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
Directory of Open Access Journals (Sweden)
S Rojas
2008-12-01
Full Text Available Although the scheme could be derived on the grounds of a relatively new numerical discretization methodology known as Mimetic Finite-Difference Approach, the derivation of a second-order mimetic finite difference discretization scheme will be presented in a more intuitive way, using Taylor expansions. Since students become familiar with Taylor expansions in earlier calculus and mathematical methods for physicist courses, one finds this approach of presenting this new discretization scheme to be more easily handled in courses on numerical computations of both undergraduate and graduated programs. The robustness of the resulting discretized equations will be illustrated by finding the numerical solution of an essentially hard-to-solve, one-dimensional, boundary-layer-like problem, based on the steady diffusion equation. Moreover, given that the presented mimetic discretization scheme attains second-order accuracy in the entire computational domain (including the boundaries, as a comparative exercise the discretized equations can be readily applied in solving examples commonly found in texbooks on applied numerical methods and solved numerically via other discretization schemes (including some of the standard finite-diffence discretization schemesAunque la derivación del esquema se puede realizar usando la reciente metodología de discretización numérica conocida como Diferencias Finitas Miméticas, estaremos presentando la derivación de un esquema de discretización mimético en diferencias finitas de segundo orden en una forma mas intuitiva, mediante el uso de expansiones de Taylor. Considerando que los estudiantes se familiarizan con expansiones de Taylor en los primeros cursos de cálculo y métodos matemáticos para físicos, pensamos que la presente alternativa de presentar este nuevo esquema de discretización es más favorable de ser asimilada en cursos de computación numérica tanto de pregrado como de postgrado. La robusticidad del esquema será ilustrada encontrando la solución numérica de un problema unidimensional del tipo capa límite difícil de resolver en forma numérica y que se basa en la ecuación de difusión estacionaria. Más aun, dado que el esquema de discretización alcanza segundo orden de precisión en todo el dominio computacional (incluyendo las fronteras, como ejercicio comparativo el mismo puede ser rápidamente aplicado para resolver ejemplos comúnmente encontrados en textos sobre métodos numéricos aplicados y que se resuelven usando otras metodologías numéricas (incluyendo algunos esquemas de discretización en diferencias finitas
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)
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.
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
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.
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
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.
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
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
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...
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
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...
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
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
DEFF Research Database (Denmark)
Zhu, Wei Jun Technical University of Denmark,
2007-01-01
In this paper, a high-order technique to accurately predict flow-generated noise is introduced. The technique consists of solving the viscous incompressible flow equations and inviscid acoustic equations using a incompressible/compressible splitting technique. The incompressible flow equations are solved using the in-house flow solver EllipSys2D/3D which is a second-order finite volume code. The acoustic solution is found by solving the acoustic equations using high-order finite difference schemes. The incompressible flow equations and the acoustic equations are solved at the same time levels where the pressure and the velocities obtained from the incompressible equations form the input to the acoustic equations. To achieve low dissipation and dispersion errors, either Dispersion-Relation-Preserving (DRP) schemes or optimized compact finite difference schemes are used for spatial discretizations of the acoustic equations. The classical fourth-order Runge-Kutta time scheme is applied to the acoustic equationsfor time discretization.
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; Tóth, Gábor; 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 × 6 × 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.
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...
A High Order Finite Difference Scheme with Sharp Shock Resolution for the Euler Equations
Gerritsen, Margot; Olsson, Pelle
1996-01-01
We derive a high-order finite difference scheme for the Euler equations that satisfies a semi-discrete energy estimate, and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semi-discrete energy estimate is based on a symmetrization of the Euler equations that preserves the homogeneity of the flux vector, 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. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding a newly constructed artificial viscosity. The positioning of the sub-grids and computation of the viscosity are aided by a detection algorithm which is based on a multi-scale 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.
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.
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...
Fazio, Riccardo; Jannelli, Alessandra
2015-01-01
In this paper, we present a study of an a posteriori estimator for the discretization error of a non-standard finite difference scheme applied to boundary value problems defined on an infinite interval. In particular, we show how Richardson's extrapolation can be used to improve the numerical solution involving the order of accuracy and numerical solutions from two nested quasi-uniform grids. A benchmark problem is examined for which the exact solution is known and we get th...
Development and application of a third order scheme of finite differences centered in mesh
International Nuclear Information System (INIS)
In this work the development of a third order scheme of finite differences centered in mesh is presented and it is applied in the numerical solution of those diffusion equations in multi groups in stationary state and X Y geometry. Originally this scheme was developed by Hennart and del Valle for the monoenergetic diffusion equation with a well-known source and they show that the one scheme is of third order when comparing the numerical solution with the analytical solution of a model problem using several mesh refinements and boundary conditions. The scheme by them developed it also introduces the application of numeric quadratures to evaluate the rigidity matrices and of mass that its appear when making use of the finite elements method of Galerkin. One of the used quadratures is the open quadrature of 4 points, no-standard, of Newton-Cotes to evaluate in approximate form the elements of the rigidity matrices. The other quadrature is that of 3 points of Radau that it is used to evaluate the elements of all the mass matrices. One of the objectives of these quadratures are to eliminate the couplings among the Legendre moments 0 and 1 associated to the left and right faces as those associated to the inferior and superior faces of each cell of the discretization. The other objective is to satisfy the particles balance in weighed form in each cell. In this work it expands such development to multiplicative means considering several energy groups. There are described diverse details inherent to the technique, particularly those that refer to the simplification of the algebraic systems that appear due to the space discretization. Numerical results for several test problems are presented and are compared with those obtained with other nodal techniques. (Author)
A finite difference scheme for a degenerated diffusion equation arising in microbial ecology
Directory of Open Access Journals (Sweden)
Hermann J. Eberl
2007-02-01
Full Text Available A finite difference scheme is presented for a density-dependent diffusion equation that arises in the mathematical modelling of bacterial biofilms. The peculiarity of the underlying model is that it shows degeneracy as the dependent variable vanishes, as well as a singularity as the dependent variable approaches its a priori known upper bound. The first property leads to a finite speed of interface propagation if the initial data have compact support, while the second one introduces counter-acting super diffusion. This squeezing property of this model leads to steep gradients at the interface. Moving interface problems of this kind are known to be problematic for classical numerical methods and introduce non-physical and non-mathematical solutions. The proposed method is developed to address this observation. The central idea is a non-local (in time representation of the diffusion operator. It can be shown that the proposed method is free of oscillations at the interface, that the discrete interface satisfies a discrete version of the continuous interface condition and that the effect of interface smearing is quantitatively small.
A FINITE-DIFFERENCE, DISCRETE-WAVENUMBER METHOD FOR CALCULATING RADAR TRACES
A hybrid of the finite-difference method and the discrete-wavenumber method is developed to calculate radar traces. The method is based on a three-dimensional model defined in the Cartesian coordinate system; the electromagnetic properties of the model are symmetric with respect ...
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.
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)
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...
A Posteriori Error Estimator for a Front-Fixing Finite Difference Scheme for American Options
Fazio, Riccardo
2015-01-01
For the numerical solution of the American option valuation problem, we provide a script written in MATLAB implementing an explicit finite difference scheme. Our main contribute is the definition of a posteriori error estimator for the American options pricing which is based on Richardson's extrapolation theory. This error estimator allows us to find a suitable grid where the computed solution, both the option price field variable and the free boundary position, verify a pre...
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
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.
A truncated implicit high-order finite-difference scheme combined with boundary conditions
Chang, Suo-Liang; Liu, Yang
2013-03-01
In this paper, first we calculate finite-difference coefficients of implicit finitedifference methods (IFDM) for the first- and second-order derivatives on normal grids and firstorder derivatives on staggered grids and find that small coefficients of high-order IFDMs exist. Dispersion analysis demonstrates that omitting these small coefficients can retain approximately the same order accuracy but greatly reduce computational costs. Then, we introduce a mirrorimage symmetric boundary condition to improve IFDMs accuracy and stability and adopt the hybrid absorbing boundary condition (ABC) to reduce unwanted reflections from the model boundary. Last, we give elastic wave modeling examples for homogeneous and heterogeneous models to demonstrate the advantages of the proposed scheme.
Perpetual American Put Option: an Error Estimator for Non-Standard Finite Difference Scheme
Fazio, Riccardo
2014-01-01
In this paper we present a MATLAB version of a non-standard finite difference scheme for the numerical solution of the perpetual American put option models of financial markets. These models can be derived from the celebrated Black-Scholes models letting the time goes to infinity. The considered problem is a free boundary problem defined on a semi-infinite interval, so that it is a non-linear problem complicated by a boundary condition at infinity. By using non-uniform maps,...
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.
Implicit Predictor-Corrector finite difference scheme for the ideal MHD simulations
Tsai, T.; Yu, H.; Lai, S.
2012-12-01
A innovative simulation code for ideal magnetohydrodynamics (MHD) is developed. We present a multiple-dimensional MHD code based on high-order implicit predictor-corrector finite difference scheme (high-order IPCFD scheme). High-order IPCFD scheme adopts high-order predictor-corrector scheme for the time integration and high-order central difference method as the spatial derivative solver. We use Elimination-of-the-Runoff-Errors (ERE) technology to avoid the numerical oscillations and numerical instability in the simulation results. In one-dimensional MHD problem, our simulation results show good agreement with the Brio & Wu MHD shock tube problem. The divergent B constraint remains fully satisfied, that is the divergent B equals to zero throughout the simulation. When solving the two-dimensional (2D) linear wave in MHD plasma, we clearly obtain the group-velocity Friedrichs diagrams of the MHD waves. Here we demonstrate 2D simulation results of rotor problem, Orszag-Tang vortex system, vortex type K-H instability, and kink type K-H instability by using our IPCFD MHD code and discuss the advantage of our simulation code.
DEFF Research Database (Denmark)
Fuhrmann, David R.; Bingham, Harry B.
2004-01-01
This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly nonlinear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann) techniques with matrix-based methods for formulations in both one and two horizontal dimensions. The matrix-based method is also extended to show the local de-stabilizing effects of the nonlinear terms, as well as the stabilizing effects of numerical dissipation. A comparison of the relative stability of rotational and irrotational formulations in two horizontal dimensions provides evidence that the irrotational formulation has significantly better stability properties when the deep-water nonlinearity is high, particularly on refined grids. Computation of matrix pseudospectra shows that the system is only moderately non-normal, suggesting that the eigenvalues are likely suitable for analysis purposes. Numerical experiments demonstrate excellent agreement with the linear analysis, and good qualitative agreement with the local nonlinear analysis. The various methods of analysis combine to provide significant insight into into the numerical behavior of this rather complicated system of nonlinear PDEs.
Kiessling, Jonas
2014-05-06
Option prices in exponential Lévy models solve certain partial integro-differential equations. This work focuses on developing novel, computable error approximations for a finite difference scheme that is suitable for solving such PIDEs. The scheme was introduced in (Cont and Voltchkova, SIAM J. Numer. Anal. 43(4):1596-1626, 2005). The main results of this work are new estimates of the dominating error terms, namely the time and space discretisation errors. In addition, the leading order terms of the error estimates are determined in a form that is more amenable to computations. The payoff is only assumed to satisfy an exponential growth condition, it is not assumed to be Lipschitz continuous as in previous works. If the underlying Lévy process has infinite jump activity, then the jumps smaller than some (Formula presented.) are approximated by diffusion. The resulting diffusion approximation error is also estimated, with leading order term in computable form, as well as the dependence of the time and space discretisation errors on this approximation. Consequently, it is possible to determine how to jointly choose the space and time grid sizes and the cut off parameter (Formula presented.). © 2014 Springer Science+Business Media Dordrecht.
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.
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.
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.
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.
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.
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.
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...
International Nuclear Information System (INIS)
To explore the behavior of electromagnetic waves in cold magnetized plasma, a three-dimensional cylindrical hybrid finite-difference time-domain model is developed. The full discrete dispersion relation is derived and compared with the exact solutions. We establish an analytical proof of stability in the case of nonmagnetized plasma. We demonstrate that in the case of nonmagnetized cold plasma the maximum stable Courant number of the hybrid method coincides with the vacuum Courant condition. In the case of magnetized plasma the stability of the applied numerical scheme is investigated by numerical simulation. In order to determine the utility of the applied difference scheme we complete the analysis of the numerical method demonstrating the limit of the reliability of the numerical results. (paper)
International Nuclear Information System (INIS)
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.
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).
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 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 schem...
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...
International Nuclear Information System (INIS)
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 .
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. © 2013 Elsevier Inc.
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.
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. © 2013 Sinopec Geophysical Research Institute.
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.
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...
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...
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...
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)
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
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...
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)
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.
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.
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...
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.
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.
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...
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...
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 ...
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.
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.
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...
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.
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...
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)
Ducomet, Bernard; Zlotnik, Ilya
2013-01-01
We consider an initial-boundary value problem for a generalized 2D time-dependent Schr\\"odinger equation on a semi-infinite strip. For the Crank-Nicolson finite-difference scheme with approximate or discrete transparent boundary conditions (TBCs), the Strang-type splitting with respect to the potential is applied. For the resulting method, the uniform in time $L^2$-stability is proved. Due to the splitting, an effective direct algorithm using FFT is developed to implement the method with the discrete TBC for general potential. Numerical results on the tunnel effect for rectangular barriers are included together with the related practical error analysis.
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 ...
Accurate finite difference methods for time-harmonic wave propagation
Harari, Isaac; Turkel, Eli
1994-01-01
Finite difference methods for solving problems of time-harmonic acoustics are developed and analyzed. Multidimensional inhomogeneous problems with variable, possibly discontinuous, coefficients are considered, accounting for the effects of employing nonuniform grids. A weighted-average representation is less sensitive to transition in wave resolution (due to variable wave numbers or nonuniform grids) than the standard pointwise representation. Further enhancement in method performance is obtained by basing the stencils on generalizations of Pade approximation, or generalized definitions of the derivative, reducing spurious dispersion, anisotropy and reflection, and by improving the representation of source terms. The resulting schemes have fourth-order accurate local truncation error on uniform grids and third order in the nonuniform case. Guidelines for discretization pertaining to grid orientation and resolution are presented.
High-order Finite Difference Solution of Euler Equations for Nonlinear Water Waves
DEFF Research Database (Denmark)
Christiansen, Torben Robert Bilgrav; Bingham, Harry B.
2012-01-01
The incompressible Euler equations are solved with a free surface, the position of which is captured by applying an Eulerian kinematic boundary condition. The solution strategy follows that of [1, 2], applying a coordinate-transformation to obtain a time-constant spatial computational domain which is discretized using arbitrary-order finite difference schemes on a staggered grid with one optional stretching in each coordinate direction. The momentum equations and kinematic free surface condition are integrated in time using the classic fourth-order Runge-Kutta scheme. Mass conservation is satisfied implicitly, at the end of each time stage, by constructing the pressure from a discrete Poisson equation, derived from the discrete continuity and momentum equations and taking the time-dependent physical domain into account. An efficient preconditionedDefect Correction (DC) solution of the discrete Poisson equation for the pressure is presented, in which the preconditioning step is based on an order-multigrid formulation with a direct solution on the lowest order-level. This ensures fast convergence of the DC method with a computational effort which scales linearly with the problem size. Results obtained with a two-dimensional implementation of the model are compared with highly accurate stream function solutions to the nonlinear wave problem, which show the approximately expected convergence rates and a clear advantage of using high-order finite difference schemes in combination with the Euler equations.
Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation
Kouatchou, Jules
1999-01-01
In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.
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.
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.
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 ...
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.
Discrete unified gas kinetic scheme with force term for incompressible fluid flows
Wu, Chen; Shi, Baochang; Chai, Zhenhua; Wang, Peng
2014-01-01
The discrete unified gas kinetic scheme (DUGKS) is a finite-volume scheme with discretization of particle velocity space, which combines the advantages of both lattice Boltzmann equation (LBE) method and unified gas kinetic scheme (UGKS) method, such as the simplified flux evaluation scheme, flexible mesh adaption and the asymptotic preserving properties. However, DUGKS is proposed for near incompressible fluid flows, the existing compressible effect may cause some serious e...
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...
Convergence of discrete schemes for the Perona-Malik equation
Bellettini, G.; Novaga, M.; Paolini, M.; Tornese, C.
We prove the convergence, up to a subsequence, of the spatial semidiscrete scheme for the one-dimensional Perona-Malik equation u=(?())x, ?(p):=1/2 >log(1+p), when the initial datum u¯ is 1-Lipschitz out of a finite number of jump points, and we characterize the problem satisfied by the limit solution. In the more difficult case when u¯ has a whole interval where ?(u) is negative, we construct a solution by a careful inspection of the behaviour of the approximating solutions in a space-time neighbourhood of the jump points. The limit solution u we obtain is the same as the one obtained by replacing ?(?) with the truncated function min(?(?),1), and it turns out that u solves a free boundary problem. The free boundary consists of the points dividing the region where |u|>1 from the region where |u|?1. Finally, we consider the full space-time discretization (implicit in time) of the Perona-Malik equation, and we show that, if the time step is small with respect to the spatial grid h, then the limit is the same as the one obtained with the spatial semidiscrete scheme. On the other hand, if the time step is large with respect to h, then the limit solution equals u¯, i.e., the standing solution of the convexified problem.
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.
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.
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 mimetic finite difference method for the Stokes problem with elected edge bubbles
Energy Technology Data Exchange (ETDEWEB)
Lipnikov, K [Los Alamos National Laboratory; Berirao, L [DIPARTMENTO DI MATERMATICA
2009-01-01
A new mimetic finite difference method for the Stokes problem is proposed and analyzed. The unstable P{sub 1}-P{sub 0} discretization is stabilized by adding a small number of bubble functions to selected mesh edges. A simple strategy for selecting such edges is proposed and verified with numerical experiments. The discretizations schemes for Stokes and Navier-Stokes equations must satisfy the celebrated inf-sup (or the LBB) stability condition. The stability condition implies a balance between discrete spaces for velocity and pressure. In finite elements, this balance is frequently achieved by adding bubble functions to the velocity space. The goal of this article is to show that the stabilizing edge bubble functions can be added only to a small set of mesh edges. This results in a smaller algebraic system and potentially in a faster calculations. We employ the mimetic finite difference (MFD) discretization technique that works for general polyhedral meshes and can accomodate non-uniform distribution of stabilizing bubbles.
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...
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.
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.
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.
J.-V. Romero; L. Jódar; Company, R.; M.-C. Casabán
2012-01-01
A new discretization strategy is introduced for the numerical solution of partial integrodifferential equations appearing in option pricing jump diffusion models. In order to consider the unknown behaviour of the solution in the unbounded part of the spatial domain, a double discretization is proposed. Stability, consistency, and positivity of the resulting explicit scheme are analyzed. Advantages of the method are illustrated with several 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...
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.
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.
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
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...
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.
Phase-field-based lattice Boltzmann finite-difference model for simulating thermocapillary flows
Liu, Haihu; Valocchi, Albert J.; Zhang, Yonghao; Kang, Qinjun
2013-01-01
A phase-field-based hybrid model that combines the lattice Boltzmann method with the finite difference method is proposed for simulating immiscible thermocapillary flows with variable fluid-property ratios. Using a phase field methodology, an interfacial force formula is analytically derived to model the interfacial tension force and the Marangoni stress. We present an improved lattice Boltzmann equation (LBE) method to capture the interface between different phases and solve the pressure and velocity fields, which can recover the correct Cahn-Hilliard equation (CHE) and Navier-Stokes equations. The LBE method allows not only use of variable mobility in the CHE, but also simulation of multiphase flows with high density ratio because a stable discretization scheme is used for calculating the derivative terms in forcing terms. An additional convection-diffusion equation is solved by the finite difference method for spatial discretization and the Runge-Kutta method for time marching to obtain the temperature field, which is coupled to the interfacial tension through an equation of state. The model is first validated against analytical solutions for the thermocapillary driven convection in two superimposed fluids at negligibly small Reynolds and Marangoni numbers. It is then used to simulate thermocapillary migration of a three-dimensional deformable droplet and bubble at various Marangoni numbers and density ratios, and satisfactory agreement is obtained between numerical results and theoretical predictions.
Macaraeg, M. G.
1986-01-01
For a Spacelab flight, a model experiment of the earth's atmospheric circulation has been proposed. This experiment is known as the Atmospheric General Circulation Experiment (AGCE). In the experiment concentric spheres will rotate as a solid body, while a dielectric fluid is confined in a portion of the gap between the spheres. A zero gravity environment will be required in the context of the simulation of the gravitational body force on the atmosphere. The present study is concerned with the development of pseudospectral/finite difference (PS/FD) model and its subsequent application to physical cases relevant to the AGCE. The model is based on a hybrid scheme involving a pseudospectral latitudinal formulation, and finite difference radial and time discretization. The advantages of the use of the hybrid PS/FD method compared to a pure second-order accurate finite difference (FD) method are discussed, taking into account the higher accuracy and efficiency of the PS/FD method.
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...
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.
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)
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.
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
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
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
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...
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.
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.
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...
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.
Asakura, T; Ishizuka, T; Miyajima, T; Toyoda, M; Sakamoto, S
2014-09-01
Due to limitations of computers, prediction of structure-borne sound remains difficult for large-scale problems. Herein a prediction method for low-frequency structure-borne sound transmissions on concrete structures using the finite-difference time-domain scheme is proposed. The target structure is modeled as a composition of multiple plate elements to reduce the dimensions of the simulated vibration field from three-dimensional discretization by solid elements to two-dimensional discretization. This scheme reduces both the calculation time and the amount of required memory. To validate the proposed method, the vibration characteristics using the numerical results of the proposed scheme are compared to those measured for a two-level concrete structure. Comparison of the measured and simulated results suggests that the proposed method can be used to simulate real-scale structures. PMID:25190384
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...
