WorldWideScience

Sample records for equations numerical methods

  1. Numerical Methods for Partial Differential Equations

    CERN Document Server

    Guo, Ben-yu

    1987-01-01

    These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.

  2. Numerical methods for differential equations and applications

    International Nuclear Information System (INIS)

    Ixaru, L.G.

    1984-01-01

    This book is addressed to persons who, without being professionals in applied mathematics, are often faced with the problem of numerically solving differential equations. In each of the first three chapters a definite class of methods is discussed for the solution of the initial value problem for ordinary differential equations: multistep methods; one-step methods; and piecewise perturbation methods. The fourth chapter is mainly focussed on the boundary value problems for linear second-order equations, with a section devoted to the Schroedinger equation. In the fifth chapter the eigenvalue problem for the radial Schroedinger equation is solved in several ways, with computer programs included. (Auth.)

  3. Introduction to numerical methods for time dependent differential equations

    CERN Document Server

    Kreiss, Heinz-Otto

    2014-01-01

    Introduces both the fundamentals of time dependent differential equations and their numerical solutions Introduction to Numerical Methods for Time Dependent Differential Equations delves into the underlying mathematical theory needed to solve time dependent differential equations numerically. Written as a self-contained introduction, the book is divided into two parts to emphasize both ordinary differential equations (ODEs) and partial differential equations (PDEs). Beginning with ODEs and their approximations, the authors provide a crucial presentation of fundamental notions, such as the t

  4. Numerical methods for stochastic partial differential equations with white noise

    CERN Document Server

    Zhang, Zhongqiang

    2017-01-01

    This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical compa...

  5. Partial differential equations with numerical methods

    CERN Document Server

    Larsson, Stig

    2003-01-01

    The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering. The main theme is the integration of the theory of linear PDEs and the numerical solution of such equations. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. As preparation, the two-point boundary value problem and the initial-value problem for ODEs are discussed in separate chapters. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. Some background on linear functional analysis and Sobolev spaces, and also on numerical linear algebra, is reviewed in two appendices.

  6. A Numerical Method for Lane-Emden Equations Using Hybrid Functions and the Collocation Method

    Directory of Open Access Journals (Sweden)

    Changqing Yang

    2012-01-01

    Full Text Available A numerical method to solve Lane-Emden equations as singular initial value problems is presented in this work. This method is based on the replacement of unknown functions through a truncated series of hybrid of block-pulse functions and Chebyshev polynomials. The collocation method transforms the differential equation into a system of algebraic equations. It also has application in a wide area of differential equations. Corresponding numerical examples are presented to demonstrate the accuracy of the proposed method.

  7. Numerical method for the nonlinear Fokker-Planck equation

    International Nuclear Information System (INIS)

    Zhang, D.S.; Wei, G.W.; Kouri, D.J.; Hoffman, D.K.

    1997-01-01

    A practical method based on distributed approximating functionals (DAFs) is proposed for numerically solving a general class of nonlinear time-dependent Fokker-Planck equations. The method relies on a numerical scheme that couples the usual path-integral concept to the DAF idea. The high accuracy and reliability of the method are illustrated by applying it to an exactly solvable nonlinear Fokker-Planck equation, and the method is compared with the accurate K-point Stirling interpolation formula finite-difference method. The approach is also used successfully to solve a nonlinear self-consistent dynamic mean-field problem for which both the cumulant expansion and scaling theory have been found by Drozdov and Morillo [Phys. Rev. E 54, 931 (1996)] to be inadequate to describe the occurrence of a long-lived transient bimodality. The standard interpretation of the transient bimodality in terms of the flat region in the kinetic potential fails for the present case. An alternative analysis based on the effective potential of the Schroedinger-like Fokker-Planck equation is suggested. Our analysis of the transient bimodality is strongly supported by two examples that are numerically much more challenging than other examples that have been previously reported for this problem. copyright 1997 The American Physical Society

  8. Numerical Solution of Fuzzy Differential Equations by Runge-Kutta Verner Method

    Directory of Open Access Journals (Sweden)

    T. Jayakumar

    2015-01-01

    Full Text Available In this paper we study the numerical methods for Fuzzy Differential equations by an application of the Runge-Kutta Verner method for fuzzy differential equations. We prove a convergence result and give numerical examples to illustrate the theory.

  9. A method for solving the KDV equation and some numerical experiments

    International Nuclear Information System (INIS)

    Chang Jinjiang.

    1993-01-01

    In this paper, by means of difference method for discretization of space partial derivatives of KDV equation, an initial value problem in ordinary differential equations of large dimensions is produced. By using this ordinary differential equations the existence and the uniqueness of the solution of the KDV equation and the conservation of scheme are proved. This ordinary differential equation can be solved by using implicit Runge-Kutta methods, so a new method for finding the numerical solution of the KDV equation is presented. Numerical experiments not only describe in detail the procedure of two solitons collision, soliton reflex and soliton produce, but also show that this method is very effective. (author). 7 refs, 3 figs

  10. Numerical method for the eigenvalue problem and the singular equation by using the multi-grid method and application to ordinary differential equation

    International Nuclear Information System (INIS)

    Kanki, Takashi; Uyama, Tadao; Tokuda, Shinji.

    1995-07-01

    In the numerical method to compute the matching data which are necessary for resistive MHD stability analyses, it is required to solve the eigenvalue problem and the associated singular equation. An iterative method is developed to solve the eigenvalue problem and the singular equation. In this method, the eigenvalue problem is replaced with an equivalent nonlinear equation and a singular equation is derived from Newton's method for the nonlinear equation. The multi-grid method (MGM), a high speed iterative method, can be applied to this method. The convergence of the eigenvalue and the eigenvector, and the CPU time in this method are investigated for a model equation. It is confirmed from the numerical results that this method is effective for solving the eigenvalue problem and the singular equation with numerical stability and high accuracy. It is shown by improving the MGM that the CPU time for this method is 50 times shorter than that of the direct method. (author)

  11. Workshop on Numerical Methods for Ordinary Differential Equations

    CERN Document Server

    Gear, Charles; Russo, Elvira

    1989-01-01

    Developments in numerical initial value ode methods were the focal topic of the meeting at L'Aquila which explord the connections between the classical background and new research areas such as differental-algebraic equations, delay integral and integro-differential equations, stability properties, continuous extensions (interpolants for Runge-Kutta methods and their applications, effective stepsize control, parallel algorithms for small- and large-scale parallel architectures). The resulting proceedings address many of these topics in both research and survey papers.

  12. Stability of numerical method for semi-linear stochastic pantograph differential equations

    Directory of Open Access Journals (Sweden)

    Yu Zhang

    2016-01-01

    Full Text Available Abstract As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics. In this paper, we mainly study the stability of analytical solutions and numerical solutions of semi-linear stochastic pantograph differential equations. Some suitable conditions for the mean-square stability of an analytical solution are obtained. Then we proved the general mean-square stability of the exponential Euler method for a numerical solution of semi-linear stochastic pantograph differential equations, that is, if an analytical solution is stable, then the exponential Euler method applied to the system is mean-square stable for arbitrary step-size h > 0 $h>0$ . Numerical examples further illustrate the obtained theoretical results.

  13. Numerical Methods for a Class of Differential Algebraic Equations

    Directory of Open Access Journals (Sweden)

    Lei Ren

    2017-01-01

    Full Text Available This paper is devoted to the study of some efficient numerical methods for the differential algebraic equations (DAEs. At first, we propose a finite algorithm to compute the Drazin inverse of the time varying DAEs. Numerical experiments are presented by Drazin inverse and Radau IIA method, which illustrate that the precision of the Drazin inverse method is higher than the Radau IIA method. Then, Drazin inverse, Radau IIA, and Padé approximation are applied to the constant coefficient DAEs, respectively. Numerical results demonstrate that the Padé approximation is powerful for solving constant coefficient DAEs.

  14. Numerical simulation of GEW equation using RBF collocation method

    Directory of Open Access Journals (Sweden)

    Hamid Panahipour

    2012-08-01

    Full Text Available The generalized equal width (GEW equation is solved numerically by a meshless method based on a global collocation with standard types of radial basis functions (RBFs. Test problems including propagation of single solitons, interaction of two and three solitons, development of the Maxwellian initial condition pulses, wave undulation and wave generation are used to indicate the efficiency and accuracy of the method. Comparisons are made between the results of the proposed method and some other published numerical methods.

  15. Conservation properties of numerical integration methods for systems of ordinary differential equations

    Science.gov (United States)

    Rosenbaum, J. S.

    1976-01-01

    If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.

  16. Discrete variational derivative method a structure-preserving numerical method for partial differential equations

    CERN Document Server

    Furihata, Daisuke

    2010-01-01

    Nonlinear Partial Differential Equations (PDEs) have become increasingly important in the description of physical phenomena. Unlike Ordinary Differential Equations, PDEs can be used to effectively model multidimensional systems. The methods put forward in Discrete Variational Derivative Method concentrate on a new class of ""structure-preserving numerical equations"" which improves the qualitative behaviour of the PDE solutions and allows for stable computing. The authors have also taken care to present their methods in an accessible manner, which means that the book will be useful to engineer

  17. Nonlinear ordinary differential equations analytical approximation and numerical methods

    CERN Document Server

    Hermann, Martin

    2016-01-01

    The book discusses the solutions to nonlinear ordinary differential equations (ODEs) using analytical and numerical approximation methods. Recently, analytical approximation methods have been largely used in solving linear and nonlinear lower-order ODEs. It also discusses using these methods to solve some strong nonlinear ODEs. There are two chapters devoted to solving nonlinear ODEs using numerical methods, as in practice high-dimensional systems of nonlinear ODEs that cannot be solved by analytical approximate methods are common. Moreover, it studies analytical and numerical techniques for the treatment of parameter-depending ODEs. The book explains various methods for solving nonlinear-oscillator and structural-system problems, including the energy balance method, harmonic balance method, amplitude frequency formulation, variational iteration method, homotopy perturbation method, iteration perturbation method, homotopy analysis method, simple and multiple shooting method, and the nonlinear stabilized march...

  18. A higher order numerical method for time fractional partial differential equations with nonsmooth data

    Science.gov (United States)

    Xing, Yanyuan; Yan, Yubin

    2018-03-01

    Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 quadratic interpolation polynomials. Based on this scheme, we introduce a time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.

  19. Development of a set of benchmark problems to verify numerical methods for solving burnup equations

    International Nuclear Information System (INIS)

    Lago, Daniel; Rahnema, Farzad

    2017-01-01

    Highlights: • Description transmutation chain benchmark problems. • Problems for validating numerical methods for solving burnup equations. • Analytical solutions for the burnup equations. • Numerical solutions for the burnup equations. - Abstract: A comprehensive set of transmutation chain benchmark problems for numerically validating methods for solving burnup equations was created. These benchmark problems were designed to challenge both traditional and modern numerical methods used to solve the complex set of ordinary differential equations used for tracking the change in nuclide concentrations over time due to nuclear phenomena. Given the development of most burnup solvers is done for the purpose of coupling with an established transport solution method, these problems provide a useful resource in testing and validating the burnup equation solver before coupling for use in a lattice or core depletion code. All the relevant parameters for each benchmark problem are described. Results are also provided in the form of reference solutions generated by the Mathematica tool, as well as additional numerical results from MATLAB.

  20. Numerical solution of Boltzmann's equation

    International Nuclear Information System (INIS)

    Sod, G.A.

    1976-04-01

    The numerical solution of Boltzmann's equation is considered for a gas model consisting of rigid spheres by means of Hilbert's expansion. If only the first two terms of the expansion are retained, Boltzmann's equation reduces to the Boltzmann-Hilbert integral equation. Successive terms in the Hilbert expansion are obtained by solving the same integral equation with a different source term. The Boltzmann-Hilbert integral equation is solved by a new very fast numerical method. The success of the method rests upon the simultaneous use of four judiciously chosen expansions; Hilbert's expansion for the distribution function, another expansion of the distribution function in terms of Hermite polynomials, the expansion of the kernel in terms of the eigenvalues and eigenfunctions of the Hilbert operator, and an expansion involved in solving a system of linear equations through a singular value decomposition. The numerical method is applied to the study of the shock structure in one space dimension. Numerical results are presented for Mach numbers of 1.1 and 1.6. 94 refs, 7 tables, 1 fig

  1. NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION

    OpenAIRE

    Liu, F.; Meerschaert, M.M.; McGough, R.J.; Zhuang, P.; Liu, Q.

    2013-01-01

    In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and technique...

  2. The pressure equation arising in reservoir simulation. Mathematical properties, numerical methods and upscaling

    Energy Technology Data Exchange (ETDEWEB)

    Nielsen, Bjoern Fredrik

    1997-12-31

    The main purpose of this thesis has been to analyse self-adjoint second order elliptic partial differential equations arising in reservoir simulation. It studies several mathematical and numerical problems for the pressure equation arising in models of fluid flow in porous media. The theoretical results obtained have been illustrated by a series of numerical experiments. The influence of large variations in the mobility tensor upon the solution of the pressure equation is analysed. The performance of numerical methods applied to such problems have been studied. A new upscaling technique for one-phase flow in heterogeneous reservoirs is developed. The stability of the solution of the pressure equation with respect to small perturbations of the mobility tensor is studied. The results are used to develop a new numerical method for a model of fully nonlinear water waves. 158 refs, 39 figs., 12 tabs.

  3. The pressure equation arising in reservoir simulation. Mathematical properties, numerical methods and upscaling

    Energy Technology Data Exchange (ETDEWEB)

    Nielsen, Bjoern Fredrik

    1998-12-31

    The main purpose of this thesis has been to analyse self-adjoint second order elliptic partial differential equations arising in reservoir simulation. It studies several mathematical and numerical problems for the pressure equation arising in models of fluid flow in porous media. The theoretical results obtained have been illustrated by a series of numerical experiments. The influence of large variations in the mobility tensor upon the solution of the pressure equation is analysed. The performance of numerical methods applied to such problems have been studied. A new upscaling technique for one-phase flow in heterogeneous reservoirs is developed. The stability of the solution of the pressure equation with respect to small perturbations of the mobility tensor is studied. The results are used to develop a new numerical method for a model of fully nonlinear water waves. 158 refs, 39 figs., 12 tabs.

  4. Approximate Analytic and Numerical Solutions to Lane-Emden Equation via Fuzzy Modeling Method

    Directory of Open Access Journals (Sweden)

    De-Gang Wang

    2012-01-01

    Full Text Available A novel algorithm, called variable weight fuzzy marginal linearization (VWFML method, is proposed. This method can supply approximate analytic and numerical solutions to Lane-Emden equations. And it is easy to be implemented and extended for solving other nonlinear differential equations. Numerical examples are included to demonstrate the validity and applicability of the developed technique.

  5. Numerical method for solving linear Fredholm fuzzy integral equations of the second kind

    Energy Technology Data Exchange (ETDEWEB)

    Abbasbandy, S. [Department of Mathematics, Imam Khomeini International University, P.O. Box 288, Ghazvin 34194 (Iran, Islamic Republic of)]. E-mail: saeid@abbasbandy.com; Babolian, E. [Faculty of Mathematical Sciences and Computer Engineering, Teacher Training University, Tehran 15618 (Iran, Islamic Republic of); Alavi, M. [Department of Mathematics, Arak Branch, Islamic Azad University, Arak 38135 (Iran, Islamic Republic of)

    2007-01-15

    In this paper we use parametric form of fuzzy number and convert a linear fuzzy Fredholm integral equation to two linear system of integral equation of the second kind in crisp case. We can use one of the numerical method such as Nystrom and find the approximation solution of the system and hence obtain an approximation for fuzzy solution of the linear fuzzy Fredholm integral equations of the second kind. The proposed method is illustrated by solving some numerical examples.

  6. A asymptotic numerical method for the steady-state convection diffusion equation

    International Nuclear Information System (INIS)

    Wu Qiguang

    1988-01-01

    In this paper, A asymptotic numerical method for the steady-state Convection diffusion equation is proposed, which need not take very fine mesh size in the neighbourhood of the boundary layer. Numerical computation for model problem show that we can obtain the numerical solution in the boundary layer with moderate step size

  7. Numerical solution of multi group-Two dimensional- Adjoint equation with finite element method

    International Nuclear Information System (INIS)

    Poursalehi, N.; Khalafi, H.; Shahriari, M.; Minoochehr

    2008-01-01

    Adjoint equation is used for perturbation theory in nuclear reactor design. For numerical solution of adjoint equation, usually two methods are applied. These are Finite Element and Finite Difference procedures. Usually Finite Element Procedure is chosen for solving of adjoint equation, because it is more use able in variety of geometries. In this article, Galerkin Finite Element method is discussed. This method is applied for numerical solving multi group, multi region and two dimensional (X, Y) adjoint equation. Typical reactor geometry is partitioned with triangular meshes and boundary condition for adjoint flux is considered zero. Finally, for a case of defined parameters, Finite Element Code was applied and results were compared with Citation Code

  8. Numerical simulation of the regularized long wave equation by He's homotopy perturbation method

    International Nuclear Information System (INIS)

    Inc, Mustafa; Ugurlu, Yavuz

    2007-01-01

    In this Letter, we present the homotopy perturbation method (shortly HPM) for obtaining the numerical solution of the RLW equation. We obtain the exact and numerical solutions of the Regularized Long Wave (RLW) equation for certain initial condition. The initial approximation can be freely chosen with possible unknown constants which can be determined by imposing the boundary and initial conditions. Comparison of the results with those of other methods have led us to significant consequences. The numerical solutions are compared with the known analytical solutions

  9. NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION.

    Science.gov (United States)

    Liu, F; Meerschaert, M M; McGough, R J; Zhuang, P; Liu, Q

    2013-03-01

    In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

  10. New numerical method for solving the solute transport equation

    International Nuclear Information System (INIS)

    Ross, B.; Koplik, C.M.

