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.
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 derivaciÃ³n del esquema se puede realizar usando la reciente metodologÃa de discretizaciÃ³n numÃ©rica conocida como Diferencias Finitas MimÃ©ticas, estaremos presentando la derivaciÃ³n de un esquema de discretizaciÃ³n mimÃ©tico 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 cÃ¡lculo y mÃ©todos matemÃ¡ticos para fÃsicos, pensamos que la presente alternativa de presentar este nuevo esquema de discretizaciÃ³n es mÃ¡s favorable de ser asimilada en cursos de computaciÃ³n numÃ©rica tanto de pregrado como de postgrado. La robusticidad del esquema serÃ¡ ilustrada encontrando la soluciÃ³n numÃ©rica de un problema unidimensional del tipo capa lÃmite difÃcil de resolver en forma numÃ©rica y que se basa en la ecuaciÃ³n de difusiÃ³n estacionaria. MÃ¡s aun, dado que el esquema de discretizaciÃ³n alcanza segundo orden de precisiÃ³n en todo el dominio computacional (incluyendo las fronteras, como ejercicio comparativo el mismo puede ser rÃ¡pidamente aplicado para resolver ejemplos comÃºnmente encontrados en textos sobre mÃ©todos numÃ©ricos aplicados y que se resuelven usando otras metodologÃas numÃ©ricas (incluyendo algunos esquemas de discretizaciÃ³n en diferencias finitas
A free surface capturing discretization for the staggered grid finite difference scheme
Duretz, T.; May, D. A.; Yamato, P.
2016-03-01
The coupling that exists between surface processes and deformation within both the shallow crust and the deeper mantle-lithosphere has stimulated the development of computational geodynamic models that incorporate a free surface boundary condition. We introduce a treatment of this boundary condition that is suitable for staggered grid, finite difference schemes employing a structured Eulerian mesh. Our interface capturing treatment discretizes the free surface boundary condition via an interface that conforms with the edges of control volumes (e.g. a `staircase' representation) and requires only local stencil modifications to be performed. Comparisons with analytic solutions verify that the method is first-order accurate. Additional intermodel comparisons are performed between known reference models to further validate our free surface approximation. Lastly, we demonstrate the applicability of a multigrid solver to our free surface methodology and demonstrate that the local stencil modifications do not strongly influence the convergence of the iterative solver.
Nonstandard finite difference schemes
Mickens, Ronald E.
1995-01-01
The major research activities of this proposal center on the construction and analysis of nonstandard finite-difference schemes for ordinary and partial differential equations. In particular, we investigate schemes that either have zero truncation errors (exact schemes) or possess other significant features of importance for numerical integration. Our eventual goal is to bring these methods to bear on problems that arise in the modeling of various physical, engineering, and technological systems. At present, these efforts are extended in the direction of understanding the exact nature of these nonstandard procedures and extending their use to more complicated model equations. Our presentation will give a listing (obtained to date) of the nonstandard rules, their application to a number of linear and nonlinear, ordinary and partial differential equations. In certain cases, numerical results will be presented.
Nonstandard finite difference schemes for differential equations
Directory of Open Access Journals (Sweden)
Mohammad Mehdizadeh Khalsaraei
2014-12-01
Full Text Available In this paper, the reorganization of the denominator of the discrete derivative and nonlocal approximation of nonlinear terms are used in the design of nonstandard finite difference schemes (NSFDs. Numerical examples confirming then efficiency of schemes, for some differential equations are provided. In order to illustrate the accuracy of the new NSFDs, the numerical results are compared with standard methods.
A Finite Element Framework for Some Mimetic Finite Difference Discretizations
Rodrigo, Carmen; Gaspar, Francisco; Hu, Xiaozhe; Zikatanov, Ludmil
2015-01-01
In this work we derive equivalence relations between mimetic finite difference schemes on simplicial grids and modified N\\'ed\\'elec-Raviart-Thomas finite element methods for model problems in $\\mathbf{H}(\\operatorname{\\mathbf{curl}})$ and $H(\\operatorname{div})$. This provides a simple and transparent way to analyze such mimetic finite difference discretizations using the well-known results from finite element theory. The finite element framework that we develop is also cruc...
Superconvergent finite difference discretization for reactor calculations
International Nuclear Information System (INIS)
Mesh centered and mesh finite difference discretizations can be derived formally from a primal and dual variational principle, using Gauss-Lobatto quadratures. We show that Gauss-Legendre quadratures can also be applied to the same primal and dual functionals in order to obtain a more accurate discretization: the superconvergent finite difference method. An efficient ADI (Alternating Direction Implicit) numerical technique with a supervectorization procedure was set up to solve the resulting matrix system. Validation results are given for the IAEA 2-D, Biblis and IAEA 3-D benchmarks and for a typical full-core 3-d representation of a pressurized water reactor at the beginning of the second cycle. 13 refs., 6 tabs
Lie group stability of finite difference schemes
Hoarau, Emma; David, Claire; Sagaut, Pierre; Lê, Thiên-Hiêp
2007-01-01
Differential equations arising in fluid mechanics are usually derived from the intrinsic properties of mechanical systems, in the form of conservation laws, and bear symmetries, which are not generally preserved by a finite difference approximation, and leading to inaccurate numerical results. This paper proposes a method that enables us to build a scheme that preserves some of those symmetries.
TVD finite difference schemes and artificial viscosity
Davis, S. F.
1984-01-01
The total variation diminishing (TVD) finite difference scheme can be interpreted as a Lax-Wendroff scheme plus an upwind weighted artificial dissipation term. If a particular flux limiter is chosen and the requirement for upwind weighting is removed, an artificial dissipation term which is based on the theory of TVD schemes is obtained which does not contain any problem dependent parameters and which can be added to existing MacCormack method codes. Numerical experiments to examine the performance of this new method are discussed.
Efficient discretization in finite difference method
Rozos, Evangelos; Koussis, Antonis; Koutsoyiannis, Demetris
2015-04-01
Finite difference method (FDM) is a plausible and simple method for solving partial differential equations. The standard practice is to use an orthogonal discretization to form algebraic approximate formulations of the derivatives of the unknown function and a grid, much like raster maps, to represent the properties of the function domain. For example, for the solution of the groundwater flow equation, a raster map is required for the characterization of the discretization cells (flow cell, no-flow cell, boundary cell, etc.), and two raster maps are required for the hydraulic conductivity and the storage coefficient. Unfortunately, this simple approach to describe the topology comes along with the known disadvantages of the FDM (rough representation of the geometry of the boundaries, wasted computational resources in the unavoidable expansion of the grid refinement in all cells of the same column and row, etc.). To overcome these disadvantages, Hunt has suggested an alternative approach to describe the topology, the use of an array of neighbours. This limits the need for discretization nodes only for the representation of the boundary conditions and the flow domain. Furthermore, the geometry of the boundaries is described more accurately using a vector representation. Most importantly, graded meshes can be employed, which are capable of restricting grid refinement only in the areas of interest (e.g. regions where hydraulic head varies rapidly, locations of pumping wells, etc.). In this study, we test the Hunt approach against MODFLOW, a well established finite difference model, and the Finite Volume Method with Simplified Integration (FVMSI). The results of this comparison are examined and critically discussed.
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
Zhanlav, T.; 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
International Nuclear Information System (INIS)
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 1012 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
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.
A monotone scheme for Hamilton-Jacobi equations via the nonstandard finite difference method
Anguelov, Roumen; Lubuma, Jean M.-S.; Minani, Froduald
2010-01-01
A usual way of approximating Hamilton-Jacobi equations is to couple space finite element discretization with time finite difference discretization. This classical approach leads to a severe restriction on the time step size for the scheme to be monotone. In this paper, we couple the finite element method with the nonstandard finite difference method, which is based on the Mickens' rule of nonlocal approximation. The scheme obtained in this way is unconditionally monotone. The convergenc...
Stability of finite difference schemes for complex diffusion processes
Araújo, Adérito; Barbeiro, Sílvia; Serranho, Pedro
2012-01-01
Complex diffusion is a common and broadly used denoising procedure in image processing. The method is based on an explicit finite difference scheme applied to a diffusion equation with a proper complex diffusion parameter in order to preserve edges and the main features of the image, while eliminating noise. In this paper we present a rigorous proof for the stability condition of complex diffusion finite difference schemes
Compact finite difference schemes with spectral-like resolution
Lele, Sanjiva K.
1992-01-01
The present finite-difference schemes for the evaluation of first-order, second-order, and higher-order derivatives yield improved representation of a range of scales and may be used on nonuniform meshes. Various boundary conditions may be invoked, and both accurate interpolation and spectral-like filtering can be accomplished by means of schemes for derivatives at mid-cell locations. This family of schemes reduces to the Pade schemes when the maximal formal accuracy constraint is imposed with a specific computational stencil. Attention is given to illustrative applications of these schemes in fluid dynamics.
Stability of finite difference schemes for hyperbolic initial boundary value problems
Coulombel, Jean-Francois
2009-01-01
The aim of these notes is to present some results on the stability of finite difference approximations of hyperbolic initial boundary value problems. We first recall some basic notions of stability for the discretized Cauchy problem in one space dimension. Special attention is paid to situations where stability of the finite difference scheme is characterized by the so-called von Neumann condition. This leads us to the important class of geometrically regular operators. After discussing the d...
Fulai Chen; Li Ren
2014-01-01
A new finite difference scheme, the development of the finite difference heterogeneous multiscale method (FDHMM), is constructed for simulating saturated water flow in random porous media. In the discretization framework of FDHMM, we follow some ideas from the multiscale finite element method and construct basic microscopic elliptic models. Tests on a variety of numerical experiments show that, in the case that only about a half of the information of the whole microstructure is used, the cons...
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.
Multisymplectic structure of numerical methods derived using nonstandard finite difference schemes
International Nuclear Information System (INIS)
In the present work we investigate a class of numerical techniques, that take advantage of discrete variational principles, for the numerical solution of multi-symplectic PDEs arising at various physical problems. The resulting integrators, which use the nonstandard finite difference framework, are also multisymplectic. For the derivation of those integrators, the necessary discrete Lagrangian is expressed at the appropriate discrete jet bundle using triangle and square discretization. The preliminary results obtained by the resulting numerical schemes show that for the case of the linear wave equation the discrete multisymplectic structure is preserved
Agus Suryanto
2012-01-01
A numerical scheme for a SIS epidemic model with a delay is constructed by applying a nonstandard finite difference (NSFD) method. The dynamics of the obtained discrete system is investigated. First we show that the discrete system has equilibria which are exactly the same as those of continuous model. By studying the distribution of the roots of the characteristics equations related to the linearized system, we can provide the stable regions in the appropriate parameter plane. It is shown th...
Coulombel, Jean-François; Gloria, Antoine
2011-01-01
We develop a simple energy method to prove the stability of finite difference schemes for multidimensional hyperbolic initial boundary value problems. In particular we extend to several space dimensions a crucial result by Goldberg and Tadmor. This allows us to give two conditions on the discretized operator that ensure that stability estimates for zero initial data imply a semigroup stability estimate for general initial data. We then apply this criterion to several numerical schemes in two ...
A Pseudo-compact Conservative Average Finite Difference Scheme for Dissipation SRLW Eqation
Directory of Open Access Journals (Sweden)
ZHENG Mao-bo
2014-01-01
Full Text Available We study the initial-boundary problem of the dissipative SRLWE by finite difference method. Using pseudo-compact difference scheme constructed thinking; a new three-level conservative average finite difference scheme containing the pseudo-com-pact items * is designed. Then we analyze the discrete conservation properties for the new scheme and simulate two con-Served properties of the problem well. The scheme is linearized and does not require iteration, so it is expected to be more efficient. And the prior estimate of the solution is obtained. It is shown that the finite difference scheme is second-order convergence and un-Conditionally stable. Finally, the results of numerical experiments comparing with existing scheme show that the new scheme will Not only maintain the characteristics of a small amount of calculation and also make calculations with higher precision. At the same time the second-order convergence and conservation properties of the scheme is verified.(* represents formula
The geometry of finite difference discretizations of semilinear elliptic operators
International Nuclear Information System (INIS)
Discretizations by finite differences of some semilinear elliptic equations lead to maps F(u) = Au - f(u), u ? Rn, 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
Asynchronous finite-difference schemes for partial differential equations
Donzis, Diego A.; Aditya, Konduri
2014-10-01
Current trends in massively parallel computing systems suggest that the number of processing elements (PEs) used in simulations will continue to grow over time. A known problem in this context is the overhead associated with communication and/or synchronization between PEs as well as idling due to load imbalances. Simulation at extreme levels of parallelism will then require an elimination, or at least a tight control of these overheads. In this work, we present an analysis of common finite difference schemes for partial differential equations (PDEs) when no synchronization between PEs is enforced. PEs are allowed to continue computations regardless of messages status and are thus asynchronous. We show that while stability is conserved when these schemes are used asynchronously, accuracy is greatly degraded. Since message arrivals at PEs are essentially random processes, so is the behavior of the error. Within a statistical framework we show that average errors drop always to first-order regardless of the original scheme. The value of the error is found to depend on both grid spacing as well as characteristics of the computing system including number of processors and statistics of the delays. We propose new schemes that are robust to asynchrony. The analytical results are compared against numerical simulations.
Stability of finite difference schemes for hyperbolic initial boundary value problems II
Coulombel, Jean-Francois
2011-01-01
We study the stability of finite difference schemes for hyperbolic initial boundary value problems in one space dimension. Assuming stability for the dicretization of the hyperbolic operator as well as a geometric regularity condition, we show that the uniform Kreiss-Lopatinskii condition yields strong stability for the discretized initial boundary value problem. The present work extends results of Gustafsson, Kreiss, Sundstrom and a former work of ours to the widest possible class of finite ...
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...
Approximation of systems of partial differential equations by finite difference schemes
International Nuclear Information System (INIS)
The approximation of Friedrichs' symmetric systems by a finite difference scheme with second order accuracy with respect to the step of discretization is studied. Unconditional stability of such a scheme is proved by the method of energy increase. This implicit scheme is then solved by three iterative methods: the first one, of the gradient type, converges slowly, the second one, of the Gauss-Seidel type, converges only if the system has been regularized to the first order with respect to the step of discretization by an elliptic operator, the last one, of the under-relaxation type, converges rapidly to a second order accurate solution. Explicit schemes for the integration of linear hyperbolic systems of evolution are considered. Conditional stability is proved for different schemes: Crank Nicolson, Leap-frog, Explicit, Predictor-corrector. Results relative to the explicit scheme are generalized to a quasi-linear, monotone system. Finally, stability and convergence in the solution of a finite difference scheme approximating an elliptic-parabolic equation, and an iterative method of relaxation for solving this scheme are studied. (author)
Noor, A. K.; Stephens, W. B.
1973-01-01
Several finite difference schemes are applied to the stress and free vibration analysis of homogeneous isotropic and layered orthotropic shells of revolution. The study is based on a form of the Sanders-Budiansky first-approximation linear shell theory modified such that the effects of shear deformation and rotary inertia are included. A Fourier approach is used in which all the shell stress resultants and displacements are expanded in a Fourier series in the circumferential direction, and the governing equations reduce to ordinary differential equations in the meridional direction. While primary attention is given to finite difference schemes used in conjunction with first order differential equation formulation, comparison is made with finite difference schemes used with other formulations. These finite difference discretization models are compared with respect to simplicity of application, convergence characteristics, and computational efficiency. Numerical studies are presented for the effects of variations in shell geometry and lamination parameters on the accuracy and convergence of the solutions obtained by the different finite difference schemes. On the basis of the present study it is shown that the mixed finite difference scheme based on the first order differential equation formulation and two interlacing grids for the different fundamental unknowns combines a number of advantages over other finite difference schemes previously reported in the literature.
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
Hong, Qianying; Lai, Ming-Jun; Wang, Jingyue
2013-01-01
We present a convergence analysis of a finite difference scheme for the time dependent partial different equation called gradient flow associated with the Rudin-Osher-Fatemi model. We devise an iterative algorithm to compute the solution of the finite difference scheme and prove the convergence of the iterative algorithm. Finally computational experiments are shown to demonstrate the convergence of the finite difference scheme. An application for image denoising is given.
Compact finite difference schemes for shallow-water ocean model
Kazantsev, Christine; Kazantsev, Eugène; Blayo, Eric
2003-01-01
In this paper, we test some high order numerical schemes on simple oceanic models. We first compare fourth-order and sixth-order compact schemes with the classical second-order centered scheme on the system of equations describing the inertia-gravity waves, and then we focus on the performances of the fourth-order compact scheme on oceanic typical processes, such as Munk boundary layer and shallow-water physics. Numerical analysis of the schemes, and many computational results are presented.
Converged accelerated finite difference scheme for the multigroup neutron diffusion equation
International Nuclear Information System (INIS)
Computer codes involving neutron transport theory for nuclear engineering applications always require verification to assess improvement. Generally, analytical and semi-analytical benchmarks are desirable, since they are capable of high precision solutions to provide accurate standards of comparison. However, these benchmarks often involve relatively simple problems, usually assuming a certain degree of abstract modeling. In the present work, we show how semi-analytical equivalent benchmarks can be numerically generated using convergence acceleration. Specifically, we investigate the error behavior of a 1D spatial finite difference scheme for the multigroup (MG) steady-state neutron diffusion equation in plane geometry. Since solutions depending on subsequent discretization can be envisioned as terms of an infinite sequence converging to the true solution, extrapolation methods can accelerate an iterative process to obtain the limit before numerical instability sets in. The obtained results have been compared to the analytical solution to the 1D multigroup diffusion equation when available, using FORTRAN as the computational language. Finally, a slowing down problem has been solved using a cascading source update, showing how a finite difference scheme performs for ultra-fine groups (104 groups) in a reasonable computational time using convergence acceleration. (authors)
A fifth-order finite difference scheme for hyperbolic equations on block-adaptive curvilinear grids
Chen, Yuxi; TÃ³th, GÃ¡bor; Gombosi, Tamas I.
2016-01-01
We present a new fifth-order accurate finite difference method for hyperbolic equations on block-adaptive curvilinear grids. The scheme employs the 5th order accurate monotonicity preserving limiter MP5 to construct high order accurate face fluxes. The fifth-order accuracy of the spatial derivatives is ensured by a flux correction step. The method is generalized to curvilinear grids with a free-stream preserving discretization. It is also extended to block-adaptive grids using carefully designed ghost cell interpolation algorithms. Only three layers of ghost cells are required, and the grid blocks can be as small as 6 Ã— 6 Ã— 6 cells. Dynamic grid refinement and coarsening are also fifth-order accurate. All interpolation algorithms employ a general limiter based on the principles of the MP5 limiter. The finite difference scheme is fully conservative on static uniform grids. Conservation is only maintained at the truncation error level at grid resolution changes and during grid adaptation, but our numerical tests indicate that the results are still very accurate. We demonstrate the capabilities of the new method on a number of numerical tests, including smooth but non-linear problems as well as simulations involving discontinuities.
Nikkar, Samira; Nordström, Jan
2015-06-01
A time-dependent coordinate transformation of a constant coefficient hyperbolic system of equations which results in a variable coefficient system of equations is considered. By applying the energy method, well-posed boundary conditions for the continuous problem are derived. Summation-by-Parts (SBP) operators for the space and time discretization, together with a weak imposition of boundary and initial conditions using Simultaneously Approximation Terms (SATs) lead to a provable fully-discrete energy-stable conservative finite difference scheme. We show how to construct a time-dependent SAT formulation that automatically imposes boundary conditions, when and where they are required. We also prove that a uniform flow field is preserved, i.e. the Numerical Geometric Conservation Law (NGCL) holds automatically by using SBP-SAT in time and space. The developed technique is illustrated by considering an application using the linearized Euler equations: the sound generated by moving boundaries. Numerical calculations corroborate the stability and accuracy of the new fully discrete approximations.
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...
High-Order Entropy Stable Finite Difference Schemes for Nonlinear Conservation Laws: Finite Domains
Fisher, Travis C.; Carpenter, Mark H.
2013-01-01
Developing stable and robust high-order finite difference schemes requires mathematical formalism and appropriate methods of analysis. In this work, nonlinear entropy stability is used to derive provably stable high-order finite difference methods with formal boundary closures for conservation laws. Particular emphasis is placed on the entropy stability of the compressible Navier-Stokes equations. A newly derived entropy stable weighted essentially non-oscillatory finite difference method is used to simulate problems with shocks and a conservative, entropy stable, narrow-stencil finite difference approach is used to approximate viscous terms.
A compact finite difference scheme for div(Rho grad u) - q2u = 0
Phillips, T. N.; Rose, M. E.
1983-01-01
A representative class of elliptic equations is treated by a dissipative compact finite difference scheme and a general solution technique by relaxation methods is discussed in detail for the Laplace equation.
Particle methods revisited: a class of high-order finite-difference schemes
Cottet, Georges-Henri; Weynans, Lisl
2006-01-01
We propose a new analysis of particle method with remeshing. We derive a class of high-order finite difference methods. Our analysis is completed by numerical comparisons with Lax-Wendroff schemes for the Burger equation.
Finite-difference scheme for the numerical solution of the Schroedinger equation
Mickens, Ronald E.; Ramadhani, Issa
1992-01-01
A finite-difference scheme for numerical integration of the Schroedinger equation is constructed. Asymptotically (r goes to infinity), the method gives the exact solution correct to terms of order r exp -2.
High-order compact finite difference schemes for the spherical shallow water equations
Ghader, Sarmad; Nordström, Jan
2013-01-01
This work is devoted to the application of the super compact finite difference (SCFDM) and the combined compact finite difference (CCFDM) methods for spatial differencing of the spherical shallow water equations in terms of vorticity, divergence and height. Five high-order schemes including the fourth-order compact, the sixth-order and eighth-order SCFDM and the sixth-order and eighth-order CCFDM schemes are used for spatial differencing of the spherical shallow water equations. To advance th...
Lipnikov, Konstantin; Manzini, Gianmarco; Moulton, J. David; Shashkov, Mikhail
2016-01-01
Numerical schemes for nonlinear parabolic equations based on the harmonic averaging of cell-centered diffusion coefficients break down when some of these coefficients go to zero or their ratio grows. To tackle this problem, we propose new mimetic finite difference schemes that use a staggered discretization of the diffusion coefficient. The primary mimetic operator approximates div (k ?); the derived (dual) mimetic operator approximates - ? (?). The new mimetic schemes preserve symmetry and positive-definiteness of the continuum problem which allows us to use algebraic solvers with optimal complexity. We perform detailed numerical analysis of the new schemes for linear elliptic problems and a specially designed linear parabolic problem that has solution dynamics typical for nonlinear problems. We show that the new schemes are competitive with the state-of-the-art schemes for steady-state problems but provide much more accurate solution dynamics for the transient problem.
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 perturbational h4 exponential finite difference scheme for the convective diffusion equation
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A perturbational h4 compact exponential finite difference scheme with diagonally dominant coefficient matrix and upwind effect is developed for the convective diffusion equation. Perturbations of second order are exerted on the convective coefficients and source term of an h2 exponential finite difference scheme proposed in this paper based on a transformation to eliminate the upwind effect of the convective diffusion equation. Four numerical examples including one- to three-dimensional model equations of fluid flow and a problem of natural convective heat transfer are given to illustrate the excellent behavior of the present exponential schemes. Besides, the h4 accuracy of the perturbational scheme is verified using double precision arithmetic
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In this paper, a second-order Total Variation Diminishing (TVD) finite difference scheme of upwind type is employed for the numerical approximation of the classical hydrodynamic model for semiconductors proposed by Bloetekjaer and Baccarani-Wordeman. In particular, the high-order hyperbolic fluxes are evaluated by a suitable extrapolation on adjacent cells of the first-order fluxes of Roe, while total variation diminishing is achieved by limiting the slopes of the discrete Riemann invariants using the so-called Flux Corrected Transport approach. Extensive numerical simulations are performed on a submicron n+-n-n+ ballistic diode. The numerical experiments show that the spurious oscillations arising in the electron current are not completely suppressed by the TVD scheme, and can lead to serious numerical instabilities when the solution of the hydrodynamic model is non-smooth and the computational mesh is coarse. The accuracy of the numerical method is investigated in terms of conservation of the steady electron current. The obtained results show that the second-order scheme does not behave much better than a corresponding first-order one due to a poor performance of the slope limiters caused by the presence of local extrema of the Riemann invariant associated with the hyperbolic system
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 ...
DEFF Research Database (Denmark)
Fuhrmann, David R.; Bingham, Harry B.; Madsen, Per A.; Thomsen, Per Grove
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...
A finite difference scheme for a degenerated diffusion equation arising in microbial ecology
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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.
Compact finite difference schemes for the Euler and Navier-Stokes equations
Rose, M. E.
1983-01-01
Implicit compact finite difference schemes for the Euler equations are described which furnish equivalent treatment of the conservation and nonconservation forms; a simple modification yields an entropy-producing scheme. An extension of the scheme also treats the compressible Navier-Stokes equations; when the viscosity and heat conduction coefficients are negligible only the boundary data appropriate to the Euler equation influence the solution to any significant extent, a result consistent with singular perturbation theory.
On the strong stability of finite difference schemes for hyperbolic systems in two space dimensions
Coulombel, Jean-Francois
2014-01-01
We study the stability of some finite difference schemes for symmetric hyperbolic systems in two space dimensions. For the so-called upwind scheme and the Lax-Wendroff scheme with a stabilizer, we show that stability is equivalent to strong stability, meaning that both schemes are either unstable or L2-decreasing. These results improve on a series of partial results on strong stability. We also show that, for the Lax-Wendroff scheme without stabilizer, strong stability may not occur no matter...
Finite difference schemes for stochastic partial differential equations in Sobolev spaces
Gerencsér, Máté; Gyöngy, István
2013-01-01
We discuss $L_p$-estimates for finite difference schemes approximating parabolic, possibly degenerate, SPDEs, with initial conditions from $W^m_p$ and free terms taking values in $W^m_p.$ Consequences of these estimates include an asymptotic expansion of the error, allowing the acceleration of the approximation by Richardson's method.
Stability of finite difference schemes for nonlinear complex reaction-diffusion processes
Araújo, Adérito; Barbeiro, Sílvia; Serranho, Pedro
2014-01-01
In this paper we consider explicit, implicit and semiimplicit finite difference schemes for a general nonlinear reaction–diffusion equation. The stability condition for each method is established and several particular cases are highlighted. To illustrate the theoretical results we present some numerical examples.
Cunha, G.; Redonnet, S.
2014-04-01
The present article aims at highlighting the strengths and weaknesses of the so-called spectral-like optimized (explicit central) finite-difference schemes, when the latter are used for numerically approximating spatial derivatives in aeroacoustics evolution problems. With that view, we first remind how differential operators can be approximated using explicit central finite-difference schemes. The possible spectral-like optimization of the latter is then discussed, the advantages and drawbacks of such an optimization being theoretically studied, before they are numerically quantified. For doing so, two popular spectral-like optimized schemes are assessed via a direct comparison against their standard counterparts, such a comparative exercise being conducted for several academic test cases. At the end, general conclusions are drawn, which allows us discussing the way spectral-like optimized schemes shall be preferred (or not) to standard ones, when it comes to simulate real-life aeroacoustics problems.
Accurate Simulation of Contaminant Transport Using High-Order Compact Finite Difference Schemes
Gurhan Gurarslan
2014-01-01
Numerical simulation of advective-dispersive contaminant transport is carried out by using high-order compact finite difference schemes combined with second-order MacCormack and fourth-order Runge-Kutta schemes. Both of the two schemes have accuracy of sixth-order in space. A sixth-order MacCormack scheme is proposed for the first time within this study. For the aim of demonstrating efficiency and high-order accuracy of the current methods, some numerical experiments have been done. The schem...
Directory of Open Access Journals (Sweden)
Jing Yin
2015-07-01
Full Text Available A total variation diminishing-weighted average flux (TVD-WAF-based hybrid numerical scheme for the enhanced version of nonlinearly dispersive Boussinesq-type equations was developed. The one-dimensional governing equations were rewritten in the conservative form and then discretized on a uniform grid. The finite volume method was used to discretize the flux term while the remaining terms were approximated with the finite difference method. The second-order TVD-WAF method was employed in conjunction with the Harten-Lax-van Leer (HLL Riemann solver to calculate the numerical flux, and the variables at the cell interface for the local Riemann problem were reconstructed via the fourth-order monotone upstream-centered scheme for conservation laws (MUSCL. The time marching scheme based on the third-order TVD Runge-Kutta method was used to obtain numerical solutions. The model was validated through a series of numerical tests, in which wave breaking and a moving shoreline were treated. The good agreement between the computed results, documented analytical solutions, and experimental data demonstrates the correct discretization of the governing equations and high accuracy of the proposed scheme, and also conforms the advantages of the proposed shock-capturing scheme for the enhanced version of the Boussinesq model, including the convenience in the treatment of wave breaking and moving shorelines and without the need for a numerical filter.
Lie group invariant finite difference schemes for the neutron diffusion equation
Energy Technology Data Exchange (ETDEWEB)
Jaegers, P.J.
1994-06-01
Finite difference techniques are used to solve a variety of differential equations. For the neutron diffusion equation, the typical local truncation error for standard finite difference approximation is on the order of the mesh spacing squared. To improve the accuracy of the finite difference approximation of the diffusion equation, the invariance properties of the original differential equation have been incorporated into the finite difference equations. Using the concept of an invariant difference operator, the invariant difference approximations of the multi-group neutron diffusion equation were determined in one-dimensional slab and two-dimensional Cartesian coordinates, for multiple region problems. These invariant difference equations were defined to lie upon a cell edged mesh as opposed to the standard difference equations, which lie upon a cell centered mesh. Results for a variety of source approximations showed that the invariant difference equations were able to determine the eigenvalue with greater accuracy, for a given mesh spacing, than the standard difference approximation. The local truncation errors for these invariant difference schemes were found to be highly dependent upon the source approximation used, and the type of source distribution played a greater role in determining the accuracy of the invariant difference scheme than the local truncation error.
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)
International Nuclear Information System (INIS)
A unified framework is developed for calculating the order of the error for a class of finite-difference approximations to the monoenergetic linear transport equation in slab geometry. In particular, the global discretization errors for the step characteristic, diamond, and linear discontinuous methods are shown to be of order two, while those for the linear moments and linear characteristic methods are of order three, and that for the quadratic method is of order four. A superconvergence result is obtained for the three linear methods, in the sense that the cell-averaged flux approximations are shown to converge at one order higher than the global errors
Bernard, L.; Pichon, L.