Finite difference heterogeneous multi-scale method for homogenization problems
International Nuclear Information System (INIS)
In this paper, we propose a numerical method, the finite difference heterogeneous multi-scale method (FD-HMM), for solving multi-scale parabolic problems. Based on the framework introduced in [Commun. Math. Sci. 1 (1) 87], the numerical method relies on the use of two different schemes for the original equation, at different grid level which allows to give numerical results at a much lower cost than solving the original equations. We describe the strategy for constructing such a method, discuss generalization for cases with time dependency, random correlated coefficients, non-conservative form and implementation issues. Finally, the new method is illustrated with several test examples
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.
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.
Elementary introduction to finite difference equations
International Nuclear Information System (INIS)
An elementary description is given of the basic vocabulary and concepts associated with finite difference modeling. The material discussed is biased toward the types of large computer programs used at the Lawrence Livermore Laboratory. Particular attention is focused on truncation error and how it can be affected by zoning patterns. The principle of convergence is discussed, and convergence as a tool for improving calculational accuracy and efficiency is emphasized
Implicit finite difference methods on composite grids
Mastin, C. Wayne
1987-01-01
Techniques for eliminating time lags in the implicit finite-difference solution of partial differential equations are investigated analytically, with a focus on transient fluid dynamics problems on overlapping multicomponent grids. The fundamental principles of the approach are explained, and the method is shown to be applicable to both rectangular and curvilinear grids. Numerical results for sample problems are compared with exact solutions in graphs, and good agreement is demonstrated.
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.
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.
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
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.
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.
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.
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.
Relative and Absolute Error Control in a Finite-Difference Method Solution of Poisson's Equation
Prentice, J. S. C.
2012-01-01
An algorithm for error control (absolute and relative) in the five-point finite-difference method applied to Poisson's equation is described. The algorithm is based on discretization of the domain of the problem by means of three rectilinear grids, each of different resolution. We discuss some hardware limitations associated with the algorithm,…
Pencil: Finite-difference Code for Compressible Hydrodynamic Flows
Brandenburg, Axel; Dobler, Wolfgang
2010-10-01
The Pencil code is a high-order finite-difference code for compressible hydrodynamic flows with magnetic fields. It is highly modular and can easily be adapted to different types of problems. The code runs efficiently under MPI on massively parallel shared- or distributed-memory computers, like e.g. large Beowulf clusters. The Pencil code is primarily designed to deal with weakly compressible turbulent flows. To achieve good parallelization, explicit (as opposed to compact) finite differences are used. Typical scientific targets include driven MHD turbulence in a periodic box, convection in a slab with non-periodic upper and lower boundaries, a convective star embedded in a fully nonperiodic box, accretion disc turbulence in the shearing sheet approximation, self-gravity, non-local radiation transfer, dust particle evolution with feedback on the gas, etc. A range of artificial viscosity and diffusion schemes can be invoked to deal with supersonic flows. For direct simulations regular viscosity and diffusion is being used. The code is written in well-commented Fortran90.
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...
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...
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.
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.
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)
Finite difference analysis of the transient temperature profile within GHARR-1 fuel element
International Nuclear Information System (INIS)
Highlights: • Transient heat conduction for GHARR-1 fuel was developed and simulated by MATLAB. • The temperature profile after shutdown showed parabolic decay pattern. • The recorded temperature of about 411.6 K was below the melting point of the clad. • The fuel is stable and no radioactivity will be released into the coolant. - Abstract: Mathematical model of the transient heat distribution within Ghana Research Reactor-1 (GHARR-1) fuel element and related shutdown heat generation rates have been developed. The shutdown heats considered were residual fission and fission product decay heat. A finite difference scheme for the discretization by implicit method was used. Solution algorithms were developed and MATLAB program implemented to determine the temperature distributions within the fuel element after shutdown due to reactivity insertion accident. The simulations showed a steady state temperature of about 341.3 K which deviated from that reported in the GHARR-1 safety analysis report by 2% error margin. The average temperature obtained under transient condition was found to be approximately 444 K which was lower than the melting point of 913 K for the aluminium cladding. Thus, the GHARR-1 fuel element was stable and there would be no release of radioactivity in the coolant during accident conditions
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...
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.
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.
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
ON FINITE DIFFERENCES ON A STRING PROBLEM
Directory of Open Access Journals (Sweden)
J. M. Mango
2014-01-01
Full Text Available This study presents an analysis of a one-Dimensional (1D time dependent wave equation from a vibrating guitar string. We consider the transverse displacement of a plucked guitar string and the subsequent vibration motion. Guitars are known for production of great sound in form of music. An ordinary string stretched between two points and then plucked does not produce quality sound like a guitar string. A guitar string produces loud and unique sound which can be organized by the player to produce music. Where is the origin of guitar sound? Can the contribution of each part of the guitar to quality sound be accounted for, by mathematically obtaining the numerical solution to wave equation describing the vibration of the guitar string? In the present sturdy, we have solved the wave equation for a vibrating string using the finite different method and analyzed the wave forms for different values of the string variables. The results show that the amplitude (pitch or quality of the guitar wave (sound vary greatly with tension in the string, length of the string, linear density of the string and also on the material of the sound board. The approximate solution is representative; if the step width; ?x and ?t are small, that is <0.5.
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.)
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.
Low Mach Asymptotic Preserving Scheme for the Euler-Korteweg Model
Giesselmann, Jan
2013-01-01
We present an all speed scheme for the Euler-Korteweg model. We study a semi-implicit time-discretisation which treats the terms, which are stiff for low Mach numbers, implicitly and thereby avoids a dependence of the timestep restriction on the Mach number. Based on this we present a fully discrete finite difference scheme. In particular, the scheme is asymptotic preserving, i.e., it converges to a stable discretisation of the incompressible limit of the Euler-Korteweg mode...
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.
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.
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.
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.
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.
International Nuclear Information System (INIS)
Convergence properties were investigated for the response matrix method with various finite-difference formulations that can be utilized in the nonlinear acceleration method. The nonlinear acceleration method is commonly used for the diffusion calculation with the advanced nodal method or the transport calculation with the method of characteristics. Efficiency of the nonlinear acceleration method depends on convergences on two different levels, i.e., those of the finite-difference calculation and the correction factor. This paper focuses on the former topic, i.e., the convergence property of finite-difference calculations using the response matrix method. Though various finite-difference formulations can be used in the nonlinear acceleration method, systematic analysis of the convergence property for the finite-difference calculation has not been carried out so far. The spectral radius of iteration matrixes was estimated for the various finite-difference calculations assuming the response matrix method with the red-black sweep. From the calculation results, numerical stability of the various finite-difference formulations was clarified, and a favorable form of the finite-difference formulation for the nonlinear iteration was recommended. The result of this paper will be useful for implementation of the nonlinear acceleration scheme with the response matrix method
Improvement of the finite difference lattice Boltzmann method for low mach number flows
International Nuclear Information System (INIS)
This paper presents a numerical method to compute flow-acoustic resonance at low Mach number within a reasonable computing time. Light water reactors have experienced flow-acoustic resonance which is attributed to unsteady compressible flows at low Mach number. This phenomenon is undesirable because the induced sound causes loud noise and vibrations of the mechanical structures. However, a numerical simulation of this flow-acoustic resonance at low Mach number requires a large computing time and a highly accurate method in order to simultaneously compute flows and acoustic waves. The finite difference lattice Boltzmann method which is a powerful tool for obtaining computational fluid dynamics has high accuracy for simultaneous calculation of flows and acoustic waves. It becomes an efficient method to compute low Mach number flow if the computing time is shortened. In this paper, the finite difference lattice Boltzmann method was sped up. Three improvements were proposed: development of a new particle model, modification of the governing equation, and employment of an efficient time marching scheme. The computing time of the proposed finite difference lattice Boltzmann model was compared with the conventional finite difference lattice Boltzmann model for the calculation of the cubic cavity flow. The results showed that the computing time of the proposed model is 30% of the time needed by the conventional finite difference lattice Boltzmann model. The flow-acoustic resonance at low Mach number at the side branch was calculated using the proposed model. The numerical results showed quantitative agreement with the experimental data. (author)
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.
Minimal positive stencils in meshfree finite difference methods for the Poisson equation
Seibold, Benjamin
2008-01-01
Meshfree finite difference methods for the Poisson equation approximate the Laplace operator on a point cloud. Desirable are positive stencils, i.e. all neighbor entries are of the same sign. Classical least squares approaches yield large stencils that are in general not positive. We present an approach that yields stencils of minimal size, which are positive. We provide conditions on the point cloud geometry, so that positive stencils always exist. The new discretization me...
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.
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
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.
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...
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
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...
Cristea, A; 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.
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...
Cagnetti, Filippo
2013-11-01
We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. This scheme consists in a semi-discretization using monotone approximations of the Hamiltonian in the spacial variable. From classical viscosity solution theory, these schemes are known to converge. In this paper we present a new approach to the study of the rate of convergence of the approximations based on the nonlinear adjoint method recently introduced by L.C. Evans. We estimate the rate of convergence for convex Hamiltonians and recover the O(h) convergence rate in terms of the L? norm and O(h) in terms of the L1 norm, where h is the size of the spacial grid. We discuss also possible generalizations to higher dimensional problems and present several other additional estimates. The special case of quadratic Hamiltonians is considered in detail in the end of the paper. © 2013 IMACS.
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
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.
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.
Stability and non-standard finite difference method of the generalized Chua's circuit
Radwan, Ahmed
2011-08-01
In this paper, we develop a framework to obtain approximate numerical solutions of the fractional-order Chua\\'s circuit with Memristor using a non-standard finite difference method. Chaotic response is obtained with fractional-order elements as well as integer-order elements. Stability analysis and the condition of oscillation for the integer-order system are discussed. In addition, the stability analyses for different fractional-order cases are investigated showing a great sensitivity to small order changes indicating the poles\\' locations inside the physical s-plane. The GrnwaldLetnikov method is used to approximate the fractional derivatives. Numerical results are presented graphically and reveal that the non-standard finite difference scheme is an effective and convenient method to solve fractional-order chaotic systems, and to validate their stability. © 2011 Elsevier Ltd. All rights reserved.
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.
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.
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...
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
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)
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.
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
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.
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)
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
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...
Liang, Wen-Quan; Wang, Yan-Fei; Yang, Chang-Chun
2015-02-01
Numerical simulation of the wave equation is widely used to synthesize seismograms theoretically and is also the basis of the reverse time migration and full waveform inversion. For the finite difference methods, grid dispersion often exists because of the discretization of the time and the spatial derivatives in the wave equation. How to suppress the grid dispersion is therefore a key problem for finite difference (FD) approaches. The FD operators for the space derivatives are usually obtained in the space domain. However, the wave equations are discretized in the time and space directions simultaneously. So it would be better to design the FD operators in the time–space domain. We improved the time–space domain method for obtaining the FD operators in an acoustic vertically transversely isotropic (VTI) media so as to cover a much wider range of frequencies. Dispersion analysis and seismic numerical simulation demonstrate the effectiveness of the proposed method.
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
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...
Xue Xiang; Wang Yueping
2013-01-01
Finite difference method (FDM) was applied to simulate thermal stress recently, which normally needs a long computational time and big computer storage. This study presents two techniques for improving computational speed in numerical simulation of casting thermal stress based on FDM, one for handling of nonconstant material properties and the other for dealing with the various coefficients in discretization equations. The use of the two techniques has been discussed and an application in wav...
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, P A; Khomyakov, Petr A.; Brocks, Geert
2004-01-01
We present a general method for calculating coherent electronic transport in quantum wires and tunnel junctions. It is based upon a real space high order finite difference representation of the single particle Hamiltonian and wave functions. Landauer's formula is used to express the conductance as a scattering problem. Dividing space into a scattering region and left and right ideal electrode regions, this problem is solved by wave function matching (WFM) in the boundary zones connecting these regions. The method is tested on a model tunnel junction and applied to sodium atomic wires. In particular, we show that using a high order finite difference approximation of the kinetic energy operator leads to a high accuracy at moderate computational costs.
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 ...
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...
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...
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...
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 ...
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...
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.
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.
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.
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.
Variational integrators on fractional Lagrangian systems in the framework of discrete embedddings
Bourdin, Loïc; Greff, Isabelle; Inizan, Pierre
2011-01-01
In this paper, we introduce the notion of discrete embedding which is an algebraic procedure associating a numerical scheme to a given ordinary differential equation. We first define the Gauss finite differences embedding. In this setting, we study variational integrator on classical Lagrangian systems. Finally, we extend these constructions to the fractional case. In particular, we define the Gauss Gr\\"unwald-Letnikov embedding and the corresponding variational integrator on fractional Lagrangian systems.
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.
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
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.
Seismic imaging using finite-differences and parallel computers
Energy Technology Data Exchange (ETDEWEB)
Ober, C.C. [Sandia National Labs., Albuquerque, NM (United States)
1997-12-31
A key to reducing the risks and costs of associated with oil and gas exploration is the fast, accurate imaging of complex geologies, such as salt domes in the Gulf of Mexico and overthrust regions in US onshore regions. Prestack depth migration generally yields the most accurate images, and one approach to this is to solve the scalar wave equation using finite differences. As part of an ongoing ACTI project funded by the US Department of Energy, a finite difference, 3-D prestack, depth migration code has been developed. The goal of this work is to demonstrate that massively parallel computers can be used efficiently for seismic imaging, and that sufficient computing power exists (or soon will exist) to make finite difference, prestack, depth migration practical for oil and gas exploration. Several problems had to be addressed to get an efficient code for the Intel Paragon. These include efficient I/O, efficient parallel tridiagonal solves, and high single-node performance. Furthermore, to provide portable code the author has been restricted to the use of high-level programming languages (C and Fortran) and interprocessor communications using MPI. He has been using the SUNMOS operating system, which has affected many of his programming decisions. He will present images created from two verification datasets (the Marmousi Model and the SEG/EAEG 3D Salt Model). Also, he will show recent images from real datasets, and point out locations of improved imaging. Finally, he will discuss areas of current research which will hopefully improve the image quality and reduce computational costs.
Directory of Open Access Journals (Sweden)
Md. Kamal Hossain
2010-10-01
Full Text Available In this paper, the wave propagation in free space and different dielectric material by using Finite Difference Time Domain (FDTD method has been studied. Among various numerical methods Finite Difference Time Domain method is being used to study the time evolution behavior of electromagnetic field by solving the Maxwell’sequation in time domain. In this paper, FDTD method has been employed to study the wave propagation in free space and different dielectric materials. The wave equations are discretized in time and space as required by this FDTD method and leaf-frog algorithm is used to find the solution. We observed wave propagation for one and two dimensional cases. We also observed wave propagation through lossy medium for one dimensional case. For two dimensional cases the patterns of wave incident on rectangular dielectric slab, square metal, RCC pillar were observed. In order to visualize the wave propagation, the evaluation of the excitation at various locations of problem space is monitored. The numerical results agree with the propagation characteristics as expected.
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 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)
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
Iwase, Shigeru; Hoshi, Takeo; Ono, Tomoya
2015-01-01
We propose an efficient procedure to obtain Green's functions by combining the shifted conjugate orthogonal conjugate gradient (shifted COCG) method with the nonequilibrium Green's function (NEGF) method based on a real-space finite-difference (RSFD) approach. The bottleneck of the computation in the NEGF scheme is matrix inversion of the Hamiltonian including the self-energy terms of electrodes to obtain perturbed Green's function in the transition region. This procedure fi...
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)
He, Xiao; Hu, Hengshan; Wang, Xiuming
2013-01-01
Sedimentary rocks can exhibit strong permeability anisotropy due to layering, pre-stresses and the presence of aligned microcracks or fractures. In this paper, we develop a modified cylindrical finite-difference algorithm to simulate the borehole acoustic wavefield in a saturated poroelastic medium with transverse isotropy of permeability and tortuosity. A linear interpolation process is proposed to guarantee the leapfrog finite difference scheme for the generalized dynamic equations and Darcy's law for anisotropic porous media. First, the modified algorithm is validated by comparison against the analytical solution when the borehole axis is parallel to the symmetry axis of the formation. The same algorithm is then used to numerically model the dipole acoustic log in a borehole with its axis being arbitrarily deviated from the symmetry axis of transverse isotropy. The simulation results show that the amplitudes of flexural modes vary with the dipole orientation because the permeability tensor of the formation is dependent on the wellbore azimuth. It is revealed that the attenuation of the flexural wave increases approximately linearly with the radial permeability component in the direction of the transmitting dipole. Particularly, when the borehole axis is perpendicular to the symmetry axis of the formation, it is possible to estimate the anisotropy of permeability by evaluating attenuation of the flexural wave using a cross-dipole sonic logging tool according to the results of sensitivity analyses. Finally, the dipole sonic logs in a deviated borehole surrounded by a stratified porous formation are modelled using the proposed finite difference code. Numerical results show that the arrivals and amplitudes of transmitted flexural modes near the layer interface are sensitive to the wellbore inclination.
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.
A Variational Finite Difference Method for Time-Dependent Stokes Flow on Irregular Domains
Batty, Christopher
2010-01-01
We restate time-dependent Stokes flow for incompressible Newtonian fluids as a variational problem relating velocity, pressure, and deviatoric stress variables, which leads to a simple weighted finite difference discretization on staggered Cartesian grids. The method easily handles irregular domains involving both free surfaces and moving solid boundaries by exploiting natural boundary conditions, while supporting spatially varying viscosity and density. Due to its basis in extremizing a well-posed quadratic functional, the resulting linear system is sparse and symmetric indefinite. It can also be converted to an equivalent sparse, symmetric positive-definite system by applying a simple and inexpensive algebraic manipulation, allowing the use of a wide range of efficient linear solvers. We demonstrate that the method achieves first order convergence in velocity on a range of test cases. In addition, we apply our method as part of a simple Navier-Stokes solver to illustrate that it can reproduce the characteri...
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.
Finite-Difference Frequency-Domain Method in Nanophotonics
DEFF Research Database (Denmark)
Ivinskaya, Aliaksandra
2011-01-01
Optics and photonics are exciting, rapidly developing fields building their success largely on use of more and more elaborate artificially made, nanostructured materials. To further advance our understanding of light-matter interactions in these complicated artificial media, numerical modeling is often indispensable. This thesis presents the development of rigorous finite-difference method, a very general tool to solve Maxwell’s equations in arbitrary geometries in three dimensions, with an emphasis on the frequency-domain formulation. Enhanced performance of the perfectly matched layers is obtained through free space squeezing technique, and nonuniform orthogonal grids are built to greatly improve the accuracy of simulations of highly heterogeneous nanostructures. Examples of the use of the finite-difference frequency-domain method in this thesis range from simulating localized modes in a three-dimensional photonic-crystal membrane-based cavity, a quasi-one-dimensional nanobeam cavity and arrays of side-coupled nanobeam cavities, to modeling light propagation through metal films with single or periodically arranged multiple subwavelength slits.
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 curved deep beams on Winkler foundation
Directory of Open Access Journals (Sweden)
Adel A. Al-Azzawi
2011-03-01
Full Text Available This research deals with the linear elastic behavior of curved deep beams resting on elastic foundations with both compressional and frictional resistances. Timoshenko’s deep beam theory is extended to include the effect of curvature and the externally distributed moments under static conditions. As an application to the distributed moment generations, the problems of deep beams resting on elastic foundations with both compressional and frictional restraints have been investigated in detail. The finite difference method was used to represent curved deep beams and the results were compared with other methods to check the accuracy of the developed analysis. Several important parameters are incorporated in the analysis, namely, the vertical subgrade reaction, horizontal subgrade reaction, beam width, and also the effect of beam thickness to radius ratio on the deflections, bending moments, and shear forces. The computer program (CDBFDA (Curved Deep Beam Finite Difference Analysis Program coded in Fortran-77 for the analysis of curved deep beams on elastic foundations was formed. The results from this method are compared with other methods exact and numerical and check the accuracy of the solutions. Good agreements are found, the average percentages of difference for deflections and moments are 5.3% and 7.3%, respectively, which indicate the efficiency of the adopted method for analysis.
Finite-difference 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
A RBF Based Local Gridfree Scheme for Unsteady Convection-Diffusion Problems
Directory of Open Access Journals (Sweden)
Sanyasiraju VSS Yedida
2009-12-01
Full Text Available In this work a Radial Basis Function (RBF based local gridfree scheme has been presented for unsteady convection diffusion equations. Numerical studies have been made using multiquadric (MQ radial function. Euler and a three stage Runge-Kutta schemes have been used for temporal discretization. The developed scheme is compared with the corresponding finite difference (FD counterpart and found that the solutions obtained using the former are more superior. As expected, for a fixed time step and for large nodal densities, thought the Runge-Kutta scheme is able to maintain higher order of accuracy over the Euler method, the temporal discretization is independent of the improvement in the solution which in the developed scheme has been achived by optimizing the shape parameter of the RBF.
Conservative high-order-accurate finite-difference methods for curvilinear grids
Rai, Man M.; Chakrvarthy, Sukumar
1993-01-01
Two fourth-order-accurate finite-difference methods for numerically solving hyperbolic systems of conservation equations on smooth curvilinear grids are presented. The first method uses the differential form of the conservation equations; the second method uses the integral form of the conservation equations. Modifications to these schemes, which are required near boundaries to maintain overall high-order accuracy, are discussed. An analysis that demonstrates the stability of the modified schemes is also provided. Modifications to one of the schemes to make it total variation diminishing (TVD) are also discussed. Results that demonstrate the high-order accuracy of both schemes are included in the paper. In particular, a Ringleb-flow computation demonstrates the high-order accuracy and the stability of the boundary and near-boundary procedures. A second computation of supersonic flow over a cylinder demonstrates the shock-capturing capability of the TVD methodology. An important contribution of this paper is the dear demonstration that higher order accuracy leads to increased computational efficiency.
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.].