    1978-01-01

    The solute transport equation can be solved numerically by approximating the water flow field by a network of stream tubes and using a Green's function solution within each stream tube. Compared to previous methods, this approach permits greater computational efficiency and easier representation of small discontinuities, and the results are easier to interpret physically. The method has been used to study hypothetical sites for disposal of high-level radioactive waste

  11. Numerical Calculation of Transport Based on the Drift-Kinetic Equation for Plasmas in General Toroidal Magnetic Geometry: Numerical Methods

    International Nuclear Information System (INIS)

    Reynolds, J. M.; Lopez-Bruna, D.

    2009-01-01

    In this report we continue with the description of a newly developed numerical method to solve the drift kinetic equation for ions and electrons in toroidal plasmas. Several numerical aspects, already outlined in a previous report [Informes Tecnicos Ciemat 1165, mayo 2009], will be treated now in more detail. Aside from discussing the method in the context of other existing codes, various aspects will be now explained from the viewpoint of numerical methods: the way to solve convection equations, the adopted boundary conditions, the real-space meshing procedures along with a new software developed to build them, and some additional questions related with the parallelization and the numerical integration. (Author) 16 refs

  12. Numerical methods to solve the two-dimensional heat conduction equation

    International Nuclear Information System (INIS)

    Santos, R.S. dos.

    1981-09-01

    A class of numerical methods, called 'Hopscotch Algorithms', was used to solve the heat conduction equation in cylindrical geometry. Using a time dependent heat source, the temperature versus time behaviour of cylindric rod was analysed. Numerical simulation was used to study the stability and the convergence of each different method. Another test had the temperature specified on the outer surface as boundary condition. The various Hopscotch methods analysed exhibit differing degrees of accuracy, few of them being so accurate as the ADE method, but requiring more computational operations than the later, were observed. Finally, compared with the so called ODD-EVEN method, two other Hopscotch methods, are more time consuming. (Author) [pt

  13. Steady-state transport equation resolution by particle methods, and numerical results

    International Nuclear Information System (INIS)

    Mercier, B.

    1985-10-01

    A method to solve steady-state transport equation has been given. Principles of the method are given. The method is studied in two different cases; estimations given by the theory are compared to numerical results. Results got in 1-D (spherical geometry) and in 2-D (axisymmetric geometry) are given [fr

  14. Numerical solution of distributed order fractional differential equations

    Science.gov (United States)

    Katsikadelis, John T.

    2014-02-01

    In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.

  15. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance

    KAUST Repository

    Happola, Juho

    2017-09-19

    Stochastic Differential Equations (SDE) offer a rich framework to model the probabilistic evolution of the state of a system. Numerical approximation methods are typically needed in evaluating relevant Quantities of Interest arising from such models. In this dissertation, we present novel effective methods for evaluating Quantities of Interest relevant to computational finance when the state of the system is described by an SDE.

  16. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance

    KAUST Repository

    Happola, Juho

    2017-01-01

    Stochastic Differential Equations (SDE) offer a rich framework to model the probabilistic evolution of the state of a system. Numerical approximation methods are typically needed in evaluating relevant Quantities of Interest arising from such models. In this dissertation, we present novel effective methods for evaluating Quantities of Interest relevant to computational finance when the state of the system is described by an SDE.

  17. Advanced Topics in Computational Partial Differential Equations: Numerical Methods and Diffpack Programming

    International Nuclear Information System (INIS)

    Katsaounis, T D

    2005-01-01

    The scope of this book is to present well known simple and advanced numerical methods for solving partial differential equations (PDEs) and how to implement these methods using the programming environment of the software package Diffpack. A basic background in PDEs and numerical methods is required by the potential reader. Further, a basic knowledge of the finite element method and its implementation in one and two space dimensions is required. The authors claim that no prior knowledge of the package Diffpack is required, which is true, but the reader should be at least familiar with an object oriented programming language like C++ in order to better comprehend the programming environment of Diffpack. Certainly, a prior knowledge or usage of Diffpack would be a great advantage to the reader. The book consists of 15 chapters, each one written by one or more authors. Each chapter is basically divided into two parts: the first part is about mathematical models described by PDEs and numerical methods to solve these models and the second part describes how to implement the numerical methods using the programming environment of Diffpack. Each chapter closes with a list of references on its subject. The first nine chapters cover well known numerical methods for solving the basic types of PDEs. Further, programming techniques on the serial as well as on the parallel implementation of numerical methods are also included in these chapters. The last five chapters are dedicated to applications, modelled by PDEs, in a variety of fields. In summary, the book focuses on the computational and implementational issues involved in solving partial differential equations. The potential reader should have a basic knowledge of PDEs and the finite difference and finite element methods. The examples presented are solved within the programming framework of Diffpack and the reader should have prior experience with the particular software in order to take full advantage of the book. Overall

  18. An efficient numerical method for solving the Boltzmann equation in multidimensions

    Science.gov (United States)

    Dimarco, Giacomo; Loubère, Raphaël; Narski, Jacek; Rey, Thomas

    2018-01-01

    In this paper we deal with the extension of the Fast Kinetic Scheme (FKS) (Dimarco and Loubère, 2013 [26]) originally constructed for solving the BGK equation, to the more challenging case of the Boltzmann equation. The scheme combines a robust and fast method for treating the transport part based on an innovative Lagrangian technique supplemented with conservative fast spectral schemes to treat the collisional operator by means of an operator splitting approach. This approach along with several implementation features related to the parallelization of the algorithm permits to construct an efficient simulation tool which is numerically tested against exact and reference solutions on classical problems arising in rarefied gas dynamic. We present results up to the 3 D × 3 D case for unsteady flows for the Variable Hard Sphere model which may serve as benchmark for future comparisons between different numerical methods for solving the multidimensional Boltzmann equation. For this reason, we also provide for each problem studied details on the computational cost and memory consumption as well as comparisons with the BGK model or the limit model of compressible Euler equations.

  19. A numerical method for transient gas-liquid two-phase flow using a general curvilinear coordinate system. 1. Governing equations and numerical method

    International Nuclear Information System (INIS)

    Tomiyama, Akio; Matsuoka, Toshiyuki.

    1995-01-01

    A simple numerical method for solving a transient incompressible two-fluid model was proposed in the present study. A general curvilinear coordinate system was adopted in this method for predicting transient flows in practical engineering devices. The simplicity of the present method is due to the fact that the field equations and constitutive equations were expressed in a tensor form in the general curvilinear coordinate system. When a conventional rectangular mesh is adopted in a calculation, the method reduces to a numerical method for a Cartesian coordinate system. As an example, the present method was applied to transient air-water bubbly flow in a vertical U-tube. It was confirmed that the effects of centrifugal and gravitational forces on the phase distribution in the U-tube were reasonably predicted. (author)

  20. Numerical simulation for fractional order stationary neutron transport equation using Haar wavelet collocation method

    Energy Technology Data Exchange (ETDEWEB)

    Saha Ray, S., E-mail: santanusaharay@yahoo.com; Patra, A.

    2014-10-15

    Highlights: • A stationary transport equation has been solved using the technique of Haar wavelet collocation method. • This paper intends to provide the great utility of Haar wavelets to nuclear science problem. • In the present paper, two-dimensional Haar wavelets are applied. • The proposed method is mathematically very simple, easy and fast. - Abstract: In this paper the numerical solution for the fractional order stationary neutron transport equation is presented using Haar wavelet Collocation Method (HWCM). Haar wavelet collocation method is efficient and powerful in solving wide class of linear and nonlinear differential equations. This paper intends to provide an application of Haar wavelets to nuclear science problems. This paper describes the application of Haar wavelets for the numerical solution of fractional order stationary neutron transport equation in homogeneous medium with isotropic scattering. The proposed method is mathematically very simple, easy and fast. To demonstrate about the efficiency and applicability of the method, two test problems are discussed.

  1. Numerical analysis for multi-group neutron-diffusion equation using Radial Point Interpolation Method (RPIM)

    International Nuclear Information System (INIS)

    Kim, Kyung-O; Jeong, Hae Sun; Jo, Daeseong

    2017-01-01

    Highlights: • Employing the Radial Point Interpolation Method (RPIM) in numerical analysis of multi-group neutron-diffusion equation. • Establishing mathematical formation of modified multi-group neutron-diffusion equation by RPIM. • Performing the numerical analysis for 2D critical problem. - Abstract: A mesh-free method is introduced to overcome the drawbacks (e.g., mesh generation and connectivity definition between the meshes) of mesh-based (nodal) methods such as the finite-element method and finite-difference method. In particular, the Point Interpolation Method (PIM) using a radial basis function is employed in the numerical analysis for the multi-group neutron-diffusion equation. The benchmark calculations are performed for the 2D homogeneous and heterogeneous problems, and the Multiquadrics (MQ) and Gaussian (EXP) functions are employed to analyze the effect of the radial basis function on the numerical solution. Additionally, the effect of the dimensionless shape parameter in those functions on the calculation accuracy is evaluated. According to the results, the radial PIM (RPIM) can provide a highly accurate solution for the multiplication eigenvalue and the neutron flux distribution, and the numerical solution with the MQ radial basis function exhibits the stable accuracy with respect to the reference solutions compared with the other solution. The dimensionless shape parameter directly affects the calculation accuracy and computing time. Values between 1.87 and 3.0 for the benchmark problems considered in this study lead to the most accurate solution. The difference between the analytical and numerical results for the neutron flux is significantly increased in the edge of the problem geometry, even though the maximum difference is lower than 4%. This phenomenon seems to arise from the derivative boundary condition at (x,0) and (0,y) positions, and it may be necessary to introduce additional strategy (e.g., the method using fictitious points and

  2. Exponential and Bessel fitting methods for the numerical solution of the Schroedinger equation

    International Nuclear Information System (INIS)

    Raptis, A.D.; Cash, J.R.

    1987-01-01

    A new method is developed for the numerical integration of the one dimensional radial Schroedinger equation. This method involves using different integration formulae in different parts of the range of integration rather than using the same integration formula throughout. Two new integration formulae are derived, one which integrates Bessel and Neumann functions exactly and another which exactly integrates certain exponential functions. It is shown that, for large r, these new formulae are much more accurate than standard integration methods for the Schroedinger equation. The benefit of using this new approach is demonstrated by considering some numerical examples based on the Lennard-Jones potential. (orig.)

  3. Numerical Analysis of Partial Differential Equations

    CERN Document Server

    Lui, S H

    2011-01-01

    A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis

  4. Numerical soliton-like solutions of the potential Kadomtsev-Petviashvili equation by the decomposition method

    International Nuclear Information System (INIS)

    Kaya, Dogan; El-Sayed, Salah M.

    2003-01-01

    In this Letter we present an Adomian's decomposition method (shortly ADM) for obtaining the numerical soliton-like solutions of the potential Kadomtsev-Petviashvili (shortly PKP) equation. We will prove the convergence of the ADM. We obtain the exact and numerical solitary-wave solutions of the PKP equation for certain initial conditions. Then ADM yields the analytic approximate solution with fast convergence rate and high accuracy through previous works. The numerical solutions are compared with the known analytical solutions

  5. Numerical simulation of the regularized long wave equation by He's homotopy perturbation method

    Energy Technology Data Exchange (ETDEWEB)

    Inc, Mustafa [Department of Mathematics, Firat University, 23119 Elazig (Turkey)], E-mail: minc@firat.edu.tr; Ugurlu, Yavuz [Department of Mathematics, Firat University, 23119 Elazig (Turkey)

    2007-09-17

    In this Letter, we present the homotopy perturbation method (shortly HPM) for obtaining the numerical solution of the RLW equation. We obtain the exact and numerical solutions of the Regularized Long Wave (RLW) equation for certain initial condition. The initial approximation can be freely chosen with possible unknown constants which can be determined by imposing the boundary and initial conditions. Comparison of the results with those of other methods have led us to significant consequences. The numerical solutions are compared with the known analytical solutions.

  6. A rapid numerical method for solving Serre-Green-Naghdi equations describing long free surface gravity waves

    Science.gov (United States)

    Favrie, N.; Gavrilyuk, S.

    2017-07-01

    A new numerical method for solving the Serre-Green-Naghdi (SGN) equations describing dispersive waves on shallow water is proposed. From the mathematical point of view, the SGN equations are the Euler-Lagrange equations for a ‘master’ lagrangian submitted to a differential constraint which is the mass conservation law. One major numerical challenge in solving the SGN equations is the resolution of an elliptic problem at each time instant. This is the most time-consuming part of the numerical method. The idea is to replace the ‘master’ lagrangian by a one-parameter family of ‘augmented’ lagrangians, depending on a greater number of variables, for which the corresponding Euler-Lagrange equations are hyperbolic. In such an approach, the ‘master’ lagrangian is recovered by the augmented lagrangian in some limit (for example, when the corresponding parameter is large). The choice of such a family of augmented lagrangians is proposed and discussed. The corresponding hyperbolic system is numerically solved by a Godunov type method. Numerical solutions are compared with exact solutions to the SGN equations. It appears that the computational time in solving the hyperbolic system is much lower than in the case where the elliptic operator is inverted. The new method is applied, in particular, to the study of ‘Favre waves’ representing non-stationary undular bores produced after reflection of the fluid flow with a free surface at an immobile wall.

  7. On numerical solution of Burgers' equation by homotopy analysis method

    International Nuclear Information System (INIS)

    Inc, Mustafa

    2008-01-01

    In this Letter, we present the Homotopy Analysis Method (shortly HAM) for obtaining the numerical solution of the one-dimensional nonlinear Burgers' equation. The initial approximation can be freely chosen with possible unknown constants which can be determined by imposing the boundary and initial conditions. Convergence of the solution and effects for the method is discussed. The comparison of the HAM results with the Homotopy Perturbation Method (HPM) and the results of [E.N. Aksan, Appl. Math. Comput. 174 (2006) 884; S. Kutluay, A. Esen, Int. J. Comput. Math. 81 (2004) 1433; S. Abbasbandy, M.T. Darvishi, Appl. Math. Comput. 163 (2005) 1265] are made. The results reveal that HAM is very simple and effective. The HAM contains the auxiliary parameter h, which provides us with a simple way to adjust and control the convergence region of solution series. The numerical solutions are compared with the known analytical and some numerical solutions

  8. From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Angstmann, C.N.; Donnelly, I.C. [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia); Henry, B.I., E-mail: B.Henry@unsw.edu.au [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia); Jacobs, B.A. [School of Computer Science and Applied Mathematics, University of the Witwatersrand, Johannesburg, Private Bag 3, Wits 2050 (South Africa); DST–NRF Centre of Excellence in Mathematical and Statistical Sciences (CoE-MaSS) (South Africa); Langlands, T.A.M. [Department of Mathematics and Computing, University of Southern Queensland, Toowoomba QLD 4350 (Australia); Nichols, J.A. [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia)

    2016-02-15

    We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.

  9. A first course in ordinary differential equations analytical and numerical methods

    CERN Document Server

    Hermann, Martin

    2014-01-01

    This book presents a modern introduction to analytical and numerical techniques for solving ordinary differential equations (ODEs). Contrary to the traditional format—the theorem-and-proof format—the book is focusing on analytical and numerical methods. The book supplies a variety of problems and examples, ranging from the elementary to the advanced level, to introduce and study the mathematics of ODEs. The analytical part of the book deals with solution techniques for scalar first-order and second-order linear ODEs, and systems of linear ODEs—with a special focus on the Laplace transform, operator techniques and power series solutions. In the numerical part, theoretical and practical aspects of Runge-Kutta methods for solving initial-value problems and shooting methods for linear two-point boundary-value problems are considered. The book is intended as a primary text for courses on the theory of ODEs and numerical treatment of ODEs for advanced undergraduate and early graduate students. It is assumed t...

  10. Numerical method for solving the three-dimensional time-dependent neutron diffusion equation

    International Nuclear Information System (INIS)

    Khaled, S.M.; Szatmary, Z.