2010-01-01
Abstract A mainly orthogonal and locally barycentric dual mesh is used to improve the performances of a generalized finite difference method. A criterium is proposed to choose between an orthogonal and a barycentric construction for the dual mesh taking into account stability considerations for an explicit time scheme. The construction of the constitutive matrix is performed using either the microcell or the Galerkin method. The proposed method is shown to considerably reduce the c...
An explicit finite-difference solution of hypersonic flows using rational Runge-Kutta scheme
Satofuka, Nobuyuki; Morinishi, Koji
An explicit method of lines approach has been applied for solving hypersonic flows governed by the Euler, Navier-Stokes, and Boltzmann equations. The method is based on a finite difference approximation to spatial derivatives and subsequent time integration using the rational Runge-Kutta scheme. Numerical results are presented for the hypersonic flow over a double ellipse which is a test case of the Workshop on Hypersonic Flows for Reentry Problems, January 22-25, 1990 in Antibes (France).
Ceotto, Michele; Zhuang, Yu; Hase, William L
2013-02-01
This paper shows how a compact finite difference Hessian approximation scheme can be proficiently implemented into semiclassical initial value representation molecular dynamics. Effects of the approximation on the monodromy matrix calculation are tested by propagating initial sampling distributions to determine power spectra for analytic potential energy surfaces and for "on the fly" carbon dioxide direct dynamics. With the approximation scheme the computational cost is significantly reduced, making ab initio direct semiclassical dynamics computationally more feasible and, at the same time, properly reproducing important quantum effects inherent in the monodromy matrix and the pre-exponential factor of the semiclassical propagator. PMID:23406107
Optimal rotated staggered-grid finite-difference schemes for elastic wave modeling in TTI media
Yang, Lei; Yan, Hongyong; Liu, Hong
2015-11-01
The rotated staggered-grid finite-difference (RSFD) is an effective approach for numerical modeling to study the wavefield characteristics in tilted transversely isotropic (TTI) media. But it surfaces from serious numerical dispersion, which directly affects the modeling accuracy. In this paper, we propose two different optimal RSFD schemes based on the sampling approximation (SA) method and the least-squares (LS) method respectively to overcome this problem. We first briefly introduce the RSFD theory, based on which we respectively derive the SA-based RSFD scheme and the LS-based RSFD scheme. Then different forms of analysis are used to compare the SA-based RSFD scheme and the LS-based RSFD scheme with the conventional RSFD scheme, which is based on the Taylor-series expansion (TE) method. The contrast in numerical accuracy analysis verifies the greater accuracy of the two proposed optimal schemes, and indicates that these schemes can effectively widen the wavenumber range with great accuracy compared with the TE-based RSFD scheme. Further comparisons between these two optimal schemes show that at small wavenumbers, the SA-based RSFD scheme performs better, while at large wavenumbers, the LS-based RSFD scheme leads to a smaller error. Finally, the modeling results demonstrate that for the same operator length, the SA-based RSFD scheme and the LS-based RSFD scheme can achieve greater accuracy than the TE-based RSFD scheme, while for the same accuracy, the optimal schemes can adopt shorter difference operators to save computing time.
Gao, Guang-Hua; Sun, Hai-Wei; Sun, Zhi-Zhong
2015-01-01
This paper is devoted to the construction and analysis of finite difference methods for solving a class of time-fractional subdiffusion equations. Based on the certain superconvergence at some particular points of the fractional derivative by the traditional first-order Grünwald-Letnikov formula, some effective finite difference schemes are derived. The obtained schemes can achieve the global second-order numerical accuracy in time, which is independent of the values of anomalous diffusion exponent ? (0 compact scheme, respectively, are established for the one-dimensional problem along with the strict analysis on the unconditional stability and convergence of these schemes by the discrete energy method. Furthermore, the extension to the two-dimensional case is also considered. Numerical experiments support the correctness of the theoretical analysis and effectiveness of the new developed difference schemes.
Data transposition and helical scheme in prestack finite-difference migration
Energy Technology Data Exchange (ETDEWEB)
Zhang, Y. [Veritas DGC Inc., Houston, TX (United States); Liang, J. [Veritas DGC Inc., Calgary, AB (Canada); Zhang, G. [Chinese Academy of Sciences, Beijing (China)
2003-07-01
New wave equations are constantly being developed to respond to the increased demand for imaging complex geologic structures. In this study, the authors analyze the efficiency of prestack finite-difference migration with particular focus on data transposition in the two-way splitting algorithm. They presented a tiled data transposition algorithm which achieves good efficiency through greater access coherence. A helical scheme which eliminates the need for data transposition in common-shot migration was also presented. This newly developed algorithm speeds up downward extrapolation by 30 to 40 per cent and produces an image quality that is comparable to non-helical methods. 13 refs., 1 tab., 5 figs.
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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 30Â times more accurate than synthetics computed using a conventional scheme, at a cost of only 3.5Â 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.
A fourth-order finite difference scheme for the numerical solution of 1D linear hyperbolic equation
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Akbar Mohebbi
2013-10-01
Full Text Available In this paper, a high-order and unconditionally stable difference method is proposed for the numerical solution of one-space dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth-order for discretizing spatial derivative of this equation and a Pade approximation of fifth-order for the resulting system of ordinary differential equations. It is shown through analysis that the proposed scheme is unconditionally stable. This new method is easy to implement, produces very accurate results and needs short CPU time. Some numerical examples are included to demonstrate the validity and applicability of the technique. We compare the numerical results of this paper with the numerical results of some methods in the literature.
The stability of numerical boundary treatments for compact high-order finite-difference schemes
Carpenter, Mark H.; Gottlieb, David; Abarbanel, Saul
1991-01-01
The stability characteristics of various compact fourth and sixth order spatial operators are assessed using the theory of Gustafsson, Kreiss and Sundstrom (G-K-S) for the semi-discrete Initial Boundary Value Problem (IBVP). These results are then generalized to the fully discrete case using a recently developed theory of Kreiss. In all cases, favorable comparisons are obtained between the G-K-S theory, eigenvalue determination, and numerical simulation. The conventional definition of stability is then sharpened to include only those spatial discretizations that are asymptotically stable. It is shown that many of the higher order schemes which are G-K-S stable are not asymptotically stable. A series of compact fourth and sixth order schemes, which are both asymptotically and G-K-S stable for the scalar case, are then developed.
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...
A simple parallel prefix algorithm for compact finite-difference schemes
Sun, Xian-He; Joslin, Ronald D.
1993-01-01
A compact scheme is a discretization scheme that is advantageous in obtaining highly accurate solutions. However, the resulting systems from compact schemes are tridiagonal systems that are difficult to solve efficiently on parallel computers. Considering the almost symmetric Toeplitz structure, a parallel algorithm, simple parallel prefix (SPP), is proposed. The SPP algorithm requires less memory than the conventional LU decomposition and is highly efficient on parallel machines. It consists of a prefix communication pattern and AXPY operations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study was conducted to provide a simple truncation formula. Experimental results were measured on a MasPar MP-1 SIMD machine and on a Cray 2 vector machine. Experimental results show that the simple parallel prefix algorithm is a good algorithm for the compact scheme on high-performance computers.
DEFF Research Database (Denmark)
Fuhrman, David R.; Bingham, Harry B.; Madsen, Per A.; Thomsen, Per Grove
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 Neuman...
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.
Mickens, Ronald E.
1996-01-01
A large class of physical phenomena can be modeled by evolution and wave type Partial Differential Equations (PDE). Few of these equations have known explicit exact solutions. Finite-difference techniques are a popular method for constructing discrete representations of these equations for the purpose of numerical integration. However, the solutions to the difference equations often contain so called numerical instabilities; these are solutions to the difference equations that do not correspond to any solution of the PDE's. For explicit schemes, the elimination of this behavior requires functional relations to exist between the time and space steps-sizes. We show that such functional relations can be obtained for certain PDE's by use of a positivity condition. The PDE's studied are the Burgers, Fisher, and linearized Euler equations.
Landing-gear noise prediction using high-order finite difference schemes
Liu, Wen; Wook Kim, Jae; Zhang, Xin; Angland, David; Caruelle, Bastien
2013-07-01
Aerodynamic noise from a generic two-wheel landing-gear model is predicted by a CFD/FW-H hybrid approach. The unsteady flow-field is computed using a compressible Navier-Stokes solver based on high-order finite difference schemes and a fully structured grid. The calculated time history of the surface pressure data is used in an FW-H solver to predict the far-field noise levels. Both aerodynamic and aeroacoustic results are compared to wind tunnel measurements and are found to be in good agreement. The far-field noise was found to vary with the 6th power of the free-stream velocity. Individual contributions from three components, i.e. wheels, axle and strut of the landing-gear model are also investigated to identify the relative contribution to the total noise by each component. It is found that the wheels are the dominant noise source in general. Strong vortex shedding from the axle is the second major contributor to landing-gear noise. This work is part of Airbus LAnding Gear nOise database for CAA validatiON (LAGOON) program with the general purpose of evaluating current CFD/CAA and experimental techniques for airframe noise prediction.
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
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...
Gyongy, I.; Krylov, N.
2009-01-01
We give sufficient conditions under which the convergence of finite difference approximations in the space variable of possibly degenerate second order parabolic and elliptic equations can be accelerated to any given order of convergence by Richardson's method.
Mickens, Ronald E.
1989-01-01
A family of conditionally stable, forward Euler finite difference equations can be constructed for the simplest equation of Schroedinger type, namely u sub t - iu sub xx. Generalization of this result to physically realistic Schroedinger type equations is presented.
Directory of Open Access Journals (Sweden)
M.M. Arabshahi
2012-08-01
Full Text Available In this article, for a class of linear systems arising from the compact finite difference schemes, we apply Krylov subspace methods in combination the ADI, BLAGE,... preconditioners. We consider our scheme in solution of hyperbolic equations subject to appropriate initial and Dirichlet boundary conditions, where is constant. We show, the BLAGE preconditioner is extremely effective in achieving optimal convergence rates. Numerical results performed on model problems to confirm the efficiency of our approach.
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
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.
Fisher, Travis C.; Carpenter, Mark H.; Nordstroem, Jan; Yamaleev, Nail K.; Swanson, R. Charles
2011-01-01
Simulations of nonlinear conservation laws that admit discontinuous solutions are typically restricted to discretizations of equations that are explicitly written in divergence form. This restriction is, however, unnecessary. Herein, linear combinations of divergence and product rule forms that have been discretized using diagonal-norm skew-symmetric summation-by-parts (SBP) operators, are shown to satisfy the sufficient conditions of the Lax-Wendroff theorem and thus are appropriate for simulations of discontinuous physical phenomena. Furthermore, special treatments are not required at the points that are near physical boundaries (i.e., discrete conservation is achieved throughout the entire computational domain, including the boundaries). Examples are presented of a fourth-order, SBP finite-difference operator with second-order boundary closures. Sixth- and eighth-order constructions are derived, and included in E. Narrow-stencil difference operators for linear viscous terms are also derived; these guarantee the conservative form of the combined operator.
Gyongy, Istvan; Krylov, Nicolai
2010-01-01
We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of convergence by Richardson's method.
Energy Technology Data Exchange (ETDEWEB)
Karlsen, Kenneth Hvistendal; Risebro, Nils Henrik
2000-09-01
We consider the initial value problem for degenerate viscous and inviscid scalar conservation laws where the flux function depends on the spatial location through a ''rough'' coefficient function k(x). we show that the Engquist-Osher (and hence all monotone) finite difference approximations converge to the unique entropy solution of the governing equation if, among other demands, k' is in BV, thereby providing alternative (new) existence proofs for entropy solutions of degenerate convection-diffusion equations as well as new convergence results for their finite difference approximations. In the inviscid case, we also provide a rate of convergence. Our convergence proofs are based on deriving a series of a priori estimates and using a general L{sup p} compactness criterion. (author)
Computational Aero-Acoustic Using High-order Finite-Difference Schemes
Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær
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 differ...
Harte, Philip T.
1994-01-01
Proper discretization of a ground-water-flow field is necessary for the accurate simulation of ground-water flow by models. Although discretiza- tion guidelines are available to ensure numerical stability, current guidelines arc flexible enough (particularly in vertical discretization) to allow for some ambiguity of model results. Testing of two common types of vertical-discretization schemes (horizontal and nonhorizontal-model-layer approach) were done to simulate sloping hydrogeologic units characteristic of New England. Differences of results of model simulations using these two approaches are small. Numerical errors associated with use of nonhorizontal model layers are small (4 percent). even though this discretization technique does not adhere to the strict formulation of the finite-difference method. It was concluded that vertical discretization by means of the nonhorizontal layer approach has advantages in representing the hydrogeologic units tested and in simplicity of model-data input. In addition, vertical distortion of model cells by this approach may improve the representation of shallow flow processes.
Boutin, Benjamin; Coulombel, Jean-François
2015-01-01
In this article, we give a unified theory for constructing boundary layer expansions for dis-cretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the numerical solution can be written approximately as a two-scale boundary layer expansion. In particular, this expansion yields discrete semigroup estimates that are compatible with the continuous semigroup estimates in the limit where the s...
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).
Xiong, Tao; Qiu, Jing-Mei; Xu, Zhengfu
2013-11-01
In Xu (2013) [14], a class of parametrized flux limiters is developed for high order finite difference/volume essentially non-oscillatory (ENO) and Weighted ENO (WENO) schemes coupled with total variation diminishing (TVD) Runge-Kutta (RK) temporal integration for solving scalar hyperbolic conservation laws to achieve strict maximum principle preserving (MPP). In this paper, we continue along this line of research, but propose to apply the parametrized MPP flux limiter only to the final stage of any explicit RK method. Compared with the original work (Xu, 2013) [14], the proposed new approach has several advantages: First, the MPP property is preserved with high order accuracy without as much time step restriction; Second, the implementation of the parametrized flux limiters is significantly simplified. Analysis is performed to justify the maintenance of third order spatial/temporal accuracy when the MPP flux limiters are applied to third order finite difference schemes solving general nonlinear problems. We further apply the limiting procedure to the simulation of the incompressible flow: the numerical fluxes of a high order scheme are limited toward that of a first order MPP scheme which was discussed in Levy (2005) [3]. The MPP property is guaranteed, while designed high order of spatial and temporal accuracy for the incompressible flow computation is not affected via extensive numerical experiments. The efficiency and effectiveness of the proposed scheme are demonstrated via several test examples.
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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)
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Highlights: ? In this paper fractional neutron point kinetic equation has been analyzed. ? The numerical solution for fractional neutron point kinetic equation is obtained. ? Explicit Finite Difference Method has been applied. ? Supercritical reactivity, critical reactivity and subcritical reactivity analyzed. ? Comparison between fractional and classical neutron density is presented. - Abstract: In the present article, a numerical procedure to efficiently calculate the solution for fractional point kinetics equation in nuclear reactor dynamics is investigated. The Explicit Finite Difference Method is applied to solve the fractional neutron point kinetic equation with the Grunwald–Letnikov (GL) definition (). Fractional Neutron Point Kinetic Model has been analyzed for the dynamic behavior of the neutron motion in which the relaxation time associated with a variation in the neutron flux involves a fractional order acting as exponent of the relaxation time, to obtain the best operation of a nuclear reactor dynamics. Results for neutron dynamic behavior for subcritical reactivity, supercritical reactivity and critical reactivity and also for different values of fractional order have been presented and compared with the classical neutron point kinetic (NPK) equation as well as the results obtained by the learned researchers .
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For modeling scalar-wave propagation in geophysical problems using finite-difference schemes, optimizing the coefficients of the finite-difference operators can reduce numerical dispersion. Most optimized finite-difference schemes for modeling seismic-wave propagation suppress only spatial but not temporal dispersion errors. We develop a novel optimized finite-difference scheme for numerical scalar-wave modeling to control dispersion errors not only in space but also in time. Our optimized scheme is based on a new stencil that contains a few more grid points than the standard stencil. We design an objective function for minimizing relative errors of phase velocities of waves propagating in all directions within a given range of wavenumbers. Dispersion analysis and numerical examples demonstrate that our optimized finite-difference scheme is computationally up to 2.5 times faster than the optimized schemes using the standard stencil to achieve the similar modeling accuracy for a given 2D or 3D problem. Compared with the high-order finite-difference scheme using the same new stencil, our optimized scheme reduces 50 percent of the computational cost to achieve the similar modeling accuracy. This new optimized finite-difference scheme is particularly useful for large-scale 3D scalar-wave modeling and inversion
Energy Technology Data Exchange (ETDEWEB)
Tan, Sirui, E-mail: siruitan@hotmail.com [Formerly Los Alamos National Laboratory, Geophysics Group, Los Alamos, NM 87545 (United States); Huang, Lianjie, E-mail: ljh@lanl.gov [Los Alamos National Laboratory, Geophysics Group, Los Alamos, NM 87545 (United States)
2014-11-01
For modeling scalar-wave propagation in geophysical problems using finite-difference schemes, optimizing the coefficients of the finite-difference operators can reduce numerical dispersion. Most optimized finite-difference schemes for modeling seismic-wave propagation suppress only spatial but not temporal dispersion errors. We develop a novel optimized finite-difference scheme for numerical scalar-wave modeling to control dispersion errors not only in space but also in time. Our optimized scheme is based on a new stencil that contains a few more grid points than the standard stencil. We design an objective function for minimizing relative errors of phase velocities of waves propagating in all directions within a given range of wavenumbers. Dispersion analysis and numerical examples demonstrate that our optimized finite-difference scheme is computationally up to 2.5 times faster than the optimized schemes using the standard stencil to achieve the similar modeling accuracy for a given 2D or 3D problem. Compared with the high-order finite-difference scheme using the same new stencil, our optimized scheme reduces 50 percent of the computational cost to achieve the similar modeling accuracy. This new optimized finite-difference scheme is particularly useful for large-scale 3D scalar-wave modeling and inversion.
Arsoski, V V; Cukaric, N A; Peeters, F M
2015-01-01
The electron states in axially symmetric quantum wires are computed by means of the effective-mass Schroedinger equation, which is written in cylindrical coordinates phi, rho, and z. We show that a direct discretization of the Schroedinger equation by central finite differences leads to a non-symmetric Hamiltonian matrix. Because diagonalization of such matrices is more complex it is advantageous to transform it in a symmetric form. This can be done by the Liouville-like transformation proposed by Rizea et al. (Comp. Phys. Comm. 179 (2008) 466-478), which replaces the wave function psi(rho) with the function F(rho)=psi(rho)sqrt(rho) and transforms the Hamiltonian accordingly. Even though a symmetric Hamiltonian matrix is produced by this procedure, the computed wave functions are found to be inaccurate near the origin, and the accuracy of the energy levels is not very high. In order to improve on this, we devised a finite-difference scheme which discretizes the Schroedinger equation in the first step, and the...
Perfect plane-wave source for a high-order symplectic finite-difference time-domain scheme
International Nuclear Information System (INIS)
The method of splitting a plane-wave finite-difference time-domain (SP-FDTD) algorithm is presented for the initiation of plane-wave source in the total-field / scattered-field (TF/SF) formulation of high-order symplectic finite-difference time-domain (SFDTD) scheme for the first time. By splitting the fields on one-dimensional grid and using the nature of numerical plane-wave in finite-difference time-domain (FDTD), the identical dispersion relation can be obtained and proved between the one-dimensional and three-dimensional grids. An efficient plane-wave source is simulated on one-dimensional grid and a perfect match can be achieved for a plane-wave propagating at any angle forming an integer grid cell ratio. Numerical simulations show that the method is valid for SFDTD and the residual field in SF region is shrinked down to ?300 dB. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)
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
International Nuclear Information System (INIS)
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
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. Â© 2013 Elsevier Inc.
Carpenter, Mark H.; Gottlieb, David; Abarbanel, Saul
1994-01-01
We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First a proper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.
Abarbanel, S.; Gottlieb, D.
1976-01-01
The paper considers the leap-frog finite-difference method (Kreiss and Oliger, 1973) for systems of partial differential equations of the form du/dt = dF/dx + dG/dy + dH/dz, where d denotes partial derivative, u is a q-component vector and a function of x, y, z, and t, and the vectors F, G, and H are functions of u only. The original leap-frog algorithm is shown to admit a modification that improves on the stability conditions for two and three dimensions by factors of 2 and 2.8, respectively, thereby permitting larger time steps. The scheme for three dimensions is considered optimal in the sense that it combines simple averaging and large time steps.
Gerritsen, Margot; Olsson, Pelle
1996-12-01
We derive high-order finite difference schemes for the compressible Euler (and Navier-Stokes equations) that satisfy a semidiscrete energy estimate and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semidiscrete energy estimate is based on symmetrization of the equations, a canonical splitting of the flux derivative vector, and the use of difference operators that satisfy a discrete analogue to the integration-by-parts procedure used in the continuous energy estimate. For the Euler equations, the symmetrization is designed such as to preserve the homogeneity of the flux vectors. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding artificial viscosity. The positioning of the subgrids and computation of the viscosity are aided by a detection algorithm which is based on a multiscale wavelet analysis of the pressure grid function. The wavelet theory provides easy-to-implement mathematical criteria to detect discontinuities, sharp gradients, and spurious oscillations quickly and efficiently. As the detection algorithm does not depend on the numerical method used, it is of general interest. The numerical method described and the detection algorithm are part of a general solution strategy for fluid flows, which is currently being developed by the authors and collaborators.
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 fre...
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)
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. Â© 2013 Sinopec Geophysical Research Institute.
Dimitrov, Yuri M.; Vulkov, Lubin G.
2015-11-01
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the numerical solution has a fourth-order accuracy in space. Numerical experiments are discussed.
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)
International Nuclear Information System (INIS)
The aim of the present work is to compare and discuss the three of the most advanced two dimensional transport methods, the finite difference and nodal discrete ordinates and surface flux method, incorporated into the transport codes TWODANT, TWOTRAN-NODAL, MULTIMEDIUM and SURCU. For intercomparison the eigenvalue and the neutron flux distribution are calculated using these codes in the LWR pool reactor benchmark problem. Additionally the results are compared with some results obtained by French collision probability transport codes MARSYAS and TRIDENT. Because the transport solution of this benchmark problem is close to its diffusion solution some results obtained by the finite element diffusion code FINELM and the finite difference diffusion code DIFF-2D are included
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.
Split-Field Finite-Difference Time-Domain scheme for Kerr-type nonlinear periodic media
Francés Monllor, Jorge; Tervo, Jani; Neipp lópez, Cristian
2012-01-01
The Split-Field Finite-Difference Time-Domain (SF-FDTD) formulation is extended to periodic structures with Kerr-type nonlinearity. The optical Kerr effect is introduced by an iterative fixed-point procedure for solving the nonlinear system of equations. Using the method, formation of solitons inside homogenous nonlinear media is numerically observed. Furthermore, the performance of the approach with more complex photonic systems, such as high-reflectance coatings and binary phase gratings wi...
Implicit discretization schemes for Langevin dynamics
Zhang, Guihua; Schlick, Tamar
We explore here several numerical schemes for Langevin dynamics in the general implicit discretization framework of the Langevin/implicit-Euler scheme, LI. Specifically, six schemes are constructed through different discretization combinations of acceleration, velocity, and position. Among them, the explicit BBK method (LE in our notation) and LI are recovered, and the other four (all implicit) are named LIM1, LIM2, MID1, and MID2. The last two correspond, respectively, to the well-known implicit-midpoint scheme and the trapezoidal rule. LI and LIM1 are first-order accurate and have intrinsic numerical damping. LIM2, MID1, and MID2 appear to have large-timestep stability as LI but overcome numerical damping. However, numerical results reveal limitations on other grounds. From simulations on a model butane, we find that the non-damping methods give similar results when the timestep is small; however, as the timestep increases, LIM2 exhibits a pronounced rise in the potential energy and produces wider distributions for the bond lengths. MID1 and MID2 appear to be the best among those implicit schemes for Langevin dynamics in terms of reasonably reproducing distributions for bond lengths, bond angles and dihedral angles (in comparison to 1 fs timestep explicit simulations), as well as conserving the total energy reasonably. However, the minimization subproblem (due to the implicit formulation) becomes difficult when the timestep increases further. In terms of computational time, all the implicit schemes are very demanding. Nonetheless, we observe that for moderate timesteps, even when the error is large for the fast motions, it is relatively small for the slow motions. This suggests that it is possible by large timestep algorithms to capture the slow motions without resolving accurately the fast motions.
Hammouti, Abdelkader; Lemaître, Anaël
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 implemen...
Achdou, Yves; Porretta, Alessio
2015-01-01
Mean field type models describing the limiting behavior of stochastic differential games as the number of players tends to +$\\infty$, have been recently introduced by J-M. Lasry and P-L. Lions. Under suitable assumptions, they lead to a system of two coupled partial differential equations, a forward Bellman equation and a backward Fokker-Planck equations. Finite difference schemes for the approximation of such systems have been proposed in previous works. Here, we prove the convergence of the...
Settle, Sean O.
2013-01-01
The primary aim of this paper is to answer the question, What are the highest-order five- or nine-point compact finite difference schemes? To answer this question, we present several simple derivations of finite difference schemes for the one- and two-dimensional Poisson equation on uniform, quasi-uniform, and nonuniform face-to-face hyperrectangular grids and directly prove the existence or nonexistence of their highest-order local accuracies. Our derivations are unique in that we do not make any initial assumptions on stencil symmetries or weights. For the one-dimensional problem, the derivation using the three-point stencil on both uniform and nonuniform grids yields a scheme with arbitrarily high-order local accuracy. However, for the two-dimensional problem, the derivation using the corresponding five-point stencil on uniform and quasi-uniform grids yields a scheme with at most second-order local accuracy, and on nonuniform grids yields at most first-order local accuracy. When expanding the five-point stencil to the nine-point stencil, the derivation using the nine-point stencil on uniform grids yields at most sixth-order local accuracy, but on quasi- and nonuniform grids yields at most fourth- and third-order local accuracy, respectively. © 2013 Society for Industrial and Applied Mathematics.
Finite-difference method on electrostatics field calculation in oil storage tank
International Nuclear Information System (INIS)
This paper starts with the basic principle of Finite-Difference Method, combined with the practical application of the method, focusing on the difference scheme of Poisson equation and Laplace equation in 2D Electric Field and Axisymmetrical Field under the square grid partition. This study solves the Finite-Difference Method on electrostatics field calculation and introduces discretization on the Dirichlet Problem in oil storage tanker. The Finite-Difference Method gives the analytic solutions of the potential equations by changing the continuous field problems into discrete system. The numerical solutions of discrete points could infinitely approximate the real solution of the continuous field through discrete model.
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
Energy Technology Data Exchange (ETDEWEB)
Wieselquist, William A., E-mail: wieselquiswa@ornl.gov [Oak Ridge National Laboratory, 1 Bethel Valley Rd., Oak Ridge, TN 37831 (United States); Anistratov, Dmitriy Y. [Department of Nuclear Engineering, North Carolina State University, Raleigh, NC 27695 (United States); Morel, Jim E. [Department of Nuclear Engineering, Texas A and M University, College Station, TX 77843 (United States)
2014-09-15
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(h{sup 2}) convergence of the scalar flux on orthogonal, random, and multi-level meshes.
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)
In this paper we suggest the linear scheme for the three-dimensional neutron diffusion equation approximation. In this scheme we use the finite element method with bi-quadratic test functions for x,y approximation. For z approximation of the equation we use the finite difference method. Theoretically, such a scheme provides convergence with a high order of accuracy: the third order or higher for x,y variables and the second order for z variable. The scheme provides simulations with space grid refinement. Our computational investigations showed that accuracy of calculations is acceptable even at the base (the coarsest) grid. It provides significant reduction of calculation time compared to simulations based on the second accuracy order schemes. Our scheme was implemented in the KORAT 3D code. The RBMK reactor was simulated as the test problem with a different detailed order. The results of the computational investigation of convergence were compared with the results obtained by the second accuracy order scheme. (authors)
On the accuracy and efficiency of finite difference solutions for nonlinear waves
DEFF Research Database (Denmark)
Bingham, Harry B.
2006-01-01
We consider the relative accuracy and efficiency of low- and high-order finite difference discretizations of the exact potential flow problem for nonlinear water waves. The continuous differential operators are replaced by arbitrary order finite difference schemes on a structured but non-uniform grid. Time-integration is performed using a fourth-order Runge-Kutta scheme. The linear accuracy, stability and convergence properties of the method are analyzed in two-dimensions, and high-order schemes...
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)
Desideri, J.-A.; Tannehill, J. C.
1977-01-01
An over-relaxation procedure is applied to the MacCormack finite-difference scheme in order to reduce the computation time required to obtain a steady-state solution. The implementation of this acceleration procedure to an existing computer program using the regular MacCormack method is extremely simple and does not require additional storage. The over-relaxation procedure does not alter the steady-state solution, which is second-order accurate. The method is first applied to Burgers' equation. A stability condition and an expression for the increase in the rate of convergence are derived. The method is then applied to the calculation of the hypersonic viscous flow over a flat plate, using the complete Navier-Stokes equations, and the inviscid flow over a wedge. Reductions in computing time by factors of 3 and 1.5, respectively, are obtained by over-relaxation.
An implicit finite-difference operator for the Helmholtz equation
Chu, Chunlei
2012-07-01
We have developed an implicit finite-difference operator for the Laplacian and applied it to solving the Helmholtz equation for computing the seismic responses in the frequency domain. This implicit operator can greatly improve the accuracy of the simulation results without adding significant extra computational cost, compared with the corresponding conventional explicit finite-difference scheme. We achieved this by taking advantage of the inherently implicit nature of the Helmholtz equation and merging together the two linear systems: one from the implicit finite-difference discretization of the Laplacian and the other from the discretization of the Helmholtz equation itself. The end result of this simple yet important merging manipulation is a single linear system, similar to the one resulting from the conventional explicit finite-difference discretizations, without involving any differentiation matrix inversions. We analyzed grid dispersions of the discrete Helmholtz equation to show the accuracy of this implicit finite-difference operator and used two numerical examples to demonstrate its efficiency. Our method can be extended to solve other frequency domain wave simulation problems straightforwardly. Â© 2012 Society of Exploration Geophysicists.
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)
Pricing TARN Using a Finite Difference Method
Luo, Xiaolin; Shevchenko, Pavel
2013-01-01
Typically options with a path dependent payoff, such as Target Accumulation Redemption Note (TARN), are evaluated by a Monte Carlo method. This paper describes a finite difference scheme for pricing a TARN option. Key steps in the proposed scheme involve tracking of multiple one-dimensional finite difference solutions, application of jump conditions at each cash flow exchange date, and a cubic spline interpolation of results after each jump. Since a finite difference scheme ...
Wei, Leilei
2015-01-01
In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and give a semidiscrete scheme in time with the truncation error $O((\\Delta t)^2)$, where $\\Delta t$ is the time step size. Further we develop a fully discrete scheme for the fractional diffusion-wave equation, and prove that the method is unc...
