finite-difference (FD) scheme to solve the pure P-wave equation. In the hybrid solution, most of the cost-consuming wavenumber terms in the equation are replaced by inexpensive FD operators, which in turn accelerates the computation and reduces the computational cost. To demonstrate the benefit in cost saving of the new scheme, 2D and 3D reverse-time migration (RTM) examples using the hybrid solution to the pure P-wave equation are carried out, and respective runtimes are listed and compared. Numerical results show that the hybrid strategy demands less computation time and is faster than using the PS method alone. Furthermore, this new TTI RTM algorithm with the hybrid method is computationally less expensive than that with the FD solution to conventional TTI coupled equations. © 2013 Sinopec Geophysical Research Institute.
International Nuclear Information System (INIS)
The objective of the paper is to analyze the thermally induced density wave oscillations in water cooled boiling water reactors. A transient thermal hydraulic model is developed with a characteristics-based implicit finite-difference scheme to solve the nonlinear mass, momentum and energy conservation equations in a time-domain. A two-phase flow was simulated with a one-dimensional homogeneous equilibrium model. The model treats the boundary conditions naturally and takes into account the compressibility effect of the two-phase flow. The axial variation of the heat flux profile can also be handled with the model. Unlike the method of characteristics analysis, the present numerical model is computationally inexpensive in terms of time and works in a Eulerian coordinate system without the loss of accuracy. The model was validated against available benchmarks. The model was extended for the purpose of studying the flow-induced density wave oscillations in forced circulation and natural circulation boiling water reactors. Various parametric studies were undertaken to evaluate the model's performance under different operating conditions. Marginal stability boundaries were drawn for type-I and type-II instabilities in a dimensionless parameter space. The significance of adiabatic riser sections in different boiling reactors was analyzed in detail. The effect of the axial heat flux profile was also investigated for different boiling reactorsreactors
Wang, Hua; Tao, Guo; Shang, Xue-Feng; Fang, Xin-Ding; Burns, Daniel R.
2013-12-01
In acoustic logging-while-drilling (ALWD) finite difference in time domain (FDTD) simulations, large drill collar occupies, most of the fluid-filled borehole and divides the borehole fluid into two thin fluid columns (radius ˜27 mm). Fine grids and large computational models are required to model the thin fluid region between the tool and the formation. As a result, small time step and more iterations are needed, which increases the cumulative numerical error. Furthermore, due to high impedance contrast between the drill collar and fluid in the borehole (the difference is >30 times), the stability and efficiency of the perfectly matched layer (PML) scheme is critical to simulate complicated wave modes accurately. In this paper, we compared four different PML implementations in a staggered grid finite difference in time domain (FDTD) in the ALWD simulation, including field-splitting PML (SPML), multiaxial PML(MPML), non-splitting PML (NPML), and complex frequency-shifted PML (CFS-PML). The comparison indicated that NPML and CFS-PML can absorb the guided wave reflection from the computational boundaries more efficiently than SPML and M-PML. For large simulation time, SPML, M-PML, and NPML are numerically unstable. However, the stability of M-PML can be improved further to some extent. Based on the analysis, we proposed that the CFS-PML method is used in FDTD to eliminate the numerical instability and to improve the efficiency of absorption in the PML layers for LWD modeling. The optimal values of CFS-PML parameters in the LWD simulation were investigated based on thousands of 3D simulations. For typical LWD cases, the best maximum value of the quadratic damping profile was obtained using one d 0. The optimal parameter space for the maximum value of the linear frequency-shifted factor ( ? 0) and the scaling factor ( ? 0) depended on the thickness of the PML layer. For typical formations, if the PML thickness is 10 grid points, the global error can be reduced to <1% using the optimal PML parameters, and the error will decrease as the PML thickness increases.
Mingalev, V. S.; Mingalev, I. V.; Mingalev, O. V.; Oparin, A. M.; Orlov, K. G.
2010-05-01
A generalization of the explicit hybrid monotone second-order finite difference scheme for the use on unstructured 3D grids is proposed. In this scheme, the components of the momentum density in the Cartesian coordinates are used as the working variables; the scheme is conservative. Numerical results obtained using an implementation of the proposed solution procedure on an unstructured 3D grid in a spherical layer in the model of the global circulation of the Titan’s (a Saturn’s moon) atmosphere are presented.
El-Amin, M.F.
2011-05-14
In this paper, a finite difference scheme is developed to solve the unsteady problem of combined heat and mass transfer from an isothermal curved surface to a porous medium saturated by a non-Newtonian fluid. The curved surface is kept at constant temperature and the power-law model is used to model the non-Newtonian fluid. The explicit finite difference method is used to solve simultaneously the equations of momentum, energy and concentration. The consistency of the explicit scheme is examined and the stability conditions are determined for each equation. Boundary layer and Boussinesq approximations have been incorporated. Numerical calculations are carried out for the various parameters entering into the problem. Velocity, temperature and concentration profiles are shown graphically. It is found that as time approaches infinity, the values of wall shear, heat transfer coefficient and concentration gradient at the wall, which are entered in tables, approach the steady state values.
Discrete ordinates scheme for quadrilateral meshes
International Nuclear Information System (INIS)
A simple extension of the discrete ordinates method for solving the transport equation with quadrilateral meshes in X-Y and R-Z geometry is described. Numerical results of some benchmark problems are presented for showing the adequacy of the modified scheme. (author)
Wieselquist, William A.; Anistratov, Dmitriy Y.; Morel, Jim E.
2014-09-01
We present a quasidiffusion (QD) method for solving neutral particle transport problems in Cartesian XY geometry on unstructured quadrilateral meshes, including local refinement capability. Neutral particle transport problems are central to many applications including nuclear reactor design, radiation safety, astrophysics, medical imaging, radiotherapy, nuclear fuel transport/storage, shielding design, and oil well-logging. The primary development is a new discretization of the low-order QD (LOQD) equations based on cell-local finite differences. The accuracy of the LOQD equations depends on proper calculation of special non-linear QD (Eddington) factors from a transport solution. In order to completely define the new QD method, a proper discretization of the transport problem is also presented. The transport equation is discretized by a conservative method of short characteristics with a novel linear approximation of the scattering source term and monotonic, parabolic representation of the angular flux on incoming faces. Analytic and numerical tests are used to test the accuracy and spatial convergence of the non-linear method. All tests exhibit O(h2) convergence of the scalar flux on orthogonal, random, and multi-level meshes.
International Nuclear Information System (INIS)
We present a quasidiffusion (QD) method for solving neutral particle transport problems in Cartesian XY geometry on unstructured quadrilateral meshes, including local refinement capability. Neutral particle transport problems are central to many applications including nuclear reactor design, radiation safety, astrophysics, medical imaging, radiotherapy, nuclear fuel transport/storage, shielding design, and oil well-logging. The primary development is a new discretization of the low-order QD (LOQD) equations based on cell-local finite differences. The accuracy of the LOQD equations depends on proper calculation of special non-linear QD (Eddington) factors from a transport solution. In order to completely define the new QD method, a proper discretization of the transport problem is also presented. The transport equation is discretized by a conservative method of short characteristics with a novel linear approximation of the scattering source term and monotonic, parabolic representation of the angular flux on incoming faces. Analytic and numerical tests are used to test the accuracy and spatial convergence of the non-linear method. All tests exhibit O(h2) convergence of the scalar flux on orthogonal, random, and multi-level meshes
International Nuclear Information System (INIS)
In this paper, we use the staggered grid, the auxiliary grid, the rotated staggered grid and the non-staggered grid finite-difference methods to simulate the wavefield propagation in 2D elastic tilted transversely isotropic (TTI) and viscoelastic TTI media, respectively. Under the stability conditions, we choose different spatial and temporal intervals to get wavefront snapshots and synthetic seismograms to compare the four algorithms in terms of computational accuracy, CPU time, phase shift, frequency dispersion and amplitude preservation. The numerical results show that: (1) the rotated staggered grid scheme has the least memory cost and the fastest running speed; (2) the non-staggered grid scheme has the highest computational accuracy and least phase shift; (3) the staggered grid has less frequency dispersion even when the spatial interval becomes larger. (paper)
Ackleh, Azmy S; Delcambre, Mark L; Sutton, Karyn L
2015-07-01
We present a second-order high-resolution finite difference scheme to approximate the solution of a mathematical model of the transmission dynamics of Mycobacterium marinum (Mm) in an aquatic environment. This work extends the numerical theory and continues the preliminary studies on the model first developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721]. Numerical simulations demonstrating the accuracy of the method are presented, and we compare this scheme to the first-order scheme developed in Ackleh et al. [Structured models for the spread of Mycobacterium marinum: foundations for a numerical approximation scheme, Math. Biosci. Eng. 11 (2014), pp. 679-721] to show that the first-order method requires significantly more computational time to provide solutions with a similar accuracy. We also demonstrated that the model can be a tool to understand surprising or nonintuitive phenomena regarding competitive advantage in the context of biologically realistic growth, birth and death rates. PMID:25271885
Gao, YingJie; Yang, HongWei
2014-01-01
An explicit high-order, symplectic, finite-difference time-domain (SFDTD) scheme is applied to a bioelectromagnetic simulation using a simple model of a pregnant woman and her fetus. Compared to the traditional FDTD scheme, this scheme maintains the inherent nature of the Hamilton system and ensures energy conservation numerically and a high precision. The SFDTD scheme is used to predict the specific absorption rate (SAR) for a simple model of a pregnant female woman (month 9) using radio frequency (RF) fields from 1.5 T and 3 T MRI systems (operating at approximately 64 and 128 MHz, respectively). The results suggest that by using a plasma protective layer under the 1.5 T MRI system, the SAR values for the pregnant woman and her fetus are significantly reduced. Additionally, for a 90 degree plasma protective layer, the SAR values are approximately equal to the 120 degree layer and the 180 degree layer, and it is reduced relative to the 60 degree layer. This proves that using a 90 degree plasma protective layer is the most effective and economical angle to use. PMID:25493433
Energy Technology Data Exchange (ETDEWEB)
Delfin L, A.; Alonso V, G. [ININ, 52045 Ocoyoacac, Estado de Mexico (Mexico); Valle G, E. del [IPN-ESFM, 07738 Mexico D.F. (Mexico)]. e-mail: adl@nuclear.inin.mx
2003-07-01
In this work the development of a third order scheme of finite differences centered in mesh is presented and it is applied in the numerical solution of those diffusion equations in multi groups in stationary state and X Y geometry. Originally this scheme was developed by Hennart and del Valle for the monoenergetic diffusion equation with a well-known source and they show that the one scheme is of third order when comparing the numerical solution with the analytical solution of a model problem using several mesh refinements and boundary conditions. The scheme by them developed it also introduces the application of numeric quadratures to evaluate the rigidity matrices and of mass that its appear when making use of the finite elements method of Galerkin. One of the used quadratures is the open quadrature of 4 points, no-standard, of Newton-Cotes to evaluate in approximate form the elements of the rigidity matrices. The other quadrature is that of 3 points of Radau that it is used to evaluate the elements of all the mass matrices. One of the objectives of these quadratures are to eliminate the couplings among the Legendre moments 0 and 1 associated to the left and right faces as those associated to the inferior and superior faces of each cell of the discretization. The other objective is to satisfy the particles balance in weighed form in each cell. In this work it expands such development to multiplicative means considering several energy groups. There are described diverse details inherent to the technique, particularly those that refer to the simplification of the algebraic systems that appear due to the space discretization. Numerical results for several test problems are presented and are compared with those obtained with other nodal techniques. (Author)
Mimetic finite difference method
Lipnikov, Konstantin; Manzini, Gianmarco; Shashkov, Mikhail
2014-01-01
The mimetic finite difference (MFD) method mimics fundamental properties of mathematical and physical systems including conservation laws, symmetry and positivity of solutions, duality and self-adjointness of differential operators, and exact mathematical identities of the vector and tensor calculus. This article is the first comprehensive review of the 50-year long history of the mimetic methodology and describes in a systematic way the major mimetic ideas and their relevance to academic and real-life problems. The supporting applications include diffusion, electromagnetics, fluid flow, and Lagrangian hydrodynamics problems. The article provides enough details to build various discrete operators on unstructured polygonal and polyhedral meshes and summarizes the major convergence results for the mimetic approximations. Most of these theoretical results, which are presented here as lemmas, propositions and theorems, are either original or an extension of existing results to a more general formulation using polyhedral meshes. Finally, flexibility and extensibility of the mimetic methodology are shown by deriving higher-order approximations, enforcing discrete maximum principles for diffusion problems, and ensuring the numerical stability for saddle-point systems.
A Comparison of Continuous Mass-lumped Finite Elements and Finite Differences for 3D:
Zhebel, E.; Minisini, S.; Kononov, A.; Mulder, W.A.
2012-01-01
The finite-difference method is widely used for time-domain modelling of the wave equation because of its ease of implementation of high-order spatial discretization schemes, parallelization and computational efficiency. However, finite elements on tetrahedral meshes are more accurate in complex geometries near sharp interfaces. We compared the fourth-order finite-difference method to fourth-order continuous masslumped finite elements in terms of accuracy and computational cost. The results s...
Mimetic finite difference methods in image processing
Scientific Electronic Library Online (English)
C., Bazan; M., Abouali; J., Castillo; P., Blomgren.
Full Text Available We introduce the use of mimetic methods to the imaging community, for the solution of the initial-value problems ubiquitous in the machine vision and image processing and analysis fields. PDE-based image processing and analysis techniques comprise a host of applications such as noise removal and res [...] toration, deblurring and enhancement, segmentation, edge detection, inpainting, registration, motion analysis, etc. Because of their favorable stability and efficiency properties, semi-implicit finite difference and finite element schemes have been the methods of choice (in that order of preference). We propose a new approach for the numerical solution of these problems based on mimetic methods. The mimetic discretization scheme preserves the continuum properties of the mathematical operators often encountered in the image processing and analysis equations. This is the main contributing factor to the improved performance of the mimetic method approach, as compared to both of the aforementioned popular numerical solution techniques. To assess the performance of the proposed approach, we employ the Catté-Lions-Morel-Coll model to restore noisy images, by solving the PDE with the three numerical solution schemes. For all of the benchmark images employed in our experiments, and for every level of noise applied, we observe that the best image restored by using the mimetic method is closer to the noise-free image than the best images restored by the other two methods tested. These results motivate further studies of the application of the mimetic methods to other imaging problems. Mathematical subject classification: Primary: 68U10; Secondary: 65L12.
Moufekkir, Fayçal; Moussaoui, Mohammed Amine; Mezrhab, Ahmed; Naji, Hassan
2015-04-01
The coupled double diffusive natural convection and radiation in a tilted and differentially heated square cavity containing a non-gray air-CO2 (or air-H2O) mixtures was numerically investigated. The horizontal walls are insulated and impermeable and the vertical walls are maintained at different temperatures and concentrations. The hybrid lattice Boltzmann method with the multiple-relaxation time model is used to compute the hydrodynamics and the finite difference method to determine temperatures and concentrations. The discrete ordinates method combined to the spectral line-based weighted sum of gray gases model is used to compute the radiative term and its spectral aspect. The effects of the inclination angle on the flow, thermal and concentration fields are analyzed for both aiding and opposing cases. It was found that radiation gas modifies the structure of the velocity and thermal fields by generating inclined stratifications and promoting the instabilities in opposing flows.
A Transport Acceleration Scheme for Multigroup Discrete Ordinates with Upscattering
International Nuclear Information System (INIS)
We have developed a modification of the two-grid upscatter acceleration scheme of Adams and Morel. The modified scheme uses a low-angular-order discrete ordinates equation to accelerate Gauss-Seidel multigroup iteration. This modification ensures that the scheme does not suffer from consistency problems that can affect diffusion-accelerated methods in multidimensional, multimaterial problems. The new transport two-grid scheme is very simple to implement for different spatial discretizations because it uses the same transport operator. The scheme has also been demonstrated to be very effective on three-dimensional, multimaterial problems. On simple one-dimensional graphite and heavy-water slabs modeled in three dimensions with reflecting boundary conditions, we see reductions in the number of Gauss-Seidel iterations by factors of 75 to 1000. We have also demonstrated the effectiveness of the new method on neutron well-logging problems. For forward problems, the new acceleration scheme reduces the number of Gauss-Seidel iterations by more than an order of magnitude with a corresponding reduction in the run time. For adjoint problems, the speedup is not as dramatic, but the new method still reduces the run time by greater than a factor of 6.
Mesh-Centered Finite Differences from Nodal Finite Elements
Hennart, Jean-Pierre; Del Valle, Edmundo
1996-01-01
After it is shown that the classical five points mesh-centered finite difference scheme can be derived from a low order nodal finite element scheme by using nonstandard quadrature formulae, higher order block mesh-centered finite difference schemes for second-order elliptic problems are derived from higher order nodal finite elements with nonstandard quadrature formulae as before, combined to a procedure known as «transverse integration». Numerical experiments with uniform and nonuniform mesh...
International Nuclear Information System (INIS)
There dimensional hydrodynamical calculations with heat transfer for nuclear reactors are complicated and actual tasks, their singularity is high numbers of Reynolds Re ? 106. The offered paper is one of initial development stages programs for problem solving the similar class. Operation contains exposition: mathematical setting of the task for the equations of Navier-Stokes with heat transfer compiling of space difference schemes by a method of check sizes, deriving of difference equations for pressure. The steady explicit methods of a solution of rigid tasks included in DUMKA program, and research of areas of their stability are used. Outcomes of numerical experiments of current of liquid in channels of rectangular cut are reduced. The complete spectrum analysis of the considered task is done (Authors)
High order discretization schemes for stochastic volatility models
Jourdain, Benjamin
2009-01-01
In usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth. Using It\\^o's formula, we get rid, in the asset price dynamics, of the stochastic integral with respect to the Brownian motion driving this SDE. Taking advantage of this structure, we propose - a scheme, based on the Milstein discretization of this SDE, with order one of weak trajectorial convergence for the asset price, - a scheme, based on the Ninomiya-Victoir discretization of this SDE, with order two of weak convergence for the asset price. We also propose a specific scheme with improved convergence properties when the volatility of the asset price is driven by an Orstein-Uhlenbeck process. We confirm the theoretical rates of convergence by numerical experiments and show that our schemes are well adapted to the multilevel Monte Carlo method introduced by Giles [2008a,b].
Accurate finite difference methods for time-harmonic wave propagation
Harari, Isaac; Turkel, Eli
1994-01-01
Finite difference methods for solving problems of time-harmonic acoustics are developed and analyzed. Multidimensional inhomogeneous problems with variable, possibly discontinuous, coefficients are considered, accounting for the effects of employing nonuniform grids. A weighted-average representation is less sensitive to transition in wave resolution (due to variable wave numbers or nonuniform grids) than the standard pointwise representation. Further enhancement in method performance is obtained by basing the stencils on generalizations of Pade approximation, or generalized definitions of the derivative, reducing spurious dispersion, anisotropy and reflection, and by improving the representation of source terms. The resulting schemes have fourth-order accurate local truncation error on uniform grids and third order in the nonuniform case. Guidelines for discretization pertaining to grid orientation and resolution are presented.
High-order Finite Difference Solution of Euler Equations for Nonlinear Water Waves
DEFF Research Database (Denmark)
Christiansen, Torben Robert Bilgrav; Bingham, Harry B.
2012-01-01
The incompressible Euler equations are solved with a free surface, the position of which is captured by applying an Eulerian kinematic boundary condition. The solution strategy follows that of [1, 2], applying a coordinate-transformation to obtain a time-constant spatial computational domain which is discretized using arbitrary-order finite difference schemes on a staggered grid with one optional stretching in each coordinate direction. The momentum equations and kinematic free surface condition are integrated in time using the classic fourth-order Runge-Kutta scheme. Mass conservation is satisfied implicitly, at the end of each time stage, by constructing the pressure from a discrete Poisson equation, derived from the discrete continuity and momentum equations and taking the time-dependent physical domain into account. An efficient preconditionedDefect Correction (DC) solution of the discrete Poisson equation for the pressure is presented, in which the preconditioning step is based on an order-multigrid formulation with a direct solution on the lowest order-level. This ensures fast convergence of the DC method with a computational effort which scales linearly with the problem size. Results obtained with a two-dimensional implementation of the model are compared with highly accurate stream function solutions to the nonlinear wave problem, which show the approximately expected convergence rates and a clear advantage of using high-order finite difference schemes in combination with the Euler equations.
Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation
Kouatchou, Jules
1999-01-01
In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.
International Nuclear Information System (INIS)
This thesis presents a new class of spatial discretization schemes on polyhedral meshes, called Compatible Discrete Operator (CDO) schemes and their application to elliptic and Stokes equations In CDO schemes, preserving the structural properties of the continuous equations is the leading principle to design the discrete operators. De Rham maps define the degrees of freedom according to the physical nature of fields to discretize. CDO schemes operate a clear separation between topological relations (balance equations) and constitutive relations (closure laws). Topological relations are related to discrete differential operators, and constitutive relations to discrete Hodge operators. A feature of CDO schemes is the explicit use of a second mesh, called dual mesh, to build the discrete Hodge operator. Two families of CDO schemes are considered: vertex-based schemes where the potential is located at (primal) mesh vertices, and cell-based schemes where the potential is located at dual mesh vertices (dual vertices being in one-to-one correspondence with primal cells). The CDO schemes related to these two families are presented and their convergence is analyzed. A first analysis hinges on an algebraic definition of the discrete Hodge operator and allows one to identify three key properties: symmetry, stability, and P0-consistency. A second analysis hinges on a definition of the discrete Hodge operator using reconstruction operators, and the requirements on these reconstruction operators are identified. In addition, CDO schemes provide a unified vision on a broad class of schemes proposed in the literature (finite element, finite element, mimetic schemes... ). Finally, the reliability and the efficiency of CDO schemes are assessed on various test cases and several polyhedral meshes. (author)This thesis presents a new class of spatial discretization schemes on polyhedral meshes, called Compatible Discrete Operator (CDO) schemes and their application to elliptic and Stokes equations In CDO schemes, preserving the structural properties of the continuous equations is the leading principle to design the discrete operators. De Rham maps define the degrees of freedom according to the physical nature of fields to discretize. CDO schemes operate a clear separation between topological relations (balance equations) and constitutive relations (closure laws). Topological relations are related to discrete differential operators, and constitutive relations to discrete Hodge operators. A feature of CDO schemes is the explicit use of a second mesh, called dual mesh, to build the discrete Hodge operator. Two families of CDO schemes are considered: vertex-based schemes where the potential is located at (primal) mesh vertices, and cell-based schemes where the potential is located at dual mesh vertices (dual vertices being in one-to-one correspondence with primal cells). The CDO schemes related to these two families are presented and their convergence is analyzed. A first analysis hinges on an algebraic definition of the discrete Hodge operator and allows one to identify three key properties: symmetry, stability, and P0-consistency. A second analysis hinges on a definition of the discrete Hodge operator using reconstruction operators, and the requirements on these reconstruction operators are identified. In addition, CDO schemes provide a unified vision on a broad class of schemes proposed in the literature (finite element, finite element, mimetic schemes... ). Finally, the reliability and the efficiency of CDO schemes are assessed on various test cases and several polyhedral meshes. (author)
Novel coupling scheme to control dynamics of coupled discrete systems
Shekatkar, Snehal M.; Ambika, G.
2015-08-01
We present a new coupling scheme to control spatio-temporal patterns and chimeras on 1-d and 2-d lattices and random networks of discrete dynamical systems. The scheme involves coupling with an external lattice or network of damped systems. When the system network and external network are set in a feedback loop, the system network can be controlled to a homogeneous steady state or synchronized periodic state with suppression of the chaotic dynamics of the individual units. The control scheme has the advantage that its design does not require any prior information about the system dynamics or its parameters and works effectively for a range of parameters of the control network. We analyze the stability of the controlled steady state or amplitude death state of lattices using the theory of circulant matrices and Routh-Hurwitz criterion for discrete systems and this helps to isolate regions of effective control in the relevant parameter planes. The conditions thus obtained are found to agree well with those obtained from direct numerical simulations in the specific context of lattices with logistic map and Henon map as on-site system dynamics. We show how chimera states developed in an experimentally realizable 2-d lattice can be controlled using this scheme. We propose this mechanism can provide a phenomenological model for the control of spatio-temporal patterns in coupled neurons due to non-synaptic coupling with the extra cellular medium. We extend the control scheme to regulate dynamics on random networks and adapt the master stability function method to analyze the stability of the controlled state for various topologies and coupling strengths.
On Cryptographic Schemes Based on Discrete Logarithms and Factoring
Joye, Marc
At CRYPTO 2003, Rubin and Silverberg introduced the concept of torus-based cryptography over a finite field. We extend their setting to the ring of integers modulo N. We so obtain compact representations for cryptographic systems that base their security on the discrete logarithm problem and the factoring problem. This results in smaller key sizes and substantial savings in memory and bandwidth. But unlike the case of finite fields, analogous trace-based compression methods cannot be adapted to accommodate our extended setting when the underlying systems require more than a mere exponentiation. As an application, we present an improved, torus-based implementation of the ACJT group signature scheme.
Bu, Weiping; Tang, Yifa; Wu, Yingchuan; Yang, Jiye
2015-07-01
In this paper, a class of two-dimensional space and time fractional Bloch-Torrey equations (2D-STFBTEs) are considered. Some definitions and properties of fractional derivative spaces are presented. By finite difference method and Galerkin finite element method, a semi-discrete variational formulation for 2D-STFBTEs is obtained. The stability and convergence of the semi-discrete form are discussed. Then, a fully discrete scheme of 2D-STFBTEs is derived and the convergence is investigated. Finally, some numerical examples based on linear piecewise polynomials and quadratic piecewise polynomials are given to prove the correctness of our theoretical analysis.
International Nuclear Information System (INIS)
The NEWT (NEW Transport algorithm) code is a multi-group discrete ordinates neutral-particle transport code with flexible meshing capabilities. This code employs the Extended Step Characteristic spatial discretization approach using arbitrary polygonal mesh cells. Until recently, the coarse mesh finite difference acceleration scheme in NEWT for fission source iteration has been available only for rectangular domain boundaries because of the limitation to rectangular coarse meshes. Therefore no acceleration scheme has been available for triangular or hexagonal problem boundaries. A conventional and a new partial-current based coarse mesh finite difference acceleration schemes with unstructured coarse meshes have been implemented within NEWT to support any form of domain boundaries. The computational results show that the new acceleration schemes works well, with performance often improved over the earlier two-level rectangular approach.
Discrete unified gas kinetic scheme with force term for incompressible fluid flows
Wu, Chen; Shi, Baochang; Chai, Zhenhua; Wang, Peng
2014-01-01
The discrete unified gas kinetic scheme (DUGKS) is a finite-volume scheme with discretization of particle velocity space, which combines the advantages of both lattice Boltzmann equation (LBE) method and unified gas kinetic scheme (UGKS) method, such as the simplified flux evaluation scheme, flexible mesh adaption and the asymptotic preserving properties. However, DUGKS is proposed for near incompressible fluid flows, the existing compressible effect may cause some serious e...
Compatible discrete operator schemes on polyhedral meshes for elliptic and Stokes equations
International Nuclear Information System (INIS)
This thesis presents a new class of spatial discretization schemes on polyhedral meshes, called Compatible Discrete Operator (CDO) schemes and their application to elliptic and Stokes equations In CDO schemes, preserving the structural properties of the continuous equations is the leading principle to design the discrete operators. De Rham maps define the degrees of freedom according to the physical nature of fields to discretize. CDO schemes operate a clear separation between topological relations (balance equations) and constitutive relations (closure laws). Topological relations are related to discrete differential operators, and constitutive relations to discrete Hodge operators. A feature of CDO schemes is the explicit use of a second mesh, called dual mesh, to build the discrete Hodge operator. Two families of CDO schemes are considered: vertex-based schemes where the potential is located at (primal) mesh vertices, and cell-based schemes where the potential is located at dual mesh vertices (dual vertices being in one-to-one correspondence with primal cells). The CDO schemes related to these two families are presented and their convergence is analyzed. A first analysis hinges on an algebraic definition of the discrete Hodge operator and allows one to identify three key properties: symmetry, stability, and P0-consistency. A second analysis hinges on a definition of the discrete Hodge operator using reconstruction operators, and the requirements on these reconstruction operators are identified. In addition, CDO schemes provide a unified vision on a broad class of schemes proposed in the literature (finite element, finite element, mimetic schemes... ). Finally, the reliability and the efficiency of CDO schemes are assessed on various test cases and several polyhedral meshes. (author)
Convergence of a Mimetic Finite Difference Method for Static Diffusion Equation
J.M. Guevara-Jordan; S. Rojas; M. Freites-Villegas; Castillo, J. E.
2007-01-01
The numerical solution of partial differential equations with finite differences mimetic methods that satisfy properties of the continuum differential operators and mimic discrete versions of appropriate integral identities is more likely to produce better approximations. Recently, one of the authors developed a systematic approach to obtain mimetic finite difference discretizations for divergence and gradient operators, which achieves the same o...
A New Digital Signature Scheme Based on Factoring and Discrete Logarithms
E. S. Ismail; N. M. F. Tahat; R. R. Ahmad
2008-01-01
Problem statement: A digital signature scheme allows one to sign an electronic message and later the produced signature can be validated by the owner of the message or by any verifier. Most of the existing digital signature schemes were developed based on a single hard problem like factoring, discrete logarithm, residuosity or elliptic curve discrete logarithm problems. Although these schemes appear secure, one day in a near future they may be exploded if one finds a solution of the single ha...
A modified semi--implict Euler-Maruyama Scheme for finite element discretization of SPDEs
Lord, Gabriel J; Tambue, Antoine
2010-01-01
We consider the numerical approximation of a general second order semi-linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new scheme using in time a linear functional of the noise with a semi-implicit Euler-Maruyama method and in space we analyse a finite element method although extension to finite differences or finite volumes would be possible. We consider noise that is white in time and either in $H^1$ or $...
A GOST-like Blind Signature Scheme Based on Elliptic Curve Discrete Logarithm Problem
Hosseini, Hossein; Bahrak, Behnam; Hessar, Farzad
2013-01-01
In this paper, we propose a blind signature scheme and three practical educed schemes based on elliptic curve discrete logarithm problem. The proposed schemes impart the GOST signature structure and utilize the inherent advantage of elliptic curve cryptosystems in terms of smaller key size and lower computational overhead to its counterpart public key cryptosystems such as RSA and ElGamal. The proposed schemes are proved to be secure and have less time complexity in comparis...
Froese, Brittany D
2012-01-01
The theory of viscosity solutions has been effective for representing and approximating weak solutions to fully nonlinear Partial Differential Equations (PDEs) such as the elliptic Monge-Amp\\`ere equation. The approximation theory of Barles-Souganidis [Barles and Souganidis, Asymptotic Anal., 4 (1999) 271-283] requires that numerical schemes be monotone (or elliptic in the sense of [Oberman, SIAM J. Numer. Anal, 44 (2006) 879-895]. But such schemes have limited accuracy. In this article, we establish a convergence result for nearly monotone schemes. This allows us to construct finite difference discretizations of arbitrarily high-order. We demonstrate that the higher accuracy is achieved when solutions are sufficiently smooth. In addition, the filtered scheme provides a natural detection principle for singularities. We employ this framework to construct a formally second-order scheme for the Monge-Amp\\`ere equation and present computational results on smooth and singular solutions.
A Review of High-Order and Optimized Finite-Difference Methods for Simulating Linear Wave Phenomena
Zingg, David W.
1996-01-01
This paper presents a review of high-order and optimized finite-difference methods for numerically simulating the propagation and scattering of linear waves, such as electromagnetic, acoustic, or elastic waves. The spatial operators reviewed include compact schemes, non-compact schemes, schemes on staggered grids, and schemes which are optimized to produce specific characteristics. The time-marching methods discussed include Runge-Kutta methods, Adams-Bashforth methods, and the leapfrog method. In addition, the following fourth-order fully-discrete finite-difference methods are considered: a one-step implicit scheme with a three-point spatial stencil, a one-step explicit scheme with a five-point spatial stencil, and a two-step explicit scheme with a five-point spatial stencil. For each method studied, the number of grid points per wavelength required for accurate simulation of wave propagation over large distances is presented. Recommendations are made with respect to the suitability of the methods for specific problems and practical aspects of their use, such as appropriate Courant numbers and grid densities. Avenues for future research are suggested.
Unifying scheme for generating discrete integrable systems including inhomogeneous and hybrid models
Kundu, Anjan
2002-01-01
A unifying scheme based on an ancestor model is proposed for generating a wide range of integrable discrete and continuum as well as inhomogeneous and hybrid models. They include in particular discrete versions of sine-Gordon, Landau-Lifshitz, nonlinear Schr\\"odinger (NLS), derivative NLS equations, Liouville model, (non-)relativistic Toda chain, Ablowitz-Ladik model etc. Our scheme introduces the possibility of building a novel class of integrable hybrid systems including m...
An energy conserving finite-difference model of Maxwell's equations for soliton propagation
Bachiri, H; Vázquez, L
1997-01-01
We present an energy conserving leap-frog finite-difference scheme for the nonlinear Maxwell's equations investigated by Hile and Kath [C.V.Hile and W.L.Kath, J.Opt.Soc.Am.B13, 1135 (96)]. The model describes one-dimensional scalar optical soliton propagation in polarization preserving nonlinear dispersive media. The existence of a discrete analog of the underlying continuous energy conservation law plays a central role in the global accuracy of the scheme and a proof of its generalized nonlinear stability using energy methods is given. Numerical simulations of initial fundamental, second and third-order hyperbolic secant soliton pulses of fixed spatial full width at half peak intensity containing as few as 4 and 8 optical carrier wavelengths, confirm the stability, accuracy and efficiency of the algorithm. The effect of a retarded nonlinear response time of the media modeling Raman scattering is under current investigation in this context.
Lakoba, Taras I.
2014-01-01
We consider numerical instability that can be observed in simulations of localized solutions of the generalized nonlinear Schr\\"odinger equation (NLS) by a split-step method where the linear part of the evolution is solved by a finite-difference discretization. Properties of such an instability cannot be inferred from the von Neumann analysis of the numerical scheme. Rather, their explanation requires tools of stability analysis of nonlinear waves, with numerically unstable ...
Numerical computation of transonic flows by finite-element and finite-difference methods
Hafez, M. M.; Wellford, L. C.; Merkle, C. L.; Murman, E. M.
1978-01-01
Studies on applications of the finite element approach to transonic flow calculations are reported. Different discretization techniques of the differential equations and boundary conditions are compared. Finite element analogs of Murman's mixed type finite difference operators for small disturbance formulations were constructed and the time dependent approach (using finite differences in time and finite elements in space) was examined.
Directory of Open Access Journals (Sweden)
Kovalenko A. V.
2012-10-01
Full Text Available This article analyzes the changes in the number of cases of various clients of the pyramid and the establishment of the basic rules of the pyramid schemes based on discrete models. The article is also a continuation of previous work [1], which had formulas to simulate the amount collected by the pyramid scheme
Phase-field-based lattice Boltzmann finite-difference model for simulating thermocapillary flows
Liu, Haihu; Valocchi, Albert J.; Zhang, Yonghao; Kang, Qinjun
2013-01-01
A phase-field-based hybrid model that combines the lattice Boltzmann method with the finite difference method is proposed for simulating immiscible thermocapillary flows with variable fluid-property ratios. Using a phase field methodology, an interfacial force formula is analytically derived to model the interfacial tension force and the Marangoni stress. We present an improved lattice Boltzmann equation (LBE) method to capture the interface between different phases and solve the pressure and velocity fields, which can recover the correct Cahn-Hilliard equation (CHE) and Navier-Stokes equations. The LBE method allows not only use of variable mobility in the CHE, but also simulation of multiphase flows with high density ratio because a stable discretization scheme is used for calculating the derivative terms in forcing terms. An additional convection-diffusion equation is solved by the finite difference method for spatial discretization and the Runge-Kutta method for time marching to obtain the temperature field, which is coupled to the interfacial tension through an equation of state. The model is first validated against analytical solutions for the thermocapillary driven convection in two superimposed fluids at negligibly small Reynolds and Marangoni numbers. It is then used to simulate thermocapillary migration of a three-dimensional deformable droplet and bubble at various Marangoni numbers and density ratios, and satisfactory agreement is obtained between numerical results and theoretical predictions.
Macaraeg, M. G.
1986-01-01
For a Spacelab flight, a model experiment of the earth's atmospheric circulation has been proposed. This experiment is known as the Atmospheric General Circulation Experiment (AGCE). In the experiment concentric spheres will rotate as a solid body, while a dielectric fluid is confined in a portion of the gap between the spheres. A zero gravity environment will be required in the context of the simulation of the gravitational body force on the atmosphere. The present study is concerned with the development of pseudospectral/finite difference (PS/FD) model and its subsequent application to physical cases relevant to the AGCE. The model is based on a hybrid scheme involving a pseudospectral latitudinal formulation, and finite difference radial and time discretization. The advantages of the use of the hybrid PS/FD method compared to a pure second-order accurate finite difference (FD) method are discussed, taking into account the higher accuracy and efficiency of the PS/FD method.
Discrete unified gas kinetic scheme with force term for incompressible fluid flows
Wu, Chen; Chai, Zhenhua; Wang, Peng
2014-01-01
The discrete unified gas kinetic scheme (DUGKS) is a finite-volume scheme with discretization of particle velocity space, which combines the advantages of both lattice Boltzmann equation (LBE) method and unified gas kinetic scheme (UGKS) method, such as the simplified flux evaluation scheme, flexible mesh adaption and the asymptotic preserving properties. However, DUGKS is proposed for near incompressible fluid flows, the existing compressible effect may cause some serious errors in simulating incompressible problems. To diminish the compressible effect, in this paper a novel DUGKS model with external force is developed for incompressible fluid flows by modifying the approximation of Maxwellian distribution. Meanwhile, due to the pressure boundary scheme, which is wildly used in many applications, has not been constructed for DUGKS, the non-equilibrium extrapolation (NEQ) scheme for both velocity and pressure boundary conditions is introduced. To illustrate the potential of the proposed model, numerical simul...
Directory of Open Access Journals (Sweden)
O. Olotu
2011-01-01
Full Text Available Problem statement: Here, we develop a discretized scheme using only the penalty method without involving the multiplier parameter to examine the convergence and geometric ratio profiles. Approach: This approach reduces computational time arising from less data manipulation. Objectively, we wish to obtain a numerical solution comparing favourably with the analytic solution.. Methodologically, we discretize the given problem, obtain an unconstrained formulation and construct an operator which sets the stage for the application of the discretized extended conjugate gradient method. Results: We analyse the efficiency of the developed scheme by considering an example and examining the generated sequential approximate solutions and the convergence ratio profile computed quadratically per cycle using the discretized conjugate gradient method. Conclusion/Recommendations: Both results, as shown in the table, look comparably and this suggests that the developed scheme may very well approximate an analytic solution of a given problem to an appreciable level of tolerance without its prior knowledge.
Convergence of Finite Difference Methods for Poisson's Equation with Interfaces
Liu, Xu-Dong; Sideris, Thomas C.
2001-01-01
In this paper, a weak formulation of the discontinuous variable coefficient Poisson equation with interfacial jumps is studied. The existence, uniqueness and regularity of solutions of this problem are obtained. It is shown that the application of the Ghost Fluid Method by Fedkiw, Kang, and Liu to this problem can be obtained in a natural way through discretization of the weak formulation. An abstract framework is given for proving the convergence of finite difference method...
Finite-difference approximations and entropy conditions for shocks
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Harten, A.; Hyman, J.M.; Lax, P.D.
1976-01-01
Weak solutions of hyperbolic conservation laws are not uniquely determined by their initial values; an entropy condition is needed to pick out the physically relevant solution. The question arises whether finite-difference approximations converge to this particular solution. It is shown that, in the case of a single conservation law, monotone schemes, when convergent, always converge to the physically relevant solution. Numerical examples show that this is not always the case with nonmonotone schemes, such as the Lax--Wendroff scheme. 4 figures, 2 tables
Finite-difference approximations and entropy conditions for shocks
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Harten, A; Hyman, J M; Lax, P D; Keyfitz, B
1976-01-01
Weak solutions of hyperbolic conservation laws are not uniquely determined by their initial values; an entropy condition is needed to pick out the physically relevant solution. The question arises whether finite-difference approximations converge to this particular solution. It is shown in this paper that, in the case of a single conservation law, monotone schemes, when convergent, always converge to the physically relevant solution. Numerical examples show that this is not always the case with nonmonotone schemes, such as the Lax--Wendroff scheme. 4 figures, 2 tables. (auth)
Conformal time domain finite difference method
Mei, Kenneth K.; Cangellaris, Andreas; Angelakos, Diogenes J.
1984-09-01
The conventional time domain finite difference (TDFD) method uses right rectangular meshes in space. The result is that curved object surfaces are approximated by steps. This paper considers finite difference meshes, which are not restricted to any shape, thus capable of conforming to the object surfaces. Other advantages of this type of meshes include the easier handling of the approximate radiation conditions.
Symmetry-preserving discrete schemes for some heat transfer equations
Bakirova, Margarita; Dorodnitsyn, Vladimir; Kozlov, Roman
2004-01-01
Lie group analysis of differential equations is a generally recognized method, which provides invariant solutions, integrability, conservation laws etc. In this paper we present three characteristic examples of the construction of invariant difference equations and meshes, where the original continuous symmetries are preserved in discrete models. Conservation of symmetries in difference modeling helps to retain qualitative properties of the differential equations in their di...
A parallel adaptive finite difference algorithm for petroleum reservoir simulation
Energy Technology Data Exchange (ETDEWEB)
Hoang, Hai Minh
2005-07-01
Adaptive finite differential for problems arising in simulation of flow in porous medium applications are considered. Such methods have been proven useful for overcoming limitations of computational resources and improving the resolution of the numerical solutions to a wide range of problems. By local refinement of the computational mesh where it is needed to improve the accuracy of solutions, yields better solution resolution representing more efficient use of computational resources than is possible with traditional fixed-grid approaches. In this thesis, we propose a parallel adaptive cell-centered finite difference (PAFD) method for black-oil reservoir simulation models. This is an extension of the adaptive mesh refinement (AMR) methodology first developed by Berger and Oliger (1984) for the hyperbolic problem. Our algorithm is fully adaptive in time and space through the use of subcycling, in which finer grids are advanced at smaller time steps than the coarser ones. When coarse and fine grids reach the same advanced time level, they are synchronized to ensure that the global solution is conservative and satisfy the divergence constraint across all levels of refinement. The material in this thesis is subdivided in to three overall parts. First we explain the methodology and intricacies of AFD scheme. Then we extend a finite differential cell-centered approximation discretization to a multilevel hierarchy of refined grids, and finally we are employing the algorithm on parallel computer. The results in this work show that the approach presented is robust, and stable, thus demonstrating the increased solution accuracy due to local refinement and reduced computing resource consumption. (Author)
Symmetry-preserving discrete schemes for some heat transfer equations
Bakirova, M; Kozlov, R; Bakirova, Margarita; Dorodnitsyn, Vladimir; Kozlov, Roman
2004-01-01
Lie group analysis of differential equations is a generally recognized method, which provides invariant solutions, integrability, conservation laws etc. In this paper we present three characteristic examples of the construction of invariant difference equations and meshes, where the original continuous symmetries are preserved in discrete models. Conservation of symmetries in difference modeling helps to retain qualitative properties of the differential equations in their difference counterparts.
Finite difference methods for the solution of unsteady potential flows
Caradonna, F. X.
1985-01-01
A brief review is presented of various problems which are confronted in the development of an unsteady finite difference potential code. This review is conducted mainly in the context of what is done for a typical small disturbance and full potential methods. The issues discussed include choice of equation, linearization and conservation, differencing schemes, and algorithm development. A number of applications including unsteady three-dimensional rotor calculation, are demonstrated.
High Order Finite Difference Methods for Multiscale Complex Compressible Flows
Sjoegreen, Bjoern; Yee, H. C.
2002-01-01
The classical way of analyzing finite difference schemes for hyperbolic problems is to investigate as many as possible of the following points: (1) Linear stability for constant coefficients; (2) Linear stability for variable coefficients; (3) Non-linear stability; and (4) Stability at discontinuities. We will build a new numerical method, which satisfies all types of stability, by dealing with each of the points above step by step.
Energy Technology Data Exchange (ETDEWEB)
Sebastian Schunert; Yousry Y. Azmy; Damien Fournier
2011-05-01
We present a comprehensive error estimation of four spatial discretization schemes of the two-dimensional Discrete Ordinates (SN) equations on Cartesian grids utilizing a Method of Manufactured Solution (MMS) benchmark suite based on variants of Larsen’s benchmark featuring different orders of smoothness of the underlying exact solution. The considered spatial discretization schemes include the arbitrarily high order transport methods of the nodal (AHOTN) and characteristic (AHOTC) types, the discontinuous Galerkin Finite Element method (DGFEM) and the recently proposed higher order diamond difference method (HODD) of spatial expansion orders 0 through 3. While AHOTN and AHOTC rely on approximate analytical solutions of the transport equation within a mesh cell, DGFEM and HODD utilize a polynomial expansion to mimick the angular flux profile across each mesh cell. Intuitively, due to the higher degree of analyticity, we expect AHOTN and AHOTC to feature superior accuracy compared with DGFEM and HODD, but at the price of potentially longer grind times and numerical instabilities. The latter disadvantages can result from the presence of exponential terms evaluated at the cell optical thickness that arise from the semianalytical solution process. This work quantifies the order of accuracy and the magnitude of the error of all four discretization methods for different optical thicknesses, scattering ratios and degrees of smoothness of the underlying exact solutions in order to verify or contradict the aforementioned intuitive expectation.