Energy Technology Data Exchange (ETDEWEB)
Wang, Wei [Deprartment of Mathematics. Florida Intl Univ., Miami, FL (United States); Shu, Chi-Wang [Division of Applied Mathematics. Brown Univ., Providence, RI (United States); Yee, H.C. [NASA Ames Research Center (ARC), Moffett Field, Mountain View, CA (United States); Sjögreen, Björn [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2012-01-01
A new high order finite-difference method utilizing the idea of Harten ENO subcell resolution method is proposed for chemical reactive flows and combustion. In reaction problems, when the reaction time scale is very small, e.g., orders of magnitude smaller than the fluid dynamics time scales, the governing equations will become very stiff. Wrong propagation speed of discontinuity may occur due to the underresolved numerical solution in both space and time. The present proposed method is a modified fractional step method which solves the convection step and reaction step separately. In the convection step, any high order shock-capturing method can be used. In the reaction step, an ODE solver is applied but with the computed flow variables in the shock region modified by the Harten subcell resolution idea. For numerical experiments, a fifth-order finite-difference WENO scheme and its anti-diffusion WENO variant are considered. A wide range of 1D and 2D scalar and Euler system test cases are investigated. Studies indicate that for the considered test cases, the new method maintains high order accuracy in space for smooth flows, and for stiff source terms with discontinuities, it can capture the correct propagation speed of discontinuities in very coarse meshes with reasonable CFL numbers.
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
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
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.
Cm solutions of systems of finite difference equations
Jianmin Ma; Xiuli Zhao; Xinhe Liu
2003-01-01
Let Ã¢Â„Â be the real number axis. Suppose that G, H are Cm maps from Ã¢Â„Â2n+3 to Ã¢Â„Â. In this note, we discuss the system of finite difference equations G(x,f(x),f(x+1),Ã¢Â€Â¦,f(x+n),g(x),g(x+1),Ã¢Â€Â¦,g(x+n))+0 and H(x,g(x),g(x+1),Ã¢Â€Â¦,g(x+n),f(x),f(x+1),Ã¢Â€Â¦,f(x+n))=0 for all xÃ¢ÂˆÂˆÃ¢Â„Â, and give some relatively weak conditions for the above system of equations to have unique Cm solutions (mÃ¢Â‰Â¥0).
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.
A finite difference model for cMUT devices.
Certon, Dominique; Teston, Franck; Patat, Frédéric
2005-12-01
A finite difference method was implemented to simulate capacitive micromachined ultrasonic transducers (cMUTs) and compared to models described in the literature such as finite element methods. Similar results were obtained. It was found that one master curve described the clamped capacitance. We introduced normalized capacitance versus normalized bias voltage and metallization rate, independent of layer thickness, gap height, and size membrane, leading to the determination of a coupling factor master curve. We present here calculations and measurements of electrical impedance for cMUTs. An electromechanical equivalent circuit was used to perform simulations. Our experimental measurements confirmed the theoretical results in terms of resonance, anti-resonance frequencies, clamped capacitance, and electromechanical coupling factor. Due to inhomogeneity of the tested element array and strong parasitic capacitance between cells, the maximum coupling coefficient value achieved was 0.27. Good agreement with theory was obtained for all findings. PMID:16463486
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.
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.
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
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.
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...
High-order finite difference solution for 3D nonlinear wave-structure interaction
DEFF Research Database (Denmark)
Ducrozet, Guillaume; Bingham, Harry B.
2010-01-01
This contribution presents our recent progress on developing an efficient fully-nonlinear potential flow model for simulating 3D wave-wave and wave-structure interaction over arbitrary depths (i.e. in coastal and offshore environment). The model is based on a high-order finite difference scheme OceanWave3D presented in [1, 2]. A nonlinear decomposition of the solution into incident and scattered fields is used to increase the efficiency of the wave-structure interaction problem resolution. Application of the method to the diffraction of nonlinear waves around a fixed, bottom mounted circular cylinder are presented and compared to the fully nonlinear potential code XWAVE as well as to experiments.
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.
Stability analysis for acoustic wave propagation in tilted TI media by finite differences
Bakker, Peter M.; Duveneck, Eric
2011-05-01
Several papers in recent years have reported instabilities in P-wave modelling, based on an acoustic approximation, for inhomogeneous transversely isotropic media with tilted symmetry axis (TTI media). In particular, instabilities tend to occur if the axis of symmetry varies rapidly in combination with strong contrasts of medium parameters, which is typically the case at the foot of a steeply dipping salt flank. In a recent paper, we have proposed and demonstrated a P-wave modelling approach for TTI media, based on rotated stress and strain tensors, in which the wave equations reduce to a coupled set of two second-order partial differential equations for two scalar stress components: a normal component along the variable axis of symmetry and a lateral component of stress in the plane perpendicular to that axis. Spatially constant density is assumed in this approach. A numerical discretization scheme was proposed which uses discrete second-derivative operators for the non-mixed second-order derivatives in the wave equations, and combined first-derivative operators for the mixed second-order derivatives. This paper provides a complete and rigorous stability analysis, assuming a uniformly sampled grid. Although the spatial discretization operator for the TTI acoustic wave equation is not self-adjoint, this operator still defines a complete basis of eigenfunctions of the solution space, provided that the solution space is somewhat restricted at locations where the medium is elliptically anisotropic. First, a stability analysis is given for a discretization scheme, which is purely based on first-derivative operators. It is shown that the coefficients of the central difference operators should satisfy certain conditions. In view of numerical artefacts, such a discretization scheme is not attractive, and the non-mixed second-order derivatives of the wave equation are discretized directly by second-derivative operators. It is shown that this modification preserves stability, provided that the central difference operators of the second-order derivatives dominate over the twice applied operators of the first-order derivatives. In practice, it turns out that this is almost the case. Stability of the desired discretization scheme is enforced by slightly weighting down the mixed second-order derivatives in the wave equation. This has a minor, practically negligible, effect on the kinematics of wave propagation. Finally, it is shown that non-reflecting boundary conditions, enforced by applying a taper at the boundaries of the grid, do not harm the stability of the discretization scheme.
Pan, Kejia; He, Dongdong; Hu, Hongling
2015-01-01
In this paper, we develop a new extrapolation cascadic multigrid (ECMG) method to solve the 3D Poisson equation using the compact finite difference (FD) method. First, a 19-point fourth-order compact difference scheme with unequal meshsizes in different coordinate directions is employed to discretize the 3D Poisson equation on rectangular domains. By combining the Richardson extrapolation and tri-quartic Lagrange interpolation, we are able to obtain a quite good initial gues...
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.
Energy Technology Data Exchange (ETDEWEB)
Ewing, R.E.; Saevareid, O.; Shen, J. [Texas A& M Univ., College Station, TX (United States)
1994-12-31
A multigrid algorithm for the cell-centered finite difference on equilateral triangular grids for solving second-order elliptic problems is proposed. This finite difference is a four-point star stencil in a two-dimensional domain and a five-point star stencil in a three dimensional domain. According to the authors analysis, the advantages of this finite difference are that it is an O(h{sup 2})-order accurate numerical scheme for both the solution and derivatives on equilateral triangular grids, the structure of the scheme is perhaps the simplest, and its corresponding multigrid algorithm is easily constructed with an optimal convergence rate. They are interested in relaxation of the equilateral triangular grid condition to certain general triangular grids and the application of this multigrid algorithm as a numerically reasonable preconditioner for the lowest-order Raviart-Thomas mixed triangular finite element method. Numerical test results are presented to demonstrate their analytical results and to investigate the applications of this multigrid algorithm on general triangular grids.
Finite-difference modeling of Biot's poroelastic equations across all frequencies
Energy Technology Data Exchange (ETDEWEB)
Masson, Y.J.; Pride, S.R.
2009-10-22
An explicit time-stepping finite-difference scheme is presented for solving Biot's equations of poroelasticity across the entire band of frequencies. In the general case for which viscous boundary layers in the pores must be accounted for, the time-domain version of Darcy's law contains a convolution integral. It is shown how to efficiently and directly perform the convolution so that the Darcy velocity can be properly updated at each time step. At frequencies that are low enough compared to the onset of viscous boundary layers, no memory terms are required. At higher frequencies, the number of memory terms required is the same as the number of time points it takes to sample accurately the wavelet being used. In practice, we never use more than 20 memory terms and often considerably fewer. Allowing for the convolution makes the scheme even more stable (even larger time steps might be used) than it is when the convolution is entirely neglected. The accuracy of the scheme is confirmed by comparing numerical examples to exact analytic results.
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)
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
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.
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
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)
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.
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)
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.
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
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.
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
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.
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.
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
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
Wei, Leilei
2012-01-01
In this paper, a fully discrete local discontinuous Galerkin (LDG) finite element method is considered for solving the time-fractional KdV-Burgers-Kuramoto (KBK) equation. The scheme is based on a finite difference method in time and local discontinuous Galerkin methods in space. We prove that our scheme is unconditional stable and $L^2$ error estimate for the linear case with the convergence rate $O(h^{k+1}+(\\Delta t)^2+(\\Delta t)^\\frac{\\alpha}{2}h^{k+1/2})$. Numerical examples are presented to show the efficiency and accuracy of our scheme.
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...
International Nuclear Information System (INIS)
Graphene has been considered as a promising material which may find applications in the THz science. In this work, we numerically investigate tunable photonic crystals in the THz range based on stacked graphene/dielelctric layers, a complex pole—residue pair model is used to find the effective permittivity of graphene, which could be easily incorporated into the finite-difference time domain (FDTD) algorithm. Two different schemes of photonic crystal used for extending the bandgap have been simulated through this FDTD technique. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)
Finite-Difference Numerical 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.
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.
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)
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 ...
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.
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.
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.
Lie-algebraic discretization of differential equations
Smirnov, Yu F; Smirnov, Yuri; Turbiner, Alexander
1995-01-01
A certain representation for the Heisenberg algebra in finite-difference operators is established. The Lie-algebraic procedure of discretization of differential equations with isospectral property is proposed. Using sl_2-algebra based approach, (quasi)-exactly-solvable finite-difference equations are described. It is shown that the operators having the Hahn, Charlier and Meixner polynomials as the eigenfunctions are reproduced in present approach. A discrete version of the classical orthogonal polynomials (like Hermite, Laguerre, Legendre and Jacobi ones) is introduced.
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.
Spatial Coupling of a Lattice Boltzmann fluid model with a Finite Difference Navier-Stokes solver
Latt, J; Chopard, B; Albuquerque, Paul; Chopard, Bastien; Latt, Jonas
2005-01-01
In multiscale, multi-physics applications, there is an increasing need for coupling numerical solvers that are each applied to a different part of the problem. Here we consider the case of coupling a Lattice Boltzmann fluid model and a Finite Difference Navier-Stokes solver. The coupling is implemented so that the entire computational domain can be divided in two regions, with the FD solver running on one of them and the LB one on the other. We show how the various physical quantities of the two approaches should be related to ensure a smooth transition at the interface between the regions. We demonstrate the feasibility of the method on the Poiseuille flow, where the LB and FD schemes are used on adjacent sub-domains. The same idea can be also developed to couple LB models with Finite Volumes, or Finite Elements calculations. The motivation for developing such a type of coupling is that, depending on the geometry of the flow, one technique can be more efficient, less memory consuming, or physically more appr...
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.
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.
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
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
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.)
Convergence of a finite difference method for the KdV and modified KdV equations with $L^2$ data
Amorim, Paulo
2012-01-01
We prove strong convergence of a semi-discrete finite difference method for the KdV and modified KdV equations. We extend existing results to non-smooth data (namely, in $L^2$), without size restrictions. Our approach uses a fourth order (in space) stabilization term and a special conservative discretization of the nonlinear term. Convergence follows from a smoothing effect and energy estimates. We illustrate our results with numerical experiments, including a numerical investigation of an open problem related to uniqueness posed by Y. Tsutsumi.
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.
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.
Hoogland, Jiri Kamiel; Hoogland, Jiri; Neumann, Dimitri
2000-01-01
In this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite difference scheme to exact solutions of the pricing PDE. This can be done in a very elegant way, due to the fact that in our tradable based formulation there appear no drift terms in the PDE. We construct a mixed scheme based on this idea and apply it to price various types of arithmetic Asian options, as well as plain vanilla options (both european and american style) on stocks paying known cash dividends. We find prices which are accurate to $\\sim 0.1%$ in about 10ms on a Pentium 233MHz computer and to $\\sim 0.001%$ in a second. The scheme can also be used for market conform pricing, by fitting it to observed option prices.
Directory of Open Access Journals (Sweden)
Georgios S. Stamatakos
2009-10-01
Full Text Available The tremendous rate of accumulation of experimental and clinical knowledge pertaining to cancer dictates the development of a theoretical framework for the meaningful integration of such knowledge at all levels of biocomplexity. In this context our research group has developed and partly validated a number of spatiotemporal simulation models of in vivo tumour growth and in particular tumour response to several therapeutic schemes. Most of the modeling modules have been based on discrete mathematics and therefore have been formulated in terms of rather complex algorithms (e.g. in pseudocode and actual computer code. However, such lengthy algorithmic descriptions, although sufficient from the mathematical point of view, may render it difficult for an interested reader to readily identify the sequence of the very basic simulation operations that lie at the heart of the entire model. In order to both alleviate this problem and at the same time provide a bridge to symbolic mathematics, we propose the introduction of the notion of hypermatrix in conjunction with that of a discrete operator into the already developed models. Using a radiotherapy response simulation example we demonstrate how the entire model can be considered as the sequential application of a number of discrete operators to a hypermatrix corresponding to the dynamics of the anatomic area of interest. Subsequently, we investigate the operators’ commutativity and outline the “summarize and jump” strategy aiming at efficiently and realistically address multilevel biological problems such as cancer. In order to clarify the actual effect of the composite discrete operator we present further simulation results which are in agreement with the outcome of the clinical study RTOG 83–02, thus strengthening the reliability of the model developed.
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.
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.)
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.
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)
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.
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
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.
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.
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)
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.
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.
Camporeale, Enrico; Bergen, Benjamin K; Moulton, J David
2013-01-01
We discuss a spectral method for the numerical solution of the Vlasov-Poisson system where the velocity space is decomposed by means of an Hermite basis. We describe a semi-implicit time discretization that extends the range of numerical stability relative to an explicit scheme. We also introduce and discuss the effects of an artificial collisional operator, which is necessary to take care of the velocity space filamentation problem unavoidable in collisionless plasmas. The computational efficiency and the cost-effectiveness of this method are compared to a Particle-in-Cell (PIC) method in the case of a two-dimensional phase space. The following examples are discussed: Langmuir wave, Landau damping, ion-acoustic wave, two-stream instability, and plasma echo. The Hermite spectral method can achieve solutions that are several orders of magnitude more accurate at a fraction of the cost with respect to the PIC.
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%).
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...
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...
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...
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.
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)
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.)
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.
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.
Iwase, Shigeru; Ono, Tomoya
2015-01-01
We propose an efficient procedure to obtain Green's functions by combining the shifted conjugate orthogonal conjugate gradient (shifted COCG) method with the nonequilibrium Green's function (NEGF) method based on a real-space finite-difference (RSFD) approach. The bottleneck of the computation in the NEGF scheme is matrix inversion of the Hamiltonian including the self-energy terms of electrodes to obtain perturbed Green's function in the transition region. This procedure first computes unperturbed Green's functions and calculates perturbed Green's functions from the unperturbed ones using a mathematically strict relation. Since the matrices to be inverted to obtain the unperturbed Green's functions are sparse, complex-symmetric and shifted for a given set of sampling energy points, we can use the shifted COCG method, in which once the Green's function for a reference energy point has been calculated, the Green's functions for the other energy points can be obtained with a moderate computational cost. We calc...
A modified symplectic scheme for seismic wave modeling
Liu, Shaolin; Li, Xiaofan; Wang, Wenshuai; Xu, Ling; Li, Bingfei
2015-05-01
Symplectic integrators are well known for their excellent performance in solving partial differential equation of dynamical systems because they are capable of preserving some conservative properties of dynamic equations. However, there are not enough high-order, for example third-order symplectic schemes, which are suitable for seismic wave equations. Here, we propose a strategy to construct a symplectic scheme that is based on a so-called high-order operator modification method. We first employ a conventional two-stage Runge-Kutta-Nyström (RKN) method to solve the ordinary differential equations, which are derived from the spatial discretization of the seismic wave equations. We then add a high-order term to the RKN method. Finally, we obtain a new third-order symplectic scheme with all positive symplectic coefficients, and it is defined based on the order condition, the symplectic condition, the stability condition and the dispersion relation. It is worth noting that the new scheme is independent of the spatial discretization type used, and we simply apply some finite difference operators to approximate the spatial derivatives of the isotropic elastic equations for a straightforward discussion. For the theoretical analysis, we obtain the semi-analytic stability conditions of our scheme with various orders of spatial approximation. The stability and dispersion properties of our scheme are also compared with conventional schemes to illustrate the favorable numerical behaviors of our scheme in terms of precision, stability and dispersion characteristics. Finally, three numerical experiments are employed to further demonstrate the validity of our method. The modified strategy that is proposed in this paper can be used to construct other explicit symplectic schemes.
Chang, Sin-Chung
1987-01-01
The validity of the modified equation stability analysis introduced by Warming and Hyett was investigated. It is shown that the procedure used in the derivation of the modified equation is flawed and generally leads to invalid results. Moreover, the interpretation of the modified equation as the exact partial differential equation solved by a finite-difference method generally cannot be justified even if spatial periodicity is assumed. For a two-level scheme, due to a series of mathematical quirks, the connection between the modified equation approach and the von Neuman method established by Warming and Hyett turns out to be correct despite its questionable original derivation. However, this connection is only partially valid for a scheme involving more than two time levels. In the von Neumann analysis, the complex error multiplication factor associated with a wave number generally has (L-1) roots for an L-level scheme. It is shown that the modified equation provides information about only one of these roots.
Lie-algebraic discretization of differential equations
Smirnov, Yuri; Turbiner, Alexander
1995-01-01
A certain representation for the Heisenberg algebra in finite-difference operators is established. The Lie-algebraic procedure of discretization of differential equations with isospectral property is proposed. Using $sl_2$-algebra based approach, (quasi)-exactly-solvable finite-difference equations are described. It is shown that the operators having the Hahn, Charlier and Meixner polynomials as the eigenfunctions are reproduced in present approach as some particular cases. ...
International Nuclear Information System (INIS)
The problem of representing discontinuous properties in a finite difference approximation to the Neutron Diffusion Theory is considered. The exact interface conditions in one dimension are approximated with the second order finite differences and integration over a second order expansion of the flux either side of the interface. Through this approach the problem of abrupt changes in the diffusion coefficient D is addressed. Non-uniformity of properties between regions is described by a five point equation, instead of the usual three point interior equation for uniform properties. The resulting equation is not exactly equivalent to the conventional three point finite difference equation for uniform properties. The difference between them is shown to be negligible if sufficiently small steps are taken with explicit results for selected accuracy. Hence with sufficient nodal points and by averaging the coefficient D and the source term D B2 at an interface, the method is able to model flux variation between two different homogeneous regions. (author)
Introduction to the Finite-Difference Time-Domain (FDTD) Method for Electromagnetics
Gedney, Stephen
2011-01-01
Introduction to the Finite-Difference Time-Domain (FDTD) Method for Electromagnetics provides a comprehensive tutorial of the most widely used method for solving Maxwell's equations -- the Finite Difference Time-Domain Method. This book is an essential guide for students, researchers, and professional engineers who want to gain a fundamental knowledge of the FDTD method. It can accompany an undergraduate or entry-level graduate course or be used for self-study. The book provides all the background required to either research or apply the FDTD method for the solution of Maxwell's equations to p
Application of a novel finite difference method to dynamic crack problems
Chen, Y. M.; Wilkins, M. L.
1976-01-01
A versatile finite difference method (HEMP and HEMP 3D computer programs) was developed originally for solving dynamic problems in continuum mechanics. It was extended to analyze the stress field around cracks in a solid with finite geometry subjected to dynamic loads and to simulate numerically the dynamic fracture phenomena with success. This method is an explicit finite difference method applied to the Lagrangian formulation of the equations of continuum mechanics in two and three space dimensions and time. The calculational grid moves with the material and in this way it gives a more detailed description of the physics of the problem than the Eulerian formulation.
Determination of electromagnetic cavity modes using the Finite Difference Frequency-Domain Method
Directory of Open Access Journals (Sweden)
J. Manzanares-Martínez
2010-05-01
Full Text Available In this communication we propose a numerical determination of the electromagnetic modes in a cavity by using the Finite Difference Frequency-Domain Method. We first derive the analytical solution of the system and subsequently we introduce the numerical approximation. The cavity modes are obtained by solving an eigenvalue equation where the eigenvectors describe the eigenfunctions on the real space. It is found that this finite difference method can efficiently and accurately determine the resonance modes of the cavity with a small amount of numerical calculation.
International Nuclear Information System (INIS)
This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM), for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers’ equation
Flood routing using finite differences and the fourth order Runge-Kutta method
International Nuclear Information System (INIS)
The Saint-Venant continuity and momentum equations are solved numerically by discretising the time variable using finite differences and then the Runge-Kutta method is employed to solve the resulting ODE. A model of the Rufiji river downstream on the proposed Stiegler Gourge Dam is used to provide numerical results for comparison. The present approach is found to be superior to an earlier analysis using finite differences in both space and time. Moreover, the steady and unsteady flow analyses give almost identical predictions for the stage downstream provided that the variations of the discharge and stage upstream are small. (author)
Generalized finite element and finite differences methods for the Helmholtz problem
International Nuclear Information System (INIS)
We briefly review the Quasi Optimal Finite Difference (QOFD) and Petrov-Galerkin finite element (QOPG) methods for the Helmholtz problem recently introduced in references [1] and [2], respectively, and extend these formulations to heterogeneous media and singular sources. Results of numerical experiments are presented illustrating the blended use of these methods on general meshes to take advantage of the lower cost and simplicity of the finite difference approach combined with the natural ability of the finite element method to deal with source terms, boundary and interface conditions.