Yu, Rucong; Li, Jian; Zhang, Yi; Chen, Haoming
2015-11-01
Overestimation of precipitation over steep mountains has been a long-lasting bias in many climate models. After replacing the semi-Lagrangian method with a finite-difference approach for trace transport algorithm (the two-step shape preserving scheme, TSPAS), the modified NCAR CAM5 (M-CAM5) with high horizontal resolution results in a significant improvement of simulation in precipitation over the steep edge of the Tibetan Plateau. The M-CAM5 restrains the "overshoot" of water vapor to the high-altitude region of the windward slopes and significantly reduces the overestimation of precipitation in areas above 2000 m along the southern edge of the Tibetan Plateau. More moisture are left in the low-altitude region on the slope where used to present dry biases in CAM5. The excessive (insufficient) amount of precipitation over the higher (lower) part of the steep slope is partially caused by the multi-grid water vapor transport in CAM5, which leads to spurious accumulation of water vapor at cold and high-altitude grids. Benefited from calculation of transport grid by grid in TSPAS and detailed description of steep mountains by the high-resolution model, M-CAM5 moves water vapor and precipitation downward over windward slopes and presents a more realistic simulation. Results in this study indicate that in addition to the development of physical parameterization schemes, the dynamical process should also be reconsidered in order to improve the climate simulation over steep mountains.
Alizadeh Nomeli, M.; Riaz, A.
2012-12-01
Increasing concentration of CO2 as a greenhouse gas in the atmosphere causes global warming and it subsequently perturbs the balance of the life cycle. In order to mitigate the concentration of CO2 in the atmosphere, the sequestration of CO2 into deep geological formations has been investigated theoretically and experimentally in recent decades. Solubility and mineral trapping are the most promising long term solutions to geologic CO2 sequestration, because they prevent its return to the atmosphere. In this study, the CO2 sequestration capacity of both aqueous and mineral phases is evaluated. Mineral alterations, however, are too slow to be modeled experimentally; therefore a numerical model is required. This study presents a model to simulate a reactive fluid within permeable porous media. The problem contains reactive transport modeling between a miscible flow and minerals in post-injection regime. Rates of dissolution and precipitation (PD) of minerals are determined by taking into account the pH of the system, in addition to the consideration of the influence of temperature. We solve fluid convection, diffusion and PD reactions inside a fracture in order to predict the amount of CO2 that can be stored as precipitation of secondary carbonates after specific period of time. The modeling of flow and transport inside the fracture for the mineral trapping purpose is based on space discretization by means of integral finite differences. Dissolution and precipitation of all minerals in simulations presented in the current study are assumed to be kinetically controlled. Therefore the model can monitor changes in porosity and permeability during the simulation from changes in the volume of the fracture.
Finite-Difference Algorithms For Computing Sound Waves
Davis, Sanford
1993-01-01
Governing equations considered as matrix system. Method variant of method described in "Scheme for Finite-Difference Computations of Waves" (ARC-12970). Present method begins with matrix-vector formulation of fundamental equations, involving first-order partial derivatives of primitive variables with respect to space and time. Particular matrix formulation places time and spatial coordinates on equal footing, so governing equations considered as matrix system and treated as unit. Spatial and temporal discretizations not treated separately as in other finite-difference methods, instead treated together by linking spatial-grid interval and time step via common scale factor related to speed of sound.
Stable discretization methods with external approximation schemes
Directory of Open Access Journals (Sweden)
Ram U. Verma
1995-01-01
Full Text Available We investigate the external approximation-solvability of nonlinear equations- an upgrade of the external approximation scheme of Schumann and Zeidler [3] in the context of the difference method for quasilinear elliptic differential equations.
Lalanne, Philippe; Hugonin, Jean-Paul
2000-01-01
The numerical performance of a finite-difference modal method for the analysis of one-dimensional lamellar gratings in a classical mounting is studied. The method is simple and relies on first-order finite difference in the grating to solve the Maxwell differential equations. The finite-difference scheme incorporates three features that accelerate the convergence performance of the method: (1) The discrete permittivity is interpolated at the lamellar boundaries, (2) mesh points are located on...
Weighted average finite difference methods for fractional diffusion equations
Yuste, Santos B.
2004-01-01
Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different numerical schemes is carried out by means of a procedure close to the well-known von Neumann method of ordinary diffusion equations. The stability bounds are easily found and checked in some representative examples.
Discrete Conservation Properties of Unstructured Mesh Schemes
Perot, J. Blair
2011-01-01
Numerical methods with discrete conservation statements are useful because they cannot produce solutions that violate important physical constraints. A large number of numerical methods used in computational fluid dynamics (CFD) have either global or local conservation statements for some of the primary unknowns of the method. This review suggests that local conservation of primary unknowns often follows from global conservation of those quantities. Secondary conservation involves the conservation of derived quantities, such as kinetic energy, entropy, and vorticity, which are not directly unknowns of the numerical system. Secondary conservation can further improve physical fidelity of a numerical solution, but it is typically much harder to achieve. We consider current approaches to secondary conservation and techniques used outside of CFD that are potentially related. Finally, the review concludes with a discussion of how secondary conservation properties might be included automatically.
Optimized Discretization Schemes For Brain Images
Directory of Open Access Journals (Sweden)
USHA RANI.N,
2011-02-01
Full Text Available In medical image processing active contour method is the important technique in segmenting human organs. Geometric deformable curves known as levelsets are widely used in segmenting medical images. In this modeling , evolution of the curve is described by the basic lagrange pde expressed as a function of space and time. This pde can be solved either using continuous functions or discrete numerical methods.This paper deals with the application of numerical methods like finite diffefence and TVd-RK methods for brain scans. The stability and accuracy of these methods are also discussed. This paper also deals with the more accurate higher order non-linear interpolation techniques like ENO and WENO in reconstructing the brain scans like CT,MRI,PET and SPECT is considered.
Finite difference techniques for nonlinear hyperbolic conservation laws
International Nuclear Information System (INIS)
The present study is concerned with numerical approximations to the initial value problem for nonlinear systems of conservative laws. Attention is given to the development of a class of conservation form finite difference schemes which are based on the finite volume method (i.e., the method of averages). These schemes do not fit into the classical framework of conservation form schemes discussed by Lax and Wendroff (1960). The finite volume schemes are specifically intended to approximate solutions of multidimensional problems in the absence of rectangular geometries. In addition, the development is reported of different schemes which utilize the finite volume approach for time discretization. Particular attention is given to local time discretization and moving spatial grids. 17 references
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...
Modified Cascade Synchronization Scheme for Discrete-Time Hyperchaotic Systems
International Nuclear Information System (INIS)
In this paper, the modified cascade synchronization scheme is proposed to investigate the synchronization in discrete-time hyperchaotic systems. By choosing a general kind of proportional scaling error functions and based on rigorous control theory, we take the discrete-time hyperchaotic system due to Wang and 3D generalized Henon map as two examples to achieve the modified cascade synchronization, respectively. Numerical simulations are used to verify the effectiveness of the proposed technique
Novel coupling scheme to control dynamics of coupled discrete systems
Shekatkar, Snehal M.; Ambika, G.
2013-01-01
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. T...
Droniou, Jerome; Eymard, Robert; Gallouët, Thierry; Herbin, Raphaele
2010-01-01
We investigate the connections between several recent methods for the discretization of ani\\-so\\-tropic heterogeneous diffusion operators on general grids. We prove that the Mimetic Finite Difference scheme, the Hybrid Finite Volume scheme and the Mixed Finite Volume scheme are in fact identical up to some slight generalizations. As a consequence, some of the mathematical results obtained for each of the method (such as convergence properties or error estimates) may be extended to the unified...
A Transport Acceleration Scheme for Multigroup Discrete Ordinates with Upscattering
Energy Technology Data Exchange (ETDEWEB)
Evans, Thomas M [ORNL; Clarno, Kevin T [ORNL; Morel, Jim E. [Texas A& M University
2010-01-01
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.
Discrete unified gas kinetic scheme on unstructured meshes
Zhu, Lianhua; Guo, Zhaoli; Xu, Kun
2015-01-01
The recently proposed discrete unified gas kinetic scheme (DUGKS) is a finite volume method for deterministic solution of the Boltzmann model equation with asymptotic preserving property. In DUGKS, the numerical flux of the distribution function is determined from a local numerical solution of the Boltzmann model equation using an unsplitting approach. The time step and mesh resolution are not restricted by the molecular collision time and mean free path. To demonstrate the ...
Finite Difference Method of Modelling Groundwater Flow
Magnus U. Igboekwe; N. J. Achi
2011-01-01
In this study, finite difference method is used to solve the equations that govern groundwater flow to obtain flow rates, flow direction and hydraulic heads through an aquifer. The aim therefore is to discuss the principles of Finite Difference Method and its applications in groundwater modelling. To achieve this, a rectangular grid is overlain an aquifer in order to obtain an exact solution. Initial and boundary conditions are then determined. By discretizing the system into grids and cells ...
Droniou, Jerome; Gallouët, Thierry; Herbin, Raphaele
2008-01-01
We investigate the connections between several recent methods for the discretization of anisotropic heterogeneous diffusion operators on general grids. We prove that the Mimetic Finite Difference scheme, the Hybrid Finite Volume scheme and the Mixed Finite Volume scheme are in fact identical up to some slight generalizations. As a consequence, some of the mathematical results obtained for each of the method (such as convergence properties or error estimates) may be extended to the unified common framework. We then focus on the relationships between this unified method and nonconforming Finite Element schemes or Mixed Finite Element schemes, obtaining as a by-product an explicit lifting operator close to the ones used in some theoretical studies of the Mimetic Finite Difference scheme. We also show that for isotropic operators, on particular meshes such as triangular meshes with acute angles, the unified method boils down to the well-known efficient two-point flux Finite Volume scheme.
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.
International Nuclear Information System (INIS)
This report examines, and establishes the causes of, previously identified time step and mesh size dependencies. These dependencies were observed in the solution of a coupled system of heat conduction and fluid flow equations as used in the TRAC-PF1/MOD1 computer code. The report shows that a significant time step size dependency can arise in calculations of the quenching of a previously unwetted surface. The cause of this dependency is shown to be the explicit evaluation, and subsequent smoothing of the term which couples the heat transfer and fluid flow equations. An axial mesh size dependency is also identified, but this is very much smaller than the time step size dependency. The report concludes that the time step size dependency represents a potential limitation on the use of large time step sizes for types of calculation discussed. This limitation affects the present TRAC-PF-1/MOD1 computer code and may similarly affect other semi-implicit finite difference codes that employ similar techniques. It is likely to be of greatest significance in codes where multi-step techniques are used to allow the use of large time steps
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.
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.
Discrete unified gas kinetic scheme on unstructured meshes
Zhu, Lianhua; Xu, Kun
2015-01-01
The recently proposed discrete unified gas kinetic scheme (DUGKS) is a finite volume method for deterministic solution of the Boltzmann model equation with asymptotic preserving property. In DUGKS, the numerical flux of the distribution function is determined from a local numerical solution of the Boltzmann model equation using an unsplitting approach. The time step and mesh resolution are not restricted by the molecular collision time and mean free path. To demonstrate the capacity of DUGKS in practical problems, this paper extends the DUGKS to arbitrary unstructured meshes. Several tests of both internal and external flows are performed, which include the cavity flow ranging from continuum to free molecular regimes, a multiscale flow between two connected cavities with a pressure ratio of 10000, and a high speed flow over a cylinder in slip and transitional regimes. The numerical results demonstrate the effectiveness of the DUGKS in simulating multiscale flow problems.
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-resolution finite-difference algorithms for conservation laws
International Nuclear Information System (INIS)
A new class of Total Variation Decreasing (TVD) schemes for 2-dimensional scalar conservation laws is constructed using either flux-limited or slope-limited numerical fluxes. The schemes are proven to have formal second-order accuracy in regions where neither u/sub x/ nor y/sub y/ vanishes. A new class of high-resolution large-time-step TVD schemes is constructed by adding flux-limited correction terms to the first-order accurate large-time-step version of the Engquist-Osher scheme. The use of the transport-collapse operator in place of the exact solution operator for the construction of difference schemes is studied. The production of spurious extrema by difference schemes is studied. A simple condition guaranteeing the nonproduction of spurious extrema is derived. A sufficient class of entropy inequalities for a conservation law with a flux having a single inflection point is presented. Finite-difference schemes satisfying a discrete version of each entropy inequality are only first-order accurate
Applications of an exponential finite difference technique
Handschuh, Robert F.; Keith, Theo G., Jr.
1988-01-01
An exponential finite difference scheme first presented by Bhattacharya for one dimensional unsteady heat conduction problems in Cartesian coordinates was extended. The finite difference algorithm developed was used to solve the unsteady diffusion equation in one dimensional cylindrical coordinates and was applied to two and three dimensional conduction problems in Cartesian coordinates. Heat conduction involving variable thermal conductivity was also investigated. The method was used to solve nonlinear partial differential equations in one and two dimensional Cartesian coordinates. Predicted results are compared to exact solutions where available or to results obtained by other numerical methods.
Weighted Average Finite Difference Methods for Fractional Reaction-Subdiffusion Equation
Nasser Hassen SWEILAM; Mohamed Meabed KHADER; Mohamed ADEL
2014-01-01
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...
High-order Finite Difference Solution of Euler Equations for Nonlinear Water Waves
DEFF Research Database (Denmark)
Christiansen, Torben Robert Bilgrav; Bingham, Harry B.; Engsig-Karup, Allan Peter
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...
Finite-difference models of ordinary differential equations - Influence of denominator functions
Mickens, Ronald E.; Smith, Arthur
1990-01-01
This paper discusses the influence on the solutions of finite-difference schemes of using a variety of denominator functions in the discrete modeling of the derivative for any ordinary differential equation. The results obtained are a consequence of using a generalized definition of the first derivative. A particular example of the linear decay equation is used to illustrate in detail the various solution possibilities that can occur.
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)
A Two-Scale Discretization Scheme for Mixed Variational Formulation of Eigenvalue Problems
Yidu Yang; Wei Jiang; Yu Zhang; Wenjun Wang; Hai Bi
2012-01-01
This paper discusses highly efficient discretization schemes for mixed variational formulation of eigenvalue problems. A new finite element two-scale discretization scheme is proposed by combining the mixed finite element method with the shifted-inverse power method for solving matrix eigenvalue problems. With this scheme, the solution of an eigenvalue problem on a fine grid ${K}^{h}$ is reduced to the solution of an eigenvalue problem on a much coarser grid ${K}^{H}$ and the solution of a li...
Finite difference and finite element methods
International Nuclear Information System (INIS)
The relationships between and relative advantages of finite difference and finite element methods are discussed. The less familiar finite element methods are described first for equilibrium problems: it is shown how quadratic elements on right triangles lead to natural generalisations of the powerful, fourth order accurate nine-point difference scheme for the Laplacian. For evolutionary problems, the recent development of more accurate difference methods is considered together with that of Galerkin methods. It is shown how conservation properties are best preserved by the latter methods and, in particular, how the supression of non-linear instabilities in the advection equation is achieved by the Arakawa schemes. Finally, an error analysis is described which is applicable to both finite difference and finite element methods. (Auth.)
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.
The Relation of Finite Element and Finite Difference Methods
Vinokur, M.
1976-01-01
Finite element and finite difference methods are examined in order to bring out their relationship. It is shown that both methods use two types of discrete representations of continuous functions. They differ in that finite difference methods emphasize the discretization of independent variable, while finite element methods emphasize the discretization of dependent variable (referred to as functional approximations). An important point is that finite element methods use global piecewise functional approximations, while finite difference methods normally use local functional approximations. A general conclusion is that finite element methods are best designed to handle complex boundaries, while finite difference methods are superior for complex equations. It is also shown that finite volume difference methods possess many of the advantages attributed to finite element methods.
Discretization of the Gabor-type scheme by sampling of the Zak transform
Zibulski, Meir; Zeevi, Yehoshua Y.
1994-09-01
The matrix algebra approach was previously applied in the analysis of the continuous Gabor representation in the Zak transform domain. In this study we analyze the discrete and finite (periodic) scheme by the same approach. A direct relation that exists between the two schemes, based on the sampling of the Zak transform, is established. Specifically, we show that sampling of the Gabor expansion in the Zak transform domain yields a discrete scheme of representation. Such a derivation yields a simple relation between the schemes by means of the periodic extension of the signal. We show that in the discrete Zak domain the frame operator can be expressed by means of a matrix-valued function which is simply the sampled version of the matrix-valued function of the continuous scheme. This result establishes a direct relation between the frame properties of the two schemes.
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.
Simulation of Metasurfaces in Finite Difference Techniques
Vahabzadeh, Yousef; Caloz, Christophe
2016-01-01
We introduce a rigorous and simple method for analyzing metasurfaces, modeled as zero-thickness electromagnetic sheets, in Finite Difference (FD) techniques. The method consists in describing the spatial discontinuity induced by the metasurface as a virtual structure, located between nodal rows of the Yee grid, using a finite difference version of Generalized Sheet Transition Conditions (GSTCs). In contrast to previously reported approaches, the proposed method can handle sheets exhibiting both electric and magnetic discontinuities, and represents therefore a fundamental contribution in computational electromagnetics. It is presented here in the framework of the FD Frequency Domain (FDFD) method but also applies to the FD Time Domain (FDTD) scheme. The theory is supported by five illustrative examples.
A 2D/3D Discrete Duality Finite Volume Scheme. Application to ECG simulation
Coudiere, Yves; PIERRE, Charles; Rousseau, Olivier; Turpault, Rodolphe
2009-01-01
This paper presents a 2D/3D discrete duality finite volume method for solving heterogeneous and anisotropic elliptic equations on very general unstructured meshes. The scheme is based on the definition of discrete divergence and gradient operators that fulfill a duality property mimicking the Green formula. As a consequence, the discrete problem is proved to be well-posed, symmetric and positive-definite. Standard numerical tests are performed in 2D and 3D and the results are discussed and co...
Chen, W
2001-01-01
This paper is concerned with a few novel RBF-based numerical schemes discretizing partial differential equations. For boundary-type methods, we derive the indirect and direct symmetric boundary knot methods (BKM). The resulting interpolation matrix of both is always symmetric irrespective of boundary geometry and conditions. In particular, the direct BKM applies the practical physical variables rather than expansion coefficients and becomes very competitive to the boundary element method. On the other hand, based on the multiple reciprocity principle, we invent the RBF-based boundary particle method (BPM) for general inhomogeneous problems without a need using inner nodes. The direct and symmetric BPM schemes are also developed. For domain-type RBF discretization schemes, by using the Green integral we develop a new Hermite RBF scheme called as the modified Kansa method (MKM), which differs from the symmetric Hermite RBF scheme in that the MKM discretizes both governing equation and boundary conditions on the...
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...
Directory of Open Access Journals (Sweden)
S.-J. Choi
2014-06-01
Full Text Available The non-hydrostatic (NH compressible Euler equations of dry atmosphere are solved in a simplified two dimensional (2-D slice framework employing a spectral element method (SEM for the horizontal discretization and a finite difference method (FDM for the vertical discretization. The SEM uses high-order nodal basis functions associated with Lagrange polynomials based on Gaussâ€“Lobattoâ€“Legendre (GLL quadrature points. The FDM employs a third-order upwind biased scheme for the vertical flux terms and a centered finite difference scheme for the vertical derivative terms and quadrature. The Euler equations used here are in a flux form based on the hydrostatic pressure vertical coordinate, which are the same as those used in the Weather Research and Forecasting (WRF model, but a hybrid sigma-pressure vertical coordinate is implemented in this model. We verified the model by conducting widely used standard benchmark tests: the inertia-gravity wave, rising thermal bubble, density current wave, and linear hydrostatic mountain wave. The results from those tests demonstrate that the horizontally spectral element vertically finite difference model is accurate and robust. By using the 2-D slice model, we effectively show that the combined spatial discretization method of the spectral element and finite difference method in the horizontal and vertical directions, respectively, offers a viable method for the development of a NH dynamical core.
Choi, S.-J.; Giraldo, F. X.; Kim, J.; Shin, S.
2014-06-01
The non-hydrostatic (NH) compressible Euler equations of dry atmosphere are solved in a simplified two dimensional (2-D) slice framework employing a spectral element method (SEM) for the horizontal discretization and a finite difference method (FDM) for the vertical discretization. The SEM uses high-order nodal basis functions associated with Lagrange polynomials based on Gauss-Lobatto-Legendre (GLL) quadrature points. The FDM employs a third-order upwind biased scheme for the vertical flux terms and a centered finite difference scheme for the vertical derivative terms and quadrature. The Euler equations used here are in a flux form based on the hydrostatic pressure vertical coordinate, which are the same as those used in the Weather Research and Forecasting (WRF) model, but a hybrid sigma-pressure vertical coordinate is implemented in this model. We verified the model by conducting widely used standard benchmark tests: the inertia-gravity wave, rising thermal bubble, density current wave, and linear hydrostatic mountain wave. The results from those tests demonstrate that the horizontally spectral element vertically finite difference model is accurate and robust. By using the 2-D slice model, we effectively show that the combined spatial discretization method of the spectral element and finite difference method in the horizontal and vertical directions, respectively, offers a viable method for the development of a NH dynamical core.
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.
A new mimetic scheme for the acoustic wave equation
Solano, Freysimar; Guevara-Jordan, Juan; Rojas, Otilio; Otero CalviÃ±o, Beatriz; Rodriguez, R.
2016-01-01
A new mimetic finite difference scheme for solving the acoustic wave equation is presented. It combines a novel second order tensor mimetic discretizations in space and a leapfrog approximation in time to produce an explicit multidimensional scheme. Convergence analysis of the new scheme on a staggered grid shows that it can take larger time steps than standard finite difference schemes based on ghost points formulation. A set of numerical test problems gives evidence of the versatility of th...
Zhou, Nanrun; Yang, Jianping; Tan, Changfa; Pan, Shumin; Zhou, Zhihong
2015-11-01
A new discrete fractional random transform based on two circular matrices is designed and a novel double-image encryption-compression scheme is proposed by combining compressive sensing with discrete fractional random transform. The two random circular matrices and the measurement matrix utilized in compressive sensing are constructed by using a two-dimensional sine Logistic modulation map. Two original images can be compressed, encrypted with compressive sensing and connected into one image. The resulting image is re-encrypted by Arnold transform and the discrete fractional random transform. Simulation results and security analysis demonstrate the validity and security of the scheme.
Exponential Finite-Difference Technique
Handschuh, Robert F.
1989-01-01
Report discusses use of explicit exponential finite-difference technique to solve various diffusion-type partial differential equations. Study extends technique to transient-heat-transfer problems in one dimensional cylindrical coordinates and two and three dimensional Cartesian coordinates and to some nonlinear problems in one or two Cartesian coordinates.
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
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.
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...
Labbé, Chantal; Renaud, Jean-François
2010-01-01
A discretization scheme for nonnegative diffusion processes is proposed and the convergence of the corresponding sequence of approximate processes is proved using the martingale problem framework. Motivations for this scheme come typically from finance, especially for path-dependent option pricing. The scheme is simple: one only needs to find a nonnegative distribution whose mean and variance satisfy a simple condition to apply it. Then, for virtually any (path-dependent) payoff, Monte Carlo option prices obtained from this scheme will converge to the theoretical price. Examples of models and diffusion processes for which the scheme applies are provided.
Implicit finite-difference simulations of seismic wave propagation
Chu, Chunlei
2012-03-01
We propose a new finite-difference modeling method, implicit both in space and in time, for the scalar wave equation. We use a three-level implicit splitting time integration method for the temporal derivative and implicit finite-difference operators of arbitrary order for the spatial derivatives. Both the implicit splitting time integration method and the implicit spatial finite-difference operators require solving systems of linear equations. We show that it is possible to merge these two sets of linear systems, one from implicit temporal discretizations and the other from implicit spatial discretizations, to reduce the amount of computations to develop a highly efficient and accurate seismic modeling algorithm. We give the complete derivations of the implicit splitting time integration method and the implicit spatial finite-difference operators, and present the resulting discretized formulas for the scalar wave equation. We conduct a thorough numerical analysis on grid dispersions of this new implicit modeling method. We show that implicit spatial finite-difference operators greatly improve the accuracy of the implicit splitting time integration simulation results with only a slight increase in computational time, compared with explicit spatial finite-difference operators. We further verify this conclusion by both 2D and 3D numerical examples. Â© 2012 Society of Exploration Geophysicists.
Ducomet, Bernard; Romanova, Alla
2013-01-01
An initial-boundary value problem for the $n$-dimensional ($n\\geq 2$) time-dependent Schr\\"odinger equation in a semi-infinite (or infinite) parallelepiped is considered. Starting from the Numerov-Crank-Nicolson finite-difference scheme, we first construct higher order scheme with splitting space averages having much better spectral properties for $n\\geq 3$. Next we apply the Strang-type splitting with respect to the potential and, third, construct discrete transparent boundary conditions (TBC). For the resulting method, the uniqueness of solution and the unconditional uniform in time $L^2$-stability (in particular, $L^2$-conservativeness) are proved. Owing to the splitting, an effective direct algorithm using FFT (in the coordinate directions perpendicular to the leading axis of the parallelepiped) is applicable for general potential. Numerical results on the 2D tunnel effect for a P\\"{o}schl-Teller-like potential-barrier and a rectangular potential-well are also included.
Original Signer's Forgery Attacks on Discrete Logarithm Based Proxy Signature Schemes
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Tianjie Cao
2007-05-01
Full Text Available 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 contradicts the strong unforgeability property that is required of proxy signatures schemes. We show six proxy signature schemes vulnerable to this attack including Lu et al.'s proxy blind multi-signature scheme, Xue and Cao's proxy blind signature scheme, Fu et al. and Gu et al.'s anonymous proxy signature schemes, Dai et al. and Huang et al.'s nominative proxy signature schemes are all insecure against the original signer's forgery.
Sousa, Ercília; Li, Can
2011-01-01
A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite difference method is derived. The stability of this scheme is established by von Neumann analysis. Some numerical results are shown, which demonstrate the efficiency and convergence of the method. Additionally, some physical properties of this ...
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.
Huang, Binke; Zhao, Chongfeng
2014-01-01
The 2-D finite-difference frequency-domain method (FDFD) combined with the surface impedance boundary condition (SIBC) was employed to analyze the propagation characteristics of hollow rectangular waveguides at Terahertz (THz) frequencies. The electromagnetic field components, in the interior of the waveguide, were discretized using central finite-difference schemes. Considering the hollow rectangular waveguide surrounded by a medium of finite conductivity, the electric and magnetic tangential field components on the metal surface were related by the SIBC. The surface impedance was calculated by the Drude dispersion model at THz frequencies, which was used to characterize the conductivity of the metal. By solving the Eigen equations, the propagation constants, including the attenuation constant and the phase constant, were obtained for a given frequency. The proposed method shows good applicability for full-wave analysis of THz waveguides with complex boundaries.
Generalization of the finite difference method in distributions spaces
Labbé, Stéphane; Trélat, Emmanuel
2006-01-01
The aim of this article is to propose a generalization of the finite difference scheme suitable with solutions of Dirac distribution type. This type of solution is for example encountered in earthquake or explosion simulations. In such problems, the difficulty is to catch sharply a moving singular front modeled by a Dirac type distribution. We give a general framework to deal with numerical methods, and use it to build finite difference methods in distribution spaces. Numerical examples are p...
Jinsong Hu; Youcai Xu; Bing Hu
2010-01-01
We study the initial-boundary problem of dissipative symmetric regularized long wave equations with damping term by finite difference method. A linear three-level implicit finite difference scheme is designed. Existence and uniqueness of numerical solutions are derived. It is proved that the finite difference scheme is of second-order convergence and unconditionally stable by the discrete energy method. Numerical simulations verify that the method is accurate and efficient.
The Benard problem: A comparison of finite difference and spectral collocation eigen value solutions
Skarda, J. Raymond Lee; Mccaughan, Frances E.; Fitzmaurice, Nessan
1995-01-01
The application of spectral methods, using a Chebyshev collocation scheme, to solve hydrodynamic stability problems is demonstrated on the Benard problem. Implementation of the Chebyshev collocation formulation is described. The performance of the spectral scheme is compared with that of a 2nd order finite difference scheme. An exact solution to the Marangoni-Benard problem is used to evaluate the performance of both schemes. The error of the spectral scheme is at least seven orders of magnitude smaller than finite difference error for a grid resolution of N = 15 (number of points used). The performance of the spectral formulation far exceeded the performance of the finite difference formulation for this problem. The spectral scheme required only slightly more effort to set up than the 2nd order finite difference scheme. This suggests that the spectral scheme may actually be faster to implement than higher order finite difference schemes.
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.
Energy Technology Data Exchange (ETDEWEB)
Thompson, K.G.
2000-11-01
In this work, we develop a new spatial discretization scheme that may be used to numerically solve the neutron transport equation. This new discretization extends the family of corner balance spatial discretizations to include spatial grids of arbitrary polyhedra. This scheme enforces balance on subcell volumes called corners. It produces a lower triangular matrix for sweeping, is algebraically linear, is non-negative in a source-free absorber, and produces a robust and accurate solution in thick diffusive regions. Using an asymptotic analysis, we design the scheme so that in thick diffusive regions it will attain the same solution as an accurate polyhedral diffusion discretization. We then refine the approximations in the scheme to reduce numerical diffusion in vacuums, and we attempt to capture a second order truncation error. After we develop this Upstream Corner Balance Linear (UCBL) discretization we analyze its characteristics in several limits. We complete a full diffusion limit analysis showing that we capture the desired diffusion discretization in optically thick and highly scattering media. We review the upstream and linear properties of our discretization and then demonstrate that our scheme captures strictly non-negative solutions in source-free purely absorbing media. We then demonstrate the minimization of numerical diffusion of a beam and then demonstrate that the scheme is, in general, first order accurate. We also note that for slab-like problems our method actually behaves like a second-order method over a range of cell thicknesses that are of practical interest. We also discuss why our scheme is first order accurate for truly 3D problems and suggest changes in the algorithm that should make it a second-order accurate scheme. Finally, we demonstrate 3D UCBL's performance on several very different test problems. We show good performance in diffusive and streaming problems. We analyze truncation error in a 3D problem and demonstrate robustness in a coarsely discretized problem that contains sharp boundary layers. We also examine eigenvalue and fixed source problems with mixed-shape meshes, anisotropic scattering and multi-group cross sections. Finally, we simulate the MOX fuel assembly in the Advance Test Reactor.
Discrete unified gas kinetic scheme for all Knudsen number flows: low-speed isothermal case.