Accuracy Analysis for Finite-Volume Discretization Schemes on Irregular Grids
Diskin, Boris; Thomas, James L.
2010-01-01
A new computational analysis tool, downscaling test, is introduced and applied for studying the convergence rates of truncation and discretization errors of nite-volume discretization schemes on general irregular (e.g., unstructured) grids. The study shows that the design-order convergence of discretization errors can be achieved even when truncation errors exhibit a lower-order convergence or, in some cases, do not converge at all. The downscaling test is a general, efficient, accurate, and practical tool, enabling straightforward extension of verification and validation to general unstructured grid formulations. It also allows separate analysis of the interior, boundaries, and singularities that could be useful even in structured-grid settings. There are several new findings arising from the use of the downscaling test analysis. It is shown that the discretization accuracy of a common node-centered nite-volume scheme, known to be second-order accurate for inviscid equations on triangular grids, degenerates to first order for mixed grids. Alternative node-centered schemes are presented and demonstrated to provide second and third order accuracies on general mixed grids. The local accuracy deterioration at intersections of tangency and in flow/outflow boundaries is demonstrated using the DS tests tailored to examining the local behavior of the boundary conditions. The discretization-error order reduction within inviscid stagnation regions is demonstrated. The accuracy deterioration is local, affecting mainly the velocity components, but applies to any order scheme.
Weighted Average Finite Difference Methods for Fractional Reaction-Subdiffusion Equation
Directory of Open Access Journals (Sweden)
Nasser Hassen SWEILAM
2014-04-01
Full Text Available In this article, a numerical study for fractional reaction-subdiffusion equations is introduced using a class of finite difference methods. These methods are extensions of the weighted average methods for ordinary (non-fractional reaction-subdiffusion equations. A stability analysis of the proposed methods is given by a recently proposed procedure similar to the standard John von Neumann stability analysis. Simple and accurate stability criterion valid for different discretization schemes of the fractional derivative, arbitrary weight factor, and arbitrary order of the fractional derivative, are given and checked numerically. Numerical test examples, figures, and comparisons have been presented for clarity.doi:10.14456/WJST.2014.50
Finite-difference methods for eigenvalues
International Nuclear Information System (INIS)
Some useful ways of improving the speed and accuracy of finite-difference methods for eigenvalue calculations are proposed and are tested successfully on several problems, including one for which the potential is highly singular at the origin. (author)
Finite strain plasticity: A discrete memory scheme and the associated numerical implementations
International Nuclear Information System (INIS)
The aim of this paper is twofold: first to present a covariant thermo-mechanical scheme of elasto-plastic hysteresis involving finite deformations. The definition of the scheme is obtained from a discrete memory Gibbs equation and by use of a dragged along material coordinate system; second to show that the use of differential geometry does not prevent the obtainment of numerical solutions for elasto-plastic problems involving finite deformations. (orig.)
An Efficient Signcryption Scheme based on The Elliptic Curve Discrete Logarithm Problem
Fatima Amounas; El Hassan Kinani
2013-01-01
Elliptic Curve Cryptosystems (ECC) have recently received significant attention by researchers due to their performance. Here, an efficient signcryption scheme based on elliptic curve will be proposed, which can effectively combine the functionalities of digital signature and encryption. Since the security of the proposed method is based on the difficulty of solving discrete logarithm over an elliptic curve. The purposes of this paper are to demonstrate how to specify signcryption scheme on e...
Original Signer's Forgery Attacks on Discrete Logarithm Based Proxy Signature Schemes
Tianjie Cao; Xianping Mao
2007-01-01
A proxy signature scheme enables a proxy signer to sign messages on behalf of the original signer. In this paper, we demonstrate that a number of discrete logarithm based proxy signature schemes are vulnerable to an original signer's forgery attack. In this attack, a malicious original signer can impersonate a proxy signer and produce a forged proxy signature on a message. A third party will incorrectly believe that the proxy signer was responsible for generating the proxy signature. This co...
Discrete ordinate method with a new and a simple quadrature scheme
International Nuclear Information System (INIS)
Evaluation of the radiative component in heat-transfer problems is often difficult and expensive. To address this problem, in the recent past, attention has been focused on improving the performance of various approximate methods. Computational efficiency of any method depends to a great extent on the quadrature schemes that are used to compute the source term and heat flux. The discrete ordinate method (DOM) is one of the oldest and still the most widely used methods. To make this method computationally more attractive, various types of quadrature schemes have been suggested over the years. In the present work, a new quadrature scheme has been suggested. The new scheme is a simple one and does not involve complicated mathematics for determination of direction cosines and weights. It satisfies all the required moments. To test the suitability of the new scheme, four benchmark problems were considered. In all cases, the proposed quadrature scheme was found to give accurate results
A non-linear constrained optimization technique for the mimetic finite difference method
Energy Technology Data Exchange (ETDEWEB)
Manzini, Gianmarco [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Svyatskiy, Daniil [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Bertolazzi, Enrico [Univ. of Trento (Italy); Frego, Marco [Univ. of Trento (Italy)
2014-09-30
This is a strategy for the construction of monotone schemes in the framework of the mimetic finite difference method for the approximation of diffusion problems on unstructured polygonal and polyhedral meshes.
Marian Malec; Lucjan Sapa
2007-01-01
This paper deals with a finite difference method for a wide class of weakly coupled nonlinear second-order partial differential systems with initial condition and weakly coupled nonlinear implicit boundary conditions. One part of each system is of the parabolic type (degenerated parabolic equations) and the other of the elliptic type (equations with a parameter) in a cube in $R^{1+n}$. A suitable finite difference scheme is constructed. It is proved that the scheme has a unique soluti...
Fully discrete Galerkin schemes for the nonlinear and nonlocal Hartree equation
Aschbacher, Walter H.
2008-01-01
We study the time dependent Hartree equation in the continuum, the semidiscrete, and the fully discrete setting. We prove existence-uniqueness, regularity, and approximation properties for the respective schemes, and set the stage for a controlled numerical computation of delicate nonlinear and nonlocal features of the Hartree dynamics in various physical applications.
Fully discrete Galerkin schemes for the nonlinear and nonlocal Hartree equation
Directory of Open Access Journals (Sweden)
Walter H. Aschbacher
2009-01-01
Full Text Available We study the time dependent Hartree equation in the continuum, the semidiscrete, and the fully discrete setting. We prove existence-uniqueness, regularity, and approximation properties for the respective schemes, and set the stage for a controlled numerical computation of delicate nonlinear and nonlocal features of the Hartree dynamics in various physical applications.
International Nuclear Information System (INIS)
We present the sublattice approach, a procedure to generate, from a given integrable lattice, a sublattice which inherits its integrability features. We consider, as illustrative example of this approach, the discrete Moutard 4-point equation and its sublattice, the self-adjoint 5-point scheme on the star of the square lattice, which are relevant in the theory of the integrable discrete geometries and in the theory of discrete holomorphic and harmonic functions (in this last context, the discrete Moutard equation is called discrete Cauchy-Riemann equation). Therefore an integrable, at one energy, discretization of elliptic two-dimensional operators is considered. We use the sublattice point of view to derive, from the Darboux transformations and superposition formulas of the discrete Moutard equation, the Darboux transformations and superposition formulas of the self-adjoint 5-point scheme. We also construct, from algebro-geometric solutions of the discrete Moutard equation, algebro-geometric solutions of the self-adjoint 5-point scheme. In particular, we show that the corresponding restrictions on the finite-gap data are of the same type as those for the fixed energy problem for the two-dimensional Schroedinger operator. We finally use these solutions to construct explicit examples of discrete holomorphic and harmonic functions, as well as examples of quadrilateral surfaces in R3
Convergent finite differences for 1D viscous isentropic flow in Eulerian coordinates
Karper, Trygve K.
2013-01-01
We construct a new finite difference method for the flow of ideal viscous isentropic gas in one spatial dimension. For the continuity equation, the method is a standard upwind discretization. For the momentum equation, the method is an uncommon upwind discretization, where the moment and the velocity are solved on dual grids. Our main result is convergence of the method as discretization parameters go to zero. Convergence is proved by adapting the mathematical existence theo...
Error Estimate for a Fully Discrete Spectral Scheme for Korteweg-de Vries-Kawahara Equation
Koley, U
2011-01-01
We are concerned with the convergence of spectral method for the numerical solution of the initial-boundary value problem associated to the Korteweg-de Vries-Kawahara equation (in short Kawahara equation), which is a transport equation perturbed by dispersive terms of 3rd and 5th order. This equation appears in several fluid dynamics problems. It describes the evolution of small but finite amplitude long waves in various problems in fluid dynamics. These equations are discretized in space by the standard Fourier- Galerkin spectral method and in time by the explicit leap-frog scheme. For the resulting fully discrete, conditionally stable scheme we prove an L2-error bound of spectral accuracy in space and of second-order accuracy in time.
Energy Technology Data Exchange (ETDEWEB)
Kim, S. [Purdue Univ., West Lafayette, IN (United States)
1994-12-31
Parallel iterative procedures based on domain decomposition techniques are defined and analyzed for the numerical solution of wave propagation by finite element and finite difference methods. For finite element methods, in a Lagrangian framework, an efficient way for choosing the algorithm parameter as well as the algorithm convergence are indicated. Some heuristic arguments for finding the algorithm parameter for finite difference schemes are addressed. Numerical results are presented to indicate the effectiveness of the methods.
International Nuclear Information System (INIS)
The error analysis of finite-difference method in computing critical size and neutron flux is given. The exact solution in non critical case has been extrapolated from the exact solution in critical case. The exact solutions are compared with corresponding solutions obtained by finite-difference method. The influences of the computational scheme and the region step on the results have been examined. Error sources and associated regularities are discussed as well
On the wavelet optimized finite difference method
Jameson, Leland
1994-01-01
When one considers the effect in the physical space, Daubechies-based wavelet methods are equivalent to finite difference methods with grid refinement in regions of the domain where small scale structure exists. Adding a wavelet basis function at a given scale and location where one has a correspondingly large wavelet coefficient is, essentially, equivalent to adding a grid point, or two, at the same location and at a grid density which corresponds to the wavelet scale. This paper introduces a wavelet optimized finite difference method which is equivalent to a wavelet method in its multiresolution approach but which does not suffer from difficulties with nonlinear terms and boundary conditions, since all calculations are done in the physical space. With this method one can obtain an arbitrarily good approximation to a conservative difference method for solving nonlinear conservation laws.
Finite difference approximations for a class of non-local parabolic equations
Directory of Open Access Journals (Sweden)
Hong-Ming Yin
1997-03-01
Full Text Available In this paper we study finite difference procedures for a class of parabolic equations with non-local boundary condition. The semi-implicit and fully implicit backward Euler schemes are studied. It is proved that both schemes preserve the maximum principle and monotonicity of the solution of the original equation, and fully-implicit scheme also possesses strict monotonicity. It is also proved that finite difference solutions approach to zero as tÃ¢Â†Â’Ã¢ÂˆÂž exponentially. The numerical results of some examples are presented, which support our theoretical justifications.
Elementary introduction to finite difference equations
International Nuclear Information System (INIS)
An elementary description is given of the basic vocabulary and concepts associated with finite difference modeling. The material discussed is biased toward the types of large computer programs used at the Lawrence Livermore Laboratory. Particular attention is focused on truncation error and how it can be affected by zoning patterns. The principle of convergence is discussed, and convergence as a tool for improving calculational accuracy and efficiency is emphasized
Implicit finite difference methods on composite grids
Mastin, C. Wayne
1987-01-01
Techniques for eliminating time lags in the implicit finite-difference solution of partial differential equations are investigated analytically, with a focus on transient fluid dynamics problems on overlapping multicomponent grids. The fundamental principles of the approach are explained, and the method is shown to be applicable to both rectangular and curvilinear grids. Numerical results for sample problems are compared with exact solutions in graphs, and good agreement is demonstrated.
Non-linear analysis of skew thin plate by finite difference method
International Nuclear Information System (INIS)
This paper deals with a discrete analysis capability for predicting the geometrically nonlinear behavior of skew thin plate subjected to uniform pressure. The differential equations are discretized by means of the finite difference method which are used to determine the deflections and the in-plane stress functions of plates and reduced to several sets of linear algebraic simultaneous equations. For the geometrically non-linear, large deflection behavior of the plate, the non-linear plate theory is used for the analysis. An iterative scheme is employed to solve these quasi-linear algebraic equations. Several problems are solved which illustrate the potential of the method for predicting the finite deflection and stress. For increasing lateral pressures, the maximum principal tensile stress occurs at the center of the plate and migrates toward the corners as the load increases. It was deemed important to describe the locations of the maximum principal tensile stress as it occurs. The load-deflection relations and the maximum bending and membrane stresses for each case are presented and discussed
ZHAO, SHAN; Wei, G. W.
2009-01-01
High-order central finite difference schemes encounter great difficulties in implementing complex boundary conditions. This paper introduces the matched interface and boundary (MIB) method as a novel boundary scheme to treat various general boundary conditions in arbitrarily high-order central finite difference schemes. To attain arbitrarily high order, the MIB method accurately extends the solution beyond the boundary by repeatedly enforcing only the original set of boundary conditions. The ...
A parallel finite-difference method for computational aerodynamics
Swisshelm, Julie M.
1989-01-01
A finite-difference scheme for solving complex three-dimensional aerodynamic flow on parallel-processing supercomputers is presented. The method consists of a basic flow solver with multigrid convergence acceleration, embedded grid refinements, and a zonal equation scheme. Multitasking and vectorization have been incorporated into the algorithm. Results obtained include multiprocessed flow simulations from the Cray X-MP and Cray-2. Speedups as high as 3.3 for the two-dimensional case and 3.5 for segments of the three-dimensional case have been achieved on the Cray-2. The entire solver attained a factor of 2.7 improvement over its unitasked version on the Cray-2. The performance of the parallel algorithm on each machine is analyzed.
A parallel finite-difference method for computational aerodynamics
International Nuclear Information System (INIS)
A finite-difference scheme for solving complex three-dimensional aerodynamic flow on parallel-processing supercomputers is presented. The method consists of a basic flow solver with multigrid convergence acceleration, embedded grid refinements, and a zonal equation scheme. Multitasking and vectorization have been incorporated into the algorithm. Results obtained include multiprocessed flow simulations from the Cray X-MP and Cray-2. Speedups as high as 3.3 for the two-dimensional case and 3.5 for segments of the three-dimensional case have been achieved on the Cray-2. The entire solver attained a factor of 2.7 improvement over its unitasked version on the Cray-2. The performance of the parallel algorithm on each machine is analyzed. 14 refs
Coudiere, Yves; Pierre, Charles; Rousseau, Olivier; Turpault, Rodolphe
2008-01-01
In this paper is presented a finite volume (DDFV) scheme for solving elliptic equations with heterogeneous anisotropic conductivity tensor. That method is based on the definition of a discrete divergence and a discrete gradient operator. These discrete operators have close relationships with the continuous ones, in particulat they fulfil a duality property related with the Green formula. The operators are defined in dimension 2 and 3, their duality property is stated and used to establish the...
A coupled discrete unified gas-kinetic scheme for Boussinesq flows
Wang, Peng; Guo, Zhaoli
2014-01-01
Recently, the discrete unified gas-kinetic scheme (DUGKS) [Z. L. Guo \\emph{et al}., Phys. Rev. E ${\\bf 88}$, 033305 (2013)] based on the Boltzmann equation is developed as a new multiscale kinetic method for isothermal flows. In this paper, a thermal and coupled discrete unified gas-kinetic scheme is derived for the Boussinesq flows, where the velocity and temperature fields are described independently. Kinetic boundary conditions for both velocity and temperature fields are also proposed. The proposed model is validated by simulating several canonical test cases, including the porous plate problem, the Rayleigh-b\\'{e}nard convection, and the natural convection with Rayleigh number up to $10^{10}$ in a square cavity. The results show that the coupled DUGKS is of second order accuracy in space and can well describe the convection phenomena from laminar to turbulent flows. Particularly, it is found that this new scheme has better numerical stability in simulating high Rayleigh number flows compared with the pre...
Finite difference methods for coupled flow interaction transport models
Directory of Open Access Journals (Sweden)
Shelly McGee
2009-04-01
Full Text Available Understanding chemical transport in blood flow involves coupling the chemical transport process with flow equations describing the blood and plasma in the membrane wall. In this work, we consider a coupled two-dimensional model with transient Navier-Stokes equation to model the blood flow in the vessel and Darcy's flow to model the plasma flow through the vessel wall. The advection-diffusion equation is coupled with the velocities from the flows in the vessel and wall, respectively to model the transport of the chemical. The coupled chemical transport equations are discretized by the finite difference method and the resulting system is solved using the additive Schwarz method. Development of the model and related analytical and numerical results are presented in this work.
A Novel Image Encryption Scheme Based on Multi-orbit Hybrid of Discrete Dynamical System
Ruisong Ye; Huiqing Huang; Xiangbo Tan
2014-01-01
A multi-orbit hybrid image encryption scheme based on discrete chaotic dynamical systems is proposed. One generalized Arnold map is adopted to generate three orbits for three initial conditions. Another chaotic dynamical system, tent map, is applied to generate one pseudo-random sequence to determine the hybrid orbit points from which one of the three orbits of generalized Arnold map. The hybrid orbit sequence is then utilized to shuffle the pixels' positions of plain-image so as to get one p...
Optimization of Dengue Epidemics: a test case with different discretization schemes
Rodrigues, Helena Sofia; Torres, Delfim F M; 10.1063/1.3241345
2010-01-01
The incidence of Dengue epidemiologic disease has grown in recent decades. In this paper an application of optimal control in Dengue epidemics is presented. The mathematical model includes the dynamic of Dengue mosquito, the affected persons, the people's motivation to combat the mosquito and the inherent social cost of the disease, such as cost with ill individuals, educations and sanitary campaigns. The dynamic model presents a set of nonlinear ordinary differential equations. The problem was discretized through Euler and Runge Kutta schemes, and solved using nonlinear optimization packages. The computational results as well as the main conclusions are shown.
The Complex-Step-Finite-Difference method
Abreu, Rafael; Stich, Daniel; Morales, Jose
2015-07-01
We introduce the Complex-Step-Finite-Difference method (CSFDM) as a generalization of the well-known Finite-Difference method (FDM) for solving the acoustic and elastic wave equations. We have found a direct relationship between modelling the second-order wave equation by the FDM and the first-order wave equation by the CSFDM in 1-D, 2-D and 3-D acoustic media. We present the numerical methodology in order to apply the introduced CSFDM and show an example for wave propagation in simple homogeneous and heterogeneous models. The CSFDM may be implemented as an extension into pre-existing numerical techniques in order to obtain fourth- or sixth-order accurate results with compact three time-level stencils. We compare advantages of imposing various types of initial motion conditions of the CSFDM and demonstrate its higher-order accuracy under the same computational cost and dispersion-dissipation properties. The introduced method can be naturally extended to solve different partial differential equations arising in other fields of science and engineering.
Verma, Prabal Singh
2015-01-01
The dimensionally split reconstruction method as described by Kurganov et al.\\cite{kurganov-2000} is revisited for better understanding and a simple fourth order scheme is introduced to solve 3D hyperbolic conservation laws following dimension by dimension approach. Fourth order central weighted essentially non-oscillatory (CWENO) reconstruction methods have already been proposed to study multidimensional problems \\cite{lpr4,cs12}. In this paper, it is demonstrated that a simple 1D fourth order CWENO reconstruction method by Levy et al.\\cite{lpr7} provides fourth order accuracy for 3D hyperbolic nonlinear problems when combined with the semi-discrete scheme by Kurganov et al.\\cite{kurganov-2000} and fourth order Runge-Kutta method for time integration.
International Nuclear Information System (INIS)
In this article, a number of due changes in both a discrete ordinates neutron transport model and a companion void fraction evaluation scheme are introduced. These changes are due to the explicit consideration of a weakly divergent neutron beam, i.e. a neutron beam consisting of a monodirectional component with normal incidence, which is modeled by a Dirac delta distribution, and an angularly continuous component, which is modeled by a smooth function of the angular variable. Computational tests are performed in order to illustrate the numerical consistency of the evaluation scheme for weakly divergent beams with respect to the order of angular quadrature, as well as its low sensitivity to experimental inaccuracies in the detector responses. (orig.)
Relative and Absolute Error Control in a Finite-Difference Method Solution of Poisson's Equation
Prentice, J. S. C.
2012-01-01
An algorithm for error control (absolute and relative) in the five-point finite-difference method applied to Poisson's equation is described. The algorithm is based on discretization of the domain of the problem by means of three rectilinear grids, each of different resolution. We discuss some hardware limitations associated with the algorithm,…
Pencil: Finite-difference Code for Compressible Hydrodynamic Flows
Brandenburg, Axel; Dobler, Wolfgang
2010-10-01
The Pencil code is a high-order finite-difference code for compressible hydrodynamic flows with magnetic fields. It is highly modular and can easily be adapted to different types of problems. The code runs efficiently under MPI on massively parallel shared- or distributed-memory computers, like e.g. large Beowulf clusters. The Pencil code is primarily designed to deal with weakly compressible turbulent flows. To achieve good parallelization, explicit (as opposed to compact) finite differences are used. Typical scientific targets include driven MHD turbulence in a periodic box, convection in a slab with non-periodic upper and lower boundaries, a convective star embedded in a fully nonperiodic box, accretion disc turbulence in the shearing sheet approximation, self-gravity, non-local radiation transfer, dust particle evolution with feedback on the gas, etc. A range of artificial viscosity and diffusion schemes can be invoked to deal with supersonic flows. For direct simulations regular viscosity and diffusion is being used. The code is written in well-commented Fortran90.
Discrete unified gas kinetic scheme for all Knudsen number flows. II. Thermal compressible case.
Guo, Zhaoli; Wang, Ruijie; Xu, Kun
2015-03-01
This paper is a continuation of our work on the development of multiscale numerical scheme from low-speed isothermal flow to compressible flows at high Mach numbers. In our earlier work [Z. L. Guo et al., Phys. Rev. E 88, 033305 (2013)], a discrete unified gas kinetic scheme (DUGKS) was developed for low-speed flows in which the Mach number is small so that the flow is nearly incompressible. In the current work, we extend the scheme to compressible flows with the inclusion of thermal effect and shock discontinuity based on the gas kinetic Shakhov model. This method is an explicit finite-volume scheme with the coupling of particle transport and collision in the flux evaluation at a cell interface. As a result, the time step of the method is not limited by the particle collision time. With the variation of the ratio between the time step and particle collision time, the scheme is an asymptotic preserving (AP) method, where both the Chapman-Enskog expansion for the Navier-Stokes solution in the continuum regime and the free transport mechanism in the rarefied limit can be precisely recovered with a second-order accuracy in both space and time. The DUGKS is an idealized multiscale method for all Knudsen number flow simulations. A number of numerical tests, including the shock structure problem, the Sod tube problem in a whole range of degree of rarefaction, and the two-dimensional Riemann problem in both continuum and rarefied regimes, are performed to validate the scheme. Comparisons with the results of direct simulation Monte Carlo (DSMC) and other benchmark data demonstrate that the DUGKS is a reliable and efficient method for multiscale flow problems. PMID:25871252
Discrete unified gas kinetic scheme for all Knudsen number flows. II. Thermal compressible case
Guo, Zhaoli; Wang, Ruijie; Xu, Kun
2015-03-01
This paper is a continuation of our work on the development of multiscale numerical scheme from low-speed isothermal flow to compressible flows at high Mach numbers. In our earlier work [Z. L. Guo et al., Phys. Rev. E 88, 033305 (2013), 10.1103/PhysRevE.88.033305], a discrete unified gas kinetic scheme (DUGKS) was developed for low-speed flows in which the Mach number is small so that the flow is nearly incompressible. In the current work, we extend the scheme to compressible flows with the inclusion of thermal effect and shock discontinuity based on the gas kinetic Shakhov model. This method is an explicit finite-volume scheme with the coupling of particle transport and collision in the flux evaluation at a cell interface. As a result, the time step of the method is not limited by the particle collision time. With the variation of the ratio between the time step and particle collision time, the scheme is an asymptotic preserving (AP) method, where both the Chapman-Enskog expansion for the Navier-Stokes solution in the continuum regime and the free transport mechanism in the rarefied limit can be precisely recovered with a second-order accuracy in both space and time. The DUGKS is an idealized multiscale method for all Knudsen number flow simulations. A number of numerical tests, including the shock structure problem, the Sod tube problem in a whole range of degree of rarefaction, and the two-dimensional Riemann problem in both continuum and rarefied regimes, are performed to validate the scheme. Comparisons with the results of direct simulation Monte Carlo (DSMC) and other benchmark data demonstrate that the DUGKS is a reliable and efficient method for multiscale flow problems.
Viscoelastic Finite Difference Modeling Using Graphics Processing Units
Fabien-Ouellet, G.; Gloaguen, E.; Giroux, B.
2014-12-01
Full waveform seismic modeling requires a huge amount of computing power that still challenges today's technology. This limits the applicability of powerful processing approaches in seismic exploration like full-waveform inversion. This paper explores the use of Graphics Processing Units (GPU) to compute a time based finite-difference solution to the viscoelastic wave equation. The aim is to investigate whether the adoption of the GPU technology is susceptible to reduce significantly the computing time of simulations. The code presented herein is based on the freely accessible software of Bohlen (2002) in 2D provided under a General Public License (GNU) licence. This implementation is based on a second order centred differences scheme to approximate time differences and staggered grid schemes with centred difference of order 2, 4, 6, 8, and 12 for spatial derivatives. The code is fully parallel and is written using the Message Passing Interface (MPI), and it thus supports simulations of vast seismic models on a cluster of CPUs. To port the code from Bohlen (2002) on GPUs, the OpenCl framework was chosen for its ability to work on both CPUs and GPUs and its adoption by most of GPU manufacturers. In our implementation, OpenCL works in conjunction with MPI, which allows computations on a cluster of GPU for large-scale model simulations. We tested our code for model sizes between 1002 and 60002 elements. Comparison shows a decrease in computation time of more than two orders of magnitude between the GPU implementation run on a AMD Radeon HD 7950 and the CPU implementation run on a 2.26 GHz Intel Xeon Quad-Core. The speed-up varies depending on the order of the finite difference approximation and generally increases for higher orders. Increasing speed-ups are also obtained for increasing model size, which can be explained by kernel overheads and delays introduced by memory transfers to and from the GPU through the PCI-E bus. Those tests indicate that the GPU memory size and the slow memory transfers are the limiting factors of our GPU implementation. Those results show the benefits of using GPUs instead of CPUs for time based finite-difference seismic simulations. The reductions in computation time and in hardware costs are significant and open the door for new approaches in seismic inversion.
Discrete unified gas kinetic scheme for all Knudsen number flows: II. Compressible case
Guo, Zhaoli; Xu, Kun
2014-01-01
This paper is a continuation of our earlier work [Z.L. Guo {\\it et al.}, Phys. Rev. E {\\bf 88}, 033305 (2013)] where a multiscale numerical scheme based on kinetic model was developed for low speed isothermal flows with arbitrary Knudsen numbers. In this work, a discrete unified gas-kinetic scheme (DUGKS) for compressible flows with the consideration of heat transfer and shock discontinuity is developed based on the Shakhov model with an adjustable Prandtl number. The method is an explicit finite-volume scheme where the transport and collision processes are coupled in the evaluation of the fluxes at cell interfaces, so that the nice asymptotic preserving (AP) property is retained, such that the time step is limited only by the CFL number, the distribution function at cell interface recovers to the Chapman-Enskog one in the continuum limit while reduces to that of free-transport for free-molecular flow, and the time and spatial accuracy is of second-order accuracy in smooth region. These features make the DUGK...
A Novel Image Encryption Scheme Based on Multi-orbit Hybrid of Discrete Dynamical System
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Ruisong Ye
2014-10-01
Full Text Available A multi-orbit hybrid image encryption scheme based on discrete chaotic dynamical systems is proposed. One generalized Arnold map is adopted to generate three orbits for three initial conditions. Another chaotic dynamical system, tent map, is applied to generate one pseudo-random sequence to determine the hybrid orbit points from which one of the three orbits of generalized Arnold map. The hybrid orbit sequence is then utilized to shuffle the pixels' positions of plain-image so as to get one permuted image. To enhance the encryption security, two rounds of pixel gray values' diffusion is employed as well. The proposed encryption scheme is simple and easy to manipulate. The security and performance of the proposed image encryption have been analyzed, including histograms, correlation coefficients, information entropy, key sensitivity analysis, key space analysis, differential analysis, etc. All the experimental results suggest that the proposed image encryption scheme is robust and secure and can be used for secure image and video communication applications.
High Order Finite Difference Methods, Multidimensional Linear Problems and Curvilinear Coordinates
Nordstrom, Jan; Carpenter, Mark H.
1999-01-01
Boundary and interface conditions are derived for high order finite difference methods applied to multidimensional linear problems in curvilinear coordinates. The boundary and interface conditions lead to conservative schemes and strict and strong stability provided that certain metric conditions are met.
Iterative solutions of finite difference diffusion equations
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The heterogeneous arrangement of materials and the three-dimensional character of the reactor physics problems encountered in the design and operation of nuclear reactors makes it necessary to use numerical methods for solution of the neutron diffusion equations which are based on the linear Boltzmann equation. The commonly used numerical method for this purpose is the finite difference method. It converts the diffusion equations to a system of algebraic equations. In practice, the size of this resulting algebraic system is so large that the iterative methods have to be used. Most frequently used iterative methods are discussed. They include : (1) basic iterative methods for one-group problems, (2) iterative methods for eigenvalue problems, and (3) iterative methods which use variable acceleration parameters. Application of Chebyshev theorem to iterative methods is discussed. The extension of the above iterative methods to multigroup neutron diffusion equations is also considered. These methods are applicable to elliptic boundary value problems in reactor design studies in particular, and to elliptic partial differential equations in general. Solution of sample problems is included to illustrate their applications. The subject matter is presented in as simple a manner as possible. However, a working knowledge of matrix theory is presupposed. (M.G.B.)
ON FINITE DIFFERENCES ON A STRING PROBLEM
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J. M. Mango
2014-01-01
Full Text Available This study presents an analysis of a one-Dimensional (1D time dependent wave equation from a vibrating guitar string. We consider the transverse displacement of a plucked guitar string and the subsequent vibration motion. Guitars are known for production of great sound in form of music. An ordinary string stretched between two points and then plucked does not produce quality sound like a guitar string. A guitar string produces loud and unique sound which can be organized by the player to produce music. Where is the origin of guitar sound? Can the contribution of each part of the guitar to quality sound be accounted for, by mathematically obtaining the numerical solution to wave equation describing the vibration of the guitar string? In the present sturdy, we have solved the wave equation for a vibrating string using the finite different method and analyzed the wave forms for different values of the string variables. The results show that the amplitude (pitch or quality of the guitar wave (sound vary greatly with tension in the string, length of the string, linear density of the string and also on the material of the sound board. The approximate solution is representative; if the step width; ?x and ?t are small, that is <0.5.
The discrete variational derivative method based on discrete differential forms
Yaguchi, Takaharu; Matsuo, Takayasu; Sugihara, Masaaki
2012-05-01
As is well known, for PDEs that enjoy a conservation or dissipation property, numerical schemes that inherit this property are often advantageous in that the schemes are fairly stable and give qualitatively better numerical solutions in practice. Lately, Furihata and Matsuo have developed the so-called “discrete variational derivative method” that automatically constructs energy preserving or dissipative finite difference schemes. Although this method was originally developed on uniform meshes, the use of non-uniform meshes is of importance for multi-dimensional problems. On the other hand, the theories of discrete differential forms have received much attention recently. These theories provide a discrete analogue of the vector calculus on general meshes. In this paper, we show that the discrete variational derivative method and the discrete differential forms by Bochev and Hyman can be combined. Applications to the Cahn-Hilliard equation and the Klein-Gordon equation on triangular meshes are provided as demonstrations. We also show that the schemes for these equations are H1-stable under some assumptions. In particular, one for the nonlinear Klein-Gordon equation is obtained by combination of the energy conservation property and the discrete Poincaré inequality, which are the temporal and spacial structures that are preserved by the above methods.
Stability of pseudospectral and finite-difference methods for variable coefficient problems
Gottlieb, D.; Orszag, S. A.; Turkel, E.
1981-01-01
It is shown that pseudospectral approximation to a special class of variable coefficient one-dimensional wave equations is stable and convergent even though the wave speed changes sign within the domain. Computer experiments indicate similar results are valid for more general problems. Similarly, computer results indicate that the leapfrog finite-difference scheme is stable even though the wave speed changes sign within the domain. However, both schemes can be asymptotically unstable in time when a fixed spatial mesh is used.
Chen, G.; Zheng, Q.; Coleman, M.; Weerakoon, S.
1983-01-01
This paper briefly reviews convergent finite difference schemes for hyperbolic initial boundary value problems and their applications to boundary control systems of hyperbolic type which arise in the modelling of vibrations. These difference schemes are combined with the primal and the dual approaches to compute the optimal control in the unconstrained case, as well as the case when the control is subject to inequality constraints. Some of the preliminary numerical results are also presented.
A Nonstandard Dynamically Consistent Numerical Scheme Applied to Obesity Dynamics
Gilberto González-Parra; Arenas, Abraham J.; Villanueva, Rafael J
2008-01-01
The obesity epidemic is considered a health concern of paramount importance in modern society. In this work, a nonstandard finite difference scheme has been developed with the aim to solve numerically a mathematical model for obesity population dynamics. This interacting population model represented as a system of coupled nonlinear ordinary differential equations is used to analyze, understand, and predict the dynamics of obesity populations. The construction of the proposed discrete scheme i...
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The coarse mesh finite difference (CMFD) formulation has been applied to Monte Carlo (MC) simulations in order to mitigate the issue of large real variances of pin power tallies in full-core problems. In this work, a parallelized multigroup (MG) two-dimensional (2-D) MC code named PRIDE (Probabilistic Reactor Investigation with Discretized Energy), which is capable of handling lattices of square pin cells within which circular substructures can be modeled, has been developed as a tool for the investigations of the new method. In this code, a scheme to construct a CMFD linear system is based on the MC tallies of coarse mesh average fluxes and the net currents at coarse mesh interfaces. These tallies are accumulated over the MC cycles to get more stable CMFD solutions which are used for feedback to MC fission source distribution (FSD). The feedback scheme in this code employs a weight adjustment of fission source neutrons for the next MC cycle that is to reflect the global CMFD FSD into the MC FSD. The performance of CMFD feedback has been investigated in terms of the number of inactive cycles required for the convergence of FSD and also the reduction of real variances of local property tallies in active cycles. The applications to 2-D multigroup full-core pressurized water reactor problems have demonstrated that the MC FSD converges considerably faster and the real variances of pin powers are smaller by a factor of 4 with CMFD FSD feedback. It is also noted that the laFSD feedback. It is also noted that the large real variances of pin powers are caused mainly by the global assembly-wise fluctuations of power distributions in a large core rather than local fluctuations.
TWO STAGE DISCRETE TIME EXTENDED KALMAN FILTER SCHEME FOR MICRO AIR VEHICLE
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Ali Usman
2012-03-01
Full Text Available Navigation of Micro Air Vehicle (MAV is one of the most challenging areas of twenty first century’s research. Micro Air Vehicle (MAV is the miniaturized configuration of aircraft with a size of six inches in length and below the weight of hundred grams, which includes twenty grams of payload as well. Due to its small size, MAV is highly affected by the wind gust and therefore the navigation of Micro Air Vehicle (MAV is very important because precise navigation is a very basic step for the control of the Micro Air Vehicle (MAV. This paper presents two stage cascaded discrete time Extended Kalman Filter while using INS/GPS based navigation. First stage of this scheme estimates the Euler angles of Micro Air Vehicle (MAV whereas the second stage of this scheme estimates the position of Micro Air Vehicle (MAV in terms of height, longitude and latitude. As the system is considered as non-linear, so Extended Kalman Filter is used. On-board sensors in first stage included MEMS Gyro, MEMS Accelerometer, MEMS Magnetometer whereas second stage includes GPS.
Low Mach Asymptotic Preserving Scheme for the Euler-Korteweg Model
Giesselmann, Jan
2013-01-01
We present an all speed scheme for the Euler-Korteweg model. We study a semi-implicit time-discretisation which treats the terms, which are stiff for low Mach numbers, implicitly and thereby avoids a dependence of the timestep restriction on the Mach number. Based on this we present a fully discrete finite difference scheme. In particular, the scheme is asymptotic preserving, i.e., it converges to a stable discretisation of the incompressible limit of the Euler-Korteweg mode...
Guillen-Gonzalez, Francisco; Gutierrez-Santacreu, Juan Vicente
2008-09-01
In this work we develop fully discrete (in time and space) numerical schemes for two-dimensional incompressible fluids with mass diffusion, also so-called Kazhikhov-Smagulov models. We propose at most H^1 -conformed finite elements (only globally continuous functions) to approximate all unknowns (velocity, pressure and density), although the limit density (solution of continuous problem) will have H^2 regularity. A backward Euler in time scheme is considered decoupling the computation of the density from the velocity and pressure. Unconditional stability of the schemes and convergence towards the (unique) global in time weak solution of the models is proved. Since a discrete maximum principle cannot be ensured, we must use a different interpolation inequality to obtain the strong estimates for the discrete density, from the used one in the continuous case. This inequality is a discrete version of the Gagliardo-Nirenberg interpolation inequality in 2D domains. Moreover, the discrete density is truncated in some adequate terms of the velocity-pressure problem.
A finite difference, multipoint flux numerical approach to flow in porous media: Numerical examples
Osman, Hossam
2012-06-17
It is clear that none of the current available numerical schemes which may be adopted to solve transport phenomena in porous media fulfill all the required robustness conditions. That is while the finite difference methods are the simplest of all, they face several difficulties in complex geometries and anisotropic media. On the other hand, while finite element methods are well suited to complex geometries and can deal with anisotropic media, they are more involved in coding and usually require more execution time. Therefore, in this work we try to combine some features of the finite element technique, namely its ability to work with anisotropic media with the finite difference approach. We reduce the multipoint flux, mixed finite element technique through some quadrature rules to an equivalent cell-centered finite difference approximation. We show examples on using this technique to single-phase flow in anisotropic porous media.
On the Stability of the Finite Difference based Lattice Boltzmann Method
El-Amin, M.F.
2013-06-01
This paper is devoted to determining the stability conditions for the finite difference based lattice Boltzmann method (FDLBM). In the current scheme, the 9-bit two-dimensional (D2Q9) model is used and the collision term of the Bhatnagar- Gross-Krook (BGK) is treated implicitly. The implicitness of the numerical scheme is removed by introducing a new distribution function different from that being used. Therefore, a new explicit finite-difference lattice Boltzmann method is obtained. Stability analysis of the resulted explicit scheme is done using Fourier expansion. Then, stability conditions in terms of time and spatial steps, relaxation time and explicitly-implicitly parameter are determined by calculating the eigenvalues of the given difference system. The determined conditions give the ranges of the parameters that have stable solutions.
Kovács, M; Lindgren, F
2012-01-01
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently smooth test functions. The formula is then applied to the wave equation, where the spatial approximation is done via the standard continuous finite element method and the time discretization via an I-stable rational approximation to the exponential function. It is found that the rate of weak convergence is twice that of strong convergence. Furthermore, in contrast to the parabolic case, higher order schemes in time, such as the Crank-Nicolson scheme, are worthwhile to use if the solution is not very regular. Finally we apply the theory to parabolic equations and detail a weak error estimate for the linearized Cahn-Hilliard-Cook equation as well as comment on the stochastic heat equation.
Improvement of the finite difference lattice Boltzmann method for low mach number flows
International Nuclear Information System (INIS)
This paper presents a numerical method to compute flow-acoustic resonance at low Mach number within a reasonable computing time. Light water reactors have experienced flow-acoustic resonance which is attributed to unsteady compressible flows at low Mach number. This phenomenon is undesirable because the induced sound causes loud noise and vibrations of the mechanical structures. However, a numerical simulation of this flow-acoustic resonance at low Mach number requires a large computing time and a highly accurate method in order to simultaneously compute flows and acoustic waves. The finite difference lattice Boltzmann method which is a powerful tool for obtaining computational fluid dynamics has high accuracy for simultaneous calculation of flows and acoustic waves. It becomes an efficient method to compute low Mach number flow if the computing time is shortened. In this paper, the finite difference lattice Boltzmann method was sped up. Three improvements were proposed: development of a new particle model, modification of the governing equation, and employment of an efficient time marching scheme. The computing time of the proposed finite difference lattice Boltzmann model was compared with the conventional finite difference lattice Boltzmann model for the calculation of the cubic cavity flow. The results showed that the computing time of the proposed model is 30% of the time needed by the conventional finite difference lattice Boltzmann model. The flow-acoustic resonance at low Mach number at the side branch was calculated using the proposed model. The numerical results showed quantitative agreement with the experimental data. (author)
Scheme for measuring experimentally the velocity of pilot waves and the discreteness of time
He, Guang Ping
2010-12-01
We consider the following two questions. Suppose that a quantum system suffers a change of the boundary condition or the potential at a given space location. Then (1) when will the wavefunction shows a response to this change at another location? And (2) how does the wavefunction changes? The answer to question (1) could reveal how a quantum system gets information on the boundary condition or the potential. Here we show that if the response takes place immediately, then it can allow superluminal signal transfer. Else if the response propagates in space with a finite velocity, then it could give a simple explanation why our world shows classicality on the macroscopic scale. Furthermore, determining the exact value of this velocity can either clarify the doubts on static experiments for testing Bell's inequality, or support the pilot-wave interpretation of quantum mechanics. We propose a feasible experimental scheme for measuring this velocity, which can be implemented with state-of-art technology, e.g., single-electron biprism interferometry. Question (2) is studied with a square-well potential model, and we find a paradox between the impossibility of superluminal signal transfer and the normalization condition of wavefunctions. To solve the paradox, we predict that when a change of the potential occurs at a given space location, the system will show no response to this change at all, until after a certain time interval. Otherwise either special relativity or quantum mechanics will be violated. As a consequence, no physical process can actually happen within Planck time. Therefore it gives a simple proof that time is discrete, with Planck time being the smallest unit. Combining with the answer to question (1), systems with a larger size and a slower velocity could have a larger unit of time, making it possible to test the discreteness of time experimentally. Our result also sets a limit on the speed of computers, and gives instruction to the search of quantum gravity theories.
Minimal positive stencils in meshfree finite difference methods for the Poisson equation
Seibold, Benjamin
2008-01-01
Meshfree finite difference methods for the Poisson equation approximate the Laplace operator on a point cloud. Desirable are positive stencils, i.e. all neighbor entries are of the same sign. Classical least squares approaches yield large stencils that are in general not positive. We present an approach that yields stencils of minimal size, which are positive. We provide conditions on the point cloud geometry, so that positive stencils always exist. The new discretization me...
Costa, Joao T.; Silveirinha, Mario G.; Maslovski, Stanislav I.
2009-01-01
Here, we report a numerical implementation of the nonlocal homogenization approach recently proposed in [M. Silveirinha, Phys. Rev. B 75, 115104 (2007)], using the finite difference frequency-domain method to discretize the Maxwell-Equations. We apply the developed formalism to characterize the nonlocal dielectric function of several structured materials formed by dielectric and metallic particles, and in particular, we extract the local permittivity, permeability and magnet...
Mccoy, M. J.
1980-01-01
Various finite difference techniques used to solve Laplace's equation are compared. Curvilinear coordinate systems are used on two dimensional regions with irregular boundaries, specifically, regions around circles and airfoils. Truncation errors are analyzed for three different finite difference methods. The false boundary method and two point and three point extrapolation schemes, used when having the Neumann boundary condition are considered and the effects of spacing and nonorthogonality in the coordinate systems are studied.
International Nuclear Information System (INIS)
With this Letter we begin an investigation of difference schemes that possess Darboux transformations and can be regarded as natural discretizations of elliptic partial differential equations. We construct, in particular, the Darboux transformations for the general self adjoint schemes with five and seven neighbouring points. We also introduce a distinguished discretization of the two-dimensional stationary Schroedinger equation, described by a 5-point difference scheme involving two potentials, which admits a Darboux transformation
Liu, C.; Liu, Z.
1993-01-01
The fourth-order finite-difference scheme with fully implicit time-marching presently used to computationally study the spatial instability of planar Poiseuille flow incorporates a novel treatment for outflow boundary conditions that renders the buffer area as short as one wavelength. A semicoarsening multigrid method accelerates convergence for the implicit scheme at each time step; a line-distributive relaxation is developed as a robust fast solver that is efficient for anisotropic grids. Computational cost is no greater than that of explicit schemes, and excellent agreement with linear theory is obtained.