International Nuclear Information System (INIS)
A useful computer simulation method based on the explicit finite-difference technique can be used to address transient dynamic situations associated with nuclear reactor design and analysis. An introduction to explicit finite-difference technology, the theoretical background (physical and numerical) a review of some explicit codes, a discussion of nuclear reactor applications, and a brief description of EPRI's STEALTH codes are presented. STEALTH computer code manuals are available which describe the numerical equations, programming architecture, input conventions, sample and verification problems, and plotting system. The STEALTH codes are based entirely on the published technology of the Lawrence Livermore Laboratory (LLL), Livermore, California, and Sandia Laboratories, Albuquerque, New Mexico
A Second Order Finite Difference Approximation for the Fractional Diffusion Equation
Directory of Open Access Journals (Sweden)
H. M. Nasir
2013-07-01
Full Text Available We consider an approximation of one-dimensional fractional diffusion equation. We claim and show that the finite difference approximation obtained from the Grünwald-Letnikov formulation, often claimed to be of first order accuracy, is in fact a second order approximation of the fractional derivative at a point away from the grid points. We use this fact to device a second order accurate finite difference approximation for the fractional diffusion equation. The proposed method is also shown to be unconditionally stable. By this approach, we treat three cases of difference approximations in a unified setting. The results obtained are justified by numerical examples.
Directory of Open Access Journals (Sweden)
Vineet K. Srivastava
2013-12-01
Full Text Available This article describes a new implicit finite-difference method: an implicit logarithmic finite-difference method (I-LFDM, for the numerical solution of two dimensional time-dependent coupled viscous Burgers’ equation on the uniform grid points. As the Burgers’ equation is nonlinear, the proposed technique leads to a system of nonlinear systems, which is solved by Newton's iterative method at each time step. Computed solutions are compared with the analytical solutions and those already available in the literature and it is clearly shown that the results obtained using the method is precise and reliable for solving Burgers’ equation.
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, both in space and in time, is more accurate and efficient than that gained by employing a general purpose solver. PMID:26034665
Low-dissipation and low-dispersion Runge-Kutta schemes for computational acoustics
International Nuclear Information System (INIS)
In this paper, we investigate accurate and efficient time advancing methods for computational acoustics, where nondissipative and nondispersive properties are of critical importance. Our analysis pertains to the application of Runge-Kutta methods to high-order finite difference discretization. In many CFD applications, multistage Runge-Kutta schemes have often been favored for their low storage requirements and relatively large stability limits. For computing acoustic waves, however, the stability consideration alone is not sufficient, since the Runge-Kutta schemes entail both dissipation and dispersion errors. The time step is now limited by the tolerable dissipation and dispersion errors in the computation. In the present paper, it is shown that if the traditional Runge-Kutta schemes are used for time advancing in acoustic problems, time steps greatly smaller than those allowed by the stability limit are necessary. Low-dissipation and low-dispersion Runge-Kutta (LDDRK) schemes are proposed, based on an optimization that minimizes the dissipation and dispersion errors for wave propagation. Optimizations fo both single-step and two-step alternating schemes are considered. The proposed LDDRK schemes are remarkably more efficient than the classical Runge-Kutta schemes for acoustic computations. Moreover, low storage implementations of the optimized schemes are discussed. Special issues of implementing numerical boundary conditions in the LDDRK schemes are also addressed. 16 refs., 11 figs., 4 tabs
Low-dissipation and -dispersion Runge-Kutta schemes for computational acoustics
Hu, F. Q.; Hussaini, M. Y.; Manthey, J.
1994-01-01
In this paper, we investigate accurate and efficient time advancing methods for computational acoustics, where non-dissipative and non-dispersive properties are of critical importance. Our analysis pertains to the application of Runge-Kutta methods to high-order finite difference discretization. In many CFD applications multi-stage Runge-Kutta schemes have often been favored for their low storage requirements and relatively large stability limits. For computing acoustic waves, however, the stability consideration alone is not sufficient, since the Runge-Kutta schemes entail both dissipation and dispersion errors. The time step is now limited by the tolerable dissipation and dispersion errors in the computation. In the present paper, it is shown that if the traditional Runge-Kutta schemes are used for time advancing in acoustic problems, time steps greatly smaller than that allowed by the stability limit are necessary. Low-Dissipation and -Dispersion Runge-Kutta (LDDRE) schemes are proposed, based on an optimization that minimizes the dissipation and dispersion errors for wave propagation. Order optimizations of both single-step and two-step alternating schemes are considered. The proposed LDDRK schemes are remarkably more efficient than the classical Runge-Kutta schemes for acoustic computations. Moreover, low storage implementations of the optimized schemes are discussed. Special issues of implementing numerical boundary conditions in the LDDRK schemes are also addressed.
Hu, F. Q.; Hussaini, M. Y.; Manthey, J.
1995-01-01
We investigate accurate and efficient time advancing methods for computational aeroacoustics, where non-dissipative and non-dispersive properties are of critical importance. Our analysis pertains to the application of Runge-Kutta methods to high-order finite difference discretization. In many CFD applications, multi-stage Runge-Kutta schemes have often been favored for their low storage requirements and relatively large stability limits. For computing acoustic waves, however, the stability consideration alone is not sufficient, since the Runge-Kutta schemes entail both dissipation and dispersion errors. The time step is now limited by the tolerable dissipation and dispersion errors in the computation. In the present paper, it is shown that if the traditional Runge-Kutta schemes are used for time advancing in acoustic problems, time steps greatly smaller than that allowed by the stability limit are necessary. Low Dissipation and Dispersion Runge-Kutta (LDDRK) schemes are proposed, based on an optimization that minimizes the dissipation and dispersion errors for wave propagation. Optimizations of both single-step and two-step alternating schemes are considered. The proposed LDDRK schemes are remarkably more efficient than the classical Runge-Kutta schemes for acoustic computations. Numerical results of each Category of the Benchmark Problems are presented. Moreover, low storage implementations of the optimized schemes are discussed. Special issues of implementing numerical boundary conditions in the LDDRK schemes are also addressed.
Directory of Open Access Journals (Sweden)
Lindemberg Lima Fernandes
2009-03-01
Full Text Available Este trabalho tem por objetivo apresentar os resultados da modelagem sísmica em meios com fortes descontinuidades de propriedades físicas, com ênfase na existência de difrações e múltiplas reflexões, tendo a Bacia do Amazonas como referência à modelagem. As condições de estabilidade e de fronteiras utilizadas no cálculo do campo de ondas sísmicas foram analisadas numericamente pelo método das diferenças finitas, visando melhor compreensão e controle da interpretação de dados sísmicos. A geologia da Bacia do Amazonas é constituída por rochas sedimentares depositadas desde o Ordoviciano até o Recente que atingem espessuras da ordem de 5 km. Os corpos de diabásio, presentes entre os sedimentos paleozóicos, estão dispostos na forma de soleiras, alcançam espessuras de centenas de metros e perfazem um volume total de aproximadamente 90000 Km³. A ocorrência de tais estruturas é responsável pela existência de reflexões múltiplas durante a propagação da onda sísmica o que impossibilita melhor interpretação dos horizontes refletores que se encontram abaixo destas soleiras. Para representar situações geológicas desse tipo foram usados um modelo (sintético acústico de velocidades e um código computacional elaborado via método das diferenças finitas com aproximação de quarta ordem no espaço e no tempo da equação da onda. A aplicação dos métodos de diferenças finitas para o estudo de propagação de ondas sísmicas melhorou a compreensão sobre a propagação em meios onde existem heterogeneidades significativas, tendo como resultado boa resolução na interpretação dos eventos de reflexão sísmica em áreas de interesse. Como resultado dos experimentos numéricos realizados em meio de geologia complexa, foi observada a influência significativa das reflexões múltiplas devido à camada de alta velocidade, isto provocou maior perda de energia e dificultou a interpretação dos alvos. Por esta razão recomenda-se a integração de dados de superfície com os de poço, com o objetivo de obter melhor imagem dos alvos abaixo das soleiras de diabásio.This paper discusses the seismic modeling in medium with strong discontinuities in its physical properties. The approach takes in consideration the existences diffractions and multiple reflections in the analyzed medium, which, at that case, is the Amazon Basin. The stability and boundary conditions of modeling were analyzed by the method of the finite differences. Sedimentary rocks deposited since the Ordovician to the present, reaching depth up to 5 Km. The bodies of diabasic between the paleozoic sediments are layers reaching thickness of hundred meters, which add to 90.000 km3, form the geology of the Amazon Basin. The occurrence of these structures is responsible for multiple reflections during the propagation of the seismic waves, which become impossible a better imaging of horizons located bellow the layers. The representation this geological situation was performed an (synthetic acoustic velocity model. The numerical discretization scheme is based in a fourth order approximation of the acoustic wave equation in space and time The understanding of the wave propagation heterogeneous medium has improved for the application of the finite difference method. The method achieves a good resolution in the interpretation of seismic reflection events. The numerical results discusses in this paper have allowed to observed the influence of the multiple reflection in a high velocity layer. It increase a loss of energy and difficult the interpretation of the target. For this reason the integration of surface data with the well data is recommended, with the objective to get one better image of the targets below of the diabasic layer.
Scientific Electronic Library Online (English)
Lindemberg Lima, Fernandes; João Carlos Ribeiro, Cruz; Claudio José Cavalcante, Blanco; Ana Rosa Baganha, Barp.
2009-03-01
Full Text Available Este trabalho tem por objetivo apresentar os resultados da modelagem sísmica em meios com fortes descontinuidades de propriedades físicas, com ênfase na existência de difrações e múltiplas reflexões, tendo a Bacia do Amazonas como referência à modelagem. As condições de estabilidade e de fronteiras [...] utilizadas no cálculo do campo de ondas sísmicas foram analisadas numericamente pelo método das diferenças finitas, visando melhor compreensão e controle da interpretação de dados sísmicos. A geologia da Bacia do Amazonas é constituída por rochas sedimentares depositadas desde o Ordoviciano até o Recente que atingem espessuras da ordem de 5 km. Os corpos de diabásio, presentes entre os sedimentos paleozóicos, estão dispostos na forma de soleiras, alcançam espessuras de centenas de metros e perfazem um volume total de aproximadamente 90000 Km³. A ocorrência de tais estruturas é responsável pela existência de reflexões múltiplas durante a propagação da onda sísmica o que impossibilita melhor interpretação dos horizontes refletores que se encontram abaixo destas soleiras. Para representar situações geológicas desse tipo foram usados um modelo (sintético) acústico de velocidades e um código computacional elaborado via método das diferenças finitas com aproximação de quarta ordem no espaço e no tempo da equação da onda. A aplicação dos métodos de diferenças finitas para o estudo de propagação de ondas sísmicas melhorou a compreensão sobre a propagação em meios onde existem heterogeneidades significativas, tendo como resultado boa resolução na interpretação dos eventos de reflexão sísmica em áreas de interesse. Como resultado dos experimentos numéricos realizados em meio de geologia complexa, foi observada a influência significativa das reflexões múltiplas devido à camada de alta velocidade, isto provocou maior perda de energia e dificultou a interpretação dos alvos. Por esta razão recomenda-se a integração de dados de superfície com os de poço, com o objetivo de obter melhor imagem dos alvos abaixo das soleiras de diabásio. Abstract in english This paper discusses the seismic modeling in medium with strong discontinuities in its physical properties. The approach takes in consideration the existences diffractions and multiple reflections in the analyzed medium, which, at that case, is the Amazon Basin. The stability and boundary conditions [...] of modeling were analyzed by the method of the finite differences. Sedimentary rocks deposited since the Ordovician to the present, reaching depth up to 5 Km. The bodies of diabasic between the paleozoic sediments are layers reaching thickness of hundred meters, which add to 90.000 km3, form the geology of the Amazon Basin. The occurrence of these structures is responsible for multiple reflections during the propagation of the seismic waves, which become impossible a better imaging of horizons located bellow the layers. The representation this geological situation was performed an (synthetic) acoustic velocity model. The numerical discretization scheme is based in a fourth order approximation of the acoustic wave equation in space and time The understanding of the wave propagation heterogeneous medium has improved for the application of the finite difference method. The method achieves a good resolution in the interpretation of seismic reflection events. The numerical results discusses in this paper have allowed to observed the influence of the multiple reflection in a high velocity layer. It increase a loss of energy and difficult the interpretation of the target. For this reason the integration of surface data with the well data is recommended, with the objective to get one better image of the targets below of the diabasic layer.
Iwase, Shigeru; Hoshi, Takeo; Ono, Tomoya
2015-06-01
We propose an efficient procedure to obtain Green's functions by combining the shifted conjugate orthogonal conjugate gradient (shifted COCG) method with the nonequilibrium Green's function (NEGF) method based on a real-space finite-difference (RSFD) approach. The bottleneck of the computation in the NEGF scheme is matrix inversion of the Hamiltonian including the self-energy terms of electrodes to obtain the perturbed Green's function in the transition region. This procedure first computes unperturbed Green's functions and calculates perturbed Green's functions from the unperturbed ones using a mathematically strict relation. Since the matrices to be inverted to obtain the unperturbed Green's functions are sparse, complex-symmetric, and shifted for a given set of sampling energy points, we can use the shifted COCG method, in which once the Green's function for a reference energy point has been calculated the Green's functions for the other energy points can be obtained with a moderate computational cost. We calculate the transport properties of a C60@(10,10) carbon nanotube (CNT) peapod suspended by (10,10)CNTs as an example of a large-scale transport calculation. The proposed scheme opens the possibility of performing large-scale RSFD-NEGF transport calculations using massively parallel computers without the loss of accuracy originating from the incompleteness of the localized basis set.
Li, Hong; Zhang, Wei; Zhang, Zhenguo; Chen, Xiaofei
2015-07-01
A discontinuous grid finite-difference (FD) method with non-uniform time step Runge-Kutta scheme on curvilinear collocated-grid is developed for seismic wave simulation. We introduce two transition zones: a spatial transition zone and a temporal transition zone, to exchange wavefield across the spatial and temporal discontinuous interfaces. A Gaussian filter is applied to suppress artificial numerical noise caused by down-sampling the wavefield from the finer grid to the coarser grid. We adapt the non-uniform time step Runge-Kutta scheme to a discontinuous grid FD method for further increasing the computational efficiency without losing the accuracy of time marching through the whole simulation region. When the topography is included in the modelling, we carry out the discontinuous grid method on a curvilinear collocated-grid to obtain a sufficiently accurate free-surface boundary condition implementation. Numerical tests show that the proposed method can sufficiently accurately simulate the seismic wave propagation on such grids and significantly reduce the computational resources consumption with respect to regular grids.
DEFF Research Database (Denmark)
Shyroki, Dzmitry; Lægsgaard, Jesper; Bang, Ole; Skorobogatiy, Maksim
2007-01-01
As an alternative to the finite-element analysis or subgridding, coordinate transformation is used to “stretch” the fine-structured cladding of a Bragg fiber, and then the fullvector, equidistant-grid finite-difference computations of the modal structure are performed.
Abdollah BORHANIFAR; Sohrab VALIZADEH
2013-01-01
In this study fractional Poisson equation is scrutinized through finite difference using shifted Grünwald estimate. A novel method is proposed numerically. The existence and uniqueness of solution for the fractional Poisson equation are proved. Exact and numerical solution are constructed and compared. Then numerical result shows the efficiency of the proposed method.
Finite Difference-Time Domain solution of Dirac equation and the Klein Paradox
Simicevic, Neven
2009-01-01
The time-dependent Dirac equation is solved using the three-dimensional Finite Difference-Time Domain (FDTD) method. The dynamics of the electron wave packet in a scalar potential is studied in the arrangements associated with the Klein paradox: potential step barriers and linear potentials. No Klein paradox is observed.
Gonzalez, Leonel; Guha, Shekhar; Rogers, James W.; Sheng, Qin
2010-01-01
A new $z$-stretching finite difference method is established for simulating the paraxial light beam propagation through a lens in a cylindrically symmetric domain. By introducing proper domain transformations, we solve corresponding difference approximations on a uniform grid in the computational space for great efficiency. A specialized matrix analysis method is constructed to study the numerical stability. Interesting computational results are presented.
Directory of Open Access Journals (Sweden)
Abdollah BORHANIFAR
2013-01-01
Full Text Available In this study fractional Poisson equation is scrutinized through finite difference using shifted Grünwald estimate. A novel method is proposed numerically. The existence and uniqueness of solution for the fractional Poisson equation are proved. Exact and numerical solution are constructed and compared. Then numerical result shows the efficiency of the proposed method.
DEFF Research Database (Denmark)
Bieniasz, Leslaw K.; Østerby, Ole
1995-01-01
The stepwise numerical stability of the Saul'yev finite difference discretization of an example diffusional initial boundary value problem from electrochemical kinetics has been investigated using the matrix method of stability analysis. Special attention has been paid to the effect of the discretization of the mixed, linear boundary condition on stability, assuming the two-point, forward-difference approximation for the gradient at the left boundary (electrode). Criteria regulating the error growth in time have been identified. In particular it has been shown that, in contrast to the claims of unconditional stability of the Saul'yev algorithms, reported in the literature, the left-right variant of the Saul'yev algorithm becomes unstable for large values of the dimensionless diffusion parameter ? = ?t/h2, under mixed boundary conditions. This limitation is not, however, severe for most practical applications.
Airfoil noise computation use high-order schemes
Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær
2010-01-01
High-order finite difference schemes with at least 4th-order spatial accuracy are used to simulate aerodynamically generated noise. The aeroacoustic solver with 4th-order up to 8th-order accuracy is implemented into the in-house flow solver, EllipSys2D/3D. Dispersion-Relation-Preserving (DRP) finite difference schemes and optimized high-order compact finite difference schemes are applied for acoustic computation. Acoustic equations are derived using so-called splitting technique by separating...
Energy Technology Data Exchange (ETDEWEB)
Dattoli, Giuseppe; Torre, Amalia [ENEA, Centro Ricerche Frascati, Rome (Italy). Dipt. Innovazione; Ottaviani, Pier Luigi [ENEA, Centro Ricerche Bologna (Italy); Vasquez, Luis [Madris, Univ. Complutense (Spain). Dept. de Matemateca Aplicado
1997-10-01
The finite-difference based integration method for evolution-line equations is discussed in detail and framed within the general context of the evolution operator picture. Exact analytical methods are described to solve evolution-like equations in a quite general physical context. The numerical technique based on the factorization formulae of exponential operator is then illustrated and applied to the evolution-operator in both classical and quantum framework. Finally, the general view to the finite differencing schemes is provided, displaying the wide range of applications from the classical Newton equation of motion to the quantum field theory.
Lie Algebraic Discretization of Differential Equations
Smirnov, Yuri; Turbiner, Alexander
A certain representation for the Heisenberg algebra in finite difference operators is established. The Lie algebraic procedure of discretization of differential equations with isospectral property is proposed. Using sl2-algebra based approach, (quasi)-exactly-solvable finite difference equations are described. It is shown that the operators having the Hahn, Charlier and Meissner polynomials as the eigenfunctions are reproduced in the present approach as some particular cases. A discrete version of the classical orthogonal polynomials (like Hermite, Laguerre, Legendre and Jacobi ones) is introduced.
Two Conservative Difference Schemes for the Generalized Rosenau Equation
Directory of Open Access Journals (Sweden)
Zheng Kelong
2010-01-01
Full Text Available Numerical solutions for generalized Rosenau equation are considered and two energy conservative finite difference schemes are proposed. Existence of the solutions for the difference scheme has been shown. Stability, convergence, and priori error estimate of the scheme are proved using energy method. Numerical results demonstrate that two schemes are efficient and reliable.
International Nuclear Information System (INIS)
A generalized nodal finite element formalism is presented, which covers virtually all known finit difference approximation to the discrete ordinates equations in slab geometry. This paper (Part 1) presents the theory of the so called open-quotes continuous moment methodsclose quotes, which include such well-known methods as the open-quotes diamond differenceclose quotes and the open-quotes characteristicclose quotes schemes. In a second paper (hereafter referred to as Part II), the authors will present the theory of the open-quotes discontinuous moment methodsclose quotes, consisting in particular of the open-quotes linear discontinuousclose quotes scheme as well as of an entire new class of schemes. Corresponding numerical results are available for all these schemes and will be presented in a third paper (Part III). 12 refs
Wang, Sheng-wei; Xu, Xue-song; Yao, Bao-heng; Lian, Lian
2012-12-01
The dynamic calculations of slender marine risers, such as Finite Element Method (FEM) or Modal Expansion Solution Method (MESM), are mainly for the slender structures with their both ends hinged to the surface and bottom. However, for the re-entry operation, risers held by vessels are in vertical free hanging state, so the displacement and velocity of lower joint would not be zero. For the model of free hanging flexible marine risers, the paper proposed a Finite Difference Approximation (FDA) method for its dynamic calculation. The riser is divided into a reasonable number of rigid discrete segments. And the dynamic model is established based on simple Euler-Bernoulli Beam Theory concerning tension, shear forces and bending moments at each node along the cylindrical structures, which is extendible for different boundary conditions. The governing equations with specific boundary conditions for riser's free hanging state are simplified by Keller-box method and solved with Newton iteration algorithm for a stable dynamic solution. The calculation starts when the riser is vertical and still in calm water, and its behavior is obtained along time responding to the lateral forward motion at the top. The dynamic behavior in response to the lateral parametric excitation at the top is also proposed and discussed in this paper.
Directory of Open Access Journals (Sweden)
Xue Xiang
2013-03-01
Full Text Available Finite difference method (FDM was applied to simulate thermal stress recently, which normally needs a long computational time and big computer storage. This study presents two techniques for improving computational speed in numerical simulation of casting thermal stress based on FDM, one for handling of nonconstant material properties and the other for dealing with the various coefficients in discretization equations. The use of the two techniques has been discussed and an application in wave-guide casting is given. The results show that the computational speed is almost tripled and the computer storage needed is reduced nearly half compared with those of the original method without the new technologies. The stress results for the casting domain obtained by both methods that set the temperature steps to 0.1 ? and 10 ?, respectively are nearly the same and in good agreement with actual casting situation. It can be concluded that both handling the material properties as an assumption of stepwise profile and eliminating the repeated calculation are reliable and effective to improve computational speed, and applicable in heat transfer and fluid flow simulation.