Guo, Zhaoli; Xu, Kun; Wang, Ruijie
2013-09-01
Based on the Boltzmann-BGK (Bhatnagar-Gross-Krook) equation, in this paper a discrete unified gas kinetic scheme (DUGKS) is developed for low-speed isothermal flows. The DUGKS is a finite-volume scheme with the discretization of particle velocity space. After the introduction of two auxiliary distribution functions with the inclusion of collision effect, the DUGKS becomes a fully explicit scheme for the update of distribution function. Furthermore, the scheme is an asymptotic preserving method, where the time step is only determined by the Courant-Friedricks-Lewy condition in the continuum limit. Numerical results demonstrate that accurate solutions in both continuum and rarefied flow regimes can be obtained from the current DUGKS. The comparison between the DUGKS and the well-defined lattice Boltzmann equation method (D2Q9) is presented as well. PMID:24125383
Arbitrary Dimension Convection-Diffusion Schemes for Space-Time Discretizations
Energy Technology Data Exchange (ETDEWEB)
Bank, Randolph E. [Univ. of California, San Diego, CA (United States); Vassilevski, Panayot S. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Zikatanov, Ludmil T. [Bulgarian Academy of Sciences, Sofia (Bulgaria)
2016-01-20
This note proposes embedding a time dependent PDE into a convection-diffusion type PDE (in one space dimension higher) with singularity, for which two discretization schemes, the classical streamline-diffusion and the EAFE (edge average finite element) one, are investigated in terms of stability and error analysis. The EAFE scheme, in particular, is extended to be arbitrary order which is of interest on its own. Numerical results, in combined space-time domain demonstrate the feasibility of the proposed approach.
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
Convergence of a Mimetic Finite Difference Method for Static Diffusion Equation
J.M Guevara-Jordan; Rojas, S; M. Freites-Villegas; J. E. Castillo
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...
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.
An Efficient Signcryption Scheme based on The Elliptic Curve Discrete Logarithm Problem
Directory of Open Access Journals (Sweden)
Fatima Amounas
2013-02-01
Full Text Available 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 elliptic curves over finite field, and to examine the efficiency of such scheme. The results analysis are explained.
Phonon Boltzmann equation-based discrete unified gas kinetic scheme for multiscale heat transfer
Guo, Zhaoli
2016-01-01
Numerical prediction of multiscale heat transfer is a challenging problem due to the wide range of time and length scales involved. In this work a discrete unified gas kinetic scheme (DUGKS) is developed for heat transfer in materials with different acoustic thickness based on the phonon Boltzmann equation. With discrete phonon direction, the Boltzmann equation is discretized with a second-order finite-volume formulation, in which the time-step is fully determined by the Courant-Friedrichs-Lewy (CFL) condition. The scheme has the asymptotic preserving (AP) properties for both diffusive and ballistic regimes, and can present accurate solutions in the whole transition regime as well. The DUGKS is a self-adaptive multiscale method for the capturing of local transport process. Numerical tests for both heat transfers with different Knudsen numbers are presented to validate the current method.
Energy Technology Data Exchange (ETDEWEB)
Perron, Sebastien [ARDC, Alcan, Applied Science Research Group, 1955 Mellon Blvd, P.O. Box 1250, Quebec G7S 4K8, Jonquiere (Canada); Boivin, Sylvain [Universite du Quebec a Chicoutimi, 555 Boulevard de l' universite, Quebec G7H 2B1, Chicoutimi (Canada); Herard, Jean-Marc [DRD, Electricite de France, 6, quai Watier 78400, Chatou (France)
2004-09-01
We present a new method to solve incompressible thermal flows and the transport of scalar quantities. It is a finite volume scheme for unstructured meshes whose time discretization is based upon the fractional time step method. The governing equations are discretized using a collocated, cell-centered arrangement of velocity and pressure. The solution variables are stored at the cell-circum-centers. This scheme is convergent, stable and allows computing solutions that does not violate the maximum principle when it applies. Theoretical results and numerical properties of the scheme are provided. Predictions of Boussinesq fluid flow, flow past a cylinder and heat transport in a cylinder are performed to validate the method. (authors)
Spatial parallelism of a 3D finite difference, velocity-stress elastic wave propagation code
Energy Technology Data Exchange (ETDEWEB)
Minkoff, S.E.
1999-12-01
Finite difference methods for solving the wave equation more accurately capture the physics of waves propagating through the earth than asymptotic solution methods. Unfortunately, finite difference simulations for 3D elastic wave propagation are expensive. The authors model waves in a 3D isotropic elastic earth. The wave equation solution consists of three velocity components and six stresses. The partial derivatives are discretized using 2nd-order in time and 4th-order in space staggered finite difference operators. Staggered schemes allow one to obtain additional accuracy (via centered finite differences) without requiring additional storage. The serial code is most unique in its ability to model a number of different types of seismic sources. The parallel implementation uses the MPI library, thus allowing for portability between platforms. Spatial parallelism provides a highly efficient strategy for parallelizing finite difference simulations. In this implementation, one can decompose the global problem domain into one-, two-, and three-dimensional processor decompositions with 3D decompositions generally producing the best parallel speedup. Because I/O is handled largely outside of the time-step loop (the most expensive part of the simulation) the authors have opted for straight-forward broadcast and reduce operations to handle I/O. The majority of the communication in the code consists of passing subdomain face information to neighboring processors for use as ghost cells. When this communication is balanced against computation by allocating subdomains of reasonable size, they observe excellent scaled speedup. Allocating subdomains of size 25 x 25 x 25 on each node, they achieve efficiencies of 94% on 128 processors. Numerical examples for both a layered earth model and a homogeneous medium with a high-velocity blocky inclusion illustrate the accuracy of the parallel code.
Perot, J. B.; Subramanian, V.
2007-09-01
The Keller Box scheme is a face-based method for solving partial differential equations that has numerous attractive mathematical and physical properties. It is shown that these attractive properties collectively follow from the fact that the scheme discretizes partial derivatives exactly and only makes approximations in the algebraic constitutive relations appearing in the PDE. The exact discrete calculus associated with the Keller Box scheme is shown to be fundamentally different from all other mimetic (physics capturing) numerical methods. This suggests that a unique exact discrete calculus does not exist. It also suggests that existing analysis techniques based on concepts in algebraic topology (in particular - the discrete de Rham complex) are unnecessarily narrowly focused since they do not capture the Keller Box scheme. The discrete calculus analysis allows a generalization of the Keller Box scheme to non-simplectic meshes to be constructed. Analysis and tests of the method on the unsteady advection-diffusion equations are presented.
Numerical time-domain electromagnetics based on finite-difference and convolution
Lin, Yuanqu
Time-domain methods posses a number of advantages over their frequency-domain counterparts for the solution of wideband, nonlinear, and time varying electromagnetic scattering and radiation phenomenon. Time domain integral equation (TDIE)-based methods, which incorporate the beneficial properties of integral equation method, are thus well suited for solving broadband scattering problems for homogeneous scatterers. Widespread adoption of TDIE solvers has been retarded relative to other techniques by their inefficiency, inaccuracy and instability. Moreover, two-dimensional (2D) problems are especially problematic, because 2D Green's functions have infinite temporal support, exacerbating these difficulties. This thesis proposes a finite difference delay modeling (FDDM) scheme for the solution of the integral equations of 2D transient electromagnetic scattering problems. The method discretizes the integral equations temporally using first- and second-order finite differences to map Laplace-domain equations into the Z domain before transforming to the discrete time domain. The resulting procedure is unconditionally stable because of the nature of the Laplace- to Z-domain mapping. The first FDDM method developed in this thesis uses second-order Lagrange basis functions with Galerkin's method for spatial discretization. The second application of the FDDM method discretizes the space using a locally-corrected Nystrom method, which accelerates the precomputation phase and achieves high order accuracy. The Fast Fourier Transform (FFT) is applied to accelerate the marching-on-time process in both methods. While FDDM methods demonstrate impressive accuracy and stability in solving wideband scattering problems for homogeneous scatterers, they still have limitations in analyzing interactions between several inhomogenous scatterers. Therefore, this thesis devises a multi-region finite-difference time-domain (MR-FDTD) scheme based on domain-optimal Green's functions for solving sparsely-populated problems. The scheme uses a discrete Green's function (DGF) on the FDTD lattice to truncate the local subregions, and thus reduces reflection error on the local boundary. A continuous Green's function (CGF) is implemented to pass the influence of external fields into each FDTD region which mitigates the numerical dispersion and anisotropy of standard FDTD. Numerical results will illustrate the accuracy and stability of the proposed techniques.
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.
Gobet, Emmanuel; Turkedjiev, Plamen
2014-01-01
We design a numerical scheme for solving the Multi step-forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The generator is assumed to be locally Lipschitz, which includes some cases of quadratic drivers. When the large sequence of conditional expectations is computed using empirical least-squares regressions, under general conditions we establish an upper bound error as the average, rather than the sum, of local regr...
Andújar Gran, Carlos; Ayala Vallespi, Dolors; Brunet Crosa, Pere
1999-01-01
This work discusses simplification algorithms for the generation of a multiresolution family of solid representations from an initial polyhedral solid. We introduce the Discretized Polyhedra Simplification (DPS), a framework for polyhedra simplification using space decomposition models. The DPS is based on a new error measurement and provides a sound scheme for error-bounded, geometry and topology simplification while preserving the validity of the model. A method following this framework, Di...
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.
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.
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.
Young, P; Martinsson, P G
2012-01-01
A scheme for rapidly and accurately computing solutions to boundary integral equations (BIEs) on rotationally symmetric surfaces in R^3 is presented. The scheme uses the Fourier transform to reduce the original BIE defined on a surface to a sequence of BIEs defined on a generating curve for the surface. It can handle loads that are not necessarily rotationally symmetric. Nystrom discretization is used to discretize the BIEs on the generating curve. The quadrature is a high-order Gaussian rule that is modified near the diagonal to retain high-order accuracy for singular kernels. The reduction in dimensionality, along with the use of high-order accurate quadratures, leads to small linear systems that can be inverted directly via, e.g., Gaussian elimination. This makes the scheme particularly fast in environments involving multiple right hand sides. It is demonstrated that for BIEs associated with the Laplace and Helmholtz equations, the kernel in the reduced equations can be evaluated very rapidly by exploiting...
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.
Optimization of Dengue Epidemics: A Test Case with Different Discretization Schemes
Rodrigues, Helena Sofia; Monteiro, M. Teresa T.; Torres, Delfim F. M.
2009-09-01
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.
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.
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...
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)
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.
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.
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.
A finite difference method for free boundary problems
Fornberg, Bengt
2010-04-01
Fornberg and Meyer-Spasche proposed some time ago a simple strategy to correct finite difference schemes in the presence of a free boundary that cuts across a Cartesian grid. We show here how this procedure can be combined with a minimax-based optimization procedure to rapidly solve a wide range of elliptic-type free boundary value problems. Â© 2009 Elsevier B.V. All rights reserved.
Optimal Independent Encoding Schemes for Several Classes of Discrete Degraded Broadcast Channels
Xie, Bike
2008-01-01
Let $X \\to Y \\to Z$ be a discrete memoryless degraded broadcast channel (DBC) with marginal transition probability matrices $T_{YX}$ and $T_{ZX}$. For any given input distribution $\\boldsymbol{q}$, and $H(Y|X) \\leq s \\leq H(Y)$, define the function $F^*_{T_{YX},T_{ZX}}(\\boldsymbol{q},s)$ as the infimum of $H(Z|U)$ with respect to all discrete random variables $U$ such that a) $H(Y|U) = s$, and b) $U$ and $Y,Z$ are conditionally independent given $X$. This paper studies the function $F^*$, its properties and its calculation. This paper then applies these results to several classes of DBCs including the broadcast Z channel, the input-symmetric DBC, which includes the degraded broadcast group-addition channel, and the discrete degraded multiplication channel. This paper provides independent encoding schemes and demonstrates that each achieve the boundary of the capacity region for the corresponding class of DBCs. This paper first represents the capacity region of the DBC $X \\to Y \\to Z$ with the function $F^*_{T...
Continuous and discretized pursuit learning schemes: various algorithms and their comparison.
Oommen, B J; Agache, M
2001-01-01
A learning automaton (LA) is an automaton that interacts with a random environment, having as its goal the task of learning the optimal action based on its acquired experience. Many learning automata (LAs) have been proposed, with the class of estimator algorithms being among the fastest ones, Thathachar and Sastry, through the pursuit algorithm, introduced the concept of learning algorithms that pursue the current optimal action, following a reward-penalty learning philosophy. Later, Oommen and Lanctot extended the pursuit algorithm into the discretized world by presenting the discretized pursuit algorithm, based on a reward-inaction learning philosophy. In this paper we argue that the reward-penalty and reward-inaction learning paradigms in conjunction with the continuous and discrete models of computation, lead to four versions of pursuit learning automata. We contend that a scheme that merges the pursuit concept with the most recent response of the environment, permits the algorithm to utilize the LAs long-term and short-term perspectives of the environment. In this paper, we present all four resultant pursuit algorithms, prove the E-optimality of the newly introduced algorithms, and present a quantitative comparison between them. PMID:18244792
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 Migration Imaging of Magnetotellurics
Runlin Du; Zhan Liu
2013-01-01
we put forward a new migration imaging technique of Magnetotellurics (MT) data based on improved finite difference method, which increased the accuracy of difference equation and imaging resolution greatly. We also discussed the determination of background resistivity and reimaging. The processing results of theoretical model and case study indicated that this method was a more practical and effective for MT imaging. Finally the characteristics of finite difference migration imaging were summ...
On low order mimetic finite difference methods
Cangiani, Andrea
2012-01-01
These pages review two families of mimetic finite difference methods: the mixed-type methods presented in [Brezzi, Lipnikov, and Simoncini, M3AS, 2005] and the nodal methods of [Brezzi, Buffa, and Lipnikov, M2AN, 2009]. The purpose of this exercise it to highlight the similitudes underlying the construction of the two families. The comparison prompts the definition of a piecewise linear postprocessing of the nodal mimetic finite difference solution, as it was done for the mi...
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
Directory of Open Access Journals (Sweden)
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.
Campbell, Danny; Hutchinson, W. George; Scarpa, Riccardo
2006-01-01
Reported in this paper are the findings from two discrete choice experiments that were carried out to address the value of a number of farm landscape improvement measures within the Rural Environment Protection (REP) Scheme in Ireland. Image manipulation software is used to prepare photorealistic simulations representing the landscape attributes across three levels to accurately represent what is achievable within the Scheme. Using a mixed logit specification willingness to pay (WTP) distribu...
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.
High Order Finite Difference Methods in Space and Time
Kress, Wendy
2003-01-01
In this thesis, high order accurate discretization schemes for partial differential equations are investigated. In the first paper, the linearized two-dimensional Navier-Stokes equations are considered. A special formulation of the boundary conditions is used and estimates for the solution to the continuous problem in terms of the boundary conditions are derived using a normal mode analysis. Similar estimates are achieved for the discretized equations. For the discretization, a second order f...
Vasiu, Adrian
2009-01-01
Let p be a prime. Let V be a discrete valuation ring of mixed characteristic (0,p) and index of ramification e. Let f: G \\to H be a homomorphism of finite flat commutative group schemes of p power order over V whose generic fiber is an isomorphism. We bound the kernel and the cokernel of the special fiber of f in terms of e. For e < p-1 this reproves a result of Raynaud. As an application we obtain an extension theorem for homomorphisms of truncated Barsotti--Tate groups which strengthens Tate's extension theorem for homomorphisms of p-divisible groups. In particular, our method provides short new proofs of the theorems of Tate and Raynaud.
General fractal-discrete scheme for high-frequency lung sound production.
De Oliveira, L P L; Bodmann, B E J; Faistauer, D
2004-01-01
A general scheme is proposed to explain the observed spectral properties of high-frequency human respiratory sounds in terms of the interaction between the respiratory flux and a bronchial tree of fractal properties. The air flux is treated as composed of discrete decoupled elements while the tree is assumed to have a Cantor-based geometry. According to this model, the affine behavior often observed in the high-frequency (log-log) spectral range is a direct consequence of the fractal geometry of the bronchial tree in both qualitative and quantitative aspects. This strongly indicates that the dynamics underlying the high-frequency sound generation must have at most nondominant couplings between the relevant fluid components. PMID:14995645
Finite-difference modelling of wavefield constituents
Robertsson, Johan O. A.; van Manen, Dirk-Jan; Schmelzbach, Cedric; Van Renterghem, Cederic; Amundsen, Lasse
2015-11-01
The finite-difference method is among the most popular methods for modelling seismic wave propagation. Although the method has enjoyed huge success for its ability to produce full wavefield seismograms in complex models, it has one major limitation which is of critical importance for many modelling applications; to naturally output up- and downgoing and P- and S-wave constituents of synthesized seismograms. In this paper, we show how such wavefield constituents can be isolated in finite-difference-computed synthetics in complex models with high numerical precision by means of a simple algorithm. The description focuses on up- and downgoing and P- and S-wave separation of data generated using an isotropic elastic finite-difference modelling method. However, the same principles can also be applied to acoustic, electromagnetic and other wave equations.
Directory of Open Access Journals (Sweden)
Deepak Sharma
2014-09-01
Full Text Available Encryption along with compression is the process used to secure any multimedia content processing with minimum data storage and transmission. The transforms plays vital role for optimizing any encryption-compression systems. Earlier the original information in the existing security system based on the fractional Fourier transform (FRFT is protected by only a certain order of FRFT. In this article, a novel method for encryption-compression scheme based on multiple parameters of discrete fractional Fourier transform (DFRFT with random phase matrices is proposed. The multiple-parameter discrete fractional Fourier transform (MPDFRFT possesses all the desired properties of discrete fractional Fourier transform. The MPDFRFT converts to the DFRFT when all of its order parameters are the same. We exploit the properties of multiple-parameter DFRFT and propose a novel encryption-compression scheme using the double random phase in the MPDFRFT domain for encryption and compression data. The proposed scheme with MPDFRFT significantly enhances the data security along with image quality of decompressed image compared to DFRFT and FRFT and it shows consistent performance with different images. The numerical simulations demonstrate the validity and efficiency of this scheme based on Peak signal to noise ratio (PSNR, Compression ratio (CR and the robustness of the schemes against bruit force attack is examined.
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.
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.
Tuned Finite-Difference Diffusion Operators
Maron, Jason
2008-01-01
Finite-difference simulations of fluid dynamics and magnetohydrodynamics generally require an explicit diffusion operator, either to maintain stability by attenuating grid-scale structure, or to implement physical diffusivities such as viscosity or resistivity. If the goal is stability only, the diffusion must act at the grid scale, but should affect structure at larger scales as little as possible. For physical diffusivities the diffusion scale depends on the problem, and diffusion may act at larger scales as well. Diffusivity undesirably limits the computational timestep in both cases. We construct tuned finite-difference diffusion operators that minimally limit the timestep while acting as desired near the diffusion scale. Such operators reach peak values at the diffusion scale rather than at the grid scale, but behave as standard operators at larger scales. We focus on the specific applications of hyperdiffusivity for numerical stabilization, and high Schmidt and high Prandtl number simulations where the ...
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.
Operational Method for Finite Difference Equations
Merino, S.
2011-01-01
In this article I present a fast and direct method for solving several types of linear finite difference equations (FDE) with constant coefficients. The method is based on a polynomial form of the translation operator and its inverse, and can be used to find the particular solution of the FDE. This work raises the possibility of developing new ways to expand the scope of the operational methods.
Elementary introduction to finite difference equations
Energy Technology Data Exchange (ETDEWEB)
White, J.W.
1976-05-03
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.
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
International Nuclear Information System (INIS)
High order resolution schemes based on the NVD and TVD boundedness criteria are applied to radiative transfer problems using the DOM in two-dimensional unstructured triangular grids. The implementation of these schemes in unstructured grids requires approximations, and two implementations reported in the literature are compared with a new one. Three different methods have been used to calculate the gradient of the radiation intensity at the center of the control volumes. The various schemes are applied to several test problems, the results are compared with those obtained using the step scheme, the mean flux interpolation scheme and another high order scheme based on a truncated Taylor series expansion, and the most accurate implementations are identified. It is concluded that although the high order schemes perform much better than the others, they are not as accurate as in Cartesian coordinates, and their order of convergence is lower than in that case. - Highlights: • The radiative transfer equation is solved in unstructured grids using the DOM. • Discretization schemes based on the NVD and TVD boundedness criteria are used. • Several implementations relying on different approximations are compared. • The order of convergence in unstructured grids is lower than in Cartesian grids. • The most accurate and the fastest implementations of the schemes were identified
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
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.
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.
Finite difference approximations for a fractional diffusion/anti-diffusion equation
Azerad, Pascal
2011-01-01
A class of finite difference schemes for solving a fractional anti-diffusive equation, recently proposed by Andrew C. Fowler to describe the dynamics of dunes, is considered. Their linear stability is analyzed using the standard Von Neumann analysis: stability criteria are found and checked numerically. Moreover, we investigate the consistency and convergence of these schemes.
Integral and finite difference inequalities and applications
Pachpatte, B G
2006-01-01
The monograph is written with a view to provide basic tools for researchers working in Mathematical Analysis and Applications, concentrating on differential, integral and finite difference equations. It contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools and will be a valuable source for a long time to come. It is self-contained and thus should be useful for those who are interested in learning or applying the inequalities with explicit estimates in their studies.- Contains a variety of inequalities discovered which find numero
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
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.
Helsing, Johan; Holst, Anders
2013-01-01
The incorporation of analytical kernel information is exploited in the construction of Nystr\\"om discretization schemes for integral equations modeling planar Helmholtz boundary value problems. Splittings of kernels and matrices, coarse and fine grids, high-order polynomial interpolation, product integration performed on the fly, and iterative solution are some of the numerical techniques used to seek rapid and stable convergence of computed fields in the entire computational domain.
Helsing, Johan; Holst, Anders
2015-01-01
The incorporation of analytical kernel information is exploited in the construction of Nyström discretization schemes for integral equations modeling planar Helmholtz boundary value problems. Splittings of kernels and matrices, coarse and fine grids, high-order polynomial interpolation, product integration performed on the fly, and iterative solution are some of the numerical techniques used to seek rapid and stable convergence of computed fields in the entire computational domain.
Comparative study of numerical schemes of TVD3, UNO3-ACM and optimized compact scheme
Lee, Duck-Joo; Hwang, Chang-Jeon; Ko, Duck-Kon; Kim, Jae-Wook
1995-01-01
Three different schemes are employed to solve the benchmark problem. The first one is a conventional TVD-MUSCL (Monotone Upwind Schemes for Conservation Laws) scheme. The second scheme is a UNO3-ACM (Uniformly Non-Oscillatory Artificial Compression Method) scheme. The third scheme is an optimized compact finite difference scheme modified by us: the 4th order Runge Kutta time stepping, the 4th order pentadiagonal compact spatial discretization with the maximum resolution characteristics. The problems of category 1 are solved by using the second (UNO3-ACM) and third (Optimized Compact) schemes. The problems of category 2 are solved by using the first (TVD3) and second (UNO3-ACM) schemes. The problem of category 5 is solved by using the first (TVD3) scheme. It can be concluded from the present calculations that the Optimized Compact scheme and the UN03-ACM show good resolutions for category 1 and category 2 respectively.
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.
Mostrel, M. M.
1988-01-01
New shock-capturing finite difference approximations for solving two scalar conservation law nonlinear partial differential equations describing inviscid, isentropic, compressible flows of aerodynamics at transonic speeds are presented. A global linear stability theorem is applied to these schemes in order to derive a necessary and sufficient condition for the finite element method. A technique is proposed to render the described approximations total variation-stable by applying the flux limiters to the nonlinear terms of the difference equation dimension by dimension. An entropy theorem applying to the approximations is proved, and an implicit, forward Euler-type time discretization of the approximation is presented. Results of some numerical experiments using the approximations are reported.
International Nuclear Information System (INIS)
The suitability of high-order accurate, centered and upwind-biased compact difference schemes for large eddy simulation (LES) is evaluated through the static and dynamic analyses. For the static error analysis, the power spectra of the finite-differencing and aliasing errors are evaluated in the discrete Fourier space, and for the dynamic error analysis LES of isotropic turbulence is performed with various dissipative and non-dissipative schemes. Results from the static analysis give a misleading conclusion that both the aliasing and finite-differencing errors increase as the numerical dissipation increases. The dynamic analysis, however, shows that the aliasing error decreases as the dissipation increases and the finite-differencing error overweighs the aliasing error. It is also shown that there exists an optimal upwind scheme of minimizing the total discretization error because the dissipative schemes decrease the aliasing error but increase the finite-differencing error. In addition, a classical issue on the treatment of nonlinear term in the Navier-Stokes equation is revisited to show that the skew-symmetric form minimizes both the finite-differencing and aliasing errors. The findings from the dynamic analysis are confirmed by the physical space simulations of turbulent channel flow at Re=23000 and flow over a circular cylinder at Re=3900
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.
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,…
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,â€¦
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 Lâˆž 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. Â© 2013 IMACS.
Chu, Chunlei
2009-01-01
We analyze the dispersion properties and stability conditions of the high?order convolutional finite difference operators and compare them with the conventional finite difference schemes. We observe that the convolutional finite difference method has better dispersion properties and becomes more efficient than the conventional finite difference method with the increasing order of accuracy. This makes the high?order convolutional operator a good choice for anisotropic elastic wave simulations on rotated staggered grids since its enhanced dispersion properties can help to suppress the numerical dispersion error that is inherent in the rotated staggered grid structure and its efficiency can help us tackle 3D problems cost?effectively.
Junge, Oliver; Matthes, Daniel; Osberger, Horst
2015-01-01
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a gradient flow of an entropy functional in the $L^2$-Wasserstein metric, the second is the Lagrangian nature, meaning that solutions can be written as the push forward transformation of the initial density under suitable flow maps. The resulting numerical s...
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.
Luneva, Maria; Holt, Jason; Harle, James; Liu, Hedong
2013-04-01
The results of a recently developed NEMO-shelf pan-Arctic Ocean model coupled with LIM2 ice model are presented. This pan Arctic model has a hybrid s-z vertical discretization with terrain following coordinates on the shelf, condensing towards the bottom and surface boundary layer, and partial step z-coordinates in the abyss. This allows (a) processes near the surface to be resolved (b) Cascading (shelf convection), which contributes to the formation of halocline and deep dense water, to be well reproduced; and (c) minimize pressure gradient errors peculiar to terrain following coordinates. Horizontal grid and topography corresponds to global NEMO -ORCA 0.25 model (which uses a tripolar grid) with seamed slit between the western and eastern parts. In the Arctic basin this horizontal resolution corresponds to 15-10km with 5-7 km in the Canadian Archipelago. The model uses the General Length Scale vertical turbulent mixing scheme with (K- ?) closure and Kantha and Clayson type structural functions. Smagorinsky type Laplacian diffusivity and viscosity are employed for the description of a horizontal mixing. Vertical Piecewise Parabolic Method has been implemented with the aim to reduce an artificial vertical mixing. Boundary conditions are taken from the 5-days mean output of NOCS version of the global ORCA-025 model and OTPS/tpxo7 for 9 tidal harmonics . For freshwater runoff we employed two different forcings: a climatic one, used in global ORCA-0.25 model, and a recently available data base from Dai and Trenberth (Feb2011) 1948-2007, which takes in account inter-annual variability and includes 1200 river guages for the Arctic ocean coast. The simulations have been performed for two intervals: 1978-1988 and 1997-2007. The model adequately reproduces the main features of dynamics, tides and ice volume/concentration. The analysis shows that the main effects of tides occur at the ice-water interface and bottom boundary layers due to mesoscale Ekman pumping , generated by nonlinear shear tidal stresses, acting as a 'tidal winds' on the surfaces. Harmonic analysis shows, that at least five harmonics should be taken in account: three semidiurnal M2, S2, N2 and two diurnal K1 and O1. We present results from the following experiments: (a) with tidal forcing and without tidal forcing; (b) with climatic runoff and with Dai and Trenberth database. To examine the effects of summer ice openings on the formation of brine rejection and dense water cascades, additional idealised experiments have been performed: (c) for initial conditions of hydrographic fields and fluxes for 1978 with initial summer ice concentration of 2000; (d) opposite case of initial ocean conditions for 2000 and ice concentration of 1978. The comparisons with global ORCA-025 simulations and available data are discussed.
Finite Difference Method of the Study on Radioactivities DispersionModeling in Environment of Ground
International Nuclear Information System (INIS)
It has been resulted the mathematics equation as model of constructingthe computer algorithm deriving from the transport equation having been theform of radionuclides dispersion in the environment of ground as a result ofdiffusion and advection process. The derivation of mathematics equation usedthe finite difference method into three schemes, the explicit scheme,implicit scheme and Crank-Nicholson scheme. The computer algorithm then wouldbe used as the basic of making the software in case of making a monitoringsystem of automatic radionuclides dispersion on the area around the nuclearfacilities. By having the three schemes, so it would be, in choosing thesoftware system, able to choose the more approximate with the fact. (author)
Calculating photonic Green's functions using a non-orthogonal finite difference time domain method
Ward, A J
1998-01-01
In this paper we shall propose a simple scheme for calculating Green's functions for photons propagating in complex structured dielectrics or other photonic systems. The method is based on an extension of the finite difference time domain (FDTD) method, originally proposed by Yee, also known as the Order-N method, which has recently become a popular way of calculating photonic band structures. We give a new, transparent derivation of the Order-N method which, in turn, enables us to give a simple yet rigorous derivation of the criterion for numerical stability as well as statements of charge and energy conservation which are exact even on the discrete lattice. We implement this using a general, non-orthogonal co-ordinate system without incurring the computational overheads normally associated with non-orthogonal FDTD. We present results for local densities of states calculated using this method for a number of systems. Firstly, we consider a simple one dimensional dielectric multilayer, identifying the suppres...
Iterative solutions of finite difference diffusion equations
International Nuclear Information System (INIS)
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.)