    2005-01-01

    A numerical time-implicit method has been developed for solving the coupled three-dimensional time-dependent multi-group neutron diffusion and delayed neutron precursor equations. The numerical stability of the implicit computation scheme and the convergence of the iterative associated processes have been evaluated. The computational scheme requires the solution of large linear systems at each time step. For this purpose, the point over-relaxation Gauss-Seidel method was chosen. A new scheme was introduced instead of the usual source iteration scheme. (author)

  11. Two split cell numerical methods for solving 2-D non-equilibrium radiation transport equations

    International Nuclear Information System (INIS)

    Feng Tinggui

    2004-11-01

    Two numerically positive methods, the step characteristic integral method and subcell balance method, for solving radiative transfer equations on quadrilateral grids are presented. Numerical examples shows that the schemes presented are feasible on non-rectangle grid computation, and that the computing results by the schemes presented are comparative to that by the discrete ordinate diamond scheme on rectangle grid. (author)

  12. Numerical solution of the unsteady diffusion-convection-reaction equation based on improved spectral Galerkin method

    Science.gov (United States)

    Zhong, Jiaqi; Zeng, Cheng; Yuan, Yupeng; Zhang, Yuzhe; Zhang, Ye

    2018-04-01

    The aim of this paper is to present an explicit numerical algorithm based on improved spectral Galerkin method for solving the unsteady diffusion-convection-reaction equation. The principal characteristics of this approach give the explicit eigenvalues and eigenvectors based on the time-space separation method and boundary condition analysis. With the help of Fourier series and Galerkin truncation, we can obtain the finite-dimensional ordinary differential equations which facilitate the system analysis and controller design. By comparing with the finite element method, the numerical solutions are demonstrated via two examples. It is shown that the proposed method is effective.

  13. A relaxation-projection method for compressible flows. Part I: The numerical equation of state for the Euler equations

    International Nuclear Information System (INIS)

    Saurel, Richard; Franquet, Erwin; Daniel, Eric; Le Metayer, Olivier

    2007-01-01

    A new projection method is developed for the Euler equations to determine the thermodynamic state in computational cells. It consists in the resolution of a mechanical relaxation problem between the various sub-volumes present in a computational cell. These sub-volumes correspond to the ones traveled by the various waves that produce states with different pressures, velocities, densities and temperatures. Contrarily to Godunov type schemes the relaxed state corresponds to mechanical equilibrium only and remains out of thermal equilibrium. The pressure computation with this relaxation process replaces the use of the conventional equation of state (EOS). A simplified relaxation method is also derived and provides a specific EOS (named the Numerical EOS). The use of the Numerical EOS gives a cure to spurious pressure oscillations that appear at contact discontinuities for fluids governed by real gas EOS. It is then extended to the computation of interface problems separating fluids with different EOS (liquid-gas interface for example) with the Euler equations. The resulting method is very robust, accurate, oscillation free and conservative. For the sake of simplicity and efficiency the method is developed in a Lagrange-projection context and is validated over exact solutions. In a companion paper [F. Petitpas, E. Franquet, R. Saurel, A relaxation-projection method for compressible flows. Part II: computation of interfaces and multiphase mixtures with stiff mechanical relaxation. J. Comput. Phys. (submitted for publication)], the method is extended to the numerical approximation of a non-conservative hyperbolic multiphase flow model for interface computation and shock propagation into mixtures

  14. Numerical method of identification of an unknown source term in a heat equation

    Directory of Open Access Journals (Sweden)

    Fatullayev Afet Golayo?lu

    2002-01-01

    Full Text Available A numerical procedure for an inverse problem of identification of an unknown source in a heat equation is presented. Approach of proposed method is to approximate unknown function by polygons linear pieces which are determined consecutively from the solution of minimization problem based on the overspecified data. Numerical examples are presented.

  15. A purely Lagrangian method for the numerical integration of Fokker-Planck equations

    International Nuclear Information System (INIS)

    Combis, P.; Fronteau, J.

    1986-01-01

    A new numerical approach to Fokker-Planck equations is presented, in which the integration grid moves according to the solution of a differential system. The method is purely Lagrangian, the mean effect of the diffusion being inserted into the differential system itself

  16. On a New Method for Computing the Numerical Solution of Systems of Nonlinear Equations

    Directory of Open Access Journals (Sweden)

    H. Montazeri

    2012-01-01

    Full Text Available We consider a system of nonlinear equations F(x=0. A new iterative method for solving this problem numerically is suggested. The analytical discussions of the method are provided to reveal its sixth order of convergence. A discussion on the efficiency index of the contribution with comparison to the other iterative methods is also given. Finally, numerical tests illustrate the theoretical aspects using the programming package Mathematica.

  17. Numerical analysis for the fractional diffusion and fractional Buckmaster equation by the two-step Laplace Adam-Bashforth method

    Science.gov (United States)

    Jain, Sonal

    2018-01-01

    In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.

  18. Finite difference method and algebraic polynomial interpolation for numerically solving Poisson's equation over arbitrary domains

    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.

  19. New Numerical Treatment for Solving the KDV Equation

    Directory of Open Access Journals (Sweden)

    khalid ali

    2017-01-01

    Full Text Available In the present article, a numerical method is proposed for the numerical solution of the KdV equation by using collocation method with the modified exponential cubic B-spline. In this paper we convert the KdV equation to system of two equations. The method is shown to be unconditionally stable using von-Neumann technique. To test accuracy the error norms2L, ?L are computed. Three invariants of motion are predestined to determine the preservation properties of the problem, and the numerical scheme leads to careful and active results. Furthermore, interaction of two and three solitary waves is shown. These results show that the technique introduced here is easy to apply.

  20. Some applications of perturbation theory to numerical integration methods for the Schroedinger equation

    International Nuclear Information System (INIS)

    Killingbeck, J.

    1979-01-01

    By using the methods of perturbation theory it is possible to construct simple formulae for the numerical integration of the Schroedinger equation, and also to calculate expectation values solely by means of simple eigenvalue calculations. (Auth.)

  1. A numerical dressing method for the nonlinear superposition of solutions of the KdV equation

    International Nuclear Information System (INIS)

    Trogdon, Thomas; Deconinck, Bernard

    2014-01-01

    In this paper we present the unification of two existing numerical methods for the construction of solutions of the Korteweg–de Vries (KdV) equation. The first method is used to solve the Cauchy initial-value problem on the line for rapidly decaying initial data. The second method is used to compute finite-genus solutions of the KdV equation. The combination of these numerical methods allows for the computation of exact solutions that are asymptotically (quasi-)periodic finite-gap solutions and are a nonlinear superposition of dispersive, soliton and (quasi-)periodic solutions in the finite (x, t)-plane. Such solutions are referred to as superposition solutions. We compute these solutions accurately for all values of x and t. (paper)

  2. Numerical instability of time-discretized one-point kinetic equations

    International Nuclear Information System (INIS)

    Hashimoto, Kengo; Ikeda, Hideaki; Takeda, Toshikazu

    2000-01-01

    The one-point kinetic equations with numerical errors induced by the explicit, implicit and Crank-Nicolson integration methods are derived. The zero-power transfer functions based on the present equations are demonstrated to investigate the numerical stability of the discretized systems. These demonstrations indicate unconditional stability for the implicit and Crank-Nicolson methods but present the possibility of numerical instability for the explicit method. An upper limit of time mesh spacing for the stability is formulated and several numerical calculations are made to confirm the validity of this formula

  3. A Numerical Method for Partial Differential Algebraic Equations Based on Differential Transform Method

    Directory of Open Access Journals (Sweden)

    Murat Osmanoglu

    2013-01-01

    Full Text Available We have considered linear partial differential algebraic equations (LPDAEs of the form , which has at least one singular matrix of . We have first introduced a uniform differential time index and a differential space index. The initial conditions and boundary conditions of the given system cannot be prescribed for all components of the solution vector here. To overcome this, we introduced these indexes. Furthermore, differential transform method has been given to solve LPDAEs. We have applied this method to a test problem, and numerical solution of the problem has been compared with analytical solution.

  4. Numerical optimization using flow equations

    Science.gov (United States)

    Punk, Matthias

    2014-12-01

    We develop a method for multidimensional optimization using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimizing functional correspond to fixed points of the flow equation. While ideas based on Bayesian inference such as the maximum entropy method always depend on a prior probability, the additional step in our approach is to perform a continuous update of the prior during the homotopy flow. The prior probability thus enters the flow equation only as an initial condition. We demonstrate the applicability of this optimization method for two paradigmatic problems in theoretical condensed matter physics: numerical analytic continuation from imaginary to real frequencies and finding (variational) ground states of frustrated (quantum) Ising models with random or long-range antiferromagnetic interactions.

  5. Numerical solution of the helmholtz equation for the superellipsoid via the galerkin method

    Directory of Open Access Journals (Sweden)

    Hy Dinh

    2013-01-01

    Full Text Available The objective of this work was to find the numerical solution of the Dirichlet problem for the Helmholtz equation for a smooth superellipsoid. The superellipsoid is a shape that is controlled by two parameters. There are some numerical issues in this type of an analysis; any integration method is affected by the wave number k, because of the oscillatory behavior of the fundamental solution. In this case we could only obtain good numerical results for super ellipsoids that were more shaped like super cones, which is a narrow range of super ellipsoids. The formula for these shapes was: $x=cos(xsin(y^{n},y=sin(xsin(y^{n},z=cos(y$ where $n$ varied from 0.5 to 4. The Helmholtz equation, which is the modified wave equation, is used in many scattering problems. This project was funded by NASA RI Space Grant for testing of the Dirichlet boundary condition for the shape of the superellipsoid. One practical value of all these computations can be getting a shape for the engine nacelles in a ray tracing the space shuttle. We are researching the feasibility of obtaining good convergence results for the superellipsoid surface. It was our view that smaller and lighter wave numbers would reduce computational costs associated with obtaining Galerkin coefficients. In addition, we hoped to significantly reduce the number of terms in the infinite series needed to modify the original integral equation, all of which were achieved in the analysis of the superellipsoid in a finite range. We used the Green's theorem to solve the integral equation for the boundary of the surface. Previously, multiple surfaces were used to test this method, such as the sphere, ellipsoid, and perturbation of the sphere, pseudosphere and the oval of Cassini Lin and Warnapala , Warnapala and Morgan .

  6. Numerical Simulation of Coupled Nonlinear Schrödinger Equations Using the Generalized Differential Quadrature Method

    International Nuclear Information System (INIS)

    Mokhtari, R.; Toodar, A. Samadi; Chegini, N. G.

    2011-01-01

    We the extend application of the generalized differential quadrature method (GDQM) to solve some coupled nonlinear Schrödinger equations. The cosine-based GDQM is employed and the obtained system of ordinary differential equations is solved via the fourth order Runge—Kutta method. The numerical solutions coincide with the exact solutions in desired machine precision and invariant quantities are conserved sensibly. Some comparisons with the methods applied in the literature are carried out. (general)

  7. Numerical solution of boundary-integral equations for molecular electrostatics.

    Science.gov (United States)

    Bardhan, Jaydeep P

    2009-03-07

    Numerous molecular processes, such as ion permeation through channel proteins, are governed by relatively small changes in energetics. As a result, theoretical investigations of these processes require accurate numerical methods. In the present paper, we evaluate the accuracy of two approaches to simulating boundary-integral equations for continuum models of the electrostatics of solvation. The analysis emphasizes boundary-element method simulations of the integral-equation formulation known as the apparent-surface-charge (ASC) method or polarizable-continuum model (PCM). In many numerical implementations of the ASC/PCM model, one forces the integral equation to be satisfied exactly at a set of discrete points on the boundary. We demonstrate in this paper that this approach to discretization, known as point collocation, is significantly less accurate than an alternative approach known as qualocation. Furthermore, the qualocation method offers this improvement in accuracy without increasing simulation time. Numerical examples demonstrate that electrostatic part of the solvation free energy, when calculated using the collocation and qualocation methods, can differ significantly; for a polypeptide, the answers can differ by as much as 10 kcal/mol (approximately 4% of the total electrostatic contribution to solvation). The applicability of the qualocation discretization to other integral-equation formulations is also discussed, and two equivalences between integral-equation methods are derived.

  8. Numerical solution of stiff burnup equation with short half lived nuclides by the Krylov subspace method

    International Nuclear Information System (INIS)

    Yamamoto, Akio; Tatsumi, Masahiro; Sugimura, Naoki

    2007-01-01

    The Krylov subspace method is applied to solve nuclide burnup equations used for lattice physics calculations. The Krylov method is an efficient approach for solving ordinary differential equations with stiff nature such as the nuclide burnup with short lived nuclides. Some mathematical fundamentals of the Krylov subspace method and its application to burnup equations are discussed. Verification calculations are carried out in a PWR pin-cell geometry with UO 2 fuel. A detailed burnup chain that includes 193 fission products and 28 heavy nuclides is used in the verification calculations. Shortest half life found in the present burnup chain is approximately 30 s ( 106 Rh). Therefore, conventional methods (e.g., the Taylor series expansion with scaling and squaring) tend to require longer computation time due to numerical stiffness. Comparison with other numerical methods (e.g., the 4-th order Runge-Kutta-Gill) reveals that the Krylov subspace method can provide accurate solution for a detailed burnup chain used in the present study with short computation time. (author)

  9. The numerical simulation of convection delayed dominated diffusion equation

    Directory of Open Access Journals (Sweden)

    Mohan Kumar P. Murali

    2016-01-01

    Full Text Available In this paper, we propose a fitted numerical method for solving convection delayed dominated diffusion equation. A fitting factor is introduced and the model equation is discretized by cubic spline method. The error analysis is analyzed for the consider problem. The numerical examples are solved using the present method and compared the result with the exact solution.

  10. Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

    Directory of Open Access Journals (Sweden)

    Hamidreza Rezazadeh

    2014-05-01

    Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.

  11. Fast numerical method for solving the three-dimensional Stokes' equations in the presence of suspended particles

    International Nuclear Information System (INIS)

    Fogelson, A.L.; Peskin, C.S.

    1988-01-01

    A new fast numerical method for solving the three-dimensional Stokes' equations in the presence of suspended particles is presented. The fluid dynamics equations are solved on a lattice. A particle is represented by a set of points each of which moves at the local fluid velocity and is not constrained to lie on the lattice. These points are coupled by forces which resist deformation of the particle. These forces contribute to the force density in the Stokes' equations. As a result, a single set of fluid dynamics equations holds at all points of the domain and there are no internal boundaries. Particles size, shape, and deformability may be prescribed. Computational work increases only linearly with the number of particles, so large numbers (500--1000) of particles may be studied efficiently. The numerical method involves implicit calculation of the particle forces by minimizing an energy function and solution of a finite-difference approximation to the Stokes' equations using the Fourier--Toeplitz method. The numerical method has been implemented to run on all CRAY computers: the implementation exploits the CRAY's vectorized arithmetic, and on machines with insufficient central memory, it performs efficient disk I/O while storing most of the data on disk. Applications of the method to sedimentation of one-, two-, and many-particle systems are described. Trajectories and settling speeds for two-particle sedimentation, and settling speed for multiparticle sedimentation from initial distributions on a cubic lattice or at random give good quantitative agreement with existing theories. copyright 1988 Academic Press, Inc

  12. An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations

    KAUST Repository

    Festa, Adriano; Gomes, Diogo A.; Machado Velho, Roberto

    2017-01-01

    Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.

  13. An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations

    KAUST Repository

    Festa, Adriano

    2017-03-22

    Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.

  14. Fourth-order numerical solutions of diffusion equation by using SOR method with Crank-Nicolson approach

    Science.gov (United States)

    Muhiddin, F. A.; Sulaiman, J.

    2017-09-01

    The aim of this paper is to investigate the effectiveness of the Successive Over-Relaxation (SOR) iterative method by using the fourth-order Crank-Nicolson (CN) discretization scheme to derive a five-point Crank-Nicolson approximation equation in order to solve diffusion equation. From this approximation equation, clearly, it can be shown that corresponding system of five-point approximation equations can be generated and then solved iteratively. In order to access the performance results of the proposed iterative method with the fourth-order CN scheme, another point iterative method which is Gauss-Seidel (GS), also presented as a reference method. Finally the numerical results obtained from the use of the fourth-order CN discretization scheme, it can be pointed out that the SOR iterative method is superior in terms of number of iterations, execution time, and maximum absolute error.

  15. The Navier-Stokes Equations Theory and Numerical Methods

    CERN Document Server

    Masuda, Kyûya; Rautmann, Reimund; Solonnikov, Vsevolod

    1990-01-01

    These proceedings contain original (refereed) research articles by specialists from many countries, on a wide variety of aspects of Navier-Stokes equations. Additionally, 2 survey articles intended for a general readership are included: one surveys the present state of the subject via open problems, and the other deals with the interplay between theory and numerical analysis.

  16. Two numerical methods for an inverse problem for the 2-D Helmholtz equation

    CERN Document Server

    Gryazin, Y A; Lucas, T R

    2003-01-01

    Two solution methods for the inverse problem for the 2-D Helmholtz equation are developed, tested, and compared. The proposed approaches are based on a marching finite-difference scheme which requires the solution of an overdetermined system at each step. The preconditioned conjugate gradient method is used for rapid solutions of these systems and an efficient preconditioner has been developed for this class of problems. Underlying target applications include the imaging of land mines, unexploded ordinance, and pollutant plumes in environmental cleanup sites, each formulated as an inverse problem for a 2-D Helmholtz equation. The images represent the electromagnetic properties of the respective underground regions. Extensive numerical results are presented.