Thorne, M. S.; Myers, S. C.; Harris, D. B.; Rodgers, A. J.
2006-12-01
The scattering of seismic waves from small spatial variations of material properties (e.g., density and seismic wave velocity) affects all seismic observables including amplitudes and travel-times and also gives rise to seismic coda waves. Analysis of seismic scattering has provided a means to quantify small-scale seismic properties that cannot be determined through travel-time analysis or ray theoretical approaches. Numerical wave propagation techniques, such as Finite Difference (FD) techniques, have been utilized in analyzing the full waveform effects of the scattered wave field, although application of these techniques has been focused on studies in regional distance ranges. In order to simulate scattering in numerical schemes, random heterogeneity is added to a models seismic structure using a method based on the 2- or 3-D Fourier Transform (FT). The FT method is well-suited for introducing random perturbations into models on the regional scale in Cartesian geometries.Yet, numerical techniques for larger scale seismic simulation, e.g., global wave propagation, require computationally parallelized solutions and are generally not parameterized on a Cartesian grid. Both of these factors make use of the FT method problematic. The FT method is also restrictive in that constructing models with variable scale-length heterogeneity introduces a first-order discontinuity into the model space. We develop a new technique of generating models of random heterogeneity for numerical wave propagation by application of the Karhunen-Loève Transform (KLT). In contrast to the FT method, which computes the 2- or 3-D convolution of a correlation function with a set of random numbers to produce a realization of random media, the KLT method determines an orthogonal basis of a theoretical covariance matrix by calculating its eigenvectors and eigenvalues. This orthogonal basis is then used to construct a transform matrix by which the random media can be generated. The KLT is ideal as it allows one to construct the transform matrix with a minimum set of basis vectors. We demonstrate the following advantages of the KLT based method: (1) the technique works for both isotropic and anisotropic correlation structures on Cartesian and non-Cartesian grids, (2) the technique is readily parallelizable, and (3) the technique can be used to generate models with non-stationary correlation structures without introducing first-order discontinuities. Initial set-up of the KLT technique is in general slower than the FT technique; however multiple realizations of the random media may be rapidly generated and kriging interpolation can also be used to further accelerate the set-up. We compute 2-D FD synthetic seismograms for models with random heterogeneity and compare waveforms for models constructed with both the FT and KLT based techniques. We generate models with a change of correlation structure with depth, comparing predictions with first-order discontinuous and smoothly varying correlation structure. We also demonstrate the effects of scattering on the SH-wave field in global simulations using the axi-symmetric FD method, showing how the inclusion of random heterogeneity broadens the pulse width of teleseismic body wave arrivals and delays their peak arrival times. Coda wave energy is also generated which is observed as additional energy after prominent body wave arrivals.
Finite difference methods for transient signal propagation in stratified dispersive media
Lam, D. H.
1975-01-01
Explicit difference equations are presented for the solution of a signal of arbitrary waveform propagating in an ohmic dielectric, a cold plasma, a Debye model dielectric, and a Lorentz model dielectric. These difference equations are derived from the governing time-dependent integro-differential equations for the electric fields by a finite difference method. A special difference equation is derived for the grid point at the boundary of two different media. Employing this difference equation, transient signal propagation in an inhomogeneous media can be solved provided that the medium is approximated in a step-wise fashion. The solutions are generated simply by marching on in time. It is concluded that while the classical transform methods will remain useful in certain cases, with the development of the finite difference methods described, an extensive class of problems of transient signal propagating in stratified dispersive media can be effectively solved by numerical methods.
Miner, E. W.; Lewis, C. H.
1972-01-01
An implicit finite difference method has been applied to tangential slot injection into supersonic turbulent boundary layer flows. In addition, the effects induced by the interaction between the boundary layer displacement thickness and the external pressure field are considered. In the present method, three different eddy viscosity models have been used to specify the turbulent momentum exchange. One model depends on the species concentration profile and the species conservation equation has been included in the system of governing partial differential equations. Results are compared with experimental data at stream Mach numbers of 2.4 and 6.0 and with results of another finite difference method. Good agreement was generally obtained for the reduction of wall skin friction with slot injection and with experimental Mach number and pitot pressure profiles. Calculations with the effects of pressure interaction included showed these effects to be smaller than effects of changing eddy viscosity models.
Directory of Open Access Journals (Sweden)
Leiwei Lin
2013-01-01
Full Text Available This study develops a model of finite-difference equations heat distribution of designing brownie production pans and shows the distribution of heat across the outer edge of a pan of different shapes, including rectangular, circular and other shapes. The main task is to improve the utilization rate of the area and make the heat distributed evenly. The combined shape is “positive n polygon+round corner” and the differential equation for heat conduction is established according to Fourier's law. The Finite-Difference Method and Gauss-Seidel Iteration are applied to solve the equation. This study has also calculated the maximum number of pans and the utilization rate of the area using Permutation and Combination. Then a quantitative model of the shape optimization is presented. Finally, the conclusion is that the best type of pan is Round Corner Square. And a novel idea about the shape like “8” is put forward.
TRUMP3-JR: a finite difference computer program for nonlinear heat conduction problems
International Nuclear Information System (INIS)
Computer program TRUMP3-JR is a revised version of TRUMP3 which is a finite difference computer program used for the solution of multi-dimensional nonlinear heat conduction problems. Pre- and post-processings for input data generation and graphical representations of calculation results of TRUMP3 are avaiable in TRUMP3-JR. The calculation equations, program descriptions and user's instruction are presented. A sample problem is described to demonstrate the use of the program. (author)
Modeling of Nanophotonic Resonators with the Finite-Difference Frequency-Domain Method
DEFF Research Database (Denmark)
Ivinskaya, Aliaksandra; Lavrinenko, Andrei; Shyroki, Dzmitry
2011-01-01
Finite-difference frequency-domain method with perfectly matched layers and free-space squeezing is applied to model open photonic resonators of arbitrary morphology in three dimensions. Treating each spatial dimension independently, nonuniform mesh of continuously varying density can be built easily to better resolve mode features. We explore the convergence of the eigenmode wavelength $lambda $ and quality factor $Q$ of an open dielectric sphere and of a very-high- $Q$ photonic crystal cavity ...
DEFF Research Database (Denmark)
Tanev, Stoyan; Sun, Wenbo
2012-01-01
This chapter reviews the fundamental methods and some of the applications of the three-dimensional (3D) finite-difference time-domain (FDTD) technique for the modeling of light scattering by arbitrarily shaped dielectric particles and surfaces. The emphasis is on the details of the FDTD algorithms for particle and surface scattering calculations and the uniaxial perfectly matched layer (UPML) absorbing boundary conditions for truncation of the FDTD grid. We show that the FDTD approach has a sign...
O´Reilly, Ossian; Nordström, Jan; Kozdon, Jeremy E.; Dunham, Eric M.
2013-01-01
A numerical method suitable for wave propagation problems in complex geometries is developed for simulating dynamic earthquake ruptures with realistic friction laws. The numerical method couples an unstructured, node-centered finite volume method to a structured, high order finite difference method. In this work we our focus attention on 2-D antiplane shear problems. The finite volume method is used on unstructured triangular meshes to resolve earthquake ruptures propagating along a nonplanar...
A Finite Difference Method with Non-uniform Timesteps for Fractional Diffusion Equations
Yuste, Santos B.; Quintana-Murillo, Joaquín
2011-01-01
An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the behaviour of the solution in order to keep the numerical errors small without the penalty of a huge computational cost. The method is unconditionally stable and convergent. In fact, it is shown that consistency and stability implies conve...
SOME NEW FINITE DIFFERENCE METHODS FOR HELMHOLTZ EQUATIONS ON IRREGULAR DOMAINS OR WITH INTERFACES
Wan, Xiaohai; Li, Zhilin
2012-01-01
Solving a Helmholtz equation ?u + ?u = f efficiently is a challenge for many applications. For example, the core part of many efficient solvers for the incompressible Navier-Stokes equations is to solve one or several Helmholtz equations. In this paper, two new finite difference methods are proposed for solving Helmholtz equations on irregular domains, or with interfaces. For Helmholtz equations on irregular domains, the accuracy of the numerical solution obtained using the existing augmented...
Numerical techniques in linear duct acoustics. [finite difference and finite element analyses
Baumeister, K. J.
1980-01-01
Both finite difference and finite element analyses of small amplitude (linear) sound propagation in straight and variable area ducts with flow, as might be found in a typical turboject engine duct, muffler, or industrial ventilation system, are reviewed. Both steady state and transient theories are discussed. Emphasis is placed on the advantages and limitations associated with the various numerical techniques. Examples of practical problems are given for which the numerical techniques have been applied.
A Coupled Finite Difference and Moving Least Squares Simulation of Violent Breaking Wave Impact
DEFF Research Database (Denmark)
Lindberg, Ole; Bingham, Harry B.; Engsig-Karup, Allan Peter
2012-01-01
Two model for simulation of free surface flow is presented. The first model is a finite difference based potential flow model with non-linear kinematic and dynamic free surface boundary conditions. The second model is a weighted least squares based incompressible and inviscid flow model. A special feature of this model is a generalized finite point set method which is applied to the solution of the Poisson equation on an unstructured point distribution. The presented finite point set method is g...
Satoh, Isao; Kurosaki, Yasuo
A refined numerical procedure for predicting turbulent heat transfer using coarse grid nodes in finite difference calculations is proposed. Results obtained with the present method are compared with those obtained with the conventional k-epsilon model with wall functions. It is shown that the present method can be used to calculate turbulent heat transfer both in a thermally developing region and in a region where the turbulence Reynolds number is low.
Finite-difference time-domain analysis of time-resolved terahertz spectroscopy experiments
Larsen, Casper; Cooke, David G.; Jepsen, Peter Uhd
2011-01-01
In this paper we report on the numerical analysis of a time-resolved terahertz (THz) spectroscopy experiment using a modified finite-difference time-domain method. Using this method, we show that ultrafast carrier dynamics can be extracted with a time resolution smaller than the duration of the THz probe pulse and can be determined solely by the pump pulse duration. Our method is found to reproduce complicated two-dimensional transient conductivity maps exceedingly well, demonstrating the pow...
RODCON: a finite difference heat conduction computer code in cylindrical coordinates
International Nuclear Information System (INIS)
RODCON, a finite difference computer code, was developed to calculate the internal temperature distribution of the fuel rod simulator (FRS) for the Core Flow Test Loop (CFTL). RODCON solves the implicit, time-dependent forward-differencing heat transfer equation in 2-dimensional (Rtheta) cylindrical coordinates at an axial plane with user specified radial material zones and surface conditions at the FRS periphery. Symmetry of the boundary conditions of coolant bulk temperatures and film coefficients at the FRS periphery is not necessary
Temperature Distribution of Single Slope Solar Still by Finite Difference Method
Kiam Beng Yeo; Kenneth Tze Kin Teo; Cheah Meng Ong
2014-01-01
Single slope solar still utilizes solar distillation technology to clean water from brackish water was investigated. The clean water output of solar still depends on the intensity of sunlight and how well the different mediums in solar still transfer the heat energy around. Thus, the temperature distribution in the single slope solar still was analysed using the explicit finite difference method. Side view of solar still is aligned with a mesh system, which accommodates nodes and specific equ...
Leiwei Lin; Zhike Han; Yiming Zhao; Lei Yan
2013-01-01
This study develops a model of finite-difference equations heat distribution of designing brownie production pans and shows the distribution of heat across the outer edge of a pan of different shapes, including rectangular, circular and other shapes. The main task is to improve the utilization rate of the area and make the heat distributed evenly. The combined shape is “positive n polygon+round corner” and the differential equation for heat conduction is es...
On supraconvergence phenomenon for second order centered finite differences on non-uniform grids
Khakimzyanov, Gayaz
2015-01-01
In the present note we consider an example of a boundary value problem for a simple second order ordinary differential equation, which may exhibit a boundary layer phenomenon. We show that usual central finite differences, which are second order accurate on a uniform grid, can be substantially upgraded to the fourth order by a suitable choice of the underlying non-uniform grid. This example is quite pedagogical and may give some ideas for more complex problems.
Ward, David W.; Nelson, Keith A.
2004-01-01
We describe a simple and intuitive implementation of the method of finite difference time domain simulations for propagating electromagnetic waves using the simplest possible tools available in Microsoft Excel. The method overcomes the usual obstacles of familiarity with programming languages as it relies on little more than the cut and paste features that are standard in Excel. Avenues of exploration by students are proposed and sample graphs are included. The pedagogical e...
HEATING5-JR: a finite difference computer program for nonlinear heat conduction problems
International Nuclear Information System (INIS)
Computer program HEATING5-JR is a revised version of HEATING5 which is a finite difference computer program used for the solution of multi-dimensional, nonlinear heat conduction problems. Pre- and post-processings for graphical representations of input data and calculation results of HEATING5 are avaiable in HEATING5-JR. The calculation equations, program descriptions and user instructions are presented. Several example problems are described in detail to demonstrate the use of the program. (author)
Identification of Water Quality Model Parameter Based on Finite Difference and Monte Carlo
Dongguo Shao; Haidong Yang; Biyu Liu
2013-01-01
Identification results of water quality model parameter directly affect the accuracy of water quality numerical simulation. To overcome the difficulty of parameter identification caused by the measurement’s uncertainty, a new method which is the coupling of Finite Difference Method and Markov Chain Monte Carlo is developed to identify the parameters of water quality model in this paper. Taking a certain long distance open channel as an example, the effects to the results of parameters id...
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.
Directory of Open Access Journals (Sweden)
V. Ramachandra Prasad
2011-01-01
Full Text Available A numerical solution of the unsteady radiative free convection flow of an incompressible viscous fluid past an impulsively started vertical plate with variable heat and mass flux is presented here. This type of problem finds application in many technological and engineering fields such as rocket propulsion systems, spacecraft re-entry aerothermodynamics, cosmical flight aerodynamics, plasma physics, glass production and furnace engineering. The fluid is gray, absorbing-emitting but non-scattering medium and the Rosseland approximation is used to describe the radiative heat flux in the energy equation. The governing non-linear, coupled equations are solved using an implicit finite difference scheme. Numerical results for the velocity, temperature, concentration, the local and average skinfriction, the Nusselt and Sherwood number are shown graphically, for different values of Prandtl number, Schmidt number, thermal Grashof number, mass Grashof number, radiation parameter, heat flux exponent and the mass flux exponent. It is observed that, when the radiation parameter increases, the velocity and temperature decrease in the boundary layer. The local and average skin-friction increases with the increase in radiation parameter. For increasing values of radiation parameter the local as well as average Nusselt number increases.
Lipp, V P; Garcia, M E; Ivanov, D S
2015-01-01
We present a finite-difference integration algorithm for solution of a system of differential equations containing a diffusion equation with nonlinear terms. The approach is based on Crank-Nicolson method with predictor-corrector algorithm and provides high stability and precision. Using a specific example of short-pulse laser interaction with semiconductors, we give a detailed description of the method and apply it for the solution of the corresponding system of differential equations, one of which is a nonlinear diffusion equation. The calculated dynamics of the energy density and the number density of photoexcited free carriers upon the absorption of laser energy are presented for the irradiated thin silicon film. The energy conservation within 0.2% has been achieved for the time step $10^4$ times larger than that in case of the explicit scheme, for the chosen numerical setup. We also present a few examples of successful application of the method demonstrating its benefits for the theoretical studies of la...
Czech Academy of Sciences Publication Activity Database
Rehák, Branislav; ?elikovský, Sergej
Saint Louis : IEEE, 2009, s. 5333-5338. ISBN 978-1-4244-4524-0. [American Control Conference 2009. Saint Louis (US), 10.06.2009-12.06.2009] R&D Projects: GA ?R GP102/07/P413; GA ?R(CZ) GA102/08/0186; GA MŠk(CZ) LA09027 Institutional research plan: CEZ:AV0Z10750506 Keywords : solution of the regulator equation * nonlinear output regulation * feedback Subject RIV: BC - Control Systems Theory
Sallares, V.; Kormann, J.; Cobo, P.; Biescas, B.; Carbonell, R.
2007-05-01
Holbrook et al. (2003) demonstrated recently the possibility of visualizing fine structures in the water column, like thermohaline intrusion or internal waves, through seismic exploration experiments. Seismic exploration is becoming a popular technique for providing high-lateral resolution images of the explored area, in contrast with the classical oceanography probes, like XBT or XCDT. In this work we present a wave propagation model based upon a high order finite-differences time-domain (FDTD) scheme which includes special absorbing conditions in the boundaries. FDTD algorithms are known for presenting problems with reflections on the computational edges. Classical boundary conditions, like those of Engquist, provide reflection coefficients or the order of 10-2. However, reflection coefficients of fine structures in the water we are trying to model are about 10-4. Thus, the key point of the algorithm we present is in the implementation of Perfectly Matched Layer (PML) boundary conditions. These consist in zones with high absorption (therefore, very low reflection coefficient). The PML implemented in this scheme consists in a second order algorithm in the time domain, to take advantage of its stability and convergence properties. In this work we specify the propagation algorithm, and compare it results with the with Engquist and PML absorbing boundaries conditions. The PML condition affords reflection coefficients in the numerical edges lower than 10-4. Holbrook, W.S., Paramo, P., Pearse, S. and Schmitt, R.W., 2003. Thermohaline fine structure in an oceanographic front from seismic reflection profiling. Science, 301, 821-824.
Scott, James R.; Atassi, Hafiz M.
1991-01-01
A numerical method is developed for solving periodic, three-dimensional, vortical flows around lifting airfoils in subsonic flow. The first-order method, that is presented, fully accounts for the distortion effects of the nonuniform mean flow on the convected upstream vortical disturbances. The unsteady velocity is split into a vortical component which is a known function of the upstream flow conditions and the Lagrangian coordinates of the mean flow, and an irrotational field whose potential satisfies a nonconstant-coefficient, inhomogeneous, convective wave equation. Using an elliptic coordinate transformation, the unsteady boundary value problem is solved in the frequency domain on grids which are determined as a function of the Mach number and reduced frequency. Extensive comparisons are made with known solutions to unsteady vortical flow problems, and it is seen that the agreement is generally very good for reduced frequencies ranging from 0 up to 4.
GdfidL: A finite difference program for arbitrarily small perturbations in rectangular geometries
International Nuclear Information System (INIS)
A FD-program for calculating the resonant fields in a perturbed chain of rectangular cavities is presented. The unperturbed cavity chain can be discretized exactly by standard FD-programs that operate on regular grids. Discretizing a perturbed chain exactly with such a grid would lead to a computation time inversely proportional to the perturbation. GdfidL does not represent the grid as a matrix but as a linked list. This allows discretizing arbitrarily small perturbations of a certain class without increasing the time for the solution. As a nice side-effect, only interesting volumes are discretized, reducing the computation time further
A finite difference treatment of differential equation systems with widely differing time constants
International Nuclear Information System (INIS)
A consistent method of solving systems of coupled time-dependent differential equations with vastly divergent time constants has been developed. This method is directly applicable to finite difference techniques of solutions using matrix algebra. Application to systems of isotope burnup and buildup equations with time constants ranging from minutes to millions of years demonstrates the utility of the method. Similarity to the prompt jump method of reactor kinetics indicates applicability to a wider range of positive as well as negative time constant systems
A note on errors arising in finite difference representations of control rod effects
International Nuclear Information System (INIS)
Two methods for the representation of moving control rods are defined. These methods have been used in recant analogue and digital computer studies on finite difference models of axial transients. The errors involved in their use are evaluated for a typically severe case of flux distortion by comparison with a one group diffusion theory approach. It is shown that with either method, maximum error in rod penetration does not exceed about 0.06 of an interval for a 16 interval model or 0.17 of an interval for an 8 interval model. However, changes in reactivity are estimated much more accurately by the 'quadratic' method than by the 'linear' method. (author)
Nonlinear finite-difference time-domain modeling of linear and nonlinear corrugated waveguides
International Nuclear Information System (INIS)
A multidimensional, nonlinear finite-difference time-domain (NL-FDTD) simulator, which is constructed from a self-consistent solution of the full-wave vector Maxwell equations and dispersive (Lorentz), nonlinear (finite-time-response Raman and instantaneous Kerr) materials models, is used to study finite-length, corrugated, optical waveguide output couplers and beam steerers. Multiple-cycle, ultrashort-optical-pulse interactions with these corrugated, nonlinear, dispersive waveguides are characterized. An all-optical nonlinear beam-steering device is designed, and its output-coupling performance is characterized with this NL-FDTD simulator
Implicit finite difference solution for time-fractional diffusion equations using AOR method
International Nuclear Information System (INIS)
In this paper, we derive an implicit finite difference approximation equation of the one-dimensional linear time fractional diffusion equations, based on the Caputo's time fractional derivative. Then this approximation equation leads the corresponding system of linear equation, which is large scale and sparse. Due to the characteristics of the coefficient matrix, we use the Accelerated Over-Relaxation (AOR) iterative method for solving the generated linear system. One example of the problem is presented to illustrate the effectiveness of AOR method. The numerical results of this study show that the proposed iterative method is superior compared with the existing one weighted parameter iterative method.
International Nuclear Information System (INIS)
The reflection of light from a semiconductor structure on a silicon wafer is analyzed with the finite-difference time-domain technique, with the structure gradually modified for typical defect categories. The effect of these changes on the near and far fields of the reflected light is determined, including the behavior over a continuous range. These results can be useful in designing advanced inspection instruments capable of high accuracy. More complex changes to the original structure are also studied to the same end. (paper)
A 3-dimensional finite-difference method for calculating the dynamic coefficients of seals
Dietzen, F. J.; Nordmann, R.
1989-01-01
A method to calculate the dynamic coefficients of seals with arbitrary geometry is presented. The Navier-Stokes equations are used in conjunction with the k-e turbulence model to describe the turbulent flow. These equations are solved by a full 3-dimensional finite-difference procedure instead of the normally used perturbation analysis. The time dependence of the equations is introduced by working with a coordinate system rotating with the precession frequency of the shaft. The results of this theory are compared with coefficients calculated by a perturbation analysis and with experimental results.