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 control lability Subject RIV: BA - General Mathematics http://www.ifac-papersonline.net/Detailed/42964.html
Liao, Fei; Ye, Zhengyin
2015-12-01
Despite significant progress in recent computational techniques, the accurate numerical simulations, such as direct-numerical simulation and large-eddy simulation, are still challenging. For accurate calculations, the high-order finite difference method (FDM) is usually adopted with coordinate transformation from body-fitted grid to Cartesian grid. But this transformation might lead to failure in freestream preservation with the geometric conservation law (GCL) violated, particularly in high-order computations. GCL identities, including surface conservation law (SCL) and volume conservation law (VCL), are very important in discretization of high-order FDM. To satisfy GCL, various efforts have been made. An early and successful approach was developed by Thomas and Lombard [6] who used the conservative form of metrics to cancel out metric terms to further satisfy SCL. Visbal and Gaitonde [7] adopted this conservative form of metrics for SCL identities and satisfied VCL identity through invoking VCL equation to acquire the derivative of Jacobian in computation on moving and deforming grids with central compact schemes derived by Lele [5]. Later, using the metric technique from Visbal and Gaitonde [7], Nonomura et al. [8] investigated the freestream and vortex preservation properties of high-order WENO and WCNS on stationary curvilinear grids. A conservative metric method (CMM) was further developed by Deng et al. [9] with stationary grids, and detailed discussion about the innermost difference operator of CMM was shown with proof and corresponding numerical test cases. Noticing that metrics of CMM is asymmetrical without coordinate-invariant property, Deng et al. proposed a symmetrical CMM (SCMM) [12] by using the symmetric forms of metrics derived by Vinokur and Yee [10] to further eliminate asymmetric metric errors with stationary grids considered only. The research from Abe et al. [11] presented new asymmetric and symmetric conservative forms of time metrics and Jacobian on three-dimensional moving and deforming mesh. Moreover, Abe et al. [14] discussed the symmetrical and asymmetrical geometric interpretations of metrics and Jacobian. By deriving sufficient conditions for the conservative form of VCL, Sjögreen et al. [13] generalized their previous GCL treatment for stationary grids to moving and deforming grids with a new form of time metrics and Jacobian. Recently, Liao et al. [1] focused on the discretization and geometric interpretations of metrics and Jacobian in cell-centered finite difference methods (CCFDM), where the geometric conservation of multiblock interfaces, the treatment of singular axis and simplification of multiblock boundary condition are discussed in detail.
Determination of finite-difference weights using scaled binomial windows
Chu, Chunlei
2012-05-01
The finite-difference method evaluates a derivative through a weighted summation of function values from neighboring grid nodes. Conventional finite-difference weights can be calculated either from Taylor series expansions or by Lagrange interpolation polynomials. The finite-difference method can be interpreted as a truncated convolutional counterpart of the pseudospectral method in the space domain. For this reason, we also can derive finite-difference operators by truncating the convolution series of the pseudospectral method. Various truncation windows can be employed for this purpose and they result in finite-difference operators with different dispersion properties. We found that there exists two families of scaled binomial windows that can be used to derive conventional finite-difference operators analytically. With a minor change, these scaled binomial windows can also be used to derive optimized finite-difference operators with enhanced dispersion properties. Â© 2012 Society of Exploration Geophysicists.
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.
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
Combination of finite-difference and finite-volume techniques in global reactor calculations
International Nuclear Information System (INIS)
The paper addresses the problems encountered in reconstructing, based on the nodal coarsemesh solution, the interior of pin values which are needed in local safety margin analysis. Finite-difference techniques are applied to find flux corner values using the results of the nodal diffusion calculation. The advantage of this new approach is that it can be used for an arbitrary number of neutron energy groups and in any geometry. As examples, corner formulae for Cartesian and hexagonal geometry are derived and analysed with respect to computational expenditure and atainable accuracy. Its shown that the fine-mesh flux distribution in a node can be directly reconstructed by successive use of higher-order standard and rotated finite-difference formulae. In this way an approximation to the discrete solution is computed up to an error comparable to the truncation error of a much more expensive standard finite-difference calculation. (orig./HP)
Discrete level schemes and their gamma radiation branching ratios (CENPL-DLS): Pt.2
International Nuclear Information System (INIS)
The DLS data files contains the data and information of nuclear discrete levels and gamma rays. At present, it has 79461 levels and 93177 gamma rays for 1908 nuclides. The DLS sub-library has been set up at the CNDC, and widely used for nuclear model calculation and other field. the DLS management retrieval code DLS is introduced and an example is given for 56Fe. (1 tab.)
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
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.
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)
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.
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
Using finite difference method to simulate casting thermal stress
Directory of Open Access Journals (Sweden)
Liao Dunming
2011-05-01
Full Text Available Thermal stress simulation can provide a scientific reference to eliminate defects such as crack, residual stress centralization and deformation etc., caused by thermal stress during casting solidification. To study the thermal stress distribution during casting process, a unilateral thermal-stress coupling model was employed to simulate 3D casting stress using Finite Difference Method (FDM, namely all the traditional thermal-elastic-plastic equations are numerically and differentially discrete. A FDM/FDM numerical simulation system was developed to analyze temperature and stress fields during casting solidification process. Two practical verifications were carried out, and the results from simulation basically coincided with practical cases. The results indicated that the FDM/FDM stress simulation system can be used to simulate the formation of residual stress, and to predict the occurrence of hot tearing. Because heat transfer and stress analysis are all based on FDM, they can use the same FD model, which can avoid the matching process between different models, and hence reduce temperature-load transferring errors. This approach makes the simulation of fluid flow, heat transfer and stress analysis unify into one single model.
Optimal solution of a diffusion equation with a discrete source term
Araújo, A.; Patrício, Maria F.; Santos, José L
2007-01-01
In this paper we study the numerical behavior of a diffusion equation with a discrete control source term. The equation is discretized in space by finite differences and in time by an implicit scheme. The control variables are calculated in order to minimize an objective function, taking into account some restrictions. We define two strategies to obtain the optimal solution and present some numerical results in a context of a model that describes the oxygen concentration in a s...
Generalized pursuit learning schemes: new families of continuous and discretized learning automata.
Agache, M; Oommen, B J
2002-01-01
The fastest learning automata (LA) algorithms currently available fall in the family of estimator algorithms introduced by Thathachar and Sastry (1986). The pioneering work of these authors was the pursuit algorithm, which pursues only the current estimated optimal action. If this action is not the one with the minimum penalty probability, this algorithm pursues a wrong action. In this paper, we argue that a pursuit scheme that generalizes the traditional pursuit algorithm by pursuing all the actions with higher reward estimates than the chosen action, minimizes the probability of pursuing a wrong action, and is a faster converging scheme. To attest this, we present two new generalized pursuit algorithms (GPAs) and also present a quantitative comparison of their performance against the existing pursuit algorithms. Empirically, the algorithms proposed here are among the fastest reported LA to date. PMID:18244880
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.
Implicit-Explicit Runge-Kutta schemes for numerical discretization of optimal control problems
Herty, Michael; Pareschi, Lorenzo; Steffensen, Sonja
2012-01-01
Implicit-explicit (IMEX) Runge-Kutta methods play a major rule in the numerical treatment of differential systems governed by stiff and non-stiff terms. This paper discusses order conditions and symplecticity properties of a class of IMEX Runge-Kutta methods in the context of optimal control problems. The analysis of the schemes is based on the continuous optimality system. Using suitable transformations of the adjoint equation, order conditions up to order three are proven ...
Elements of Polya-Schur theory in finite difference setting
Brändén, P; Shapiro, B
2012-01-01
In this note we attempt to develop an analog of P\\'olya-Schur theory describing the class of univariate hyperbolicity preservers in the setting of linear finite difference operators. We study the class of linear finite difference operators preserving the set of real-rooted polynomials whose mesh (i.e. the minimal distance between the roots) is at least one. In particular, finite difference versions of the classical Hermite-Poulain theorem and generalized Laguerre inequalities are obtained.
Bondarko, M V
2004-01-01
A complete classification of finite local flat commutative group schemes over mixed characteristic complete discrete valuation rings in terms of their Cartier modules is obtained. We prove that the minimal dimension of a formal group law that contains a given local group scheme $S$ as a closed subgroup is equal to the minimal number of generators for the affine algebra of $S$. The following reduction criteria for Abelian varieties are proved. Let $K$ be a mixed characteristic local field, $L$ be a finite extension of $K$, let $O_K\\subset O_L$ be their rings of integers. Let $e$ be the absolute ramification index of $L$, $s=[\\log_p(e/(p-1))]$, $e_0$ be the ramification index of $L/K$, $l=2s+v_p(e_0)+1$. For a finite flat commutative $O_L$-group scheme $H$ we denote the $O_L$-dual of the module $J/J^2$ by $TH$. Here $J$ is the augmentation ideal of the affine algebra of $H$. Let $V$ be an $m$-dimensional Abelian variety over $K$. Suppose that $V$ has semistable reduction over $L$. Theorem. $V$ has semistable re...
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.
A spherical higher-order finite-difference time-domain algorithm with perfectly matched layer
International Nuclear Information System (INIS)
A higher-order finite-difference time-domain (HO-FDTD) in the spherical coordinate is presented in this paper. The stability and dispersion properties of the proposed scheme are investigated and an air-filled spherical resonator is modeled in order to demonstrate the advantage of this scheme over the finite-difference time-domain (FDTD) and the multiresolution time-domain (MRTD) schemes with respect to memory requirements and CPU time. Moreover, the Berenger's perfectly matched layer (PML) is derived for the spherical HO-FDTD grids, and the numerical results validate the efficiency of the PML. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)
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.
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.
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.
Improving sub-grid scale accuracy of boundary features in regional finite-difference models
Panday, Sorab; Langevin, Christian D.
2012-01-01
As an alternative to grid refinement, the concept of a ghost node, which was developed for nested grid applications, has been extended towards improving sub-grid scale accuracy of flow to conduits, wells, rivers or other boundary features that interact with a finite-difference groundwater flow model. The formulation is presented for correcting the regular finite-difference groundwater flow equations for confined and unconfined cases, with or without Newton Raphson linearization of the nonlinearities, to include the Ghost Node Correction (GNC) for location displacement. The correction may be applied on the right-hand side vector for a symmetric finite-difference Picard implementation, or on the left-hand side matrix for an implicit but asymmetric implementation. The finite-difference matrix connectivity structure may be maintained for an implicit implementation by only selecting contributing nodes that are a part of the finite-difference connectivity. Proof of concept example problems are provided to demonstrate the improved accuracy that may be achieved through sub-grid scale corrections using the GNC schemes.
Improving sub-grid scale accuracy of boundary features in regional finite-difference models
Panday, Sorab; Langevin, Christian D.
2012-06-01
As an alternative to grid refinement, the concept of a ghost node, which was developed for nested grid applications, has been extended towards improving sub-grid scale accuracy of flow to conduits, wells, rivers or other boundary features that interact with a finite-difference groundwater flow model. The formulation is presented for correcting the regular finite-difference groundwater flow equations for confined and unconfined cases, with or without Newton Raphson linearization of the nonlinearities, to include the Ghost Node Correction (GNC) for location displacement. The correction may be applied on the right-hand side vector for a symmetric finite-difference Picard implementation, or on the left-hand side matrix for an implicit but asymmetric implementation. The finite-difference matrix connectivity structure may be maintained for an implicit implementation by only selecting contributing nodes that are a part of the finite-difference connectivity. Proof of concept example problems are provided to demonstrate the improved accuracy that may be achieved through sub-grid scale corrections using the GNC schemes.
International Nuclear Information System (INIS)
In this paper, a H-infinity fault detection and diagnosis (FDD) scheme for a class of discrete nonlinear system fault using output probability density estimation is presented. Unlike classical FDD problems, the measured output of the system is viewed as a stochastic process and its square root probability density function (PDF) is modeled with B-spline functions, which leads to a deterministic space-time dynamic model including nonlinearities, uncertainties. A weighting mean value is given as an integral function of the square root PDF along space direction, which leads a function only about time and can be used to construct residual signal. Thus, the classical nonlinear filter approach can be used to detect and diagnose the fault in system. A feasible detection criterion is obtained at first, and a new H-infinity adaptive fault diagnosis algorithm is further investigated to estimate the fault. Simulation example is given to demonstrate the effectiveness of the proposed approaches.
Indian Academy of Sciences (India)
Bilge Inan; Ahmet Refik Bahadir
2013-10-01
This paper describes two new techniques which give improved exponential finite difference solutions of Burgers’ equation. These techniques are called implicit exponential finite difference method and fully implicit exponential finite difference method for solving Burgers’ equation. As the Burgers’ equation is nonlinear, the scheme leads to a system of nonlinear equations. At each time-step, Newton’s method is used to solve this nonlinear system. The results are compared with exact values and it is clearly shown that results obtained using both the methods are precise and reliable.
Calculation of critical flows by finite difference methods
International Nuclear Information System (INIS)
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
Investigation of Calculation Techniques of Finite Difference Method
Directory of Open Access Journals (Sweden)
Audrius Krukonis
2011-03-01
Full Text Available Finite difference method used for microstrip transmission line analysis is considered in this article. Paper mainly deals with iterative and bound matrix calculation techniques of finite difference method. Mathematical model for microstrip transmission line electrical potential calculations using both techniques is described. Results of characteristic impedance calculation using iterative and bound matrix techniques are presented and analyzed.Article in Lithuanian
Discrete Wavelet Transform Method: A New Optimized Robust Digital Image Watermarking Scheme
Directory of Open Access Journals (Sweden)
Hassan Talebi
2012-11-01
Full Text Available In this paper, a wavelet-based logo watermarking scheme is presented. The logo watermark is embedded into all sub-blocks of the LLn sub-band of the transformed host image, using quantization technique. Extracted logos from all sub-blocks are mixed to make the extracted watermark from distorted watermarked image. Knowing the quantization step-size, dimensions of logo and the level of wavelet transform, the watermark is extracted, without any need to have access to the original image. Robustness of the proposed algorithm was tested against the following attacks: JPEG2000 and old JPEG compression, adding salt and pepper noise, median filtering, rotating, cropping and scaling. The promising experimental results are reported and discussed.
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.
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.
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.
Choi, S.-J.; Giraldo, F. X.; Kim, J.; Shin, S.
2014-11-01
The non-hydrostatic (NH) compressible Euler equations for dry atmosphere were solved in a simplified two-dimensional (2-D) slice framework employing a spectral element method (SEM) for the horizontal discretization and a finite difference method (FDM) for the vertical discretization. By using horizontal SEM, which decomposes the physical domain into smaller pieces with a small communication stencil, a high level of scalability can be achieved. By using vertical FDM, an easy method for coupling the dynamics and existing physics packages can be provided. The SEM uses high-order nodal basis functions associated with Lagrange polynomials based on Gauss-Lobatto-Legendre (GLL) quadrature points. The FDM employs a third-order upwind-biased scheme for the vertical flux terms and a centered finite difference scheme for the vertical derivative and integral terms. For temporal integration, a time-split, third-order Runge-Kutta (RK3) integration technique was applied. The Euler equations that were used here are in flux form based on the hydrostatic pressure vertical coordinate. The equations are the same as those used in the Weather Research and Forecasting (WRF) model, but a hybrid sigma-pressure vertical coordinate was implemented in this model. We validated the model by conducting the widely used standard tests: linear hydrostatic mountain wave, tracer advection, and gravity wave over the Schär-type mountain, as well as density current, inertia-gravity wave, and rising thermal bubble. The results from these tests demonstrated that the model using the horizontal SEM and the vertical FDM is accurate and robust provided sufficient diffusion is applied. The results with various horizontal resolutions also showed convergence of second-order accuracy due to the accuracy of the time integration scheme and that of the vertical direction, although high-order basis functions were used in the horizontal. By using the 2-D slice model, we effectively showed that the combined spatial discretization method of the spectral element and finite difference methods in the horizontal and vertical directions, respectively, offers a viable method for development of an NH dynamical core.
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.
Explicit Finite Difference Solution of Heat Transfer Problems of Fish Packages in Precooling
Directory of Open Access Journals (Sweden)
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."
International Nuclear Information System (INIS)
Highlights: • Using high-resolution spatial scheme in solving two-phase flow problems. • Fully implicit time integrations scheme. • Jacobian-free Newton–Krylov method. • Analytical solution for two-phase water faucet problem. - Abstract: 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
Chu, Chunlei
2012-01-01
Discrete earth models are commonly represented by uniform structured grids. In order to ensure accurate numerical description of all wave components propagating through these uniform grids, the grid size must be determined by the slowest velocity of the entire model. Consequently, high velocity areas are always oversampled, which inevitably increases the computational cost. A practical solution to this problem is to use nonuniform grids. We propose a nonuniform grid implicit spatial finite difference method which utilizes nonuniform grids to obtain high efficiency and relies on implicit operators to achieve high accuracy. We present a simple way of deriving implicit finite difference operators of arbitrary stencil widths on general nonuniform grids for the first and second derivatives and, as a demonstration example, apply these operators to the pseudo-acoustic wave equation in tilted transversely isotropic (TTI) media. We propose an efficient gridding algorithm that can be used to convert uniformly sampled models onto vertically nonuniform grids. We use a 2D TTI salt model to demonstrate its effectiveness and show that the nonuniform grid implicit spatial finite difference method can produce highly accurate seismic modeling results with enhanced efficiency, compared to uniform grid explicit finite difference implementations. Â© 2011 Elsevier B.V.
International Nuclear Information System (INIS)
This report presents comparisons of results of five implicit and explicit finite difference recession computation techniques with results from a more accurate ''benchmark'' solution applied to a simple one-dimensional nonlinear ablation problem. In the comparison problem a semi-infinite solid is subjected to a constant heat flux at its surface and the rate of recession is controlled by the solid material's latent heat of fusion. All thermal properties are assumed constant. The five finite difference methods include three front node dropping schemes, a back node dropping scheme, and a method in which the ablation problem is embedded in an inverse heat conduction problem and no nodes are dropped. Constancy of thermal properties and the semiinfinite and one-dimensional nature of the problem at hand are not necessary assumptions in applying the methods studied to more general problems. The best of the methods studied will be incorporated into APL's Standard Heat Transfer Program
Vincenti, H.; Vay, J.-L.
2016-03-01
Very high order or pseudo-spectral Maxwell solvers are the method of choice to reduce discretization effects (e.g. numerical dispersion) that are inherent to low order Finite-Difference Time-Domain (FDTD) schemes. However, due to their large stencils, these solvers are often subject to truncation errors in many electromagnetic simulations. These truncation errors come from non-physical modifications of Maxwell's equations in space that may generate spurious signals affecting the overall accuracy of the simulation results. Such modifications for instance occur when Perfectly Matched Layers (PMLs) are used at simulation domain boundaries to simulate open media. Another example is the use of arbitrary order Maxwell solver with domain decomposition technique that may under some condition involve stencil truncations at subdomain boundaries, resulting in small spurious errors that do eventually build up. In each case, a careful evaluation of the characteristics and magnitude of the errors resulting from these approximations, and their impact at any frequency and angle, requires detailed analytical and numerical studies. To this end, we present a general analytical approach that enables the evaluation of numerical errors of fully three-dimensional arbitrary order finite-difference Maxwell solver, with arbitrary modification of the local stencil in the simulation domain. The analytical model is validated against simulations of domain decomposition technique and PMLs, when these are used with very high-order Maxwell solver, as well as in the infinite order limit of pseudo-spectral solvers. Results confirm that the new analytical approach enables exact predictions in each case. It also confirms that the domain decomposition technique can be used with very high-order Maxwell solvers and a reasonably low number of guard cells with negligible effects on the whole accuracy of the simulation.
Staircase-free finite-difference time-domain formulation for general materials in complex geometries
DEFF Research Database (Denmark)
Dridi, Kim; Hesthaven, J.S.; Ditkowski, A.
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 wav...
Calculating photonic Green's functions using a non-orthogonal finite difference time domain method
Ward, A. J.; Pendry, J B
1998-01-01
In this paper we shall propose a simple scheme for calculating Green's functions for photons propagating in complex structured dielectrics or other photonic systems. The method is based on an extension of the finite difference time domain (FDTD) method, originally proposed by Yee, also known as the Order-N method, which has recently become a popular way of calculating photonic band structures. We give a new, transparent derivation of the Order-N method which, in turn, enable...
Cristea, Artur; Sofonea, Victor
2003-01-01
The origin of the spurious interface velocity in finite difference lattice Boltzmann models for liquid - vapor systems is related to the first order upwind scheme used to compute the space derivatives in the evolution equations. A correction force term is introduced to eliminate the spurious velocity. The correction term helps to recover sharp interfaces and sets the phase diagram close to the one derived using the Maxwell construction.
Optimization of plate thickness using finite different method
International Nuclear Information System (INIS)
A finite difference numerical method of solving biharmonic equation is presented. The biharmonic equation and plate theory are used to solve a classical engineering problem involving the optimisation of plate thickness to minimise deformations and stresses in the plate. Matlab routines were developed to solve the resulting finite difference equations. The results from the finite difference method were compared with results obtained using ANSYS finite element formulation. Using the finite difference method, a plate thickness of 277 mm was obtained with a mesh size of 3 m and a plate thickness of 271 mm was obtained with a mesh size of 1 m., whiles using ANSYS finite element formulation, a plate thickness of 270 mm was obtained. The significance of these results is that, by using off-the-shelf general application tool and without resorting to expensive dedicated application tool, simple engineering problems could be solved. (au)
Techniques for correcting approximate finite difference solutions. [considering transonic flow
Nixon, D.
1978-01-01
A method of correcting finite-difference solutions for the effect of truncation error or the use of an approximate basic equation is presented. Applications to transonic flow problems are described and examples are given.
S.-J. Choi; Giraldo, F. X.; Kim, J; Shin, S
2014-01-01
The non-hydrostatic (NH) compressible Euler equations of dry atmosphere are solved in a simplified two dimensional (2-D) slice framework employing a spectral element method (SEM) for the horizontal discretization and a finite difference method (FDM) for the vertical discretization. The SEM uses high-order nodal basis functions associated with Lagrange polynomials based on Gauss–Lobatto–Legendre (GLL) quadrature points. The FDM employs a third-order upwind bi...
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)
Stability analysis of single-phase thermosyphon loops by finite difference numerical methods
International Nuclear Information System (INIS)
In this paper, examples of the application of finite difference numerical methods in the analysis of stability of single-phase natural circulation loops are reported. The problem is here addressed for its relevance for thermal-hydraulic system code applications, in the aim to point out the effect of truncation error on stability prediction. The methodology adopted for analysing in a systematic way the effect of various finite difference discretization can be considered the numerical analogue of the usual techniques adopted for PDE stability analysis. Three different single-phase loop configurations are considered involving various kinds of boundary conditions. In one of these cases, an original dimensionless form of the governing equations is proposed, adopting the Reynolds number as a flow variable. This allows for an appropriate consideration of transition between laminar and turbulent regimes, which is not possible with other dimensionless forms, thus enlarging the field of validity of model assumptions. (author). 14 refs., 8 figs
International Nuclear Information System (INIS)
A general adjoint Monte Carlo-forward discrete ordinates radiation transport calculational scheme has been created to study the effects of the radiation environment in Hiroshima and Nagasaki due to the bombing of these two cities. Various such studies for comparison with physical data have progressed since the end of World War II with advancements in computing machinery and computational methods. These efforts have intensified in the last several years with the U.S.-Japan joint reassessment of nuclear weapons dosimetry in Hiroshima and Nagasaki. Three principal areas of investigation are: (1) to determine by experiment and calculation the neutron and gamma-ray energy and angular spectra and total yield of the two weapons; (2) using these weapons descriptions as source terms, to compute radiation effects at several locations in the two cities for comparison with experimental data collected at various times after the bombings and thus validate the source terms; and (3) to compute radiation fields at the known locations of fatalities and surviving individuals at the time of the bombings and thus establish an absolute cause-and-effect relationship between the radiation received and the resulting injuries to these individuals and any of their descendants as indicated by their medical records. It is in connection with the second and third items, the determination of the radiation effects and the dose received by individuals, that the current study is concerned
International Nuclear Information System (INIS)
An extension of the finite difference time domain is applied to solve the Schroedinger equation. A systematic analysis of stability and convergence of this technique is carried out in this article. The numerical scheme used to solve the Schroedinger equation differs from the scheme found in electromagnetics. Also, the unit cell employed to model quantum devices is different from the Yee cell used by the electrical engineering community. A bound for the time step is derived to ensure stability. Several numerical experiments in quantum structures demonstrate the accuracy of a second order, comparable to the analysis of electromagnetic devices with the Yee cell
Jang, Jihyeon; Hong, Song-You
2015-10-01
The spectral method is generally assumed to provide better numerical accuracy than the finite difference method. However, the majority of regional models use finite discretization methods due to the difficulty of specifying time-dependent lateral boundary conditions in spectral models. This study evaluates the behavior of nonhydrostatic dynamics with a spectral discretization. To this end, Juang's nonhydrostatic dynamical core for the National Centers for Environmental Prediction (NCEP) regional spectral model has been implemented into the Regional Model Program (RMP) of the Global/Regional Integrated Model system (GRIMs). The behavior of the nonhydrostatic RMP is validated, and compared with that of the hydrostatic core in 2-D idealized experiments: the mountain wave, rising thermal bubble, and density current experiments. The nonhydrostatic effect in the RMP is further validated in comparison with the results from the Weather Research and Forecasting (WRF) model, which uses a finite difference method. The analyses of the experimental results from the RMP generally follow the characteristics found in previous studies without any discernible difference. For example, in both the RMP and the WRF model, the eastward-tilted propagation of mountain waves is very similar in the nonhydrostatic core experiments. Both nonhydrostatic models also efficiently reproduce the motion and deformation of the warm and cold bubbles, but the RMP results contain more small-scale noise. In a 1-km real-case simulation testbed, the lee waves that originate over the eastern flank of the Korean peninsula travel further eastward in the WRF model than in the RMP. It is found that differences of small-scale wave characteristics between the RMP and WRF model are mainly from the numerical techniques used, such as the accuracy of the advection scheme and the magnitude of the numerical diffusion, rather than from discrepancies in the spatial discretization.
Hybrid discretization of convective terms for aeroacoustics
Cojocaru, M. G.
2013-10-01
A high order finite difference solver is implemented in order to test the accuracy and effectiveness of several numerical schemes for the aeroacoustic Large Eddy Simulations of compressible flows. The sharp gradients that are present in compressible flows and the low-dissipation required for aeroacoustics can impose contradictory requirements for the discretization of the convective terms. The present solver uses multiple discretization strategies for the convective terms such as the Roe scheme, the Kurganov-Tadmor scheme or the explicit 4-th order centered difference. Variable reconstruction is done via the 3-rd order MUSCL, with multiple limiters. A new model that blends the centered discretization with an upwind scheme tries to reconcile the contradictory requirements. The blending parameter is defined as a continuous function based on the variation of the gradient of the density field. The diffusive terms are discretized using the explicit 4-th order centered difference. The solver is parallelized for distributed memory platforms using domain decomposition and Message Passing Interface.
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.
An improved finite-difference analysis of uncoupled vibrations of tapered cantilever beams
Subrahmanyam, K. B.; Kaza, K. R. V.
1983-01-01
An improved finite difference procedure for determining the natural frequencies and mode shapes of tapered cantilever beams undergoing uncoupled vibrations is presented. Boundary conditions are derived in the form of simple recursive relations involving the second order central differences. Results obtained by using the conventional first order central differences and the present second order central differences are compared, and it is observed that the present second order scheme is more efficient than the conventional approach. An important advantage offered by the present approach is that the results converge to exact values rapidly, and thus the extrapolation of the results is not necessary. Consequently, the basic handicap with the classical finite difference method of solution that requires the Richardson's extrapolation procedure is eliminated. Furthermore, for the cases considered herein, the present approach produces consistent lower bound solutions.
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. Â© 2011 Elsevier Ltd. All rights reserved.
Ghil, M.; Balgovind, R.
1979-01-01
The inhomogeneous Cauchy-Riemann equations in a rectangle are discretized by a finite difference approximation. Several different boundary conditions are treated explicitly, leading to algorithms which have overall second-order accuracy. All boundary conditions with either u or v prescribed along a side of the rectangle can be treated by similar methods. The algorithms presented here have nearly minimal time and storage requirements and seem suitable for development into a general-purpose direct Cauchy-Riemann solver for arbitrary boundary conditions.
Extending geometric conservation law to cell-centered finite difference methods on stationary grids
Liao, Fei; Ye, Zhengyin; Zhang, Lingxia
2015-03-01
In a wide range of high-order high-resolution schemes, the finite difference method (FDM) is a suitable selection for accurate numerical calculations because it efficiently reduces dispersion and dissipation errors. FDM is easier to perform to obtain high-order capabilities than the finite volume method (FVM). Most FDMs are node-centered; such techniques include weighted essentially non-oscillatory schemes (WENO) [1], weighted compact nonlinear schemes (WCNS) [2,3], dissipative compact schemes (DCS) [4], and compact central schemes [5,6]. WENO represents a class of nonlinear high-order high-resolution shock-capture schemes derived by Shu [1]; this technique can be successfully used in multiscale flow simulation problems. WCNS is another nonlinear high-order shock-capture scheme derived by Deng and Zhang. WCNS uses interpolation and not reconstruction to obtain half-node values and features a better spectral resolution than WENO. Deng et al. [4] further developed linear DCS with a free parameter to control upwind tendency and thus decrease the dissipation of upwind schemes. Furthermore, compact central scheme proposed by Lele [5] and developed by Visbal and Gaitonde [6] plays a dominant role for research on large eddy simulation and direct numerical simulation because of its ultra-high-order and spectral-like resolution.
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.
Higher-order finite-difference formulation of periodic Orbital-free Density Functional Theory
Ghosh, Swarnava
2014-01-01
We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we develop a generalized framework suitable for performing OF-DFT simulations with different variants of the electronic kinetic energy. In particular, we develop a self-consistent field (SCF) type fixed-point method for calculations involving linear-response kinetic energy functionals. In doing so, we make the calculation of the electronic ground-state and forces on the nuclei amenable to computations that altogether scale linearly with the number of atoms. We develop a parallel implementation of this formulation using the finite-difference discretization, using which we demonstrate that higher-order finite-differences can achieve relatively large convergence rates with respect to mesh-size in both the energies and forces. Additionally, we establish that the fixed-point iteration c...
Higher-order finite-difference formulation of periodic Orbital-free Density Functional Theory
Ghosh, Swarnava; Suryanarayana, Phanish
2016-02-01
We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we develop a generalized framework for performing OF-DFT simulations with different variants of the electronic kinetic energy. In particular, we propose a self-consistent field (SCF) type fixed-point method for calculations involving linear-response kinetic energy functionals. In this framework, evaluation of both the electronic ground-state and forces on the nuclei are amenable to computations that scale linearly with the number of atoms. We develop a parallel implementation of this formulation using the finite-difference discretization. We demonstrate that higher-order finite-differences can achieve relatively large convergence rates with respect to mesh-size in both the energies and forces. Additionally, we establish that the fixed-point iteration converges rapidly, and that it can be further accelerated using extrapolation techniques like Anderson's mixing. We validate the accuracy of the results by comparing the energies and forces with plane-wave methods for selected examples, including the vacancy formation energy in Aluminum. Overall, the suitability of the proposed formulation for scalable high performance computing makes it an attractive choice for large-scale OF-DFT calculations consisting of thousands of atoms.