  17. Numerical solutions of the Vlasov equation

    International Nuclear Information System (INIS)

    Satofuka, Nobuyuki; Morinishi, Koji; Nishida, Hidetoshi

    1985-01-01

    A numerical procedure is derived for the solutions of the one- and two-dimensional Vlasov-Poisson system equations. This numerical procedure consists of the phase space discretization and the integration of the resulting set of ordinary differential equations. In the phase space discretization, derivatives with respect to the phase space variable are approximated by a weighted sum of the values of the distribution function at properly chosen neighboring points. Then, the resulting set of ordinary differential equations is solved by using an appropriate time integration scheme. The results for linear Landau damping, nonlinear Landau damping and counter-streaming plasmas are investigated and compared with those of the splitting scheme. The proposed method is found to be very accurate and efficient. (author)

  18. A robust and accurate numerical method for transcritical turbulent flows at supercritical pressure with an arbitrary equation of state

    International Nuclear Information System (INIS)

    Kawai, Soshi; Terashima, Hiroshi; Negishi, Hideyo

    2015-01-01

    This paper addresses issues in high-fidelity numerical simulations of transcritical turbulent flows at supercritical pressure. The proposed strategy builds on a tabulated look-up table method based on REFPROP database for an accurate estimation of non-linear behaviors of thermodynamic and fluid transport properties at the transcritical conditions. Based on the look-up table method we propose a numerical method that satisfies high-order spatial accuracy, spurious-oscillation-free property, and capability of capturing the abrupt variation in thermodynamic properties across the transcritical contact surface. The method introduces artificial mass diffusivity to the continuity and momentum equations in a physically-consistent manner in order to capture the steep transcritical thermodynamic variations robustly while maintaining spurious-oscillation-free property in the velocity field. The pressure evolution equation is derived from the full compressible Navier–Stokes equations and solved instead of solving the total energy equation to achieve the spurious pressure oscillation free property with an arbitrary equation of state including the present look-up table method. Flow problems with and without physical diffusion are employed for the numerical tests to validate the robustness, accuracy, and consistency of the proposed approach.

  19. Analysis of numerical solutions for Bateman equations

    International Nuclear Information System (INIS)

    Loch, Guilherme G.; Bevilacqua, Joyce S.

    2013-01-01

    The implementation of stable and efficient numerical methods for solving problems involving nuclear transmutation and radioactive decay chains is the main scope of this work. The physical processes associated with irradiations of samples in particle accelerators, or the burning spent nuclear fuel in reactors, or simply the natural decay chains, can be represented by a set of first order ordinary differential equations with constant coefficients, for instance, the decay radioactive constants of each nuclide in the chain. Bateman proposed an analytical solution for a particular case of a linear chain with n nuclides decaying in series and with different decay constants. For more complex and realistic applications, the construction of analytical solutions is not viable and the introduction of numerical techniques is imperative. However, depending on the magnitudes of the decay radioactive constants, the matrix of coefficients could be almost singular, generating unstable and non convergent numerical solutions. In this work, different numerical strategies for solving systems of differential equations were implemented, the Runge-Kutta 4-4, Adams Predictor-Corrector (PC2) and the Rosenbrock algorithm, this last one more specific for stiff equations. Consistency, convergence and stability of the numerical solutions are studied and the performance of the methods is analyzed for the case of the natural decay chain of Uranium-235 comparing numerical with analytical solutions. (author)

  20. Methods of numerical relativity

    International Nuclear Information System (INIS)

    Piran, T.

    1983-01-01

    Numerical Relativity is an alternative to analytical methods for obtaining solutions for Einstein equations. Numerical methods are particularly useful for studying generation of gravitational radiation by potential strong sources. The author reviews the analytical background, the numerical analysis aspects and techniques and some of the difficulties involved in numerical relativity. (Auth.)

  1. Numerical solution to generalized Burgers'-Fisher equation using Exp-function method hybridized with heuristic computation.

    Science.gov (United States)

    Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul

    2015-01-01

    In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems.

  2. Numerical solution to generalized Burgers'-Fisher equation using Exp-function method hybridized with heuristic computation.

    Directory of Open Access Journals (Sweden)

    Suheel Abdullah Malik

    Full Text Available In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE through substitution is converted into a nonlinear ordinary differential equation (NODE. The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM, homotopy perturbation method (HPM, and optimal homotopy asymptotic method (OHAM, show that the suggested scheme is fairly accurate and viable for solving such problems.

  3. Numerical simulations of a family of the coupled viscous Burgers, equation using the lattice Boltzmann method

    International Nuclear Information System (INIS)

    He, Y B; Tang, X H

    2016-01-01

    In this paper, in order to extend the lattice Boltzmann method (LBM) to deal with more nonlinear systems, a one-dimensional and five-velocity lattice Boltzmann scheme with an amending function for a family of the coupled viscous Burgers’ equation (CVBE) is proposed. With the Taylor and Chapman–Enskog expansion, a family of the CVBE is recovered correctly from the lattice Boltzmann equation through selecting the equilibrium distribution functions and amending functions properly. The method is applied to some test examples with an analytical solution. The results are compared with those obtained by the finite difference method (FDM); it is shown that the numerical solutions agree well with the analytical solutions and the errors obtained by the present method are smaller than the FDM. Furthermore, some problems without analytical solutions are numerically studied by the present method and the FDM. The results show that the numerical solutions of the LBM are in good agreement with those obtained by the FDM, which can validate the effectiveness and stability of the LBM. (paper: classical statistical mechanics, equilibrium and non-equilibrium)

  4. Numerical methods and analysis of the nonlinear Vlasov equation on unstructured meshes of phase space

    International Nuclear Information System (INIS)

    Besse, Nicolas

    2003-01-01

    This work is dedicated to the mathematical and numerical studies of the Vlasov equation on phase-space unstructured meshes. In the first part, new semi-Lagrangian methods are developed to solve the Vlasov equation on unstructured meshes of phase space. As the Vlasov equation describes multi-scale phenomena, we also propose original methods based on a wavelet multi-resolution analysis. The resulting algorithm leads to an adaptive mesh-refinement strategy. The new massively-parallel computers allow to use these methods with several phase-space dimensions. Particularly, these numerical schemes are applied to plasma physics and charged particle beams in the case of two-, three-, and four-dimensional Vlasov-Poisson systems. In the second part we prove the convergence and give error estimates for several numerical schemes applied to the Vlasov-Poisson system when strong and classical solutions are considered. First we show the convergence of a semi-Lagrangian scheme on an unstructured mesh of phase space, when the regularity hypotheses for the initial data are minimal. Then we demonstrate the convergence of classes of high-order semi-Lagrangian schemes in the framework of the regular classical solution. In order to reconstruct the distribution function, we consider symmetrical Lagrange polynomials, B-Splines and wavelets bases. Finally we prove the convergence of a semi-Lagrangian scheme with propagation of gradients yielding a high-order and stable reconstruction of the solution. (author) [fr

  5. Numerical Solutions for Convection-Diffusion Equation through Non-Polynomial Spline

    Directory of Open Access Journals (Sweden)

    Ravi Kanth A.S.V.

    2016-01-01

    Full Text Available In this paper, numerical solutions for convection-diffusion equation via non-polynomial splines are studied. We purpose an implicit method based on non-polynomial spline functions for solving the convection-diffusion equation. The method is proven to be unconditionally stable by using Von Neumann technique. Numerical results are illustrated to demonstrate the efficiency and stability of the purposed method.

  6. Numerical analysis of systems of ordinary and stochastic differential equations

    CERN Document Server

    Artemiev, S S

    1997-01-01

    This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs).

  7. Numerical approximations of nonlinear fractional differential difference equations by using modified He-Laplace method

    Directory of Open Access Journals (Sweden)

    J. Prakash

    2016-03-01

    Full Text Available In this paper, a numerical algorithm based on a modified He-Laplace method (MHLM is proposed to solve space and time nonlinear fractional differential-difference equations (NFDDEs arising in physical phenomena such as wave phenomena in fluids, coupled nonlinear optical waveguides and nanotechnology fields. The modified He-Laplace method is a combined form of the fractional homotopy perturbation method and Laplace transforms method. The nonlinear terms can be easily decomposed by the use of He’s polynomials. This algorithm has been tested against time-fractional differential-difference equations such as the modified Lotka Volterra and discrete (modified KdV equations. The proposed scheme grants the solution in the form of a rapidly convergent series. Three examples have been employed to illustrate the preciseness and effectiveness of the proposed method. The achieved results expose that the MHLM is very accurate, efficient, simple and can be applied to other nonlinear FDDEs.

  8. Numerical Hopf bifurcation of Runge-Kutta methods for a class of delay differential equations

    International Nuclear Information System (INIS)

    Wang Qiubao; Li Dongsong; Liu, M.Z.

    2009-01-01

    In this paper, we consider the discretization of parameter-dependent delay differential equation of the form y ' (t)=f(y(t),y(t-1),τ),τ≥0,y element of R d . It is shown that if the delay differential equation undergoes a Hopf bifurcation at τ=τ * , then the discrete scheme undergoes a Hopf bifurcation at τ(h)=τ * +O(h p ) for sufficiently small step size h, where p≥1 is the order of the Runge-Kutta method applied. The direction of numerical Hopf bifurcation and stability of bifurcating invariant curve are the same as that of delay differential equation.

  9. A variable timestep generalized Runge-Kutta method for the numerical integration of the space-time diffusion equations

    International Nuclear Information System (INIS)

    Aviles, B.N.; Sutton, T.M.; Kelly, D.J. III.

    1991-09-01

    A generalized Runge-Kutta method has been employed in the numerical integration of the stiff space-time diffusion equations. The method is fourth-order accurate, using an embedded third-order solution to arrive at an estimate of the truncation error for automatic timestep control. The efficiency of the Runge-Kutta method is enhanced by a block-factorization technique that exploits the sparse structure of the matrix system resulting from the space and energy discretized form of the time-dependent neutron diffusion equations. Preliminary numerical evaluation using a one-dimensional finite difference code shows the sparse matrix implementation of the generalized Runge-Kutta method to be highly accurate and efficient when compared to an optimized iterative theta method. 12 refs., 5 figs., 4 tabs

  10. Numerical methods for hydrodynamic stability problems

    International Nuclear Information System (INIS)

    Fujimura, Kaoru

    1985-11-01

    Numerical methods for solving the Orr-Sommerfeld equation, which is the fundamental equation of the hydrodynamic stability theory for various shear flows, are reviewed and typical numerical results are presented. The methods of asymptotic solution, finite difference methods, initial value methods and expansions in orthogonal functions are compared. (author)

  11. Comparative numerical solutions of stiff Ordinary differential equations using magnus series expansion method

    Directory of Open Access Journals (Sweden)

    SURE KÖME

    2014-12-01

    Full Text Available In this paper, we investigated the effect of Magnus Series Expansion Method on homogeneous stiff ordinary differential equations with different stiffness ratios. A Magnus type integrator is used to obtain numerical solutions of two different examples of stiff problems and exact and approximate results are tabulated. Furthermore, absolute error graphics are demonstrated in detail.

  12. Iterated Crank-Nicolson method for hyperbolic and parabolic equations in numerical relativity

    International Nuclear Information System (INIS)

    Leiler, Gregor; Rezzolla, Luciano

    2006-01-01

    The iterated Crank-Nicolson is a predictor-corrector algorithm commonly used in numerical relativity for the solution of both hyperbolic and parabolic partial differential equations. We here extend the recent work on the stability of this scheme for hyperbolic equations by investigating the properties when the average between the predicted and corrected values is made with unequal weights and when the scheme is applied to a parabolic equation. We also propose a variant of the scheme in which the coefficients in the averages are swapped between two corrections leading to systematically larger amplification factors and to a smaller numerical dispersion

  13. Stability, accuracy and numerical diffusion analysis of nodal expansion method for steady convection diffusion equation

    International Nuclear Information System (INIS)

    Zhou, Xiafeng; Guo, Jiong; Li, Fu

    2015-01-01

    Highlights: • NEMs are innovatively applied to solve convection diffusion equation. • Stability, accuracy and numerical diffusion for NEM are analyzed for the first time. • Stability and numerical diffusion depend on the NEM expansion order and its parity. • NEMs have higher accuracy than both second order upwind and QUICK scheme. • NEMs with different expansion orders are integrated into a unified discrete form. - Abstract: The traditional finite difference method or finite volume method (FDM or FVM) is used for HTGR thermal-hydraulic calculation at present. However, both FDM and FVM require the fine mesh sizes to achieve the desired precision and thus result in a limited efficiency. Therefore, a more efficient and accurate numerical method needs to be developed. Nodal expansion method (NEM) can achieve high accuracy even on the coarse meshes in the reactor physics analysis so that the number of spatial meshes and computational cost can be largely decreased. Because of higher efficiency and accuracy, NEM can be innovatively applied to thermal-hydraulic calculation. In the paper, NEMs with different orders of basis functions are successfully developed and applied to multi-dimensional steady convection diffusion equation. Numerical results show that NEMs with three or higher order basis functions can track the reference solutions very well and are superior to second order upwind scheme and QUICK scheme. However, the false diffusion and unphysical oscillation behavior are discovered for NEMs. To explain the reasons for the above-mentioned behaviors, the stability, accuracy and numerical diffusion properties of NEM are analyzed by the Fourier analysis, and by comparing with exact solutions of difference and differential equation. The theoretical analysis results show that the accuracy of NEM increases with the expansion order. However, the stability and numerical diffusion properties depend not only on the order of basis functions but also on the parity of

  14. Stability, accuracy and numerical diffusion analysis of nodal expansion method for steady convection diffusion equation

    Energy Technology Data Exchange (ETDEWEB)

    Zhou, Xiafeng, E-mail: zhou-xf11@mails.tsinghua.edu.cn; Guo, Jiong, E-mail: guojiong12@tsinghua.edu.cn; Li, Fu, E-mail: lifu@tsinghua.edu.cn

    2015-12-15

    Highlights: • NEMs are innovatively applied to solve convection diffusion equation. • Stability, accuracy and numerical diffusion for NEM are analyzed for the first time. • Stability and numerical diffusion depend on the NEM expansion order and its parity. • NEMs have higher accuracy than both second order upwind and QUICK scheme. • NEMs with different expansion orders are integrated into a unified discrete form. - Abstract: The traditional finite difference method or finite volume method (FDM or FVM) is used for HTGR thermal-hydraulic calculation at present. However, both FDM and FVM require the fine mesh sizes to achieve the desired precision and thus result in a limited efficiency. Therefore, a more efficient and accurate numerical method needs to be developed. Nodal expansion method (NEM) can achieve high accuracy even on the coarse meshes in the reactor physics analysis so that the number of spatial meshes and computational cost can be largely decreased. Because of higher efficiency and accuracy, NEM can be innovatively applied to thermal-hydraulic calculation. In the paper, NEMs with different orders of basis functions are successfully developed and applied to multi-dimensional steady convection diffusion equation. Numerical results show that NEMs with three or higher order basis functions can track the reference solutions very well and are superior to second order upwind scheme and QUICK scheme. However, the false diffusion and unphysical oscillation behavior are discovered for NEMs. To explain the reasons for the above-mentioned behaviors, the stability, accuracy and numerical diffusion properties of NEM are analyzed by the Fourier analysis, and by comparing with exact solutions of difference and differential equation. The theoretical analysis results show that the accuracy of NEM increases with the expansion order. However, the stability and numerical diffusion properties depend not only on the order of basis functions but also on the parity of

  15. A numerical scheme for the generalized Burgers–Huxley equation

    Directory of Open Access Journals (Sweden)

    Brajesh K. Singh

    2016-10-01

    Full Text Available In this article, a numerical solution of generalized Burgers–Huxley (gBH equation is approximated by using a new scheme: modified cubic B-spline differential quadrature method (MCB-DQM. The scheme is based on differential quadrature method in which the weighting coefficients are obtained by using modified cubic B-splines as a set of basis functions. This scheme reduces the equation into a system of first-order ordinary differential equation (ODE which is solved by adopting SSP-RK43 scheme. Further, it is shown that the proposed scheme is stable. The efficiency of the proposed method is illustrated by four numerical experiments, which confirm that obtained results are in good agreement with earlier studies. This scheme is an easy, economical and efficient technique for finding numerical solutions for various kinds of (nonlinear physical models as compared to the earlier schemes.

  16. Numerical integration of asymptotic solutions of ordinary differential equations

    Science.gov (United States)

    Thurston, Gaylen A.

    1989-01-01

    Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.

  17. Solving the Bateman equations in CASMO5 using implicit ode numerical methods for stiff systems

    International Nuclear Information System (INIS)

    Hykes, J. M.; Ferrer, R. M.