Calculation of critical flows by finite difference methods
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The phenomenon of choking which is observed for compressible flows is mathematically interpreted as the characteristic determinant of the flow equations being zero. If it is computed by a finite difference method, it is shown that a flow rate blockage results from a property of the matrix of the linearized finite difference equations. This property is reducibility
Explicit Finite Difference Solution of Heat Transfer Problems of Fish Packages in Precooling
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A. S. Mokhtar
2004-01-01
Full Text Available The present work aims at finding an optimized explicit finite difference scheme for the solution of problems involving pure heat transfer from the surfaces of Pangasius Sutchi fish samples suddenly exposed to a cooling environment. Regular shaped packages in the form of an infinite slab were considered and a generalized mathematical model was written in dimensionless form. An accurate sample of the data set was chosen from the experimental work and was used to seek an optimized scheme of solutions. A fully explicit finite difference scheme has been thoroughly studied from the viewpoint of stability, the required time for execution and precision. The characteristic dimension (half thickness was divided into a number of divisions; n = 5, 10, 20, 50 and 100 respectively. All the possible options of dimensionless time (the Fourier number increments were taken one by one to give the best convergence and truncation error criteria. The simplest explicit finite difference scheme with n = (10 and stability factor (Î?X2/Î?Ï? = 2 was found to be reliable and accurate for prediction purposes."
Macaraeg, M. G.
1985-01-01
A numerical study of the steady, axisymmetric flow in a heated, rotating spherical shell is conducted to model the Atmospheric General Circulation Experiment (AGCE) proposed to run aboard a later Shuttle mission. The AGCE will consist of concentric rotating spheres confining a dielectric fluid. By imposing a dielectric field across the fluid a radial body force will be created. The numerical solution technique is based on the incompressible Navier-Stokes equations. In the method a pseudospectral technique is used in the latitudinal direction, and a second-order accurate finite difference scheme discretizes time and radial derivatives. This paper discusses the development and performance of this numerical scheme for the AGCE which has been modeled in the past only by pure FD formulations. In addition, previous models have not investigated the effect of using a dielectric force to simulate terrestrial gravity. The effect of this dielectric force on the flow field is investigated as well as a parameter study of varying rotation rates and boundary temperatures. Among the effects noted are the production of larger velocities and enhanced reversals of radial temperature gradients for a body force generated by the electric field.
Essentially non-oscillatory shock-capturing schemes of arbitrarily-high accuracy
Chakravarthy, S. R.; Harten, A.; Osher, S.
1986-01-01
A uniformly accurate non-oscillating (UNO) shock capturing scheme has been developed. The UNO is an extension of the Total Variation Diminishing (TVD) formulation used in shock-capturing finite difference methods, but is more resistant to numerical oscillations and expansion shocks. The formulation can be employed to construct finite difference methods having arbitrarily high order accuracy for discrete approximations to hyperbolic conservation laws in one dimension. The essential differences between TVD schemes and UNO formulations are described, and an example of a UNO algorithm is presented. Results for scalar equations, having up to sixth-order accuracy, are also given.
Directory of Open Access Journals (Sweden)
Marian Malec
2007-01-01
Full Text Available This paper deals with a finite difference method for a wide class of weakly coupled nonlinear second-order partial differential systems with initial condition and weakly coupled nonlinear implicit boundary conditions. One part of each system is of the parabolic type (degenerated parabolic equations and the other of the elliptic type (equations with a parameter in a cube in $R^{1+n}$. A suitable finite difference scheme is constructed. It is proved that the scheme has a unique solution, and the numerical method is consistent, convergent and stable. The error estimate is given. Moreover, by the method, the differential problem has at most one classical solution. The proof is based on the Banach fixed-point theorem, the maximum principle for difference functional systems of the parabolic type and some new difference inequalities. It is a new technique of studying the mixed-type systems. Examples of physical applications and numerical experiments are presented.
International Nuclear Information System (INIS)
The sub-library of discrete level schemes and gamma radiation branching ratios (DLS) is translated from the evaluated nuclear structure data file (ENSDF). The data are further checked and corrected. In consideration of the demands for different kinds of research fields most of the evaluated experimental levels and their gamma rays in the ENSDF are kept in DLS data file. the management-retrieval code can provide two retrieving ways. One is a retrieval for a single nucleus (SN), and the other is one for a neutron reaction (NR). The latter contains four kinds of retrieving types corresponding four types of different fast neutron calculation codes. The code can cut off and select the required level and gamma rays from whole discrete level scheme according to user's demands
Finite difference lattice Boltzmann model with flux limiters for liquid-vapor systems
Sofonea, V.; Lamura, A.; Gonnella, G; Cristea, A.
2004-01-01
In this paper we apply a finite difference lattice Boltzmann model to study the phase separation in a two-dimensional liquid-vapor system. Spurious numerical effects in macroscopic equations are discussed and an appropriate numerical scheme involving flux limiter techniques is proposed to minimize them and guarantee a better numerical stability at very low viscosity. The phase separation kinetics is investigated and we find evidence of two different growth regimes depending ...
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M.Vasim babu
2014-05-01
Full Text Available Most of the localization algorithms in past decade are usually based on Monte Carlo, sequential monte carlo and adaptive monte carlo localization method. In this paper we proposed a new scheme called DQMCL which employs the antithetic variance reduction method to improve the localization accuracy. Most existing SMC and AMC based localization algorithm cannot be used in dynamic sensor network but DQMCL can work well even without need of static sensor network with the help of discrete power control method for the entire sensor to improve the average Localization accuracy. Also we analyse a quasi monte carlo method for simulating a discrete time antithetic markov time steps to improve the life time of the sensor node. Our simulation result shows that overall localization accuracy will be more than 88% and localization error is below 35% with synchronization error observed at different discrete time interval.
M.Vasim babu; Dr.A.V.Ramprasad
2014-01-01
Most of the localization algorithms in past decade are usually based on Monte Carlo, sequential monte carlo and adaptive monte carlo localization method. In this paper we proposed a new scheme called DQMCL which employs the antithetic variance reduction method to improve the localization accuracy. Most existing SMC and AMC based localization algorithm cannot be used in dynamic sensor network but DQMCL can work well even without need of static sensor network with the help of discrete power con...
Scattering by hydraulic fractures: Finite-difference modeling and laboratory data
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Groenenboom, J.; Falk, J.
2000-04-01
Reservoir production can be stimulated by creating hydraulic fractures that effectively facilitate the inflow of hydrocarbons into a well. Considering the effectiveness and safety of the operation, it is desirable to monitor the size and location of the fracture. In this paper, the authors investigate the possibilities of using seismic waves generated by active sources to characterize the fractures. First, the authors must understand the scattering of seismic waves by hydraulic fractures. For that purpose they use a finite-difference modeling scheme. They argue that a mechanically open hydraulic fracture can be represented by a thin, fluid-filled layer. The width or aperture of the fracture is often small compared to the seismic wavelength, which forces one to use a very find grid spacing to define the fracture. Based on equidistant grids, this results in a large number of grid points and hence computationally expensive problems. The authors show that this problem can be overcome by allowing for a variation in grid spacing in the finite-difference scheme to accommodate the large-scale variation in such a model. Second, they show ultrasonic data of small-scale hydraulic fracture experiments in the laboratory. At first sight it is difficult to unravel the interpretation of the various events measured. They use the results of the finite-difference modeling to postulate various possible events that might be present in the data. By comparing the calculated arrival times of these events with the laboratory and finite-difference data, they are able to propose a plausible explanation of the set of scattering events. Based on the laboratory data, they conclude that active seismic sources can potentially be used to determine fracture size and location in the field. The modeling example of fracture scattering illustrates the benefit of the finite-difference technique with a variation in grid spacing for comparing numerical and physical experiments.
International Nuclear Information System (INIS)
A novel approach is presented in this paper for improving anisotropic diffusion PDE models, based on the Perona–Malik equation. A solution is proposed from an engineering perspective to adaptively estimate the parameters of the regularizing function in this equation. The goal of such a new adaptive diffusion scheme is to better preserve edges when the anisotropic diffusion PDE models are applied to image enhancement tasks. The proposed adaptive parameter estimation in the anisotropic diffusion PDE model involves self-organizing maps and Bayesian inference to define edge probabilities accurately. The proposed modifications attempt to capture not only simple edges but also difficult textural edges and incorporate their probability in the anisotropic diffusion model. In the context of the application of PDE models to image processing such adaptive schemes are closely related to the discrete image representation problem and the investigation of more suitable discretization algorithms using constraints derived from image processing theory. The proposed adaptive anisotropic diffusion model illustrates these concepts when it is numerically approximated by various discretization schemes in a database of magnetic resonance images (MRI), where it is shown to be efficient in image filtering and restoration applications
Finite difference modelling as a practical exploration tool
Energy Technology Data Exchange (ETDEWEB)
Manning, P.M.; Margrave, G.F. [Calgary Univ., AB (Canada)
1999-07-01
The ongoing increase in computer power is useful for the modelling by finite difference methods which requires considerable computer resources. Modelling of surface waves is a possibility for finite difference methods, especially because ray-tracing is useful. Surface waves are a persistent feature on seismic records and have been considered noise in the past, but recent studies have shown that the shallow penetration of surface waves is ideal for near surface investigations, especially for environmental purposes. The large static shifts found on shear wave traces are usually caused by very shallow conditions, and an understanding and interpretation of surface wave anomalies will probably lead to improved shear wave statics, because surface waves are mainly determined by shear wave velocities. Finite difference modelling in Matlab, a finite difference code, can provide very useful insights, especially for surface waves. 3 refs.
Hidden sl$_{2}$-algebra of finite-difference equations
Smirnov, Yu F; Smirnov, Yuri; Turbiner, Alexander
1995-01-01
The connection between polynomial solutions of finite-difference equations and finite-dimensional representations of the sl_2-algebra is established. (Talk presented at the Wigner Symposium, Guadalajara, Mexico, August 1995; to be published in Proceedings)
Generalized coarse-mesh finite difference acceleration for the method of characteristics - 068
International Nuclear Information System (INIS)
Based on generalized coarse mesh re-balance (GCMR) method, this paper proposes a new acceleration method for the method of characteristics (MOC) in unstructured meshes: the generalized coarse-mesh finite difference (GCMFD) method. The GCMFD method, which applies equivalent width of coarse mesh to establish the finite difference discretization, can use unstructured coarse meshes composed of adjacent fine meshes to speed up the MOC iteration. The convergence property of the GCMFD method is controlled by width factor. However, the optimal width factor cannot be given a priori. Method of adjusting width factor automatically is proposed in this paper. Finally, the GCMFD method is adopted in the 3-D neutron transport MOC code TCM. Numerical tests show that the GCMFD, using generalized-geometry coarse meshes, can accelerate the MOC iteration with good speedup. (authors)
The representation of absorbers in finite difference diffusion codes
International Nuclear Information System (INIS)
In this paper we present a new method of representing absorbers in finite difference codes utilising the analytical flux solution in the vicinity of the absorbers. Taking an idealised reactor model, numerical comparisons are made between the finite difference eigenvalues and fluxes and results obtained from a purely analytical treatment of control rods in a reactor (the Codd-Rennie method), and agreement is found to be encouraging. The method has been coded for the IBM7090. (author)
Cagnetti, Filippo
2013-11-01
We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. This scheme consists in a semi-discretization using monotone approximations of the Hamiltonian in the spacial variable. From classical viscosity solution theory, these schemes are known to converge. In this paper we present a new approach to the study of the rate of convergence of the approximations based on the nonlinear adjoint method recently introduced by L.C. Evans. We estimate the rate of convergence for convex Hamiltonians and recover the O(h) convergence rate in terms of the L? norm and O(h) in terms of the L1 norm, where h is the size of the spacial grid. We discuss also possible generalizations to higher dimensional problems and present several other additional estimates. The special case of quadratic Hamiltonians is considered in detail in the end of the paper. © 2013 IMACS.
Survey of several finite difference methods for systems of nonlinear hyperbolic conservation laws
International Nuclear Information System (INIS)
The finite difference methods of Godunov, Hyman, Lax and Wendroff (two-step), MacCormack, Rusanov, the upwind scheme, the hybrid scheme of Harten and Zwas, the antidiffusion method of Boris and Book, the artificial compression method of Harten, and Glimm's method, a random choice method, are discussed. The methods are used to integrate the one-dimensional Eulerian form of the equations of gas dynamics in Cartesian coordinates for an inviscid, nonheat-conducting fluid. The test problem was a typical shock tube problem. The results are compared and demonstrate that Glimm's method has several advantages
Al-Rizzo, Hussain M; Tranquilla, Jim M; Feng, Ma
2005-01-01
In this paper, we present a versatile mathematical formulation of a newly developed 3-D locally conformal Finite Difference (FD) thermal algorithm developed specificallyfor coupled electromagnetic (EM) and heat diffusion simulations utilizing Overlapping Grids (OGFD) in the Cartesian and cylindrical coordinate systems. The motivation for this research arises from an attempt to characterize the dominant thermal transport phenomena typically encountered during the process cycle of a high-power, microwave-assisted material processing system employing a geometrically composite cylindrical multimode heating furnace. The cylindrical FD scheme is only applied to the outer shell of the housing cavity whereas the Cartesian FD scheme is used to advance the temperature elsewhere including top and bottom walls, and most of the inner region of the cavity volume. The temperature dependency of the EM constitutive and thermo-physical parameters of the material being processed is readily accommodated into the OGFD update equations. The time increment, which satisfies the stability constraint of the explicit OGFD time-marching scheme, is derived. In a departure from prior work, the salient features of the proposed algorithm are first, the locally conformal discretization scheme accurately describes the diffusion of heat and second, significant heat-loss mechanisms usually encountered in microwave heating problems at the interfacial boundary temperature nodes have been considered. These include convection and radiation between the surface of the workload and air inside the cavity, heat convection and radiation between the inner cavity walls and interior cavity volume, and free cooling of the outermost cavity walls. PMID:16673831
Directory of Open Access Journals (Sweden)
A. Caserta
1998-06-01
Full Text Available This paper deals with the antiplane wave propagation in a 2D heterogeneous dissipative medium with complex layer interfaces and irregular topography. The initial boundary value problem which represents the viscoelastic dynamics driving 2D antiplane wave propagation is formulated. The discretization scheme is based on the finite-difference technique. Our approach presents some innovative features. First, the introduction of the forcing term into the equation of motion offers the advantage of an easier handling of different inputs such as general functions of spatial coordinates and time. Second, in the case of a straight-line source, the symmetry of the incident plane wave allows us to solve the problem of oblique incidence simply by rotating the 2D model. This artifice reduces the oblique incidence to the vertical one. Third, the conventional rheological model of the generalized Maxwell body has been extended to include the stress-free boundary condition. For this reason we solve explicitly the stress-free boundary condition, not following the most popular technique called vacuum formalism. Finally, our numerical code has been constructed to model the seismic response of complex geological structures: real geological interfaces are automatically digitized and easily introduced in the input model. Three numerical applications are discussed. To validate our numerical model, the first test compares the results of our code with others shown in the literature. The second application rotates the input model to simulate the oblique incidence. The third one deals with a real high-complexity 2D geological structure.
On the Definition of Surface Potentials for Finite-Difference Operators
Tsynkov, S. V.; Bushnell, Dennis M. (Technical Monitor)
2001-01-01
For a class of linear constant-coefficient finite-difference operators of the second order, we introduce the concepts similar to those of conventional single- and double-layer potentials for differential operators. The discrete potentials are defined completely independently of any notion related to the approximation of the continuous potentials on the grid. We rather use all approach based on differentiating, and then inverting the differentiation of a function with surface discontinuity of a particular kind, which is the most general way of introducing surface potentials in the theory of distributions. The resulting finite-difference "surface" potentials appear to be solutions of the corresponding continuous potentials. Primarily, this pertains to the possibility of representing a given solution to the homogeneous equation on the domain as a variety of surface potentials, with the density defined on the domain's boundary. At the same time the discrete surface potentials can be interpreted as one specific realization of the generalized potentials of Calderon's type, and consequently, their approximation properties can be studied independently in the framework of the difference potentials method by Ryaben'kii. The motivation for introducing and analyzing the discrete surface potentials was provided by the problems of active shielding and control of sound, in which the aforementioned source terms that drive the potentials are interpreted as the acoustic control sources that cancel out the unwanted noise on a predetermined region of interest.
Stability and non-standard finite difference method of the generalized Chua's circuit
Radwan, Ahmed
2011-08-01
In this paper, we develop a framework to obtain approximate numerical solutions of the fractional-order Chua\\'s circuit with Memristor using a non-standard finite difference method. Chaotic response is obtained with fractional-order elements as well as integer-order elements. Stability analysis and the condition of oscillation for the integer-order system are discussed. In addition, the stability analyses for different fractional-order cases are investigated showing a great sensitivity to small order changes indicating the poles\\' locations inside the physical s-plane. The GrnwaldLetnikov method is used to approximate the fractional derivatives. Numerical results are presented graphically and reveal that the non-standard finite difference scheme is an effective and convenient method to solve fractional-order chaotic systems, and to validate their stability. © 2011 Elsevier Ltd. All rights reserved.
The modified equation approach to the stability and accuracy analysis of finite-difference methods
Warming, R. F.; Hyett, B. J.
1974-01-01
The stability and accuracy of finite-difference approximations to simple linear partial differential equations are analyzed by studying the modified partial differential equation. Aside from round-off error, the modified equation represents the actual partial differential equation solved when a numerical solution is computed using a finite-difference equation. The modified equation is derived by first expanding each term of a difference scheme in a Taylor series and then eliminating time derivatives higher than first order by certain algebraic manipulations. The connection between 'heuristic' stability theory based on the modified equation approach and the von Neumann (Fourier) method is established. In addition to the determination of necessary and sufficient conditions for computational stability, a truncated version of the modified equation can be used to gain insight into the nature of both dissipative and dispersive errors.
Error estimates for finite difference approximations of American put option price
Šiška, David
2011-01-01
Finite difference approximations to multi-asset American put option price are considered. The assets are modelled as a multi-dimensional diffusion process with variable drift and volatility. Approximation error of order one quarter with respect to the time discretisation parameter and one half with respect to the space discretisation parameter is proved by reformulating the corresponding optimal stopping problem as a solution of a degenerate Hamilton-Jacobi-Bellman equation. Furthermore, the error arising from restricting the discrete problem to a finite grid by reducing the original problem to a bounded domain is estimated.
Gaonkar, A. K.; Kulkarni, S. S.
2015-01-01
In the present paper, a method to reduce the computational cost associated with solving a nonlinear transient heat conduction problem is presented. The proposed method combines the ideas of two level discretization and the multilevel time integration schemes with the proper orthogonal decomposition model order reduction technique. The accuracy and the computational efficiency of the proposed methods is discussed. Several numerical examples are presented for validation of the approach. Compared to the full finite element model, the proposed method significantly reduces the computational time while maintaining an acceptable level of accuracy.
Czech Academy of Sciences Publication Activity Database
Komenda, Jan; Masopust, Tomáš; van Schuppen, J. H.
Berlin : The International Federation of Automatic Control, 2010 - (Raisch, J.; Giua, A.; Lafortune, S.; Moor, T.), s. 436-441 ISBN 978-3-902661-79-1. [10th International Workshop on Discrete Event Systems. Berlin (DE), 29.08.2010-01.09.2010] Grant ostatní: EU Projekt(XE) EU. ICT .DISC 224498 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete-event systems * modular supervisory control * coordinator * conditional controllability Subject RIV: BA - General Mathematics http://www.ifac-papersonline.net/Detailed/42964.html
Mueller-Gronbach, T; Mueller-Gronbach, Thoms; Ritter, Klaus
2006-01-01
We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations of one-dimensional components of $W$. The rate of convergence depends on the spatial dimension of the heat equation and on the decay of the eigenfunctions of the covariance of $W$. According to known lower bounds, our algorithm is optimal, up to a constant, and this optimality cannot be achieved by uniform time discretizations.
3D Benchmark on Discretization Schemes for Anisotropic Diffusion Problems on General Grids
Eymard, Robert; Henry, Gérard; Herbin, Rapahele; Hubert, Florence; Klofkorn, Robert; Manzini, Gianmarco
2011-01-01
We present a number of test cases and meshes that were designed as a benchmark for numerical schemes dedicated to the approximation of three-dimensional anisotropic and heterogeneous diffusion problems. These numerical schemes may be applied to general, possibly non conforming, meshes composed of tetrahedra, hexahedra and quite distorted general polyhedra. A number of methods were tested among which conforming ?nite element methods, discontinuous Galerkin ?nite element methods, cell-centered ...
Duysinx, Pierre; Guillermo Alonso, Maria; Tong, Gao; Bruyneel, Michaël
2013-01-01
Optimal design of composite structures can be formulated as an optimal selection of material in a list of different laminates. Based on the seminal work by Stegmann and Lund, the optimal problem can be stated as a topology optimization problem with multiple materials. The research work carries out a large investigation of different interpolation and penalization schemes for the optimal material selection problem. Besides the classical Design Material Optimization (DMO) scheme and the recent ...
Finite difference time domain modelling of particle accelerators
International Nuclear Information System (INIS)
Finite Difference Time Domain (FDTD) modelling has been successfully applied to a wide variety of electromagnetic scattering and interaction problems for many years. Here the method is extended to incorporate the modelling of wake fields in particle accelerators. Algorithmic comparisons are made to existing wake field codes, such as MAFIA T3. 9 refs., 7 figs
On the spectrum of relativistic Schroedinger equation in finite differences
Berezin, V. A.; Boyarsky, A. M.; Neronov, A. Yu.
1999-01-01
We develop a method for constructing asymptotic solutions of finite-difference equations and implement it to a relativistic Schroedinger equation which describes motion of a selfgravitating spherically symmetric dust shell. Exact mass spectrum of black hole formed due to the collapse of the shell is determined from the analysis of asymptotic solutions of the equation.
Solving the track wall equation by the finite difference method
Energy Technology Data Exchange (ETDEWEB)
Nikezic, D. [University of Kragujevac, Faculty of Science, R. Domanovic 12, 34000 Kragujevac (Serbia); Department of Physics and Materials Science, City University of Hong Kong, Tat Chee Avenue, Kowloon (Hong Kong)], E-mail: nikezic@kg.ac.yu; Stevanovic, N.; Kostic, D.; Savovic, S. [University of Kragujevac, Faculty of Science, R. Domanovic 12, 34000 Kragujevac (Serbia); Tse, K.C.C.; Yu, K.N. [Department of Physics and Materials Science, City University of Hong Kong, Tat Chee Avenue, Kowloon (Hong Kong)
2008-08-15
The two-dimensional equation of a track wall was rewritten in a form suitable for the finite difference method and numerically solved using the MATHEMATICA software. The results obtained were compared with the ones obtained using other computer software for calculation of the track parameters and profile, as well as, with experimental data, and good agreement was found.
Serpentine: Finite Difference Methods for Wave Propagation in Second Order Formulation
Energy Technology Data Exchange (ETDEWEB)
Petersson, N A; Sjogreen, B
2012-03-26
Wave propagation phenomena are important in many DOE applications such as nuclear explosion monitoring, geophysical exploration, estimating ground motion hazards and damage due to earthquakes, non-destructive testing, underground facilities detection, and acoustic noise propagation. There are also future applications that would benefit from simulating wave propagation, such as geothermal energy applications and monitoring sites for carbon storage via seismic reflection techniques. In acoustics and seismology, it is of great interest to increase the frequency bandwidth in simulations. In seismic exploration, greater frequency resolution enables shorter wave lengths to be included in the simulations, allowing for better resolution in the seismic imaging. In nuclear explosion monitoring, higher frequency seismic waves are essential for accurate discrimination between explosions and earthquakes. When simulating earthquake induced motion of large structures, such as nuclear power plants or dams, increased frequency resolution is essential for realistic damage predictions. Another example is simulations of micro-seismic activity near geothermal energy plants. Here, hydro-fracturing induces many small earthquakes and the time scale of each event is proportional to the square root of the moment magnitude. As a result, the motion is dominated by higher frequencies for smaller seismic events. The above wave propagation problems are all governed by systems of hyperbolic partial differential equations in second order differential form, i.e., they contain second order partial derivatives of the dependent variables. Our general research theme in this project has been to develop numerical methods that directly discretize the wave equations in second order differential form. The obvious advantage of working with hyperbolic systems in second order differential form, as opposed to rewriting them as first order hyperbolic systems, is that the number of differential equations in the second order system is significantly smaller. Another issue with re-writing a second order system into first order form is that compatibility conditions often must be imposed on the first order form. These (Saint-Venant) conditions ensure that the solution of the first order system also satisfies the original second order system. However, such conditions can be difficult to enforce on the discretized equations, without introducing additional modeling errors. This project has previously developed robust and memory efficient algorithms for wave propagation including effects of curved boundaries, heterogeneous isotropic, and viscoelastic materials. Partially supported by internal funding from Lawrence Livermore National Laboratory, many of these methods have been implemented in the open source software WPP, which is geared towards 3-D seismic wave propagation applications. This code has shown excellent scaling on up to 32,768 processors and has enabled seismic wave calculations with up to 26 Billion grid points. TheWPP calculations have resulted in several publications in the field of computational seismology, e.g.. All of our current methods are second order accurate in both space and time. The benefits of higher order accurate schemes for wave propagation have been known for a long time, but have mostly been developed for first order hyperbolic systems. For second order hyperbolic systems, it has not been known how to make finite difference schemes stable with free surface boundary conditions, heterogeneous material properties, and curvilinear coordinates. The importance of higher order accurate methods is not necessarily to make the numerical solution more accurate, but to reduce the computational cost for obtaining a solution within an acceptable error tolerance. This is because the accuracy in the solution can always be improved by reducing the grid size h. However, in practice, the available computational resources might not be large enough to solve the problem with a low order method.
An outgoing energy flux boundary condition for finite difference ICRP antenna models
International Nuclear Information System (INIS)
For antennas at the ion cyclotron range of frequencies (ICRF) modeling in vacuum can now be carried out to a high level of detail such that shaping of the current straps, isolating septa, and discrete Faraday shield structures can be included. An efficient approach would be to solve for the fields in the vacuum region near the antenna in three dimensions by finite methods and to match this solution at the plasma-vacuum interface to a solution obtained in the plasma region in one dimension by Fourier methods. This approach has been difficult to carry out because boundary conditions must be imposed at the edge of the finite difference grid on a point-by-point basis, whereas the condition for outgoing energy flux into the plasma is known only in terms of the Fourier transform of the plasma fields. A technique is presented by which a boundary condition can be imposed on the computational grid of a three-dimensional finite difference, or finite element, code by constraining the discrete Fourier transform of the fields at the boundary points to satisfy an outgoing energy flux condition appropriate for the plasma. The boundary condition at a specific grid point appears as a coupling to other grid points on the boundary, with weighting determined by a kemel calctdated from the plasma surface impedance matrix for the various plasma Fourier modes. This boundary condition has been implemented in a finite difference solution of a simple problem in two dimensions, which can also be solved directly by Fourier transformation. Results are presented, and it is shown that the proposed boundary condition does enforce outgoing energy flux and yields the same solution as is obtained by Fourier methods
Energy Technology Data Exchange (ETDEWEB)
Zou, Ling [Idaho National Lab. (INL), Idaho Falls, ID (United States); Zhao, Haihua [Idaho National Lab. (INL), Idaho Falls, ID (United States); Zhang, Hongbin [Idaho National Lab. (INL), Idaho Falls, ID (United States)
2015-09-01
The majority of the existing reactor system analysis codes were developed using low-order numerical schemes in both space and time. In many nuclear thermal–hydraulics applications, it is desirable to use higher-order numerical schemes to reduce numerical errors. High-resolution spatial discretization schemes provide high order spatial accuracy in smooth regions and capture sharp spatial discontinuity without nonphysical spatial oscillations. In this work, we adapted an existing high-resolution spatial discretization scheme on staggered grids in two-phase flow applications. Fully implicit time integration schemes were also implemented to reduce numerical errors from operator-splitting types of time integration schemes. The resulting nonlinear system has been successfully solved using the Jacobian-free Newton–Krylov (JFNK) method. The high-resolution spatial discretization and high-order fully implicit time integration numerical schemes were tested and numerically verified for several two-phase test problems, including a two-phase advection problem, a two-phase advection with phase appearance/disappearance problem, and the water faucet problem. Numerical results clearly demonstrated the advantages of using such high-resolution spatial and high-order temporal numerical schemes to significantly reduce numerical diffusion and therefore improve accuracy. Our study also demonstrated that the JFNK method is stable and robust in solving two-phase flow problems, even when phase appearance/disappearance exists.
International Nuclear Information System (INIS)
The majority of the existing reactor system analysis codes were developed using low-order numerical schemes in both space and time. In many nuclear thermal—hydraulics applications, it is desirable to use higher-order numerical schemes to reduce numerical errors. High-resolution spatial discretization schemes provide high order spatial accuracy in smooth regions and capture sharp spatial discontinuity without nonphysical spatial oscillations. In this work, we adapted an existing high-resolution spatial discretization scheme on staggered grids in two-phase flow applications. Fully implicit time integration schemes were also implemented to reduce numerical errors from operator-splitting types of time integration schemes. The resulting nonlinear system has been successfully solved using the Jacobian-free Newton—Krylov (JFNK) method. The high-resolution spatial discretization and high-order fully implicit time integration numerical schemes were tested and numerically verified for several two-phase test problems, including a two-phase advection problem, a two-phase advection with phase appearance/disappearance problem, and the water faucet problem. Numerical results clearly demonstrated the advantages of using such high-resolution spatial and high-order temporal numerical schemes to significantly reduce numerical diffusion and therefore improve accuracy. Our study also demonstrated that the JFNK method is stable and robust in solving two-phase flow problems, even when phase appearance/disappearance exists.
Summation by parts operators for finite difference approximations of second derivatives
International Nuclear Information System (INIS)
Finite difference operators approximating second derivatives and satisfying a summation by parts rule have been derived for the fourth, sixth and eighth order case by using the symbolic mathematics software Maple. The operators are based on the same norms as the corresponding approximations of the first derivative, which makes the construction of stable approximations to general parabolic problems straightforward. The error analysis shows that the second derivative approximation can be closed at the boundaries with an approximation two orders less accurate than the internal scheme, and still preserve the internal accuracy
Steger, J. L.; Warming, R. F.
1981-01-01
The conservation-law form of the inviscid gasdynamic equations has the remarkable property that the nonlinear flux vectors are homogeneous functions of degree one. This property readily permits the splitting of flux vectors into subvectors by similarity transformations so that each subvector has associated with it a specified eigenvalue spectrum. As a consequence of flux vector splitting, new explicit and implicit dissipative finite-difference schemes are developed for first-order hyperbolic systems of equations. Appropriate one-sided spatial differences for each split flux vector are used throughout the computational field even if the flow is locally subsonic. The results of some preliminary numerical computations are included.
Flux vector splitting of the inviscid equations with application to finite difference methods
Steger, J. L.; Warming, R. F.
1979-01-01
The conservation-law form of the inviscid gasdynamic equations has the remarkable property that the nonlinear flux vectors are homogeneous functions of degree one. This property readily permits the splitting of flux vectors into subvectors by similarity transformations so that each subvector has associated with it a specified eigenvalue spectrum. As a consequence of flux vector splitting, new explicit and implicit dissipative finite-difference schemes are developed for first-order hyperbolic systems of equations. Appropriate one-sided spatial differences for each split flux vector are used throughout the computational field even if the flow is locally subsonic. The results of some preliminary numerical computations are included.
Tadghighi, Hormoz; Hassan, Ahmed A.; Charles, Bruce
1990-01-01
The present numerical finite-difference scheme for helicopter blade-load prediction during realistic, self-generated three-dimensional blade-vortex interactions (BVI) derives the velocity field through a nonlinear superposition of the rotor flow-field yielded by the full potential rotor flow solver RFS2 for BVI, on the one hand, over the rotational vortex flow field computed with the Biot-Savart law. Despite the accurate prediction of the acoustic waveforms, peak amplitudes are found to have been persistently underpredicted. The inclusion of BVI noise source in the acoustic analysis significantly improved the perceived noise level-corrected tone prediction.
Staircase-free finite-difference time-domain formulation for general materials in complex geometries
DEFF Research Database (Denmark)
Dridi, Kim; Hesthaven, J.S.
2001-01-01
A stable Cartesian grid staircase-free finite-difference time-domain formulation for arbitrary material distributions in general geometries is introduced. It is shown that the method exhibits higher accuracy than the classical Yee scheme for complex geometries since the computational representation of physical structures is not of a staircased nature, Furthermore, electromagnetic boundary conditions are correctly enforced. The method significantly reduces simulation times as fewer points per wavelength are needed to accurately resolve the wave and the geometry. Both perfect electric conductors and dielectric structures have been investigated, Numerical results are presented and discussed.
An assessment of semi-discrete central schemes for hyperbolic conservation laws
International Nuclear Information System (INIS)
High-resolution finite volume methods for solving systems of conservation laws have been widely embraced in research areas ranging from astrophysics to geophysics and aero-thermodynamics. These methods are typically at least second-order accurate in space and time, deliver non-oscillatory solutions in the presence of near discontinuities, e.g., shocks, and introduce minimal dispersive and diffusive effects. High-resolution methods promise to provide greatly enhanced solution methods for Sandia's mainstream shock hydrodynamics and compressible flow applications, and they admit the possibility of a generalized framework for treating multi-physics problems such as the coupled hydrodynamics, electro-magnetics and radiative transport found in Z pinch physics. In this work, we describe initial efforts to develop a generalized 'black-box' conservation law framework based on modern high-resolution methods and implemented in an object-oriented software framework. The framework is based on the solution of systems of general non-linear hyperbolic conservation laws using Godunov-type central schemes. In our initial efforts, we have focused on central or central-upwind schemes that can be implemented with only a knowledge of the physical flux function and the minimal/maximal eigenvalues of the Jacobian of the flux functions, i.e., they do not rely on extensive Riemann decompositions. Initial experimentation with high-resolution central schemes suggests that contact discontinuities with the concomitant linearly degenerate eigenvalues of the flux Jacobian do not pose algorithmic difficulties. However, central schemes can produce significant smearing of contact discontinuities and excessive dissipation for rotational flows. Comparisons between 'black-box' central schemes and the piecewise parabolic method (PPM), which relies heavily on a Riemann decomposition, shows that roughly equivalent accuracy can be achieved for the same computational cost with both methods. However, PPM clearly outperforms the central schemes in terms of accuracy at a given grid resolution and the cost of additional complexity in the numerical flux functions. Overall we have observed that the finite volume schemes, implemented within a well-designed framework, are extremely efficient with (potentially) very low memory storage. Finally, we have found by computational experiment that second and third-order strong-stability preserving (SSP) time integration methods with the number of stages greater than the order provide a useful enhanced stability region. However, we observe that non-SSP and non-optimal SSP schemes with SSP factors less than one can still be very useful if used with time-steps below the standard CFL limit. The 'well-designed' integration schemes that we have examined appear to perform well in all instances where the time step is maintained below the standard physical CFL limit
An Implementable Scheme for Universal Lossy Compression of Discrete Markov Sources
Jalali, Shirin; Montanari, Andrea; Weissman, Tsachy
2009-01-01
We present a new lossy compressor for discrete sources. For coding a source sequence $x^n$, the encoder starts by assigning a certain cost to each reconstruction sequence. It then finds the reconstruction that minimizes this cost and describes it losslessly to the decoder via a universal lossless compressor. The cost of a sequence is given by a linear combination of its empirical probabilities of some order $k+1$ and its distortion relative to the source sequence. The linear...
Mueller-Gronbach, Thoms; Ritter, Klaus
2006-01-01
We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations of one-dimensional components of $W$. The rate of convergence depends on the spatial dimension of the heat equation and on the decay of the eigenfunctions of the covariance of $W$. According to known lower bounds, our algorithm is optimal, ...
On the modeling of the compressive behaviour of metal foams: a comparison of discretization schemes.
Czech Academy of Sciences Publication Activity Database
Koudelka_ml., Petr; Zlámal, Petr; Kytý?, Daniel; Doktor, Tomáš; Fíla, Tomáš; Jiroušek, Ond?ej
Kippen : Civil -Comp Press, 2013 - (Topping, B.; Iványi, P.) ISBN 978-1-905088-57-7. ISSN 1759-3433. - ( Civil -Comp Proceedings. 102). [International Conference on Civil , Structural and Environmental Engineering Computing /14./. Cagliari (IT), 03.09.2013-06.09.2013] R&D Projects: GA ?R(CZ) GAP105/12/0824 Institutional support: RVO:68378297 Keywords : aluminium foam * micromechanical properties * discretization * compressive behaviour * closed-cell geometry * microCT Subject RIV: JI - Composite Materials
An analytical discrete ordinates solution for two-dimensional problems based on nodal schemes
International Nuclear Information System (INIS)
In this work, the ADO method is used to solve the integrated one dimensional equations generated by the application of a nodal scheme on the two dimensional transport problem in cartesian geometry. Particularly, relations between the averaged fluxes and the unknown fluxes at the boundary are introduced as the usually needed auxiliary equations. The ADO approach, along with a level symmetric quadrature scheme, lead to an important reduction in the order of the associated eigenvalue systems. Numerical results are presented for a two dimensional problem in order to compare with available results in the literature. (author)
Liang, Wen-Quan; Wang, Yan-Fei; Yang, Chang-Chun
2015-02-01
Numerical simulation of the wave equation is widely used to synthesize seismograms theoretically and is also the basis of the reverse time migration and full waveform inversion. For the finite difference methods, grid dispersion often exists because of the discretization of the time and the spatial derivatives in the wave equation. How to suppress the grid dispersion is therefore a key problem for finite difference (FD) approaches. The FD operators for the space derivatives are usually obtained in the space domain. However, the wave equations are discretized in the time and space directions simultaneously. So it would be better to design the FD operators in the time–space domain. We improved the time–space domain method for obtaining the FD operators in an acoustic vertically transversely isotropic (VTI) media so as to cover a much wider range of frequencies. Dispersion analysis and seismic numerical simulation demonstrate the effectiveness of the proposed method.
Chirvasa, Mihaela
2010-01-01
This thesis is concerned with the development of numerical methods using finite difference techniques for the discretization of initial value problems (IVPs) and initial boundary value problems (IBVPs) of certain hyperbolic systems which are first order in time and second order in space. This type of system appears in some formulations of Einstein equations, such as ADM, BSSN, NOR, and the generalized harmonic formulation. For IVP, the stability method proposed in [14] is extended from sec...
Serigne Bira Gueye; Kharouna Talla; Cheikh Mbow
2014-01-01
A new and innovative method for solving the 1D Poisson Equation is presented, using the finite differences method, with Robin Boundary conditions. The exact formula of the inverse of the discretization matrix is determined. This is the first time that this famous matrix is inverted explicitly, without using the right hand side. Thus, the solution is determined in a direct, very accurate (O(h2)), and very fast (O(N)) manner. This new approach treats all cases of boundary c...
O´Reilly, Ossian; Dunham, Eric M.; Kozdon, Jeremy E.; Nordström, Jan
2012-01-01
We present a 2-D multi-block method for earthquake rupture dynamics in complex geometries using summation-byparts (SBP) high-order finite differences on structured grids coupled to nite volume methods on unstructured meshes. The node-centered nite volume method is used on unstructured triangular meshes to resolve earthquake ruptures propagating along non-planar faults with complex geometrical features. The unstructured meshes discretize the fault geometry only in the vicinity of the faults an...
Real space finite difference method for conductance calculations
Khomyakov, P A; Khomyakov, Petr A.; Brocks, Geert
2004-01-01
We present a general method for calculating coherent electronic transport in quantum wires and tunnel junctions. It is based upon a real space high order finite difference representation of the single particle Hamiltonian and wave functions. Landauer's formula is used to express the conductance as a scattering problem. Dividing space into a scattering region and left and right ideal electrode regions, this problem is solved by wave function matching (WFM) in the boundary zones connecting these regions. The method is tested on a model tunnel junction and applied to sodium atomic wires. In particular, we show that using a high order finite difference approximation of the kinetic energy operator leads to a high accuracy at moderate computational costs.
An assessment of semi-discrete central schemes for hyperbolic conservation laws.
Energy Technology Data Exchange (ETDEWEB)
Christon, Mark Allen; Robinson, Allen Conrad; Ketcheson, David Isaac
2003-09-01
High-resolution finite volume methods for solving systems of conservation laws have been widely embraced in research areas ranging from astrophysics to geophysics and aero-thermodynamics. These methods are typically at least second-order accurate in space and time, deliver non-oscillatory solutions in the presence of near discontinuities, e.g., shocks, and introduce minimal dispersive and diffusive effects. High-resolution methods promise to provide greatly enhanced solution methods for Sandia's mainstream shock hydrodynamics and compressible flow applications, and they admit the possibility of a generalized framework for treating multi-physics problems such as the coupled hydrodynamics, electro-magnetics and radiative transport found in Z pinch physics. In this work, we describe initial efforts to develop a generalized 'black-box' conservation law framework based on modern high-resolution methods and implemented in an object-oriented software framework. The framework is based on the solution of systems of general non-linear hyperbolic conservation laws using Godunov-type central schemes. In our initial efforts, we have focused on central or central-upwind schemes that can be implemented with only a knowledge of the physical flux function and the minimal/maximal eigenvalues of the Jacobian of the flux functions, i.e., they do not rely on extensive Riemann decompositions. Initial experimentation with high-resolution central schemes suggests that contact discontinuities with the concomitant linearly degenerate eigenvalues of the flux Jacobian do not pose algorithmic difficulties. However, central schemes can produce significant smearing of contact discontinuities and excessive dissipation for rotational flows. Comparisons between 'black-box' central schemes and the piecewise parabolic method (PPM), which relies heavily on a Riemann decomposition, shows that roughly equivalent accuracy can be achieved for the same computational cost with both methods. However, PPM clearly outperforms the central schemes in terms of accuracy at a given grid resolution and the cost of additional complexity in the numerical flux functions. Overall we have observed that the finite volume schemes, implemented within a well-designed framework, are extremely efficient with (potentially) very low memory storage. Finally, we have found by computational experiment that second and third-order strong-stability preserving (SSP) time integration methods with the number of stages greater than the order provide a useful enhanced stability region. However, we observe that non-SSP and non-optimal SSP schemes with SSP factors less than one can still be very useful if used with time-steps below the standard CFL limit. The 'well-designed' integration schemes that we have examined appear to perform well in all instances where the time step is maintained below the standard physical CFL limit.
Optimized Finite-Difference Coefficients for Hydroacoustic Modeling
Preston, L. A.
2014-12-01
Responsible utilization of marine renewable energy sources through the use of current energy converter (CEC) and wave energy converter (WEC) devices requires an understanding of the noise generation and propagation from these systems in the marine environment. Acoustic noise produced by rotating turbines, for example, could adversely affect marine animals and human-related marine activities if not properly understood and mitigated. We are utilizing a 3-D finite-difference acoustic simulation code developed at Sandia that can accurately propagate noise in the complex bathymetry in the near-shore to open ocean environment. As part of our efforts to improve computation efficiency in the large, high-resolution domains required in this project, we investigate the effects of using optimized finite-difference coefficients on the accuracy of the simulations. We compare accuracy and runtime of various finite-difference coefficients optimized via criteria such as maximum numerical phase speed error, maximum numerical group speed error, and L-1 and L-2 norms of weighted numerical group and phase speed errors over a given spectral bandwidth. We find that those coefficients optimized for L-1 and L-2 norms are superior in accuracy to those based on maximal error and can produce runtimes of 10% of the baseline case, which uses Taylor Series finite-difference coefficients at the Courant time step limit. We will present comparisons of the results for the various cases evaluated as well as recommendations for utilization of the cases studied. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
Finite Difference Time Domain Method For Grating Structures
Baida, F.I.; Belkhir, A.
2012-01-01
The aim of this chapter is to present the principle of the FDTD method when applied to the resolution of Maxwell equations. Centered finite differences are used to approximate the value of both time and space derivatives that appear in these equations. The convergence criteria in addition to the boundary conditions (periodic or absorbing ones) are given. The special case of bi-periodic structures illuminated at oblique incidence is solved with the SFM (split field method) technique. In all ca...
Stochastic finite differences for elliptic diffusion equations in stratified domains
Maire, Sylvain; Nguyen, Giang
2013-01-01
We describe Monte Carlo algorithms to solve elliptic partial differen- tial equations with piecewise constant diffusion coefficients and general boundary conditions including Robin and transmission conditions as well as a damping term. The treatment of the boundary conditions is done via stochastic finite differences techniques which possess an higher order than the usual methods. The simulation of Brownian paths inside the domain relies on variations around the walk on spheres method with or...
Least-Squares Image Resizing Using Finite Differences
Muñoz Barrutia, A.; Blu, T.; Unser, M
2001-01-01
We present an optimal spline-based algorithm for the enlargement or reduction of digital images with arbitrary (noninteger) scaling factors. This projection-based approach can be realized thanks to a new finite difference method that allows the computation of inner products with analysis functions that are B-splines of any degree n. A noteworthy property of the algorithm is that the computational complexity per pixel does not depend on the scaling factor a. For a given choice of basis functio...
On weakening conditions for discrete maximum principles for linear finite element schemes.
Czech Academy of Sciences Publication Activity Database
Hannukainen, A.; Korotov, S.; Vejchodský, Tomáš
Berlin : Springer, 2009 - (Margenov, S.; Vulkov, L.; Wasniewski, J.), s. 297-304 ISBN 978-3-642-00463-6. - (Lecture Notes in Computer Science. 5434). [4th International Conference on Numerical Analysis and Applications . Lozenetz (BG), 16.06.2008-20.06.2008] R&D Projects: GA ?R(CZ) GA102/07/0496; GA AV ?R IAA100760702 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete maximum principle * M-matrix * finite element method Subject RIV: BA - General Mathematics
Supervisory control synthesis of discrete-event systems using a coordination scheme.
Czech Academy of Sciences Publication Activity Database
Komenda, Jan; Masopust, Tomáš; van Schuppen, J. H.