Hejranfar, Kazem; Ezzatneshan, Eslam
2015-11-01
A high-order compact finite-difference lattice Boltzmann method (CFDLBM) is extended and applied to accurately simulate two-phase liquid-vapor flows with high density ratios. Herein, the He-Shan-Doolen-type lattice Boltzmann multiphase model is used and the spatial derivatives in the resulting equations are discretized by using the fourth-order compact finite-difference scheme and the temporal term is discretized with the fourth-order Runge-Kutta scheme to provide an accurate and efficient two-phase flow solver. A high-order spectral-type low-pass compact nonlinear filter is used to regularize the numerical solution and remove spurious waves generated by flow nonlinearities in smooth regions and at the same time to remove the numerical oscillations in the interfacial region between the two phases. Three discontinuity-detecting sensors for properly switching between a second-order and a higher-order filter are applied and assessed. It is shown that the filtering technique used can be conveniently adopted to reduce the spurious numerical effects and improve the numerical stability of the CFDLBM implemented. A sensitivity study is also conducted to evaluate the effects of grid size and the filtering procedure implemented on the accuracy and performance of the solution. The accuracy and efficiency of the proposed solution procedure based on the compact finite-difference LBM are examined by solving different two-phase systems. Five test cases considered herein for validating the results of the two-phase flows are an equilibrium state of a planar interface in a liquid-vapor system, a droplet suspended in the gaseous phase, a liquid droplet located between two parallel wettable surfaces, the coalescence of two droplets, and a phase separation in a liquid-vapor system at different conditions. Numerical results are also presented for the coexistence curve and the verification of the Laplace law. Results obtained are in good agreement with the analytical solutions and also the numerical results reported in the literature. The study shows that the present solution methodology is robust, efficient, and accurate for solving two-phase liquid-vapor flow problems even at high density ratios.
High-order compact difference scheme for the numerical solution of time fractional heat equations.
Karatay, Ibrahim; Bayramoglu, Serife R
2014-01-01
A high-order finite difference scheme is proposed for solving time fractional heat equations. The time fractional derivative is described in the Riemann-Liouville sense. In the proposed scheme a new second-order discretization, which is based on Crank-Nicholson method, is applied for the time fractional part and fourth-order accuracy compact approximation is applied for the second-order space derivative. The spectral stability and the Fourier stability analysis of the difference scheme are shown. Finally a detailed numerical analysis, including tables, figures, and error comparison, is given to demonstrate the theoretical results and high accuracy of the proposed scheme. PMID:24696040
Georgios S Stamatakos; Dionysiou, Dimitra D.
2009-01-01
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 mathe...
The finite difference algorithm for higher order supersymmetry
Mielnik, B; Nieto, L. M.; Rosas-Ortiz, O.
2000-01-01
The higher order supersymmetric partners of the Schroedinger's Hamiltonians can be explicitly constructed by iterating a simple finite difference equation corresponding to the Baecklund transformation. The method can completely replace the Crum determinants. Its limiting, differential case offers some new operational advantages.
A Finite Difference Element Method for thin elastic Shells
Choï, Daniel
2009-01-01
We present, in this paper, a four nodes quadrangular shell element (FDEM4) based on a Finite Difference Element Method that we introduce. Its stability and robustness with respect to shear locking and membrane locking problems is discussed. Numerical tests including inhibited and non-inhibited cases of thin linear shells are presented and compared with widely used DKT and MITC4 elements.
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.
Finite-difference time-domain analysis for the dynamics and diffraction of exciton-polaritons.
Chen, Minfeng; Chang, Yia-Chung; Hsieh, Wen-Feng
2015-10-01
We adopted a finite-difference time-domain (FDTD) scheme to simulate the dynamics and diffraction of exciton-polaritons, governed by the coupling of polarization waves with electromagnetic waves. The polarization wave, an approximate solution to the Schrödinger's equation at low frequencies, essentially captures the exciton behavior. Numerical stability of the scheme is analyzed and simple examples are provided to prove its validity. The system considered is both temporally and spatially dispersive, for which the FDTD analysis has attracted less attention in the literature. Here, we demonstrate that the FDTD scheme could be useful for studying the optical response of the exciton-polariton and its dynamics. The diffraction of a polariton wave from a polaritonic grating is also considered, and many sharp resonances are found, which manifest the interference effect of polariton waves. This illustrates that the measurement of transmittance or reflectance near polariton resonance can reveal subwavelength features in semiconductors, which are sensitive to polariton scattering. PMID:26479940
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
Coelho, Pedro J.
2014-08-01
High order resolution schemes based on the NVD and TVD boundedness criteria are applied to radiative transfer problems using the DOM in two-dimensional unstructured triangular grids. The implementation of these schemes in unstructured grids requires approximations, and two implementations reported in the literature are compared with a new one. Three different methods have been used to calculate the gradient of the radiation intensity at the center of the control volumes. The various schemes are applied to several test problems, the results are compared with those obtained using the step scheme, the mean flux interpolation scheme and another high order scheme based on a truncated Taylor series expansion, and the most accurate implementations are identified. It is concluded that although the high order schemes perform much better than the others, they are not as accurate as in Cartesian coordinates, and their order of convergence is lower than in that case.
International Nuclear Information System (INIS)
A code is presented for the numerical solution of the Boussinesq equations by means of finite differences. To deal with general complex geometries non orthogonal boundary fitted coordinates are used, which allow an arbitrary choice of the coordinate lines. It does not yield the loss of accuracy, inherent in classical finite difference schemes. Boundary conditions were examined in detail for velocity and temperature. The report describes two first applications with or without heat transfer: the flow in a cooling-tower (Navier-Stokes) and the flow in a pool of a fast breeder (Boussinesq with natural convection)
Quantum K-theory on flag manifolds, finite-difference Toda lattices and quantum groups
Givental, Alexander; Lee, Yuan-Pin
2001-01-01
We conjecture that appropriate K-theoretic Gromov-Witten invariants of complex flag manifolds G/B are governed by finite-difference versions of Toda systems constructed in terms of the Langlands-dual quantized universal enveloping algebras U_q(g'). The conjecture is proved in the case of classical flag manifolds of the series A. The proof is based on a refinement of the famous Atiyah-Hirzebruch argument for rigidity of arithmetical genus applied to hyperquot-scheme compactifications of spaces...
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.
Scientific Electronic Library Online (English)
Paulo C., Oliveira; José L., Lima.
2003-04-01
Full Text Available Este trabalho foi desenvolvido com o objetivo de se apresentar a aplicação de um esquema de discretização mais eficiente para volumes finitos, denominado Flux-Spline utilizando-se, para tal, de dois casos de transporte difusivo de umidade e calor, através de um meio poroso capilar. Os resultados da [...] solução numérica do sistema de equações formado pelas equações de Luikov mostram desempenho adequado do esquema para este tipo de problema, quando comparado ao tradicional esquema de diferença central e ao método da transformada integral. Abstract in english This study was conducted with the objective to present a more efficient discretization scheme to finite volumes method called Flux-Spline, utilising for the purpose two cases of pure diffusion in capillary porous media. The results of numerical simulation of the equations system formed by Luikov equ [...] ations showed a good performance of the scheme in comparison to the Central Difference Scheme and Generalised Integral Transform Technique method.
Directory of Open Access Journals (Sweden)
Paulo C. Oliveira
2003-04-01
Full Text Available Este trabalho foi desenvolvido com o objetivo de se apresentar a aplicação de um esquema de discretização mais eficiente para volumes finitos, denominado Flux-Spline utilizando-se, para tal, de dois casos de transporte difusivo de umidade e calor, através de um meio poroso capilar. Os resultados da solução numérica do sistema de equações formado pelas equações de Luikov mostram desempenho adequado do esquema para este tipo de problema, quando comparado ao tradicional esquema de diferença central e ao método da transformada integral.This study was conducted with the objective to present a more efficient discretization scheme to finite volumes method called Flux-Spline, utilising for the purpose two cases of pure diffusion in capillary porous media. The results of numerical simulation of the equations system formed by Luikov equations showed a good performance of the scheme in comparison to the Central Difference Scheme and Generalised Integral Transform Technique method.
Zhao, Jia; Yang, Xiaofeng; Shen, Jie; Wang, Qi
2016-01-01
We develop a linear, first-order, decoupled, energy-stable scheme for a binary hydrodynamic phase field model of mixtures of nematic liquid crystals and viscous fluids that satisfies an energy dissipation law. We show that the semi-discrete scheme in time satisfies an analogous, semi-discrete energy-dissipation law for any time-step and is therefore unconditionally stable. We then discretize the spatial operators in the scheme by a finite-difference method and implement the fully discrete scheme in a simplified version using CUDA on GPUs in 3 dimensions in space and time. Two numerical examples for rupture of nematic liquid crystal filaments immersed in a viscous fluid matrix are given, illustrating the effectiveness of this new scheme in resolving complex interfacial phenomena in free surface flows of nematic liquid crystals.
Gladden, Herbert J.; Ko, Ching L.; Boddy, Douglas E.
1995-01-01
A higher-order finite-difference technique is developed to calculate the developing-flow field of steady incompressible laminar flows in the entrance regions of circular pipes. Navier-Stokes equations governing the motion of such a flow field are solved by using this new finite-difference scheme. This new technique can increase the accuracy of the finite-difference approximation, while also providing the option of using unevenly spaced clustered nodes for computation such that relatively fine grids can be adopted for regions with large velocity gradients. The velocity profile at the entrance of the pipe is assumed to be uniform for the computation. The velocity distribution and the surface pressure drop of the developing flow then are calculated and compared to existing experimental measurements reported in the literature. Computational results obtained are found to be in good agreement with existing experimental correlations and therefore, the reliability of the new technique has been successfully tested.
Time dependent wave envelope finite difference analysis of sound propagation
Baumeister, K. J.
1984-01-01
A transient finite difference wave envelope formulation is presented for sound propagation, without steady flow. Before the finite difference equations are formulated, the governing wave equation is first transformed to a form whose solution tends not to oscillate along the propagation direction. This transformation reduces the required number of grid points by an order of magnitude. Physically, the transformed pressure represents the amplitude of the conventional sound wave. The derivation for the wave envelope transient wave equation and appropriate boundary conditions are presented as well as the difference equations and stability requirements. To illustrate the method, example solutions are presented for sound propagation in a straight hard wall duct and in a two dimensional straight soft wall duct. The numerical results are in good agreement with exact analytical results.
Real space finite difference method for conductance calculations
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 zon...
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 emph...
Using finite difference method to simulate casting thermal stress
Liao Dunming; Zhang Bin; Zhou Jianxin
2011-01-01
Thermal stress simulation can provide a scientific reference to eliminate defects such as crack, residual stress centralization and deformation etc., caused by thermal stress during casting solidification. To study the thermal stress distribution during casting process, a unilateral thermal-stress coupling model was employed to simulate 3D casting stress using Finite Difference Method (FDM), namely all the traditional thermal-elastic-plastic equations are numerically and differentially discre...
Calculating rotordynamic coefficients of seals by finite-difference techniques
Dietzen, F. J.; Nordmann, R.
1987-01-01
For modelling the turbulent flow in a seal the Navier-Stokes equations in connection with a turbulence (kappa-epsilon) model are solved by a finite-difference method. A motion of the shaft round the centered position is assumed. After calculating the corresponding flow field and the pressure distribution, the rotor-dynamic coefficients of the seal can be determined. These coefficients are compared with results obtained by using the bulk flow theory of Childs and with experimental results.
Variational finite-difference representation of the kinetic energy operator
Maragakis, P.; Soler, Jose M.; Kaxiras, Efthimios
2001-01-01
A potential disadvantage of real-space-grid electronic structure methods is the lack of a variational principle and the concomitant increase of total energy with grid refinement. We show that the origin of this feature is the systematic underestimation of the kinetic energy by the finite difference representation of the Laplacian operator. We present an alternative representation that provides a rigorous upper bound estimate of the true kinetic energy and we illustrate its p...
Three dimensional finite difference time domain simulations of photonic crystals
Hermann, Christian
2004-01-01
In this work fundamental optical properties of various photonic crystal structures are analysed numerically within the framework of three dimensional finite-difference time-domain (FDTD) simulations. After a discussion of the underlying physical and mathematical principles from electrodynamics and solid state physics leading to the formation of a photonic bandgaps, two important example systems are discussed in detail. First, we study two-dimensionally patterned layer-by-layer systems. These ...
Algorithmic vs. finite difference Jacobians for infrared atmospheric radiative transfer
Schreier, Franz; Gimeno García, Sebastián; Vasquez, Mayte; Xu, Jian
2015-10-01
Jacobians, i.e. partial derivatives of the radiance and transmission spectrum with respect to the atmospheric state parameters to be retrieved from remote sensing observations, are important for the iterative solution of the nonlinear inverse problem. Finite difference Jacobians are easy to implement, but computationally expensive and possibly of dubious quality; on the other hand, analytical Jacobians are accurate and efficient, but the implementation can be quite demanding. GARLIC, our "Generic Atmospheric Radiation Line-by-line Infrared Code", utilizes algorithmic differentiation (AD) techniques to implement derivatives w.r.t. atmospheric temperature and molecular concentrations. In this paper, we describe our approach for differentiation of the high resolution infrared and microwave spectra and provide an in-depth assessment of finite difference approximations using "exact" AD Jacobians as a reference. The results indicate that the "standard" two-point finite differences with 1 K and 1% perturbation for temperature and volume mixing ratio, respectively, can exhibit substantial errors, and central differences are significantly better. However, these deviations do not transfer into the truncated singular value decomposition solution of a least squares problem. Nevertheless, AD Jacobians are clearly recommended because of the superior speed and accuracy.
Introduction to finite-difference methods for numerical fluid dynamics
Energy Technology Data Exchange (ETDEWEB)
Scannapieco, E.; Harlow, F.H.
1995-09-01
This work is intended to be a beginner`s exercise book for the study of basic finite-difference techniques in computational fluid dynamics. It is written for a student level ranging from high-school senior to university senior. Equations are derived from basic principles using algebra. Some discussion of partial-differential equations is included, but knowledge of calculus is not essential. The student is expected, however, to have some familiarity with the FORTRAN computer language, as the syntax of the computer codes themselves is not discussed. Topics examined in this work include: one-dimensional heat flow, one-dimensional compressible fluid flow, two-dimensional compressible fluid flow, and two-dimensional incompressible fluid flow with additions of the equations of heat flow and the {Kappa}-{epsilon} model for turbulence transport. Emphasis is placed on numerical instabilities and methods by which they can be avoided, techniques that can be used to evaluate the accuracy of finite-difference approximations, and the writing of the finite-difference codes themselves. Concepts introduced in this work include: flux and conservation, implicit and explicit methods, Lagrangian and Eulerian methods, shocks and rarefactions, donor-cell and cell-centered advective fluxes, compressible and incompressible fluids, the Boussinesq approximation for heat flow, Cartesian tensor notation, the Boussinesq approximation for the Reynolds stress tensor, and the modeling of transport equations. A glossary is provided which defines these and other terms.
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...
Schwarz, S.; Kempe, T.; Fröhlich, J.
2015-01-01
The paper introduces a time scheme for an immersed boundary method which enables the efficient, phase-resolving simulation of very light particles in viscous flow. A simple modification of the time scheme of the method detailed in Kempe and Fröhlich (2012) [34] is proposed to extend the range of applicability to particle-to-fluid density ratios as they occur with bubbles in liquids. This modification is termed 'virtual mass approach'. It is shown for the generic test case of a sphere moving under Stokes flow conditions that the approach can be used in conjunction with several time integration schemes without altering the order of convergence of the base scheme. The new scheme is rigorously validated for the three-dimensional case of a sphere rising or settling at finite Reynolds number, as well as for the rotation of a sphere in viscous flow.
International Nuclear Information System (INIS)
The scattering source iterative (SI) scheme is traditionally applied to converge fine-mesh numerical solutions to fixed-source discrete ordinates (SN) neutron transport problems. The SI scheme is very simple to implement under a computational viewpoint. However, the SI scheme may show very slow convergence rate, mainly for diffusive media (low absorption) with several mean free paths in extent. In this work we describe an acceleration technique based on an improved initial guess for the scattering source distribution within the slab. In other words, we use as initial guess for the fine-mesh scattering source, the coarse-mesh solution of the neutron diffusion equation with special boundary conditions to account for the classical SN prescribed boundary conditions, including vacuum boundary conditions. Therefore, we first implement a spectral nodal method that generates coarse-mesh diffusion solution that is completely free from spatial truncation errors, then we reconstruct this coarse-mesh solution within each spatial cell of the discretization grid, to further yield the initial guess for the fine-mesh scattering source in the first SN transport sweep (?m > 0 and ?m < 0, m = 1:N) across the spatial grid. We consider a number of numerical experiments to illustrate the efficiency of the offered diffusion synthetic acceleration (DSA) technique. (author)
Santos, Frederico P.; Filho, Hermes Alves; Barros, Ricardo C.
2013-10-01
The scattering source iterative (SI) scheme is traditionally applied to converge fine-mesh numerical solutions to fixed-source discrete ordinates (SN) neutron transport problems. The SI scheme is very simple to implement under a computational viewpoint. However, the SI scheme may show very slow convergence rate, mainly for diffusive media (low absorption) with several mean free paths in extent (low leakage). In this work we describe an acceleration technique based on an improved initial guess for the scattering source distribution within the slab. In other words, we use as initial guess for the fine-mesh scattering source, the coarse-mesh solution of the neutron diffusion equation with special boundary conditions to account for the classical SN prescribed boundary conditions, including vacuum boundary conditions. Therefore, we first implement a spectral nodal method that generates coarse-mesh diffusion solution that is completely free from spatial truncation errors, then we reconstruct this coarse-mesh solution within each spatial cell of the discretization grid, to further yield the initial guess for the fine-mesh scattering source in the first SN transport sweep (forward and backward) across the spatial grid. We consider a number of numerical experiments to illustrate the efficiency of the offered diffusion synthetic acceleration (DSA) technique.
ATLAS: A real-space finite-difference implementation of orbital-free density functional theory
Mi, Wenhui; Shao, Xuecheng; Su, Chuanxun; Zhou, Yuanyuan; Zhang, Shoutao; Li, Quan; Wang, Hui; Zhang, Lijun; Miao, Maosheng; Wang, Yanchao; Ma, Yanming
2016-03-01
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 (FD) 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 Al3Mg. The test results show that our implementation can achieve high accuracy, efficiency, and numerical stability for large-scale simulations.
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.
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)
A finite difference method for the design of gradient coils in MRI--an initial framework.
Zhu, Minhua; Xia, Ling; Liu, Feng; Zhu, Jianfeng; Kang, Liyi; Crozier, Stuart
2012-09-01
This paper proposes a finite-difference (FD)-based method for the design of gradient coils in MRI. The design method first uses the FD approximation to describe the continuous current density of the coil space and then employs the stream function method to extract the coil patterns. During the numerical implementation, a linear equation is constructed and solved using a regularization scheme. The algorithm details have been exemplified through biplanar and cylindrical gradient coil design examples. The design method can be applied to unusual coil designs such as ultrashort or dedicated gradient coils. The proposed gradient coil design scheme can be integrated into a FD-based electromagnetic framework, which can then provide a unified computational framework for gradient and RF design and patient-field interactions. PMID:22353392
Energy conserving and potential-enstrophy dissipating schemes for the shallow water equations
Arakawa, Akio; Hsu, Yueh-Jiuan G.
1990-01-01
To incorporate potential enstrophy dissipation into discrete shallow water equations with no or arbitrarily small energy dissipation, a family of finite-difference schemes have been derived with which potential enstrophy is guaranteed to decrease while energy is conserved (when the mass flux is nondivergent and time is continuous). Among this family of schemes, there is a member that minimizes the spurious impact of infinite potential vorticities associated with infinitesimal fluid depth. The scheme is, therefore, useful for problems in which the free surface may intersect with the lower boundary.
Discrete approximation methods for parameter identification in delay systems
Rosen, I. G.
1984-01-01
Approximation schemes for parameter identification problems in which the governing state equation is a linear functional differential equation of retarded type are constructed. The basis of the schemes is the replacement of the parameter identification problem having an infinite dimensional state equation by a sequence of approximating parameter identification problems in which the states are given by finite dimensional discrete difference equations. The difference equations are constructed using linear semigroup theory and rational function approximations to the exponential. Sufficient conditions are given for the convergence of solutions to the approximating problems, which can be obtained using conventional methods, to solutions to the original parameter identification problem. Finite difference and spline based schemes using Paderational function approximations to the exponential are constructed, and shown to satisfy the sufficient conditions for convergence. A discussion and analysis of numerical results obtained through the application of the schemes to several examples is included.
Seismic imaging using finite-differences and parallel computers
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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.
Finite difference evolution equations and quantum dynamical semigroups
International Nuclear Information System (INIS)
We consider the recently proposed [Bonifacio, Lett. Nuovo Cimento, 37, 481 (1983)] coarse grained description of time evolution for the density operator rho(t) through a finite difference equation with steps tau, and we prove that there exists a generator of the quantum dynamical semigroup type yielding an equation giving a continuous evolution coinciding at all time steps with the one induced by the coarse grained description. The map rho(0)?rho(t) derived in this way takes the standard form originally proposed by Lindblad [Comm. Math. Phys., 48, 119 (1976)], even when the map itself (and, therefore, the corresponding generator) is not bounded. (author)
Mimetic Finite Differences for Flow in Fractures from Microseismic Data
Al-Hinai, Omar
2015-01-01
We present a method for porous media flow in the presence of complex fracture networks. The approach uses the Mimetic Finite Difference method (MFD) and takes advantage of MFD\\'s ability to solve over a general set of polyhedral cells. This flexibility is used to mesh fracture intersections in two and three-dimensional settings without creating small cells at the intersection point. We also demonstrate how to use general polyhedra for embedding fracture boundaries in the reservoir domain. The target application is representing fracture networks inferred from microseismic analysis.
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 difference time domain simulation for the brass instrument bore.
Bilbao, Stefan; Chick, John
2013-11-01
In this article, interleaved finite difference time domain methods are developed for the purpose of simulating the dynamics of the acoustic bore, using, as a starting point, an impedance formulation of wave propagation in an acoustic tube; attention is focused here on modeling of viscothermal and radiation losses in the time domain. In particular, in contrast to other methods, the bore, including the mouth-piece and bell, is treated as a unit, and is not subdivided into smaller units such as cylindrical or conical segments. Numerical simulations of input impedances are then compared with measurement for a variety of brass instruments. PMID:24180795
Application of a finite difference technique to thermal wave propagation
Baumeister, K. J.
1975-01-01
A finite difference formulation is presented for thermal wave propagation resulting from periodic heat sources. The numerical technique can handle complex problems that might result from variable thermal diffusivity, such as heat flow in the earth with ice and snow layers. In the numerical analysis, the continuous temperature field is represented by a series of grid points at which the temperature is separated into real and imaginary terms. Next, computer routines previously developed for acoustic wave propagation are utilized in the solution for the temperatures. The calculation procedure is illustrated for the case of thermal wave propagation in a uniform property semi-infinite medium.
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
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.
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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.
Zehner, BjÃ¶rn; Hellwig, Olaf; Linke, Maik; GÃ¶rz, Ines; Buske, Stefan
2016-01-01
3D geological underground models are often presented by vector data, such as triangulated networks representing boundaries of geological bodies and geological structures. Since models are to be used for numerical simulations based on the finite difference method, they have to be converted into a representation discretizing the full volume of the model into hexahedral cells. Often the simulations require a high grid resolution and are done using parallel computing. The storage of such a high-resolution raster model would require a large amount of storage space and it is difficult to create such a model using the standard geomodelling packages. Since the raster representation is only required for the calculation, but not for the geometry description, we present an algorithm and concept for rasterizing geological models on the fly for the use in finite difference codes that are parallelized by domain decomposition. As a proof of concept we implemented a rasterizer library and integrated it into seismic simulation software that is run as parallel code on a UNIX cluster using the Message Passing Interface. We can thus run the simulation with realistic and complicated surface-based geological models that are created using 3D geomodelling software, instead of using a simplified representation of the geological subsurface using mathematical functions or geometric primitives. We tested this set-up using an example model that we provide along with the implemented library.
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. Timoshenkoâ€™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.
Heat transfer in superfluid helium using finite differences
International Nuclear Information System (INIS)
To facilitate the design of high-field He-II cooled magnets, a finite difference technique can be used, employing a General Dynamics thermal analyzer code. This approach can predict the heat transfer characteristics of a winding pack, eliminating the need for a costly development test program. The validity of the technique was established in two steps. First, the heat transfer along a one-dimensional He-II channel was analyzed, using the code to predict the steady-state and transient heat transfer characteristics. The results were within 5% of those obtained by solving the He-II heat transport equation for a one-dimensional case. Second, the technique was used to model an experimental conductor test pack that was previously tested at General Dynamics. The maximum steady-state heat flux produced by the finite difference model was within 12% of the experimental results. The technique was then applied to a high-field He-II cooled mirror fusion choke coil, and it was found that the channel cross section and length strongly affect the stability of the magnet
Finite-difference analysis of shells impacting rigid barriers
International Nuclear Information System (INIS)
The present investigation represents an initial attempt to develop an efficient numerical procedure for predicting the deformations and impact force time-histories of shells which impact upon a rigid target. The general large-deflection equations of motion of the shell are expressed in finite-difference form in space and integrated in time through application of the central-difference temporal operator. The effect of material nonlinearities is treated by a mechanical-sublayer material model which handles the strain-hardening, Bauschinger, and strain-rate effects. The general adequacy of this shell treatment has been validated by comparing predictions with the results of various experiments in which structures have been subjected to well-defined transient forcing functions (typically high-explosive impulse loading). The 'new' ingredient addressed in the present study involves an accounting for impact interaction and response of both the target structure and the attacking body. The impact capability of the code consists of two basic components: (a) an inspection technique which determines the occurrence and location of a collision between the shell and the target. (b) an impact force application technique which determines impact pressure based on shell penetration and penetration stiffness of the shell through the equilibrium equations to influence the response of the shell. By this procedure, the local collision analysis is combined simply in an efficient manner with the spatial and temporal finite-different solution procedure to predict the resulting transient nonlinear response of impacting shells
FDEHMT: a finite difference electromagnetic head modelling toolbox
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Hung Dang
2010-03-01
Full Text Available In EEG source imaging, the forward solution is used to obtain the scalp potentials given the source distribution in the brain. For accurate source localization, the forward solution must be performed numerically using a realistic head model. This study introduces the Finite Difference Electromagnetic Head Modelling Toolbox (FDEHMT, written in both C and MATLAB, which can be run as a standalone program or within other packages through command line interface. The FDEHMT is interfaced to FSL for anatomical MRI image segmentation using the BET and FAST commands. The segmented image is then used to construct the realistic head model and the electrode system is fitted to the scalp using the Bioelectroemagnetism toolbox. The finite difference formulation for the general inhomogeneous anisotropic bioelectric problem is implemented and the resulting matrix equation is solved using the iterative conjugate gradient algorithm. A new compression technique is used to reduce the memory required for the forward solver to less than 500 Mbytes for a realistic isotropic 256x256x256 head model. The reciprocity theorem is also utilized to reduce the number of forward calculations required in an inverse solution. Once all the required forward solutions are obtained and stored, the lead field matrix can then be computed in about a microsecond on a state-of-the-art PC. With the generic C and MATLAB routines, the FDEHMT can readily be integrated with EEG inverse algorithms such as beamforming, MUSIC and RAP-MUSIC.
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.
Finite difference method to find period-one gait cycles of simple passive walkers
Dardel, Morteza; Safartoobi, Masoumeh; Pashaei, Mohammad Hadi; Ghasemi, Mohammad Hassan; Navaei, Mostafa Kazemi
2015-01-01
Passive dynamic walking refers to a class of bipedal robots that can walk down an incline with no actuation or control input. These bipeds are sensitive to initial conditions due to their style of walking. According to small basin of attraction of passive limit cycles, it is important to start with an initial condition in the basin of attraction of stable walking (limit cycle). This paper presents a study of the simplest passive walker with point and curved feet. A new approach is proposed to find proper initial conditions for a pair of stable and unstable period-one gait limit cycles. This methodology is based on finite difference method which can solve the nonlinear differential equations of motion on a discrete time. Also, to investigate the physical configurations of the walkers and the environmental influence such as the slope angle, the parameter analysis is applied. Numerical simulations reveal the performance of the presented method in finding two stable and unstable gait patterns.
International Nuclear Information System (INIS)
Shielding calculations of advanced nuclear facilities such as accelerator based neutron sources or fusion devices of the tokamak type are complicated due to their complex geometries and their large dimensions, including bulk shields of several meters thickness. While the complexity of the geometry in the shielding calculation can be hardly handled by the discrete ordinates method, the deep penetration of radiation through bulk shields is a severe challenge for the Monte Carlo particle transport simulation technique. This work proposes a dedicated computational approach for coupled Monte Carlo - deterministic transport calculations to handle this kind of shielding problems. The Monte Carlo technique is used to simulate the particle generation and transport in the target region with both complex geometry and reaction physics, and the discrete ordinates method is used to treat the deep penetration problem in the bulk shield. To enable the coupling of these two different computational methods, a mapping approach has been developed for calculating the discrete ordinates angular flux distribution from the scored data of the Monte Carlo particle tracks crossing a specified surface. The approach has been implemented in an interface program and validated by means of test calculations using a simplified three-dimensional geometric model. Satisfactory agreement was obtained for the angular fluxes calculated by the mapping approach using the MCNP code for the Monte Carlo calculations and direct three-dimensional discrete ordinates calculations using the TORT code. In the next step, a complete program system has been developed for coupled three-dimensional Monte Carlo deterministic transport calculations by integrating the Monte Carlo transport code MCNP, the three-dimensional discrete ordinates code TORT and the mapping interface program. Test calculations with two simple models have been performed to validate the program system by means of comparison calculations using the Monte Carlo technique directly. The good agreement of the results obtained demonstrates that the program system is suitable to treat three-dimensional shielding problems with satisfactory accuracy. Finally the program system has been applied to the shielding analysis of the accelerator based IFMIF (International Fusion Materials Irradiation Facility) neutron source facility. In this application, the IFMIF-dedicated Monte Carlo code McDeLicious was used for the neutron generation and transport simulation in the target and the test cell region using a detailed geometrical model. The neutron/photon fluxes, spectra and dose rates across the back wall and in the access/maintenance room were calculated and are discussed. (orig.)
S. S. Das, M. Mohanty, R. K. Padhy, M. Sahu
2012-01-01
This paper considers the magnetohydrodynamic flow and heat transfer in a viscous incompressible fluid between two parallel porous plates experiencing a discontinuous change in wall temperature. An explicit finite difference scheme has been employed to solve the coupled non-linear equations governing the flow. The flow phenomenon has been characterized by Hartmann number, suction Reynolds number, channel Reynolds number and Prandtl number. The effects of these parameters on the velocity and te...