    2013-01-01

    The Bateman equations, which describe the transmutation of nuclides over time as a result of radioactive decay, absorption, and fission, are often numerically stiff. This is especially true if short-lived nuclides are included in the system. This paper describes the use of implicit numerical methods for o D Es applied to the stiff Bateman equations, specifically employing the Backward Differentiation Formulas (BDF) form of the linear multistep method. As is true in other domains, using an implicit method removes or lessens the (sometimes severe) step-length constraints by which explicit methods must abide. To gauge its accuracy and speed, the BDF method is compared to a variety of other solution methods, including Runge-Kutta explicit methods and matrix exponential methods such as the Chebyshev Rational Approximation Method (CRAM). A preliminary test case was chosen as representative of a PWR lattice depletion step and was solved with numerical libraries called from a Python front-end. The Figure of Merit (a combined measure of accuracy and efficiency) for the BDF method was nearly identical to that for CRAM, while explicit methods and other matrix exponential approximations trailed behind. The test case includes 319 nuclides, in which the shortest-lived nuclide is 98 Nb with a half-life of 2.86 seconds. Finally, the BDF and CRAM methods were compared within CASMO5, where CRAM had a FOM about four times better than BDF, although the BDF implementation was not fully optimized. (authors)

  18. The numerical solution of linear multi-term fractional differential equations: systems of equations

    Science.gov (United States)

    Edwards, John T.; Ford, Neville J.; Simpson, A. Charles

    2002-11-01

    In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.

  19. Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research.

    Science.gov (United States)

    Wu, Hulin; Xue, Hongqi; Kumar, Arun

    2012-06-01

    Differential equations are extensively used for modeling dynamics of physical processes in many scientific fields such as engineering, physics, and biomedical sciences. Parameter estimation of differential equation models is a challenging problem because of high computational cost and high-dimensional parameter space. In this article, we propose a novel class of methods for estimating parameters in ordinary differential equation (ODE) models, which is motivated by HIV dynamics modeling. The new methods exploit the form of numerical discretization algorithms for an ODE solver to formulate estimating equations. First, a penalized-spline approach is employed to estimate the state variables and the estimated state variables are then plugged in a discretization formula of an ODE solver to obtain the ODE parameter estimates via a regression approach. We consider three different order of discretization methods, Euler's method, trapezoidal rule, and Runge-Kutta method. A higher-order numerical algorithm reduces numerical error in the approximation of the derivative, which produces a more accurate estimate, but its computational cost is higher. To balance the computational cost and estimation accuracy, we demonstrate, via simulation studies, that the trapezoidal discretization-based estimate is the best and is recommended for practical use. The asymptotic properties for the proposed numerical discretization-based estimators are established. Comparisons between the proposed methods and existing methods show a clear benefit of the proposed methods in regards to the trade-off between computational cost and estimation accuracy. We apply the proposed methods t an HIV study to further illustrate the usefulness of the proposed approaches. © 2012, The International Biometric Society.

  20. Numerical Analysis of an H1-Galerkin Mixed Finite Element Method for Time Fractional Telegraph Equation

    Directory of Open Access Journals (Sweden)

    Jinfeng Wang

    2014-01-01

    Full Text Available We discuss and analyze an H1-Galerkin mixed finite element (H1-GMFE method to look for the numerical solution of time fractional telegraph equation. We introduce an auxiliary variable to reduce the original equation into lower-order coupled equations and then formulate an H1-GMFE scheme with two important variables. We discretize the Caputo time fractional derivatives using the finite difference methods and approximate the spatial direction by applying the H1-GMFE method. Based on the discussion on the theoretical error analysis in L2-norm for the scalar unknown and its gradient in one dimensional case, we obtain the optimal order of convergence in space-time direction. Further, we also derive the optimal error results for the scalar unknown in H1-norm. Moreover, we derive and analyze the stability of H1-GMFE scheme and give the results of a priori error estimates in two- or three-dimensional cases. In order to verify our theoretical analysis, we give some results of numerical calculation by using the Matlab procedure.

  1. Implementing Families of Implicit Chebyshev Methods with Exact Coefficients for the Numerical Integration of First- and Second-Order Differential Equations

    National Research Council Canada - National Science Library

    Mitchell, Jason

    2002-01-01

    A method is presented for the generation of exact numerical coefficients found in two families of implicit Chebyshev methods for the numerical integration of first- and second-order ordinary differential equations...

  2. A new numerical approximation of the fractal ordinary differential equation

    Science.gov (United States)

    Atangana, Abdon; Jain, Sonal

    2018-02-01

    The concept of fractal medium is present in several real-world problems, for instance, in the geological formation that constitutes the well-known subsurface water called aquifers. However, attention has not been quite devoted to modeling for instance, the flow of a fluid within these media. We deem it important to remind the reader that the concept of fractal derivative is not to represent the fractal sharps but to describe the movement of the fluid within these media. Since this class of ordinary differential equations is highly complex to solve analytically, we present a novel numerical scheme that allows to solve fractal ordinary differential equations. Error analysis of the method is also presented. Application of the method and numerical approximation are presented for fractal order differential equation. The stability and the convergence of the numerical schemes are investigated in detail. Also some exact solutions of fractal order differential equations are presented and finally some numerical simulations are presented.

  3. A conservative finite difference method for the numerical solution of plasma fluid equations

    International Nuclear Information System (INIS)

    Colella, P.; Dorr, M.R.; Wake, D.D.

    1999-01-01

    This paper describes a numerical method for the solution of a system of plasma fluid equations. The fluid model is similar to those employed in the simulation of high-density, low-pressure plasmas used in semiconductor processing. The governing equations consist of a drift-diffusion model of the electrons, together with an internal energy equation, coupled via Poisson's equation to a system of Euler equations for each ion species augmented with electrostatic force, collisional, and source/sink terms. The time integration of the full system is performed using an operator splitting that conserves space charge and avoids dielectric relaxation timestep restrictions. The integration of the individual ion species and electrons within the time-split advancement is achieved using a second-order Godunov discretization of the hyperbolic terms, modified to account for the significant role of the electric field in the propagation of acoustic waves, combined with a backward Euler discretization of the parabolic terms. Discrete boundary conditions are employed to accommodate the plasma sheath boundary layer on underresolved grids. The algorithm is described for the case of a single Cartesian grid as the first step toward an implementation on a locally refined grid hierarchy in which the method presented here may be applied on each refinement level

  4. Numerical simulation of fractional Cable equation of spiny neuronal dendrites

    Directory of Open Access Journals (Sweden)

    N.H. Sweilam

    2014-03-01

    Full Text Available In this article, numerical study for the fractional Cable equation which is fundamental equations for modeling neuronal dynamics is introduced by using weighted average of finite difference methods. The stability analysis of the proposed methods is given by a recently proposed procedure similar to the standard John von Neumann stability analysis. A simple and an accurate stability criterion valid for different discretization schemes of the fractional derivative and arbitrary weight factor is introduced and checked numerically. Numerical results, figures, and comparisons have been presented to confirm the theoretical results and efficiency of the proposed method.

  5. Symbolic-Numeric Integration of the Dynamical Cosserat Equations

    KAUST Repository

    Lyakhov, Dmitry A.

    2017-08-29

    We devise a symbolic-numeric approach to the integration of the dynamical part of the Cosserat equations, a system of nonlinear partial differential equations describing the mechanical behavior of slender structures, like fibers and rods. This is based on our previous results on the construction of a closed form general solution to the kinematic part of the Cosserat system. Our approach combines methods of numerical exponential integration and symbolic integration of the intermediate system of nonlinear ordinary differential equations describing the dynamics of one of the arbitrary vector-functions in the general solution of the kinematic part in terms of the module of the twist vector-function. We present an experimental comparison with the well-established generalized \\\\alpha -method illustrating the computational efficiency of our approach for problems in structural mechanics.

  6. Symbolic-Numeric Integration of the Dynamical Cosserat Equations

    KAUST Repository

    Lyakhov, Dmitry A.; Gerdt, Vladimir P.; Weber, Andreas G.; Michels, Dominik L.

    2017-01-01

    We devise a symbolic-numeric approach to the integration of the dynamical part of the Cosserat equations, a system of nonlinear partial differential equations describing the mechanical behavior of slender structures, like fibers and rods. This is based on our previous results on the construction of a closed form general solution to the kinematic part of the Cosserat system. Our approach combines methods of numerical exponential integration and symbolic integration of the intermediate system of nonlinear ordinary differential equations describing the dynamics of one of the arbitrary vector-functions in the general solution of the kinematic part in terms of the module of the twist vector-function. We present an experimental comparison with the well-established generalized \\alpha -method illustrating the computational efficiency of our approach for problems in structural mechanics.

  7. Numerical solutions of ordinary and partial differential equations in the frequency domain

    International Nuclear Information System (INIS)

    Hazi, G.; Por, G.

    1997-01-01

    Numerical problems during the noise simulation in a nuclear power plant are discussed. The solutions of ordinary and partial differential equations are studied in the frequency domain. Numerical methods by the transfer function method are applied. It is shown that the correctness of the numerical methods is limited for ordinary differential equations in the frequency domain. To overcome the difficulties, step-size selection is suggested. (author)

  8. Nodal spectrum method for solving neutron diffusion equation

    International Nuclear Information System (INIS)

    Sanchez, D.; Garcia, C. R.; Barros, R. C. de; Milian, D.E.

    1999-01-01

    Presented here is a new numerical nodal method for solving static multidimensional neutron diffusion equation in rectangular geometry. Our method is based on a spectral analysis of the nodal diffusion equations. These equations are obtained by integrating the diffusion equation in X, Y directions and then considering flat approximations for the current. These flat approximations are the only approximations that are considered in this method, as a result the numerical solutions are completely free from truncation errors. We show numerical results to illustrate the methods accuracy for coarse mesh calculations

  9. Numerical method in reproducing kernel space for an inverse source problem for the fractional diffusion equation

    International Nuclear Information System (INIS)

    Wang, Wenyan; Han, Bo; Yamamoto, Masahiro

    2013-01-01

    We propose a new numerical method for reproducing kernel Hilbert space to solve an inverse source problem for a two-dimensional fractional diffusion equation, where we are required to determine an x-dependent function in a source term by data at the final time. The exact solution is represented in the form of a series and the approximation solution is obtained by truncating the series. Furthermore, a technique is proposed to improve some of the existing methods. We prove that the numerical method is convergent under an a priori assumption of the regularity of solutions. The method is simple to implement. Our numerical result shows that our method is effective and that it is robust against noise in L 2 -space in reconstructing a source function. (paper)

  10. Stable Numerical Approach for Fractional Delay Differential Equations

    Science.gov (United States)

    Singh, Harendra; Pandey, Rajesh K.; Baleanu, D.

    2017-12-01

    In this paper, we present a new stable numerical approach based on the operational matrix of integration of Jacobi polynomials for solving fractional delay differential equations (FDDEs). The operational matrix approach converts the FDDE into a system of linear equations, and hence the numerical solution is obtained by solving the linear system. The error analysis of the proposed method is also established. Further, a comparative study of the approximate solutions is provided for the test examples of the FDDE by varying the values of the parameters in the Jacobi polynomials. As in special case, the Jacobi polynomials reduce to the well-known polynomials such as (1) Legendre polynomial, (2) Chebyshev polynomial of second kind, (3) Chebyshev polynomial of third and (4) Chebyshev polynomial of fourth kind respectively. Maximum absolute error and root mean square error are calculated for the illustrated examples and presented in form of tables for the comparison purpose. Numerical stability of the presented method with respect to all four kind of polynomials are discussed. Further, the obtained numerical results are compared with some known methods from the literature and it is observed that obtained results from the proposed method is better than these methods.

  11. Numerical solution of the time dependent neutron transport equation by the method of the characteristics

    International Nuclear Information System (INIS)

    Talamo, Alberto

    2013-01-01

    This study presents three numerical algorithms to solve the time dependent neutron transport equation by the method of the characteristics. The algorithms have been developed taking into account delayed neutrons and they have been implemented into the novel MCART code, which solves the neutron transport equation for two-dimensional geometry and an arbitrary number of energy groups. The MCART code uses regular mesh for the representation of the spatial domain, it models up-scattering, and takes advantage of OPENMP and OPENGL algorithms for parallel computing and plotting, respectively. The code has been benchmarked with the multiplication factor results of a Boiling Water Reactor, with the analytical results for a prompt jump transient in an infinite medium, and with PARTISN and TDTORT results for cross section and source transients. The numerical simulations have shown that only two numerical algorithms are stable for small time steps

  12. Numerical solution of the time dependent neutron transport equation by the method of the characteristics

    Energy Technology Data Exchange (ETDEWEB)

    Talamo, Alberto, E-mail: alby@anl.gov [Nuclear Engineering Division, Argonne National Laboratory, 9700 South Cass Avenue, Lemont, IL 60439 (United States)

    2013-05-01

    This study presents three numerical algorithms to solve the time dependent neutron transport equation by the method of the characteristics. The algorithms have been developed taking into account delayed neutrons and they have been implemented into the novel MCART code, which solves the neutron transport equation for two-dimensional geometry and an arbitrary number of energy groups. The MCART code uses regular mesh for the representation of the spatial domain, it models up-scattering, and takes advantage of OPENMP and OPENGL algorithms for parallel computing and plotting, respectively. The code has been benchmarked with the multiplication factor results of a Boiling Water Reactor, with the analytical results for a prompt jump transient in an infinite medium, and with PARTISN and TDTORT results for cross section and source transients. The numerical simulations have shown that only two numerical algorithms are stable for small time steps.

  13. Mixed dual finite element methods for the numerical treatment of the diffusion equation in hexagonal geometry

    International Nuclear Information System (INIS)

    Schneider, D.

    2001-01-01

    The nodal method Minos has been developed to offer a powerful method for the calculation of nuclear reactor cores in rectangular geometry. This method solves the mixed dual form of the diffusion equation and, also of the simplified P N approximation. The discretization is based on Raviart-Thomas' mixed dual finite elements and the iterative algorithm is an alternating direction method, which uses the current as unknown. The subject of this work is to adapt this method to hexagonal geometry. The guiding idea is to construct and test different methods based on the division of a hexagon into trapeze or rhombi with appropriate mapping of these quadrilaterals onto squares in order to take into advantage what is already available in the Minos solver. The document begins with a review of the neutron diffusion equation. Then we discuss its mixed dual variational formulation from a functional as well as from a numerical point of view. We study conformal and bilinear mappings for the two possible meshing of the hexagon. Thus, four different methods are proposed and are completely described in this work. Because of theoretical and numerical difficulties, a particular treatment has been necessary for methods based on the conformal mapping. Finally, numerical results are presented for a hexagonal benchmark to validate and compare the four methods with respect to pre-defined criteria. (authors)

  14. Sparse grid spectral methods for the numerical solution of partial differential equations with periodic boundary conditions

    International Nuclear Information System (INIS)

    Kupka, F.

    1997-11-01

    This thesis deals with the extension of sparse grid techniques to spectral methods for the solution of partial differential equations with periodic boundary conditions. A review on boundary and initial-boundary value problems and a discussion on numerical resolution is used to motivate this research. Spectral methods are introduced by projection techniques, and by three model problems: the stationary and the transient Helmholtz equations, and the linear advection equation. The approximation theory on the hyperbolic cross is reviewed and its close relation to sparse grids is demonstrated. This approach extends to non-periodic problems. Various Sobolev spaces with dominant mixed derivative are introduced to provide error estimates for Fourier approximation and interpolation on the hyperbolic cross and on sparse grids by means of Sobolev norms. The theorems are immediately applicable to the stability and convergence analysis of sparse grid spectral methods. This is explicitly demonstrated for the three model problems. A variant of the von Neumann condition is introduced to simplify the stability analysis of the time-dependent model problems. The discrete Fourier transformation on sparse grids is discussed together with its software implementation. Results on numerical experiments are used to illustrate the performance of the new method with respect to the smoothness properties of each example. The potential of the method in mathematical modelling is estimated and generalizations to other sparse grid methods are suggested. The appendix includes a complete Fortran90 program to solve the linear advection equation by the sparse grid Fourier collocation method and a third-order Runge-Kutta routine for integration in time. (author)

  15. The Numerical Solution of an Abelian Ordinary Differential Equation ...

    African Journals Online (AJOL)

    In this paper we present a relatively new technique call theNew Hybrid of Adomian decomposition method (ADM) for solution of an Abelian Differential equation. The numerical results of the equation have been obtained in terms of convergent series with easily computable component. These methods are applied to solve ...

  16. Numerical solution of newton´s cooling differential equation by the methods of euler and runge-kutta

    Directory of Open Access Journals (Sweden)

    Andresa Pescador

    2016-04-01

    Full Text Available This article presents the first-order differential equations, which are a very important branch of mathematics as they have a wide applicability, in mathematics, as in physics, biology and economy. The objective of this study was to analyze the resolution of the equation that defines the cooling Newton's law. Verify its behavior using some applications that can be used in the classroom as an auxiliary instrument to the teacher in addressing these contents bringing answers to the questions of the students and motivating them to build their knowledge. It attempted to its resolution through two numerical methods, Euler method and Runge -Kutta method. Finally, there was a comparison of the approach of the solution given by the numerical solution with the analytical resolution whose solution is accurate.