Application of finite difference techniques to the thermal analysis of the cooling of a slag casting
International Nuclear Information System (INIS)
It has been proposed to dispose of low grade radioactive waste by reducing it, through pyrolysis, to an inert slag. In this analysis, finite difference techniques are used to predict the cooling of a cylindrical slag casting which is initially in the molten state at 1425 C. The casting cools primarily by thermal radiation and the variation of physical properties with temperatures was included. Two mold designs were considered, a stainless steel mold and a stainless-steel mold with a silicon carbide lining. 4 refs
Drinfeld-Sokolov reduction for finite-difference systems and q-W algebras
Semenov-Tian-Shansky, M A
1997-01-01
We propose a finite-difference version of the Drinfeld-Sokolov reduction. A q-deformation analog of the classical W-algebras is obtained. For the sl(n) case it yields the Poisson structure inherited by the zentrum of the affine quantum group $U_q(\\widehat{{\\frak sl}} (n))$ at the critical level. The nontrivial consistency conditions eliminate the residual freedom in the choice of the classical r-matrix which underlies the entire construction and lead to a new class of elliptic classical r-matrices.
Loss and dispersion analysis of microstructured fibers by finite-difference method.
Guo, Shangping; Wu, Feng; Albin, Sacharia; Tai, Hsiang; Rogowski, Robert
2004-07-26
The dispersion and loss in microstructured fibers are studied using a full-vectorial compact-2D finite-difference method in frequency-domain. This method solves a standard eigen-value problem from the Maxwell's equations directly and obtains complex propagation constants of the modes using anisotropic perfectly matched layers. A dielectric constant averaging technique using Ampere's law across the curved media interface is presented. Both the real and the imaginary parts of the complex propagation constant can be obtained with a high accuracy and fast convergence. Material loss, dispersion and spurious modes are also discussed. PMID:19483859
DEFF Research Database (Denmark)
Santillan, Arturo Orozco
2011-01-01
The aim of the work described in this paper has been to investigate the use of the finite-difference time-domain method to describe the interactions between a moving object and a sound field. The main objective was to simulate oscillational instabilities that appear in single-axis acoustic levitation devices and to describe their evolution in time to further understand the physical mechanism involved. The study shows that the method gives accurate results for steady state conditions, and that it is a promising tool for simulations with a moving object.
Scattering analysis of periodic structures using finite-difference time-domain
ElMahgoub, Khaled; Elsherbeni, Atef Z
2012-01-01
Periodic structures are of great importance in electromagnetics due to their wide range of applications such as frequency selective surfaces (FSS), electromagnetic band gap (EBG) structures, periodic absorbers, meta-materials, and many others. The aim of this book is to develop efficient computational algorithms to analyze the scattering properties of various electromagnetic periodic structures using the finite-difference time-domain periodic boundary condition (FDTD/PBC) method. A new FDTD/PBC-based algorithm is introduced to analyze general skewed grid periodic structures while another algor
Finite-difference-based multiple-relaxation-times lattice Boltzmann model for binary mixtures.
Zheng, Lin; Guo, Zhaoli; Shi, Baochang; Zheng, Chuguang
2010-01-01
In this paper, we propose a finite-difference-based lattice Boltzmann equation (LBE) model with multiple-relaxation times (MRT), in which the distribution functions of individual species evolve on a same regular lattice without any interpolations. Furthermore, the use of the MRT enables the model more flexible so that it can be applied to mixtures of species with different viscosities and adjustable Schmidt number. Some numerical tests are conducted to validate the model, the numerical results are found to agree well with analytical solutions/or other numerical results, and good numerical stability of the proposed LBE model is also observed. PMID:20365501
DNS of premixed turbulent V-flame: coupling spectral and finite difference methods
Hauguel, Raphael; Vervisch, Luc; Domingo, Pascale
2005-01-01
To allow for a reliable examination of the interaction between velocity fluctuations, acoustics and combustion, a novel numerical procedure is discussed in which a spectral solution of the Navier-Stokes equations is directly associated to a high-order finite difference fully compressible DNS solver (sixth order PADE). Using this combination of high-order solvers with accurate boundary conditions, simulations have been performed where a turbulent premixed V-shape flame develops in grid turbulence. In the light of the DNS results, a sub-model for premixed turbulent combustion is analyzed. To cite this article: R. Hauguel et al., C. R. Mecanique 333 (2005).
Calculating modes of quantum wire systems using a finite difference technique
Directory of Open Access Journals (Sweden)
T Mardani
2013-03-01
Full Text Available In this paper, the Schrodinger equation for a quantum wire is solved using a finite difference approach. A new aspect in this work is plotting wave function on cross section of rectangular cross-sectional wire in two dimensions, periodically. It is found that the correct eigen energies occur when wave functions have a complete symmetry. If the value of eigen energy has a small increase or decrease in neighborhood of the correct energy the symmetry will be destroyed and aperturbation value at the first of wave function will be observed. In addition, the demand on computer memory varies linearly with the size of the system under investigation.
A fully nonlinear, mixed spectral and finite difference model for thermally driven, rotating flows
Miller, Timothy L.; Lu, Huei-Iin; Butler, Karen A.
1992-01-01
Finite difference in time and the meridional plane, in conjunction with a spectral technique in the azimuthal direction, are used to approximate the Navier-Stokes equations in a model that can simulate a variety of thermally driven rotating flows in cylindrical and spherical geometries. Axisymmetric flow, linearized waves relative to a fixed or changing axisymmetric flow, nonlinear waves without wave-wave interaction, and fully nonlinear 3D flow, can in this way be calculated. A reexamination is conducted of the steady baroclinic wave case previously treated by Williams (1971) and Quon (1976).
International Nuclear Information System (INIS)
The finite-difference boundary value method is applied to the calculation of Born--Oppenheimer vibrational energies and expectation values of R-2 for an excited state of H2. We estimate the accuracy attainable by this method, point out a systematic error in the previous calculations of Tobin and Hinze, and correct several unjustified statements in the literature. Finally we point out that there is a large uncertainty in the final results due to choice of interpolation scheme
Okuyama, Yoshifumi
2014-01-01
Discrete Control Systems establishes a basis for the analysis and design of discretized/quantized control systemsfor continuous physical systems. Beginning with the necessary mathematical foundations and system-model descriptions, the text moves on to derive a robust stability condition. To keep a practical perspective on the uncertain physical systems considered, most of the methods treated are carried out in the frequency domain. As part of the design procedure, modified Nyquist–Hall and Nichols diagrams are presented and discretized proportional–integral–derivative control schemes are reconsidered. Schemes for model-reference feedback and discrete-type observers are proposed. Although single-loop feedback systems form the core of the text, some consideration is given to multiple loops and nonlinearities. The robust control performance and stability of interval systems (with multiple uncertainties) are outlined. Finally, the monograph describes the relationship between feedback-control and discrete ev...
Chakravarthy, S.
1978-01-01
An efficient, direct finite difference method is presented for computing sound propagation in non-stepped two-dimensional and axisymmetric ducts of arbitrarily varying cross section without mean flow. The method is not restricted by axial variation of acoustic impedance of the duct wall linings. The non-uniform two-dimensional or axisymmetric duct is conformally mapped numerically into a rectangular or cylindrical computational domain using a new procedure based on a method of fast direct solution of the Cauchy-Riemann equations. The resulting Helmholtz equation in the computational domain is separable. The solution to the governing equation and boundary conditions is expressed as a linear combination of fundamental solutions. The fundamental solutions are computed only once for each duct shape by means of the fast direct cyclic reduction method for the discrete solution of separable elliptic equations. Numerical results for several examples are presented to show the applicability and efficiency of the method.
International Nuclear Information System (INIS)
The nonlinear dynamic response of doubly curved shallow shells resting on Winkler-Pasternak elastic foundation has been studied for step and sinusoidal loadings. Dynamic analogues of Von Karman-Donnel type shell equations are used. Clamped immovable and simply supported immovable boundary conditions are considered. The governing nonlinear partial differential equations of the shell are discretized in space and time domains using the harmonic differential quadrature (HDQ) and finite differences (FD) methods, respectively. The accuracy of the proposed HDQ-FD coupled methodology is demonstrated by numerical examples. The shear parameter G of the Pasternak foundation and the stiffness parameter K of the Winkler foundation have been found to have a significant influence on the dynamic response of the shell. It is concluded from the present study that the HDQ-FD methodolgy is a simple, efficient, and accurate method for the nonlinear analysis of doubly curved shallow shells resting on two-parameter elastic foundation
International Nuclear Information System (INIS)
Poisson equation is solved analytically in the case of a point charge placed anywhere in a spherical core/shell nanostructure, immersed in aqueous or organic solution or embedded in semiconducting or insulating matrix. Conduction and valence band-edge alignments between core and shell are described by finite height barriers. Influence of polarization charges induced at the surfaces where two adjacent materials meet is taken into account. Original expressions of electrostatic potential created everywhere in the space by a source point charge are derived. Expressions of self-polarization potential describing the interaction of a point charge with its own image–charge are deduced. Contributions of double dielectric constant mismatch to electron and hole ground state energies as well as nanostructure effective gap are calculated via first order perturbation theory and also by finite difference approach. Dependencies of electron, hole and gap energies against core to shell radii ratio are determined in the case of ZnS/CdSe core/shell nanostructure immersed in water or in toluene. It appears that finite difference approach is more efficient than first order perturbation method and that the effect of polarization charge may in no case be neglected as its contribution can reach a significant proportion of the value of nanostructure gap
International Nuclear Information System (INIS)
A least squares principle is described which uses a penalty function treatment of boundary and interface conditions. Appropriate choices of the trial functions and vectors employed in a dual representation of an approximate solution established complementary principles for the diffusion equation. A geometrical interpretation of the principles provides weighted residual methods for diffusion theory, thus establishing a unification of least squares, variational and weighted residual methods. The complementary principles are used with either a trial function for the flux or a trial vector for the current to establish for regular meshes a connection between finite element, finite difference and nodal methods, which can be exact if the mesh pitches are chosen appropriately. Whereas the coefficients in the usual nodal equations have to be determined iteratively, those derived via the complementary principles are given explicitly in terms of the data. For the further development of the connection between finite element, finite difference and nodal methods, some hybrid variational methods are described which employ both a trial function and a trial vector. (author)
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. The thermal and temperature-dependent mechanical properties of Type 304 stainless steel were used bor both the pipe and the weldment materials. The welding area was subdivided into seven regions. The model for spatial and temporal heat deposition was compatible with the welding speed and conditions reported in relevant G.E. Reports. Since creep is not included, the residual stresses after cooling depend only on the stress-strain path and not on the total time inolved. Therefore, the excess heat in the grid at late times could be withdrawn artificially. This was done by a prescription that smoothly reduced the temperature gradients to achieve ambient conditions. Because the thermal and mechanical responses were computed simultaneously, it was desirable to reduce the disparity between the associated thermal time step and the mechanical time step (based on sound speed). This was achieved by increasing the mechanical time step by employing a density scaling factor of 7.58x1011 to make the two time steps similar. A dynamic relaxation technique was then used to damp the non-physical mechanical oscillations that were generated by the thermal expansions and contractions
Runge-Kutta methods combined with compact difference schemes for the unsteady Euler equations
Yu, Sheng-Tao
1992-01-01
Recent development using compact difference schemes to solve the Navier-Stokes equations show spectral-like accuracy. A study was made of the numerical characteristics of various combinations of the Runge-Kutta (RK) methods and compact difference schemes to calculate the unsteady Euler equations. The accuracy of finite difference schemes is assessed based on the evaluations of dissipative error. The objectives are reducing the numerical damping and, at the same time, preserving numerical stability. While this approach has tremendous success solving steady flows, numerical characteristics of unsteady calculations remain largely unclear. For unsteady flows, in addition to the dissipative errors, phase velocity and harmonic content of the numerical results are of concern. As a result of the discretization procedure, the simulated unsteady flow motions actually propagate in a dispersive numerical medium. Consequently, the dispersion characteristics of the numerical schemes which relate the phase velocity and wave number may greatly impact the numerical accuracy. The aim is to assess the numerical accuracy of the simulated results. To this end, the Fourier analysis is to provide the dispersive correlations of various numerical schemes. First, a detailed investigation of the existing RK methods is carried out. A generalized form of an N-step RK method is derived. With this generalized form, the criteria are derived for the three and four-step RK methods to be third and fourth-order time accurate for the non-linear equations, e.g., flow equations. These criteria are then applied to commonly used RK methods such as Jameson's 3-step and 4-step schemes and Wray's algorithm to identify the accuracy of the methods. For the spatial discretization, compact difference schemes are presented. The schemes are formulated in the operator-type to render themselves suitable for the Fourier analyses. The performance of the numerical methods is shown by numerical examples. These examples are detailed. described. The third case is a two-dimensional simulation of a Lamb vortex in an uniform flow. This calculation provides a realistic assessment of various finite difference schemes in terms of the conservation of the vortex strength and the harmonic content after travelling a substantial distance. The numerical implementation of Giles' non-refelctive equations coupled with the characteristic equations as the boundary condition is discussed in detail. Finally, the single vortex calculation is extended to simulate vortex pairing. For the distance between two vortices less than a threshold value, numerical results show crisp resolution of the vortex merging.
Herrmann, Heiko; Rueckner, Gunnar
2005-01-01
In this article two implementations of a symmetric finite difference algorithm for a first-order partial differential equation are discussed. The considered partial differential equation discribes the time evolution of the crack length distribution of microcracks in brittle materia.
Luo, Y.; Xia, J.; Xu, Y.; Zeng, C.; Liu, J.
2010-01-01
Love-wave propagation has been a topic of interest to crustal, earthquake, and engineering seismologists for many years because it is independent of Poisson's ratio and more sensitive to shear (S)-wave velocity changes and layer thickness changes than are Rayleigh waves. It is well known that Love-wave generation requires the existence of a low S-wave velocity layer in a multilayered earth model. In order to study numerically the propagation of Love waves in a layered earth model and dispersion characteristics for near-surface applications, we simulate high-frequency (>5 Hz) Love waves by the staggered-grid finite-difference (FD) method. The air-earth boundary (the shear stress above the free surface) is treated using the stress-imaging technique. We use a two-layer model to demonstrate the accuracy of the staggered-grid modeling scheme. We also simulate four-layer models including a low-velocity layer (LVL) or a high-velocity layer (HVL) to analyze dispersive energy characteristics for near-surface applications. Results demonstrate that: (1) the staggered-grid FD code and stress-imaging technique are suitable for treating the free-surface boundary conditions for Love-wave modeling, (2) Love-wave inversion should be treated with extra care when a LVL exists because of a lack of LVL information in dispersions aggravating uncertainties in the inversion procedure, and (3) energy of high modes in a low-frequency range is very weak, so that it is difficult to estimate the cutoff frequency accurately, and "mode-crossing" occurs between the second higher and third higher modes when a HVL exists. ?? 2010 Birkh??user / Springer Basel AG.
Nordstrom, Jan; Carpenter, Mark H.
1998-01-01
Boundary and interface conditions for high order finite difference methods applied to the constant coefficient Euler and Navier-Stokes equations are derived. The boundary conditions lead to strict and strong stability. The interface conditions are stable and conservative even if the finite difference operators and mesh sizes vary from domain to domain. Numerical experiments show that the new conditions also lead to good results for the corresponding nonlinear problems.
Tsugio Fukuchi
2011-01-01
The finite difference method has adequate accuracy to calculate fully-developed laminar flows in regular cross-sectional domains, but in irregular domains such flows are solved using the finite element method or structured grids. However, it has become apparent that we can use the finite difference method freely even if domains are complex. The non-slip condition on the wall must be imposed. Even in irregular domains, this boundary condition can be introduced indirectly by adding a single pro...
New schemes for a two-dimensional inverse problem with temperature overspecification
Dehghan Mehdi
2001-01-01
Two different finite difference schemes for solving the two-dimensional parabolic inverse problem with temperature overspecification are considered. These schemes are developed for indentifying the control parameter which produces, at any given time, a desired temperature distribution at a given point in the spatial domain. The numerical methods discussed, are based on the (3,3) alternating direction implicit (ADI) finite difference scheme and the (3,9) alternating direction implicit formula....
Cdiaph: Program for calculating reinforced concrete diaphragm with finite difference method
Directory of Open Access Journals (Sweden)
Luki? Predrag
2014-01-01
Full Text Available Works in soil requires making of supporting structures to ensure the stability of the field. Reinforced concrete diaphragms allow you to perform the most complex works in a safe manner. The current calculation practice of the effect and movement of diaphragms implied the manual approach to the calculation that requires a serious time commitment of engineers or the use of complex commercial software packages. This paper presents the program automation and acceleration of the process of calculating the effect, movement and rotation of reinforced concrete diaphragms. A software package Cdiaph has been developed, which with the finite difference method calculates and draws diagrams of force impact at the intersection (M and V, movement and rotation of the intersection (x and f and the recommended depth of foundation (D of reinforced concrete diaphragms.
Finite-difference solution to the Schrodinger equation for the helium isoelectronic sequence
International Nuclear Information System (INIS)
The method described previously for the solution of the Schrodinger equation for S-type states of helium has been applied to the helium isoelectronic sequence. The Schrodinger equation, which is an elliptic partial-differential equation, is converted to a set of finite-difference equations which are solved by a relaxed iterative technique. The method is applied to the 11S two-electron systems for Z=1 through 8 and 23S state for Z=3. The results include expectation values of the total energy, kinetic and potential terms, and rsup(n), n = -2, -1, 1, 2, and are compared with the work of Pekeris. The total energy for the hydrogen ion, which has only one bound state, is -0.52746 and differs from Pekeris' value by 0.055%. Other total energy values differ by 0.004% or less. (Auth.)
Finite-Difference Time-Domain Study of Guided Modes in Nano-plasmonic Waveguides
Zhao, Y; Zhao, Yan; Hao, Yang
2006-01-01
The finite-difference time-domain (FDTD) method is applied for studying plasmonic waveguide formed by silver nanorods at optical frequencies. The dispersion diagram of periodic structures formed by an infinite number of nanorods is calculated by applying Bloch's periodic boundary condition therefore only one unit-cell is modelled in simulations. The frequency dispersion of silver nanorods is characterised by Drude material model and taken into account in FDTD simulations by a simple differential equation method. The dispersion diagram calculated using the FDTD method is verified by comparing the frequency domain embedding method. The change of dispersion diagram caused by the elliptical inclusion and different number of rows of nanorods is analysed. Wave propagation in the waveguides formed by a finite number (nine) of nanorods is studied and the transmission for different waveguides is calculated and compared with the corresponding dispersion diagrams. The simulation results show that row(s) of nanorods can ...
Ehlers, E. F.
1974-01-01
A finite difference method for the solution of the transonic flow about a harmonically oscillating wing is presented. The partial differential equation for the unsteady transonic flow was linearized by dividing the flow into separate steady and unsteady perturbation velocity potentials and by assuming small amplitudes of harmonic oscillation. The resulting linear differential equation is of mixed type, being elliptic or hyperbolic whereever the steady flow equation is elliptic or hyperbolic. Central differences were used for all derivatives except at supersonic points where backward differencing was used for the streamwise direction. Detailed formulas and procedures are described in sufficient detail for programming on high speed computers. To test the method, the problem of the oscillating flap on a NACA 64A006 airfoil was programmed. The numerical procedure was found to be stable and convergent even in regions of local supersonic flow with shocks.
Kishoni, Doron; Taasan, Shlomo
1994-01-01
Solution of the wave equation using techniques such as finite difference or finite element methods can model elastic wave propagation in solids. This requires mapping the physical geometry into a computational domain whose size is governed by the size of the physical domain of interest and by the required resolution. This computational domain, in turn, dictates the computer memory requirements as well as the calculation time. Quite often, the physical region of interest is only a part of the whole physical body, and does not necessarily include all the physical boundaries. Reduction of the calculation domain requires positioning an artificial boundary or region where a physical boundary does not exist. It is important however that such a boundary, or region, will not affect the internal domain, i.e., it should not cause reflections that propagate back into the material. This paper concentrates on the issue of constructing such a boundary region.
Dispersive finite-difference time-domain (FDTD) analysis of the elliptic cylindrical cloak
International Nuclear Information System (INIS)
A dispersive full-wave finite-difference time-domain (FDTD) model is used to calculate the performance of elliptic cylindrical cloaking devices. The permittivity and the permeability tensors for the cloaking structure are derived by using an effective medium approach in general relativity. The elliptic cylindrical invisibility devices are found to show imperfect cloaking, and the cloaking performance is found to depend on the polarization of the incident waves, the direction of the propagation of those waves, the semi-focal distances and the loss tangents of the meta-material. When the semifocal distance of the elliptic cylinder decreases, the performance of the cloaking becomes very good, with neither noticeable scatterings nor field penetrations. For a larger semi-focal distance, only the TM wave with a specific propagation direction shows good cloaking performance. Realistic cloaking materials with loss still show a cloak that is working, but attenuated back-scattering waves exist.
Low-dispersion finite difference methods for acoustic waves in a pipe
Davis, Sanford
1991-01-01
A new algorithm for computing one-dimensional acoustic waves in a pipe is demonstrated by solving the acoustic equations as an initial-boundary-value problem. Conventional dissipation-free second-order finite difference methods suffer severe phase distortion for grids with less that about ten mesh points per wavelength. Using the signal generation by a piston in a duct as an example, transient acoustic computations are presented using a new compact three-point algorithm which allows about 60 percent fewer mesh points per wavelength. Both pulse and harmonic excitation are considered. Coupling of the acoustic signal with the pipe resonant modes is shown to generate a complex transient wave with rich harmonic content.