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 first computes unper...
Finite-difference solution of the space-angle-lethargy-dependent slowing-down transport equation
International Nuclear Information System (INIS)
A procedure has been developed for solving the slowing-down transport equation for a cylindrically symmetric reactor system. The anisotropy of the resonance neutron flux is treated by the spherical harmonics formalism, which reduces the space-angle-Iethargy-dependent transport equation to a matrix integro-differential equation in space and lethargy. Replacing further the lethargy transfer integral by a finite-difference form, a set of matrix ordinary differential equations is obtained, with lethargy-and space dependent coefficients. If the lethargy pivotal points are chosen dense enough so that the difference correction term can be ignored, this set assumes a lower block triangular form and can be solved directly by forward block substitution. As in each step of the finite-difference procedure a boundary value problem has to be solved for a non-homogeneous system of ordinary differential equations with space-dependent coefficients, application of any standard numerical procedure, for example, the finite-difference method or the method of adjoint equations, is too cumbersome and would make the whole procedure practically inapplicable. A simple and efficient approximation is proposed here, allowing analytical solution for the space dependence of the spherical-harmonics flux moments, and hence the derivation of the recurrence relations between the flux moments at successive lethargy pivotal points. According to the procedure indicated above a computer code has been developed for the CDC -3600 computer, which uses the KEDAK nuclear data file. The space and lethargy distribution of the resonance neutrons can be computed in such a detailed fashion as the neutron cross-sections are known for the reactor materials considered. The computing time is relatively short so that the code can be efficiently used, either autonomously, or as part of some complex modular scheme. Typical results will be presented and discussed in order to prove and illustrate the applicability of the method proposed. (author)
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.
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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.
Modelling the core convection using finite element and finite difference methods
Chan, K. H.; Li, Ligang; Liao, Xinhao
2006-08-01
Applications of both parallel finite element and finite difference methods to thermal convection in a rotating spherical shell modelling the fluid dynamics of the Earth's outer core are presented. The numerical schemes are verified by reproducing the convection benchmark test by Christensen et al. [Christensen, U.R., Aubert, J., Cardin, P., Dormy, E., Gibbons, S., Glatzmaier, G.A., Grote, E., Honkura, Y., Jones, C., Kono, M., Matsushima, M., Sakuraba, A., Takahashi, F., Tilgner, A., Wilcht, J., Zhang, K., 2001. A numerical dynamo benchmark. Phys. Earth Planet. Interiors 128, 25-34.]. Both global average and local characteristics agree satisfactorily with the benchmark solution. With the element-by-element (EBE) parallelization technique, the finite element code demonstrates nearly optimal linear scalability in computational speed. The finite difference code is also efficient and scalable by utilizing a parallel library Aztec [Tuminaro, R.S., Heroux, M., Hutchinson, S.A., Shadid, J.N., 1999. Official AZTEC User's Guide: Version 2.1.].
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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.
A coarse-mesh nodal method-diffusive-mesh finite difference method
International Nuclear Information System (INIS)
Modern nodal methods have been successfully used for conventional light water reactor core analyses where the homogenized, node average cross sections (XSs) and the flux discontinuity factors (DFs) based on equivalence theory can reliably predict core behavior. For other types of cores and other geometries characterized by tightly-coupled, heterogeneous core configurations, the intranodal flux shapes obtained from a homogenized nodal problem may not accurately portray steep flux gradients near fuel assembly interfaces or various reactivity control elements. This may require extreme values of DFs (either very large, very small, or even negative) to achieve a desired solution accuracy. Extreme values of DFs, however, can disrupt the convergence of the iterative methods used to solve for the node average fluxes, and can lead to a difficulty in interpolating adjacent DF values. Several attempts to remedy the problem have been made, but nothing has been satisfactory. A new coarse-mesh nodal scheme called the Diffusive-Mesh Finite Difference (DMFD) technique, as contrasted with the coarse-mesh finite difference (CMFD) technique, has been developed to resolve this problem. This new technique and the development of a few-group, multidimensional kinetics computer program are described in this paper
DEFF Research Database (Denmark)
Bieniasz, Leslaw K.; Ã˜sterby, Ole; Britz, Dieter
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 discre...... applications....
A finite-difference method for transonic airfoil design.
Steger, J. L.; Klineberg, J. M.
1972-01-01
This paper describes an inverse method for designing transonic airfoil sections or for modifying existing profiles. Mixed finite-difference procedures are applied to the equations of transonic small disturbance theory to determine the airfoil shape corresponding to a given surface pressure distribution. The equations are solved for the velocity components in the physical domain and flows with embedded shock waves can be calculated. To facilitate airfoil design, the method allows alternating between inverse and direct calculations to obtain a profile shape that satisfies given geometric constraints. Examples are shown of the application of the technique to improve the performance of several lifting airfoil sections. The extension of the method to three dimensions for designing supercritical wings is also indicated.
Variational finite-difference representation of the kinetic energy operator
Maragakis, P; Kaxiras, E; Soler, Jose M.; Kaxiras, Efthimios
2001-01-01
A potential disadvantage of real-space-grid electronic structure methods is the lack of a variational principle and the concomitant increase of total energy with grid refinement. We show that the origin of this feature is the systematic underestimation of the kinetic energy by the finite difference representation of the Laplacian operator. We present an alternative representation that provides a rigorous upper bound estimate of the true kinetic energy and we illustrate its properties with a harmonic oscillator potential. For a more realistic application, we study the convergence of the total energy of bulk silicon using a real-space-grid density-functional code and employing both the conventional and the alternative representations of the kinetic energy operator.
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.
Obtaining Potential Field Solution with Spherical Harmonics and Finite Differences
Toth, Gabor; Huang, Zhenguang; 10.1088/0004-637X/732/2/102
2011-01-01
Potential magnetic field solutions can be obtained based on the synoptic magnetograms of the Sun. Traditionally, a spherical harmonics decomposition of the magnetogram is used to construct the current and divergence free magnetic field solution. This method works reasonably well when the order of spherical harmonics is limited to be small relative to the resolution of the magnetogram, although some artifacts, such as ringing, can arise around sharp features. When the number of spherical harmonics is increased, however, using the raw magnetogram data given on a grid that is uniform in the sine of the latitude coordinate can result in inaccurate and unreliable results, especially in the polar regions close to the Sun. We discuss here two approaches that can mitigate or completely avoid these problems: i) Remeshing the magnetogram onto a grid with uniform resolution in latitude, and limiting the highest order of the spherical harmonics to the anti-alias limit; ii) Using an iterative finite difference algorithm t...
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.
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)
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 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
Ghosh, Swarnava
2016-01-01
As the second component of SPARC (Simulation Package for Ab-initio Real-space Calculations), we present an accurate and efficient finite-difference formulation and parallel implementation of Density Functional Theory (DFT) for periodic systems. Specifically, employing a local formulation of the electrostatics, the Chebyshev polynomial filtered self-consistent field iteration, and a reformulation of the non-local force component, we develop a finite-difference framework wherein both the energy and atomic forces can be efficiently calculated to within chemical accuracies. We demonstrate using a wide variety of materials systems that SPARC obtains high convergence rates in energy and forces with respect to spatial discretization to reference plane-wave result; energies and forces that are consistent and display negligible `egg-box' effect; and accurate ground-state properties. We also demonstrate that the weak and strong scaling behavior of SPARC is similar to well-established and optimized plane-wave implementa...
International Nuclear Information System (INIS)
The finite-difference (FD) method is a powerful tool in seismic wave field modelling for understanding seismic wave propagation in the Earth's interior and interpreting the real seismic data. The accuracy of FD modelling partly depends on the implementation of the free-surface (i.e. traction-free) condition. In the past 40 years, at least six kinds of free-surface boundary condition approximate schemes (such as one-sided, centred finite-difference, composed, new composed, implicit and boundary-modified approximations) have been developed in FD second-order elastodynamic simulation. Herein we simulate seismic wave fields in homogeneous and lateral heterogeneous models using these free-surface boundary condition approximate schemes and evaluate their stability and applicability by comparing with corresponding analytical solutions, and then quantitatively evaluate the accuracies of different approximate schemes from the misfit of the amplitude and phase between the numerical and analytical results. Our results confirm that the composed scheme becomes unstable for the Vs/Vp ratio less than 0.57, and suggest that (1) the one-sided scheme is only accurate to first order and therefore introduces serious errors for the shorter wavelengths, other schemes are all of second-order precision; (2) the new composed, implicit and boundary-modified schemes are stable even when the Vs/Vp ratio is less than 0.2; (3) the implicit and boundary-modified schemes are able to deal with laterally varying (heterogeneous) free surface; (4) in the corresponding stability range, the one-sided scheme shows remarkable errors in both phase and amplitude compared to analytical solution (which means larger errors in travel-time and reflection strength), the other five approximate schemes show better performance in travel-time (phase) than strength (amplitude)
Implementing the Standards. Teaching Discrete Mathematics in Grades 7-12.
Hart, Eric W.; And Others
1990-01-01
Discrete mathematics are defined briefly. A course in discrete mathematics for high school students and teaching discrete mathematics in grades 7 and 8 including finite differences, recursion, and graph theory are discussed. (CW)
Yu, Chin-Ping; Chang, Hung-Chun
2004-04-01
A finite-difference frequency-domain method based on the Yee's cell is utilized to analyze the band diagrams of two-dimensional photonic crystals with square or triangular lattice. The differential operator is replaced by the compact scheme and the index average scheme is introduced to deal with the curved dielectric interfaces in the unit cell. For the triangular lattice, the hexagonal unit cell is converted into a rectangular one for easier mesh generation. The band diagrams for both square and triangular lattices are obtained and the numerical convergence of computed eigen frequencies is examined and compared with other methods. PMID:19474962
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.
Directory of Open Access Journals (Sweden)
Deb Nath S.K.
2015-12-01
Full Text Available In the present study, we have developed a code using Matlab software for solving a rectangular aluminum plate having void, notch, at different boundary conditions discretizing a two dimensional (2D heat conduction equation by the finite difference technique. We have solved a 2D mixed boundary heat conduction problem analytically using Fourier integrals (Deb Nath et al., 2006; 2007; 2007; Deb Nath and Ahmed, 2008; Deb Nath, 2008; Deb Nath and Afsar, 2009; Deb Nath and Ahmed, 2009; 2009; Deb Nath et al., 2010; Deb Nath, 2013 and the same problem is also solved using the present code developed by the finite difference technique (Ahmed et al., 2005; Deb Nath, 2002; Deb Nath et al., 2008; Ahmed and Deb Nath, 2009; Deb Nath et al., 2011; Mohiuddin et al., 2012. To verify the soundness of the present heat conduction code results using the finite difference method, the distribution of temperature at some sections of a 2D heated plate obtained by the analytical method is compared with those of the plate obtained by the present finite difference method. Interpolation technique is used as an example when the boundary of the plate does not pass through the discretized grid points of the plate. Sometimes hot and cold fluids are passed through rectangular channels in industries and many types of technical equipment. The distribution of temperature of plates including notches, slots with different temperature boundary conditions are studied. Transient heat transfer in several pure metallic plates is also studied to find out the required time to reach equilibrium temperature. So, this study will help find design parameters of such structures.
Deb Nath, S. K.; Peyada, N. K.
2015-12-01
In the present study, we have developed a code using Matlab software for solving a rectangular aluminum plate having void, notch, at different boundary conditions discretizing a two dimensional (2D) heat conduction equation by the finite difference technique. We have solved a 2D mixed boundary heat conduction problem analytically using Fourier integrals (Deb Nath et al., 2006; 2007; 2007; Deb Nath and Ahmed, 2008; Deb Nath, 2008; Deb Nath and Afsar, 2009; Deb Nath and Ahmed, 2009; 2009; Deb Nath et al., 2010; Deb Nath, 2013) and the same problem is also solved using the present code developed by the finite difference technique (Ahmed et al., 2005; Deb Nath, 2002; Deb Nath et al., 2008; Ahmed and Deb Nath, 2009; Deb Nath et al., 2011; Mohiuddin et al., 2012). To verify the soundness of the present heat conduction code results using the finite difference method, the distribution of temperature at some sections of a 2D heated plate obtained by the analytical method is compared with those of the plate obtained by the present finite difference method. Interpolation technique is used as an example when the boundary of the plate does not pass through the discretized grid points of the plate. Sometimes hot and cold fluids are passed through rectangular channels in industries and many types of technical equipment. The distribution of temperature of plates including notches, slots with different temperature boundary conditions are studied. Transient heat transfer in several pure metallic plates is also studied to find out the required time to reach equilibrium temperature. So, this study will help find design parameters of such structures.
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.
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.
Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance
Giles, Michael B
2012-01-01
In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain is convergent of first order in the timestep and second order in the spatial grid size, and that the discretisation is stable with respect to boundary data. Numerical experiments clearly indicate that the same convergence order also holds for boundary-value problems. Multilevel path simulation, previously used for SDEs, is shown to give substantial complexity gains compared to a standard discretisation of the SPDE or direct simulation of the particle system. We derive complexity bounds and illustrate the results by an application to basket credit derivatives.
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...
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
Chernyshenko, Dmitri
2014-01-01
In the finite difference method which is commonly used in computational micromagnetics, the demagnetizing field is usually computed as a convolution of the magnetization vector field with the demagnetizing tensor that describes the magnetostatic field of a cuboidal cell with constant magnetization. An analytical expression for the demagnetizing tensor is available, however at distances far from the cuboidal cell, the numerical evaluation of the analytical expression can be very inaccurate. Due to this large-distance inaccuracy numerical packages such as OOMMF compute the demagnetizing tensor using the explicit formula at distances close to the originating cell, but at distances far from the originating cell a formula based on an asymptotic expansion has to be used. In this work, we describe a method to calculate the demagnetizing field by numerical evaluation of the multidimensional integral in the demagnetization tensor terms using a sparse grid integration scheme. This method improves the accuracy of comput...
A New Time-Dependent Finite Difference Method for Relativistic Shock Acceleration
Delaney, Sean; Duffy, Peter; Downes, Turlough P
2011-01-01
We present a new approach to calculate the particle distribution function about relativistic shocks including synchrotron losses using the method of lines with an explicit finite difference scheme. A steady, continuous, one dimensional plasma flow is considered to model thick (modified) shocks, leading to a calculation in three dimensions plus time, the former three being momentum, pitch angle and position. The method accurately reproduces the expected power law behaviour in momentum at the shock for upstream flow speeds ranging from 0.1c to 0.995c (1 < \\Gamma < 10). It also reproduces approximate analytical results for the synchrotron cutoff shape for a non-relativistic shock, demonstrating that the loss process is accurately represented. The algorithm has been implemented as a hybrid OpenMP--MPI parallel algorithm to make efficient use of SMP cluster architectures and scales well up to many hundreds of CPUs.
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.
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.
FLUOMEG: a planar finite difference mesh generator for fluid flow problems with parallel boundaries
International Nuclear Information System (INIS)
A two- or three-dimensional finite difference mesh generator capable of discretizing subrectangular flow regions (planar coordinates) with arbitrarily shaped bottom contours (vertical dimension) was developed. This economical, interactive computer code, written in FORTRAN IV and employing DISSPLA software together with graphics terminal, generates first a planar rectangular grid of variable element density according to the geometry and local kinematic flow patterns of a given fluid flow problem. Then subrectangular areas are deleted to produce canals, tributaries, bays, and the like. For three-dimensional problems, arbitrary bathymetric profiles (river beds, channel cross section, ocean shoreline profiles, etc.) are approximated with grid lines forming steps of variable spacing. Furthermore, the code works as a preprocessor numbering the discrete elements and the nodal points. Prescribed values for the principal variables can be automatically assigned to solid as well as kinematic boundaries. Cabinet drawings aid in visualizing the complete flow domain. Input data requirements are necessary only to specify the spacing between grid lines, determine land regions that have to be excluded, and to identify boundary nodes. 15 figures, 2 tables
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.
Comparison of measured and predicted thermal mixing tests using improved finite difference technique
International Nuclear Information System (INIS)
The numerical diffusion introduced by the use of upwind formulations in the finite difference solution of the flow and energy equations for thermal mixing problems (cold water injection after small break LOCA in a PWR) was examined. The relative importance of numerical diffusion in the flow equations, compared to its effect on the energy equation was demonstrated. The flow field equations were solved using both first order accurate upwind, and second order accurate differencing schemes. The energy equation was treated using the conventional upwind and a mass weighted skew upwind scheme. Results presented for a simple test case showed that, for thermal mixing problems, the numerical diffusion was most significant in the energy equation. The numerical diffusion effect in the flow field equations was much less significant. A comparison of predictions using the skew upwind and the conventional upwind with experimental data from a two dimensional thermal mixing text are presented. The use of the skew upwind scheme showed a significant improvement in the accuracy of the steady state predicted temperatures. (orig./HP)
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.
Computational Aero-Acoustic Using High-order Finite-Difference Schemes
DEFF Research Database (Denmark)
Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær
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...
The Leray-G{\\aa}rding method for finite difference schemes
Coulombel, Jean-François
2015-01-01
Leray and G{\\aa}rding have developed a multiplier technique for deriving a priori estimates for solutions to scalar hyperbolic equations in either the whole space or the torus. In particular, the arguments in Leray and G{\\aa}rding's work provide with at least one local multiplier and one local energy functional that is controlled along the evolution. The existence of such a local multiplier is the starting point of the argument by Rauch for the derivation of semigroup estima...
Energy Technology Data Exchange (ETDEWEB)
Botelho, Marco A.B.; Santos, Roberto H.M. dos; Silva, Marcelo S. [Universidade Federal da Bahia (UFBA), Salvador, BA (Brazil). Centro de Pesquisa em Geofisica e Geologia
2004-07-01
The numerical simulation of shot gathers over a (2D) velocity field, which corresponds to a model of Atlantic continental shelf, at the continental break area, using a typical model of the Brazilian Atlantic coast, suggested by PETROBRAS. The finite difference technique (FD) is used to solve the second derivatives in time and space of the acoustic wave equation, using fourth order operators to solve the spatial derivatives and second order operators to solve the time derivative. It is applied an explicitly scheme to calculate the pressure field values at a future instant. The use of rectangular mesh helps to generate data less noisy, since we can control better the numerical dispersion. The source functions (wavelets), as the first and the second derivatives of the gaussian function, are proper to generate synthetic seismograms with the FD method, because they allow an easy discretization. On the forward modeling, which is the simulation of wave fields, allows to control the stability limit of the method, wherever be the given velocity field, just employing compatible small values of the sample rate. The algorithm developed here, which uses only the FD technique, is able to perform the forward modeling, saving the image times, which can be used latter to perform the retropropagation of the wave field and thus migrate the source-gathers the reverse time extrapolation is able to test the used velocity model, and detect determine errors up to 5% on the used velocity model. (author)
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)
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, in these proceedings), we established the theory of a straightforward finite difference scheme for the 1D, monoenergetic neutron diffusion equation in plane media. We also demonstrated an analytically enhanced version that leads to the analytical solution. The second part of our presentation (Part II) concerns the numerical implementation and application of the finite difference solutions of Part I. Here, 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)
Explicit finite-difference simulations of Project Salt Vault
International Nuclear Information System (INIS)
A series of two-dimensional, plane strain simulations of Project Salt Vault (PSV) were computed in order to demonstrate the applicability of the Lagrange explicit finite-difference (EFD) method to the analysis of the detailed stability response of a radioactive waste repository. The PSV field project was chosen for the simulations because it is a well documented experiment for which some materials testing data are available. The PSV experiment was essentially a feasibility study of radioactive waste disposal in an underground salt formation. It included a large-scale experiment performed in an inactive salt mine at Lyons, Kansas, where a new mining level consisting of five rooms was excavated at about 1000 ft depth and approximately 15 ft above an existing level. Heat sources were arranged and activated so that the imposed heating was also essentially symmetric about a vertical plane. The model for salt creep is a generalization of the work performed by Starfield and McClain, and is a general model for three-dimensional creep response. For the PSV calculations, it relied on the laboratory salt pillar data of Lomenick for its specific constants. The model is stable for discontinuous stress and temperature changes
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 model for free surface gravity drainage
Energy Technology Data Exchange (ETDEWEB)
Couri, F.R.; Ramey, H.J. Jr.
1993-09-01
The unconfined gravity flow of liquid with a free surface into a well is a classical well test problem which has not been well understood by either hydrologists or petroleum engineers. Paradigms have led many authors to treat an incompressible flow as compressible flow to justify the delayed yield behavior of a time-drawdown test. A finite-difference model has been developed to simulate the free surface gravity flow of an unconfined single phase, infinitely large reservoir into a well. The model was verified with experimental results in sandbox models in the literature and with classical methods applied to observation wells in the Groundwater literature. The simulator response was also compared with analytical Theis (1935) and Ramey et al. (1989) approaches for wellbore pressure at late producing times. The seepage face in the sandface and the delayed yield behavior were reproduced by the model considering a small liquid compressibility and incompressible porous medium. The potential buildup (recovery) simulated by the model evidenced a different- phenomenon from the drawdown, contrary to statements found in the Groundwater literature. Graphs of buildup potential vs time, buildup seepage face length vs time, and free surface head and sand bottom head radial profiles evidenced that the liquid refills the desaturating cone as a flat moving surface. The late time pseudo radial behavior was only approached after exaggerated long times.
Sprague, Mark W; Luczkovich, Joseph J
2016-01-01
This finite-difference time domain (FDTD) model for sound propagation in very shallow water uses pressure and velocity grids with both 3-dimensional Cartesian and 2-dimensional cylindrical implementations. Parameters, including water and sediment properties, can vary in each dimension. Steady-state and transient signals from discrete and distributed sources, such as the surface of a vibrating pile, can be used. The cylindrical implementation uses less computation but requires axial symmetry. The Cartesian implementation allows asymmetry. FDTD calculations compare well with those of a split-step parabolic equation. Applications include modeling the propagation of individual fish sounds, fish aggregation sounds, and distributed sources. PMID:26611072
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.
A finite difference method of solving anisotropic scattering problems
Barkstrom, B. R.
1976-01-01
A new method of solving radiative transfer problems is described including a comparison of its speed with that of the doubling method, and a discussion of its accuracy and suitability for computations involving variable optical properties. The method uses a discretization in angle to produce a coupled set of first-order differential equations which are integrated between discrete depth points to produce a set of recursion relations for symmetric and anti-symmetric angular sums of the radiation field at alternate depth points. The formulation given here includes depth-dependent anisotropic scattering, absorption, and internal sources, and allows arbitrary combinations of specular and non-Lambertian diffuse reflection at either or both boundaries. Numerical tests of the method show that it can return accurate emergent intensities even for large optical depths. The method is also shown to conserve flux to machine accuracy in conservative atmospheres
Cartesian Coordinate, Oblique Boundary, Finite Differences and Interpolation
Hutchinson, Ian H
2011-01-01
A numerical scheme is described for accurately accommodating oblique, non-aligned, boundaries, on a three-dimensional cartesian grid. The scheme gives second-order accuracy in the solution for potential of Poisson's equation using compact difference stencils involving only nearest neighbors. Implementation for general "Robin" boundary conditions and for boundaries between media of different dielectric constant for arbitrary-shaped regions is described in detail. The scheme also provides for the interpolation of field (potential gradient) which, despite first-order peak errors immediately adjacent to the boundaries, has overall second order accuracy, and thus provides with good accuracy what is required in particle-in-cell codes: the force. Numerical tests on the implementation confirm the scalings and the accuracy.
Hierarchical Parallelism in Finite Difference Analysis of Heat Conduction
Padovan, Joseph; Krishna, Lala; Gute, Douglas
1997-01-01
Based on the concept of hierarchical parallelism, this research effort resulted in highly efficient parallel solution strategies for very large scale heat conduction problems. Overall, the method of hierarchical parallelism involves the partitioning of thermal models into several substructured levels wherein an optimal balance into various associated bandwidths is achieved. The details are described in this report. Overall, the report is organized into two parts. Part 1 describes the parallel modelling methodology and associated multilevel direct, iterative and mixed solution schemes. Part 2 establishes both the formal and computational properties of the scheme.
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.
Finite-difference-based dynamic modeling of MEMS bridge
Michael, Aron; Yu, Kevin; Kwok, Chee Yee
2005-02-01
In this paper, we present a finite difference based one-dimensional dynamic modeling, which includes electro-thermal coupled with thermo-mechanical behavior of a multi-layered micro-bridge. The electro-thermal model includes the heat transfer from the joule-heated layer to the other layers, and establishes the transient temperature gradient through the thickness of the bridge. The thermal moment and axial load resulting from the transient temperature gradient are used to couple electro-thermal with thermo-mechanical behavior. The dynamic modeling takes into account buckling, and damping effects, asymmetry residual stresses in the layers, and lateral movement at the support ends. The proposed model is applied to a tri-layer micro-bridge of 1000?m length, made of 2?m silicon dioxide sandwiched in between 2?m thick epi-silicon, and 2?m thick poly silicon, with four 400?m long legs, and springs at the four corners the bridge. The beam, and legs are 40?m, and 10?m wide respectively. Results demonstrate the bi-stability of the structure, and a large movement of 40?m between the up and down stable states can easily be obtained. Application of only 21mA electrical current for 15?s to the legs is required to switch buckled-up position to buckled-down position. An additional trapezoidal waveform electrical current of 100mA amplitude for 4?s, and 100?s falling time needs to be applied for the reverse actuation. The switching speed in both cases is less than 500?s.
Coarse mesh finite difference formulation for accelerated Monte Carlo eigenvalue calculation
International Nuclear Information System (INIS)
Highlights: • Coarse Mesh Finite Difference (CMFD) formulation is applied to Monte Carlo (MC) calculations. • CMFD leads very rapid convergence of the MC fission source distribution. • The variance bias problem is less significant in three dimensional problems for local tallies. • CMFD-MC enables using substantially many particles without causing waste in inactive cycles. • CMFD-MC is suitable for power reactor calculations requiring many particles per cycle. - Abstract: An efficient Monte Carlo (MC) eigenvalue calculation method for source convergence acceleration and stabilization is developed by employing the Coarse Mesh Finite Difference (CMFD) formulation. The detailed methods for constructing the CMFD system using proper MC tallies are devised such that the coarse mesh homogenization parameters are dynamically produced. These involve the schemes for tally accumulation and periodic reset of the CMFD system. The method for feedback which is to adjust the MC fission source distribution (FSD) using the CMFD global solution is then introduced through a weight adjustment scheme. The CMFD accelerated MC (CMFD-MC) calculation is examined first for a simple one-dimensional multigroup problem to investigate the effectiveness of the accelerated fission source convergence process and also to analyze the sensitivity of the CMFD-MC solutions on the size of coarse meshes and on the number of CMFD energy groups. The performance of CMFD acceleration is then assessed for a set of two-dimensional and three-dimensional multigroup (3D) pressurized water reactor core problems. It is demonstrated that very rapid convergence of the MC FSD is possible with the CMFD formulation in that a sufficiently converged MC FSD can be obtained within 20 cycles even for large three-dimensional problems which would require more than 600 inactive cycles with the standard MC fission source iteration scheme. It is also shown that the optional application of the CMFD formulation in the active cycles can stabilize FSDs such that the real-to-apparent variance ratio of the local tallies can be reduced. However, due to the reduced importance of the variance bias in fine local tallies of 3D MC eigenvalue problems, the effectiveness of CMFD in tally stabilization turns out to be not so great
International Nuclear Information System (INIS)
Highlights: • The stiffness confinement method is combined with multigroup CMFD with SENM nodal kernel. • The systematic methods for determining the shape and amplitude frequencies are established. • Eigenvalue problems instead of fixed source problems are solved in the transient calculation. • It is demonstrated that much larger time step sizes can be used with the SCM–CMFD method. - Abstract: An improved Stiffness Confinement Method (SCM) is formulated within the framework of the coarse mesh finite difference (CMFD) formulation for efficient multigroup spatial kinetics calculation. The algorithm for searching for the amplitude frequency that makes the dynamic eigenvalue unity is developed in a systematic way along with the methods for determining the shape and precursor frequencies. A nodal calculation scheme is established within the CMFD framework to incorporate the cross section changes due to thermal feedback and dynamic frequency update. The conditional nodal update scheme is employed such that the transient calculation is performed mostly with the CMFD formulation and the CMFD parameters are conditionally updated by intermittent nodal calculations. A quadratic representation of amplitude frequency is introduced as another improvement. The performance of the improved SCM within the CMFD framework is assessed by comparing the solution accuracy and computing times for the NEACRP control rod ejection benchmark problems with those obtained with the Crank–Nicholson method with exponential transform (CNET). It is demonstrated that the improved SCM is beneficial for large time step size calculations with stability and accuracy enhancement
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.
Finite-Difference Numerical Simulation of Seismic Gradiometry
Aldridge, D. F.; Symons, N. P.; Haney, M. M.
2006-12-01
We use the phrase seismic gradiometry to refer to the developing research area involving measurement, modeling, analysis, and interpretation of spatial derivatives (or differences) of a seismic wavefield. In analogy with gradiometric methods used in gravity and magnetic exploration, seismic gradiometry offers the potential for enhancing resolution, and revealing new (or hitherto obscure) information about the subsurface. For example, measurement of pressure and rotation enables the decomposition of recorded seismic data into compressional (P) and shear (S) components. Additionally, a complete observation of the total seismic wavefield at a single receiver (including both rectilinear and rotational motions) offers the possibility of inferring the type, speed, and direction of an incident seismic wave. Spatially extended receiver arrays, conventionally used for such directional and phase speed determinations, may be dispensed with. Seismic wave propagation algorithms based on the explicit, time-domain, finite-difference (FD) numerical method are well-suited for investigating gradiometric effects. We have implemented in our acoustic, elastic, and poroelastic algorithms a point receiver that records the 9 components of the particle velocity gradient tensor. Pressure and particle rotation are obtained by forming particular linear combinations of these tensor components, and integrating with respect to time. All algorithms entail 3D O(2,4) FD solutions of coupled, first- order systems of partial differential equations on uniformly-spaced staggered spatial and temporal grids. Numerical tests with a 1D model composed of homogeneous and isotropic elastic layers show isolation of P, SV, and SH phases recorded in a multiple borehole configuration, even in the case of interfering events. Synthetic traces recorded by geophones and rotation receivers in a shallow crosswell geometry with randomly heterogeneous poroelastic models also illustrate clear P (fast and slow) and S separation. Finally, numerical tests of the "point seismic array" concept are oriented toward understanding its potential and limitations. Sandia National Laboratories is a multiprogram science and engineering facility operated by Sandia Corporation, a Lockheed-Martin company, for the United States Department of Energy under contract DE- AC04-94AL85000.