  17. Mathematical and numerical methods for partial differential equations applications for engineering sciences

    CERN Document Server

    Chaskalovic, Joël

    2014-01-01

    This self-tutorial offers a concise yet thorough introduction into the mathematical analysis of approximation methods for partial differential equation. A particular emphasis is put on finite element methods. The unique approach first summarizes and outlines the finite-element mathematics in general and then, in the second and major part, formulates problem examples that clearly demonstrate the techniques of functional analysis via numerous and diverse exercises. The solutions of the problems are given directly afterwards. Using this approach, the author motivates and encourages the reader to actively acquire the knowledge of finite- element methods instead of passively absorbing the material, as in most standard textbooks. This English edition is based on the Finite Element Methods for Engineering Sciences by Joel Chaskalovic

  18. Numerical study of fractional nonlinear Schrodinger equations

    KAUST Repository

    Klein, Christian

    2014-10-08

    Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation.

  19. An outline review of numerical transport methods

    International Nuclear Information System (INIS)

    Budd, C.

    1981-01-01

    A brief review is presented of numerical methods for solving the neutron transport equation in the context of reactor physics. First the various forms of transport equation are given. Second, the various ways of classifying numerical transport methods are discussed. Finally each method (or class of methods) is outlined in turn. (U.K.)

  20. Numerical study of fractional nonlinear Schrodinger equations

    KAUST Repository

    Klein, Christian; Sparber, Christof; Markowich, Peter A.

    2014-01-01

    Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass

  1. Multi-symplectic Runge-Kutta methods for nonlinear Dirac equations

    International Nuclear Information System (INIS)

    Hong Jialin; Li Chun

    2006-01-01

    In this paper, we consider the multi-symplectic Runge-Kutta (MSRK) methods applied to the nonlinear Dirac equation in relativistic quantum physics, based on a discovery of the multi-symplecticity of the equation. In particular, the conservation of energy, momentum and charge under MSRK discretizations is investigated by means of numerical experiments and numerical comparisons with non-MSRK methods. Numerical experiments presented reveal that MSRK methods applied to the nonlinear Dirac equation preserve exactly conservation laws of charge and momentum, and conserve the energy conservation in the corresponding numerical accuracy to the method utilized. It is verified numerically that MSRK methods are stable and convergent with respect to the conservation laws of energy, momentum and charge, and MSRK methods preserve not only the inner geometric structure of the equation, but also some crucial conservative properties in quantum physics. A remarkable advantage of MSRK methods applied to the nonlinear Dirac equation is the precise preservation of charge conservation law

  2. Numerical investigation of sixth order Boussinesq equation

    Science.gov (United States)

    Kolkovska, N.; Vucheva, V.

    2017-10-01

    We propose a family of conservative finite difference schemes for the Boussinesq equation with sixth order dispersion terms. The schemes are of second order of approximation. The method is conditionally stable with a mild restriction τ = O(h) on the step sizes. Numerical tests are performed for quadratic and cubic nonlinearities. The numerical experiments show second order of convergence of the discrete solution to the exact one.

  3. BOOK REVIEW: Advanced Topics in Computational Partial Differential Equations: Numerical Methods and Diffpack Programming

    Science.gov (United States)

    Katsaounis, T. D.

    2005-02-01

    The scope of this book is to present well known simple and advanced numerical methods for solving partial differential equations (PDEs) and how to implement these methods using the programming environment of the software package Diffpack. A basic background in PDEs and numerical methods is required by the potential reader. Further, a basic knowledge of the finite element method and its implementation in one and two space dimensions is required. The authors claim that no prior knowledge of the package Diffpack is required, which is true, but the reader should be at least familiar with an object oriented programming language like C++ in order to better comprehend the programming environment of Diffpack. Certainly, a prior knowledge or usage of Diffpack would be a great advantage to the reader. The book consists of 15 chapters, each one written by one or more authors. Each chapter is basically divided into two parts: the first part is about mathematical models described by PDEs and numerical methods to solve these models and the second part describes how to implement the numerical methods using the programming environment of Diffpack. Each chapter closes with a list of references on its subject. The first nine chapters cover well known numerical methods for solving the basic types of PDEs. Further, programming techniques on the serial as well as on the parallel implementation of numerical methods are also included in these chapters. The last five chapters are dedicated to applications, modelled by PDEs, in a variety of fields. The first chapter is an introduction to parallel processing. It covers fundamentals of parallel processing in a simple and concrete way and no prior knowledge of the subject is required. Examples of parallel implementation of basic linear algebra operations are presented using the Message Passing Interface (MPI) programming environment. Here, some knowledge of MPI routines is required by the reader. Examples solving in parallel simple PDEs using

  4. Analytical-numerical solution of a nonlinear integrodifferential equation in econometrics

    Science.gov (United States)

    Kakhktsyan, V. M.; Khachatryan, A. Kh.

    2013-07-01

    A mixed problem for a nonlinear integrodifferential equation arising in econometrics is considered. An analytical-numerical method is proposed for solving the problem. Some numerical results are presented.

  5. On a numerical method for solving integro-differential equations with variable coefficients with applications in finance

    Science.gov (United States)

    Kudryavtsev, O.; Rodochenko, V.

    2018-03-01

    We propose a new general numerical method aimed to solve integro-differential equations with variable coefficients. The problem under consideration arises in finance where in the context of pricing barrier options in a wide class of stochastic volatility models with jumps. To handle the effect of the correlation between the price and the variance, we use a suitable substitution for processes. Then we construct a Markov-chain approximation for the variation process on small time intervals and apply a maturity randomization technique. The result is a system of boundary problems for integro-differential equations with constant coefficients on the line in each vertex of the chain. We solve the arising problems using a numerical Wiener-Hopf factorization method. The approximate formulae for the factors are efficiently implemented by means of the Fast Fourier Transform. Finally, we use a recurrent procedure that moves backwards in time on the variance tree. We demonstrate the convergence of the method using Monte-Carlo simulations and compare our results with the results obtained by the Wiener-Hopf method with closed-form expressions of the factors.

  6. Born approximation to a perturbative numerical method for the solution of the Schroedinger equation

    International Nuclear Information System (INIS)

    Adam, Gh.

    1978-01-01

    A step function perturbative numerical method (SF-PN method) is developed for the solution of the Cauchy problem for the second order liniar differential equation in normal form. An important point stressed in the present paper, which seems to have been previously ignored in the literature devoted to the PN methods, is the close connection between the first order perturbation theory of the PN approach and the wellknown Born approximation, and, in general, the connection between the varjous orders of the PN corrections and the Neumann series. (author)

  7. Numerical solution of special ultra-relativistic Euler equations using central upwind scheme

    Science.gov (United States)

    Ghaffar, Tayabia; Yousaf, Muhammad; Qamar, Shamsul

    2018-06-01

    This article is concerned with the numerical approximation of one and two-dimensional special ultra-relativistic Euler equations. The governing equations are coupled first-order nonlinear hyperbolic partial differential equations. These equations describe perfect fluid flow in terms of the particle density, the four-velocity and the pressure. A high-resolution shock-capturing central upwind scheme is employed to solve the model equations. To avoid excessive numerical diffusion, the considered scheme avails the specific information of local propagation speeds. By using Runge-Kutta time stepping method and MUSCL-type initial reconstruction, we have obtained 2nd order accuracy of the proposed scheme. After discussing the model equations and the numerical technique, several 1D and 2D test problems are investigated. For all the numerical test cases, our proposed scheme demonstrates very good agreement with the results obtained by well-established algorithms, even in the case of highly relativistic 2D test problems. For validation and comparison, the staggered central scheme and the kinetic flux-vector splitting (KFVS) method are also implemented to the same model. The robustness and efficiency of central upwind scheme is demonstrated by the numerical results.

  8. Numerical resolution of the Navier-Stokes equations for a low Mach number by a spectral method

    International Nuclear Information System (INIS)

    Frohlich, Jochen

    1990-01-01

    The low Mach number approximation of the Navier-Stokes equations, also called isobar, is an approximation which is less restrictive than the one due to Boussinesq. It permits strong density variations while neglecting acoustic phenomena. We present a numerical method to solve these equations in the unsteady, two dimensional case with one direction of periodicity. The discretization uses a semi-implicit finite difference scheme in time and a Fourier-Chebycheff pseudo-spectral method in space. The solution of the equations of motion is based on an iterative algorithm of Uzawa type. In the Boussinesq limit we obtain a direct method. A first application is concerned with natural convection in the Rayleigh-Benard setting. We compare the results of the low Mach number equations with the ones in the Boussinesq case and consider the influence of variable fluid properties. A linear stability analysis based on a Chebychev-Tau method completes the study. The second application that we treat is a case of isobaric combustion in an open domain. We communicate results for the hydrodynamic Darrieus-Landau instability of a plane laminar flame front. [fr

  9. Polynomial chaos methods for hyperbolic partial differential equations numerical techniques for fluid dynamics problems in the presence of uncertainties

    CERN Document Server

    Pettersson, Mass Per; Nordström, Jan

    2015-01-01

    This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. With the continual growth of computer power, these methods are becoming increasingly popular as an alternative to more classical sampling-based techniques. The approach described in the text takes advantage of stochastic Galerkin projections applied to the original conservation laws to produce a large system of modified partial differential equations, the solutions to which directly provide a full statistical characterization of the effect of uncertainties. Polynomial Chaos Methods of Hyperbolic Partial Differential Equations focuses on the analysis of stochastic Galerkin systems obtained for linear and non-linear convection-diffusion equations and for a systems of conservation laws; a detailed well-posedness and accuracy analysis is presented to enable the design of robust and stable numerical methods. The exposition is restricted to one spatial dime...

  10. Numerical Analysis of Partial Differential Equations

    CERN Document Server

    Lions, Jacques-Louis

    2011-01-01

    S. Albertoni: Alcuni metodi di calcolo nella teoria della diffusione dei neutroni.- I. Babuska: Optimization and numerical stability in computations.- J.H. Bramble: Error estimates in elliptic boundary value problems.- G. Capriz: The numerical approach to hydrodynamic problems.- A. Dou: Energy inequalities in an elastic cylinder.- T. Doupont: On the existence of an iterative method for the solution of elliptic difference equation with an improved work estimate.- J. Douglas, J.R. Cannon: The approximation of harmonic and parabolic functions of half-spaces from interior data.- B.E. Hubbard: Erro

  11. Numerical solution of modified differential equations based on symmetry preservation.

    Science.gov (United States)

    Ozbenli, Ersin; Vedula, Prakash

    2017-12-01

    In this paper, we propose a method to construct invariant finite-difference schemes for solution of partial differential equations (PDEs) via consideration of modified forms of the underlying PDEs. The invariant schemes, which preserve Lie symmetries, are obtained based on the method of equivariant moving frames. While it is often difficult to construct invariant numerical schemes for PDEs due to complicated symmetry groups associated with cumbersome discrete variable transformations, we note that symmetries associated with more convenient transformations can often be obtained by appropriately modifying the original PDEs. In some cases, modifications to the original PDEs are also found to be useful in order to avoid trivial solutions that might arise from particular selections of moving frames. In our proposed method, modified forms of PDEs can be obtained either by addition of perturbation terms to the original PDEs or through defect correction procedures. These additional terms, whose primary purpose is to enable symmetries with more convenient transformations, are then removed from the system by considering moving frames for which these specific terms go to zero. Further, we explore selection of appropriate moving frames that result in improvement in accuracy of invariant numerical schemes based on modified PDEs. The proposed method is tested using the linear advection equation (in one- and two-dimensions) and the inviscid Burgers' equation. Results obtained for these tests cases indicate that numerical schemes derived from the proposed method perform significantly better than existing schemes not only by virtue of improvement in numerical accuracy but also due to preservation of qualitative properties or symmetries of the underlying differential equations.

  12. Five-equation and robust three-equation methods for solution verification of large eddy simulation

    Science.gov (United States)

    Dutta, Rabijit; Xing, Tao

    2018-02-01

    This study evaluates the recently developed general framework for solution verification methods for large eddy simulation (LES) using implicitly filtered LES of periodic channel flows at friction Reynolds number of 395 on eight systematically refined grids. The seven-equation method shows that the coupling error based on Hypothesis I is much smaller as compared with the numerical and modeling errors and therefore can be neglected. The authors recommend five-equation method based on Hypothesis II, which shows a monotonic convergence behavior of the predicted numerical benchmark ( S C ), and provides realistic error estimates without the need of fixing the orders of accuracy for either numerical or modeling errors. Based on the results from seven-equation and five-equation methods, less expensive three and four-equation methods for practical LES applications were derived. It was found that the new three-equation method is robust as it can be applied to any convergence types and reasonably predict the error trends. It was also observed that the numerical and modeling errors usually have opposite signs, which suggests error cancellation play an essential role in LES. When Reynolds averaged Navier-Stokes (RANS) based error estimation method is applied, it shows significant error in the prediction of S C on coarse meshes. However, it predicts reasonable S C when the grids resolve at least 80% of the total turbulent kinetic energy.

  13. A Galerkin Finite Element Method for Numerical Solutions of the Modified Regularized Long Wave Equation

    Directory of Open Access Journals (Sweden)

    Liquan Mei

    2014-01-01

    Full Text Available A Galerkin method for a modified regularized long wave equation is studied using finite elements in space, the Crank-Nicolson scheme, and the Runge-Kutta scheme in time. In addition, an extrapolation technique is used to transform a nonlinear system into a linear system in order to improve the time accuracy of this method. A Fourier stability analysis for the method is shown to be marginally stable. Three invariants of motion are investigated. Numerical experiments are presented to check the theoretical study of this method.

  14. NUMERICAL HOPF BIFURCATION OF DELAY-DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    In this paper we consider the numerical solution of some delay differential equations undergoing a Hopf bifurcation. We prove that if the delay differential equations have a Hopf bifurcation point atλ=λ*, then the numerical solution of the equation also has a Hopf bifurcation point atλh =λ* + O(h).

  15. Numerical Solution of Stochastic Nonlinear Fractional Differential Equations

    KAUST Repository

    El-Beltagy, Mohamed A.

    2015-01-07

    Using Wiener-Hermite expansion (WHE) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. WHE is the only known expansion that handles the white/colored noise exactly. This work introduces a numerical estimation of the stochastic response of the Duffing oscillator with fractional or variable order damping and driven by white noise. The WHE technique is integrated with the Grunwald-Letnikov approximation in case of fractional order and with Coimbra approximation in case of variable-order damping. The numerical solver was tested with the analytic solution and with Monte-Carlo simulations. The developed mixed technique was shown to be efficient in simulating SPDEs.

  16. Numerical Solution of Stochastic Nonlinear Fractional Differential Equations

    KAUST Repository

    El-Beltagy, Mohamed A.; Al-Juhani, Amnah

    2015-01-01

    Using Wiener-Hermite expansion (WHE) technique in the solution of the stochastic partial differential equations (SPDEs) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. WHE is the only known expansion that handles the white/colored noise exactly. This work introduces a numerical estimation of the stochastic response of the Duffing oscillator with fractional or variable order damping and driven by white noise. The WHE technique is integrated with the Grunwald-Letnikov approximation in case of fractional order and with Coimbra approximation in case of variable-order damping. The numerical solver was tested with the analytic solution and with Monte-Carlo simulations. The developed mixed technique was shown to be efficient in simulating SPDEs.

  17. Fast sweeping method for the factored eikonal equation

    Science.gov (United States)

    Fomel, Sergey; Luo, Songting; Zhao, Hongkai

    2009-09-01

    We develop a fast sweeping method for the factored eikonal equation. By decomposing the solution of a general eikonal equation as the product of two factors: the first factor is the solution to a simple eikonal equation (such as distance) or a previously computed solution to an approximate eikonal equation. The second factor is a necessary modification/correction. Appropriate discretization and a fast sweeping strategy are designed for the equation of the correction part. The key idea is to enforce the causality of the original eikonal equation during the Gauss-Seidel iterations. Using extensive numerical examples we demonstrate that (1) the convergence behavior of the fast sweeping method for the factored eikonal equation is the same as for the original eikonal equation, i.e., the number of iterations for the Gauss-Seidel iterations is independent of the mesh size, (2) the numerical solution from the factored eikonal equation is more accurate than the numerical solution directly computed from the original eikonal equation, especially for point sources.

  18. Numerical solution of second-order stochastic differential equations with Gaussian random parameters

    Directory of Open Access Journals (Sweden)

    Rahman Farnoosh

    2014-07-01

    Full Text Available In this paper, we present the numerical solution of ordinary differential equations (or SDEs, from each orderespecially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysisfor second-order equations in specially case of scalar linear second-order equations (damped harmonicoscillators with additive or multiplicative noises. Making stochastic differential equations system from thisequation, it could be approximated or solved numerically by different numerical methods. In the case oflinear stochastic differential equations system by Computing fundamental matrix of this system, it could becalculated based on the exact solution of this system. Finally, this stochastic equation is solved by numericallymethod like E.M. and Milstein. Also its Asymptotic stability and statistical concepts like expectationand variance of solutions are discussed.