2012-01-01
Ro?. 48, ?. 2 (2012), s. 247-254. ISSN 0005-1098 R&D Projects: GA ?R(CZ) GAP103/11/0517; GA ?R GPP202/11/P028 Grant ostatní: European Commission(XE) EU.ICT.DISC 224498 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete-event systems * supervisory control * distributed control * closed-loop systems * controllability Subject RIV: BA - General Mathematics Impact factor: 2.919, year: 2012 http://www.sciencedirect.com/science/article/pii/S0005109811005395
An Image Hiding Scheme Using 3D Sawtooth Map and Discrete Wavelet Transform
Directory of Open Access Journals (Sweden)
Ruisong Ye
2012-07-01
Full Text Available An image encryption scheme based on the 3D sawtooth map is proposed in this paper. The 3D sawtooth map is utilized to generate chaotic orbits to permute the pixel positions and to generate pseudo-random gray value sequences to change the pixel gray values. The image encryption scheme is then applied to encrypt the secret image which will be imbedded in one host image. The encrypted secret image and the host image are transformed by the wavelet transform and then are merged in the frequency domain. Experimental results show that the stego-image looks visually identical to the original host one and the secret image can be effectively extracted upon image processing attacks, which demonstrates strong robustness against a variety of attacks.
ATLAS: A Real-Space Finite-Difference Implementation of Orbital-Free Density Functional Theory
Mi, Wenhui; Sua, Chuanxun; Zhoua, Yuanyuan; Zhanga, Shoutao; Lia, Quan; Wanga, Hui; Zhang, Lijun; Miao, Maosheng; Wanga, Yanchao; Ma, Yanming
2015-01-01
Orbital-free density functional theory (OF-DFT) is a promising method for large-scale quantum mechanics simulation as it provides a good balance of accuracy and computational cost. Its applicability to large-scale simulations has been aided by progress in constructing kinetic energy functionals and local pseudopotentials. However, the widespread adoption of OF-DFT requires further improvement in its efficiency and robustly implemented software. Here we develop a real-space finite-difference method for the numerical solution of OF-DFT in periodic systems. Instead of the traditional self-consistent method, a powerful scheme for energy minimization is introduced to solve the Euler--Lagrange equation. Our approach engages both the real-space finite-difference method and a direct energy-minimization scheme for the OF-DFT calculations. The method is coded into the ATLAS software package and benchmarked using periodic systems of solid Mg, Al, and Al$_{3}$Mg. The test results show that our implementation can achieve ...
Baumeister, K. J.; Kreider, K. L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in ducts. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
Baumeister, Kenneth J.; Kreider, Kevin L.
1996-01-01
An explicit finite difference iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable, time is introduced into the Fourier transformed (steady-state) acoustic potential field as a parameter. Under a suitable transformation, the time dependent governing equation in frequency space is simplified to yield a parabolic partial differential equation, which is then marched through time to attain the steady-state solution. The input to the system is the amplitude of an incident harmonic sound source entering a quiescent duct at the input boundary, with standard impedance boundary conditions on the duct walls and duct exit. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
Shu, Chi-Wang
1998-01-01
This project is about the development of high order, non-oscillatory type schemes for computational fluid dynamics. Algorithm analysis, implementation, and applications are performed. Collaborations with NASA scientists have been carried out to ensure that the research is relevant to NASA objectives. The combination of ENO finite difference method with spectral method in two space dimension is considered, jointly with Cai [3]. The resulting scheme behaves nicely for the two dimensional test problems with or without shocks. Jointly with Cai and Gottlieb, we have also considered one-sided filters for spectral approximations to discontinuous functions [2]. We proved theoretically the existence of filters to recover spectral accuracy up to the discontinuity. We also constructed such filters for practical calculations.
International Nuclear Information System (INIS)
A code called COMESH based on corner mesh finite difference scheme has been developed to solve multigroup diffusion theory equations. One can solve 1-D, 2-D or 3-D problems in Cartesian geometry and 1-D (r) or 2-D (r-z) problem in cylindrical geometry. On external boundary one can use either homogeneous Dirichlet (?-specified) or Neumann (?? specified) type boundary conditions or a linear combination of the two. Internal boundaries for control absorber simulations are also tackled by COMESH. Many an acceleration schemes like successive line over-relaxation, two parameter Chebyschev acceleration for fission source, generalised coarse mesh rebalancing etc., render the code COMESH a very fast one for estimating eigenvalue and flux/power profiles in any type of reactor core configuration. 6 refs. (author)
Directory of Open Access Journals (Sweden)
Hai Fang
2013-11-01
Full Text Available Watermarking represents a potentially effective tool for the protection and verification of ownership rights in remote sensing images. Multispectral images (MSIs are the main type of images acquired by remote sensing radiometers. In this paper, a robust multispectral image watermarking technique based on the discrete wavelet transform (DWT and the tucker decomposition (TD is proposed. The core idea behind our proposed technique is to apply TD on the DWT coefficients of spectral bands of multispectral images. We use DWT to effectively separate multispectral images into different sub-images and TD to efficiently compact the energy of sub-images. Then watermark is embedded in the elements of the last frontal slices of the core tensor with the smallest absolute value. The core tensor has a good stability and represents the multispectral image properties. The experimental results on LANDSAT images show the proposed approach is robust against various types of attacks such as lossy compression, cropping, addition of noise etc.
Directory of Open Access Journals (Sweden)
Md. Kamal Hossain
2010-10-01
Full Text Available In this paper, the wave propagation in free space and different dielectric material by using Finite Difference Time Domain (FDTD method has been studied. Among various numerical methods Finite Difference Time Domain method is being used to study the time evolution behavior of electromagnetic field by solving the Maxwell’sequation in time domain. In this paper, FDTD method has been employed to study the wave propagation in free space and different dielectric materials. The wave equations are discretized in time and space as required by this FDTD method and leaf-frog algorithm is used to find the solution. We observed wave propagation for one and two dimensional cases. We also observed wave propagation through lossy medium for one dimensional case. For two dimensional cases the patterns of wave incident on rectangular dielectric slab, square metal, RCC pillar were observed. In order to visualize the wave propagation, the evaluation of the excitation at various locations of problem space is monitored. The numerical results agree with the propagation characteristics as expected.
Seismic imaging using finite-differences and parallel computers
Energy Technology Data Exchange (ETDEWEB)
Ober, C.C. [Sandia National Labs., Albuquerque, NM (United States)
1997-12-31
A key to reducing the risks and costs of associated with oil and gas exploration is the fast, accurate imaging of complex geologies, such as salt domes in the Gulf of Mexico and overthrust regions in US onshore regions. Prestack depth migration generally yields the most accurate images, and one approach to this is to solve the scalar wave equation using finite differences. As part of an ongoing ACTI project funded by the US Department of Energy, a finite difference, 3-D prestack, depth migration code has been developed. The goal of this work is to demonstrate that massively parallel computers can be used efficiently for seismic imaging, and that sufficient computing power exists (or soon will exist) to make finite difference, prestack, depth migration practical for oil and gas exploration. Several problems had to be addressed to get an efficient code for the Intel Paragon. These include efficient I/O, efficient parallel tridiagonal solves, and high single-node performance. Furthermore, to provide portable code the author has been restricted to the use of high-level programming languages (C and Fortran) and interprocessor communications using MPI. He has been using the SUNMOS operating system, which has affected many of his programming decisions. He will present images created from two verification datasets (the Marmousi Model and the SEG/EAEG 3D Salt Model). Also, he will show recent images from real datasets, and point out locations of improved imaging. Finally, he will discuss areas of current research which will hopefully improve the image quality and reduce computational costs.
Franzè, Giuseppe; Lucia, Walter; Tedesco, Francesco
2014-12-01
This paper proposes a Model Predictive Control (MPC) strategy to address regulation problems for constrained polytopic Linear Parameter Varying (LPV) systems subject to input and state constraints in which both plant measurements and command signals in the loop are sent through communication channels subject to time-varying delays (Networked Control System (NCS)). The results here proposed represent a significant extension to the LPV framework of a recent Receding Horizon Control (RHC) scheme developed for the so-called robust case. By exploiting the parameter availability, the pre-computed sequences of one- step controllable sets inner approximations are less conservative than the robust counterpart. The resulting framework guarantees asymptotic stability and constraints fulfilment regardless of plant uncertainties and time-delay occurrences. Finally, experimental results on a laboratory two-tank test-bed show the effectiveness of the proposed approach.
A review of current finite difference rotor flow methods
Caradonna, F. X.; Tung, C.
1986-01-01
Rotary-wing computational fluid dynamics is reaching a point where many three-dimensional, unsteady, finite-difference codes are becoming available. This paper gives a brief review of five such codes, which treat the small disturbance, conservative and nonconservative full-potential, and Euler flow models. A discussion of the methods of applying these codes to the rotor environment (including wake and trim considerations) is followed by a comparison with various available data. These data include tests of advancing lifting and nonlifting, and hovering model rotors with significant supercritical flow regions. The codes are also compared for computational efficiency.
Finite difference program for calculating hydride bed wall temperature profiles
International Nuclear Information System (INIS)
A QuickBASIC finite difference program was written for calculating one dimensional temperature profiles in up to two media with flat, cylindrical, or spherical geometries. The development of the program was motivated by the need to calculate maximum temperature differences across the walls of the Tritium metal hydrides beds for thermal fatigue analysis. The purpose of this report is to document the equations and the computer program used to calculate transient wall temperatures in stainless steel hydride vessels. The development of the computer code was motivated by the need to calculate maximum temperature differences across the walls of the hydrides beds in the Tritium Facility for thermal fatigue analysis
Finite element and finite difference methods in electromagnetic scattering
Morgan, MA
2013-01-01
This second volume in the Progress in Electromagnetic Research series examines recent advances in computational electromagnetics, with emphasis on scattering, as brought about by new formulations and algorithms which use finite element or finite difference techniques. Containing contributions by some of the world's leading experts, the papers thoroughly review and analyze this rapidly evolving area of computational electromagnetics. Covering topics ranging from the new finite-element based formulation for representing time-harmonic vector fields in 3-D inhomogeneous media using two coupled sca
Comparison of Green and Lowtran radiation schemes with a discrete ordinate method UV model
International Nuclear Information System (INIS)
Using the same input parameters for the calculations, the Green and Lowtran codes for calculating UV irradiances were compared to the discrete ordinate method (DOM) model by Stamnes et al., which was used as a reference. The comparisons were performed at 305 and 380 nm for different ozone concentrations, aerosol optical depths and aerosol absorption characteristics. No obvious dependencies on optical depth, single scattering albedo or column ozone were found for the ratio of the Green and the Lowtran code to the DOM model. At 380 nm the Green model agrees with DOM within 10%, whereas the Lowtran code shows discrepancies of ±25%. At 305 nm the Green model shows 10% higher values than the DOM model at low zenith angles and up to 80% lower values for zenith angles between 60 and 80o. The Lowtran code shows 60% higher values than DOM at small zenith angles and 60% lower values at large zenith angles. When the spectra from each model were weighted with the erythemal action spectrum the Green model overestimated the DOM results by less than 10% for zenith angles less than 50o. Discrepancies between DOM and Lowtran models exceeded 10% except for a small range of zenith angles. (Author)
A Skin Tone Based Stenographic Scheme using Double Density Discrete Wavelet Transforms.
Directory of Open Access Journals (Sweden)
Varsha Gupta
2013-07-01
Full Text Available Steganography is the art of concealing the existence of data in another transmission medium i.e. image, audio, video files to achieve secret communication. It does not replace cryptography but rather boosts the security using its obscurity features. In the proposed method Biometric feature (Skin tone region is used to implement Steganography[1]. In our proposed method Instead of embedding secret data anywhere in image, it will be embedded in only skin tone region. This skin region provides excellent secure location for data hiding. So, firstly skin detection is performed using, HSV (Hue, Saturation, Value color space in cover images. Thereafter, a region from skin detected area is selected, which is known as the cropped region. In this cropped region secret message is embedded using DD-DWT (Double Density Discrete Wavelet Transform. DD-DWT overcomes the intertwined shortcomings of DWT (like poor directional selectivity, Shift invariance, oscillations and aliasing[2].optimal pixel adjustment process (OPA is used to enhance the image quality of the stego-image. Hence the image obtained after embedding secret message (i.e. Stego image is far more secure and has an acceptable range of PSNR. The proposed method is much better than the previous works both in terms of PSNR and robustness against various attacks (like Gaussian Noise, salt and pepper Noise, Speckle Noise, rotation, JPEG Compression, Cropping, and Contrast Adjustment etc.
Iwase, Shigeru; Hoshi, Takeo; Ono, Tomoya
2015-01-01
We propose an efficient procedure to obtain Green's functions by combining the shifted conjugate orthogonal conjugate gradient (shifted COCG) method with the nonequilibrium Green's function (NEGF) method based on a real-space finite-difference (RSFD) approach. The bottleneck of the computation in the NEGF scheme is matrix inversion of the Hamiltonian including the self-energy terms of electrodes to obtain perturbed Green's function in the transition region. This procedure fi...
Jia, Jinhong; Wang, Hong
2015-07-01
Numerical methods for space-fractional diffusion equations often generate dense or even full stiffness matrices. Traditionally, these methods were solved via Gaussian type direct solvers, which requires O (N3) of computational work per time step and O (N2) of memory to store where N is the number of spatial grid points in the discretization. In this paper we develop a preconditioned fast Krylov subspace iterative method for the efficient and faithful solution of finite difference methods (both steady-state and time-dependent) space-fractional diffusion equations with fractional derivative boundary conditions in one space dimension. The method requires O (N) of memory and O (Nlog ? N) of operations per iteration. Due to the application of effective preconditioners, significantly reduced numbers of iterations were achieved that further reduces the computational cost of the fast method. Numerical results are presented to show the utility of the method.
Stamatopoulos, Nikitas
2012-01-01
We calculate the lattice dispersion relation for three dimensional simulations of scalar fields. We argue that the mode frequency of scalar fields on the lattice should not be treated as a function of the magnitude of its wavevector but rather of its wavevector decomposition in Fourier space. Furthermore, we calculate how the lattice dispersion relation differs depending on the way that spatial derivatives are discretized when using finite difference methods in configuration space. For applications that require the mode frequency as an average function of the magnitude of the wavevector, we show how to calculate the radially averaged lattice dispersion relation. Finally, we use the publicly available framework LATTICEEASY to show that wrong treatment of dispersion relations in simulations of preheating leads to an inaccurate description of parametric resonance, which results in incorrect calculations of particle number densities during thermalization after inflation.
He, Xiao; Hu, Hengshan; Wang, Xiuming
2013-01-01
Sedimentary rocks can exhibit strong permeability anisotropy due to layering, pre-stresses and the presence of aligned microcracks or fractures. In this paper, we develop a modified cylindrical finite-difference algorithm to simulate the borehole acoustic wavefield in a saturated poroelastic medium with transverse isotropy of permeability and tortuosity. A linear interpolation process is proposed to guarantee the leapfrog finite difference scheme for the generalized dynamic equations and Darcy's law for anisotropic porous media. First, the modified algorithm is validated by comparison against the analytical solution when the borehole axis is parallel to the symmetry axis of the formation. The same algorithm is then used to numerically model the dipole acoustic log in a borehole with its axis being arbitrarily deviated from the symmetry axis of transverse isotropy. The simulation results show that the amplitudes of flexural modes vary with the dipole orientation because the permeability tensor of the formation is dependent on the wellbore azimuth. It is revealed that the attenuation of the flexural wave increases approximately linearly with the radial permeability component in the direction of the transmitting dipole. Particularly, when the borehole axis is perpendicular to the symmetry axis of the formation, it is possible to estimate the anisotropy of permeability by evaluating attenuation of the flexural wave using a cross-dipole sonic logging tool according to the results of sensitivity analyses. Finally, the dipole sonic logs in a deviated borehole surrounded by a stratified porous formation are modelled using the proposed finite difference code. Numerical results show that the arrivals and amplitudes of transmitted flexural modes near the layer interface are sensitive to the wellbore inclination.
Finite difference analysis of curved deep beams on Winkler foundation
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Adel A. Al-Azzawi
2011-03-01
Full Text Available This research deals with the linear elastic behavior of curved deep beams resting on elastic foundations with both compressional and frictional resistances. Timoshenko’s deep beam theory is extended to include the effect of curvature and the externally distributed moments under static conditions. As an application to the distributed moment generations, the problems of deep beams resting on elastic foundations with both compressional and frictional restraints have been investigated in detail. The finite difference method was used to represent curved deep beams and the results were compared with other methods to check the accuracy of the developed analysis. Several important parameters are incorporated in the analysis, namely, the vertical subgrade reaction, horizontal subgrade reaction, beam width, and also the effect of beam thickness to radius ratio on the deflections, bending moments, and shear forces. The computer program (CDBFDA (Curved Deep Beam Finite Difference Analysis Program coded in Fortran-77 for the analysis of curved deep beams on elastic foundations was formed. The results from this method are compared with other methods exact and numerical and check the accuracy of the solutions. Good agreements are found, the average percentages of difference for deflections and moments are 5.3% and 7.3%, respectively, which indicate the efficiency of the adopted method for analysis.
Finite-Difference Frequency-Domain Method in Nanophotonics
DEFF Research Database (Denmark)
Ivinskaya, Aliaksandra
2011-01-01
Optics and photonics are exciting, rapidly developing fields building their success largely on use of more and more elaborate artificially made, nanostructured materials. To further advance our understanding of light-matter interactions in these complicated artificial media, numerical modeling is often indispensable. This thesis presents the development of rigorous finite-difference method, a very general tool to solve Maxwell’s equations in arbitrary geometries in three dimensions, with an emphasis on the frequency-domain formulation. Enhanced performance of the perfectly matched layers is obtained through free space squeezing technique, and nonuniform orthogonal grids are built to greatly improve the accuracy of simulations of highly heterogeneous nanostructures. Examples of the use of the finite-difference frequency-domain method in this thesis range from simulating localized modes in a three-dimensional photonic-crystal membrane-based cavity, a quasi-one-dimensional nanobeam cavity and arrays of side-coupled nanobeam cavities, to modeling light propagation through metal films with single or periodically arranged multiple subwavelength slits.
A RBF Based Local Gridfree Scheme for Unsteady Convection-Diffusion Problems
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Sanyasiraju VSS Yedida
2009-12-01
Full Text Available In this work a Radial Basis Function (RBF based local gridfree scheme has been presented for unsteady convection diffusion equations. Numerical studies have been made using multiquadric (MQ radial function. Euler and a three stage Runge-Kutta schemes have been used for temporal discretization. The developed scheme is compared with the corresponding finite difference (FD counterpart and found that the solutions obtained using the former are more superior. As expected, for a fixed time step and for large nodal densities, thought the Runge-Kutta scheme is able to maintain higher order of accuracy over the Euler method, the temporal discretization is independent of the improvement in the solution which in the developed scheme has been achived by optimizing the shape parameter of the RBF.
Conservative high-order-accurate finite-difference methods for curvilinear grids
Rai, Man M.; Chakrvarthy, Sukumar
1993-01-01
Two fourth-order-accurate finite-difference methods for numerically solving hyperbolic systems of conservation equations on smooth curvilinear grids are presented. The first method uses the differential form of the conservation equations; the second method uses the integral form of the conservation equations. Modifications to these schemes, which are required near boundaries to maintain overall high-order accuracy, are discussed. An analysis that demonstrates the stability of the modified schemes is also provided. Modifications to one of the schemes to make it total variation diminishing (TVD) are also discussed. Results that demonstrate the high-order accuracy of both schemes are included in the paper. In particular, a Ringleb-flow computation demonstrates the high-order accuracy and the stability of the boundary and near-boundary procedures. A second computation of supersonic flow over a cylinder demonstrates the shock-capturing capability of the TVD methodology. An important contribution of this paper is the dear demonstration that higher order accuracy leads to increased computational efficiency.
International Nuclear Information System (INIS)
This paper describes the the next evolution step in development of the direct method for solving systems of Nonlinear Algebraic Equations (SNAE). These equations arise from the finite difference approximation of original nonlinear partial differential equations (PDE). This method has been extended on the SNAE with three variables. The solving SNAE bases on Reiterating General Singular Value Decomposition of rectangular matrix pencils (RGSVD-algorithm). In contrast to the computer algebra algorithm in integer arithmetic based on the reduction to the Groebner's basis that algorithm is working in floating point arithmetic and realizes the reduction to the Kronecker's form. The possibilities of the method are illustrated on the example of solving the one-dimensional diffusion equation for 3-component model isotope mixture in a ga centrifuge. The implicit scheme for the finite difference equations without simplifying the nonlinear properties of the original equations is realized. The technique offered provides convergence to the solution for the single run. The Toolbox SNAE is developed in the framework of the high performance numeric computation and visualization software MATLAB. It includes more than 30 modules in MATLAB language for solving SNAE with two and three variables. (author)
Noble, David R.; Georgiadis, John G.; Buckius, Richard O.
1996-07-01
The lattice Boltzmann method (LBM) is used to simulate flow in an infinite periodic array of octagonal cylinders. Results are compared with those obtained by a finite difference (FD) simulation solved in terms of streamfunction and vorticity using an alternating direction implicit scheme. Computed velocity profiles are compared along lines common to both the lattice Boltzmann and finite difference grids. Along all such slices, both streamwise and transverse velocity predictions agree to within 05% of the average streamwise velocity. The local shear on the surface of the cylinders also compares well, with the only deviations occurring in the vicinity of the corners of the cylinders, where the slope of the shear is discontinuous. When a constant dimensionless relaxation time is maintained, LBM exhibits the same convergence behaviour as the FD algorithm, with the time step increasing as the square of the grid size. By adjusting the relaxation time such that a constant Mach number is achieved, the time step of LBM varies linearly with the grid size. The efficiency of LBM on the CM-5 parallel computer at the National Center for Supercomputing Applications (NCSA) is evaluated by examining each part of the algorithm. Overall, a speed of 139 GFLOPS is obtained using 512 processors for a domain size of 2176×2176.
Energy Technology Data Exchange (ETDEWEB)
Wang, Wei [Deprartment of Mathematics. Florida Intl Univ., Miami, FL (United States); Shu, Chi-Wang [Division of Applied Mathematics. Brown Univ., Providence, RI (United States); Yee, H.C. [NASA Ames Research Center (ARC), Moffett Field, Mountain View, CA (United States); Sjögreen, Björn [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2012-01-01
A new high order finite-difference method utilizing the idea of Harten ENO subcell resolution method is proposed for chemical reactive flows and combustion. In reaction problems, when the reaction time scale is very small, e.g., orders of magnitude smaller than the fluid dynamics time scales, the governing equations will become very stiff. Wrong propagation speed of discontinuity may occur due to the underresolved numerical solution in both space and time. The present proposed method is a modified fractional step method which solves the convection step and reaction step separately. In the convection step, any high order shock-capturing method can be used. In the reaction step, an ODE solver is applied but with the computed flow variables in the shock region modified by the Harten subcell resolution idea. For numerical experiments, a fifth-order finite-difference WENO scheme and its anti-diffusion WENO variant are considered. A wide range of 1D and 2D scalar and Euler system test cases are investigated. Studies indicate that for the considered test cases, the new method maintains high order accuracy in space for smooth flows, and for stiff source terms with discontinuities, it can capture the correct propagation speed of discontinuities in very coarse meshes with reasonable CFL numbers.
Directory of Open Access Journals (Sweden)
Vineet K. Srivastava
2014-03-01
Full Text Available In this paper, an implicit logarithmic finite difference method (I-LFDM is implemented for the numerical solution of one dimensional coupled nonlinear Burgers’ equation. The numerical scheme provides a system of nonlinear difference equations which we linearise using Newton's method. The obtained linear system via Newton's method is solved by Gauss elimination with partial pivoting algorithm. To illustrate the accuracy and reliability of the scheme, three numerical examples are described. The obtained numerical solutions are compared well with the exact solutions and those already available.
Experiments with explicit filtering for LES using a finite-difference method
Lund, T. S.; Kaltenbach, H. J.
1995-01-01
The equations for large-eddy simulation (LES) are derived formally by applying a spatial filter to the Navier-Stokes equations. The filter width as well as the details of the filter shape are free parameters in LES, and these can be used both to control the effective resolution of the simulation and to establish the relative importance of different portions of the resolved spectrum. An analogous, but less well justified, approach to filtering is more or less universally used in conjunction with LES using finite-difference methods. In this approach, the finite support provided by the computational mesh as well as the wavenumber-dependent truncation errors associated with the finite-difference operators are assumed to define the filter operation. This approach has the advantage that it is also 'automatic' in the sense that no explicit filtering: operations need to be performed. While it is certainly convenient to avoid the explicit filtering operation, there are some practical considerations associated with finite-difference methods that favor the use of an explicit filter. Foremost among these considerations is the issue of truncation error. All finite-difference approximations have an associated truncation error that increases with increasing wavenumber. These errors can be quite severe for the smallest resolved scales, and these errors will interfere with the dynamics of the small eddies if no corrective action is taken. Years of experience at CTR with a second-order finite-difference scheme for high Reynolds number LES has repeatedly indicated that truncation errors must be minimized in order to obtain acceptable simulation results. While the potential advantages of explicit filtering are rather clear, there is a significant cost associated with its implementation. In particular, explicit filtering reduces the effective resolution of the simulation compared with that afforded by the mesh. The resolution requirements for LES are usually set by the need to capture most of the energy-containing eddies, and if explicit filtering is used, the mesh must be enlarged so that these motions are passed by the filter. Given the high cost of explicit filtering, the following interesting question arises. Since the mesh must be expanded in order to perform the explicit filter, might it be better to take advantage of the increased resolution and simply perform an unfiltered simulation on the larger mesh? The cost of the two approaches is roughly the same, but the philosophy is rather different. In the filtered simulation, resolution is sacrificed in order to minimize the various forms of numerical error. In the unfiltered simulation, the errors are left intact, but they are concentrated at very small scales that could be dynamically unimportant from a LES perspective. Very little is known about this tradeoff and the objective of this work is to study this relationship in high Reynolds number channel flow simulations using a second-order finite-difference method.
Computational electrodynamics the finite-difference time-domain method
Taflove, Allen
2005-01-01
This extensively revised and expanded third edition of the Artech House bestseller, Computational Electrodynamics: The Finite-Difference Time-Domain Method, offers engineers the most up-to-date and definitive resource on this critical method for solving Maxwell's equations. The method helps practitioners design antennas, wireless communications devices, high-speed digital and microwave circuits, and integrated optical devices with unsurpassed efficiency. There has been considerable advancement in FDTD computational technology over the past few years, and the third edition brings professionals the very latest details with entirely new chapters on important techniques, major updates on key topics, and new discussions on emerging areas such as nanophotonics. What's more, to supplement the third edition, the authors have created a Web site with solutions to problems, downloadable graphics and videos, and updates, making this new edition the ideal textbook on the subject as well.
The application of finite difference methods to normal resistivity logs
Energy Technology Data Exchange (ETDEWEB)
Yuratich, M.A.; Meger, W.J.
1984-01-01
Measurements made using a multiple=spaced normal resistivity tool should be capable of yielding a resistivity profile defining the extent and nature of the invaded zone as well as giving accurate values for Rt. This paper outlines the development of a suitable tool, a digital data transmission system, and the mathematical analysis used to extract the required information. A modelling technique based on finite difference analysis is used to predict the borehole measurements in any given section of formation, taking into account both vertical and radial variations of resistivity. Optimisation techniques are then employed which operate on the model by varying resistivity profiles until the prediction agrees with the measured values. Alternative strategies, and the practical problems involved in their implementation in computer software, will also be discussed.
Finite-difference modeling of commercial aircraft using TSAR
Energy Technology Data Exchange (ETDEWEB)
Pennock, S.T.; Poggio, A.J.
1994-11-15
Future aircraft may have systems controlled by fiber optic cables, to reduce susceptibility to electromagnetic interference. However, the digital systems associated with the fiber optic network could still experience upset due to powerful radio stations, radars, and other electromagnetic sources, with potentially serious consequences. We are modeling the electromagnetic behavior of commercial transport aircraft in support of the NASA Fly-by-Light/Power-by-Wire program, using the TSAR finite-difference time-domain code initially developed for the military. By comparing results obtained from TSAR with data taken on a Boeing 757 at the Air Force Phillips Lab., we hope to show that FDTD codes can serve as an important tool in the design and certification of U.S. commercial aircraft, helping American companies to produce safe, reliable air transportation.
Visualization of elastic wavefields computed with a finite difference code
Energy Technology Data Exchange (ETDEWEB)
Larsen, S. [Lawrence Livermore National Lab., CA (United States); Harris, D.
1994-11-15
The authors have developed a finite difference elastic propagation model to simulate seismic wave propagation through geophysically complex regions. To facilitate debugging and to assist seismologists in interpreting the seismograms generated by the code, they have developed an X Windows interface that permits viewing of successive temporal snapshots of the (2D) wavefield as they are calculated. The authors present a brief video displaying the generation of seismic waves by an explosive source on a continent, which propagate to the edge of the continent then convert to two types of acoustic waves. This sample calculation was part of an effort to study the potential of offshore hydroacoustic systems to monitor seismic events occurring onshore.
Temperature Calculation of Annular Fuel Pellet by Finite Difference Method
International Nuclear Information System (INIS)
KAERI has started an innovative fuel development project for applying dual-cooled annular fuel to existing PWR reactor. In fuel design, fuel temperature is the most important factor which can affect nuclear fuel integrity and safety. Many models and methodologies, which can calculate temperature distribution in a fuel pellet have been proposed. However, due to the geometrical characteristics and cooling condition differences between existing solid type fuel and dual-cooled annular fuel, current fuel temperature calculation models can not be applied directly. Therefore, the new heat conduction model of fuel pellet was established. In general, fuel pellet temperature is calculated by FDM(Finite Difference Method) or FEM(Finite Element Method), because, temperature dependency of fuel thermal conductivity and spatial dependency heat generation in the pellet due to the self-shielding should be considered. In our study, FDM is adopted due to high exactness and short calculation time
Acoustic, finite-difference, time-domain technique development
International Nuclear Information System (INIS)
A close analog exists between the behavior of sound waves in an ideal gas and the radiated waves of electromagnetics. This analog has been exploited to obtain an acoustic, finite-difference, time-domain (AFDTD) technique capable of treating small signal vibrations in elastic media, such as air, water, and metal, with the important feature of bending motion included in the behavior of the metal. This bending motion is particularly important when the metal is formed into sheets or plates. Bending motion does not have an analog in electromagnetics, but can be readily appended to the acoustic treatment since it appears as a single additional term in the force equation for plate motion, which is otherwise analogous to the electromagnetic wave equation. The AFDTD technique has been implemented in a code architecture that duplicates the electromagnetic, finite-difference, time-domain technique code. The main difference in the implementation is the form of the first-order coupled differential equations obtained from the wave equation. The gradient of pressure and divergence of velocity appear in these equations in the place of curls of the electric and magnetic fields. Other small changes exist as well, but the codes are essentially interchangeable. The pre- and post-processing for model construction and response-data evaluation of the electromagnetic code, in the form of the TSAR code at Lawrence Livermore National Laboratory, can be used for the acoustic version. A variety used for the acoustic version. A variety of applications is possible, pending validation of the bending phenomenon. The applications include acoustic-radiation-pattern predictions for a submerged object; mine detection analysis; structural noise analysis for cars; acoustic barrier analysis; and symphonic hall/auditorium predictions and speaker enclosure modeling
Gupta, A; Scagliarini, A
2014-01-01
We propose numerical simulations of viscoelastic fluids based on a hybrid algorithm combining Lattice-Boltzmann models (LBM) and Finite Differences (FD) schemes, the former used to model the macroscopic hydrodynamic equations, and the latter used to model the polymer dynamics. The kinetics of the polymers is introduced using constitutive equations for viscoelastic fluids with finitely extensible non-linear elastic dumbbells with Peterlin's closure (FENE-P). The numerical model is first benchmarked by characterizing the rheological behaviour of dilute homogeneous solutions in various configurations, including steady shear, elongational flows, transient shear and oscillatory flows. As an upgrade of complexity, we study the model in presence of non-ideal multicomponent interfaces, where immiscibility is introduced in the LBM description using the "Shan-Chen" model. The problem of a confined viscoelastic (Newtonian) droplet in a Newtonian (viscoelastic) matrix under simple shear is investigated and numerical resu...
Finite difference preserving the energy properties of a coupled system of diffusion equations
Scientific Electronic Library Online (English)
A.J.A., Ramos; D.S., Almeida Jr..
2013-08-01
Full Text Available Neste trabalho, nós provamos a propriedade de decaimento exponencial da energia numérica associada a um particular esquema numérico em diferenças finitas aplicado a um sistema acoplado de equações de difusão. Ao nível da dinâmica do contínuo, é bem conhecido que a energia do sistema é decrescente e [...] exponencialmente estável. Aqui nós apresentamos em detalhes a análise numérica de decaimento exponencial da energia numérica desde que obedecido o critério de estabilidade. Abstract in english In this paper we proved the exponential decay of the energy of a numerical scheme in finite difference applied to a coupled system of diffusion equations. At the continuous level, it is well-known that the energy is decreasing and stable in the exponential sense. We present in detail the numerical a [...] nalysis of exponential decay to numerical energy since holds the stability criterion.
High-order finite difference solution for 3D nonlinear wave-structure interaction
DEFF Research Database (Denmark)
Ducrozet, Guillaume; Bingham, Harry B.
2010-01-01
This contribution presents our recent progress on developing an efficient fully-nonlinear potential flow model for simulating 3D wave-wave and wave-structure interaction over arbitrary depths (i.e. in coastal and offshore environment). The model is based on a high-order finite difference scheme OceanWave3D presented in [1, 2]. A nonlinear decomposition of the solution into incident and scattered fields is used to increase the efficiency of the wave-structure interaction problem resolution. Application of the method to the diffraction of nonlinear waves around a fixed, bottom mounted circular cylinder are presented and compared to the fully nonlinear potential code XWAVE as well as to experiments.
An improved finite difference method for fixed-bed multicomponent sorption
International Nuclear Information System (INIS)
This paper reports on a new computational procedure based on the finite difference methods developed to solve the coupled partial differential equations describing nonisothermal and nonequilibrium sorption of multiple adsorbate systems on a fixed bed that contains bidispersed pellets. In this numerical method, a solution-adaptive gridding technique (SAG) is applied in combination with a four-point quadratic upstream differencing scheme to satisfactorily resolve very sharp concentration and temperature variations occurring in the case of small dispersing effects. Furthermore, the method resorts to a noniterative implicit procedure for solving the coupling between the column transport equations and the adsorption kinetics inside the pellets, which may be particularly efficient when the particle kinetics are highly stiff
Strong, Stuart L.; Meade, Andrew J., Jr.
1992-01-01
Preliminary results are presented of a finite element/finite difference method (semidiscrete Galerkin method) used to calculate compressible boundary layer flow about airfoils, in which the group finite element scheme is applied to the Dorodnitsyn formulation of the boundary layer equations. The semidiscrete Galerkin (SDG) method promises to be fast, accurate and computationally efficient. The SDG method can also be applied to any smoothly connected airfoil shape without modification and possesses the potential capability of calculating boundary layer solutions beyond flow separation. Results are presented for low speed laminar flow past a circular cylinder and past a NACA 0012 airfoil at zero angle of attack at a Mach number of 0.5. Also shown are results for compressible flow past a flat plate for a Mach number range of 0 to 10 and results for incompressible turbulent flow past a flat plate. All numerical solutions assume an attached boundary layer.
Black-Scholes finite difference modeling in forecasting of call warrant prices in Bursa Malaysia
Mansor, Nur Jariah; Jaffar, Maheran Mohd
2014-07-01
Call warrant is a type of structured warrant in Bursa Malaysia. It gives the holder the right to buy the underlying share at a specified price within a limited period of time. The issuer of the structured warrants usually uses European style to exercise the call warrant on the maturity date. Warrant is very similar to an option. Usually, practitioners of the financial field use Black-Scholes model to value the option. The Black-Scholes equation is hard to solve analytically. Therefore the finite difference approach is applied to approximate the value of the call warrant prices. The central in time and central in space scheme is produced to approximate the value of the call warrant prices. It allows the warrant holder to forecast the value of the call warrant prices before the expiry date.
The discrete energy method in numerical relativity: towards long-term stability
International Nuclear Information System (INIS)
The energy method can be used to identify well-posed initial boundary value problems for quasi-linear, symmetric hyperbolic partial differential equations with maximally dissipative boundary conditions. A similar analysis of the discrete system can be used to construct stable finite difference equations for these problems at the linear level. In this paper we apply these techniques to some test problems commonly used in numerical relativity and observe that while we obtain convergent schemes, fast growing modes, or 'artificial instabilities', contaminate the solution. We find that these growing modes can partially arise from the lack of a Leibnitz rule for discrete derivatives and discuss ways to limit this spurious growth
Farhat, Charbel; Geuzaine, Philippe; Grandmont, Céline
2001-12-01
Discrete geometric conservation laws (DGCLs) govern the geometric parameters of numerical schemes designed for the solution of unsteady flow problems on moving grids. A DGCL requires that these geometric parameters, which include among others grid positions and velocities, be computed so that the corresponding numerical scheme reproduces exactly a constant solution. Sometimes, this requirement affects the intrinsic design of an arbitrary Lagrangian Eulerian (ALE) solution method. In this paper, we show for sample ALE schemes that satisfying the corresponding DGCL is a necessary and sufficient condition for a numerical scheme to preserve the nonlinear stability of its fixed grid counterpart. We also highlight the impact of this theoretical result on practical applications of computational fluid dynamics.
International Nuclear Information System (INIS)
Verification that a numerical method performs as intended is an integral part of code development. Semi-analytical benchmarks enable one such verification modality. Unfortunately, a semi-analytical benchmark requires some degree of analytical forethought and treats only relatively idealized cases making it of limited diagnostic value. In the first part of our investigation (Part I), we establish the theory of a straightforward finite difference scheme for the 1D, monoenergetic neutron diffusion equation in plane media. We also demonstrate an analytically enhanced version that leads directly to the analytical solution. The second part of our presentation (Part II, in these proceedings) is concerned with numerical implementation and application of the finite difference solutions. There, we demonstrate how the numerical schemes themselves provide the semi-analytical benchmark. With the analytical solution known, we therefore have a test for accuracy of the proposed finite difference algorithms designed for high order. (authors)
Energy Technology Data Exchange (ETDEWEB)
Ewing, R.E.; Saevareid, O.; Shen, J. [Texas A& M Univ., College Station, TX (United States)
1994-12-31
A multigrid algorithm for the cell-centered finite difference on equilateral triangular grids for solving second-order elliptic problems is proposed. This finite difference is a four-point star stencil in a two-dimensional domain and a five-point star stencil in a three dimensional domain. According to the authors analysis, the advantages of this finite difference are that it is an O(h{sup 2})-order accurate numerical scheme for both the solution and derivatives on equilateral triangular grids, the structure of the scheme is perhaps the simplest, and its corresponding multigrid algorithm is easily constructed with an optimal convergence rate. They are interested in relaxation of the equilateral triangular grid condition to certain general triangular grids and the application of this multigrid algorithm as a numerically reasonable preconditioner for the lowest-order Raviart-Thomas mixed triangular finite element method. Numerical test results are presented to demonstrate their analytical results and to investigate the applications of this multigrid algorithm on general triangular grids.
Finite-difference modeling of Biot's poroelastic equations across all frequencies
Energy Technology Data Exchange (ETDEWEB)
Masson, Y.J.; Pride, S.R.
2009-10-22
An explicit time-stepping finite-difference scheme is presented for solving Biot's equations of poroelasticity across the entire band of frequencies. In the general case for which viscous boundary layers in the pores must be accounted for, the time-domain version of Darcy's law contains a convolution integral. It is shown how to efficiently and directly perform the convolution so that the Darcy velocity can be properly updated at each time step. At frequencies that are low enough compared to the onset of viscous boundary layers, no memory terms are required. At higher frequencies, the number of memory terms required is the same as the number of time points it takes to sample accurately the wavelet being used. In practice, we never use more than 20 memory terms and often considerably fewer. Allowing for the convolution makes the scheme even more stable (even larger time steps might be used) than it is when the convolution is entirely neglected. The accuracy of the scheme is confirmed by comparing numerical examples to exact analytic results.
3D anisotropic modeling for airborne EM systems using finite-difference method
Liu, Yunhe; Yin, Changchun
2014-10-01
Most current airborne EM data interpretations assume an isotropic model, which is sometimes inappropriate, especially in regions with distinct dipping anisotropy due to strong layering and stratifications. In this paper, we investigate airborne EM modeling and interpretation for a 3D earth with arbitrarily electrical anisotropy. We implement the staggered finite-difference algorithm to solve the coupled partial differential equations for the scattered electrical fields. Whereas the current density that is connected to the diagonal elements of the anisotropic conductivity tensor is discretized by using the volume weighted average, the current density that is connected to the non-diagonal elements is discretized by using the volume current density average. Further, we apply a divergence correction technique designed specifically for 3D anisotropic models to speed up the modeling process. For numerical experiments, we take both VMD and HMD transmitting dipoles for two typical anisotropic cases: 1) anisotropic anomalous inhomogeneities embedded in an isotropic half-space; and 2) isotropic anomalous inhomogeneities embedded in an anisotropic host rock. Model experiments show that our algorithm has high calculation accuracy, the divergence correction technique used in the modeling can greatly improve the convergence of the solutions, accelerating the calculation speed up to 2 times for the model presented in the paper. The characteristics inside the anisotropic earth, like the location of the anomalous body and the principal axis orientations, can also be clearly identified from AEM area surveys.
International Nuclear Information System (INIS)
FDM3D is a three-dimensional(3-D) two group finite difference method diffusion equation solver adopting accelerated iterative schemes such as successive overrelaxation(SOR) or bi-conjugate gradient stabilization method(BICG-STAB) method as inner iteration schemes and Chebyshev two-parameter method or Wielant method as outer iteration schemes. It is designed to achieve an improved efficiency of the CANDU-PHWR analysis by the current RFSP code. For the efficiency test of FDM3D code, the FDM3D with SOR/Chebyshev two-parameter schemes is incorporated into the RFSP code and the benchmark problems have been analyzed by using the physics test data [6] of Wolsong units 2 and 3 and the calculation results of CANFLEX-NU physics design. It is shown that the FDM3D can reduce the CPU time of the current RFSP by 2 to 5 times. (author)
Computational Electromagnetism with Variational Integrators and Discrete Differential Forms
Stern, Ari; Desbrun, Mathieu; Marsden, Jerrold E
2007-01-01
In this paper, we introduce a general family of variational, multisymplectic numerical methods for solving Maxwell's equations, using discrete differential forms in spacetime. In doing so, we demonstrate several new results, which apply both to some well-established numerical methods and to new methods introduced here. First, we show that Yee's finite-difference time-domain (FDTD) scheme, along with a number of related methods, are multisymplectic and derive from a discrete Lagrangian variational principle. Second, we generalize the Yee scheme to unstructured meshes, not just in space, but in 4-dimensional spacetime. This relaxes the need to take uniform time steps, or even to have a preferred time coordinate at all. Finally, as an example of the type of methods that can be developed within this general framework, we introduce a new asynchronous variational integrator (AVI) for solving Maxwell's equations. These results are illustrated with some prototype simulations that show excellent energy and conservatio...
Semi-discrete numeric solution for the non-stationary heat equation using mimetic techniques
International Nuclear Information System (INIS)
It is proposed that the diffusion equation can be solved using second-order mimetic operators for the spatial partial derivatives, in order to obtain a semi-discrete time scheme that is easy to solve with exponential integrators. The scheme is more stable than the traditional method of finite differences (centered on space and forward on time) and easier to implement than implicit methods. Some numerical examples are shown to illustrate the advantages of the proposed method. In addition, routines written in MATLAB were developed for its implementation. (paper)
Kelvin wave propagation along straight boundaries in C-grid finite-difference models
Griffiths, Stephen D.
2013-12-01
Discrete solutions for the propagation of coastally-trapped Kelvin waves are studied, using a second-order finite-difference staggered grid formulation that is widely used in geophysical fluid dynamics (the Arakawa C-grid). The fundamental problem of linear, inviscid wave propagation along a straight coastline is examined, in a fluid of constant depth with uniform background rotation, using the shallow-water equations which model either barotropic (surface) or baroclinic (internal) Kelvin waves. When the coast is aligned with the grid, it is shown analytically that the Kelvin wave speed and horizontal structure are recovered to second-order in grid spacing h. When the coast is aligned at 45° to the grid, with the coastline approximated as a staircase following the grid, it is shown analytically that the wave speed is only recovered to first-order in h, and that the horizontal structure of the wave is infected by a thin computational boundary layer at the coastline. It is shown numerically that such first-order convergence in h is attained for all other orientations of the grid and coastline, even when the two are almost aligned so that only occasional steps are present in the numerical coastline. Such first-order convergence, despite the second-order finite differences used in the ocean interior, could degrade the accuracy of numerical simulations of dynamical phenomena in which Kelvin waves play an important role. The degradation is shown to be particularly severe for a simple example of near-resonantly forced Kelvin waves in a channel, when the energy of the forced response can be incorrect by a factor of 2 or more, even with 25 grid points per wavelength.
Ransom, Jonathan B.
2002-01-01
A multifunctional interface method with capabilities for variable-fidelity modeling and multiple method analysis is presented. The methodology provides an effective capability by which domains with diverse idealizations can be modeled independently to exploit the advantages of one approach over another. The multifunctional method is used to couple independently discretized subdomains, and it is used to couple the finite element and the finite difference methods. The method is based on a weighted residual variational method and is presented for two-dimensional scalar-field problems. A verification test problem and a benchmark application are presented, and the computational implications are discussed.