International Nuclear Information System (INIS)
A model predicting the formation of laser-induced periodic surface structures (LIPSSs) is presented. That is, the finite-difference time domain method is used to study the interaction of electromagnetic fields with rough surfaces. In this approach, the rough surface is modified by “ablation after each laser pulse,” according to the absorbed energy profile, in order to account for inter-pulse feedback mechanisms. LIPSSs with a periodicity significantly smaller than the laser wavelength are found to “grow” either parallel or orthogonal to the laser polarization. The change in orientation and periodicity follow from the model. LIPSSs with a periodicity larger than the wavelength of the laser radiation and complex superimposed LIPSS patterns are also predicted by the model
A high-order finite-difference algorithm for direct computation of aerodynamic sound
International Nuclear Information System (INIS)
A high-order finite-difference algorithm is proposed in the aim of performing LES calculations for CAA applications. The sub-grid scale dissipation is performed by the explicit high-order numerical filter used for numerical stability purpose. A shock-capturing non-linear filter is also used to deal with compressible discontinuous flows. In order to tackle complex geometries, an over-set-grid approach is used. High-order interpolations make possible the communication between overlapping domains. The whole algorithm is first validated on canonical flow problems to illustrate both its properties for shock-capturing as well as for accurate wave propagation. Then, the influence of the multi-domain approach on the high-order spatial accuracy is assessed. Finally, a rod-airfoil configuration is studied to highlight the potential of the proposed algorithm to deal with multi-scale aero acoustic applications. (authors)
Multiscale Finite-Difference-Diffusion-Monte-Carlo Method for Simulating Dendritic Solidification
Plapp, M; Plapp, Mathis; Karma, Alain
2000-01-01
We present a novel hybrid computational method to simulate accurately dendritic solidification in the low undercooling limit where the dendrite tip radius is one or more orders of magnitude smaller than the characteristic spatial scale of variation of the surrounding thermal or solutal diffusion field. The first key feature of this method is an efficient multiscale diffusion Monte-Carlo (DMC) algorithm which allows off-lattice random walkers to take longer and concomitantly rarer steps with increasing distance away from the solid-liquid interface. As a result, the computational cost of evolving the large scale diffusion field becomes insignificant when compared to that of calculating the interface evolution. The second key feature is that random walks are only permitted outside of a thin liquid layer surrounding the interface. Inside this layer and in the solid, the diffusion equation is solved using a standard finite-difference algorithm that is interfaced with the DMC algorithm using the local conservation ...
Finite-Differences-Time-Domain and SPICE analysis of a crosstalk structure
Motos-Lopez, T
2000-01-01
This report tries to analyse the amount of crosstalk induced by a signal pulse on a neighbour trace with two different analysis methods: Finite Differences Time Domain versus 2D Parameter Extraction and SPICE simulations. The aim of this report will be to compare the results of these two very different approaches and try to correlate them. In addition to this, several important conclusions in terms of crosstalk behaviour for different structures -homogenenous, nonohomogeneous, use of guard traces, dynamics of ground lines, impedance matching- will be derived. This work originates from the collaboration with EP/ED group in terms of defining a clear strategy to design the cable that will link the ALICE TPC detector with the front-end electronics.
Putri, Selmi; Arif, Idam; Khotimah, Siti Nurul
2015-04-01
In this study, peritoneal dialysis transport system was numerically simulated using finite difference method. The increase in the intraperitoneal pressure due to coughing has a high value outside the working area of the void volume fraction of the hydrostatic pressure ?(P). Therefore to illustrate the effects of the pressure increment, the pressure of working area is chosen between 1 and 3 mmHg. The effects of increased pressure in peritoneal tissue cause more fluid to flow into the blood vessels and lymph. Furthermore, the increased pressure in peritoneal tissue makes the volumetric flux jv and solute flux js across the tissue also increase. The more fluid flow into the blood vessels and lymph causes the fluid to flow into tissue qv and the glucose flow qs to have more negative value and also decreases the glucose concentration CG in the tissue.
Finite-Difference and Pseudospectral Time-Domain Methods Applied to Backwards-Wave Metamaterials
Feise, M W; Bevelacqua, P J; Feise, Michael W.; Schneider, John B.; Bevelacqua, Peter J.
2004-01-01
Backwards-wave (BW) materials that have simultaneously negative real parts of their electric permittivity and magnetic permeability can support waves where phase and power propagation occur in opposite directions. These materials were predicted to have many unusual electromagnetic properties, among them amplification of the near-field of a point source, which could lead to the perfect reconstruction of the source field in an image [J. Pendry, Phys. Rev. Lett. 85, 3966 (2000)]. Often systems containing BW materials are simulated using the finite-difference time-domain (FDTD) technique. We show that this technique suffers from a numerical artifact due to its staggered grid that makes its use in simulations involving BW materials problematic. The pseudospectral time-domain (PSTD) technique, on the other hand, uses a collocated grid and is free of this artifact. It is also shown that when modeling the dispersive BW material, the linear frequency approximation method introduces error that affects the frequency of ...
The Finite Difference Time Domain Method for Computing Single-Particle Density Matrix
Sudiarta, I Wayan
2007-01-01
The finite difference time domain (FDTD) method for numerical computation of the thermal density matrix of a general single-particle quantum system is presented. The Schrodinger equation transformed to imaginary time t is solved numerically by the FDTD method using a set of initial wave functions at t=0 . By choosing this initial set appropriately, the set of wave functions generated by the FDTD method as a function of t is used to construct the thermal density matrix. The theory, a numerical algorithm, and illustrative examples are given in this paper. The numerical results show that the method accurately determines the density matrix and hence the thermodynamic properties of a single-particle system.
Finite-difference time-domain analysis of time-resolved terahertz spectroscopy experiments
DEFF Research Database (Denmark)
Larsen, Casper; Cooke, David G.
2011-01-01
In this paper we report on the numerical analysis of a time-resolved terahertz (THz) spectroscopy experiment using a modified finite-difference time-domain method. Using this method, we show that ultrafast carrier dynamics can be extracted with a time resolution smaller than the duration of the THz probe pulse and can be determined solely by the pump pulse duration. Our method is found to reproduce complicated two-dimensional transient conductivity maps exceedingly well, demonstrating the power of the time-domain numerical method for extracting ultrafast and dynamic transport parameters from time-resolved THz spectroscopy experiments. The numerical implementation is available online. (C) 2011 Optical Society of America
Study Notes on Numerical Solutions of the Wave Equation with the Finite Difference Method
Adib, A B
2000-01-01
In this introductory work I will present the Finite Difference method for hyperbolic equations, focusing on a method which has second order precision both in time and space (the so-called leap-frog method) and applying it to the case of the 1d and 2d wave equation. A brief derivation of the energy and equation of motion of a wave is done before the numerical part in order to make the transition from the continuum to the lattice clearer. To illustrate the extension of the method to more complex equations, I also add dissipative terms of the kind $-\\eta \\dot{u}$ into the equations. The von Neumann numerical stability analysis and the Courant criterion, two of the most popular in the literature, are briefly discussed. In the end I present some numerical results obtained with the leap-frog algorithm, illustrating the importance of the lattice resolution through energy plots.
GPU-accelerated 3D neutron diffusion code based on finite difference method
International Nuclear Information System (INIS)
Finite difference method, as a traditional numerical solution to neutron diffusion equation, although considered simpler and more precise than the coarse mesh nodal methods, has a bottle neck to be widely applied caused by the huge memory and unendurable computation time it requires. In recent years, the concept of General-Purpose computation on GPUs has provided us with a powerful computational engine for scientific research. In this study, a GPU-Accelerated multi-group 3D neutron diffusion code based on finite difference method was developed. First, a clean-sheet neutron diffusion code (3DFD-CPU) was written in C++ on the CPU architecture, and later ported to GPUs under NVIDIA's CUDA platform (3DFD-GPU). The IAEA 3D PWR benchmark problem was calculated in the numerical test, where three different codes, including the original CPU-based sequential code, the HYPRE (High Performance Pre-conditioners)-based diffusion code and CITATION, were used as counterpoints to test the efficiency and accuracy of the GPU-based program. The results demonstrate both high efficiency and adequate accuracy of the GPU implementation for neutron diffusion equation. A speedup factor of about 46 times was obtained, using NVIDIA's Geforce GTX470 GPU card against a 2.50 GHz Intel Quad Q9300 CPU processor. Compared with the HYPRE-based code performing in parallel on an 8-core tower server, the speedup of about 2 still could be observed. More encouragingly, without any mathematical acceleration technology, the GPU implementation ran about 5 times faster than CITATION which was speeded up by using the SOR method and Chebyshev extrapolation technique. (authors)
Bandaru, Vinodh; Krasnov, Dmitry; Schumacher, Jörg
2015-01-01
A conservative coupled finite difference-boundary element computational procedure for the simulation of turbulent magnetohydrodynamic flow in a straight rectangular duct at finite magnetic Reynolds number is presented. The flow is assumed to be periodic in the streamwise direction and is driven by a mean pressure gradient. The duct walls are considered to be electrically insulating. The co-evolution of the velocity and magnetic fields as described respectively by the Navier-Stokes and the magnetic induction equations, together with the coupling of the magnetic field between the conducting domain and the non-conducting exterior is solved using the magnetic field formulation. The aim is to simulate localized magnetic fields interacting with turbulent duct flow. Detailed verification of the implementation of the numerical scheme is conducted in the limiting case of low magnetic Reynolds number by comparing with the results obtained using a quasistatic approach that has no coupling with the exterior. The rigorous...
International Nuclear Information System (INIS)
A code called DIFXYZ has been developed for the finite difference solution of diffusion theory equations in 1-D, 2-D and 3-D Cartesian geometry. It uses central differencing scheme. DIFXYZ can be used for determining the eigenvalue, fluxes, their adjoint and power distribution. Homogeneous as well as inhomogeneous boundary conditions can be applied in all directions. The code is written in variable dimensions so that any combination of number of energy groups and number of spatial meshes can be considered. Diagonal or octant symmetry can be used in radial plane. Acceleration techniques like successive line over relaxation with optimum parameter determined by program, two parameter Chebyschev acceleration for fission source, row or column rebalancing etc. are incorporated in DIFXYZ and facilitate fast convergence of eigenvalue and flux profile. (author)
Scientific Electronic Library Online (English)
Jorge Mauricio, Ruiz Vera; Ignacio, Mantilla Prada.
2013-06-01
Full Text Available La ecuación de Derrida-Lebowitz-Speer-Spohn (DLSS) es una ecuación de evolución no lineal de cuarto orden. Esta aparece en el estudio de las fluctuaciones de interface de sistemas de espín y en la modelación de semicoductores cuánticos. En este artículo, se presenta una discretización por elementos [...] finitos para una formulación exponencial de la ecuación DLSS abordada como un sistema acoplado de ecuaciones. Usando la información disponible acerca del fenómeno físico, se establecen las condiciones de contorno para el sistema acoplado. Se demuestra la existencia de la solución discreta global en el tiempo via un argumento de punto fijo. Los resultados numéricos ilustran el carácter cuántico de la ecuación. Finalmente se presenta un test del orden de convergencia de la discretización porpuesta. Abstract in english The Derrida-Lebowitz-Speer-Spohn (DLSS) equation is a fourth order in space non-linear evolution equation. This equation arises in the study of interface fluctuations in spin systems and quantum semiconductor modelling. In this paper, we present a finite element discretization for a exponential form [...] ulation of a coupled-equation approach to the DLSS equation. Using the available information about the physical phenomena, we are able to set the corresponding boundary conditions for the coupled system. We prove existence of the discrete solution by fixed point argument. Numerical results illustrate the quantum character of the equation. Finally a test of order of convergence of the proposed discretization scheme is presented.
Steinhoff, John; Chitta, Subhashini
2012-08-01
The linear wave equation represents the basis of many linear electromagnetic and acoustic propagation problems. Features that a computational model must have, to capture large scale realistic effects (for over the horizon or "OTH" radar communication, for example), include propagation of short waves with scattering and partial absorption by complex topography. For these reasons, it is not feasible to use Green's Function or any simple integral method, which neglects these intermediate effects and requires a known propagation function between source and observer. In this paper, we describe a new method for propagating such short waves over long distances, including intersecting scattered waves. The new method appears to be much simpler than conventional high frequency schemes: Lagrangian "particle" based approaches, such as "ray tracing" become very complex in 3-D, especially for waves that may be expanding, or even intersecting. The other high frequency scheme in common use, the Eikonal, also has difficulty with intersecting waves. Our approach, based on nonlinear solitary waves concentrated about centroid surfaces of physical wave features, is related to that of Whitham [1], which involves solving wave fronts propagating on characteristics. Then, the evolving electromagnetic (or acoustic) field can be approximated as a collection of propagating co-dimension one surfaces (for example, 2-D surfaces in three dimensions). This approach involves solving propagation equations discretely on an Eulerian grid to approximate the linear wave equation. However, to propagate short waves over long distances, conventional Eulerian numerical methods, which attempt to resolve the structure of each wave, require far too many grid cells and are not feasible on current or foreseeable computers. Instead, we employ an "extended" wave equation that captures the important features of the propagating waves. This method is first formulated at the partial differential equation (PDE) level, as a wave equation with an added "confining" term that involves both a positive and a negative dissipation. Once we have the stable PDE, the discrete formulation is simply a multidimensional PDE with (stable) perturbations caused by the discretization. The resulting discrete solution can then be low order and very simple and yet remain stable over arbitrarily long times. When discretized and solved on an Eulerian grid, this new method allows far coarser grids than required by conventional resolution considerations, while still accounting for the effects of varying atmospheric and topographic features. An important point is that the new method is in the same form as conventional discrete wave equation methods. However, the conventional solution eventually decays, and only the "intermediate asymptotic" solution can be used. Simply by adding an extra term, we show that a nontrivial true asymptotic solution can be obtained. A similar solitary wave based approach has been used successfully in a different problem (involving "Vorticity Confinement"), for a number of years.
Minimization of discrete errors in diffusion simulation of nuclear magnetization
International Nuclear Information System (INIS)
Simulations of finite-difference diffusion are used for solving the diffusion equation of nuclear magnetization in discrete space and time. The purpose of this study was to obtain the time step, ?t, and the spatial step, ?x, which minimize discrete errors in simulation. We evaluated the difference between a discrete solution and an exact solution that had been derived from the magnetization diffusion equation. The results revealed the existence of ?x, which minimizes discrete error. Spatial step ?x and discrete errors increased as time step ?t increased. The results should be useful for efficiently carrying out diffusion simulations within given time limitations for computation. (author)
Numerical solution of the 1D kinetics equations using a cubic reduced nodal scheme
International Nuclear Information System (INIS)
In this work a finite differences technique centered in mesh based on a cubic reduced nodal scheme type finite element to solve the equations of the kinetics 1 D that include the equations corresponding to the concentrations of precursors of delayed neutrons is described. The technique of finite elements used is that of Galerkin where so much the neutron flux as the concentrations of precursors its are spatially approached by means of a three grade polynomial. The matrices of rigidity and of mass that arise during this discretization process are numerically evaluated using the open quadrature non standard of Newton-Cotes and that of Radau respectively. The purpose of the application of these quadratures is the one of to eliminate in the global matrices the couplings among the values of the flow in points of the discretization with the consequent advantages as for the reduction of the order of the matrix associated to the discreet problem that is to solve. As for the time dependent part the classical integration scheme known as ? scheme is applied. After carrying out the one reordering of unknown and equations it arrives to a reduced system that it can be solved but quickly. With the McKin compute program developed its were solved three benchmark problems and those results are shown for the relative powers. (Author)
Directory of Open Access Journals (Sweden)
René Roland Colditz
2015-07-01
Full Text Available Land cover mapping for large regions often employs satellite images of medium to coarse spatial resolution, which complicates mapping of discrete classes. Class memberships, which estimate the proportion of each class for every pixel, have been suggested as an alternative. This paper compares different strategies of training data allocation for discrete and continuous land cover mapping using classification and regression tree algorithms. In addition to measures of discrete and continuous map accuracy the correct estimation of the area is another important criteria. A subset of the 30 m national land cover dataset of 2006 (NLCD2006 of the United States was used as reference set to classify NADIR BRDF-adjusted surface reflectance time series of MODIS at 900 m spatial resolution. Results show that sampling of heterogeneous pixels and sample allocation according to the expected area of each class is best for classification trees. Regression trees for continuous land cover mapping should be trained with random allocation, and predictions should be normalized with a linear scaling function to correctly estimate the total area. From the tested algorithms random forest classification yields lower errors than boosted trees of C5.0, and Cubist shows higher accuracies than random forest regression.
Solving the time-dependent Schrödinger equation using finite difference methods
Directory of Open Access Journals (Sweden)
R Becerril
2008-12-01
Full Text Available We solve the time-dependent Schrödinger equation in one and two dimensions using the finite difference approximation. The evolution is carried out using the method of lines. The illustrative cases include: the particle in a box and the harmonic oscillator in one and two dimensions. As non-standard examples we evolve two solitons and show the time-dependent solitonic behavior in one dimension and the stabilization of an atomic gas model in two dimensions. The codes used to generate the results in this manuscript are freely available under request, and we expect this material could help students to have a better grasp of the solution of partial differential equations related to dynamical systemsResolvemos la ecuación de Schrödinger dependiente del tiempo en una y dos dimensiones usando diferencias finitas. La evolución se lleva a cabo usando el método de líneas. Los casos ilustrativos incluyen: la partícula en una caja y en un potencial de oscilador armónico en una y dos dimensiones. Como ejemplos poco comunes presentamos la evolución de dos solitones y mostramos la dependencia temporal del comportamiento solitónico en una dimensión y la estabilización de un modelo de gas atómico en dos dimensiones. Los códigos usados para generar los resultados en este manuscrito se encuentran disponibles a la menor petición, y esperamos que este hecho ayude a los estudiantes a adquirir un mejor entendimiento de la solución de ecuaciones diferenciales parciales relacionadas con sistemas dinámicos
Finite-difference time-domain algorithm for modeling Sagnac effect in rotating optical elements.
Peng, Chao; Hui, Rui; Luo, Xuefeng; Li, Zhengbin; Xu, Anshi
2008-04-14
Electrodynamics in rotating optical elements has attracted much interest due to its potential application to ultra-sensitive rotating sensing. And it is important to investigate the Sagnac effect in some novel photonic structures for it may lead to a variety of unusual manifestations. We propose a Finite-Difference Time-Domain (FDTD) method to model the Sagnac effect, which is based on the modified constitutive relation in rotating frame. The time-stepping expressions for the FDTD routine are derived and discussed, and the classical Sagnac phase shift along a waveguide is calculated. Further discussions about numerical dispersion, dielectric boundary condition and perfect matched layer (PML) absorbing boundary conditions in the rotating FDTD model are also presented respectively. The theoretical analysis and simulation results prove that the numerical algorithm can analyze the Sagnac effect effectively, and can be applied to general cases with various material properties and complex geometric structures. The proposed algorithm provides a promising systematic tool to study the properties of rotating optical elements, and to accurately analyze, design and optimize rotation sensitive optical devices. PMID:18542625
A Coupled Finite Difference and Moving Least Squares Simulation of Violent Breaking Wave Impact
DEFF Research Database (Denmark)
Lindberg, Ole; Bingham, Harry B.
2012-01-01
Two model for simulation of free surface flow is presented. The first model is a finite difference based potential flow model with non-linear kinematic and dynamic free surface boundary conditions. The second model is a weighted least squares based incompressible and inviscid flow model. A special feature of this model is a generalized finite point set method which is applied to the solution of the Poisson equation on an unstructured point distribution. The presented finite point set method is generalized to arbitrary order of approximation. The two models are applied to simulation of steep and overturning wave impacts on a vertical breakwater. Wave groups with five different wave heights are propagated from offshore to the vicinity of the breakwater, where the waves are steep, but still smooth and non-overturning. These waves are used as initial condition for the weighted least squares based incompressible and inviscid model and the wave impacts on the vertical breakwater are simulated in this model. The resulting maximum pressures and forces on the breakwater are relatively high when compared with other studies and this is due to the incompressible nature of the present model.
Wave force on double cylindrical piles: a comparison between exact and finite difference solutions
Ali, Lotfollahi-Yaghin Mohammad; Mehdi, Moosavi Sayyid; Amin, Lotfollahi-Yaghin
2011-03-01
The wave force exerted on vertical piles of offshore structures is the main criterion in designing them. In structures with more than one large pile, the influence of piles on each other is one of the most important issues being concerned in past researches. An efficient method for determining the interaction of piles is introduced in present research. First the wave force is calculated by the exact method using the diffraction theory, then in the finite difference numerical method the force is calculated by adding the velocity potentials of each pile and integration of pressure on their surface. The results showed that the ratio of the wave force on each of the double piles to a single pile has a damped oscillation around unity in which the amplitude of oscillation decreases with the increase in the spacing parameter. Also different wave incident directions and diffraction parameters were used and the results showed that the numerical solution has acceptable accuracy when the diffraction parameter is larger than unity.
Solving the time-dependent Schrödinger equation using finite difference methods
Scientific Electronic Library Online (English)
R, Becerril; F.S, Guzmán; A, Rendón-Romero; S, Valdez-Alvarado.
2008-12-01
Full Text Available Resolvemos la ecuación de Schrödinger dependiente del tiempo en una y dos dimensiones usando diferencias finitas. La evolución se lleva a cabo usando el método de líneas. Los casos ilustrativos incluyen: la partícula en una caja y en un potencial de oscilador armónico en una y dos dimensiones. Como [...] ejemplos poco comunes presentamos la evolución de dos solitones y mostramos la dependencia temporal del comportamiento solitónico en una dimensión y la estabilización de un modelo de gas atómico en dos dimensiones. Los códigos usados para generar los resultados en este manuscrito se encuentran disponibles a la menor petición, y esperamos que este hecho ayude a los estudiantes a adquirir un mejor entendimiento de la solución de ecuaciones diferenciales parciales relacionadas con sistemas dinámicos Abstract in english We solve the time-dependent Schrödinger equation in one and two dimensions using the finite difference approximation. The evolution is carried out using the method of lines. The illustrative cases include: the particle in a box and the harmonic oscillator in one and two dimensions. As non-standard e [...] xamples we evolve two solitons and show the time-dependent solitonic behavior in one dimension and the stabilization of an atomic gas model in two dimensions. The codes used to generate the results in this manuscript are freely available under request, and we expect this material could help students to have a better grasp of the solution of partial differential equations related to dynamical systems
Walton, William C., Jr.