  19. International Winter Workshop on Differential Equations and Numerical Analysis

    CERN Document Server

    Miller, John; Narasimhan, Ramanujam; Mathiazhagan, Paramasivam; Victor, Franklin

    2016-01-01

    This book offers an ideal introduction to singular perturbation problems, and a valuable guide for researchers in the field of differential equations. It also includes chapters on new contributions to both fields: differential equations and singular perturbation problems. Written by experts who are active researchers in the related fields, the book serves as a comprehensive source of information on the underlying ideas in the construction of numerical methods to address different classes of problems with solutions of different behaviors, which will ultimately help researchers to design and assess numerical methods for solving new problems. All the chapters presented in the volume are complemented by illustrations in the form of tables and graphs.

  20. Application of synthetic diffusion method in the numerical solution of the equations of neutron transport in slab geometry

    International Nuclear Information System (INIS)

    Valdes Parra, J.J.

    1986-01-01

    One of the main problems in reactor physics is to determine the neutron distribution in reactor core, since knowing that, it is possible to calculate the rapidity of occurrence of different nuclear reaction inside the reactor core. Within different theories existing in nuclear reactor physics, is neutron transport the one in which equation who govern the exact behavior of neutronic distribution are developed even inside the proper neutron transport theory, there exist different methods of solution which are approximations to exact solution; still more, with the purpose to reach a more precise solution, the majority of methods have been approached to the obtention of solutions in numerical form with the aim of take the advantages of modern computers, and for this reason a great deal of effort is dedicated to numerical solution of the equations of neutron transport. In agreement with the above mentioned, in this work has been developed a computer program which uses a relatively new techniques known as 'acceleration of synthetic diffusion' which has been applied to solve the neutron transport equation with 'classical schemes of spatial integration' obtaining results with a smaller quantity of interactions, if they compare to done without using such equation (Author)

  1. A numerical method for solving the 3D unsteady incompressible Navier Stokes equations in curvilinear domains with complex immersed boundaries

    Science.gov (United States)

    Ge, Liang; Sotiropoulos, Fotis

    2007-08-01

    A novel numerical method is developed that integrates boundary-conforming grids with a sharp interface, immersed boundary methodology. The method is intended for simulating internal flows containing complex, moving immersed boundaries such as those encountered in several cardiovascular applications. The background domain (e.g. the empty aorta) is discretized efficiently with a curvilinear boundary-fitted mesh while the complex moving immersed boundary (say a prosthetic heart valve) is treated with the sharp-interface, hybrid Cartesian/immersed-boundary approach of Gilmanov and Sotiropoulos [A. Gilmanov, F. Sotiropoulos, A hybrid cartesian/immersed boundary method for simulating flows with 3d, geometrically complex, moving bodies, Journal of Computational Physics 207 (2005) 457-492.]. To facilitate the implementation of this novel modeling paradigm in complex flow simulations, an accurate and efficient numerical method is developed for solving the unsteady, incompressible Navier-Stokes equations in generalized curvilinear coordinates. The method employs a novel, fully-curvilinear staggered grid discretization approach, which does not require either the explicit evaluation of the Christoffel symbols or the discretization of all three momentum equations at cell interfaces as done in previous formulations. The equations are integrated in time using an efficient, second-order accurate fractional step methodology coupled with a Jacobian-free, Newton-Krylov solver for the momentum equations and a GMRES solver enhanced with multigrid as preconditioner for the Poisson equation. Several numerical experiments are carried out on fine computational meshes to demonstrate the accuracy and efficiency of the proposed method for standard benchmark problems as well as for unsteady, pulsatile flow through a curved, pipe bend. To demonstrate the ability of the method to simulate flows with complex, moving immersed boundaries we apply it to calculate pulsatile, physiological flow

  2. Elliptic differential equations theory and numerical treatment

    CERN Document Server

    Hackbusch, Wolfgang

    2017-01-01

    This book simultaneously presents the theory and the numerical treatment of elliptic boundary value problems, since an understanding of the theory is necessary for the numerical analysis of the discretisation. It first discusses the Laplace equation and its finite difference discretisation before addressing the general linear differential equation of second order. The variational formulation together with the necessary background from functional analysis provides the basis for the Galerkin and finite-element methods, which are explored in detail. A more advanced chapter leads the reader to the theory of regularity. Individual chapters are devoted to singularly perturbed as well as to elliptic eigenvalue problems. The book also presents the Stokes problem and its discretisation as an example of a saddle-point problem taking into account its relevance to applications in fluid dynamics.

  3. CSR Fields: Direct Numerical Solution of the Maxwell's Equation

    International Nuclear Information System (INIS)

    Novokhatski, Alexander

    2011-01-01

    We discuss the properties of the coherent electromagnetic fields of a very short, ultra-relativistic bunch in a rectangular vacuum chamber inside a bending magnet. The analysis is based on the results of a direct numerical solution of Maxwell's equations together with Newton's equations. We use a new dispersion-free time-domain algorithm which employs a more efficient use of finite element mesh techniques and hence produces self-consistent and stable solutions for very short bunches. We investigate the fine structure of the CSR fields including coherent edge radiation. This approach should be useful in the study of existing and future concepts of particle accelerators and ultrafast coherent light sources. The coherent synchrotron radiation (CSR) fields have a strong action on the beam dynamics of very short bunches, which are moving in the bends of all kinds of magnetic elements. They are responsible for additional energy loss and energy spread; micro bunching and beam emittance growth. These fields may bound the efficiency of damping rings, electron-positron colliders and ultrafast coherent light sources, where high peak currents and very short bunches are envisioned. This is relevant to most high-brightness beam applications. On the other hand these fields together with transition radiation fields can be used for beam diagnostics or even as a powerful resource of THz radiation. A history of the study of CSR and a good collection of references can be found in (1). Electromagnetic theory suggests several methods on how to calculate CSR fields. The most popular method is to use Lienard-Wiechert potentials. Other approach is to solve numerically the approximate equations, which are a Schrodinger type equation. These numerical methods are described in (2). We suggest that a direct solution of Maxwell's equations together with Newton's equations can describe the detailed structure of the CSR fields (3).

  4. Introduction to precise numerical methods

    CERN Document Server

    Aberth, Oliver

    2007-01-01

    Precise numerical analysis may be defined as the study of computer methods for solving mathematical problems either exactly or to prescribed accuracy. This book explains how precise numerical analysis is constructed. The book also provides exercises which illustrate points from the text and references for the methods presented. All disc-based content for this title is now available on the Web. · Clearer, simpler descriptions and explanations ofthe various numerical methods· Two new types of numerical problems; accurately solving partial differential equations with the included software and computing line integrals in the complex plane.

  5. Born approximation to a perturbative numerical method for the solution of the Schrodinger equation

    International Nuclear Information System (INIS)

    Adam, Gh.

    1978-05-01

    A perturbative numerical (PN) method is given for the solution of a regular one-dimensional Cauchy problem arising from the Schroedinger equation. The present method uses a step function approximation for the potential. Global, free of scaling difficulty, forward and backward PN algorithms are derived within first order perturbation theory (Born approximation). A rigorous analysis of the local truncation errors is performed. This shows that the order of accuracy of the method is equal to four. In between the mesh points, the global formula for the wavefunction is accurate within O(h 4 ), while that for the first order derivative is accurate within O(h 3 ). (author)

  6. A Lie-admissible method of integration of Fokker-Planck equations with non-linear coefficients (exact and numerical solutions)

    International Nuclear Information System (INIS)

    Fronteau, J.; Combis, P.

    1984-08-01

    A Lagrangian method is introduced for the integration of non-linear Fokker-Planck equations. Examples of exact solutions obtained in this way are given, and also the explicit scheme used for the computation of numerical solutions. The method is, in addition, shown to be of a Lie-admissible type

  7. Numerical solution of ordinary differential equations

    CERN Document Server

    Fox, L

    1987-01-01

    Nearly 20 years ago we produced a treatise (of about the same length as this book) entitled Computing methods for scientists and engineers. It was stated that most computation is performed by workers whose mathematical training stopped somewhere short of the 'professional' level, and that some books are therefore needed which use quite simple mathematics but which nevertheless communicate the essence of the 'numerical sense' which is exhibited by the real computing experts and which is surely needed, at least to some extent, by all who use modern computers and modern numerical software. In that book we treated, at no great length, a variety of computational problems in which the material on ordinary differential equations occupied about 50 pages. At that time it was quite common to find books on numerical analysis, with a little on each topic ofthat field, whereas today we are more likely to see similarly-sized books on each major topic: for example on numerical linear algebra, numerical approximation, numeri...

  8. Use of artificial bee colonies algorithm as numerical approximation of differential equations solution

    Science.gov (United States)

    Fikri, Fariz Fahmi; Nuraini, Nuning

    2018-03-01

    The differential equation is one of the branches in mathematics which is closely related to human life problems. Some problems that occur in our life can be modeled into differential equations as well as systems of differential equations such as the Lotka-Volterra model and SIR model. Therefore, solving a problem of differential equations is very important. Some differential equations are difficult to solve, so numerical methods are needed to solve that problems. Some numerical methods for solving differential equations that have been widely used are Euler Method, Heun Method, Runge-Kutta and others. However, some of these methods still have some restrictions that cause the method cannot be used to solve more complex problems such as an evaluation interval that we cannot change freely. New methods are needed to improve that problems. One of the method that can be used is the artificial bees colony algorithm. This algorithm is one of metaheuristic algorithm method, which can come out from local search space and do exploration in solution search space so that will get better solution than other method.

  9. Numerical methods and analysis of multiscale problems

    CERN Document Server

    Madureira, Alexandre L

    2017-01-01

    This book is about numerical modeling of multiscale problems, and introduces several asymptotic analysis and numerical techniques which are necessary for a proper approximation of equations that depend on different physical scales. Aimed at advanced undergraduate and graduate students in mathematics, engineering and physics – or researchers seeking a no-nonsense approach –, it discusses examples in their simplest possible settings, removing mathematical hurdles that might hinder a clear understanding of the methods. The problems considered are given by singular perturbed reaction advection diffusion equations in one and two-dimensional domains, partial differential equations in domains with rough boundaries, and equations with oscillatory coefficients. This work shows how asymptotic analysis can be used to develop and analyze models and numerical methods that are robust and work well for a wide range of parameters.

  10. Ernst Equation and Riemann Surfaces: Analytical and Numerical Methods

    International Nuclear Information System (INIS)

    Ernst, Frederick J

    2007-01-01

    metric tensor components. The first two chapters of this book are devoted to some basic ideas: in the introductory chapter 1 the authors discuss the concept of integrability, comparing the integrability of the vacuum Ernst equation with the integrability of nonlinear equations of Korteweg-de Vries (KdV) type, while in chapter 2 they describe various circumstances in which the vacuum Ernst equation has been determined to be relevant, not only in connection with gravitation but also, for example, in the construction of solutions of the self-dual Yang-Mills equations. It is also in this chapter that one of several equivalent linear systems for the Ernst equation is described. The next two chapters are devoted to Dmitry Korotkin's concept of algebro-geometric solutions of a linear system: in chapter 3 the structure of such solutions of the vacuum Ernst equation, which involve Riemann theta functions of hyperelliptic algebraic curves of any genus, is contrasted with the periodic structure of such solutions of the KdV equation. How such solutions can be obtained, for example, by solving a matrix Riemann-Hilbert problem and how the metric tensor of the associated spacetime can be evaluated is described in detail. In chapter 4 the asymptotic behaviour and the similarity structure of the general algebro-geometric solutions of the Ernst equation are described, and the relationship of such solutions to the perhaps more familiar multi-soliton solutions is discussed. The next three chapters are based upon the authors' own published research: in chapter 5 it is shown that a problem involving counter-rotating infinitely thin disks of matter can be solved in terms of genus two Riemann theta functions, while in chapter 6 the authors describe numerical methods that facilitate the construction of such solutions, and in chapter 7 three-dimensional graphs are displayed that depict all metrical fields of the associated spacetime. Finally, in chapter 8, the difficulties associated with

  11. Numerical solution of the Navier--Stokes equations at high Reynolds numbers

    International Nuclear Information System (INIS)

    Shestakov, A.I.

    1974-01-01

    A numerical method is presented which is designed to solve the Navier-Stokes equations for two-dimensional, incompressible flow. The method is intended for use on problems with high Reynolds numbers for which calculations via finite difference methods have been unattainable or unreliable. The proposed scheme is a hybrid utilizing a time-splitting finite difference method in areas away from the boundaries. In areas neighboring the boundaries, the equations of motion are solved by the newly proposed vortex method by Chorin. The major accomplishment of the new scheme is that it contains a simple way for merging the two methods at the interface of the two subdomains. The proposed algorithm is designed for use on the time-dependent equations but can be used on steady state problems as well. The method is tested on the popular, time-independent, square cavity problem, an example of a separated flow with closed streamlines. Numerical results are presented for a Reynolds number of 10 3 . (auth)

  12. Numerical solutions of multi-order fractional differential equations by Boubaker polynomials

    Directory of Open Access Journals (Sweden)

    Bolandtalat A.

    2016-01-01

    Full Text Available In this paper, we have applied a numerical method based on Boubaker polynomials to obtain approximate numerical solutions of multi-order fractional differential equations. We obtain an operational matrix of fractional integration based on Boubaker polynomials. Using this operational matrix, the given problem is converted into a set of algebraic equations. Illustrative examples are are given to demonstrate the efficiency and simplicity of this technique.

  13. A numerical study of adaptive space and time discretisations for Gross–Pitaevskii equations

    Science.gov (United States)

    Thalhammer, Mechthild; Abhau, Jochen

    2012-01-01

    As a basic principle, benefits of adaptive discretisations are an improved balance between required accuracy and efficiency as well as an enhancement of the reliability of numerical computations. In this work, the capacity of locally adaptive space and time discretisations for the numerical solution of low-dimensional nonlinear Schrödinger equations is investigated. The considered model equation is related to the time-dependent Gross–Pitaevskii equation arising in the description of Bose–Einstein condensates in dilute gases. The performance of the Fourier-pseudo spectral method constrained to uniform meshes versus the locally adaptive finite element method and of higher-order exponential operator splitting methods with variable time stepsizes is studied. Numerical experiments confirm that a local time stepsize control based on a posteriori local error estimators or embedded splitting pairs, respectively, is effective in different situations with an enhancement either in efficiency or reliability. As expected, adaptive time-splitting schemes combined with fast Fourier transform techniques are favourable regarding accuracy and efficiency when applied to Gross–Pitaevskii equations with a defocusing nonlinearity and a mildly varying regular solution. However, the numerical solution of nonlinear Schrödinger equations in the semi-classical regime becomes a demanding task. Due to the highly oscillatory and nonlinear nature of the problem, the spatial mesh size and the time increments need to be of the size of the decisive parameter 0Fourier pseudo-spectral and the finite element method. Nevertheless, for smaller parameter values locally adaptive time discretisations facilitate to determine the time stepsizes sufficiently small in order that the numerical approximation captures correctly the behaviour of the analytical solution. Further illustrations for Gross–Pitaevskii equations with a focusing nonlinearity or a sharp Gaussian as initial condition, respectively

  14. Numerical solution of neutral functional-differential equations with proportional delays

    Directory of Open Access Journals (Sweden)

    Mehmet Giyas Sakar

    2017-07-01

    Full Text Available In this paper, homotopy analysis method is improved with optimal determination of auxiliary parameter by use of residual error function for solving neutral functional-differential equations (NFDEs with proportional delays. Convergence analysis and error estimate of method are given. Some numerical examples are solved and comparisons are made with the existing results. The numerical results show that the homotopy analysis method with residual error function is very effective and simple.

  15. Numerical solution of plasma fluid equations using locally refined grids

    International Nuclear Information System (INIS)

    Colella, P.

    1997-01-01

    This paper describes a numerical method for the solution of plasma fluid equations on block-structured, locally refined grids. The plasma under consideration is typical of those used for the processing of semiconductors. The governing equations consist of a drift-diffusion model of the electrons and an isothermal model of the ions coupled by Poisson's equation. A discretization of the equations is given for a uniform spatial grid, and a time-split integration scheme is developed. The algorithm is then extended to accommodate locally refined grids. This extension involves the advancement of the discrete system on a hierarchy of levels, each of which represents a degree of refinement, together with synchronization steps to ensure consistency across levels. A brief discussion of a software implementation is followed by a presentation of numerical results

  16. A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations

    Science.gov (United States)

    Diethelm, Kai; Ford, Neville J.; Freed, Alan D.; Gray, Hugh R. (Technical Monitor)

    2002-01-01

    We discuss an Adams-type predictor-corrector method for the numerical solution of fractional differential equations. The method may be used both for linear and for nonlinear problems, and it may be extended to multi-term equations (involving more than one differential operator) too.

  17. A Family of Symmetric Linear Multistep Methods for the Numerical Solution of the Schroedinger Equation and Related Problems

    International Nuclear Information System (INIS)

    Anastassi, Z. A.; Simos, T. E.

    2010-01-01

    We develop a new family of explicit symmetric linear multistep methods for the efficient numerical solution of the Schroedinger equation and related problems with oscillatory solution. The new methods are trigonometrically fitted and have improved intervals of periodicity as compared to the corresponding classical method with constant coefficients and other methods from the literature. We also apply the methods along with other known methods to real periodic problems, in order to measure their efficiency.