Finite difference approximation of hedging quantities in the Heston model
in't Hout, Karel
2012-09-01
This note concerns the hedging quantities Delta and Gamma in the Heston model for European-style financial options. A modification of the discretization technique from In 't Hout & Foulon (2010) is proposed, which enables a fast and accurate approximation of these important quantities. Numerical experiments are given that illustrate the performance.
A finite difference model of the iron ore sinter process
Scientific Electronic Library Online (English)
J., Muller; T.L., de Vries; B.A., Dippenaar; J.C., Vreugdenburg.
2015-05-01
Full Text Available Iron ore fines are agglomerated to produce sinter, which is an important feed material for blast furnaces worldwide. A model of the iron ore sintering process has been developed with the objective of being representative of the sinter pot test, the standard laboratory process in which the behaviour [...] of specific sinter feed mixtures is evaluated. The model aims to predict sinter quality, including chemical quality and physical strength, as well as key sinter process performance parameters such as production rate and fuel consumption rate. The model uses the finite difference method (FDM) to solve heat and mass distributions within the sinter pot over the height and time dimensions. This model can further be used for establishing empirical relationships between modelled parameters and measured sinter properties. Inputs into the model include the feed material physical properties, chemical compositions, and boundary conditions. Submodels describe relationships between applied pressure differential and gas flow rate through the bed of granulated fine ore particles, combustion of carbonaceous material, calcination of fluxes, evaporation and condensation of water, and melting and solidification. The model was applied to typical sinter test conditions to illustrate the results predicted, and to test sensitivities to parameters such as feed void fraction, feed coke percentage, and the fraction of combustion heat transferred to the gas phase. A model validation and improvement study should follow, ensuring sinter test results are free from experimental errors by conducting repeated tests.
A Finite Difference Ocean Model With Adaptive Mesh Refinement Capability
Herrnstein, A.; Wickett, M. E.; Rodrigue, G.
2004-12-01
This research integrates the concepts of Adaptive Mesh Refinement (AMR) into a well accepted finite difference ocean model known as the Modular Ocean Model (MOM) Traditional models require up to months of run time to simulate the globe at high resolution. This proves to be inefficient when high resolution is only desired in localized areas of interest. AMR offers a flexible alternative by allowing increased refinement on desired sections of the grid that can move with the area of interest. A high order of accuracy is obtained and run time is drastically reduced as a result. The software package SAMRAI (Structured Adaptive Mesh Refinement Application Infrastructure) is used to aid in memory management and data communication. Standard MOM features of our model that are uncommon in AMR include leapfrog time integration, staggered tracer and momentum control volumes, and time step splitting of barotropic and baroclinic modes. We demonstrate how these features are implemented in the model and present test case comparisons of AMR verses fine resolution.
Nigro, Alessandra; De Bartolo, Carmine; Bassi, Francesco; Ghidoni, Antonio
2014-11-01
In this paper a high-order implicit multi-step method, known in the literature as Two Implicit Advanced Step-point (TIAS) method, has been implemented in a high-order Discontinuous Galerkin (DG) solver for the unsteady Euler and Navier-Stokes equations. Application of the absolute stability condition to this class of multi-step multi-stage time discretization methods allowed to determine formulae coefficients which ensure A-stability up to order 6. The stability properties of such schemes have been verified by considering linear model problems. The dispersion and dissipation errors introduced by TIAS method have been investigated by looking at the analytical solution of the oscillation equation. The performance of the high-order accurate, both in space and time, TIAS-DG scheme has been evaluated by computing three test cases: an isentropic convecting vortex under two different testing conditions and a laminar vortex shedding behind a circular cylinder. To illustrate the effectiveness and the advantages of the proposed high-order time discretization, the results of the fourth- and sixth-order accurate TIAS schemes have been compared with the results obtained using the standard second-order accurate Backward Differentiation Formula, BDF2, and the five stage fourth-order accurate Strong Stability Preserving Runge-Kutta scheme, SSPRK4.
Directory of Open Access Journals (Sweden)
G. Shapiro
2013-03-01
Full Text Available Results of a sensitivity study are presented from various configurations of the NEMO ocean model in the Black Sea. The standard choices of vertical discretization, viz. z levels, s coordinates and enveloped s coordinates, all show their limitations in the areas of complex topography. Two new hybrid vertical coordinate schemes are presented: the "s-on-top-of-z" and its enveloped version. The hybrid grids use s coordinates or enveloped s coordinates in the upper layer, from the sea surface to the depth of the shelf break, and z-coordinates are set below this level. The study is carried out for a number of idealised and real world settings. The hybrid schemes help reduce errors generated by the standard schemes in the areas of steep topography. Results of sensitivity tests with various horizontal diffusion formulations are used to identify the optimum value of Smagorinsky diffusivity coefficient to best represent the mesoscale activity.
Ackleh, Azmy S; Farkas, József Z; Li, Xinyu; Ma, Baoling
2015-07-01
We consider a size-structured population model where individuals may be recruited into the population at different sizes. First- and second-order finite difference schemes are developed to approximate the solution of the model. The convergence of the approximations to a unique weak solution is proved. We then show that as the distribution of the new recruits become concentrated at the smallest size, the weak solution of the distributed states-at-birth model converges to the weak solution of the classical Gurtin-McCamy-type size-structured model in the weak* topology. Numerical simulations are provided to demonstrate the achievement of the desired accuracy of the two methods for smooth solutions as well as the superior performance of the second-order method in resolving solution-discontinuities. Finally, we provide an example where supercritical Hopf-bifurcation occurs in the limiting single state-at-birth model and we apply the second-order numerical scheme to show that such bifurcation also occurs in the distributed model. PMID:24890735
On a finite-difference method for solving transient viscous flow problems
Li, C. P.
1983-01-01
A method has been developed to solve the unsteady, compressible Navier-Stokes equation with the property of consistency and the ability of minimizing the equation stiffness. It relies on innovative extensions of the state-of-the-art finite-difference techniques and is composed of: (1) the upwind scheme for split-flux and the central scheme for conventional flux terms in the inviscid and viscous regions, respectively; (2) the characteristic treatment of both inviscid and viscous boundaries; (3) an ADI procedure compatible with interior and boundary points; and (4) a scalar matrix coefficient including viscous terms. The performance of this method is assessed with four sample problems; namely, a standing shock in the Laval duct, a shock reflected from the wall, the shock-induced boundary-layer separation, and a transient internal nozzle flow. The results from the present method, an existing hybrid block method, and a well-known two-step explicit method are compared and discussed. It is concluded that this method has an optimal trade-off between the solution accuracy and computational economy, and other desirable properties for analyzing transient viscous flow problems.
International Nuclear Information System (INIS)
Seismic waves radiated from an earthquake propagate in the Earth and the ground shaking is felt and recorded at (or near) the ground surface. Understanding the wave propagation with respect to the Earth's structure and the earthquake mechanisms is one of the main objectives of seismology, and predicting the strong ground shaking for moderate and large earthquakes is essential for quantitative seismic hazard assessment. The finite difference scheme for solving the wave propagation problem in elastic (sometimes anelastic) media has been more widely used since the 1970s than any other numerical methods, because of its simple formulation and implementation, and its easy scalability to large computations. This paper briefly overviews the advances in finite difference simulations, focusing particularly on earthquake mechanics and the resultant wave radiation in the near field. As the finite difference formulation is simple (interpolation is smooth), an easy coupling with other approaches is one of its advantages. A coupling with a boundary integral equation method (BIEM) allows us to simulate complex earthquake source processes
Ouyang, Chaojun; He, Siming; Xu, Qiang; Luo, Yu; Zhang, Wencheng
2013-03-01
A two-dimensional mountainous mass flow dynamic procedure solver (Massflow-2D) using the MacCormack-TVD finite difference scheme is proposed. The solver is implemented in Matlab on structured meshes with variable computational domain. To verify the model, a variety of numerical test scenarios, namely, the classical one-dimensional and two-dimensional dam break, the landslide in Hong Kong in 1993 and the Nora debris flow in the Italian Alps in 2000, are executed, and the model outputs are compared with published results. It is established that the model predictions agree well with both the analytical solution as well as the field observations.
International Nuclear Information System (INIS)
Graphene has been considered as a promising material which may find applications in the THz science. In this work, we numerically investigate tunable photonic crystals in the THz range based on stacked graphene/dielelctric layers, a complex pole—residue pair model is used to find the effective permittivity of graphene, which could be easily incorporated into the finite-difference time domain (FDTD) algorithm. Two different schemes of photonic crystal used for extending the bandgap have been simulated through this FDTD technique. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)
Finite-difference numerical simulations of underground explosion cavity decoupling
Aldridge, D. F.; Preston, L. A.; Jensen, R. P.
2012-12-01
Earth models containing a significant portion of ideal fluid (e.g., air and/or water) are of increasing interest in seismic wave propagation simulations. Examples include a marine model with a thick water layer, and a land model with air overlying a rugged topographic surface. The atmospheric infrasound community is currently interested in coupled seismic-acoustic propagation of low-frequency signals over long ranges (~tens to ~hundreds of kilometers). Also, accurate and efficient numerical treatment of models containing underground air-filled voids (caves, caverns, tunnels, subterranean man-made facilities) is essential. In support of the Source Physics Experiment (SPE) conducted at the Nevada National Security Site (NNSS), we are developing a numerical algorithm for simulating coupled seismic and acoustic wave propagation in mixed solid/fluid media. Solution methodology involves explicit, time-domain, finite-differencing of the elastodynamic velocity-stress partial differential system on a three-dimensional staggered spatial grid. Conditional logic is used to avoid shear stress updating within the fluid zones; this approach leads to computational efficiency gains for models containing a significant proportion of ideal fluid. Numerical stability and accuracy are maintained at air/rock interfaces (where the contrast in mass density is on the order of 1 to 2000) via a finite-difference operator "order switching" formalism. The fourth-order spatial FD operator used throughout the bulk of the earth model is reduced to second-order in the immediate vicinity of a high-contrast interface. Current modeling efforts are oriented toward quantifying the amount of atmospheric infrasound energy generated by various underground seismic sources (explosions and earthquakes). Source depth and orientation, and surface topography play obvious roles. The cavity decoupling problem, where an explosion is detonated within an air-filled void, is of special interest. A point explosion source located at the center of a spherical cavity generates only diverging compressional waves. However, we find that shear waves are generated by an off-center source, or by a non-spherical cavity (e.g. a tunnel). Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the US Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
Nodal solution method of neutron diffusion equations using a high-order finite difference scheme
International Nuclear Information System (INIS)
Nodal solution techniques based on an interface current method have been developed for efficient neutron diffusion calculations in Cartesian geometry. The success of these methods for analysis of light water reactors, particularly of pressurized water reactors, has prompted the development of analogous techniques for hexagonal geometry. At present, however, the methods are not as successful as in Cartesian geometry. This presentation proposes a nodal method that provides accuracy in both hexagonal and Cartesian geometries
Dynamic ultimate load analysis using a finite difference method
International Nuclear Information System (INIS)
The method of numerical integration is explained on a one-degree-of-freedom system. A generalization to systems with several degrees of freedom is given. The conditions for numerical stability and for getting a sufficient approximation to the exact solution of the differential equations are dealt with. Not only a time discretization but also a geometric discretization is necessary. This may be anticipated by a lumped-mass dynamic model, or, with continuous bodies, it could be performed, e.g., by a mesh pattern of finite coordinate differences. Examples are given for the numerical treatment especially of beams and plates. Starting from the corresponding differential equations describing a process of wave propagation, the rotational inertia of single beam or plate elements as well as the transverse shear deformations are included. By this numerical method of dynamic analysis suitable for computer programming, point-by-point time-history solutions are obtained for deterministic excitations and for material properties, both varying arbitrarily with time and space. Applications for practical dynamic problems of nuclear structural design taking into account a defined material ductility are discussed. (orig./HP)
Calculation of electrical potentials on the surface of a realistic head model by finite differences
International Nuclear Information System (INIS)
We present a method for the calculation of electrical potentials at the surface of realistic head models from a point dipole generator based on a 3D finite-difference algorithm. The model was validated by comparing calculated values with those obtained algebraically for a three-shell spherical model. For a 1.25 mm cubic grid size, the mean error was 4.9% for a superficial dipole (3.75 mm from the inner surface of the skull) pointing in the radial direction. The effect of generator discretization and node spacing on the accuracy of the model was studied. Three values of the node spacing were considered: 1, 1.25 and 1.5 mm. The mean relative errors were 4.2, 6.3 and 9.3%, respectively. The quality of the approximation of a point dipole by an array of nodes in a spherical neighbourhood did not depend significantly on the number of nodes used. The application of the method to a conduction model derived from MRI data is demonstrated. (author)
Finite difference time domain modeling of light matter interaction in light-propelled microtools
DEFF Research Database (Denmark)
Bañas, Andrew Rafael; Palima, Darwin
2013-01-01
Direct laser writing and other recent fabrication techniques offer a wide variety in the design of microdevices. Hence, modeling such devices requires analysis methods capable of handling arbitrary geometries. Recently, we have demonstrated the potential of microtools, optically actuated microstructures with functionalities geared towards biophotonics applications. Compared to dynamic beam shaping alone, microtools allow more complex interactions between the shaped light and the biological samples at the receiving end. For example, strongly focused light coming from a tapered tip of a microtool may trigger highly localized non linear processes in the surface of a cell. Since these functionalities are strongly dependent on design, it is important to use models that can handle complexities and take in little simplifying assumptions about the system. Hence, we use the finite difference time domain (FDTD) method which is a direct discretization of the fundamental Maxwell's equations applicable to many optical systems. Using the FDTD, we investigate light guiding through microstructures as well as the field enhancement as light comes out of our tapered wave guide designs. Such calculations save time as it helps optimize the structures prior to fabrication and experiments. In addition to field distributions, optical forces can also be obtained using the Maxwell stress tensor formulation. By calculating the forces on bent waveguides subjected to tailored static light distributions, we demonstrate novel methods of optical micromanipulation which primarily result from the particle's geometry as opposed to the directly moving the light distributions as in conventional trapping.
Directory of Open Access Journals (Sweden)
Tsugio Fukuchi
2014-06-01
Full Text Available The finite difference method (FDM based on Cartesian coordinate systems can be applied to numerical analyses over any complex domain. A complex domain is usually taken to mean that the geometry of an immersed body in a fluid is complex; here, it means simply an analytical domain of arbitrary configuration. In such an approach, we do not need to treat the outer and inner boundaries differently in numerical calculations; both are treated in the same way. Using a method that adopts algebraic polynomial interpolations in the calculation around near-wall elements, all the calculations over irregular domains reduce to those over regular domains. Discretization of the space differential in the FDM is usually derived using the Taylor series expansion; however, if we use the polynomial interpolation systematically, exceptional advantages are gained in deriving high-order differences. In using the polynomial interpolations, we can numerically solve the Poisson equation freely over any complex domain. Only a particular type of partial differential equation, Poisson's equations, is treated; however, the arguments put forward have wider generality in numerical calculations using the FDM.
Abgrall, R.; De Santis, D.
2015-02-01
A robust and high order accurate Residual Distribution (RD) scheme for the discretization of the steady Navier-Stokes equations is presented. The proposed method is very flexible: it is formulated for unstructured grids, regardless the shape of the elements and the number of spatial dimensions. A continuous approximation of the solution is adopted and standard Lagrangian shape functions are used to construct the discrete space, as in Finite Element methods. The traditional technique for designing RD schemes is adopted: evaluate, for any element, a total residual, split it into nodal residuals sent to the degrees of freedom of the element, solve the non-linear system that has been assembled and then iterate up to convergence. The main issue addressed by the paper is that the technique relies in depth on the continuity of the normal flux across the element boundaries: this is no longer true since the gradient of the state solution appears in the flux, hence continuity is lost when using standard finite element approximations. Naive solution methods lead to very poor accuracy. To cope with the fact that the normal component of the gradient of the numerical solution is discontinuous across the faces of the elements, a continuous approximation of the gradient of the numerical solution is recovered at each degree of freedom of the grid and then interpolated with the same shape functions used for the solution, preserving the optimal accuracy of the method. Linear and non-linear schemes are constructed, and their accuracy is tested with the method of the manufactured solutions. The numerical method is also used for the discretization of smooth and shocked laminar flows in two and three spatial dimensions.
Implicit finite-difference methods for the Euler equations
Pulliam, T. H.
1985-01-01
The present paper is concerned with two-dimensional Euler equations and with schemes which are in use of the time of this writing. Most of the development presented carries over directly to three dimensions. The characteristics of the two-dimensional Euler equations in Cartesian coordinates are considered along with generalized curvilinear coordinate transformations, metric relations, invariants of the transformation, flux Jacobian matrices and eigensystems, numerical algorithms, flux split algorithms, implicit and explicit nonlinear control (smoothing), upwind differencing in supersonic regions, unsteady and steady-state computation, the diagonal form of implicit algorithm, metric differencing and invariants, boundary conditions, geometry and mesh generation, and sample solutions.
El-Amin, Mohamed
2012-01-01
The problem of coupled structural deformation with two-phase flow in porous media is solved numerically using cellcentered finite difference (CCFD) method. In order to solve the system of governed partial differential equations, the implicit pressure explicit saturation (IMPES) scheme that governs flow equations is combined with the the implicit displacement scheme. The combined scheme may be called IMplicit Pressure-Displacement Explicit Saturation (IMPDES). The pressure distribution for each cell along the entire domain is given by the implicit difference equation. Also, the deformation equations are discretized implicitly. Using the obtained pressure, velocity is evaluated explicitly, while, using the upwind scheme, the saturation is obtained explicitly. Moreover, the stability analysis of the present scheme has been introduced and the stability condition is determined.
International Nuclear Information System (INIS)
The use of the albedo boundary conditions for multigroup one-dimensional neutron transport eigenvalue problems in the discrete ordinates (SN) formulation is described. The hybrid spectral diamond-spectral Green's function (SD-SGF) nodal method that is completely free from all spatial truncation errors, is used to determine the multigroup albedo operator. In the inner iteration it is used the 'one-node block inversion' (NBI) iterative scheme, which has convergence rate greater than the modified source iteration (SI) scheme. The power method for convergence of the dominant numerical solution is accelerated by the Tchebycheff method. Numerical results are given to illustrate the method's efficiency. (author). 7 refs, 4 figs, 3 tabs
Kreider, Kevin L.; Baumeister, Kenneth J.
1996-01-01
An explicit finite difference real time iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for future large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable for a harmonic monochromatic sound field, a parabolic (in time) approximation is introduced to reduce the order of the governing equation. The analysis begins with a harmonic sound source radiating into a quiescent duct. This fully explicit iteration method then calculates stepwise in time to obtain the 'steady state' harmonic solutions of the acoustic field. For stability, applications of conventional impedance boundary conditions requires coupling to explicit hyperbolic difference equations at the boundary. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.
Liu, C.; Liu, Z.
1993-01-01
The high order finite difference and multigrid methods have been successfully applied to direct numerical simulation (DNS) for flow transition in 3D channels and 3D boundary layers with 2D and 3D isolated and distributed roughness in a curvilinear coordinate system. A fourth-order finite difference technique on stretched and staggered grids, a fully-implicit time marching scheme, a semicoarsening multigrid method associated with line distributive relaxation scheme, and a new treatment of the outflow boundary condition, which needs only a very short buffer domain to damp all wave reflection, are developed. These approaches make the multigrid DNS code very accurate and efficient. This makes us not only able to do spatial DNS for the 3D channel and flat plate at low computational costs, but also able to do spatial DNS for transition in the 3D boundary layer with 3D single and multiple roughness elements. Numerical results show good agreement with the linear stability theory, the secondary instability theory, and a number of laboratory experiments.
Gupta, A.; Sbragaglia, M.; Scagliarini, A.
2015-06-01
We propose numerical simulations of viscoelastic fluids based on a hybrid algorithm combining Lattice-Boltzmann models (LBM) and Finite Differences (FD) schemes, the former used to model the macroscopic hydrodynamic equations, and the latter used to model the polymer dynamics. The kinetics of the polymers is introduced using constitutive equations for viscoelastic fluids with finitely extensible non-linear elastic dumbbells with Peterlin's closure (FENE-P). The numerical model is first benchmarked by characterizing the rheological behavior of dilute homogeneous solutions in various configurations, including steady shear, elongational flows, transient shear and oscillatory flows. As an upgrade of complexity, we study the model in presence of non-ideal multicomponent interfaces, where immiscibility is introduced in the LBM description using the "Shan-Chen" interaction model. The problem of a confined viscoelastic (Newtonian) droplet in a Newtonian (viscoelastic) matrix under simple shear is investigated and numerical results are compared with the predictions of various theoretical models. The proposed numerical simulations explore problems where the capabilities of LBM were never quantified before.
Solution to PDEs using radial basis function finite-differences (RBF-FD) on multiple GPUs
International Nuclear Information System (INIS)
This paper presents parallelization strategies for the radial basis function-finite difference (RBF-FD) method. As a generalized finite differencing scheme, the RBF-FD method functions without the need for underlying meshes to structure nodes. It offers high-order accuracy approximation and scales as O(N) per time step, with N being with the total number of nodes. To our knowledge, this is the first implementation of the RBF-FD method to leverage GPU accelerators for the solution of PDEs. Additionally, this implementation is the first to span both multiple CPUs and multiple GPUs. OpenCL kernels target the GPUs and inter-processor communication and synchronization is managed by the Message Passing Interface (MPI). We verify our implementation of the RBF-FD method with two hyperbolic PDEs on the sphere, and demonstrate up to 9x speedup on a commodity GPU with unoptimized kernel implementations. On a high performance cluster, the method achieves up to 7x speedup for the maximum problem size of 27,556 nodes.
Treatment of late time instabilities in finite difference EMP scattering codes
International Nuclear Information System (INIS)
Time-domain solutions to the finite-differenced Maxwell's equations give rise to several well-known nonphysical propagation anomalies. In particular, when a radiative electric-field look back scheme is employed to terminate the calculation, a high-frequency, growing, numerical instability is introduced. This paper describes the constraints made on the mesh to minimize this instability, and a technique of applying an absorbing sheet to damp out this instability without altering the early time solution. Also described are techniques to extend the data record in the presence of high-frequency noise through application of a low-pass digital filter and the fitting of a damped sinusoid to the late-time tail of the data record. An application of these techniques is illustrated with numerical models of the FB-111 aircraft and the B-52 aircraft in the in-flight refueling configuration using the THREDE finite difference computer code. Comparisons are made with experimental scale model measurements with agreement typically on the order of 3 to 6 dB near the fundamental resonances
Mixed five-point/nine-point finite-difference formulation of multiphase flow in petroleum reservoirs
Energy Technology Data Exchange (ETDEWEB)
Ostebo, B. (Statoil, Stavanger (Norway)); Kazemi, H. (Marathon Oil Co., Petroleum Technology Center, Littleton, CO (United States))
1992-11-01
Nine-point finite-difference formulation of multiphase flow in the x-y pane is well-known to reduce grid-orientation effects. This paper proposes a new implicit pressure, explicit saturation (IMPES) formulation that uses implicit pressures for the customary five points of the x-y grid system, explicit pressures for the four points on the diagonals, and explicit saturations for all nine points. This proposed split-operator scheme produces virtually identical results as the standard nine-point formulation of Yanosik and McCracken, but can be easily implemented in existing five-point simulators without requiring any changes in the commonly used solution algorithms, such as the D-4 Gauss. The use of this new technique should enhance the accuracy of existing large-scale IMPES simulators with little increase in storage requirement or computing time. The method can be used with any set of nine-point coefficients and can be extended to fully implicit simulators.
Accurate finite difference beam propagation method for complex integrated optical structures
DEFF Research Database (Denmark)
Rasmussen, Thomas; Povlsen, JØrn Hedegaard
1993-01-01
A simple and effective finite-difference beam propagation method in a z-varying nonuniform mesh is developed. The accuracy and computation time for this method are compared with a standard finite-difference method for both the 3-D and 2-D versions
International Nuclear Information System (INIS)
An immersed boundary method to achieve the consistency with a desired wall velocity was developed. Existing schemes of immersed boundary methods for incompressible flow violate the wall condition in the discrete equation system during time-advancement. This problem arises from the inconsistency of the pressure with the velocity interpolated to represent the solid wall, which does not coincide with the computational grid. The numerical discrepancy does not become evident in the laminar flow simulation but in the turbulent flow simulation. To eliminate this inconsistency, a modified pressure equation based on the interpolated pressure gradient was derived for the spatial second-order discrete equation system. The conservation of the wall condition, mass, momentum and energy in the present method was theoretically demonstrated. To verify the theory, large eddy simulations for a plane channel, circular pipe and nuclear rod bundle were successfully performed. Both these theoretical and numerical validations improve the reliability and the applicability of the immersed boundary method
Dispersion reducing methods for edge discretizations of the electric vector wave equation
Bokil, V. A.; Gibson, N. L.; Gyrya, V.; McGregor, D. A.
2015-04-01
We present a novel strategy for minimizing the numerical dispersion error in edge discretizations of the time-domain electric vector wave equation on square meshes based on the mimetic finite difference (MFD) method. We compare this strategy, called M-adaptation, to two other discretizations, also based on square meshes. One is the lowest order Nédélec edge element discretization. The other is a modified quadrature approach (GY-adaptation) proposed by Guddati and Yue for the acoustic wave equation in two dimensions. All three discrete methods use the same edge-based degrees of freedom, while the temporal discretization is performed using the standard explicit Leapfrog scheme. To obtain efficient and explicit time stepping methods, the three schemes are further mass lumped. We perform a dispersion and stability analysis for the presented schemes and compare all three methods in terms of their stability regions and phase error. Our results indicate that the method produced by GY-adaptation and the Nédélec method are both second order accurate for numerical dispersion, but differ in the order of their numerical anisotropy (fourth order, versus second order, respectively). The result of M-adaptation is a discretization that is fourth order accurate for numerical dispersion as well as numerical anisotropy. Numerical simulations are provided that illustrate the theoretical results.
Vinh, Hoang; Dwyer, Harry A.; Van Dam, C. P.
1992-01-01
The applications of two CFD-based finite-difference methods to computational electromagnetics are investigated. In the first method, the time-domain Maxwell's equations are solved using the explicit Lax-Wendroff scheme and in the second method, the second-order wave equations satisfying the Maxwell's equations are solved using the implicit Crank-Nicolson scheme. The governing equations are transformed to a generalized curvilinear coordinate system and solved on a body-conforming mesh using the scattered-field formulation. The induced surface current and the bistatic radar cross section are computed and the results are validated for several two-dimensional test cases involving perfectly-conducting scatterers submerged in transverse-magnetic plane waves.
Hoogland, Jiri Kamiel; Hoogland, Jiri; Neumann, Dimitri
2000-01-01
In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite difference scheme to exact solutions of the pricing PDE. This can be done in a very elegant way, due to the fact that in our tradable based formulation there appear no drift terms in the PDE. We construct a mixed scheme based on this idea and apply it to price various types of arithmetic Asian options, as well as plain vanilla options (both european and american style) on stocks paying known cash dividends. We find prices which are accurate to $\\sim 0.1%$ in about 10ms on a Pentium 233MHz computer and to $\\sim 0.001%$ in a second. The scheme can also be used for market conform pricing, by fitting it to observed option prices.
Directory of Open Access Journals (Sweden)
Georgios S. Stamatakos
2009-10-01
Full Text Available The tremendous rate of accumulation of experimental and clinical knowledge pertaining to cancer dictates the development of a theoretical framework for the meaningful integration of such knowledge at all levels of biocomplexity. In this context our research group has developed and partly validated a number of spatiotemporal simulation models of in vivo tumour growth and in particular tumour response to several therapeutic schemes. Most of the modeling modules have been based on discrete mathematics and therefore have been formulated in terms of rather complex algorithms (e.g. in pseudocode and actual computer code. However, such lengthy algorithmic descriptions, although sufficient from the mathematical point of view, may render it difficult for an interested reader to readily identify the sequence of the very basic simulation operations that lie at the heart of the entire model. In order to both alleviate this problem and at the same time provide a bridge to symbolic mathematics, we propose the introduction of the notion of hypermatrix in conjunction with that of a discrete operator into the already developed models. Using a radiotherapy response simulation example we demonstrate how the entire model can be considered as the sequential application of a number of discrete operators to a hypermatrix corresponding to the dynamics of the anatomic area of interest. Subsequently, we investigate the operators’ commutativity and outline the “summarize and jump” strategy aiming at efficiently and realistically address multilevel biological problems such as cancer. In order to clarify the actual effect of the composite discrete operator we present further simulation results which are in agreement with the outcome of the clinical study RTOG 83–02, thus strengthening the reliability of the model developed.
Barucq, Hélène; Calandra, Henri; Diaz, Julien; Ventimiglia, Florent
2013-01-01
Reverse Time Migration (RTM) is one of the most widely used techniques for Seismic Imaging, but it in- duces very high computational cost since it is based on many successive solutions to the full wave equation. High-Order Discontinuous Galerkin Methods (DGM), coupled with High Performance Computing techniques, can be used to solve accurately this equation in complex geophysic media without increasing the computational burden. However, to fully exploit the high-order space discretization, it ...
Directory of Open Access Journals (Sweden)
G. Shapiro
2012-11-01
Full Text Available Results of a sensitivity study are presented from various configurations of the NEMO ocean model in the Black Sea. The standard choices of vertical discretization, viz. z-levels, s-coordinates and enveloped s-coordinates, all show their limitations in the areas of complex topography. Two new hydrid vertical coordinate schemes are presented: the "s-on-top-of-z" and its enveloped version. The hybrid grids use s-coordinates or enveloped s-coordinates in the upper layer, from the sea surface to the depth of the shelf break, and z-coordinates are set below this level. The study is carried out for a number of idealised and real world settings. The hybrid schemes help reduce errors generated by the standard schemes in the areas of steep topography. Results of sensitivity tests with various horizontal diffusion formulations show that the mesoscale activity is better captured with a significantly smaller value of Smagorinsky viscosity coefficient than it was previously suggested.
Popov, Anton; Kaus, Boris
2015-04-01
This software project aims at bringing the 3D lithospheric deformation modeling to a qualitatively different level. Our code LaMEM (Lithosphere and Mantle Evolution Model) is based on the following building blocks: * Massively-parallel data-distributed implementation model based on PETSc library * Light, stable and accurate staggered-grid finite difference spatial discretization * Marker-in-Cell pedictor-corector time discretization with Runge-Kutta 4-th order * Elastic stress rotation algorithm based on the time integration of the vorticity pseudo-vector * Staircase-type internal free surface boundary condition without artificial viscosity contrast * Geodynamically relevant visco-elasto-plastic rheology * Global velocity-pressure-temperature Newton-Raphson nonlinear solver * Local nonlinear solver based on FZERO algorithm * Coupled velocity-pressure geometric multigrid preconditioner with Galerkin coarsening Staggered grid finite difference, being inherently Eulerian and rather complicated discretization method, provides no natural treatment of free surface boundary condition. The solution based on the quasi-viscous sticky-air phase introduces significant viscosity contrasts and spoils the convergence of the iterative solvers. In LaMEM we are currently implementing an approximate stair-case type of the free surface boundary condition which excludes the empty cells and restores the solver convergence. Because of the mutual dependence of the stress and strain-rate tensor components, and their different spatial locations in the grid, there is no straightforward way of implementing the nonlinear rheology. In LaMEM we have developed and implemented an efficient interpolation scheme for the second invariant of the strain-rate tensor, that solves this problem. Scalable efficient linear solvers are the key components of the successful nonlinear problem solution. In LaMEM we have a range of PETSc-based preconditioning techniques that either employ a block factorization of the velocity-pressure matrix, or treat it as a monolithic piece. In particular we have implemented the custom restriction-interpolation operators for the coupled Galerkin multigrid preconditioner. We have found that this type of algorithm is very robust with respect to the high grid resolutions and realistic viscosity variations. The coupled Galerking geometric multigrid implemented with the custom restriction-interpolation operators currently enables LaMEM to run efficiently with the grid sizes up to 1000-cube cells on the IBM Blue Gene/Q machines. This project is funded by ERC Starting Grant 258830 Computer facilities are provided by Jülich supercomputer center (Germany)
DeBonis, James R.
2013-01-01
A computational fluid dynamics code that solves the compressible Navier-Stokes equations was applied to the Taylor-Green vortex problem to examine the code s ability to accurately simulate the vortex decay and subsequent turbulence. The code, WRLES (Wave Resolving Large-Eddy Simulation), uses explicit central-differencing to compute the spatial derivatives and explicit Low Dispersion Runge-Kutta methods for the temporal discretization. The flow was first studied and characterized using Bogey & Bailley s 13-point dispersion relation preserving (DRP) scheme. The kinetic energy dissipation rate, computed both directly and from the enstrophy field, vorticity contours, and the energy spectra are examined. Results are in excellent agreement with a reference solution obtained using a spectral method and provide insight into computations of turbulent flows. In addition the following studies were performed: a comparison of 4th-, 8th-, 12th- and DRP spatial differencing schemes, the effect of the solution filtering on the results, the effect of large-eddy simulation sub-grid scale models, and the effect of high-order discretization of the viscous terms.
Three-dimensional Finite Difference-Time Domain Solution of Dirac Equation
Simicevic, Neven
2008-01-01
The Dirac equation is solved using three-dimensional Finite Difference-Time Domain (FDTD) method. $Zitterbewegung$ and the dynamics of a well-localized electron are used as examples of FDTD application to the case of free electrons.
The finite-difference and finite-element modeling of seismic wave propagation and earthquake motion
International Nuclear Information System (INIS)
Numerical modeling of seismic wave propagation and earthquake motion is an irreplaceable tool in investigation of the Earth's structure, processes in the Earth, and particularly earthquake phenomena. Among various numerical methods, the finite-difference method is the dominant method in the modeling of earthquake motion. Moreover, it is becoming more important in the seismic exploration and structural modeling. At the same time we are convinced that the best time of the finite-difference method in seismology is in the future. This monograph provides tutorial and detailed introduction to the application of the finite-difference, finite-element, and hybrid finite-difference-finite-element methods to the modeling of seismic wave propagation and earthquake motion. The text does not cover all topics and aspects of the methods. We focus on those to which we have contributed. (Author)
Fix, G. J.; Rose, M. E.
1983-01-01
A least squares formulation of the system divu = rho, curlu = zeta is surveyed from the viewpoint of both finite element and finite difference methods. Closely related arguments are shown to establish convergence estimates.
Bauld, N. R., Jr.; Goree, J. G.
1983-01-01
The accuracy of the finite difference method in the solution of linear elasticity problems that involve either a stress discontinuity or a stress singularity is considered. Solutions to three elasticity problems are discussed in detail: a semi-infinite plane subjected to a uniform load over a portion of its boundary; a bimetallic plate under uniform tensile stress; and a long, midplane symmetric, fiber reinforced laminate subjected to uniform axial strain. Finite difference solutions to the three problems are compared with finite element solutions to corresponding problems. For the first problem a comparison with the exact solution is also made. The finite difference formulations for the three problems are based on second order finite difference formulas that provide for variable spacings in two perpendicular directions. Forward and backward difference formulas are used near boundaries where their use eliminates the need for fictitious grid points.
Vibration analysis of rotating turbomachinery blades by an improved finite difference method
Subrahmanyam, K. B.; Kaza, K. R. V.
1985-01-01
The problem of calculating the natural frequencies and mode shapes of rotating blades is solved by an improved finite difference procedure based on second-order central differences. Lead-lag, flapping and coupled bending-torsional vibration cases of untwisted blades are considered. Results obtained by using the present improved theory have been observed to be close lower bound solutions. The convergence has been found to be rapid in comparison with the classical first-order finite difference method. While the computational space and time required by the present approach is observed to be almost the same as that required by the first-order theory for a given mesh size, accuracies of practical interest can be obtained by using the improved finite difference procedure with a relatively smaller matrix size, in contrast to the classical finite difference procedure which requires either a larger matrix or an extrapolation procedure for improvement in accuracy.
Scientific Electronic Library Online (English)
ALBEIRO, ESPINOSA BEDOYA; GERMÁN, SÁNCHEZ TORRES; JOHN WILLIAN, BRANCH BEDOYA.
2013-08-01
Full Text Available En este artículo se desarrolla un nuevo esquema de cuatro puntos para la subdivisión interpolante de curvas basado en la primera derivada discreta (DFDS), el cual, reduce la formación de oscilaciones indeseables que pueden surgir en la curva límite cuando los puntos de control no obedecen a una para [...] metrización uniforme. Se empleó un conjunto de 3000 curvas cuyos puntos de control fueron generados aleatoriamente. Curvas suaves fueron obtenidas tras siete pasos de subdivisión empleando los esquemas DFDS, Cuatro-puntos (4P), Nuevo de cuatro-puntos (N4P), Cuatro-puntos ajustado (T4P) y el Esquema interpolante geométricamente controlado (GC4P). Sobre cada curva suave se evaluó la propiedad de tortuosidad. Un análisis de las distribuciones de frecuencia obtenidas para esta propiedad, empleando la prueba de Kruskal-Wallis, revela que el esquema DFDS posee los menores valores de tortuosidad en un rango más estrecho. Abstract in english This paper develops a new scheme of four points for interpolating curve subdivision based on the discrete first derivative (DFDS), which reduces the apparition of undesirable oscillations that can be formed on the limit curve when the control points do not follow a uniform parameterization. We used [...] a set of 3000 curves whose control points were randomly generated. Smooth curves were obtained after seven steps of subdivision using five schemes DFDS, Four-Point (4P), New four-point (N4P), Tight four-point (T4P) and the geometrically controlled scheme (GC4P). The tortuosity property was evaluated on every smooth curve. An analysis for the frequency distributions of this property using the Kruskal-Wallis test reveals that DFDS scheme has the lowest values in a close range.
Hybrid lattice-Boltzmann and finite-difference simulation of electroosmotic flow in a microchannel
International Nuclear Information System (INIS)
A three-dimensional (3D) transient mathematical model is developed to simulate electroosmotic flows (EOFs) in a homogeneous, square cross-section microchannel, with and without considering the effects of axial pressure gradients. The general governing equations for electroosmotic transport are incompressible Navier-Stokes equations for fluid flow and the nonlinear Poisson-Boltzmann (PB) equation for electric potential distribution within the channel. In the present numerical approach, the hydrodynamic equations are solved using a lattice-Boltzmann (LB) algorithm and the PB equation is solved using a finite-difference (FD) method. The hybrid LB-FD numerical scheme is implemented on an iterative framework solving the system of coupled time-dependent partial differential equations subjected to the pertinent boundary conditions. Transient behavior of the EOF and effects due to the variations of different physicochemical parameters on the electroosmotic velocity profile are investigated. Transport characteristics for the case of combined electroosmotic- and pressure-driven microflows are also examined with the present model. For the sake of comparison, the cases of both favorable and adverse pressure gradients are considered. EOF behaviors of the non-Newtonian fluid are studied through implementation of the power-law model in the 3D LB algorithm devised for the fluid flow analysis. Numerical simulations reveal that the rheological characteristic of the fluid changes the EOF pattern to a considerable extent and can have significant consequences in the design of electroosmotically actuated bio-microfluidic systems. To improve the performance of the numerical solver, the proposed algorithm is implemented for parallel computing architectures and the overall parallel performance is found to improve with the number of processors.
Stochastic finite difference lattice Boltzmann method for steady incompressible viscous flows
International Nuclear Information System (INIS)
With the advent of state-of-the-art computers and their rapid availability, the time is ripe for the development of efficient uncertainty quantification (UQ) methods to reduce the complexity of numerical models used to simulate complicated systems with incomplete knowledge and data. The spectral stochastic finite element method (SSFEM) which is one of the widely used UQ methods, regards uncertainty as generating a new dimension and the solution as dependent on this dimension. A convergent expansion along the new dimension is then sought in terms of the polynomial chaos system, and the coefficients in this representation are determined through a Galerkin approach. This approach provides an accurate representation even when only a small number of terms are used in the spectral expansion; consequently, saving in computational resource can be realized compared to the Monte Carlo (MC) scheme. Recent development of a finite difference lattice Boltzmann method (FDLBM) that provides a convenient algorithm for setting the boundary condition allows the flow of Newtonian and non-Newtonian fluids, with and without external body forces to be simulated with ease. Also, the inherent compressibility effect in the conventional lattice Boltzmann method, which might produce significant errors in some incompressible flow simulations, is eliminated. As such, the FDLBM together with an efficient UQ method can be used to treat incompressible flows with built in uncertainty, such as blood flow in stenosed arteries. The objective of this paper is to develop a stochastic numerical solver for steady incompressible viscous flows by combining the FDLBM with a SSFEM. Validation against MC solutions of channel/Couette, driven cavity, and sudden expansion flows are carried out.
DEVELOPMENT OF FINITE DIFFERENCE METHOD APPLIED TO CONSOLIDATION ANALYSIS OF EMBANKMENTS
Vipman Tandjiria
1999-01-01
This study presents the development of the finite difference method applied to consolidation analysis of embankments. To analyse the consolidation of the embankment as real as possible, the finite difference method in two dimensional directions was performed. Existing soils under embankments have varying stresses due to stress history and geological background. Therefore, Skempton’s parameter “A” which is a function of vertical stresses was taken into account in this study. Two case studies w...
Czekaj, L; Chhajlany, R W; Horodecki, P
2011-01-01
Superadditivity effects in the classical capacity of discrete multi-access channels (MACs) and continuous variable (CV) Gaussian MACs are analysed. New examples of the manifestation of superadditivity in the discrete case are provided including, in particular, a channel which is fully symmetric with respect to all senders. Furthermore, we consider a class of channels for which {\\it input entanglement across more than two copies of the channels is necessary} to saturate the asymptotic rate of transmission from one of the senders to the receiver. The 5-input entanglement of Shor error correction codewords surpass the capacity attainable by using arbitrary two-input entanglement for these channels. In the CV case, we consider the properties of the two channels (a beam-splitter channel and a "non-demolition" XP gate channel) analyzed in [Czekaj {\\it et al.}, Phys. Rev. A {\\bf 82}, 020302 (R) (2010)] in greater detail and also consider the sensitivity of capacity superadditivity effects to thermal noise. We observ...
Prokopidis, Konstantinos P
2013-01-01
A novel 3-D higher-order finite-difference time-domain framework with complex frequency-shifted perfectly matched layer for the modeling of wave propagation in cold plasma is presented. Second- and fourth-order spatial approximations are used to discretize Maxwell's curl equations and a uniaxial perfectly matched layer with the complex frequency-shifted equations is introduced to terminate the computational domain. A numerical dispersion study of second- and higher-order techniques is elaborated and their stability criteria are extracted for each scheme. Comparisons with analytical solutions verify the accuracy of the proposed methods and the low dispersion error of the higher-order schemes.
A convergent scheme for Hamilton-Jacobi equations on a junction: application to traffic
Costeseque, Guillaume; Lebacque, Jean-Patrick; Monneau, Régis
2013-01-01
In this paper, we consider first order Hamilton-Jacobi (HJ) equations posed on a ``junction'', that is to say the union of a finite number of half-lines with a unique common point. For this continuous HJ problem, we propose a finite difference scheme and prove two main results. As a first result, we show bounds on the discrete gradient and time derivative of the numerical solution. Our second result is the convergence (for a subsequence) of the numerical solution towards a v...
High resolution schemes for hyperbolic conservation laws
Energy Technology Data Exchange (ETDEWEB)
Harten, A. [Tel-Aviv Univ., Ramat Aviv (Israel)]|[New York Univ., New York City, NY (United States)
1997-08-01
A class of new explicit second order accurate finite difference schemes for the computation of weak solutions of hyperbolic conservation laws is presented. These highly nonlinear schemes are obtained by applying a nonoscillatory first order accurate scheme to an appropriately modified flux function. The so-derived second order accurate schemes achieve high resolution while preserving the robustness of the original nonoscillatory first order accurate scheme. Numerical experiments are presented to demonstrate the performance of these new schemes. 19 refs., 9 figs.
High resolution schemes for hyperbolic conservation laws
Energy Technology Data Exchange (ETDEWEB)
Harten, A.
1983-03-01
A class of new explicit second order accurate finite difference schemes for the computation of weak solutions of hyperbolic conservation laws is presented. These highly nonlinear schemes are obtained by applying a nonoscillatory first order accurate scheme to an apppropriately modified flux function. The so-derived second order accurate schemes achieve high resolution while preserving the robustness of the original nonoscillatory first order accurate scheme. Numerical experiments are presented to demonstrate the performance of these new schemes.
High Resolution Schemes for Hyperbolic Conservation Laws
Harten, Ami
1997-08-01
A class of new explicit second order accurate finite difference schemes for the computation of weak solutions of hyperbolic conservation laws is presented. These highly nonlinear schemes are obtained by applying a nonoscillatory first order accurate scheme to an appropriately modified flux function. The so-derived second order accurate schemes achieve high resolution while preserving the robustness of the original nonoscillatory first order accurate scheme. Numerical experiments are presented to demonstrate the performance of these new schemes.
Li, X. H.; Du, H. J.; Liu, B.
2006-08-01
Least-squares finite difference (LSFD) method, one of mesh-free methods, is used to solve slider air bearings problem through discritizing the generalized Reynolds equation into nonlinear systems of algebraic equations. Two approximation schemes for the linearization of these equations are presented and compared. And, some new techniques to search supporting points for the reference node in the mesh-free method were proposed and explored. Therefore, these improvements eliminate some potential limitation of the LSFD method previously published and further facilitate its employment in complex slider models. Advanced step slider as an example of negative pressure sliders is simulated and verified using the improved LSFD mesh-free method in head disk systems.