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.
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
International Nuclear Information System (INIS)
A full-vector mode solver for optical dielectric waveguide bends by using an improved finite difference method in terms of transverse-electric-field components is developed in a local cylindrical coordinate system. A six-point finite difference scheme is constructed to approximate the cross-coupling terms for improving the convergent behavior, and the perfectly matched layer absorbing boundary conditions via the complex coordinate stretching technique are used for effectively demonstrating the leaky nature of the waveguide bends. The fundamental and high-order leaky modes for a typical bending rib waveguide are computed, which shows the validity and utility of the established method
Energy Technology Data Exchange (ETDEWEB)
Deupree, R.G.
1977-01-01
Finite difference techniques were used to examine the coupling of radial pulsation and convection in stellar models having comparable time scales. Numerical procedures are emphasized, including diagnostics to help determine the range of free parameters.
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.
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 poleâ€”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)
Mimetic finite difference method for the stokes problem on polygonal meshes
Energy Technology Data Exchange (ETDEWEB)
Lipnikov, K [Los Alamos National Laboratory; Beirao Da Veiga, L [DIPARTIMENTO DI MATE; Gyrya, V [PENNSYLVANIA STATE UNIV; Manzini, G [ISTIUTO DI MATEMATICA
2009-01-01
Various approaches to extend the finite element methods to non-traditional elements (pyramids, polyhedra, etc.) have been developed over the last decade. Building of basis functions for such elements is a challenging task and may require extensive geometry analysis. The mimetic finite difference (MFD) method has many similarities with low-order finite element methods. Both methods try to preserve fundamental properties of physical and mathematical models. The essential difference is that the MFD method uses only the surface representation of discrete unknowns to build stiffness and mass matrices. Since no extension inside the mesh element is required, practical implementation of the MFD method is simple for polygonal meshes that may include degenerate and non-convex elements. In this article, we develop a MFD method for the Stokes problem on arbitrary polygonal meshes. The method is constructed for tensor coefficients, which will allow to apply it to the linear elasticity problem. The numerical experiments show the second-order convergence for the velocity variable and the first-order for the pressure.
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.
Mackie, Randall L.; Smith, J. Torquil; Madden, Theodore R.
1994-07-01
We have developed a robust and efficient finite difference algorithm for computing the magnetotelluric response of general three-dimensional (3-D) models using the minimum residual relaxation method. The difference equations that we solve are second order in H and are derived from the integral forms of Maxwell's equations on a staggered grid. The boundary H field values are obtained from two-dimensional transverse magnetic mode calculations for the vertical planes in the 3-D model. An incomplete Cholesky decomposition of the diagonal subblocks of the coefficient matrix is used as a preconditioner, and corrections are made to the H fields every few iterations to ensure there are no H divergences in the solution. For a plane wave source field, this algorithm reduces the errors in the H field for simple 3-D models to around the 0.01% level compared to their fully converged values in a modest number of iterations, taking only a few minutes of computation time on our desktop workstation. The E fields can then be determined from discretized versions of the curl of H equations.
L. Beilina
2015-01-01
We present domain decomposition finite element/finite difference method for the solution of hyperbolic equation. The domain decomposition is performed such that finite elements and finite differences are used in different subdomains of the computational domain: finite difference method is used on the structured part of the computational domain and finite elements on the unstructured part of the domain. The main goal of this method is to combine flexibility of finite element ...
Energy Technology Data Exchange (ETDEWEB)
Appelo, D; Petersson, N A
2007-12-17
The isotropic elastic wave equation governs the propagation of seismic waves caused by earthquakes and other seismic events. It also governs the propagation of waves in solid material structures and devices, such as gas pipes, wave guides, railroad rails and disc brakes. In the vast majority of wave propagation problems arising in seismology and solid mechanics there are free surfaces. These free surfaces have, in general, complicated shapes and are rarely flat. Another feature, characterizing problems arising in these areas, is the strong heterogeneity of the media, in which the problems are posed. For example, on the characteristic length scales of seismological problems, the geological structures of the earth can be considered piecewise constant, leading to models where the values of the elastic properties are also piecewise constant. Large spatial contrasts are also found in solid mechanics devices composed of different materials welded together. The presence of curved free surfaces, together with the typical strong material heterogeneity, makes the design of stable, efficient and accurate numerical methods for the elastic wave equation challenging. Today, many different classes of numerical methods are used for the simulation of elastic waves. Early on, most of the methods were based on finite difference approximations of space and time derivatives of the equations in second order differential form (displacement formulation), see for example [1, 2]. The main problem with these early discretizations were their inability to approximate free surface boundary conditions in a stable and fully explicit manner, see e.g. [10, 11, 18, 20]. The instabilities of these early methods were especially bad for problems with materials with high ratios between the P-wave (C{sub p}) and S-wave (C{sub s}) velocities. For rectangular domains, a stable and explicit discretization of the free surface boundary conditions is presented in the paper [17] by Nilsson et al. In summary, they introduce a discretization, that use boundary-modified difference operators for the mixed derivatives in the governing equations. Nilsson et al. show that the method is second order accurate for problems with smoothly varying material properties and stable under standard CFL constraints, for arbitrarily varying material properties. In this paper we generalize the results of Nilsson et al. to curvilinear coordinate systems, allowing for simulations on non-rectangular domains. Using summation by parts techniques, we show that there exists a corresponding stable discretization of the free surface boundary condition on curvilinear grids. We also prove that the discretization is stable and energy conserving both in semi-discrete and fully discrete form. As for the Cartesian method in, [17], the stability and conservation results holds for arbitrarily varying material properties. By numerical experiments it is established that the method is second order accurate.
On an explicit finite difference method for fractional diffusion equations
Yuste, S B
2003-01-01
A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous transport characterized by non-Markovian kinetics and the breakdown of Fick's law. In this paper we combine the forward time centered space (FTCS) method, well known for the numerical integration of ordinary diffusion equations, with the Grunwald-Letnikov definition of the fractional derivative operator to obtain an explicit fractional FTCS scheme for solving the fractional diffusion equation. The resulting method is amenable to a stability analysis a la von Neumann. We show that the analytical stability bounds are in excellent agreement with numerical tests. Comparison between exact analytical solutions and numerical predictions are made.
Time discretization for conservation laws
International Nuclear Information System (INIS)
The paper introduces a time discretization for nonlinear hyperbolic systems of conservation laws unifying many recent numerical schemes, each of them being obtained by a different full discretization. Among them are the Osher scheme, the Roe scheme and its generalization by Le Veque for large Courant numbers. By using a nonclassical technique of full discretization suggested by the works of Chorin (1973, 1979) a particle scheme is obtained. The time discretization described here is closely related to the Boltzmann type schemes considered in Harten et al. (1983). 16 references
Discrete spectrum of the two-center problem of p bar He+ atomcule
International Nuclear Information System (INIS)
A discrete spectrum of the two-center Coulomb problem of p bar He+ system is studied. For solving this problem the finite-difference scheme of the 4th-order and the continuous analog of Newton's method are applied. The algorithm for calculation of eigenvalues and eigenfunctions with optimization of the parameter of the fractional-rational transformation of the quasiradial variable to a finite interval is developed. The specific behaviour of the solutions in a vicinity of the united and separated atoms is discussed
Discrete variable representation of the Smoluchowski equation using a sinc basis set.
Piserchia, Andrea; Barone, Vincenzo
2015-07-14
We present a new general framework for solving the monodimensional Smoluchowski equation using a discrete variable representation (DVR) based on the so called sinc basis set. The reliability of our implementation is assessed by comparing the convergence of diffusive operator eigenvalues calculated using our method and using a simple finite difference scheme for some model diffusive problems. The results here presented open encouraging possibilities for dealing with more complicated systems, where additional coordinate dependent terms in the equation or multidimensional treatments are needed and traditional methods often become unfeasible. PMID:26078048
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.
Semi-implicit finite difference methods for three-dimensional shallow water flow
Casulli, Vincenzo; Cheng, Ralph T.
1992-01-01
A semi-implicit finite difference method for the numerical solution of three-dimensional shallow water flows is presented and discussed. The governing equations are the primitive three-dimensional turbulent mean flow equations where the pressure distribution in the vertical has been assumed to be hydrostatic. In the method of solution a minimal degree of implicitness has been adopted in such a fashion that the resulting algorithm is stable and gives a maximal computational efficiency at a minimal computational cost. At each time step the numerical method requires the solution of one large linear system which can be formally decomposed into a set of small three-diagonal systems coupled with one five-diagonal system. All these linear systems are symmetric and positive definite. Thus the existence and uniquencess of the numerical solution are assured. When only one vertical layer is specified, this method reduces as a special case to a semi-implicit scheme for solving the corresponding two-dimensional shallow water equations. The resulting two- and three-dimensional algorithm has been shown to be fast, accurate and mass-conservative and can also be applied to simulate flooding and drying of tidal mud-flats in conjunction with three-dimensional flows. Furthermore, the resulting algorithm is fully vectorizable for an efficient implementation on modern vector computers.
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
Finite-difference method for the calculation of low-energy positron diffraction
International Nuclear Information System (INIS)
A scheme of calculation avoiding the muffin-tin approximation is presented for low-energy positron diffraction. The finite-difference method is used to solve the Schroedinger equation. All the steps of the calculation are described. The first one is the elaboration of a grid of points in the various areas, where the wave function must be known. The potential is then calculated including the electronic reorganization, due to interatomic bondings or dangling bonds. The wave function is obtained by solving a large system of linear equations. The tensor approach to compare experimental and theoretical spectra is also described. The main improvement with respect to conventional calculation resides in the possibility of evaluating the charge exchanges, orbital per orbital, inside atoms, and between atoms. An application to the GaAs(110) surface leads to a good agreement between experiment and theory with geometrical parameters close to those found in standard studies. An oscillatory behavior of the total atomic charge in the topmost layers is revealed. A cartography in three dimensions of the electronic density in the first atomic layers is provided. copyright 1996 The American Physical Society
Kooijman, Gerben; Ouweltjes, Okke
2009-04-01
A lumped element electroacoustic model for a synthetic jet actuator is presented. The model includes the nonlinear flow resistance associated with flow separation and employs a finite difference scheme in the time domain. As opposed to more common analytical frequency domain electroacoustic models, in which the nonlinear resistance can only be considered as a constant, it allows the calculation of higher harmonics, i.e., distortion components, generated as a result of this nonlinear resistance. Model calculations for the time-averaged momentum flux of the synthetic jet as well as the radiated sound power spectrum are compared to experimental results for various configurations. It is shown that a significantly improved prediction of the momentum flux-and thus flow velocity-of the jet is obtained when including the nonlinear resistance. Here, the current model performs slightly better than an analytical model. For the power spectrum of radiated sound, a reasonable agreement is obtained when assuming a plausible slight asymmetry in the nonlinear resistance. However, results suggest that loudspeaker nonlinearities play a significant role as well in the generation of the first few higher harmonics. PMID:19354366
Parallel 3d Finite-Difference Time-Domain Method on Multi-Gpu Systems
Du, Liu-Ge; Li, Kang; Kong, Fan-Min; Hu, Yuan
Finite-difference time-domain (FDTD) is a popular but computational intensive method to solve Maxwell's equations for electrical and optical devices simulation. This paper presents implementations of three-dimensional FDTD with convolutional perfect match layer (CPML) absorbing boundary conditions on graphics processing unit (GPU). Electromagnetic fields in Yee cells are calculated in parallel millions of threads arranged as a grid of blocks with compute unified device architecture (CUDA) programming model and considerable speedup factors are obtained versus sequential CPU code. We extend the parallel algorithm to multiple GPUs in order to solve electrically large structures. Asynchronous memory copy scheme is used in data exchange procedure to improve the computation efficiency. We successfully use this technique to simulate pointwise source radiation and validate the result by comparison to high precision computation, which shows favorable agreements. With four commodity GTX295 graphics cards on a single personal computer, more than 4000 million Yee cells can be updated in one second, which is hundreds of times faster than traditional CPU computation.
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.
Kim, J. S.; Chang, K. S.
1984-06-01
Transient as well as oscillating two-dimensional boundary layers are solved numerically by using a noniterative implicit finite difference scheme which is second-order accurate both in time and space. To obtain the exact spatial initial condition, the solution is obtained of parabolic partial differential equations at the initial plane which are reduced from the full biparabolic equations valid in the main time-space domain. Formulations are made first for incompressible flow, and then for compressible boundary layers so that the effect of temperature-induced compressibility can be considered. The method is applied to the unsteady laminar boundary layers with large temporal flow disturbances. Examples are transition to Falkner-Skan flow, oscillatory Blasius flow, constantly accelerated stagnation point flow and harmonically fluctuating flow past a circular cylinder, with or without the compressibility effect taken into account for the last two cases. Comparison with the existing data has demonstrated the excellency of the present method both in accuracy and computer-time economy.
Finite-difference simulation of a multi-pass pipe weld
International Nuclear Information System (INIS)
An analytical technique to study the thermomechanical response of pipes during welding and subsequent to welding is presented. The numerical simulation was performed using STEALTH, a two-dimensional explicit-finite difference code. A finite difference grid was designed to represent the weld region and a portion of a long 4-in diameter butt-welded pipe. (Auth.)
Cui, Mingrong
2015-01-01
High-order compact exponential finite difference scheme for solving the time fractional convection-diffusion reaction equation with variable coefficients is considered in this paper. The convection, diffusion and reaction coefficients can depend on both the spatial and temporal variables. We begin with the one dimensional problem, and after transforming the original equation to one with diffusion coefficient unity, the new equation is discretized by a compact exponential finite difference scheme, with a high-order approximation for the Caputo time derivative. We prove the solvability of this fully discrete implicit scheme, and analyze its local truncation error. For the fractional equation with constant coefficients, we use Fourier method to prove the stability and utilize matrix analysis as a tool for the error estimate. Then we discuss the two dimensional problem, give the compact ADI scheme with the restriction that besides the time variable, the convection coefficients can only depend on the corresponding spatial variables, respectively. Numerical results are provided to verify the accuracy and efficiency of the proposed algorithm.
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.
International Nuclear Information System (INIS)
A finite-difference scheme and a Galerkin scheme are compared with respect to a very accurate solution describing time-dependent advection and diffusion of air pollutants from a line source in an atmosphere vertically stratified and limited by an inversion layer. The accurate solution was achieved by applying the finite-difference scheme on a very refined grid with a very small time step. The grid size and time step were defined according to stability and accuracy criteria discussed in the text. It is found that for the problem considered the two methods can be considered equally accurate. However, the Galerkin method gives a better approximation in the vicinity of the source. This was assumed to be partly due to the different way the source term is taken into account in the two methods. Improvement of the accuracy of the finite-difference scheme was achieved by approximating, at every step, the contribution of the source term by a Gaussian puff moving and diffusing with the velocity and diffusivity of the source location, instead of utilizing a stepwise function for the numerical approximation of the delta function representing the source term
Unconditionally stable time marching scheme for Reynolds stress models
Mor-Yossef, Y.
2014-11-01
Progress toward a stable and efficient numerical treatment for the compressible Favre-Reynolds-averaged Navier-Stokes equations with a Reynolds-stress model (RSM) is presented. The mean-flow and the Reynolds stress model equations are discretized using finite differences on a curvilinear coordinates mesh. The convective flux is approximated by a third-order upwind biased MUSCL scheme. The diffusive flux is approximated using second-order central differencing, based on a full-viscous stencil. The novel time-marching approach relies on decoupled, implicit time integration, that is, the five mean-flow equations are solved separately from the seven Reynolds-stress closure equations. The key idea is the use of the unconditionally positive-convergent implicit scheme (UPC), originally developed for two-equation turbulence models. The extension of the UPC scheme for RSM guarantees the positivity of the normal Reynolds-stress components and the turbulence (specific) dissipation rate for any time step. Thanks to the UPC matrix-free structure and the decoupled approach, the resulting computational scheme is very efficient. Special care is dedicated to maintain the implicit operator compact, involving only nearest neighbor grid points, while fully supporting the larger discretized residual stencil. Results obtained from two- and three-dimensional numerical simulations demonstrate the significant progress achieved in this work toward optimally convergent solution of Reynolds stress models. Furthermore, the scheme is shown to be unconditionally stable and positive.
International Nuclear Information System (INIS)
A generalized nodal finite element formalism is presented, which covers virtually all known finite difference approximations to the discrete ordinates equations in slab geometry. This paper (hereafter referred to as Part II) presents the theory of the so-called discontinuous moment methods, which include such well-known methods as the linear discontinuous scheme. It is the sequel of a first paper (Part I) where continuous moment methods were presented. Corresponding numerical results for all the schemes of both parts will be presented in a third paper (Part III)
A Split-Step Scheme for the Incompressible Navier-Stokes
Energy Technology Data Exchange (ETDEWEB)
Henshaw, W; Petersson, N A
2001-06-12
We describe a split-step finite-difference scheme for solving the incompressible Navier-Stokes equations on composite overlapping grids. The split-step approach decouples the solution of the velocity variables from the solution of the pressure. The scheme is based on the velocity-pressure formulation and uses a method of lines approach so that a variety of implicit or explicit time stepping schemes can be used once the equations have been discretized in space. We have implemented both second-order and fourth-order accurate spatial approximations that can be used with implicit or explicit time stepping methods. We describe how to choose appropriate boundary conditions to make the scheme accurate and stable. A divergence damping term is added to the pressure equation to keep the numerical dilatation small. Several numerical examples are presented.
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.
High resolution schemes for hyperbolic conservation laws
International Nuclear Information System (INIS)
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
Energy Technology Data Exchange (ETDEWEB)
Shirahata, H.; Sekine, H. [Tohoku University, Sendai (Japan)
1998-01-25
Tracer test is one of the most useful tools to evaluate geothermal reservoirs, since tracer response provides valuable information about geothermal reservoirs and underground fluid flow behavior. In this study, tracer response analysis is examined on the basis of the finite difference method. Using a model of geothermal reservoirs with a large planar dominant flow path, TVD schemes are compared with the first and the third order upwind schemes. Examination of time integration methods and grid spacing is made. The selection of grid points for the evaluation of tracer concentration at outlet on tracer response curves is also discussed. As the result, we found that the finite difference method using TVD shceme with {phi} = -1 and the first order explicit Enter method as the time integration method is an effective and accurate one when the grid spacing and the grid points for the evaluation of tracer concentration at outlet are set adequately. 25 refs., 7 figs., 3 tabs.
Rayleigh Wave Numerical Dispersion in a 3D Finite-Difference Algorithm
Preston, L. A.; Aldridge, D. F.
2010-12-01
A Rayleigh wave propagates laterally without dispersion in the vicinity of the plane stress-free surface of a homogeneous and isotropic elastic halfspace. The phase speed is independent of frequency and depends only on the Poisson ratio of the medium. However, after temporal and spatial discretization, a Rayleigh wave simulated by a 3D staggered-grid finite-difference (FD) seismic wave propagation algorithm suffers from frequency- and direction-dependent numerical dispersion. The magnitude of this dispersion depends critically on FD algorithm implementation details. Nevertheless, proper gridding can control numerical dispersion to within an acceptable level, leading to accurate Rayleigh wave simulations. Many investigators have derived dispersion relations appropriate for body wave propagation by various FD algorithms. However, the situation for surface waves is less well-studied. We have devised a numerical search procedure to estimate Rayleigh phase speed and group speed curves for 3D O(2,2) and O(2,4) staggered-grid FD algorithms. In contrast with the continuous time-space situation (where phase speed is obtained by extracting the appropriate root of the Rayleigh cubic), we cannot develop a closed-form mathematical formula governing the phase speed. Rather, we numerically seek the particular phase speed that leads to a solution of the discrete wave propagation equations, while holding medium properties, frequency, horizontal propagation direction, and gridding intervals fixed. Group speed is then obtained by numerically differentiating the phase speed with respect to frequency. The problem is formulated for an explicit stress-free surface positioned at two different levels within the staggered spatial grid. Additionally, an interesting variant involving zero-valued medium properties above the surface is addressed. We refer to the latter as an implicit free surface. Our preliminary conclusion is that an explicit free surface, implemented with O(4) spatial FD operators and positioned at the level of the compressional stress components, leads to superior numerical dispersion performance. Phase speeds measured from fixed-frequency synthetic seismograms agree very well with the numerical predictions. Sandia National Laboratories is a multi-program laboratory operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Company, for the US Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
Construction of weighted upwind compact scheme
Wang, Zhengjie
Enormous endeavor has been devoted in spatial high order high resolution schemes in more than twenty five years previously, like total variation diminishing (TVD), essentially non-oscillatory scheme, weighted essentially non-oscillatory scheme for finite difference, and Discontinuous Galerkin methods for finite element and the finite volume. In this dissertation, a high order finite difference Weighted Upwind Compact Scheme has been constructed by dissipation and dispersion analysis. Secondly, a new method to construct global weights has been tested. Thirdly, a methodology to compromise dissipation and dispersion in constructing Weighted Upwind Compact Scheme has been derived. Finally, several numerical test cases have been shown.
Lansing, F. L.
1980-01-01
A numerical procedure was established using the finite-difference technique in the determination of the time-varying temperature distribution of a tubular solar collector under changing solar radiancy and ambient temperature. Three types of spatial discretization processes were considered and compared for their accuracy of computations and for selection of the shortest computer time and cost. The stability criteria of this technique were analyzed in detail to give the critical time increment to ensure stable computations. The results of the numerical analysis were in good agreement with the analytical solution previously reported. The numerical method proved to be a powerful tool in the investigation of the collector sensitivity to two different flow patterns and several flow control mechanisms.
Acho Zuppa, Leonardo
2015-01-01
This paper presents a modified discrete-time chaotic system obtained from the standard logistic map model. Then, a secure communication system is given and numerical experiments are carry out using the conceived discrete-time chaotic oscillator. Moreover, an experiment of our chaotic model is realized using the Arduino-UNO board.
Astrointerferometry with discrete optics
Minardi, Stefano; Pertsch, Thomas
2010-01-01
We propose an innovative scheme exploiting discrete diffraction in a two dimensional array of coupled waveguides to determine the phase and amplitude of the mutual correlation function between any pair of three telescopes of an astrointerferometer.
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.
Directory of Open Access Journals (Sweden)
Beibalaev V.D.
2012-01-01
Full Text Available A finite difference approximation for the Caputo fractional derivative of the 4-?, 1 < ? ? 2 order has been developed. A difference schemes for solving the Dirihlet’s problem of the Poisson’s equation with fractional derivatives has been applied and solved. Both the stability of difference problem in its right-side part and the convergence have been proved. A numerical example was developed by applying both the Liebman and the Monte-Carlo methods.
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)
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.
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.
Enhancing coronary Wave Intensity Analysis robustness by high order central finite differences
DEFF Research Database (Denmark)
Rivolo, Simone; Asrress, Kaleab N
2014-01-01
BACKGROUND: Coronary Wave Intensity Analysis (cWIA) is a technique capable of separating the effects of proximal arterial haemodynamics from cardiac mechanics. Studies have identified WIA-derived indices that are closely correlated with several disease processes and predictive of functional recovery following myocardial infarction. The cWIA clinical application has, however, been limited by technical challenges including a lack of standardization across different studies and the derived indices' sensitivity to the processing parameters. Specifically, a critical step in WIA is the noise removal for evaluation of derivatives of the acquired signals, typically performed by applying a Savitzky-Golay filter, to reduce the high frequency acquisition noise. METHODS: The impact of the filter parameter selection on cWIA output, and on the derived clinical metrics (integral areas and peaks of the major waves), is first analysed. The sensitivity analysis is performed either by using the filter as a differentiator to calculate the signals' time derivative or by applying the filter to smooth the ensemble-averaged waveforms. Furthermore, the power-spectrum of the ensemble-averaged waveforms contains little high-frequency components, which motivated us to propose an alternative approach to compute the time derivatives of the acquired waveforms using a central finite difference scheme. RESULTS AND CONCLUSION: The cWIA output and consequently the derived clinical metrics are significantly affected by the filter parameters, irrespective of its use as a smoothing filter or a differentiator. The proposed approach is parameter-free and, when applied to the 10 in-vivo human datasets and the 50 in-vivo animal datasets, enhances the cWIA robustness by significantly reducing the outcome variability (by 60%).
Compact finite difference method for calculating magnetic field components of cyclotrons
International Nuclear Information System (INIS)
The compact finite difference method was developed for calculating the off median plane magnetic field components of cyclotrons when only the measured midplane field data are available. It has been shown that the proposed compact finite difference differentiators are better than the finite difference differentiators previously reported by the author. The proposed compact finite difference method was tested by comparing the frequency response, by applying to an analytical magnetic field, and by applying to measured magnetic field data of the K 1200 superconducting cyclotron at the National Superconducting Cyclotron Laboratory. It should be pointed out that this improvement was obtained at the expense of more complicated machinery of mathematics, namely solving matrix problems. 8 refs., 8 figs., 1 tab
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.
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.
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.
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)
Techniques for correcting approximate finite difference solutions. [applied to transonic flow
Nixon, D.
1979-01-01
A method of correcting finite-difference solutions for the effect of truncation error or the use of an approximate basic equation is presented. Applications to transonic flow problems are described and examples given.
APPLICATION OF A FINITE-DIFFERENCE TECHNIQUE TO THE HUMAN RADIOFREQUENCY DOSIMETRY PROBLEM
A powerful finite difference numerical technique has been applied to the human radiofrequency dosimetry problem. The method possesses inherent advantages over the method of moments approach in that its implementation requires much less computer memory. Consequently, it has the ca...
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.
Srivastava, Vineet K.; Mukesh K. Awasthi; Sarita Singh
2013-01-01
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 avail...
Solving Poisson's equation in high dimensions by a hybrid Monte-Carlo finite difference method
Au, Wilson
2006-01-01
We introduce and implement a hybrid Monte-Carlo finite difference method for approximating the solution of Poisson's equation. This method solves smaller problems multiple times to collectively solve a larger main problem, when the solution of the main problem is unattainable by known regular direct and iterative methods. The method thereby resolves features that a single smaller problem may not. This hybrid Monte-Carlo finite difference method achieves second order accuracy on generic proble...
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...
Feng, Xiaobing; KAO, CHIU-YEN; Lewis, Thomas
2012-01-01
This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The goal of the paper is to extend the successful framework of monotone, consistent, and stable finite difference methods for first order fully nonlinear Hamilton-Jacobi equations to second order fully nonlinear PDEs such as Monge-Amp\\`ere and...
Determination of electromagnetic cavity modes using the Finite Difference Frequency-Domain Method
J. Manzanares-Martínez; D. Moctezuma-Enriquez; R. Archuleta-García
2010-01-01
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 re...
Numerical solution of a diffusion problem by exponentially fitted finite difference methods
D’Ambrosio, Raffaele; Paternoster, Beatrice
2014-01-01
This paper is focused on the accurate and efficient solution of partial differential differential equations modelling a diffusion problem by means of exponentially fitted finite difference numerical methods. After constructing and analysing special purpose finite differences for the approximation of second order partial derivatives, we employed them in the numerical solution of a diffusion equation with mixed boundary conditions. Numerical experiments reveal that a special purpose integration...
AnisWave2D: User's Guide to the 2d Anisotropic Finite-DifferenceCode
Energy Technology Data Exchange (ETDEWEB)
Toomey, Aoife
2005-01-06
This document describes a parallel finite-difference code for modeling wave propagation in 2D, fully anisotropic materials. The code utilizes a mesh refinement scheme to improve computational efficiency. Mesh refinement allows the grid spacing to be tailored to the velocity model, so that fine grid spacing can be used in low velocity zones where the seismic wavelength is short, and coarse grid spacing can be used in zones with higher material velocities. Over-sampling of the seismic wavefield in high velocity zones is therefore avoided. The code has been implemented to run in parallel over multiple processors and allows large-scale models and models with large velocity contrasts to be simulated with ease.
International Nuclear Information System (INIS)
In the lagrangian calculations of some nuclear reactor problems such as a bubble expansion in the core of a fast breeder reactor, the crash of an airplane on the external containment or the perforation of a concrete slab by a rigid missile, the mesh may become highly distorted. A remesh is then necessary to continue the calculation with precision and economy. Similarly, an eulerian calculation of a fluid volume bounded by lagrangian shells can be facilitated by a remesh scheme with continuously adapts the boundary of the eulerian domain to the lagrangian shell. This paper reviews available remesh algorithms for finite element and finite difference calculations of solid and fluid continuum mechanics problems, and presents an improved Finite Element Remesh Method which is independent of the quantities at the nodal points (NP) and the integration points (IP) and permits a restart with a new mesh. (orig.)
Yu, Xiao; Weng, Wensong; Taylor, Peter A.; Liang, Dong
2011-07-01
The nonlinear version of the mixed spectral finite difference model of atmospheric boundary-layer flow over topography is reviewed. The relations between the stability of the iteration scheme and its relaxation parameter are discussed. Suitable choice of the relaxation factor improves the computational stability on terrain with maximum slope up to 0.5 or 0.6 in certain circumstances. Examples of relatively high slope terrain are used to test the stability. A two-dimensional version of the model is considered. More detailed simulations are studied and analyzed for a comparison with wind-tunnel flow over periodic sinusoidal surfaces. An application on real topography is given for Bolund hill in Roskilde, Denmark.
Desideri, J. A.; Steger, J. L.; Tannehill, J. C.
1978-01-01
The iterative convergence properties of an approximate-factorization implicit finite-difference algorithm are analyzed both theoretically and numerically. Modifications to the base algorithm were made to remove the inconsistency in the original implementation of artificial dissipation. In this way, the steady-state solution became independent of the time-step, and much larger time-steps can be used stably. To accelerate the iterative convergence, large time-steps and a cyclic sequence of time-steps were used. For a model transonic flow problem governed by the Euler equations, convergence was achieved with 10 times fewer time-steps using the modified differencing scheme. A particular form of instability due to variable coefficients is also analyzed.
International Nuclear Information System (INIS)
An orifice flow system is developed and could be used for calibration of high vacuum gauges ranging from 10.3 mbar to 10.6 mbar with argon gas. A standard transfer gauge (SRG) confirms the applicability of the experimental set-up and obtained results. It is shown that this standard system could be used for calibration of high vacuum gauges with in the experimental error reported. The experimental results obtained .in two pressure zones are numerically modeled. A three dimensional system of Navier-Stokes equations is reduced to one dimension governing equations using symmetric technique. A finite difference method is applied to this reduced system together with prescribed boundary conditions. An SaR iterative scheme is employed to solve the system up to a fair accuracy. Numerical solutions of ID system are compared and reported to close accuracy with the experimental data. (author)