1960-01-01
This paper reports the findings of an investigation of a finite - difference method directly applicable to calculating static or simple harmonic flexures of solid plates and potentially useful in other problems of structural analysis. The method, which was proposed in doctoral thesis by John C. Houbolt, is based on linear theory and incorporates the principle of minimum potential energy. Full realization of its advantages requires use of high-speed computing equipment. After a review of Houbolt's method, results of some applications are presented and discussed. The applications consisted of calculations of the natural modes and frequencies of several uniform-thickness cantilever plates and, as a special case of interest, calculations of the modes and frequencies of the uniform free-free beam. Computed frequencies and nodal patterns for the first five or six modes of each plate are compared with existing experiments, and those for one plate are compared with another approximate theory. Beam computations are compared with exact theory. On the basis of the comparisons it is concluded that the method is accurate and general in predicting plate flexures, and additional applications are suggested. An appendix is devoted t o computing procedures which evolved in the progress of the applications and which facilitate use of the method in conjunction with high-speed computing equipment.
Directory of Open Access Journals (Sweden)
Raj Mittra
2012-07-01
Full Text Available A rigorous full-wave solution, via the Finite-Difference-Time-Domain (FDTD method, is performed in an attempt to obtain realistic communication channel models for on-body wireless transmission in Body-Area-Networks (BANs, which are local data networks using the human body as a propagation medium. The problem of modeling the coupling between body mounted antennas is often not amenable to attack by hybrid techniques owing to the complex nature of the human body. For instance, the time-domain Green’s function approach becomes more involved when the antennas are not conformal. Furthermore, the human body is irregular in shape and has dispersion properties that are unique. One consequence of this is that we must resort to modeling the antenna network mounted on the body in its entirety, and the number of degrees of freedom (DoFs can be on the order of billions. Even so, this type of problem can still be modeled by employing a parallel version of the FDTD algorithm running on a cluster. Lastly, we note that the results of rigorous simulation of BANs can serve as benchmarks for comparison with the abundance of measurement data.
Finite-difference time-domain modeling of nonperfectly conducting metallic thin-film gratings
International Nuclear Information System (INIS)
A simulation tool based on the finite-difference time-domain (FDTD) technique is developed to model the electromagnetic interaction of a focused optical Gaussian beam in two dimensions incident on a simple model of a corrugated dielectric surface plated with a thin film of realistic metal. The technique is a hybrid approach that combines an intensive numerical method near the surface of the grating, which takes into account the optical properties of metals, with a free-space transform to obtain the radiated fields. A description of this technique is presented along with numerical examples comparing gratings made with realistic and perfect conductors. In particular, a demonstration is given of an obliquely incident beam focused on a uniform grating and a normally incident beam focused on a nonuniform grating. The gratings in these two cases are coated with a negative-permittivity thin film, and the scattered radiation patterns for these structures are studied. Both TE and TM polarizations are investigated. Using this hybrid FDTD technique results in a complete and accurate simulation of the total electromagnetic field in the near field as well as in the far field of the grating. It is shown that there are significant differences in the performances of the realistic metal and the perfect metal gratings
An exploratory study of a finite difference method for calculating unsteady transonic potential flow
Bennett, R. M.; Bland, S. R.
1979-01-01
A method for calculating transonic flow over steady and oscillating airfoils was developed by Isogai. The full potential equation is solved with a semi-implicit, time-marching, finite difference technique. Steady flow solutions are obtained from time asymptotic solutions for a steady airfoil. Corresponding oscillatory solutions are obtained by initiating an oscillation and marching in time for several cycles until a converged periodic solution is achieved. The method is described in general terms and results for the case of an airfoil with an oscillating flap are presented for Mach numbers 0.500 and 0.875. Although satisfactory results are obtained for some reduced frequencies, it is found that the numerical technique generates spurious oscillations in the indicial response functions and in the variation of the aerodynamic coefficients with reduced frequency. These oscillations are examined with a dynamic data reduction method to evaluate their effects and trends with reduced frequency and Mach number. Further development of the numerical method is needed to eliminate these oscillations.
Finite difference simulation of biological chromium (VI) reduction in aquifer media columns
Scientific Electronic Library Online (English)
Phalazane J, Mtimunye; Evans MN, Chirwa.
2014-04-03
Full Text Available A mechanistic mathematical model was developed that successfully traced the Cr(VI) concentration profiles inside porous aquifer media columns. The model was thereafter used to calculate Cr(VI) removal rate for a range of Cr(VI) loadings. Internal concentration profiles were modelled against data col [...] lected from intermediate sample ports along the length of the test columns. For the first time, the performance of a simulated barrier was evaluated internally in porous media using a finite difference approach. Parameters in the model were optimised at transient-state and under near steady-state conditions with respect to biomass and effluent Cr(VI) concentration respectively. The best fitting model from this study followed non-competitive inhibition kinetics for Cr(VI) removal with the best fitting steady-state parameters: Cr(VI) reduction rate coefficient, k = 5.2x10(8) l-mg"¹-h"¹; Cr(VI) threshold inhibition concentration, C = 50 mg-l-1; and a semi-empirical reaction order, n = 2. The model results showed that post-barrier infusion of biomass into the clean aquifer downstream of the barrier could be limited by depletion of the substrates within the barrier. The model when fully developed will be used in desktop evaluation of proposed in situ biological barrier systems before implementation in actual aquifer systems.
Finite-difference time-domain modelling of through-the-Earth radio signal propagation
Ralchenko, M.; Svilans, M.; Samson, C.; Roper, M.
2015-12-01
This research seeks to extend the knowledge of how a very low frequency (VLF) through-the-Earth (TTE) radio signal behaves as it propagates underground, by calculating and visualizing the strength of the electric and magnetic fields for an arbitrary geology through numeric modelling. To achieve this objective, a new software tool has been developed using the finite-difference time-domain method. This technique is particularly well suited to visualizing the distribution of electromagnetic fields in an arbitrary geology. The frequency range of TTE radio (400-9000 Hz) and geometrical scales involved (1 m resolution for domains a few hundred metres in size) involves processing a grid composed of millions of cells for thousands of time steps, which is computationally expensive. Graphics processing unit acceleration was used to reduce execution time from days and weeks, to minutes and hours. Results from the new modelling tool were compared to three cases for which an analytic solution is known. Two more case studies were done featuring complex geologic environments relevant to TTE communications that cannot be solved analytically. There was good agreement between numeric and analytic results. Deviations were likely caused by numeric artifacts from the model boundaries; however, in a TTE application in field conditions, the uncertainty in the conductivity of the various geologic formations will greatly outweigh these small numeric errors.
International Nuclear Information System (INIS)
A calculation program (URA 6.F4) was elaborated on FORTRAN IV language, that through finite differences solves the unidimensional scalar Helmholtz equation, assuming only one energy group, in spherical cylindrical or plane geometry. The purpose is the determination of the flow distribution in a reactor of spherical cylindrical or plane geometry and the critical dimensions. Feeding as entrance datas to the program the geometry, diffusion coefficients and macroscopic transversals cross sections of absorption and fission for each region. The differential diffusion equation is converted with its boundary conditions, to one system of homogeneous algebraic linear equations using the box integration technique. The investigation on criticality is converted then in a succession of eigenvalue problems for the critical eigenvalue. In general, only is necessary to solve the first eigenvalue and its corresponding eigenvector, employing the power method. The obtained results by the program for the critical dimensions of the clean reactors are admissible, the existing error as respect to the analytic is less of 0.5%; by the analysed reactors of three regions, the relative error with respect to the semianalytic result is less of 0.2%. With this program is possible to obtain one quantitative description of one reactor if the transversal sections that appears in the monoenergetic model are adequatedly averaged by the energy group used. (author)
Vapor cooled lead and stacks thermal performance and design analysis by finite difference techniques
International Nuclear Information System (INIS)
Investigation of the combined thermal performance of the stacks and vapor-cooled leads for the Mirror Fusion Test Facility-B (MFTF-B) demonstrates considerable interdependency. For instance, the heat transfer to the vapor-cooled lead (VCL) from warm bus heaters, environmental enclosure, and stack is a significant additional heat load to the joule heating in the leads, proportionately higher for the lower current leads that have fewer current-carrying, counter flow coolant copper tubes. Consequently, the specific coolant flow (G/sec-kA-lead pair) increases as the lead current decreases. The definition of this interdependency and the definition of necessary thermal management has required an integrated thermal model for the entire stack/VCL assemblies. Computer simulations based on finite difference thermal analyses computed all the heat interchanges of the six different stack/VCL configurations. These computer simulations verified that the heat load of the stacks beneficially alters the lead temperature profile to provide added stability against thermal runaway. Significant energy is transferred through low density foam filler in the stack from warm ambient sources to the vapor-cooled leads
International Nuclear Information System (INIS)
Many implementations of electroencephalogram (EEG) dipole source localization neglect the anisotropical conductivities inherent to brain tissues, such as the skull and white matter anisotropy. An examination of dipole localization errors is made in EEG source analysis, due to not incorporating the anisotropic properties of the conductivity of the skull and white matter. First, simulations were performed in a 5 shell spherical head model using the analytical formula. Test dipoles were placed in three orthogonal planes in the spherical head model. Neglecting the skull anisotropy results in a dipole localization error of, on average, 13.73 mm with a maximum of 24.51 mm. For white matter anisotropy these values are 11.21 mm and 26.3 mm, respectively. Next, a finite difference method (FDM), presented by Saleheen and Kwong (1997 IEEE Trans. Biomed. Eng. 44 800-9), is used to incorporate the anisotropy of the skull and white matter. The FDM method has been validated for EEG dipole source localization in head models with all compartments isotropic as well as in a head model with white matter anisotropy. In a head model with skull anisotropy the numerical method could only be validated if the 3D lattice was chosen very fine (grid size ?2 mm)
Hallez, Hans; Vanrumste, Bart; Van Hese, Peter; D'Asseler, Yves; Lemahieu, Ignace; Van de Walle, Rik
2005-08-21
Many implementations of electroencephalogram (EEG) dipole source localization neglect the anisotropical conductivities inherent to brain tissues, such as the skull and white matter anisotropy. An examination of dipole localization errors is made in EEG source analysis, due to not incorporating the anisotropic properties of the conductivity of the skull and white matter. First, simulations were performed in a 5 shell spherical head model using the analytical formula. Test dipoles were placed in three orthogonal planes in the spherical head model. Neglecting the skull anisotropy results in a dipole localization error of, on average, 13.73 mm with a maximum of 24.51 mm. For white matter anisotropy these values are 11.21 mm and 26.3 mm, respectively. Next, a finite difference method (FDM), presented by Saleheen and Kwong (1997 IEEE Trans. Biomed. Eng. 44 800-9), is used to incorporate the anisotropy of the skull and white matter. The FDM method has been validated for EEG dipole source localization in head models with all compartments isotropic as well as in a head model with white matter anisotropy. In a head model with skull anisotropy the numerical method could only be validated if the 3D lattice was chosen very fine (grid size < or = 2 mm). PMID:16077227
3D Finite-Difference Modeling of Scattered Teleseismic Wavefields in a Subduction Zone
Morozov, I. B.; Zheng, H.
2005-12-01
For a teleseismic array targeting subducting crust in a zone of active subduction, scattering from the zone underlying the trench result in subhorizontally-propagating waves that could be difficult to distinguish from converted P- and S- wave backscattered from the surface. Because back-scattered modes often provide the most spectacular images of subducting slabs, it is important to understand their differences from the arrivals scattered from the trench zone. To investigate the detailed teleseismic wavefield in a subduction zone environment, we performed a full-waveform, 3-D visco-elastic finite-difference modeling of teleseismic wave propagation using a Beowulf cluster. The synthetics show strong scattering from the trench zone, dominated by the mantle and crustal P-waves propagating at 6.2-8.1.km/s and slower. These scattered waves occupy the same time and moveout intervals as the backscattered modes, and also have similar amplitudes. Although their amplitude decay characters are different, with the uncertainties in the velocity and density structure of the subduction zone, unambiguous distinguishing of these modes appears difficult. However, under minimal assumptions (in particular, without invoking slab dehydration), recent observations of receiver function amplitudes decreasing away from the trench favor the interpretation of trench-zone scattering.
Light Scattering by Gaussian Particles: A Solution with Finite-Difference Time Domain Technique
Sun, W.; Nousiainen, T.; Fu, Q.; Loeb, N. G.; Videen, G.; Muinonen, K.
2003-01-01
The understanding of single-scattering properties of complex ice crystals has significance in atmospheric radiative transfer and remote-sensing applications. In this work, light scattering by irregularly shaped Gaussian ice crystals is studied with the finite-difference time-domain (FDTD) technique. For given sample particle shapes and size parameters in the resonance region, the scattering phase matrices and asymmetry factors are calculated. It is found that the deformation of the particle surface can significantly smooth the scattering phase functions and slightly reduce the asymmetry factors. The polarization properties of irregular ice crystals are also significantly different from those of spherical cloud particles. These FDTD results could provide a reference for approximate light-scattering models developed for irregular particle shapes and can have potential applications in developing a much simpler practical light scattering model for ice clouds angular-distribution models and for remote sensing of ice clouds and aerosols using polarized light. (copyright) 2003 Elsevier Science Ltd. All rights reserved.
Butler, T. D.; Weatherill, W. H.; Sebastian, J. D.; Ehlers, F. E.
1977-01-01
The design and usage of a pilot program using a finite difference method for calculating the pressure distributions over harmonically oscillating wings in transonic flow are discussed. The procedure used is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The steady velocity potential which must be obtained from some other program, is required for input. The unsteady differential equation is linear, complex in form with spatially varying coefficients. Because sinusoidal motion is assumed, time is not a variable. The numerical solution is obtained through a finite difference formulation and a line relaxation solution method.
Directory of Open Access Journals (Sweden)
P. H. Lauritzen
2013-09-01
Full Text Available Recently, a standard test case suite for 2-D linear transport on the sphere was proposed to assess important aspects of accuracy in geophysical fluid dynamics with a "minimal" set of idealized model configurations/runs/diagnostics. Here we present results from 19 state-of-the-art transport scheme formulations based on finite-difference/finite-volume methods as well as emerging (in the context of atmospheric/oceanographic sciences Galerkin methods. Discretization grids range from traditional regular latitude-longitude grids to more isotropic domain discretizations such as icosahedral and cubed-sphere tessellations of the sphere. The schemes are evaluated using a wide range of diagnostics in idealized flow environments. Accuracy is assessed in single- and two-tracer configurations using conventional error norms as well as novel diagnostics designed for climate and climate-chemistry applications. In addition, algorithmic considerations that may be important for computational efficiency are reported on. The latter is inevitably computing platform dependent, The ensemble of results from a wide variety of schemes presented here helps shed light on the ability of the test case suite diagnostics and flow settings to discriminate between algorithms and provide insights into accuracy in the context of global atmospheric/ocean modeling. A library of benchmark results is provided to facilitate scheme intercomparison and model development. Simple software and data-sets are made available to facilitate the process of model evaluation and scheme intercomparison.
International Nuclear Information System (INIS)
The most widely used charged as well as neutral particle transport solution method, the discrete-ordinates SN, is plagued by slow convergence of the inner iteration process. This leads to unacceptable long computational times if it is applied to solve large problems, such as two-dimensional problems or where the self-scatter cross section approaches the value of the total cross section. Therefore, much effort was investigated to develop synthetic acceleration schemes. Synthetic acceleration schemes use a lower order equation with correction terms to make it consistent with the higher-order SN-equation to be solved. The use of low-order S2-equation, instead of diffusion, provides compatibility with any spatial discretization of the SN transport equation and permits moments of higher than first order to be accelerated. In the present work low-order SM scattering source correction scheme (SM-SSCS) for two-dimensional geometry and finite elements in space is developed and investigated. The scheme was built into two-dimensional, x-y and r-z, triangular finite element SN-transport code TRISM. We investigated the capability of the S2-scattering source correction scheme calculating three benchmark problems and comparing the number of iterations and the computation time with values obtained using diffusion synthetic accelerated finite difference two-dimensional SN transport code TWODANT. (author) 1 tab., 5 refs
Stable explicit schemes for equations of Schroedinger type
Mickens, Ronald E.
1989-01-01
A method for constructing explicit finite-difference schemes which can be used to solve Schroedinger-type partial-differential equations is presented. A forward Euler scheme that is conditionally stable is given by the procedure. The results presented are based on the analysis of the simplest Schroedinger type equation.
Pettersson, Per; Doostan, Alireza; Nordström, Jan
2013-01-01
The stochastic Galerkin and collocation methods are used to solve an advection–diffusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection–diffusion equation onto the stochastic basis functions. High-order summation-by-parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system. It is essential t...
McDonald, Stuart
2006-01-01
A stochastic partial differential equation, or SPDE, describes the dynamics of a stochastic process defined on a space-time continuum. This paper provides a new method for solving SPDEs based on the method of lines (MOL). MOL is a technique that has largely been used for numerically solving deterministic partial differential equations (PDEs). MOL works by transforming the PDE into a system of ordinary differential equations (ODEs) by discretizing the spatial dimension of the PDE. The resultin...
De Basabe, Jonás D.; Sen, Mrinal K.
2015-01-01
The numerical simulation of wave propagation in media with solid and fluid layers is essential for marine seismic exploration data analysis. The numerical methods for wave propagation that are applicable to this physical settings can be broadly classified as partitioned or monolithic: The partitioned methods use separate simulations in the fluid and solid regions and explicitly satisfy the interface conditions, whereas the monolithic methods use the same method in all the domain without any special treatment of the fluid-solid interface. Despite the accuracy of the partitioned methods, the monolithic methods are more common in practice because of their convenience. In this paper, we analyse the accuracy of several monolithic methods for wave propagation in the presence of a fluid-solid interface. The analysis is based on grid-dispersion criteria and numerical examples. The methods studied here include: the classical finite-difference method (FDM) based on the second-order displacement formulation of the elastic wave equation (DFDM), the staggered-grid finite difference method (SGFDM), the velocity-stress FDM with a standard grid (VSFDM) and the spectral-element method (SEM). We observe that among these, DFDM and the first-order SEM have a large amount of grid dispersion in the fluid region which renders them impractical for this application. On the other hand, SGFDM, VSFDM and SEM of order greater or equal to 2 yield accurate results for the body waves in the fluid and solid regions if a sufficient number of nodes per wavelength is used. All of the considered methods yield limited accuracy for the surface waves because the proper boundary conditions are not incorporated into the numerical scheme. Overall, we demonstrate both by analytic treatment and numerical experiments, that a first-order velocity-stress formulation can, in general, be used in dealing with fluid-solid interfaces without using staggered grids necessarily.
Comparison of SAR calculation algorithms for the finite-difference time-domain method
International Nuclear Information System (INIS)
Finite-difference time-domain (FDTD) simulations of specific-absorption rate (SAR) have several uncertainty factors. For example, significantly varying SAR values may result from the use of different algorithms for determining the SAR from the FDTD electric field. The objective of this paper is to rigorously study the divergence of SAR values due to different SAR calculation algorithms and to examine if some SAR calculation algorithm should be preferred over others. For this purpose, numerical FDTD results are compared to analytical solutions in a one-dimensional layered model and a three-dimensional spherical object. Additionally, the implications of SAR calculation algorithms for dosimetry of anatomically realistic whole-body models are studied. The results show that the trapezium algorithm-based on the trapezium integration rule-is always conservative compared to the analytic solution, making it a good choice for worst-case exposure assessment. In contrast, the mid-ordinate algorithm-named after the mid-ordinate integration rule-usually underestimates the analytic SAR. The linear algorithm-which is approximately a weighted average of the two-seems to be the most accurate choice overall, typically giving the best fit with the shape of the analytic SAR distribution. For anatomically realistic models, the whole-body SAR difference between different algorithms is relatively independent of the used body model, incident direction and polarization of the plane wave. The main factors affecting the difference are cell size and frequency. The choice of the SAR calculation algorithm is an important simulation parameter in high-frequency FDTD SAR calculations, and it should be explained to allow intercomparison of the results between different studies. (note)
An Adaptive Finite Difference Method for Hyperbolic Systems in OneSpace Dimension
Energy Technology Data Exchange (ETDEWEB)
Bolstad, John H.
1982-06-01
Many problems of physical interest have solutions which are generally quite smooth in a large portion of the region of interest, but have local phenomena such as shocks, discontinuities or large gradients which require much more accurate approximations or finer grids for reasonable accuracy. Examples are atmospheric fronts, ocean currents, and geological discontinuities. In this thesis we develop and partially analyze an adaptive finite difference mesh refinement algorithm for the initial boundary value problem for hyperbolic systems in one space dimension. The method uses clusters of uniform grids which can ''move'' along with pulses or steep gradients appearing in the calculation, and which are superimposed over a uniform coarse grid. Such refinements are created, destroyed, merged, separated, recursively nested or moved based on estimates of the local truncation error. We use a four-way linked tree and sequentially allocated deques (double-ended queues) to perform these operations efficiently. The local truncation error in the interior of the region is estimated using a three-step Richardson extrapolation procedure, which can also be considered a deferred correction method. At the boundaries we employ differences to estimate the error. Our algorithm was implemented using a portable, extensible Fortran preprocessor, to which we added records and pointers. The method is applied to three model problems: the first order wave equation, the second order wave equation, and the inviscid Burgers equation. For the first two model problems our algorithm is shown to be three to five times more efficient (in computing time) than the use of a uniform coarse mesh, for the same accuracy. Furthermore, to our knowledge, our algorithm is the only one which adaptively treats time-dependent boundary conditions for hyperbolic systems.