Iwase, Shigeru; Ono, Tomoya
2015-01-01
We propose an efficient procedure to obtain Green's functions by combining the shifted conjugate orthogonal conjugate gradient (shifted COCG) method with the nonequilibrium Green's function (NEGF) method based on a real-space finite-difference (RSFD) approach. The bottleneck of the computation in the NEGF scheme is matrix inversion of the Hamiltonian including the self-energy terms of electrodes to obtain perturbed Green's function in the transition region. This procedure first computes unperturbed Green's functions and calculates perturbed Green's functions from the unperturbed ones using a mathematically strict relation. Since the matrices to be inverted to obtain the unperturbed Green's functions are sparse, complex-symmetric and shifted for a given set of sampling energy points, we can use the shifted COCG method, in which once the Green's function for a reference energy point has been calculated, the Green's functions for the other energy points can be obtained with a moderate computational cost. We calc...
A modified symplectic scheme for seismic wave modeling
Liu, Shaolin; Li, Xiaofan; Wang, Wenshuai; Xu, Ling; Li, Bingfei
2015-05-01
Symplectic integrators are well known for their excellent performance in solving partial differential equation of dynamical systems because they are capable of preserving some conservative properties of dynamic equations. However, there are not enough high-order, for example third-order symplectic schemes, which are suitable for seismic wave equations. Here, we propose a strategy to construct a symplectic scheme that is based on a so-called high-order operator modification method. We first employ a conventional two-stage Runge-Kutta-Nyström (RKN) method to solve the ordinary differential equations, which are derived from the spatial discretization of the seismic wave equations. We then add a high-order term to the RKN method. Finally, we obtain a new third-order symplectic scheme with all positive symplectic coefficients, and it is defined based on the order condition, the symplectic condition, the stability condition and the dispersion relation. It is worth noting that the new scheme is independent of the spatial discretization type used, and we simply apply some finite difference operators to approximate the spatial derivatives of the isotropic elastic equations for a straightforward discussion. For the theoretical analysis, we obtain the semi-analytic stability conditions of our scheme with various orders of spatial approximation. The stability and dispersion properties of our scheme are also compared with conventional schemes to illustrate the favorable numerical behaviors of our scheme in terms of precision, stability and dispersion characteristics. Finally, three numerical experiments are employed to further demonstrate the validity of our method. The modified strategy that is proposed in this paper can be used to construct other explicit symplectic schemes.
Chang, Sin-Chung
1987-01-01
The validity of the modified equation stability analysis introduced by Warming and Hyett was investigated. It is shown that the procedure used in the derivation of the modified equation is flawed and generally leads to invalid results. Moreover, the interpretation of the modified equation as the exact partial differential equation solved by a finite-difference method generally cannot be justified even if spatial periodicity is assumed. For a two-level scheme, due to a series of mathematical quirks, the connection between the modified equation approach and the von Neuman method established by Warming and Hyett turns out to be correct despite its questionable original derivation. However, this connection is only partially valid for a scheme involving more than two time levels. In the von Neumann analysis, the complex error multiplication factor associated with a wave number generally has (L-1) roots for an L-level scheme. It is shown that the modified equation provides information about only one of these roots.
Directory of Open Access Journals (Sweden)
Abdur Shahid
2012-09-01
Full Text Available Digital watermarking is the process to hide digital pattern directly into a digital content. Digital watermarking techniques are used to address digital rights management, protect information and conceal secrets. An invisible non-blind watermarking approach for gray scale images is proposed in this paper. The host image is decomposed into 3-levels using Discrete Wavelet Transform. Based on the parent-child relationship between the wavelet coefficients the Set Partitioning in Hierarchical Trees (SPIHT compression algorithm is performed on the LH3, LH2, HL3 and HL2 subbands to find out the significant coefficients. The most significant coefficients of LH2 and HL2 bands are selected to embed a binary watermark image. The selected significant coefficients are modulated using Noise Visibility Function, which is considered as the best strength to ensure better imperceptibility. The approach is tested against various image processing attacks such as addition of noise, filtering, cropping, JPEG compression, histogram equalization and contrast adjustment. The experimental results reveal the high effectiveness of the method.
Deubelbeiss, Y.; Kaus, B. J.
2007-12-01
Numerical modeling of geodynamic processes typically requires the solution of the Stokes equations for creeping, highly viscous flows. Since material properties such as effective viscosity of rocks can vary many orders of magnitudes over small spatial scales, the Stokes solver needs to be robust even in the case of highly variable viscosity. Currently, a number of different techniques (e.g. finite element, finite difference and spectral methods) are in use by different authors. Benchmark studies indicate that the accuracy of the velocity solution is satisfying for most methods. The accuracy of deviatoric stresses and pressures, however, is typically less than that of velocities. In the case of highly varying viscosity, some methods even result in oscillating pressures. Over recent years there has been an increased demand for accurate pressures. E.g. melt migration through compacting, two- phase flow materials requires solving equations for the fluid and the solid matrix. Shear-localization in partially molten rocks couples moving fluid within a deforming solid. Therefore it is necessary to have accurate knowledge of pressures, which feed back to the solution. It becomes increasingly important to understand the accuracy of numerical methods for Stokes flow in the presence of large variations in material properties. The objective of this study is therefore to evaluate the accuracy of the pressure solution for a number of numerical techniques. Thereby, we make use of a 2-D analytical solution for the stress distribution inside and around a viscous inclusion in a matrix of different viscosity subjected to pure-shear boundary conditions. Furthermore, numerical simulations have been compared with the analytical solution for density-driven flow (Rayleigh-Taylor instabilities). Results are presented for a staggered grid velocity- pressure finite difference method, a stream function finite difference method and a rotated staggered grid velocity- pressure finite difference method. The staggered grid and stream function formulations require viscosities to be defined both at center and at corner points of control volumes, while the rotated staggered grid finite difference method only requires viscosity defined at center points. We demonstrate that the manner in which viscosities are defined at these locations is of extreme importance for the accuracy of the overall solution. The problem is investigated by studying a simple physical quasi 1-D model with a contact of two media representing the contact between an inclusion embedded in a matrix (2-D case). Analytically and numerically, it is demonstrated that viscosity interpolation using harmonic averaging yields the best results. 2-D numerical results for the above mentioned setups show that for different interpolation methods the errors can vary one order of magnitude. Accuracy of velocity solutions are more than half an order of magnitude better than pressure solutions. The Rayleigh-Taylor instability test, on the other hand, has a weaker sensitivity to viscosity interpolation methods. Results are mainly dependent on the manner in which density is interpolated, which is the driving force in this system. Differences between the three numerical schemes for both setups are secondary compared to the effect of the viscosity interpolation. The best averaging method, for the setups studied here, is a geometric- harmonic averaging of viscosity and an arithmetic averaging of density.
Iturrarán-Viveros, Ursula; Molero, Miguel
2013-07-01
This paper presents an implementation of a 2.5-D finite-difference (FD) code to model acoustic full waveform monopole logging in cylindrical coordinates accelerated by using the new parallel computing devices (PCDs). For that purpose we use the industry open standard Open Computing Language (OpenCL) and an open-source toolkit called PyOpenCL. The advantage of OpenCL over similar languages is that it allows one to program a CPU (central processing unit) a GPU (graphics processing unit), or multiple GPUs and their interaction among them and with the CPU, or host device. We describe the code and give a performance test in terms of speed using six different computing devices under different operating systems. A maximum speedup factor over 34.2, using the GPU is attained when compared with the execution of the same program in parallel using a CPU quad-core. Furthermore, the results obtained with the finite differences are validated using the discrete wavenumber method (DWN) achieving a good agreement. To provide the Geoscience and the Petroleum Science communities with an open tool for numerical simulation of full waveform sonic logs that runs on the PCDs, the full implementation of the 2.5-D finite difference with PyOpenCL is included.
A Nonstandard Dynamically Consistent Numerical Scheme Applied to Obesity Dynamics
Directory of Open Access Journals (Sweden)
Gilberto González-Parra
2008-12-01
Full Text Available The obesity epidemic is considered a health concern of paramount importance in modern society. In this work, a nonstandard finite difference scheme has been developed with the aim to solve numerically a mathematical model for obesity population dynamics. This interacting population model represented as a system of coupled nonlinear ordinary differential equations is used to analyze, understand, and predict the dynamics of obesity populations. The construction of the proposed discrete scheme is developed such that it is dynamically consistent with the original differential equations model. Since the total population in this mathematical model is assumed constant, the proposed scheme has been constructed to satisfy the associated conservation law and positivity condition. Numerical comparisons between the competitive nonstandard scheme developed here and Euler's method show the effectiveness of the proposed nonstandard numerical scheme. Numerical examples show that the nonstandard difference scheme methodology is a good option to solve numerically different mathematical models where essential properties of the populations need to be satisfied in order to simulate the real world.
3D Staggered-Grid Finite-Difference Simulation of Acoustic Waves in Turbulent Moving Media
Symons, N. P.; Aldridge, D. F.; Marlin, D.; Wilson, D. K.; Sullivan, P.; Ostashev, V.
2003-12-01
Acoustic wave propagation in a three-dimensional heterogeneous moving atmosphere is accurately simulated with a numerical algorithm recently developed under the DOD Common High Performance Computing Software Support Initiative (CHSSI). Sound waves within such a dynamic environment are mathematically described by a set of four, coupled, first-order partial differential equations governing small-amplitude fluctuations in pressure and particle velocity. The system is rigorously derived from fundamental principles of continuum mechanics, ideal-fluid constitutive relations, and reasonable assumptions that the ambient atmospheric motion is adiabatic and divergence-free. An explicit, time-domain, finite-difference (FD) numerical scheme is used to solve the system for both pressure and particle velocity wavefields. The atmosphere is characterized by 3D gridded models of sound speed, mass density, and the three components of the wind velocity vector. Dependent variables are stored on staggered spatial and temporal grids, and centered FD operators possess 2nd-order and 4th-order space/time accuracy. Accurate sound wave simulation is achieved provided grid intervals are chosen appropriately. The gridding must be fine enough to reduce numerical dispersion artifacts to an acceptable level and maintain stability. The algorithm is designed to execute on parallel computational platforms by utilizing a spatial domain-decomposition strategy. Currently, the algorithm has been validated on four different computational platforms, and parallel scalability of approximately 85% has been demonstrated. Comparisons with analytic solutions for uniform and vertically stratified wind models indicate that the FD algorithm generates accurate results with either a vanishing pressure or vanishing vertical-particle velocity boundary condition. Simulations are performed using a kinematic turbulence wind profile developed with the quasi-wavelet method. In addition, preliminary results are presented using high-resolution 3D dynamic turbulent flowfields generated by a large-eddy simulation model of a stably stratified planetary boundary layer. Sandia National Laboratories is a operated by Sandia Corporation, a Lockheed Martin Company, for the USDOE under contract 94-AL85000.
Flood routing using finite differences and the fourth order Runge-Kutta method
International Nuclear Information System (INIS)
The Saint-Venant continuity and momentum equations are solved numerically by discretising the time variable using finite differences and then the Runge-Kutta method is employed to solve the resulting ODE. A model of the Rufiji river downstream on the proposed Stiegler Gourge Dam is used to provide numerical results for comparison. The present approach is found to be superior to an earlier analysis using finite differences in both space and time. Moreover, the steady and unsteady flow analyses give almost identical predictions for the stage downstream provided that the variations of the discharge and stage upstream are small. (author)
Introduction to the Finite-Difference Time-Domain (FDTD) Method for Electromagnetics
Gedney, Stephen
2011-01-01
Introduction to the Finite-Difference Time-Domain (FDTD) Method for Electromagnetics provides a comprehensive tutorial of the most widely used method for solving Maxwell's equations -- the Finite Difference Time-Domain Method. This book is an essential guide for students, researchers, and professional engineers who want to gain a fundamental knowledge of the FDTD method. It can accompany an undergraduate or entry-level graduate course or be used for self-study. The book provides all the background required to either research or apply the FDTD method for the solution of Maxwell's equations to p
Developments in the simulation of separated flows using finite difference methods
Steger, J. L.; Van Dalsem, W. R.
1985-01-01
Compressible viscous flow simulation using finite difference Navier-Stokes and viscous-inviscid interaction methods is described. Recent developments are reviewed that significantly improve the computational efficiency of approximately factored implicit Navier-Stokes algorithms. Compared to Navier-Stokes codes, modern viscous-inviscid interaction codes are more computationally efficient, but have restricted application and are more complicated to program. Therefore, less efficient but more general viscous-inviscid interaction methods are investigated that use forcing functions instead of boundary condition matching, and a simple, direct/inverse, three-dimensional, finite-difference, boundary layer code is presented.
Determination of electromagnetic cavity modes using the Finite Difference Frequency-Domain Method
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J. Manzanares-Martínez
2010-05-01
Full Text Available In this communication we propose a numerical determination of the electromagnetic modes in a cavity by using the Finite Difference Frequency-Domain Method. We first derive the analytical solution of the system and subsequently we introduce the numerical approximation. The cavity modes are obtained by solving an eigenvalue equation where the eigenvectors describe the eigenfunctions on the real space. It is found that this finite difference method can efficiently and accurately determine the resonance modes of the cavity with a small amount of numerical calculation.
International Nuclear Information System (INIS)
A useful computer simulation method based on the explicit finite-difference technique can be used to address transient dynamic situations associated with nuclear reactor design and analysis. An introduction to explicit finite-difference technology, the theoretical background (physical and numerical) a review of some explicit codes, a discussion of nuclear reactor applications, and a brief description of EPRI's STEALTH codes are presented. STEALTH computer code manuals are available which describe the numerical equations, programming architecture, input conventions, sample and verification problems, and plotting system. The STEALTH codes are based entirely on the published technology of the Lawrence Livermore Laboratory (LLL), Livermore, California, and Sandia Laboratories, Albuquerque, New Mexico
Directory of Open Access Journals (Sweden)
Vineet K. Srivastava
2013-12-01
Full Text Available This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM, for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers’ equation.
Energy Technology Data Exchange (ETDEWEB)
Srivastava, Vineet K., E-mail: vineetsriiitm@gmail.com [ISRO Telemetry, Tracking and Command Network (ISTRAC), Bangalore-560058 (India); Awasthi, Mukesh K. [Department of Mathematics, University of Petroleum and Energy Studies, Dehradun-248007 (India); Singh, Sarita [Department of Mathematics, WIT- Uttarakhand Technical University, Dehradun-248007 (India)
2013-12-15
This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM), for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers’ equation.
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Lindemberg Lima Fernandes
2009-03-01
Full Text Available Este trabalho tem por objetivo apresentar os resultados da modelagem sísmica em meios com fortes descontinuidades de propriedades físicas, com ênfase na existência de difrações e múltiplas reflexões, tendo a Bacia do Amazonas como referência à modelagem. As condições de estabilidade e de fronteiras utilizadas no cálculo do campo de ondas sísmicas foram analisadas numericamente pelo método das diferenças finitas, visando melhor compreensão e controle da interpretação de dados sísmicos. A geologia da Bacia do Amazonas é constituída por rochas sedimentares depositadas desde o Ordoviciano até o Recente que atingem espessuras da ordem de 5 km. Os corpos de diabásio, presentes entre os sedimentos paleozóicos, estão dispostos na forma de soleiras, alcançam espessuras de centenas de metros e perfazem um volume total de aproximadamente 90000 Km³. A ocorrência de tais estruturas é responsável pela existência de reflexões múltiplas durante a propagação da onda sísmica o que impossibilita melhor interpretação dos horizontes refletores que se encontram abaixo destas soleiras. Para representar situações geológicas desse tipo foram usados um modelo (sintético acústico de velocidades e um código computacional elaborado via método das diferenças finitas com aproximação de quarta ordem no espaço e no tempo da equação da onda. A aplicação dos métodos de diferenças finitas para o estudo de propagação de ondas sísmicas melhorou a compreensão sobre a propagação em meios onde existem heterogeneidades significativas, tendo como resultado boa resolução na interpretação dos eventos de reflexão sísmica em áreas de interesse. Como resultado dos experimentos numéricos realizados em meio de geologia complexa, foi observada a influência significativa das reflexões múltiplas devido à camada de alta velocidade, isto provocou maior perda de energia e dificultou a interpretação dos alvos. Por esta razão recomenda-se a integração de dados de superfície com os de poço, com o objetivo de obter melhor imagem dos alvos abaixo das soleiras de diabásio.This paper discusses the seismic modeling in medium with strong discontinuities in its physical properties. The approach takes in consideration the existences diffractions and multiple reflections in the analyzed medium, which, at that case, is the Amazon Basin. The stability and boundary conditions of modeling were analyzed by the method of the finite differences. Sedimentary rocks deposited since the Ordovician to the present, reaching depth up to 5 Km. The bodies of diabasic between the paleozoic sediments are layers reaching thickness of hundred meters, which add to 90.000 km3, form the geology of the Amazon Basin. The occurrence of these structures is responsible for multiple reflections during the propagation of the seismic waves, which become impossible a better imaging of horizons located bellow the layers. The representation this geological situation was performed an (synthetic acoustic velocity model. The numerical discretization scheme is based in a fourth order approximation of the acoustic wave equation in space and time The understanding of the wave propagation heterogeneous medium has improved for the application of the finite difference method. The method achieves a good resolution in the interpretation of seismic reflection events. The numerical results discusses in this paper have allowed to observed the influence of the multiple reflection in a high velocity layer. It increase a loss of energy and difficult the interpretation of the target. For this reason the integration of surface data with the well data is recommended, with the objective to get one better image of the targets below of the diabasic layer.
Scientific Electronic Library Online (English)
Lindemberg Lima, Fernandes; João Carlos Ribeiro, Cruz; Claudio José Cavalcante, Blanco; Ana Rosa Baganha, Barp.
2009-03-01
Full Text Available Este trabalho tem por objetivo apresentar os resultados da modelagem sísmica em meios com fortes descontinuidades de propriedades físicas, com ênfase na existência de difrações e múltiplas reflexões, tendo a Bacia do Amazonas como referência à modelagem. As condições de estabilidade e de fronteiras [...] utilizadas no cálculo do campo de ondas sísmicas foram analisadas numericamente pelo método das diferenças finitas, visando melhor compreensão e controle da interpretação de dados sísmicos. A geologia da Bacia do Amazonas é constituída por rochas sedimentares depositadas desde o Ordoviciano até o Recente que atingem espessuras da ordem de 5 km. Os corpos de diabásio, presentes entre os sedimentos paleozóicos, estão dispostos na forma de soleiras, alcançam espessuras de centenas de metros e perfazem um volume total de aproximadamente 90000 Km³. A ocorrência de tais estruturas é responsável pela existência de reflexões múltiplas durante a propagação da onda sísmica o que impossibilita melhor interpretação dos horizontes refletores que se encontram abaixo destas soleiras. Para representar situações geológicas desse tipo foram usados um modelo (sintético) acústico de velocidades e um código computacional elaborado via método das diferenças finitas com aproximação de quarta ordem no espaço e no tempo da equação da onda. A aplicação dos métodos de diferenças finitas para o estudo de propagação de ondas sísmicas melhorou a compreensão sobre a propagação em meios onde existem heterogeneidades significativas, tendo como resultado boa resolução na interpretação dos eventos de reflexão sísmica em áreas de interesse. Como resultado dos experimentos numéricos realizados em meio de geologia complexa, foi observada a influência significativa das reflexões múltiplas devido à camada de alta velocidade, isto provocou maior perda de energia e dificultou a interpretação dos alvos. Por esta razão recomenda-se a integração de dados de superfície com os de poço, com o objetivo de obter melhor imagem dos alvos abaixo das soleiras de diabásio. Abstract in english This paper discusses the seismic modeling in medium with strong discontinuities in its physical properties. The approach takes in consideration the existences diffractions and multiple reflections in the analyzed medium, which, at that case, is the Amazon Basin. The stability and boundary conditions [...] of modeling were analyzed by the method of the finite differences. Sedimentary rocks deposited since the Ordovician to the present, reaching depth up to 5 Km. The bodies of diabasic between the paleozoic sediments are layers reaching thickness of hundred meters, which add to 90.000 km3, form the geology of the Amazon Basin. The occurrence of these structures is responsible for multiple reflections during the propagation of the seismic waves, which become impossible a better imaging of horizons located bellow the layers. The representation this geological situation was performed an (synthetic) acoustic velocity model. The numerical discretization scheme is based in a fourth order approximation of the acoustic wave equation in space and time The understanding of the wave propagation heterogeneous medium has improved for the application of the finite difference method. The method achieves a good resolution in the interpretation of seismic reflection events. The numerical results discusses in this paper have allowed to observed the influence of the multiple reflection in a high velocity layer. It increase a loss of energy and difficult the interpretation of the target. For this reason the integration of surface data with the well data is recommended, with the objective to get one better image of the targets below of the diabasic layer.
Iwase, Shigeru; Hoshi, Takeo; Ono, Tomoya
2015-06-01
We propose an efficient procedure to obtain Green's functions by combining the shifted conjugate orthogonal conjugate gradient (shifted COCG) method with the nonequilibrium Green's function (NEGF) method based on a real-space finite-difference (RSFD) approach. The bottleneck of the computation in the NEGF scheme is matrix inversion of the Hamiltonian including the self-energy terms of electrodes to obtain the perturbed Green's function in the transition region. This procedure first computes unperturbed Green's functions and calculates perturbed Green's functions from the unperturbed ones using a mathematically strict relation. Since the matrices to be inverted to obtain the unperturbed Green's functions are sparse, complex-symmetric, and shifted for a given set of sampling energy points, we can use the shifted COCG method, in which once the Green's function for a reference energy point has been calculated the Green's functions for the other energy points can be obtained with a moderate computational cost. We calculate the transport properties of a C60@(10,10) carbon nanotube (CNT) peapod suspended by (10,10)CNTs as an example of a large-scale transport calculation. The proposed scheme opens the possibility of performing large-scale RSFD-NEGF transport calculations using massively parallel computers without the loss of accuracy originating from the incompleteness of the localized basis set.
Li, Hong; Zhang, Wei; Zhang, Zhenguo; Chen, Xiaofei
2015-07-01
A discontinuous grid finite-difference (FD) method with non-uniform time step Runge-Kutta scheme on curvilinear collocated-grid is developed for seismic wave simulation. We introduce two transition zones: a spatial transition zone and a temporal transition zone, to exchange wavefield across the spatial and temporal discontinuous interfaces. A Gaussian filter is applied to suppress artificial numerical noise caused by down-sampling the wavefield from the finer grid to the coarser grid. We adapt the non-uniform time step Runge-Kutta scheme to a discontinuous grid FD method for further increasing the computational efficiency without losing the accuracy of time marching through the whole simulation region. When the topography is included in the modelling, we carry out the discontinuous grid method on a curvilinear collocated-grid to obtain a sufficiently accurate free-surface boundary condition implementation. Numerical tests show that the proposed method can sufficiently accurately simulate the seismic wave propagation on such grids and significantly reduce the computational resources consumption with respect to regular grids.
Saravi, Masoud; Hermann, Martin; Khah, Hadi Ebrahimi
2013-02-01
This paper deals with the determination of maximum beam deflection using homotopy perturbation method (HPM) and finite difference method (FDM). By providing some examples, we compare the results with exact solutions and conclude that HPM is more accurate, more stable and effective and can therefore be found widely applicable in structrue engineering.
Finite Difference-Time Domain solution of Dirac equation and the Klein Paradox
Simicevic, Neven
2009-01-01
The time-dependent Dirac equation is solved using the three-dimensional Finite Difference-Time Domain (FDTD) method. The dynamics of the electron wave packet in a scalar potential is studied in the arrangements associated with the Klein paradox: potential step barriers and linear potentials. No Klein paradox is observed.
A finite-difference calculation of point defect migration into a dislocation loop
International Nuclear Information System (INIS)
A finite-difference calculation was carried out of the point defect flux from a surrounding spherical reservoir to a dislocation loop. Computations were done using material parameters pertinent to zirconium. The results were used to comment on the accuracy and range of applicability of some results in the literature. (auth)
Hamid, Mohd Rosli A.; Ahmad, Rokiah@Rozita; Din, Ummul Khair Salma; Ismail, Azman
2014-09-01
In this research, an modifiedsecond derivative multistep methods are constructed to solve ordinary differential equations (ODE). The idea of modification is based on central finite difference in order to get a new coefficient of the method. Numerical results are presented to illustrate the accuracy and efficiency of the modified method.
Finite-difference, spectral and Galerkin methods for time-dependent problems
Tadmor, E.
1983-01-01
Finite difference, spectral and Galerkin methods for the approximate solution of time dependent problems are surveyed. A unified discussion on their accuracy, stability and convergence is given. In particular, the dilemma of high accuracy versus stability is studied in some detail.
International Nuclear Information System (INIS)
The reactor code PUMA, developed in CNEA, simulates nuclear reactors discretizing space in finite difference elements. Core representation is performed by means a cylindrical mesh, but the reactor channels are arranged in an hexagonal lattice. That is why a mapping using volume intersections must be used. This spatial treatment is the reason of an overestimation of the control rod reactivity values, which must be adjusted modifying the incremental cross sections. Also, a not very good treatment of the continuity conditions between core and reflector leads to an overestimation of channel power of the peripherical fuel elements between 5 to 8 per cent. Another code, DELFIN, developed also in CNEA, treats the spatial discretization using heterogeneous finite elements, allowing a correct treatment of the continuity of fluxes and current among elements and a more realistic representation of the hexagonal lattice of the reactor. A comparison between results obtained using both methods in done in this paper. (author). 4 refs., 3 figs
DEFF Research Database (Denmark)
Bieniasz, Leslaw K.; Østerby, Ole
1995-01-01
The stepwise numerical stability of the Saul'yev finite difference discretization of an example diffusional initial boundary value problem from electrochemical kinetics has been investigated using the matrix method of stability analysis. Special attention has been paid to the effect of the discretization of the mixed, linear boundary condition on stability, assuming the two-point, forward-difference approximation for the gradient at the left boundary (electrode). Criteria regulating the error growth in time have been identified. In particular it has been shown that, in contrast to the claims of unconditional stability of the Saul'yev algorithms, reported in the literature, the left-right variant of the Saul'yev algorithm becomes unstable for large values of the dimensionless diffusion parameter ? = ?t/h2, under mixed boundary conditions. This limitation is not, however, severe for most practical applications.
Energy Technology Data Exchange (ETDEWEB)
Dattoli, Giuseppe; Torre, Amalia [ENEA, Centro Ricerche Frascati, Rome (Italy). Dipt. Innovazione; Ottaviani, Pier Luigi [ENEA, Centro Ricerche Bologna (Italy); Vasquez, Luis [Madris, Univ. Complutense (Spain). Dept. de Matemateca Aplicado
1997-10-01
The finite-difference based integration method for evolution-line equations is discussed in detail and framed within the general context of the evolution operator picture. Exact analytical methods are described to solve evolution-like equations in a quite general physical context. The numerical technique based on the factorization formulae of exponential operator is then illustrated and applied to the evolution-operator in both classical and quantum framework. Finally, the general view to the finite differencing schemes is provided, displaying the wide range of applications from the classical Newton equation of motion to the quantum field theory.
Oberman, Adam M.; Salvador, Tiago
2014-01-01
We build a simple and general class of finite difference schemes for first order Hamilton-Jacobi (HJ) Partial Differential Equations. These filtered schemes are convergent to the unique viscosity solution of the equation. The schemes are accurate: we implement second, third and fourth order accurate schemes in one dimension and second order accurate schemes in two dimensions, indicating how to build higher order ones. They are also explicit, which means they can be solved us...
Finite difference methods for transient signal propagation in stratified dispersive media
Lam, D. H.
1975-01-01
Explicit difference equations are presented for the solution of a signal of arbitrary waveform propagating in an ohmic dielectric, a cold plasma, a Debye model dielectric, and a Lorentz model dielectric. These difference equations are derived from the governing time-dependent integro-differential equations for the electric fields by a finite difference method. A special difference equation is derived for the grid point at the boundary of two different media. Employing this difference equation, transient signal propagation in an inhomogeneous media can be solved provided that the medium is approximated in a step-wise fashion. The solutions are generated simply by marching on in time. It is concluded that while the classical transform methods will remain useful in certain cases, with the development of the finite difference methods described, an extensive class of problems of transient signal propagating in stratified dispersive media can be effectively solved by numerical methods.
Abert, Claas; Bruckner, Florian; Satz, Armin; Suess, Dieter
2014-01-01
We implement an efficient energy-minimization algorithm for finite-difference micromagnetics that proofs especially usefull for the computation of hysteresis loops. Compared to results obtained by time integration of the Landau-Lifshitz-Gilbert equation, a speedup of up to two orders of magnitude is gained. The method is implemented in a finite-difference code running on CPUs as well as GPUs. This setup enables us to compute accurate hysteresis loops of large systems with a reasonable computational efford. As a benchmark we solve the {\\mu}Mag Standard Problem #1 with a high spatial resolution and compare the results to the solution of the Landau-Lifshitz-Gilbert equation in terms of accuracy and computing time.
Directory of Open Access Journals (Sweden)
Leiwei Lin
2013-01-01
Full Text Available This study develops a model of finite-difference equations heat distribution of designing brownie production pans and shows the distribution of heat across the outer edge of a pan of different shapes, including rectangular, circular and other shapes. The main task is to improve the utilization rate of the area and make the heat distributed evenly. The combined shape is “positive n polygon+round corner” and the differential equation for heat conduction is established according to Fourier's law. The Finite-Difference Method and Gauss-Seidel Iteration are applied to solve the equation. This study has also calculated the maximum number of pans and the utilization rate of the area using Permutation and Combination. Then a quantitative model of the shape optimization is presented. Finally, the conclusion is that the best type of pan is Round Corner Square. And a novel idea about the shape like “8” is put forward.
Wind Turbine Micrositing: Comparison of Finite Difference Method and Computational Fluid Dynamics
Directory of Open Access Journals (Sweden)
Samina Rajper
2012-01-01
Full Text Available For smooth and optimal operation of wind turbines the location of wind turbines in wind farm is critical. Parameters that need to be considered for micrositing of wind turbines are topographic effect and wind effect. The location under consideration for wind farm is Gharo, Sindh, Pakistan. Several techniques are being researched for finding the most optimal location for wind turbines. These techniques are based on linear and nonlinear mathematical models. In this paper wind pressure distribution and its effect on wind turbine on the wind farm are considered. This study is conducted to compare the mathematical model; Finite Difference Method with a computational fluid dynamics software results. Finally the results of two techniques are compared for micrositing of wind turbines and found that finite difference method is not applicable for wind turbine micrositing.
Arithmetic Discrete Hyperspheres and Separatingness
Fiorio, Christophe; Toutant, Jean-Luc
2006-01-01
In the framework of the arithmetic discrete geometry, a discrete object is provided with its own analytical definition corresponding to a discretization scheme. It can thus be considered as the equivalent, in a discrete space, of a Euclidean object. Linear objects, namely lines and hyperplanes, have been widely studied under this assumption and are now deeply understood. This is not the case for discrete circles and hyperspheres for which no satisfactory definition exists. In the present pape...
TRUMP3-JR: a finite difference computer program for nonlinear heat conduction problems
International Nuclear Information System (INIS)
Computer program TRUMP3-JR is a revised version of TRUMP3 which is a finite difference computer program used for the solution of multi-dimensional nonlinear heat conduction problems. Pre- and post-processings for input data generation and graphical representations of calculation results of TRUMP3 are avaiable in TRUMP3-JR. The calculation equations, program descriptions and user's instruction are presented. A sample problem is described to demonstrate the use of the program. (author)
Stable and High-Order Finite Difference Methods for Multiphysics Flow Problems
Berg, Jens
2013-01-01
Partial differential equations (PDEs) are used to model various phenomena in nature and society, ranging from the motion of fluids and electromagnetic waves to the stock market and traffic jams. There are many methods for numerically approximating solutions to PDEs. Some of the most commonly used ones are the finite volume method, the finite element method, and the finite difference method. All methods have their strengths and weaknesses, and it is the problem at hand that determines which me...
Ward, David W.; Nelson, Keith A.
2004-01-01
We describe a simple and intuitive implementation of the method of finite difference time domain simulations for propagating electromagnetic waves using the simplest possible tools available in Microsoft Excel. The method overcomes the usual obstacles of familiarity with programming languages as it relies on little more than the cut and paste features that are standard in Excel. Avenues of exploration by students are proposed and sample graphs are included. The pedagogical e...
Francés Monllor, Jorge; Neipp López, Cristian; Pérez Molina, Manuel; BLEDA PÉREZ, SERGIO; Beléndez Vázquez, Augusto
2010-01-01
The Finite-Difference Time-Domain method (FDTD) is based on a time-marching algorithm that has proven accurate in predicting microwave scattering from complicated objects. In this work the method is applied at optical wavelengths, more concretely the method is applied to rigorously analyze holographic gratings for the near-?eld distribution. It is well known that diffraction gratings with feature sizes comparable to the wavelength of light must be treated electromagnetically, because the sc...
Finite-difference methods for simulation models incorporating non-conservative forces
Novik, Keir E.; Coveney*, Peter V
1998-01-01
We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present extensive results comparing one of the algorithms discussed with the standard method of solution. These results show the successful modeling of phase separation and surface tension in a binary immiscible fluid mixture.
A practical implicit finite-difference method: examples from seismic modelling
International Nuclear Information System (INIS)
We derive explicit and new implicit finite-difference formulae for derivatives of arbitrary order with any order of accuracy by the plane wave theory where the finite-difference coefficients are obtained from the Taylor series expansion. The implicit finite-difference formulae are derived from fractional expansion of derivatives which form tridiagonal matrix equations. Our results demonstrate that the accuracy of a (2N + 2)th-order implicit formula is nearly equivalent to that of a (6N + 2)th-order explicit formula for the first-order derivative, and (2N + 2)th-order implicit formula is nearly equivalent to (4N + 2)th-order explicit formula for the second-order derivative. In general, an implicit method is computationally more expensive than an explicit method, due to the requirement of solving large matrix equations. However, the new implicit method only involves solving tridiagonal matrix equations, which is fairly inexpensive. Furthermore, taking advantage of the fact that many repeated calculations of derivatives are performed by the same difference formula, several parts can be precomputed resulting in a fast algorithm. We further demonstrate that a (2N + 2)th-order implicit formulation requires nearly the same memory and computation as a (2N + 4)th-order explicit formulation but attains the accuracy achieved by a (6N + 2)th-order explicit formulation for the first-order derivative and that of a (4N + 2)th-order explicit method for the second-order derivative whemethod for the second-order derivative when additional cost of visiting arrays is not considered. This means that a high-order explicit method may be replaced by an implicit method of the same order resulting in a much improved performance. Our analysis of efficiency and numerical modelling results for acoustic and elastic wave propagation validates the effectiveness and practicality of the implicit finite-difference method
On Consistency of Finite Difference Approximations to the Navier-Stokes Equations
Amodio, P; Blinkov, Yu.; Gerdt, V.; la Scala, R.
2013-01-01
In the given paper, we confront three finite difference approximations to the Navier--Stokes equations for the two-dimensional viscous incomressible fluid flows. Two of these approximations were generated by the computer algebra assisted method proposed based on the finite volume method, numerical integration, and difference elimination. The third approximation was derived by the standard replacement of the temporal derivatives with the forward differences and the spatial de...
Two-dimensional electrons in periodic magnetic fields: Finite-differences method study
Zhang, X. W.; S. Y. Mou; Dai, B.
2013-01-01
Using the finite-differences method, the electronic structures of two-dimensional electrons are investigated under a periodic magnetic field. To achieve accuracy, the exact profile of the magnetic field is employed in the numerical calculations. The results show that the system exhibits rich band structures, and the width of sub-bands becomes narrower as |ky| increases. In particular, many bound states are formed in the potential wells, and they are localized. Localization analysis confirms t...
Modeling and Simulation of Hamburger Cooking Process Using Finite Difference and CFD Methods
J. Sargolzaei; M. Abarzani; R. Aminzadeh
2011-01-01
Unsteady-state heat transfer in hamburger cooking process was modeled using one dimensional finite difference (FD) and three dimensional computational fluid dynamic (CFD) models. A double-sided cooking system was designed to study the effect of pressure and oven temperature on the cooking process. Three different oven temperatures (114, 152, 204°C) and three different pressures (20, 332, 570 pa) were selected and 9 experiments were performed. Applying pressure to hamburger increases the conta...
Development of explicit finite difference-based simulation system for impact studies
Wong, Shaw Voon
2000-01-01
Development of numerical method-based simulation systems is presented. Two types of system development are shown. The former system is developed using conventional structured programming technique. The system incorporates a classical FD hydrocode. The latter system incorporates object-oriented design concept and numerous novel elements are included. Two explicit finite difference models for large deformation of several material characteristics are developed. The models are capable of hand...
Directory of Open Access Journals (Sweden)
Manabu Sakai
1987-09-01
Full Text Available This paper describes some new finite difference methods of order 2 and 4 for computing eigenvalues of a two-point boundary value problem associated with a fourth order differential equation of the form (pyÃ¢Â€Â³Ã¢Â€Â²Ã¢Â€Â‹Ã¢Â€Â²+(qÃ¢ÂˆÂ’ÃŽÂ»ry=0. Numerical results for two typical eigenvalue problems are tabulated to demonstrate practical usefulness of our methods.
Leiwei Lin; Zhike Han; Yiming Zhao; Lei Yan
2013-01-01
This study develops a model of finite-difference equations heat distribution of designing brownie production pans and shows the distribution of heat across the outer edge of a pan of different shapes, including rectangular, circular and other shapes. The main task is to improve the utilization rate of the area and make the heat distributed evenly. The combined shape is “positive n polygon+round corner” and the differential equation for heat conduction is es...
Satoh, Isao; Kurosaki, Yasuo
A refined numerical procedure for predicting turbulent heat transfer using coarse grid nodes in finite difference calculations is proposed. Results obtained with the present method are compared with those obtained with the conventional k-epsilon model with wall functions. It is shown that the present method can be used to calculate turbulent heat transfer both in a thermally developing region and in a region where the turbulence Reynolds number is low.
Transport and dispersion of pollutants in surface impoundments: a finite difference model
International Nuclear Information System (INIS)
A surface impoundment model by finite-difference (SIMFD) has been developed. SIMFD computes the flow rate, velocity field, and the concentration distribution of pollutants in surface impoundments with any number of islands located within the region of interest. Theoretical derivations and numerical algorithm are described in detail. Instructions for the application of SIMFD and listings of the FORTRAN IV source program are provided. Two sample problems are given to illustrate the application and validity of the model
Temperature Distribution of Single Slope Solar Still by Finite Difference Method
Kiam Beng Yeo; Kenneth Tze Kin Teo; Cheah Meng Ong
2014-01-01
Single slope solar still utilizes solar distillation technology to clean water from brackish water was investigated. The clean water output of solar still depends on the intensity of sunlight and how well the different mediums in solar still transfer the heat energy around. Thus, the temperature distribution in the single slope solar still was analysed using the explicit finite difference method. Side view of solar still is aligned with a mesh system, which accommodates nodes and specific equ...
Simulation of realistic rotor blade-vortex interactions using a finite-difference technique
Hassan, Ahmed A.; Charles, Bruce D.
1989-01-01
A numerical finite-difference code has been used to predict helicopter blade loads during realistic self-generated three-dimensional blade-vortex interactions. The velocity field is determined via a nonlinear superposition of the rotor flowfield. Data obtained from a lifting-line helicopter/rotor trim code are used to determine the instantaneous position of the interaction vortex elements with respect to the blade. Data obtained for three rotor advance ratios show a reasonable correlation with wind tunnel data.
Transport and dispersion of pollutants in surface impoundments: a finite difference model
Energy Technology Data Exchange (ETDEWEB)
Yeh, G.T.
1980-07-01
A surface impoundment model by finite-difference (SIMFD) has been developed. SIMFD computes the flow rate, velocity field, and the concentration distribution of pollutants in surface impoundments with any number of islands located within the region of interest. Theoretical derivations and numerical algorithm are described in detail. Instructions for the application of SIMFD and listings of the FORTRAN IV source program are provided. Two sample problems are given to illustrate the application and validity of the model.
An Improvement for the Locally One-Dimensional Finite-Difference Time-Domain Method
Directory of Open Access Journals (Sweden)
Xiuhai Jin
2011-09-01
Full Text Available To reduce the memory usage of computing, the locally one-dimensional reduced finite-difference time-domain method is proposed. It is proven that the divergence relationship of electric-field and magnetic-field is non-zero even in charge-free regions, when the electric-field and magnetic-field are calculated with locally one-dimensional finite-difference time-domain (LOD-FDTD method, and the concrete expression of the divergence relationship is derived. Based on the non-zero divergence relationship, the LOD-FDTD method is combined with the reduced finite-difference time-domain (R-FDTD method. In the proposed method, the memory requirement of LOD-R-FDTD is reduced by1/6 (3D case of the memory requirement of LOD-FDTD averagely. The formulation is presented and the accuracy and efficiency of the proposed method is verified by comparing the results with the conventional results.
Directory of Open Access Journals (Sweden)
V. Ramachandra Prasad
2011-01-01
Full Text Available A numerical solution of the unsteady radiative free convection flow of an incompressible viscous fluid past an impulsively started vertical plate with variable heat and mass flux is presented here. This type of problem finds application in many technological and engineering fields such as rocket propulsion systems, spacecraft re-entry aerothermodynamics, cosmical flight aerodynamics, plasma physics, glass production and furnace engineering. The fluid is gray, absorbing-emitting but non-scattering medium and the Rosseland approximation is used to describe the radiative heat flux in the energy equation. The governing non-linear, coupled equations are solved using an implicit finite difference scheme. Numerical results for the velocity, temperature, concentration, the local and average skinfriction, the Nusselt and Sherwood number are shown graphically, for different values of Prandtl number, Schmidt number, thermal Grashof number, mass Grashof number, radiation parameter, heat flux exponent and the mass flux exponent. It is observed that, when the radiation parameter increases, the velocity and temperature decrease in the boundary layer. The local and average skin-friction increases with the increase in radiation parameter. For increasing values of radiation parameter the local as well as average Nusselt number increases.
High-resolution schemes for hyperbolic conservation laws
Energy Technology Data Exchange (ETDEWEB)
Harten, A.
1982-03-01
This paper presents a class of new explicit second order accurate finite difference schemes for the computation of weak solutions of hyperbolic conservation laws. These highly nonlinear schemes are obtained by applying a nonoscillatory first order accurate scheme to an appropriately modified flux function. The so derived second order accurate schemes achieve high resolution while preserving the robustness of the original nonoscillatory first order accurate scheme. Numerical experiments are presented to demonstrate the performance of these new schemes.
Sallares, V.; Kormann, J.; Cobo, P.; Biescas, B.; Carbonell, R.
2007-05-01
Holbrook et al. (2003) demonstrated recently the possibility of visualizing fine structures in the water column, like thermohaline intrusion or internal waves, through seismic exploration experiments. Seismic exploration is becoming a popular technique for providing high-lateral resolution images of the explored area, in contrast with the classical oceanography probes, like XBT or XCDT. In this work we present a wave propagation model based upon a high order finite-differences time-domain (FDTD) scheme which includes special absorbing conditions in the boundaries. FDTD algorithms are known for presenting problems with reflections on the computational edges. Classical boundary conditions, like those of Engquist, provide reflection coefficients or the order of 10-2. However, reflection coefficients of fine structures in the water we are trying to model are about 10-4. Thus, the key point of the algorithm we present is in the implementation of Perfectly Matched Layer (PML) boundary conditions. These consist in zones with high absorption (therefore, very low reflection coefficient). The PML implemented in this scheme consists in a second order algorithm in the time domain, to take advantage of its stability and convergence properties. In this work we specify the propagation algorithm, and compare it results with the with Engquist and PML absorbing boundaries conditions. The PML condition affords reflection coefficients in the numerical edges lower than 10-4. Holbrook, W.S., Paramo, P., Pearse, S. and Schmitt, R.W., 2003. Thermohaline fine structure in an oceanographic front from seismic reflection profiling. Science, 301, 821-824.
Directory of Open Access Journals (Sweden)
Paulo Alexandre Costa Rocha
2012-12-01
Full Text Available This work presents a numerical model to simulate the propagation of a liquid front in unsaturated soils. The governing flow equations were discretized using centered finite differences for the space coordinate and backward differences for the time coordinate. The generated scheme is fully implicit, but “lagging the non-linearities” as referred to the determination of the soil characteristic properties as function of the hydraulic head. The soil properties, moisture content and the unsaturated hydraulic conductivity, were curve fitted for two types of soil (Alluvial Eutrophic and Red-Yellow Podsol found in the Northeast region of Brazil. The results show that the Alluvial Eutrophic liquid front diffuses faster than the Red- Yellow Podsol front. The use of a parallel algorithm showed that it can be indicated for bigger problems (2-D, where the processing speed gain can reach values between 2-3 times, against simple problems (1-D. Este trabalho apresenta um modelo numérico para simular a propagação de uma frente de onda líquida em solos insaturados. As equações de governo do fluxo de água foram discretizadas usando o método das diferenças finitas centradas para as coordenadas de espaço e diferenças atrasadas para a coordenada de tempo. O esquema gerado é completamente implícito, mas as “influências das não linearidades” foram referidas na determinação das propriedades características do solo como função do recalque hidráulico. As propriedades do solo, teor de água e condutividade hidráulica insaturada foram representadas por curvas de regressão para dois tipos de solos (Aluvial Eutrófico e Podzólico Vermelho Amarelo normalmente encontrados na região nordeste do Brasil. Os resultados mostrarm que a frente de onda do solo Aluvial Eutrófico difunde-se mais rápido do que o solo Podzólico Vermelho Amarelo. O uso do algoritmo paralelo mostrou-se com grandes problemas na simulação 2-D, onde a velocidade de processamento pode alcançar valores entre 2-3 vezes maiores do que problemas simples (1-D.
GdfidL: A finite difference program for arbitrarily small perturbations in rectangular geometries
International Nuclear Information System (INIS)
A FD-program for calculating the resonant fields in a perturbed chain of rectangular cavities is presented. The unperturbed cavity chain can be discretized exactly by standard FD-programs that operate on regular grids. Discretizing a perturbed chain exactly with such a grid would lead to a computation time inversely proportional to the perturbation. GdfidL does not represent the grid as a matrix but as a linked list. This allows discretizing arbitrarily small perturbations of a certain class without increasing the time for the solution. As a nice side-effect, only interesting volumes are discretized, reducing the computation time further
Curvilinear vector finite difference approach to the computation of waveguide modes
Directory of Open Access Journals (Sweden)
Alessandro Fanti
2012-05-01
Full Text Available We describe here a Vector Finite Difference approach to the evaluation of waveguide eigenvalues and modes for rectangular, circular and elliptical waveguides. The FD is applied using a 2D cartesian, polar and elliptical grid in the waveguide section. A suitable Taylor expansion of the vector mode function allows to take exactly into account the boundary condition. To prevent the raising of spurious modes, our FD approximation results in a constrained eigenvalue problem, that we solve using a decomposition method. This approach has been evaluated comparing our results to the analytical modes of rectangular and circula rwaveguide, and to known data for the elliptic case.
Raj Mittra; Jonathan N. Bringuier
2012-01-01
A rigorous full-wave solution, via the Finite-Difference-Time-Domain (FDTD) method, is performed in an attempt to obtain realistic communication channel models for on-body wireless transmission in Body-Area-Networks (BANs), which are local data networks using the human body as a propagation medium. The problem of modeling the coupling between body mounted antennas is often not amenable to attack by hybrid techniques owing to the complex nature of the human body. For instance, the time-domain ...
Drinfeld-Sokolov reduction for finite-difference systems and q-W algebras
Semenov-Tian-Shansky, M A
1997-01-01
We propose a finite-difference version of the Drinfeld-Sokolov reduction. A q-deformation analog of the classical W-algebras is obtained. For the sl(n) case it yields the Poisson structure inherited by the zentrum of the affine quantum group $U_q(\\widehat{{\\frak sl}} (n))$ at the critical level. The nontrivial consistency conditions eliminate the residual freedom in the choice of the classical r-matrix which underlies the entire construction and lead to a new class of elliptic classical r-matrices.
A note on errors arising in finite difference representations of control rod effects
International Nuclear Information System (INIS)
Two methods for the representation of moving control rods are defined. These methods have been used in recant analogue and digital computer studies on finite difference models of axial transients. The errors involved in their use are evaluated for a typically severe case of flux distortion by comparison with a one group diffusion theory approach. It is shown that with either method, maximum error in rod penetration does not exceed about 0.06 of an interval for a 16 interval model or 0.17 of an interval for an 8 interval model. However, changes in reactivity are estimated much more accurately by the 'quadratic' method than by the 'linear' method. (author)
Calculating modes of quantum wire systems using a finite difference technique
Directory of Open Access Journals (Sweden)
T Mardani
2013-03-01
Full Text Available In this paper, the Schrodinger equation for a quantum wire is solved using a finite difference approach. A new aspect in this work is plotting wave function on cross section of rectangular cross-sectional wire in two dimensions, periodically. It is found that the correct eigen energies occur when wave functions have a complete symmetry. If the value of eigen energy has a small increase or decrease in neighborhood of the correct energy the symmetry will be destroyed and aperturbation value at the first of wave function will be observed. In addition, the demand on computer memory varies linearly with the size of the system under investigation.
A computational study of vortex-airfoil interaction using high-order finite difference methods
Svärd, Magnus; Lundberg, Johan; Nordström, Jan
2010-01-01
Simulations of the interaction between a vortex and a NACA0012 airfoil are performed with a stable, high-order accurate (in space and time), multi-block finite difference solver for the compressible Navier–Stokes equations. We begin by computing a benchmark test case to validate the code. Next, the flow with steady inflow conditions are computed on several different grids. The resolution of the boundary layer as well as the amount of the artificial dissipation is studied to establish the nece...
Modelling migration in multilayer systems by a finite difference method: the spherical symmetry case
International Nuclear Information System (INIS)
We present a numerical model based on finite differences to solve the problem of chemical impurity migration within a multilayer spherical system. Migration here means diffusion of chemical species in conditions of concentration partitioning at layer interfaces due to different solubilities of the migrant in different layers. We detail here the numerical model and discuss the results of its implementation. To validate the method we compare it with cases where an analytic solution exists. We also present an application of our model to a practical problem in which we compute the migration of caprolactam from the packaging multilayer foil into the food
Finite difference solution of the diffusion equation describing the flow of radon through soil
International Nuclear Information System (INIS)
Full text: The process of radon diffusion through a soil is investigated. The solution of the relevant diffusion equation is by the explicit finite difference method. We compared numerical results obtained assuming diffusion as one-region problem with numerical results obtained treating diffusion as two-region problem. We have shown that both approaches are efficient and accurate in solving the problem of radon diffusion through soil. The method presented for the calculation of radon diffusion through soil allows estimation of the indoor radon concentration
Alemayehu Shiferaw; R.C. Mittal
2013-01-01
In this work, the three-dimensional Poisson’s equation in cylindrical coordinates system with the Dirichlet’s boundary conditions in a portion of a cylinder for is solved directly, by extending the method of Hockney. The Poisson equation is approximated by second-order finite differences and the resulting large algebraic system of linear equations is treated systematically in order to get a block tri-diagonal system. The accuracy of this method is tested for some Poisson’s equations with...
A 3-dimensional finite-difference method for calculating the dynamic coefficients of seals
Dietzen, F. J.; Nordmann, R.
1989-01-01
A method to calculate the dynamic coefficients of seals with arbitrary geometry is presented. The Navier-Stokes equations are used in conjunction with the k-e turbulence model to describe the turbulent flow. These equations are solved by a full 3-dimensional finite-difference procedure instead of the normally used perturbation analysis. The time dependence of the equations is introduced by working with a coordinate system rotating with the precession frequency of the shaft. The results of this theory are compared with coefficients calculated by a perturbation analysis and with experimental results.
Finite-difference-based multiple-relaxation-times lattice Boltzmann model for binary mixtures.
Zheng, Lin; Guo, Zhaoli; Shi, Baochang; Zheng, Chuguang
2010-01-01
In this paper, we propose a finite-difference-based lattice Boltzmann equation (LBE) model with multiple-relaxation times (MRT), in which the distribution functions of individual species evolve on a same regular lattice without any interpolations. Furthermore, the use of the MRT enables the model more flexible so that it can be applied to mixtures of species with different viscosities and adjustable Schmidt number. Some numerical tests are conducted to validate the model, the numerical results are found to agree well with analytical solutions/or other numerical results, and good numerical stability of the proposed LBE model is also observed. PMID:20365501
DEFF Research Database (Denmark)
Tanev, Stoyan; Sun, Wenbo
2012-01-01
This chapter reviews the fundamental methods and some of the applications of the three-dimensional (3D) finite-difference time-domain (FDTD) technique for the modeling of light scattering by arbitrarily shaped dielectric particles and surfaces. The emphasis is on the details of the FDTD algorithms for particle and surface scattering calculations and the uniaxial perfectly matched layer (UPML) absorbing boundary conditions for truncation of the FDTD grid. We show that the FDTD approach has a significant potential for studying the light scattering by cloud, dust, and biological particles. The applications of the FDTD approach for beam scattering by arbitrarily shaped surfaces are also discussed.
Plasma heating with Alfven waves in tokamak with finite difference method
International Nuclear Information System (INIS)
Alfven wave is a branched of magneto hydrodynamic waves which its frequency is below Ion cyclotron frequency (MHz scale). Using of these waves for Tokamaks additional heating is under research because of Ohmic heating doesn't have enough capability in reaching fusion conditions. In this way we used finite difference method in solving Maxwell equations then we used it to illustrate power absorption rate delivered from Alfven waves for a Tokamak with specific parameters. For achieving this goal Gradshafranov equation was solved and then fluxes surfaces and dispersion relations for some different models of Tokamak plasma was illustrated and discussed.
Optical simulation of terahertz antenna using finite difference time domain method
Zhang, Chao; Ninkov, Zoran; Fertig, Greg; Kremens, Robert; Sacco, Andrew; Newman, Daniel; Fourspring, Kenneth; Lee, Paul; Ignjatovic, Zeljko; Pipher, Judy; McMurtry, Craig; Dayalu, Jagannath
2015-05-01
Collaboration between Exelis Geospatial Systems with University of Rochester and Rochester Institute of Technology aims to develop an active THz imaging focal plane array utilizing 0.35um CMOS MOSFET technique. An appropriate antenna is needed to couple incident THz radiation to the detector which is much smaller than the wavelength of interest. This paper simply summarizes our work on modeling the optical characteristics of bowtie antennae to optimize the design for detection of radiation centered on the atmospheric window at 215GHz. The simulations make use of the finite difference time domain method, calculating the transmission/absorption responses of the antenna-coupled detector.
International Nuclear Information System (INIS)
The finite-difference boundary value method is applied to the calculation of Born--Oppenheimer vibrational energies and expectation values of R-2 for an excited state of H2. We estimate the accuracy attainable by this method, point out a systematic error in the previous calculations of Tobin and Hinze, and correct several unjustified statements in the literature. Finally we point out that there is a large uncertainty in the final results due to choice of interpolation scheme
Okuyama, Yoshifumi
2014-01-01
Discrete Control Systems establishes a basis for the analysis and design of discretized/quantized control systemsfor continuous physical systems. Beginning with the necessary mathematical foundations and system-model descriptions, the text moves on to derive a robust stability condition. To keep a practical perspective on the uncertain physical systems considered, most of the methods treated are carried out in the frequency domain. As part of the design procedure, modified Nyquist–Hall and Nichols diagrams are presented and discretized proportional–integral–derivative control schemes are reconsidered. Schemes for model-reference feedback and discrete-type observers are proposed. Although single-loop feedback systems form the core of the text, some consideration is given to multiple loops and nonlinearities. The robust control performance and stability of interval systems (with multiple uncertainties) are outlined. Finally, the monograph describes the relationship between feedback-control and discrete ev...
Chakravarthy, S.
1978-01-01
An efficient, direct finite difference method is presented for computing sound propagation in non-stepped two-dimensional and axisymmetric ducts of arbitrarily varying cross section without mean flow. The method is not restricted by axial variation of acoustic impedance of the duct wall linings. The non-uniform two-dimensional or axisymmetric duct is conformally mapped numerically into a rectangular or cylindrical computational domain using a new procedure based on a method of fast direct solution of the Cauchy-Riemann equations. The resulting Helmholtz equation in the computational domain is separable. The solution to the governing equation and boundary conditions is expressed as a linear combination of fundamental solutions. The fundamental solutions are computed only once for each duct shape by means of the fast direct cyclic reduction method for the discrete solution of separable elliptic equations. Numerical results for several examples are presented to show the applicability and efficiency of the method.
A fast referenceless PRFS-based MR thermometry by phase finite difference.
Zou, Chao; Shen, Huan; He, Mengyue; Tie, Changjun; Chung, Yiu-Cho; Liu, Xin
2013-08-21
Proton resonance frequency shift-based MR thermometry is a promising temperature monitoring approach for thermotherapy but its accuracy is vulnerable to inter-scan motion. Model-based referenceless thermometry has been proposed to address this problem but phase unwrapping is usually needed before the model fitting process. In this paper, a referenceless MR thermometry method using phase finite difference that avoids the time consuming phase unwrapping procedure is proposed. Unlike the previously proposed phase gradient technique, the use of finite difference in the new method reduces the fitting error resulting from the ringing artifacts associated with phase discontinuity in the calculation of the phase gradient image. The new method takes into account the values at the perimeter of the region of interest because of their direct relevance to the extrapolated baseline phase of the region of interest (where temperature increase takes place). In simulation study, in vivo and ex vivo experiments, the new method has a root-mean-square temperature error of 0.35 °C, 1.02 °C and 1.73 °C compared to 0.83 °C, 2.81 °C, and 3.76 °C from the phase gradient method, respectively. The method also demonstrated a slightly higher, albeit small, temperature accuracy than the original referenceless MR thermometry method. The proposed method is computationally efficient (~0.1 s per image), making it very suitable for the real time temperature monitoring. PMID:23902944
A fast referenceless PRFS-based MR thermometry by phase finite difference
International Nuclear Information System (INIS)
Proton resonance frequency shift-based MR thermometry is a promising temperature monitoring approach for thermotherapy but its accuracy is vulnerable to inter-scan motion. Model-based referenceless thermometry has been proposed to address this problem but phase unwrapping is usually needed before the model fitting process. In this paper, a referenceless MR thermometry method using phase finite difference that avoids the time consuming phase unwrapping procedure is proposed. Unlike the previously proposed phase gradient technique, the use of finite difference in the new method reduces the fitting error resulting from the ringing artifacts associated with phase discontinuity in the calculation of the phase gradient image. The new method takes into account the values at the perimeter of the region of interest because of their direct relevance to the extrapolated baseline phase of the region of interest (where temperature increase takes place). In simulation study, in vivo and ex vivo experiments, the new method has a root-mean-square temperature error of 0.35 °C, 1.02 °C and 1.73 °C compared to 0.83 °C, 2.81 °C, and 3.76 °C from the phase gradient method, respectively. The method also demonstrated a slightly higher, albeit small, temperature accuracy than the original referenceless MR thermometry method. The proposed method is computationally efficient (?0.1 s per image), making it very suitable for the real time temperature monitoring. (paper)
Ibral, Asmaa; Zouitine, Asmaa; Assaid, El Mahdi; El Achouby, Hicham; Feddi, El Mustapha; Dujardin, Francis
2015-02-01
Poisson equation is solved analytically in the case of a point charge placed anywhere in a spherical core/shell nanostructure, immersed in aqueous or organic solution or embedded in semiconducting or insulating matrix. Conduction and valence band-edge alignments between core and shell are described by finite height barriers. Influence of polarization charges induced at the surfaces where two adjacent materials meet is taken into account. Original expressions of electrostatic potential created everywhere in the space by a source point charge are derived. Expressions of self-polarization potential describing the interaction of a point charge with its own image-charge are deduced. Contributions of double dielectric constant mismatch to electron and hole ground state energies as well as nanostructure effective gap are calculated via first order perturbation theory and also by finite difference approach. Dependencies of electron, hole and gap energies against core to shell radii ratio are determined in the case of ZnS/CdSe core/shell nanostructure immersed in water or in toluene. It appears that finite difference approach is more efficient than first order perturbation method and that the effect of polarization charge may in no case be neglected as its contribution can reach a significant proportion of the value of nanostructure gap.
International Nuclear Information System (INIS)
A least squares principle is described which uses a penalty function treatment of boundary and interface conditions. Appropriate choices of the trial functions and vectors employed in a dual representation of an approximate solution established complementary principles for the diffusion equation. A geometrical interpretation of the principles provides weighted residual methods for diffusion theory, thus establishing a unification of least squares, variational and weighted residual methods. The complementary principles are used with either a trial function for the flux or a trial vector for the current to establish for regular meshes a connection between finite element, finite difference and nodal methods, which can be exact if the mesh pitches are chosen appropriately. Whereas the coefficients in the usual nodal equations have to be determined iteratively, those derived via the complementary principles are given explicitly in terms of the data. For the further development of the connection between finite element, finite difference and nodal methods, some hybrid variational methods are described which employ both a trial function and a trial vector. (author)
Luo, Y.; Xia, J.; Xu, Y.; Zeng, C.; Liu, J.
2010-01-01
Love-wave propagation has been a topic of interest to crustal, earthquake, and engineering seismologists for many years because it is independent of Poisson's ratio and more sensitive to shear (S)-wave velocity changes and layer thickness changes than are Rayleigh waves. It is well known that Love-wave generation requires the existence of a low S-wave velocity layer in a multilayered earth model. In order to study numerically the propagation of Love waves in a layered earth model and dispersion characteristics for near-surface applications, we simulate high-frequency (>5 Hz) Love waves by the staggered-grid finite-difference (FD) method. The air-earth boundary (the shear stress above the free surface) is treated using the stress-imaging technique. We use a two-layer model to demonstrate the accuracy of the staggered-grid modeling scheme. We also simulate four-layer models including a low-velocity layer (LVL) or a high-velocity layer (HVL) to analyze dispersive energy characteristics for near-surface applications. Results demonstrate that: (1) the staggered-grid FD code and stress-imaging technique are suitable for treating the free-surface boundary conditions for Love-wave modeling, (2) Love-wave inversion should be treated with extra care when a LVL exists because of a lack of LVL information in dispersions aggravating uncertainties in the inversion procedure, and (3) energy of high modes in a low-frequency range is very weak, so that it is difficult to estimate the cutoff frequency accurately, and "mode-crossing" occurs between the second higher and third higher modes when a HVL exists. ?? 2010 Birkh??user / Springer Basel AG.
O´Reilly, Ossian; Kozdon, Jeremy E.; Dunham, Eric M.; Nordström, Jan
2011-01-01
Unstructured grid methods are well suited for earthquake problems in complex geometries, such as non-planar and branching faults. Unfortunately they are indefficient in comparsion wiht high-order finite differences. With the use of summation-by-parts (SBP) operators and the SAT penalty method (simultaneous approximation term) it is possible to couple unstructured finite volume methods with high-order finite difference methods in an accurate and stable way. The couple method is more efficient ...
Nordstrom, Jan; Carpenter, Mark H.
1998-01-01
Boundary and interface conditions for high order finite difference methods applied to the constant coefficient Euler and Navier-Stokes equations are derived. The boundary conditions lead to strict and strong stability. The interface conditions are stable and conservative even if the finite difference operators and mesh sizes vary from domain to domain. Numerical experiments show that the new conditions also lead to good results for the corresponding nonlinear problems.
High-resolution schemes for hyperbolic conservation laws
Harten, A.
1982-01-01
A class of new explicit second order accurate finite difference schemes for the computation of weak solutions of hyperbolic conservation laws is presented. These highly nonlinear schemes are obtained by applying a nonoscillatory first order accurae scheme to an appropriately modified flux function. The so derived second order accurate schemes achieve high resolution while preserving the robustness of the original nonoscillatory first order accurate scheme.
Stein, M.; Housner, J. D.
1978-01-01
A numerical analysis developed for the buckling of rectangular orthotropic layered panels under combined shear and compression is described. This analysis uses a central finite difference procedure based on trigonometric functions instead of using the conventional finite differences which are based on polynomial functions. Inasmuch as the buckle mode shape is usually trigonometric in nature, the analysis using trigonometric finite differences can be made to exhibit a much faster convergence rate than that using conventional differences. Also, the trigonometric finite difference procedure leads to difference equations having the same form as conventional finite differences; thereby allowing available conventional finite difference formulations to be converted readily to trigonometric form. For two-dimensional problems, the procedure introduces two numerical parameters into the analysis. Engineering approaches for the selection of these parameters are presented and the analysis procedure is demonstrated by application to several isotropic and orthotropic panel buckling problems. Among these problems is the shear buckling of stiffened isotropic and filamentary composite panels in which the stiffener is broken. Results indicate that a break may degrade the effect of the stiffener to the extent that the panel will not carry much more load than if the stiffener were absent.
International Nuclear Information System (INIS)
The performance of perfectly matched layer (PML) absorbing boundary conditions is studied for finite-difference time-domain (FDTD) specific absorption rate (SAR) assessment, using convolutional PML (CPML) implementation of PML. This is done by investigating the variation of SAR values when the amount of free-space layers between the studied object and PML boundary is varied. Plane-wave exposures of spherical and rectangular objects and a realistic human body model are considered for testing the performance. Also, some results for dipole excitation are included. Results show that no additional free-space layers are needed between the numerical phantom and properly implemented CPML absorbing boundary, and that the numerical uncertainties due to CPML can be made negligibly small
Finite-Difference Method Three-Dimensional Model for Seepage Analysis Through Fordyce DAM
Lee, Samuel Sangwon; Yamashita, Takeshi
A finite-difference method (FDM) three-dimensional (3D) model was developed for analyzing the seepage through Fordyce Dam. A finite-element method (FEM) two-dimensional (2D) analysis of seepage through the dam underpredicts seepage fluxes by a factor of 5, when established hydraulic conductivity values are used for the rock materials. The FDM 3D model provides similar seepage fluxes to the FEM 2D model, when identical conditions are compared. The FDM 3D model was used to explore various alternatives that could be the cause of the observed seepage fluxes, followed by analyses that can guide field monitoring activities to reduce the uncertainty between these alternatives.
Attenuation of wave in a thin plasma layer by finite-difference time-domain analysis
International Nuclear Information System (INIS)
The attenuation of the electromagnetic wave in a thin plasma layer at high pressure is investigated with finite-difference time-domain method. The effects of the plasma thickness, plasma density distribution function, collision frequency between electron and neutrals, and the frequency of incident wave on the attenuation of the electromagnetic wave are discussed. Numerical results indicate that the phase shift is sensitive to plasma distributions, and the attenuation of wave depends on its frequency, the plasma thickness, plasma density distribution, and collision frequency. In the case of a thin plasma layer, the attenuation of wave is strong only at the low band of frequency for the different distribution functions with a certain collision frequency. Plasmas with a certain thickness for high collision frequency are capable of absorbing microwave radiation over a wider frequency range for the different plasma distributions
A coupled boundary element-finite difference solution of the elliptic modified mild slope equation
DEFF Research Database (Denmark)
Naserizadeh, R.; Bingham, Harry B.
2011-01-01
The modified mild slope equation of [5] is solved using a combination of the boundary element method (BEM) and the finite difference method (FDM). The exterior domain of constant depth and infinite horizontal extent is solved by a BEM using linear or quadratic elements. The interior domain with variable depth is solved by a flexible order of accuracy FDM in boundary-fitted curvilinear coordinates. The two solutions are matched along the common boundary of two methods (the BEM boundary) to ensure continuity of value and normal flux. Convergence of the individual methods is shown and the combined solution is tested against several test cases. Results for refraction and diffraction of waves from submerged bottom mounted obstacles compare well with experimental measurements and other computed results from the literature.
GPU-acceleration of parallel unconditionally stable group explicit finite difference method
Parand, K; Hossayni, Sayyed A
2013-01-01
Graphics Processing Units (GPUs) are high performance co-processors originally intended to improve the use and quality of computer graphics applications. Since researchers and practitioners realized the potential of using GPU for general purpose, their application has been extended to other fields out of computer graphics scope. The main objective of this paper is to evaluate the impact of using GPU in solution of the transient diffusion type equation by parallel and stable group explicit finite difference method. To accomplish that, GPU and CPU-based (multi-core) approaches were developed. Moreover, we proposed an optimal synchronization arrangement for its implementation pseudo-code. Also, the interrelation of GPU parallel programming and initializing the algorithm variables was discussed, using numerical experiences. The GPU-approach results are faster than a much expensive parallel 8-thread CPU-based approach results. The GPU, used in this paper, is an ordinary laptop GPU (GT 335M) and is accessible for e...
An Efficient Finite Difference Method for Parameter Sensitivities of Continuous Time Markov Chains
Anderson, David F
2011-01-01
We present an efficient finite difference method for the computation of parameter sensitivities for a wide class of continuous time Markov chains. The motivating class of models, and the source of our examples, are the stochastic chemical kinetic models commonly used in the biosciences, though other natural application areas include population processes and queuing networks. The method is essentially derived by making effective use of the random time change representation of Kurtz, and is no harder to implement than any standard continuous time Markov chain algorithm, such as "Gillespie's algorithm" or the next reaction method. Further, the method is analytically tractable, and, for a given number of realizations of the stochastic process, produces an estimator with substantially lower variance than that obtained using other common methods. Therefore, the computational complexity required to solve a given problem is lowered greatly. In this work, we present the method together with the theoretical analysis de...
Schroeter, Jens; Wunsch, Carl
1986-01-01
The paper studies with finite difference nonlinear circulation models the uncertainties in interesting flow properties, such as western boundary current transport, potential and kinetic energy, owing to the uncertainty in the driving surface boundary condition. The procedure is based upon nonlinear optimization methods. The same calculations permit quantitative study of the importance of new information as a function of type, region of measurement and accuracy, providing a method to study various observing strategies. Uncertainty in a model parameter, the bottom friction coefficient, is studied in conjunction with uncertain measurements. The model is free to adjust the bottom friction coefficient such that an objective function is minimized while fitting a set of data to within prescribed bounds. The relative importance of the accuracy of the knowledge about the friction coefficient with respect to various kinds of observations is then quantified, and the possible range of the friction coefficients is calculated.
Finite difference modelling of magnetic characteristics of high-Tc superconductive ceramics
International Nuclear Information System (INIS)
A numerical finite difference model for calculating the magnetic characteristics of high-temperature superconductive ceramic material, as well as of permanent magnets, is proposed. One of the potential applications of high-Tc superconducting ceramic materials is in magnetically levitated bearings; the magnetic field and the forces between the permanent magnets and the superconductors were calculated. Attention was mainly directed towards the field calculation with the superconductor in the mixed state. The computational program is a Windows application and is called SupraCalc. The results are in good agreement with existing theoretical and experimental data concerning explosively compacted high-Tc superconductors of Y-Ba-K-Cu-O compound, indicating the validity of the proposed model. (author)
Low-dispersion finite difference methods for acoustic waves in a pipe
Davis, Sanford
1991-01-01
A new algorithm for computing one-dimensional acoustic waves in a pipe is demonstrated by solving the acoustic equations as an initial-boundary-value problem. Conventional dissipation-free second-order finite difference methods suffer severe phase distortion for grids with less that about ten mesh points per wavelength. Using the signal generation by a piston in a duct as an example, transient acoustic computations are presented using a new compact three-point algorithm which allows about 60 percent fewer mesh points per wavelength. Both pulse and harmonic excitation are considered. Coupling of the acoustic signal with the pipe resonant modes is shown to generate a complex transient wave with rich harmonic content.
Finite-difference solution to the Schrodinger equation for the helium isoelectronic sequence
International Nuclear Information System (INIS)
The method described previously for the solution of the Schrodinger equation for S-type states of helium has been applied to the helium isoelectronic sequence. The Schrodinger equation, which is an elliptic partial-differential equation, is converted to a set of finite-difference equations which are solved by a relaxed iterative technique. The method is applied to the 11S two-electron systems for Z=1 through 8 and 23S state for Z=3. The results include expectation values of the total energy, kinetic and potential terms, and rsup(n), n = -2, -1, 1, 2, and are compared with the work of Pekeris. The total energy for the hydrogen ion, which has only one bound state, is -0.52746 and differs from Pekeris' value by 0.055%. Other total energy values differ by 0.004% or less. (Auth.)
Kishoni, Doron; Taasan, Shlomo
1994-01-01
Solution of the wave equation using techniques such as finite difference or finite element methods can model elastic wave propagation in solids. This requires mapping the physical geometry into a computational domain whose size is governed by the size of the physical domain of interest and by the required resolution. This computational domain, in turn, dictates the computer memory requirements as well as the calculation time. Quite often, the physical region of interest is only a part of the whole physical body, and does not necessarily include all the physical boundaries. Reduction of the calculation domain requires positioning an artificial boundary or region where a physical boundary does not exist. It is important however that such a boundary, or region, will not affect the internal domain, i.e., it should not cause reflections that propagate back into the material. This paper concentrates on the issue of constructing such a boundary region.
Modeling of Nanophotonic Resonators with the Finite-Difference Frequency-Domain Method
DEFF Research Database (Denmark)
Ivinskaya, Aliaksandra; Lavrinenko, Andrei
2011-01-01
Finite-difference frequency-domain method with perfectly matched layers and free-space squeezing is applied to model open photonic resonators of arbitrary morphology in three dimensions. Treating each spatial dimension independently, nonuniform mesh of continuously varying density can be built easily to better resolve mode features. We explore the convergence of the eigenmode wavelength $lambda $ and quality factor $Q$ of an open dielectric sphere and of a very-high- $Q$ photonic crystal cavity calculated with different mesh density distributions. On a grid having, for example, 10 nodes per lattice constant in the region of high field intensity, we are able to find the eigenwavelength $lambda $ with a half-percent precision and the $Q$-factor with an order-of-magnitude accuracy. We also suggest the $lambda /n$ rule (where $n$ is the cavity refractive index) for the optimal cavity-to-PML distance.
The Finite Difference Time Domain Method for Computing Single-Particle Density Matrix
Sudiarta, I Wayan
2007-01-01
The finite difference time domain (FDTD) method for numerical computation of the thermal density matrix of a general single-particle quantum system is presented. The Schrodinger equation transformed to imaginary time t is solved numerically by the FDTD method using a set of initial wave functions at t=0 . By choosing this initial set appropriately, the set of wave functions generated by the FDTD method as a function of t is used to construct the thermal density matrix. The theory, a numerical algorithm, and illustrative examples are given in this paper. The numerical results show that the method accurately determines the density matrix and hence the thermodynamic properties of a single-particle system.
A finite difference solution of the polar electrojet current mapping boundary value problem
Energy Technology Data Exchange (ETDEWEB)
Werner, D.H.; Ferraro, A.J. (Pennsylvania State Univ., University Park (USA))
1991-02-01
An investigation is made of how the polar electrojet currents and associated electric fields map down to the ground. The boundary value problem which characterizes the downward mapping of the electrojet current will be formulated using potential theory. The electrojet current is represented by a simple Cowling model in which the geomagnetic field is vertical. A numerical solution to the electrojet mapping boundary value problem is obtained via a finite difference technique. This model is employed to study the downward mapping of the polar electrojet current during intense magnetic storms occuring under sunspot maximum daytime conditions. Results of this analysis suggest that as the current maps down through the D region, from an electrojet source in the E region, it is being attenuated as well as rotated. The rotation, however, is not present at altitudes below the D region. A possible application of electrojet mapping theory to the interpretation of high-latitude ionospheric modification data taken during polar electrojet events is discussed.
Finite-Difference Time-Domain Study of Guided Modes in Nano-plasmonic Waveguides
Zhao, Y; Zhao, Yan; Hao, Yang
2006-01-01
The finite-difference time-domain (FDTD) method is applied for studying plasmonic waveguide formed by silver nanorods at optical frequencies. The dispersion diagram of periodic structures formed by an infinite number of nanorods is calculated by applying Bloch's periodic boundary condition therefore only one unit-cell is modelled in simulations. The frequency dispersion of silver nanorods is characterised by Drude material model and taken into account in FDTD simulations by a simple differential equation method. The dispersion diagram calculated using the FDTD method is verified by comparing the frequency domain embedding method. The change of dispersion diagram caused by the elliptical inclusion and different number of rows of nanorods is analysed. Wave propagation in the waveguides formed by a finite number (nine) of nanorods is studied and the transmission for different waveguides is calculated and compared with the corresponding dispersion diagrams. The simulation results show that row(s) of nanorods can ...
CASKETSS-HEAT: a finite difference computer program for nonlinear heat conduction problems
International Nuclear Information System (INIS)
A heat conduction program CASKETSS-HEAT has been developed. CASKETSS-HEAT is a finite difference computer program used for the solution of multi-dimensional nonlinear heat conduction problems. Main features of CASKETSS-HEAT are as follows. (1) One, two and three-dimensional geometries for heat conduction calculation are available. (2) Convection and radiation heat transfer of boundry can be specified. (3) Phase change and chemical change can be treated. (4) Finned surface heat transfer can be treated easily. (5) Data memory allocation in the program is variable according to problem size. (6) The program is a compatible heat transfer analysis program to the stress analysis program SAP4 and SAP5. (7) Pre- and post-processing for input data generation and graphic representation of calculation results are available. In the paper, brief illustration of calculation method, input data and sample calculation are presented. (author)
Study Notes on Numerical Solutions of the Wave Equation with the Finite Difference Method
Adib, A B
2000-01-01
In this introductory work I will present the Finite Difference method for hyperbolic equations, focusing on a method which has second order precision both in time and space (the so-called leap-frog method) and applying it to the case of the 1d and 2d wave equation. A brief derivation of the energy and equation of motion of a wave is done before the numerical part in order to make the transition from the continuum to the lattice clearer. To illustrate the extension of the method to more complex equations, I also add dissipative terms of the kind $-\\eta \\dot{u}$ into the equations. The von Neumann numerical stability analysis and the Courant criterion, two of the most popular in the literature, are briefly discussed. In the end I present some numerical results obtained with the leap-frog algorithm, illustrating the importance of the lattice resolution through energy plots.
GPU-accelerated 3D neutron diffusion code based on finite difference method
International Nuclear Information System (INIS)
Finite difference method, as a traditional numerical solution to neutron diffusion equation, although considered simpler and more precise than the coarse mesh nodal methods, has a bottle neck to be widely applied caused by the huge memory and unendurable computation time it requires. In recent years, the concept of General-Purpose computation on GPUs has provided us with a powerful computational engine for scientific research. In this study, a GPU-Accelerated multi-group 3D neutron diffusion code based on finite difference method was developed. First, a clean-sheet neutron diffusion code (3DFD-CPU) was written in C++ on the CPU architecture, and later ported to GPUs under NVIDIA's CUDA platform (3DFD-GPU). The IAEA 3D PWR benchmark problem was calculated in the numerical test, where three different codes, including the original CPU-based sequential code, the HYPRE (High Performance Pre-conditioners)-based diffusion code and CITATION, were used as counterpoints to test the efficiency and accuracy of the GPU-based program. The results demonstrate both high efficiency and adequate accuracy of the GPU implementation for neutron diffusion equation. A speedup factor of about 46 times was obtained, using NVIDIA's Geforce GTX470 GPU card against a 2.50 GHz Intel Quad Q9300 CPU processor. Compared with the HYPRE-based code performing in parallel on an 8-core tower server, the speedup of about 2 still could be observed. More encouragingly, without any mathematical acceleration technology, the GPU implementation ran about 5 times faster than CITATION which was speeded up by using the SOR method and Chebyshev extrapolation technique. (authors)
Bandaru, Vinodh; Krasnov, Dmitry; Schumacher, Jörg
2015-01-01
A conservative coupled finite difference-boundary element computational procedure for the simulation of turbulent magnetohydrodynamic flow in a straight rectangular duct at finite magnetic Reynolds number is presented. The flow is assumed to be periodic in the streamwise direction and is driven by a mean pressure gradient. The duct walls are considered to be electrically insulating. The co-evolution of the velocity and magnetic fields as described respectively by the Navier-Stokes and the magnetic induction equations, together with the coupling of the magnetic field between the conducting domain and the non-conducting exterior is solved using the magnetic field formulation. The aim is to simulate localized magnetic fields interacting with turbulent duct flow. Detailed verification of the implementation of the numerical scheme is conducted in the limiting case of low magnetic Reynolds number by comparing with the results obtained using a quasistatic approach that has no coupling with the exterior. The rigorous...
International Nuclear Information System (INIS)
A code called DIFXYZ has been developed for the finite difference solution of diffusion theory equations in 1-D, 2-D and 3-D Cartesian geometry. It uses central differencing scheme. DIFXYZ can be used for determining the eigenvalue, fluxes, their adjoint and power distribution. Homogeneous as well as inhomogeneous boundary conditions can be applied in all directions. The code is written in variable dimensions so that any combination of number of energy groups and number of spatial meshes can be considered. Diagonal or octant symmetry can be used in radial plane. Acceleration techniques like successive line over relaxation with optimum parameter determined by program, two parameter Chebyschev acceleration for fission source, row or column rebalancing etc. are incorporated in DIFXYZ and facilitate fast convergence of eigenvalue and flux profile. (author)
Scientific Electronic Library Online (English)
Jorge Mauricio, Ruiz Vera; Ignacio, Mantilla Prada.
2013-06-01
Full Text Available La ecuación de Derrida-Lebowitz-Speer-Spohn (DLSS) es una ecuación de evolución no lineal de cuarto orden. Esta aparece en el estudio de las fluctuaciones de interface de sistemas de espín y en la modelación de semicoductores cuánticos. En este artículo, se presenta una discretización por elementos [...] finitos para una formulación exponencial de la ecuación DLSS abordada como un sistema acoplado de ecuaciones. Usando la información disponible acerca del fenómeno físico, se establecen las condiciones de contorno para el sistema acoplado. Se demuestra la existencia de la solución discreta global en el tiempo via un argumento de punto fijo. Los resultados numéricos ilustran el carácter cuántico de la ecuación. Finalmente se presenta un test del orden de convergencia de la discretización porpuesta. Abstract in english The Derrida-Lebowitz-Speer-Spohn (DLSS) equation is a fourth order in space non-linear evolution equation. This equation arises in the study of interface fluctuations in spin systems and quantum semiconductor modelling. In this paper, we present a finite element discretization for a exponential form [...] ulation of a coupled-equation approach to the DLSS equation. Using the available information about the physical phenomena, we are able to set the corresponding boundary conditions for the coupled system. We prove existence of the discrete solution by fixed point argument. Numerical results illustrate the quantum character of the equation. Finally a test of order of convergence of the proposed discretization scheme is presented.
Steinhoff, John; Chitta, Subhashini
2012-08-01
The linear wave equation represents the basis of many linear electromagnetic and acoustic propagation problems. Features that a computational model must have, to capture large scale realistic effects (for over the horizon or "OTH" radar communication, for example), include propagation of short waves with scattering and partial absorption by complex topography. For these reasons, it is not feasible to use Green's Function or any simple integral method, which neglects these intermediate effects and requires a known propagation function between source and observer. In this paper, we describe a new method for propagating such short waves over long distances, including intersecting scattered waves. The new method appears to be much simpler than conventional high frequency schemes: Lagrangian "particle" based approaches, such as "ray tracing" become very complex in 3-D, especially for waves that may be expanding, or even intersecting. The other high frequency scheme in common use, the Eikonal, also has difficulty with intersecting waves. Our approach, based on nonlinear solitary waves concentrated about centroid surfaces of physical wave features, is related to that of Whitham [1], which involves solving wave fronts propagating on characteristics. Then, the evolving electromagnetic (or acoustic) field can be approximated as a collection of propagating co-dimension one surfaces (for example, 2-D surfaces in three dimensions). This approach involves solving propagation equations discretely on an Eulerian grid to approximate the linear wave equation. However, to propagate short waves over long distances, conventional Eulerian numerical methods, which attempt to resolve the structure of each wave, require far too many grid cells and are not feasible on current or foreseeable computers. Instead, we employ an "extended" wave equation that captures the important features of the propagating waves. This method is first formulated at the partial differential equation (PDE) level, as a wave equation with an added "confining" term that involves both a positive and a negative dissipation. Once we have the stable PDE, the discrete formulation is simply a multidimensional PDE with (stable) perturbations caused by the discretization. The resulting discrete solution can then be low order and very simple and yet remain stable over arbitrarily long times. When discretized and solved on an Eulerian grid, this new method allows far coarser grids than required by conventional resolution considerations, while still accounting for the effects of varying atmospheric and topographic features. An important point is that the new method is in the same form as conventional discrete wave equation methods. However, the conventional solution eventually decays, and only the "intermediate asymptotic" solution can be used. Simply by adding an extra term, we show that a nontrivial true asymptotic solution can be obtained. A similar solitary wave based approach has been used successfully in a different problem (involving "Vorticity Confinement"), for a number of years.
A PRACTICAL PROXY SIGNATURE SCHEME
Sattar Aboud; Sufian Yousef
2012-01-01
A proxy signature scheme is a variation of the ordinary digital signature scheme which enables a proxy signer to generate signatures on behalf of an original signer. In this paper, we present two efficient types of proxy signature scheme. The first one is the proxy signature for warrant partial delegation combines an advantage of two well known warrant partial delegation schemes. This proposed proxy signature scheme is based on the difficulty of solving the discrete logarithm problem. The sec...
Numerical solution of the 1D kinetics equations using a cubic reduced nodal scheme
International Nuclear Information System (INIS)
In this work a finite differences technique centered in mesh based on a cubic reduced nodal scheme type finite element to solve the equations of the kinetics 1 D that include the equations corresponding to the concentrations of precursors of delayed neutrons is described. The technique of finite elements used is that of Galerkin where so much the neutron flux as the concentrations of precursors its are spatially approached by means of a three grade polynomial. The matrices of rigidity and of mass that arise during this discretization process are numerically evaluated using the open quadrature non standard of Newton-Cotes and that of Radau respectively. The purpose of the application of these quadratures is the one of to eliminate in the global matrices the couplings among the values of the flow in points of the discretization with the consequent advantages as for the reduction of the order of the matrix associated to the discreet problem that is to solve. As for the time dependent part the classical integration scheme known as ? scheme is applied. After carrying out the one reordering of unknown and equations it arrives to a reduced system that it can be solved but quickly. With the McKin compute program developed its were solved three benchmark problems and those results are shown for the relative powers. (Author)
Two-dimensional free surface flow in branch channels by a finite-volume TVD scheme
Wang, Jiasong; He, Yousheng; Ni, Hangen
Free surface flow, in particular caused by dam-breaks in branch channels or other arbitrary geometrical rivers is an attention getting subject to the engineering practice, however the studies are few to be reported. In this paper a finite-volume total variation diminishing (TVD) scheme is presented for modeling unsteady free surface flows caused by dam-breaks in branch channels. In order to extend the finite-difference TVD scheme to finite-volume form, a mesh topology is defined relating a node and an element. The solver is implemented for the 2D shallow water equations on arbitrary quadrilateral meshes, and based upon a second-order hybrid TVD scheme with an optimum-selected limiter in the space discretization and a two-step Runge-Kutta approach in the time discretization. Verification for two typical dam-break problems is carried out by comparing the present results with others and very good agreement is obtained. The present algorithm is then used to predict the characteristics of free surface flows due to dam breaking in branch channels, for example, in a symmetrical trifurcated channel and a natural bifurcated channel, on coarse meshes and fine meshes, respectively. The characteristics of complex unsteady free surface flows in these examples are clearly shown.
An iterative finite difference method for solving the quantum hydrodynamic equations of motion
Energy Technology Data Exchange (ETDEWEB)
Kendrick, Brian K [Los Alamos National Laboratory
2010-01-01
The quantum hydrodynamic equations of motion associated with the de Broglie-Bohm description of quantum mechanics describe a time evolving probability density whose 'fluid' elements evolve as a correlated ensemble of particle trajectories. These equations are intuitively appealing due to their similarities with classical fluid dynamics and the appearance of a generalized Newton's equation of motion in which the total force contains both a classical and quantum contribution. However, the direct numerical solution of the quantum hydrodynamic equations (QHE) is fraught with challenges: the probability 'fluid' is highly-compressible, it has zero viscosity, the quantum potential ('pressure') is non-linear, and if that weren't enough the quantum potential can also become singular during the course of the calculations. Collectively these properties are responsible for the notorious numerical instabilities associated with a direct numerical solution of the QHE. The most successful and stable numerical approach that has been used to date is based on the Moving Least Squares (MLS) algorithm. The improved stability of this approach is due to the repeated local least squares fitting which effectively filters or reduces the numerical noise which tends to accumulate with time. However, this method is also subject to instabilities if it is pushed too hard. In addition, the stability of the MLS approach often comes at the expense of reduced resolution or fidelity of the calculation (i.e., the MLS filtering eliminates the higher-frequency components of the solution which may be of interest). Recently, a promising new solution method has been developed which is based on an iterative solution of the QHE using finite differences. This method (referred to as the Iterative Finite Difference Method or IFDM) is straightforward to implement, computationally efficient, stable, and its accuracy and convergence properties are well understood. A brief overview of the IFDM will be presented followed by a couple of benchmark applications on one- and two-dimensional Eckart barrier scattering problems.
Directory of Open Access Journals (Sweden)
René Roland Colditz
2015-07-01
Full Text Available Land cover mapping for large regions often employs satellite images of medium to coarse spatial resolution, which complicates mapping of discrete classes. Class memberships, which estimate the proportion of each class for every pixel, have been suggested as an alternative. This paper compares different strategies of training data allocation for discrete and continuous land cover mapping using classification and regression tree algorithms. In addition to measures of discrete and continuous map accuracy the correct estimation of the area is another important criteria. A subset of the 30 m national land cover dataset of 2006 (NLCD2006 of the United States was used as reference set to classify NADIR BRDF-adjusted surface reflectance time series of MODIS at 900 m spatial resolution. Results show that sampling of heterogeneous pixels and sample allocation according to the expected area of each class is best for classification trees. Regression trees for continuous land cover mapping should be trained with random allocation, and predictions should be normalized with a linear scaling function to correctly estimate the total area. From the tested algorithms random forest classification yields lower errors than boosted trees of C5.0, and Cubist shows higher accuracies than random forest regression.
International Nuclear Information System (INIS)
Coarse-mesh numerical methods are very efficient in the sense that they generate accurate results in short computational time, as the number of floating point operations generally decrease, as a result of the reduced number of mesh points. On the other hand, they generate numerical solutions that do not give detailed information on the problem solution profile, as the grid points can be located considerably away from each other. In this paper we describe two steps for the analytical reconstruction of the coarse-mesh solution generated by the spectral nodal method for neutral particle discrete ordinates (SN) transport model in slab geometry. The first step of the algorithm is based on the analytical reconstruction of the coarse-mesh solution within each discretization cell of the grid set up on the spatial domain. The second step is based on the angular reconstruction of the discrete ordinates solution between two contiguous ordinates of the angular quadrature set used in the SN model. Numerical results are given so we can illustrate the accuracy of the two reconstruction techniques, as described in this paper.
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STEALTH is a family of computer codes that solve the equations of motion for a general continuum. These codes can be used to calculate a variety of physical processes in which the dynamic behavior of a continuum is involved. The versions of STEALTH described in this volume were designed for the calculation of problems involving low-speed fluid flow. They employ an implicit finite difference technique to solve the one- and two-dimensional equations of motion, written for an arbitrary coordinate system, for both incompressible and compressible fluids. The solution technique involves an iterative solution of the implicit, Lagrangian finite difference equations. Convection terms that result from the use of an arbitrarily-moving coordinate system are calculated separately. This volume provides the theoretical background, the finite difference equations, and the input instructions for the one- and two-dimensional codes; a discussion of several sample problems; and a listing of the input decks required to run those problems
Bland, S. R.
1982-01-01
Finite difference methods for unsteady transonic flow frequency use simplified equations in which certain of the time dependent terms are omitted from the governing equations. Kernel functions are derived for two dimensional subsonic flow, and provide accurate solutions of the linearized potential equation with the same time dependent terms omitted. These solutions make possible a direct evaluation of the finite difference codes for the linear problem. Calculations with two of these low frequency kernel functions verify the accuracy of the LTRAN2 and HYTRAN2 finite difference codes. Comparisons of the low frequency kernel function results with the Possio kernel function solution of the complete linear equations indicate the adequacy of the HYTRAN approximation for frequencies in the range of interest for flutter calculations.
Vizcarra, Christina L; Zhang, Naigong; Marshall, Shannon A; Wingreen, Ned S; Zeng, Chen; Mayo, Stephen L
2008-05-01
Our goal is to develop accurate electrostatic models that can be implemented in current computational protein design protocols. To this end, we improve upon a previously reported pairwise decomposable, finite difference Poisson-Boltzmann (FDPB) model for protein design (Marshall et al., Protein Sci 2005, 14, 1293). The improvement involves placing generic sidechains at positions with unknown amino acid identity and explicitly capturing two-body perturbations to the dielectric environment. We compare the original and improved FDPB methods to standard FDPB calculations in which the dielectric environment is completely determined by protein atoms. The generic sidechain approach yields a two to threefold increase in accuracy per residue or residue pair over the original pairwise FDPB implementation, with no additional computational cost. Distance dependent dielectric and solvent-exclusion models were also compared with standard FDPB energies. The accuracy of the new pairwise FDPB method is shown to be superior to these models, even after reparameterization of the solvent-exclusion model. PMID:18074340
Directory of Open Access Journals (Sweden)
Raj Mittra
2012-07-01
Full Text Available A rigorous full-wave solution, via the Finite-Difference-Time-Domain (FDTD method, is performed in an attempt to obtain realistic communication channel models for on-body wireless transmission in Body-Area-Networks (BANs, which are local data networks using the human body as a propagation medium. The problem of modeling the coupling between body mounted antennas is often not amenable to attack by hybrid techniques owing to the complex nature of the human body. For instance, the time-domain Green’s function approach becomes more involved when the antennas are not conformal. Furthermore, the human body is irregular in shape and has dispersion properties that are unique. One consequence of this is that we must resort to modeling the antenna network mounted on the body in its entirety, and the number of degrees of freedom (DoFs can be on the order of billions. Even so, this type of problem can still be modeled by employing a parallel version of the FDTD algorithm running on a cluster. Lastly, we note that the results of rigorous simulation of BANs can serve as benchmarks for comparison with the abundance of measurement data.
Modeling and finite difference numerical analysis of reaction-diffusion dynamics in a microreactor.
Plazl, Igor; Lakner, Mitja
2010-03-01
A theoretical description with numerical experiments and analysis of the reaction-diffusion processes of homogeneous and non-homogeneous reactions in a microreactor is presented considering the velocity profile for laminar flows of miscible and immiscible fluids in a microchannel at steady-state conditions. A Mathematical model in dimensionless form, containing convection, diffusion, and reaction terms are developed to analyze and to forecast the reactor performance. To examine the performance of different types of reactors, the outlet concentrations for the plug-flow reactor (PFR), and the continuous stirred-tank reactor (CSTR) are also calculated for the case of an irreversible homogeneous reaction of two components. The comparison of efficiency between ideal conventional macroscale reactors and the microreactor is presented for a wide range of operating conditions, expressed as different Pe numbers (0.01 < Pe < 10). The numerical procedure of complex non-linear systems based on an implicit finite-difference method improved by non-equidistant differences is proposed. PMID:24061660
3D Finite-Difference Modeling of Scattered Teleseismic Wavefields in a Subduction Zone
Morozov, I. B.; Zheng, H.
2005-12-01
For a teleseismic array targeting subducting crust in a zone of active subduction, scattering from the zone underlying the trench result in subhorizontally-propagating waves that could be difficult to distinguish from converted P- and S- wave backscattered from the surface. Because back-scattered modes often provide the most spectacular images of subducting slabs, it is important to understand their differences from the arrivals scattered from the trench zone. To investigate the detailed teleseismic wavefield in a subduction zone environment, we performed a full-waveform, 3-D visco-elastic finite-difference modeling of teleseismic wave propagation using a Beowulf cluster. The synthetics show strong scattering from the trench zone, dominated by the mantle and crustal P-waves propagating at 6.2-8.1.km/s and slower. These scattered waves occupy the same time and moveout intervals as the backscattered modes, and also have similar amplitudes. Although their amplitude decay characters are different, with the uncertainties in the velocity and density structure of the subduction zone, unambiguous distinguishing of these modes appears difficult. However, under minimal assumptions (in particular, without invoking slab dehydration), recent observations of receiver function amplitudes decreasing away from the trench favor the interpretation of trench-zone scattering.
Ryan, Deirdre A.; Langdon, H. Scott; Beggs, John H.; Steich, David J.; Luebbers, Raymond J.; Kunz, Karl S.
1992-01-01
The approach chosen to model steady state scattering from jet engines with moving turbine blades is based upon the Finite Difference Time Domain (FDTD) method. The FDTD method is a numerical electromagnetic program based upon the direct solution in the time domain of Maxwell's time dependent curl equations throughout a volume. One of the strengths of this method is the ability to model objects with complicated shape and/or material composition. General time domain functions may be used as source excitations. For example, a plane wave excitation may be specified as a pulse containing many frequencies and at any incidence angle to the scatterer. A best fit to the scatterer is accomplished using cubical cells in the standard cartesian implementation of the FDTD method. The material composition of the scatterer is determined by specifying its electrical properties at each cell on the scatterer. Thus, the FDTD method is a suitable choice for problems with complex geometries evaluated at multiple frequencies. It is assumed that the reader is familiar with the FDTD method.
Finite-difference time-domain modeling of nonperfectly conducting metallic thin-film gratings
International Nuclear Information System (INIS)
A simulation tool based on the finite-difference time-domain (FDTD) technique is developed to model the electromagnetic interaction of a focused optical Gaussian beam in two dimensions incident on a simple model of a corrugated dielectric surface plated with a thin film of realistic metal. The technique is a hybrid approach that combines an intensive numerical method near the surface of the grating, which takes into account the optical properties of metals, with a free-space transform to obtain the radiated fields. A description of this technique is presented along with numerical examples comparing gratings made with realistic and perfect conductors. In particular, a demonstration is given of an obliquely incident beam focused on a uniform grating and a normally incident beam focused on a nonuniform grating. The gratings in these two cases are coated with a negative-permittivity thin film, and the scattered radiation patterns for these structures are studied. Both TE and TM polarizations are investigated. Using this hybrid FDTD technique results in a complete and accurate simulation of the total electromagnetic field in the near field as well as in the far field of the grating. It is shown that there are significant differences in the performances of the realistic metal and the perfect metal gratings
International Nuclear Information System (INIS)
A calculation program (URA 6.F4) was elaborated on FORTRAN IV language, that through finite differences solves the unidimensional scalar Helmholtz equation, assuming only one energy group, in spherical cylindrical or plane geometry. The purpose is the determination of the flow distribution in a reactor of spherical cylindrical or plane geometry and the critical dimensions. Feeding as entrance datas to the program the geometry, diffusion coefficients and macroscopic transversals cross sections of absorption and fission for each region. The differential diffusion equation is converted with its boundary conditions, to one system of homogeneous algebraic linear equations using the box integration technique. The investigation on criticality is converted then in a succession of eigenvalue problems for the critical eigenvalue. In general, only is necessary to solve the first eigenvalue and its corresponding eigenvector, employing the power method. The obtained results by the program for the critical dimensions of the clean reactors are admissible, the existing error as respect to the analytic is less of 0.5%; by the analysed reactors of three regions, the relative error with respect to the semianalytic result is less of 0.2%. With this program is possible to obtain one quantitative description of one reactor if the transversal sections that appears in the monoenergetic model are adequatedly averaged by the energy group used. (author)
A Coupled Finite Difference and Moving Least Squares Simulation of Violent Breaking Wave Impact
DEFF Research Database (Denmark)
Lindberg, Ole; Bingham, Harry B.
2012-01-01
Two model for simulation of free surface flow is presented. The first model is a finite difference based potential flow model with non-linear kinematic and dynamic free surface boundary conditions. The second model is a weighted least squares based incompressible and inviscid flow model. A special feature of this model is a generalized finite point set method which is applied to the solution of the Poisson equation on an unstructured point distribution. The presented finite point set method is generalized to arbitrary order of approximation. The two models are applied to simulation of steep and overturning wave impacts on a vertical breakwater. Wave groups with five different wave heights are propagated from offshore to the vicinity of the breakwater, where the waves are steep, but still smooth and non-overturning. These waves are used as initial condition for the weighted least squares based incompressible and inviscid model and the wave impacts on the vertical breakwater are simulated in this model. The resulting maximum pressures and forces on the breakwater are relatively high when compared with other studies and this is due to the incompressible nature of the present model.
Study of analytical creep theory by using two dimensional finite difference computer model
International Nuclear Information System (INIS)
A number of structures were built on the basis Bligh's creep theory. Some of them were successful while others failed. Therefore further investigations were required to find out sound and scientific techniques for the design of low head structures. The present work is carried out for the verification of analytical creep theory, which is over due, for the future designing of hydraulic structures. The main objective is to study seepage under hydraulic structures the using the numerical models. The results obtained by two-dimensional finite difference computer model are compared with the results of analytical theory. To initiate and to understand the methodology of a numerical model technique, a sample seepage problem was studied. This experience was used to modify Rushton (1979) model to solve seepage problems. Analysis of numerical model results shows that seepage under hydraulic structure is a complex problem, which can be properly solved using a numerical model. Comparison of numerical model results with Bligh's Creep theory show that Bligh's theory considers linear distribution of potential along the creep length whereas actual distribution is non-linear. Bligh's theory is a conservative yet simple approach but it is not applicable to complex field situations where the soil properties vary widely below hydraulic structures. The effect of sheet pile positions also cannot be properly considered in Bligh's theory. (author)
Finite-difference Time-domain Modeling of Laser-induced Periodic Surface Structures
Römer, G. R. B. E.; Skolski, J. Z. P.; Obo?a, J. Vincenc; Veld, A. J. Huis in't.
Laser-induced periodic surface structures (LIPSSs) consist of regular wavy surface structures with amplitudes the (sub)micrometer range and periodicities in the (sub)wavelength range. It is thought that periodically modulated absorbed laser energy is initiating the growth of LIPSSs. The “Sipe theory” (or “Efficacy factor theory”) provides an analytical model of the interaction of laser radiation with a rough surface of the material, predicting modulated absorption just below the surface of the material. To address some limitations of this model, the finite-difference time-domain (FDTD) method was employed to numerically solve the two coupled Maxwell's curl equations, for linear, isotropic, dispersive materials with no magnetic losses. It was found that the numerical model predicts the periodicity and orientation of various types of LIPSSs which might occur on the surface of the material sample. However, it should be noted that the numerical FDTD model predicts the signature or “fingerprints” of several types of LIPSSs, at different depths, based on the inhomogeneously absorbed laser energy at those depths. Whether these types of (combinations of) LIPSSs will actually form on a material will also depend on other physical phenomena, such as the excitation of the material, as well as thermal-mechanical phenomena, such as the state and transport of the material.
Finite-difference time-domain synthesis of infrasound propagation through an absorbing atmosphere.
de Groot-Hedlin, C
2008-09-01
Equations applicable to finite-difference time-domain (FDTD) computation of infrasound propagation through an absorbing atmosphere are derived and examined in this paper. It is shown that over altitudes up to 160 km, and at frequencies relevant to global infrasound propagation, i.e., 0.02-5 Hz, the acoustic absorption in dB/m varies approximately as the square of the propagation frequency plus a small constant term. A second-order differential equation is presented for an atmosphere modeled as a compressible Newtonian fluid with low shear viscosity, acted on by a small external damping force. It is shown that the solution to this equation represents pressure fluctuations with the attenuation indicated above. Increased dispersion is predicted at altitudes over 100 km at infrasound frequencies. The governing propagation equation is separated into two partial differential equations that are first order in time for FDTD implementation. A numerical analysis of errors inherent to this FDTD method shows that the attenuation term imposes additional stability constraints on the FDTD algorithm. Comparison of FDTD results for models with and without attenuation shows that the predicted transmission losses for the attenuating media agree with those computed from synthesized waveforms. PMID:19045635
Ibey, Bennett L.; Payne, Jason A.; Mixon, Dustin G.; Thomas, Robert J.; Roach, William P.
2008-02-01
Assessing the biological reaction to electromagnetic (EM) radiation of all frequencies and intensities is essential to the understanding of both the potential damage caused by the radiation and the inherent mechanisms within biology that respond, protect, or propagate damage to surrounding tissues. To understand this reaction, one may model the electromagnetic irradiation of tissue phantoms according to empirically measured or intelligently estimated dielectric properties. Of interest in this study is the terahertz region (0.2-2.0 THz), ranging from millimeter to infrared waves, which has been studied only recently due to lack of efficient sources. The specific interaction between this radiation and human tissue is greatly influenced by the significant EM absorption of water across this range, which induces a pronounced heating of the tissue surface. This study compares the Monte Carlo Multi-Layer (MCML) and Finite Difference Time Domain (FDTD) approaches for modeling the terahertz irradiation of human dermal tissue. Two congruent simulations were performed on a one-dimensional tissue model with unit power intensity profile. This works aims to verify the use of either technique for modeling terahertz-tissue interaction for minimally scattering tissues.
International Nuclear Information System (INIS)
Many implementations of electroencephalogram (EEG) dipole source localization neglect the anisotropical conductivities inherent to brain tissues, such as the skull and white matter anisotropy. An examination of dipole localization errors is made in EEG source analysis, due to not incorporating the anisotropic properties of the conductivity of the skull and white matter. First, simulations were performed in a 5 shell spherical head model using the analytical formula. Test dipoles were placed in three orthogonal planes in the spherical head model. Neglecting the skull anisotropy results in a dipole localization error of, on average, 13.73 mm with a maximum of 24.51 mm. For white matter anisotropy these values are 11.21 mm and 26.3 mm, respectively. Next, a finite difference method (FDM), presented by Saleheen and Kwong (1997 IEEE Trans. Biomed. Eng. 44 800-9), is used to incorporate the anisotropy of the skull and white matter. The FDM method has been validated for EEG dipole source localization in head models with all compartments isotropic as well as in a head model with white matter anisotropy. In a head model with skull anisotropy the numerical method could only be validated if the 3D lattice was chosen very fine (grid size ?2 mm)
International Nuclear Information System (INIS)
We suggest a pseudospectral method for solving the three-dimensional time-dependent Gross-Pitaevskii (GP) equation, and use it to study the resonance dynamics of a trapped Bose-Einstein condensate induced by a periodic variation in the atomic scattering length. When the frequency of oscillation of the scattering length is an even multiple of one of the trapping frequencies along the x, y or z direction, the corresponding size of the condensate executes resonant oscillation. Using the concept of the differentiation matrix, the partial-differential GP equation is reduced to a set of coupled ordinary differential equations, which is solved by a fourth-order adaptive step-size control Runge-Kutta method. The pseudospectral method is contrasted with the finite-difference method for the same problem, where the time evolution is performed by the Crank-Nicholson algorithm. The latter method is illustrated to be more suitable for a three-dimensional standing-wave optical-lattice trapping potential
An exploratory study of a finite difference method for calculating unsteady transonic potential flow
Bennett, R. M.; Bland, S. R.
1979-01-01
A method for calculating transonic flow over steady and oscillating airfoils was developed by Isogai. The full potential equation is solved with a semi-implicit, time-marching, finite difference technique. Steady flow solutions are obtained from time asymptotic solutions for a steady airfoil. Corresponding oscillatory solutions are obtained by initiating an oscillation and marching in time for several cycles until a converged periodic solution is achieved. The method is described in general terms and results for the case of an airfoil with an oscillating flap are presented for Mach numbers 0.500 and 0.875. Although satisfactory results are obtained for some reduced frequencies, it is found that the numerical technique generates spurious oscillations in the indicial response functions and in the variation of the aerodynamic coefficients with reduced frequency. These oscillations are examined with a dynamic data reduction method to evaluate their effects and trends with reduced frequency and Mach number. Further development of the numerical method is needed to eliminate these oscillations.
High-order finite difference nodal method for neutron diffusion equation
International Nuclear Information System (INIS)
A nodal method has been developed which accurately and rapidly solves the three-dimensional neutron diffusion equation in both Cartesian and hexagonal geometries. To reduce the number of unknowns in comparison with the interface current method in favor of short computation time and a small computer memory requirement, this method employs the finite difference method (FDM) as its global neutron balance solution method. In the global neutron balance solution, the coupling coefficients are modified in such a way as to conserve the nodal interface neutron currents which are obtained by a local neutron balance solution method fit to each geometry. To validate the method developed here, it has been applied to neutron diffusion calculations for reactor cores, typical of Cartesian and hexagonal geometries, with different core sizes, assembly pitches, core configurations, control rod patterns, etc. For a large FBR (hexagonal geometry), for example, errors in power distribution and control rod worth by the method are less than 1/2 and 1/10, respectively, compared to an ordinary FBR core design method, while the computation time is 1/8 that of the latter method. (author)
Finite difference simulation of biological chromium (VI) reduction in aquifer media columns
Scientific Electronic Library Online (English)
Phalazane J, Mtimunye; Evans MN, Chirwa.
2014-04-03
Full Text Available A mechanistic mathematical model was developed that successfully traced the Cr(VI) concentration profiles inside porous aquifer media columns. The model was thereafter used to calculate Cr(VI) removal rate for a range of Cr(VI) loadings. Internal concentration profiles were modelled against data col [...] lected from intermediate sample ports along the length of the test columns. For the first time, the performance of a simulated barrier was evaluated internally in porous media using a finite difference approach. Parameters in the model were optimised at transient-state and under near steady-state conditions with respect to biomass and effluent Cr(VI) concentration respectively. The best fitting model from this study followed non-competitive inhibition kinetics for Cr(VI) removal with the best fitting steady-state parameters: Cr(VI) reduction rate coefficient, k = 5.2x10(8) l-mg"¹-h"¹; Cr(VI) threshold inhibition concentration, C = 50 mg-l-1; and a semi-empirical reaction order, n = 2. The model results showed that post-barrier infusion of biomass into the clean aquifer downstream of the barrier could be limited by depletion of the substrates within the barrier. The model when fully developed will be used in desktop evaluation of proposed in situ biological barrier systems before implementation in actual aquifer systems.
International Nuclear Information System (INIS)
Calculations, using the two-dimensional Eulerian finite-difference code CSQ, were performed for the problem of a small spherical high-explosive charge detonated in a closed heavy-walled cylindrical container partially filled with water. Data from corresponding experiments, specifically performed to validate codes used for hypothetical core disruptive accidents of liquid metal fast breeder reactors, are available in the literature. The calculations were performed specifically to test whether Eulerian methods could handle this type of problem, to determine whether water cavitation, which plays a large role in the loadings on the roof of the containment vessel, could be described adequately by an equilibrium liquid-vapor mixed phase model, and to investigate the trade-off between accuracy and cost of the calculations by using different sizes of computational meshes. Comparison of the experimental and computational data shows that the Eulerian method can handle the problem with ease, giving good predictions of wall and floor loadings. While roof loadings are qualitatively correct, peak impulse appears to be affected by numerical resolution and is underestimated somewhat
Vapor cooled lead and stacks thermal performance and design analysis by finite difference techniques
International Nuclear Information System (INIS)
Investigation of the combined thermal performance of the stacks and vapor-cooled leads for the Mirror Fusion Test Facility-B (MFTF-B) demonstrates considerable interdependency. For instance, the heat transfer to the vapor-cooled lead (VCL) from warm bus heaters, environmental enclosure, and stack is a significant additional heat load to the joule heating in the leads, proportionately higher for the lower current leads that have fewer current-carrying, counter flow coolant copper tubes. Consequently, the specific coolant flow (G/sec-kA-lead pair) increases as the lead current decreases. The definition of this interdependency and the definition of necessary thermal management has required an integrated thermal model for the entire stack/VCL assemblies. Computer simulations based on finite difference thermal analyses computed all the heat interchanges of the six different stack/VCL configurations. These computer simulations verified that the heat load of the stacks beneficially alters the lead temperature profile to provide added stability against thermal runaway. Significant energy is transferred through low density foam filler in the stack from warm ambient sources to the vapor-cooled leads
Solving the time-dependent Schrödinger equation using finite difference methods
Scientific Electronic Library Online (English)
R, Becerril; F.S, Guzmán; A, Rendón-Romero; S, Valdez-Alvarado.
2008-12-01
Full Text Available Resolvemos la ecuación de Schrödinger dependiente del tiempo en una y dos dimensiones usando diferencias finitas. La evolución se lleva a cabo usando el método de líneas. Los casos ilustrativos incluyen: la partícula en una caja y en un potencial de oscilador armónico en una y dos dimensiones. Como [...] ejemplos poco comunes presentamos la evolución de dos solitones y mostramos la dependencia temporal del comportamiento solitónico en una dimensión y la estabilización de un modelo de gas atómico en dos dimensiones. Los códigos usados para generar los resultados en este manuscrito se encuentran disponibles a la menor petición, y esperamos que este hecho ayude a los estudiantes a adquirir un mejor entendimiento de la solución de ecuaciones diferenciales parciales relacionadas con sistemas dinámicos Abstract in english We solve the time-dependent Schrödinger equation in one and two dimensions using the finite difference approximation. The evolution is carried out using the method of lines. The illustrative cases include: the particle in a box and the harmonic oscillator in one and two dimensions. As non-standard e [...] xamples we evolve two solitons and show the time-dependent solitonic behavior in one dimension and the stabilization of an atomic gas model in two dimensions. The codes used to generate the results in this manuscript are freely available under request, and we expect this material could help students to have a better grasp of the solution of partial differential equations related to dynamical systems
Hollmann, Joseph L.; DiMarzio, Charles A.
2013-02-01
Optical interrogation of tissue provides high biological specificity and excellent resolution, however strong scattering of light propagating through tissue limits the maximum focal depth of an optical wave, inhibiting the use of light in medical diagnostics and therapeutics. However, turbidity suppression has been demonstrated utilizing phase conjugation with an ultrasound (US) generated guide star. We analyze this technique utilizing a Finite-Difference Time-Domain (FDTD) simulation to propagate an optical wave in a synthetic skin model. The US beam is simulated as perturbing the indicies of refraction proportional to the acoustic pressure for four equally spaced phases. By the Nyquist criterion, this is sufficient to capture DC and the fundamental frequency of the US. The complex optical field at the detector is calculated utilizing the Hilbert transform, conjugated and "layed back" through the media. The resulting field travels along the same scattering paths and converges upon the US beams focus. The axial and transverse resolution of the system are analyzed and compared to the wavelengths of the optical and US beams.
International Nuclear Information System (INIS)
The most widely used charged as well as neutral particle transport solution method, the discrete-ordinates SN, is plagued by slow convergence of the inner iteration process. This leads to unacceptable long computational times if it is applied to solve large problems, such as two-dimensional problems or where the self-scatter cross section approaches the value of the total cross section. Therefore, much effort was investigated to develop synthetic acceleration schemes. Synthetic acceleration schemes use a lower order equation with correction terms to make it consistent with the higher-order SN-equation to be solved. The use of low-order S2-equation, instead of diffusion, provides compatibility with any spatial discretization of the SN transport equation and permits moments of higher than first order to be accelerated. In the present work low-order SM scattering source correction scheme (SM-SSCS) for two-dimensional geometry and finite elements in space is developed and investigated. The scheme was built into two-dimensional, x-y and r-z, triangular finite element SN-transport code TRISM. We investigated the capability of the S2-scattering source correction scheme calculating three benchmark problems and comparing the number of iterations and the computation time with values obtained using diffusion synthetic accelerated finite difference two-dimensional SN transport code TWODANT. (author) 1 tab., 5 refs
De Basabe, Jonás D.; Sen, Mrinal K.
2015-01-01
The numerical simulation of wave propagation in media with solid and fluid layers is essential for marine seismic exploration data analysis. The numerical methods for wave propagation that are applicable to this physical settings can be broadly classified as partitioned or monolithic: The partitioned methods use separate simulations in the fluid and solid regions and explicitly satisfy the interface conditions, whereas the monolithic methods use the same method in all the domain without any special treatment of the fluid-solid interface. Despite the accuracy of the partitioned methods, the monolithic methods are more common in practice because of their convenience. In this paper, we analyse the accuracy of several monolithic methods for wave propagation in the presence of a fluid-solid interface. The analysis is based on grid-dispersion criteria and numerical examples. The methods studied here include: the classical finite-difference method (FDM) based on the second-order displacement formulation of the elastic wave equation (DFDM), the staggered-grid finite difference method (SGFDM), the velocity-stress FDM with a standard grid (VSFDM) and the spectral-element method (SEM). We observe that among these, DFDM and the first-order SEM have a large amount of grid dispersion in the fluid region which renders them impractical for this application. On the other hand, SGFDM, VSFDM and SEM of order greater or equal to 2 yield accurate results for the body waves in the fluid and solid regions if a sufficient number of nodes per wavelength is used. All of the considered methods yield limited accuracy for the surface waves because the proper boundary conditions are not incorporated into the numerical scheme. Overall, we demonstrate both by analytic treatment and numerical experiments, that a first-order velocity-stress formulation can, in general, be used in dealing with fluid-solid interfaces without using staggered grids necessarily.
Pettersson, Per; Doostan, Alireza; Nordström, Jan
2013-01-01
The stochastic Galerkin and collocation methods are used to solve an advection–diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection–diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system. It is essential t...
Second-order explicit finite-difference methods for transient-flow analysis
Chaudhry, M. H.; Hussaini, M. Y.
1983-01-01
Three second-order accurate numerical methods - MacCormack's method, Lambda scheme and Gabutti scheme - are introduced to solve the quasi-linear, hyperbolic partial differential equations describing transient flows in closed conduits. The details of these methods and the treatment of boundary conditions are presented and the results computed by using these methods for a typical piping system are compared. It is shown that for the same accuracy, second-order methods require considerably lesser number of computational nodes and computer time as compared to those required by the first-order methods.
International Nuclear Information System (INIS)
The applicability of the Chebyshev time propagation algorithm for the solution of the time-dependent Schroedinger equation is investigated within the context of differencing schemes for the repesentation of the spatial operators. Representative numerical tests for the harmonic oscillator and Morse potentials display the utility and limitations of this combined approach. Substantial increases in time step are possible for these lower-order methods compared with other propagators commonly used in differencing schemes, but if very high accuracy is desired for these cases difference methods remain less efficient computationally than the corresponding spectral spatial representation when both methods are applicable. (orig.)
Comparison of SAR calculation algorithms for the finite-difference time-domain method
International Nuclear Information System (INIS)
Finite-difference time-domain (FDTD) simulations of specific-absorption rate (SAR) have several uncertainty factors. For example, significantly varying SAR values may result from the use of different algorithms for determining the SAR from the FDTD electric field. The objective of this paper is to rigorously study the divergence of SAR values due to different SAR calculation algorithms and to examine if some SAR calculation algorithm should be preferred over others. For this purpose, numerical FDTD results are compared to analytical solutions in a one-dimensional layered model and a three-dimensional spherical object. Additionally, the implications of SAR calculation algorithms for dosimetry of anatomically realistic whole-body models are studied. The results show that the trapezium algorithm-based on the trapezium integration rule-is always conservative compared to the analytic solution, making it a good choice for worst-case exposure assessment. In contrast, the mid-ordinate algorithm-named after the mid-ordinate integration rule-usually underestimates the analytic SAR. The linear algorithm-which is approximately a weighted average of the two-seems to be the most accurate choice overall, typically giving the best fit with the shape of the analytic SAR distribution. For anatomically realistic models, the whole-body SAR difference between different algorithms is relatively independent of the used body model, incident direction and polarization of the plane wave. The m and polarization of the plane wave. The main factors affecting the difference are cell size and frequency. The choice of the SAR calculation algorithm is an important simulation parameter in high-frequency FDTD SAR calculations, and it should be explained to allow intercomparison of the results between different studies. (note)
Envelope Synthesis In Random Media - Radiative Transfer Versus Finite Difference Modeling
Przybilla, J.; Korn, M.; Wegler, U.
2004-12-01
The analysis of the coda portion of seismograms is an effective strategy to investigate the heterogeneous structure of the Earth at small scales. Usually the shape of seismogram envelopes at high frequencies are studied. A powerful method to synthesize envelopes is based on the radiative transfer theory, which describes energy transport through a scattering medium. The radiative transfer equations can conveniently be solved by a Monte Carlo simulation of random walks of energy particles through such a medium. Between single scattering events each particle moves through the background medium along ray paths. The probability of a scattering event is determined by the mean free path length depending on the total scattering coefficient of the medium. Monte Carlo simulations have so far mostly assumed isotropic scattering and acoustic approximations, as well as isotropic source radiation. Here we present an extension of this method to the full elastic case including P and S waves, and for angular dependent scattering coefficients according to the Born approximation. In order to validate this procedure, the results of the simulations are compared to envelopes obtained from full wave field modeling in 2D employing a finite difference method. Envelope shapes agree remarkably well for both short and long lapse times and for a broad range of scattering parameters. This leads to the conclusion that the use of Born scattering coefficients does not pose severe limits to the validity range of Monte Carlo method. From the comparison between elastic and acoustic simulations it becomes apparent that wave type conversions should not be neglected, especially when both P and S coda are interpreted simultaneously. Additionally, the influence of density fluctuations on envelope shapes has also been studied. It appears that the amount of density variations has a large effect on the level of the late coda only, thus showing a possibility to discriminate between velocity and density fluctuations.
Kaus, B.; Popov, A.
2014-12-01
The complexity of lithospheric rheology and the necessity to resolve the deformation patterns near the free surface (faults and folds) sufficiently well places a great demand on a stable and scalable modeling tool that is capable of efficiently handling nonlinearities. Our code LaMEM (Lithosphere and Mantle Evolution Model) is an attempt to satisfy this demand. The code utilizes a stable and numerically inexpensive finite difference discretization with the spatial staggering of velocity, pressure, and temperature unknowns (a so-called staggered grid). As a time discretization method the forward Euler, or a combination of the predictor-corrector and the fourth-order Runge-Kutta can be chosen. Elastic stresses are rotated on the markers, which are also used to track all relevant material properties and solution history fields. The Newtonian nonlinear iteration, however, is handled at the level of the grid points to avoid spurious averaging between markers and grid. Such an arrangement required us to develop a non-standard discretization of the effective strain-rate second invariant. Important feature of the code is its ability to handle stress-free and open-box boundary conditions, in which empty cells are simply eliminated from the discretization, which also solves the biggest problem of the sticky-air approach - namely large viscosity jumps near the free surface. We currently support an arbitrary combination of linear elastic, nonlinear viscous with multiple creep mechanisms, and plastic rheologies based on either a depth-dependent von Mises or pressure-dependent Drucker-Prager yield criteria.LaMEM is being developed as an inherently parallel code. Structurally all its parts are based on the building blocks provided by PETSc library. These include Jacobian-Free Newton-Krylov nonlinear solvers with convergence globalization techniques (line search), equipped with different linear preconditioners. We have also implemented the coupled velocity-pressure multigrid prolongation and restriction operators specific for staggered grid discretization. The capabilities of the code are demonstrated with a set of geodynamically-relevant benchmarks and example problems on parallel computers.This project is funded by ERC Starting Grant 258830
Lattice operators from discrete hydrodynamics
Ramadugu, Rashmi; Adhikari, Ronojoy; Succi, Sauro; Ansumali, Santosh
2012-01-01
We present a general scheme to derive lattice differential operators from the discrete velocities and associated Maxwell-Boltzmann distributions used in lattice hydrodynamics. Such discretizations offer built-in isotropy and recursive techniques to increase the convergence order. This provides a simple and elegant procedure to derive isotropic and accurate discretizations of differential operators, which are expected to apply across a broad range of problems in computational physics.
Numerical discretization for nonlinear diffusion filter
Mustaffa, I.; Mizuar, I.; Aminuddin, M. M. M.; Dasril, Y.
2015-05-01
Nonlinear diffusion filters are famously used in machine vision for image denoising and restoration. This paper presents a study on the effects of different numerical discretization of nonlinear diffusion filter. Several numerical discretization schemes are presented; namely semi-implicit, AOS, and fully implicit schemes. The results of these schemes are compared by visual results, objective measurement e.g. PSNR and MSE. The results are also compared to a Daubechies wavelet denoising method. It is acknowledged that the two preceding scheme have already been discussed in literature, however comparison to the latter scheme has not been made. The semi-implicit scheme uses an additive operator splitting (AOS) developed to overcome the shortcoming of the explicit scheme i.e., stability for very small time steps. Although AOS has proven to be efficient, from the nonlinear diffusion filter results with different discretization schemes, examples shows that implicit schemes are worth pursuing.
Directory of Open Access Journals (Sweden)
Jorge Mauricio Ruiz Vera
2013-03-01
Full Text Available The Derrida-Lebowitz-Speer-Spohn (DLSS equation is a fourth order in space non-linear evolution equation. This equation arises in the study of interface fluctuations in spin systems and quantum semiconductor modelling. In this paper, we present a positive preserving finite element discrtization for a coupled-equation approach to the DLSS equation. Using the available information about the physical phenomena, we are able to set the corresponding boundary conditions for the coupled system. We prove existence of a global in time discrete solution by fixed point argument. Numerical results illustrate the quantum character of the equation. Finally a test of order of convergence of the proposed discretization scheme is presented.La ecuación de Derrida-Lebowitz-Speer-Spohn (DLSS es una ecuación de evolución no lineal de cuarto orden. Esta aparece en el estudio de las fluctuaciones de interface de sistemas de espín y en la modelación de semicoductores cuánticos. En este artículo, se presenta una discretización por elementos finitos para una formulación exponencial de la ecuación DLSS abordada como un sistema acoplado de ecuaciones. Usando la información disponible acerca del fenómeno físico, se establecen las condiciones de contorno para el sistema acoplado. Se demuestra la existencia de la solución discreta global en el tiempo via un argumento de punto fijo. Los resultados numéricos ilustran el carácter cuántico de la ecuación. Finalmente se presenta un test del orden de convergencia de la discretización porpuesta.
Sudiarta, I. Wayan; Geldart, D. J. Wallace
2007-01-01
We extend our finite difference time domain method for numerical solution of the Schrodinger equation to cases where eigenfunctions are complex-valued. Illustrative numerical results for an electron in two dimensions, subject to a confining potential V(x,y), in a constant perpendicular magnetic field demonstrate the accuracy of the method.
International Nuclear Information System (INIS)
We extend our finite difference time domain method for numerical solution of the Schroedinger equation to cases where eigenfunctions are complex-valued. Illustrative numerical results for an electron in two dimensions, subject to a confining potential V(x,y), in a constant perpendicular magnetic field demonstrate the accuracy of the method
DEFF Research Database (Denmark)
Bieniasz, Leslaw K.; Østerby, Ole
1995-01-01
The stepwise numerical stability of the classic explicit, fully implicit and Crank-Nicolson finite difference discretizations of example diffusional initial boundary value problems from electrochemical kinetics has been investigated using the matrix method of stability analysis. Special attention has been paid to the effect of the discretization of the mixed, linear boundary condition with time-dependent coefficients on stability, assuming the two-point forward-difference approximations for the gradient at the left boundary (electrode). Under accepted assumptions one obtains the usual stability criteria for the classic explicit and fully implicit methods. The Crank-Nicolson method turns out to be only conditionally stable in contrast to the current thought regarding this method.
Implementation of a Courant violating scheme for mixture drift-flux equations
International Nuclear Information System (INIS)
Mixture models are commonly used in the simulation of transient two-phase flows as simplifications of six-equation models, with the drift-flux models as a common way to describe relative phase motion. This is particularly true in simulator and control system modeling where solutions that are faster than real time are necessary, and as a means for incorporating thermal-hydraulic feedback into steady-state and transient neutronics calculations. Variations on semi-implicit finite difference schemes are some of the more commonly used temporal discretization schemes. The maximum time step size associated with these schemes is normally assumed to be limited by stability considerations to the material transport time across any computational cell (Courant limit). In applications requiring solutions that are faster than real time or the calculation of thermal-hydraulic feedback in reactor kinetics codes, time-step sizes that are restricted by the material Courant limit may result in prohibitive run times. A Courant violating scheme is examined for the mixture drift-flux equations, which for rapid transients is at least as fast as classic semi-implicit methods and for slow transients allows time step sizes many times greater than the material Courant limit
Mimetic discretization of two-dimensional magnetic diffusion equations
Lipnikov, Konstantin; Reynolds, James; Nelson, Eric
2013-08-01
In case of non-constant resistivity, cylindrical coordinates, and highly distorted polygonal meshes, a consistent discretization of the magnetic diffusion equations requires new discretization tools based on a discrete vector and tensor calculus. We developed a new discretization method using the mimetic finite difference framework. It is second-order accurate on arbitrary polygonal meshes and a consistent calculation of the Joule heating is intrinsic within it. The second-order convergence rates in L2 and L1 norms were verified with numerical experiments.
A Discrete Method to Solve Fractional Optimal Control Problems
ALMEIDA, RICARDO; Torres, Delfim F. M.
2014-01-01
We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves integer derivatives only. The latter problem is then discretized, by application of finite differences, and solved numerically. We illustrate the effectiveness of the procedure with an example.
Personal computer study of finite-difference methods for the transonic small disturbance equation
Bland, Samuel R.
1990-01-01
Calculation of unsteady flow phenomena requires careful attention to the numerical treatment to the governing partial differential equations. The personal computer provides a convenient and useful tool for the development of meshes, algorithms, and boundary conditions needed to provide time accurate solution of these equations. The one-dimensional equation considered provides a suitable model for the study of wave propagation in the equations of transonic small disturbance potential flow. Numerical results for effects of mesh size, extent, and stretching, time step size, and choice of far-field boundary conditions are presented. Analysis of the discretized model problem supports these numerical results. Guidelines for suitable mesh and time step choices are given.
Inverse eigenvalue problem via finite-difference three-diagonal Schroedinger operator
Chabanov, V M; Chabanov, Vladimir M.; Zakhariev, Boris N.
2003-01-01
In present article the self-contained derivation of eigenvalue inverse problem results is given by using a discrete approximation with three-diagonal Sturm-Liouville operator on a finite interval. It is demonstrated that inverse problem procedure is nothing else than well known Gram-Schmidt orthonormalization in Euclidean space for special vectors numbered by space coordinate index. All the results of usual inverse problem with continuous coordinate are reobtained by employing a limiting procedure, including reproducing an equivalent equation in partial derivatives for the solutions of the inverse problem equations -- the Goursat problem which guarantees the solvability of the inverse problem equations.
Finite-difference modelling to evaluate seismic P-wave and shear-wave field data
Burschil, T.; Beilecke, T.; Krawczyk, C. M.
2015-01-01
High-resolution reflection seismic methods are an established non-destructive tool for engineering tasks. In the near surface, shear-wave reflection seismic measurements usually offer a higher spatial resolution in the same effective signal frequency spectrum than P-wave data, but data quality varies more strongly. To discuss the causes of these differences, we investigated a P-wave and a SH-wave seismic reflection profile measured at the same location on the island of Föhr, Germany and applied seismic reflection processing to the field data as well as finite-difference modelling of the seismic wave field. The simulations calculated were adapted to the acquisition field geometry, comprising 2 m receiver distance (1 m for SH wave) and 4 m shot distance along the 1.5 km long P-wave and 800 m long SH-wave profiles. A Ricker wavelet and the use of absorbing frames were first-order model parameters. The petrophysical parameters to populate the structural models down to 400 m depth were taken from borehole data, VSP (vertical seismic profile) measurements and cross-plot relations. The simulation of the P-wave wave-field was based on interpretation of the P-wave depth section that included a priori information from boreholes and airborne electromagnetics. Velocities for 14 layers in the model were derived from the analysis of five nearby VSPs (vP =1600-2300 m s-1). Synthetic shot data were compared with the field data and seismic sections were created. Major features like direct wave and reflections are imaged. We reproduce the mayor reflectors in the depth section of the field data, e.g. a prominent till layer and several deep reflectors. The SH-wave model was adapted accordingly but only led to minor correlation with the field data and produced a higher signal-to-noise ratio. Therefore, we suggest to consider for future simulations additional features like intrinsic damping, thin layering, or a near-surface weathering layer. These may lead to a better understanding of key parameters determining the data quality of near-surface shear-wave seismic measurements.
Finite-difference time-domain modeling of photonic crystal microcavity lasers
Kim, Cheolwoo
Photonic crystal microcavity lasers are attractive optical sources in communication systems because they have several advantages such as lithographically defined wavelengths, small physical size, and low operating power, compared with conventional optical sources. For these sources to find mainstream applications [O'Brien, 2002], they need to be operated at room temperature, and to be pumped the current electrically. To be operated at room temperature, a high thermally conductive heat dissipating substrate is necessary. To be pumped the current electrically, a doped semiconductor membrane is necessary. However, those two constraints complicate the electromagnetics to make reasonably high quality factor (Q) photonic crystal lasers (PCL). This thesis focuses on design issues to make high Q PCL with a heat dissipating substrate and with impurity doping in the semiconductor membrane. For lasers to lase, the high Q resonant cavity is necessary because the semiconductor material can provide the limited gain. The heat dissipating substrate, which is necessary to operate at room temperature, reduces Q due to substrate loss. One method to maintain a high Q cavity with increased substrate losses, is to increase the traveling distance of photon or to increase reflectivity of the cavity. One way to increase the traveling distance is to increase the cavity dimension. Cavity dimension can be increased by increasing the slab thickness or by increasing cavity core size, and the effect of it on Q was researched. The Q also increases if the reflectivity of photonic crystal increases, and the method to increase reflectivity of PC was researched. The doping is necessary to make electrically pumped device and the effect of it on Q is researched. The main numerical tools to analyzing PCLs were the finite difference time domain (FDTD), far field simulation, and optimization algorithm. FDTD is needed to simulate the mode of resonant cavity and its basic algorithm, implementation of filter, boundary conditions, and a formulation on Q was presented. Far field calculation is needed to couple the light to optical fiber in communication system. Optimization algorithm is necessary to predict the optimized device structure, and the optimization on y-branch is presented.
A finite-difference frequency-domain code for electromagnetic induction tomography
Energy Technology Data Exchange (ETDEWEB)
Sharpe, R M; Berryman, J G; Buettner, H M; Champagne, N J.,II; Grant, J B
1998-12-17
We are developing a new 3D code for application to electromagnetic induction tomography and applications to environmental imaging problems. We have used the finite-difference frequency- domain formulation of Beilenhoff et al. (1992) and the anisotropic PML (perfectly matched layer) approach (Berenger, 1994) to specify boundary conditions following Wu et al. (1997). PML deals with the fact that the computations must be done in a finite domain even though the real problem is effectively of infinite extent. The resulting formulas for the forward solver reduce to a problem of the form Ax = y, where A is a non-Hermitian matrix with real values off the diagonal and complex values along its diagonal. The matrix A may be either symmetric or nonsymmetric depending on details of the boundary conditions chosen (i.e., the particular PML used in the application). The basic equation must be solved for the vector x (which represents field quantities such as electric and magnetic fields) with the vector y determined by the boundary conditions and transmitter location. Of the many forward solvers that could be used for this system, relatively few have been thoroughly tested for the type of matrix encountered in our problem. Our studies of the stability characteristics of the Bi-CG algorithm raised questions about its reliability and uniform accuracy for this application. We have found the stability characteristics of Bi-CGSTAB [an alternative developed by van der Vorst (1992) for such problems] to be entirely adequate for our application, whereas the standard Bi-CG was quite inadequate. We have also done extensive validation of our code using semianalytical results as well as other codes. The new code is written in Fortran and is designed to be easily parallelized, but we have not yet tested this feature of the code. An adjoint method is being developed for solving the inverse problem for conductivity imaging (for mapping underground plumes), and this approach, when ready, will make repeated use of the current forward modeling code.