  18. A new perspective for quintic B-spline based Crank-Nicolson-differential quadrature method algorithm for numerical solutions of the nonlinear Schrödinger equation

    Science.gov (United States)

    Başhan, Ali; Uçar, Yusuf; Murat Yağmurlu, N.; Esen, Alaattin

    2018-01-01

    In the present paper, a Crank-Nicolson-differential quadrature method (CN-DQM) based on utilizing quintic B-splines as a tool has been carried out to obtain the numerical solutions for the nonlinear Schrödinger (NLS) equation. For this purpose, first of all, the Schrödinger equation has been converted into coupled real value differential equations and then they have been discretized using both the forward difference formula and the Crank-Nicolson method. After that, Rubin and Graves linearization techniques have been utilized and the differential quadrature method has been applied to obtain an algebraic equation system. Next, in order to be able to test the efficiency of the newly applied method, the error norms, L2 and L_{∞}, as well as the two lowest invariants, I1 and I2, have been computed. Besides those, the relative changes in those invariants have been presented. Finally, the newly obtained numerical results have been compared with some of those available in the literature for similar parameters. This comparison clearly indicates that the currently utilized method, namely CN-DQM, is an effective and efficient numerical scheme and allows us to propose to solve a wide range of nonlinear equations.

  19. Partial Differential Equations Modeling and Numerical Simulation

    CERN Document Server

    Glowinski, Roland

    2008-01-01

    This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analy...

  20. Numerical treatments for solving nonlinear mixed integral equation

    Directory of Open Access Journals (Sweden)

    M.A. Abdou

    2016-12-01

    Full Text Available We consider a mixed type of nonlinear integral equation (MNLIE of the second kind in the space C[0,T]×L2(Ω,T<1. The Volterra integral terms (VITs are considered in time with continuous kernels, while the Fredholm integral term (FIT is considered in position with singular general kernel. Using the quadratic method and separation of variables method, we obtain a nonlinear system of Fredholm integral equations (NLSFIEs with singular kernel. A Toeplitz matrix method, in each case, is then used to obtain a nonlinear algebraic system. Numerical results are calculated when the kernels take a logarithmic form or Carleman function. Moreover, the error estimates, in each case, are then computed.

  1. Numerical tilting compensation in microscopy based on wavefront sensing using transport of intensity equation method

    Science.gov (United States)

    Hu, Junbao; Meng, Xin; Wei, Qi; Kong, Yan; Jiang, Zhilong; Xue, Liang; Liu, Fei; Liu, Cheng; Wang, Shouyu

    2018-03-01

    Wide-field microscopy is commonly used for sample observations in biological research and medical diagnosis. However, the tilting error induced by the oblique location of the image recorder or the sample, as well as the inclination of the optical path often deteriorates the imaging quality. In order to eliminate the tilting in microscopy, a numerical tilting compensation technique based on wavefront sensing using transport of intensity equation method is proposed in this paper. Both the provided numerical simulations and practical experiments prove that the proposed technique not only accurately determines the tilting angle with simple setup and procedures, but also compensates the tilting error for imaging quality improvement even in the large tilting cases. Considering its simple systems and operations, as well as image quality improvement capability, it is believed the proposed method can be applied for tilting compensation in the optical microscopy.

  2. Numerical treatment for solving two-dimensional space-fractional advection-dispersion equation using meshless method

    Science.gov (United States)

    Cheng, Rongjun; Sun, Fengxin; Wei, Qi; Wang, Jufeng

    2018-02-01

    Space-fractional advection-dispersion equation (SFADE) can describe particle transport in a variety of fields more accurately than the classical models of integer-order derivative. Because of nonlocal property of integro-differential operator of space-fractional derivative, it is very challenging to deal with fractional model, and few have been reported in the literature. In this paper, a numerical analysis of the two-dimensional SFADE is carried out by the element-free Galerkin (EFG) method. The trial functions for the SFADE are constructed by the moving least-square (MLS) approximation. By the Galerkin weak form, the energy functional is formulated. Employing the energy functional minimization procedure, the final algebraic equations system is obtained. The Riemann-Liouville operator is discretized by the Grünwald formula. With center difference method, EFG method and Grünwald formula, the fully discrete approximation schemes for SFADE are established. Comparing with exact results and available results by other well-known methods, the computed approximate solutions are presented in the format of tables and graphs. The presented results demonstrate the validity, efficiency and accuracy of the proposed techniques. Furthermore, the error is computed and the proposed method has reasonable convergence rates in spatial and temporal discretizations.

  3. A numerical study of adaptive space and time discretisations for Gross-Pitaevskii equations.

    Science.gov (United States)

    Thalhammer, Mechthild; Abhau, Jochen

    2012-08-15

    As a basic principle, benefits of adaptive discretisations are an improved balance between required accuracy and efficiency as well as an enhancement of the reliability of numerical computations. In this work, the capacity of locally adaptive space and time discretisations for the numerical solution of low-dimensional nonlinear Schrödinger equations is investigated. The considered model equation is related to the time-dependent Gross-Pitaevskii equation arising in the description of Bose-Einstein condensates in dilute gases. The performance of the Fourier-pseudo spectral method constrained to uniform meshes versus the locally adaptive finite element method and of higher-order exponential operator splitting methods with variable time stepsizes is studied. Numerical experiments confirm that a local time stepsize control based on a posteriori local error estimators or embedded splitting pairs, respectively, is effective in different situations with an enhancement either in efficiency or reliability. As expected, adaptive time-splitting schemes combined with fast Fourier transform techniques are favourable regarding accuracy and efficiency when applied to Gross-Pitaevskii equations with a defocusing nonlinearity and a mildly varying regular solution. However, the numerical solution of nonlinear Schrödinger equations in the semi-classical regime becomes a demanding task. Due to the highly oscillatory and nonlinear nature of the problem, the spatial mesh size and the time increments need to be of the size of the decisive parameter [Formula: see text], especially when it is desired to capture correctly the quantitative behaviour of the wave function itself. The required high resolution in space constricts the feasibility of numerical computations for both, the Fourier pseudo-spectral and the finite element method. Nevertheless, for smaller parameter values locally adaptive time discretisations facilitate to determine the time stepsizes sufficiently small in order that

  4. The solitary wave solution of coupled Klein-Gordon-Zakharov equations via two different numerical methods

    Science.gov (United States)

    Dehghan, Mehdi; Nikpour, Ahmad

    2013-09-01

    In this research, we propose two different methods to solve the coupled Klein-Gordon-Zakharov (KGZ) equations: the Differential Quadrature (DQ) and Globally Radial Basis Functions (GRBFs) methods. In the DQ method, the derivative value of a function with respect to a point is directly approximated by a linear combination of all functional values in the global domain. The principal work in this method is the determination of weight coefficients. We use two ways for obtaining these coefficients: cosine expansion (CDQ) and radial basis functions (RBFs-DQ), the former is a mesh-based method and the latter categorizes in the set of meshless methods. Unlike the DQ method, the GRBF method directly substitutes the expression of the function approximation by RBFs into the partial differential equation. The main problem in the GRBFs method is ill-conditioning of the interpolation matrix. Avoiding this problem, we study the bases introduced in Pazouki and Schaback (2011) [44]. Some examples are presented to compare the accuracy and easy implementation of the proposed methods. In numerical examples, we concentrate on Inverse Multiquadric (IMQ) and second-order Thin Plate Spline (TPS) radial basis functions. The variable shape parameter (exponentially and random) strategies are applied in the IMQ function and the results are compared with the constant shape parameter.

  5. Numerical method for two phase flow with a unstable interface

    International Nuclear Information System (INIS)

    Glimm, J.; Marchesin, D.; McBryan, O.

    1981-01-01

    The random choice method is used to compute the oil-water interface for two dimensional porous media equations. The equations used are a pair of coupled equations; the (elliptic) pressure equation and the (hyperbolic) saturation equation. The equations do not include the dispersive capillary pressure term and the computation does not introduce numerical diffusion. The method resolves saturation discontinuities sharply. The main conclusion of this paper is that the random choice is a correct numerical procedure for this problem even in the highly fingered case. Two methods of inducing fingers are considered: deterministically, through choice of Cauchy data and heterogeneity, through maximizing the randomness of the random choice method

  6. Numerov iteration method for second order integral-differential equation

    International Nuclear Information System (INIS)

    Zeng Fanan; Zhang Jiaju; Zhao Xuan

    1987-01-01

    In this paper, Numerov iterative method for second order integral-differential equation and system of equations are constructed. Numerical examples show that this method is better than direct method (Gauss elimination method) in CPU time and memoy requireing. Therefore, this method is an efficient method for solving integral-differential equation in nuclear physics

  7. Exact and numerical solutions of generalized Drinfeld-Sokolov equations

    International Nuclear Information System (INIS)

    Ugurlu, Yavuz; Kaya, Dogan

    2008-01-01

    In this Letter, we consider a system of generalized Drinfeld-Sokolov (gDS) equations which models one-dimensional nonlinear wave processes in two-component media. We find some exact solutions of gDS by using tanh function method and we also obtain a numerical solution by using the Adomian's Decomposition Method (ADM)

  8. Variable-mesh method of solving differential equations

    Science.gov (United States)

    Van Wyk, R.

    1969-01-01

    Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.

  9. Deriving average soliton equations with a perturbative method

    International Nuclear Information System (INIS)

    Ballantyne, G.J.; Gough, P.T.; Taylor, D.P.

    1995-01-01

    The method of multiple scales is applied to periodically amplified, lossy media described by either the nonlinear Schroedinger (NLS) equation or the Korteweg--de Vries (KdV) equation. An existing result for the NLS equation, derived in the context of nonlinear optical communications, is confirmed. The method is then applied to the KdV equation and the result is confirmed numerically

  10. Sinc-collocation method for solving the Blasius equation

    International Nuclear Information System (INIS)

    Parand, K.; Dehghan, Mehdi; Pirkhedri, A.

    2009-01-01

    Sinc-collocation method is applied for solving Blasius equation which comes from boundary layer equations. It is well known that sinc procedure converges to the solution at an exponential rate. Comparison with Howarth and Asaithambi's numerical solutions reveals that the proposed method is of high accuracy and reduces the solution of Blasius' equation to the solution of a system of algebraic equations.

  11. Mathematical and numerical methods for Vlasov-Maxwell equations: the contributions of data mining

    International Nuclear Information System (INIS)

    Assous, F.; Chaskalovic, J.

    2014-01-01

    There exist a lot of formulations that can model plasma physics or particle accelerators problems as the Vlasov- Maxwell equations. This paper deals with the applications of data mining techniques in the evaluation of numerical solutions of Vlasov-Maxwell models. This is part of the topic of characterizing the model and approximation errors via learning techniques. We give two examples of application. The first one aims at comparing two Vlasov-Maxwell approximate models. In the second one, a scheme based on data mining techniques is proposed to characterize the errors between a P1 and a P2 finite element Particle-In-Cell approach. Beyond these examples, this original approach should operate in all cases where intricate numerical simulations like for the Vlasov-Maxwell equations take a central part. (authors)

  12. Exact and numerical solutions of generalized Drinfeld-Sokolov equations

    Energy Technology Data Exchange (ETDEWEB)

    Ugurlu, Yavuz [Firat University, Department of Mathematics, 23119 Elazig (Turkey); Kaya, Dogan [Firat University, Department of Mathematics, 23119 Elazig (Turkey)], E-mail: dkaya36@yahoo.com

    2008-04-14

    In this Letter, we consider a system of generalized Drinfeld-Sokolov (gDS) equations which models one-dimensional nonlinear wave processes in two-component media. We find some exact solutions of gDS by using tanh function method and we also obtain a numerical solution by using the Adomian's Decomposition Method (ADM)

  13. Numerical treatment of linearized equations describing inhomogeneous collisionless plasmas

    International Nuclear Information System (INIS)

    Lewis, H.R.

    1979-01-01

    The equations governing the small-signal response of spatially inhomogeneous collisionless plasmas have practical significance in physics, for example in controlled thermonuclear fusion research. Although the solutions are very complicated and the equations are different to solve numerically, effective methods for them are being developed which are applicable when the equilibrium involves only one nonignorable coordinate. The general theoretical framework probably will provide a basis for progress when there are two or three nonignorable coordinates

  14. Convergence order vs. parallelism in the numerical simulation of the bidomain equations

    International Nuclear Information System (INIS)

    Sharomi, Oluwaseun; Spiteri, Raymond J

    2012-01-01

    The propagation of electrical activity in the human heart can be modelled mathematically by the bidomain equations. The bidomain equations represent a multi-scale reaction-diffusion model that consists of a set of ordinary differential equations governing the dynamics at the cellular level coupled with a set of partial differential equations governing the dynamics at the tissue level. Significant computation is generally required to generate clinically useful data from the bidomain equations. Contemporary developments in computer architecture, in particular multi- and many-core computers and graphics processing units, have made such computations feasible. However, the zeal to take advantage to parallel architectures has typically caused another important aspect of numerical methods for the solution of differential equations to be overlooked, namely the convergence order. It is well known that higher-order methods are generally more efficient than lower-order ones when solutions are smooth and relatively high accuracy is desired. In these situations, serial implementations of high-order methods may remain surprisingly competitive with parallel implementations of low-order methods. In this paper, we examine the effect of order on the numerical solution of the bidomain equations in parallel. We find that high-order methods, in particular high-order time-integration methods with relatively better stability properties, tend to outperform their low-order counterparts, even when the latter are run in parallel. In other words, increasing integration order often trumps increasing available computational resources, especially when relatively high accuracy is desired.

  15. Second-order numerical methods for multi-term fractional differential equations: Smooth and non-smooth solutions

    Science.gov (United States)

    Zeng, Fanhai; Zhang, Zhongqiang; Karniadakis, George Em

    2017-12-01

    Starting with the asymptotic expansion of the error equation of the shifted Gr\\"{u}nwald--Letnikov formula, we derive a new modified weighted shifted Gr\\"{u}nwald--Letnikov (WSGL) formula by introducing appropriate correction terms. We then apply one special case of the modified WSGL formula to solve multi-term fractional ordinary and partial differential equations, and we prove the linear stability and second-order convergence for both smooth and non-smooth solutions. We show theoretically and numerically that numerical solutions up to certain accuracy can be obtained with only a few correction terms. Moreover, the correction terms can be tuned according to the fractional derivative orders without explicitly knowing the analytical solutions. Numerical simulations verify the theoretical results and demonstrate that the new formula leads to better performance compared to other known numerical approximations with similar resolution.

  16. Parameter Estimation for Partial Differential Equations by Collage-Based Numerical Approximation

    Directory of Open Access Journals (Sweden)

    Xiaoyan Deng

    2009-01-01

    into a minimization problem of a function of several variables after the partial differential equation is approximated by a differential dynamical system. Then numerical schemes for solving this minimization problem are proposed, including grid approximation and ant colony optimization. The proposed schemes are applied to a parameter estimation problem for the Belousov-Zhabotinskii equation, and the results show that the proposed approximation method is efficient for both linear and nonlinear partial differential equations with respect to unknown parameters. At worst, the presented method provides an excellent starting point for traditional inversion methods that must first select a good starting point.

  17. Explicit appropriate basis function method for numerical solution of stiff systems

    International Nuclear Information System (INIS)

    Chen, Wenzhen; Xiao, Hongguang; Li, Haofeng; Chen, Ling

    2015-01-01

    Highlights: • An explicit numerical method called the appropriate basis function method is presented. • The method differs from the power series method for obtaining approximate numerical solutions. • Two cases show the method is fit for linear and nonlinear stiff systems. • The method is very simple and effective for most of differential equation systems. - Abstract: In this paper, an explicit numerical method, called the appropriate basis function method, is presented. The explicit appropriate basis function method differs from the power series method because it employs an appropriate basis function such as the exponential function, or periodic function, other than a polynomial, to obtain approximate numerical solutions. The method is successful and effective for the numerical solution of the first order ordinary differential equations. Two examples are presented to show the ability of the method for dealing with linear and nonlinear systems of differential equations

  18. A moving mesh finite difference method for equilibrium radiation diffusion equations

    Energy Technology Data Exchange (ETDEWEB)

    Yang, Xiaobo, E-mail: xwindyb@126.com [Department of Mathematics, College of Science, China University of Mining and Technology, Xuzhou, Jiangsu 221116 (China); Huang, Weizhang, E-mail: whuang@ku.edu [Department of Mathematics, University of Kansas, Lawrence, KS 66045 (United States); Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn [School of Mathematical Sciences and Fujian Provincial Key Laboratory of Mathematical Modeling and High-Performance Scientific Computing, Xiamen University, Xiamen, Fujian 361005 (China)

    2015-10-01

    An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativity of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.

  19. A moving mesh finite difference method for equilibrium radiation diffusion equations

    International Nuclear Information System (INIS)

    Yang, Xiaobo; Huang, Weizhang; Qiu, Jianxian

    2015-01-01

    An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativity of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation

  20. A GPU-accelerated semi-implicit fractional step method for numerical solutions of incompressible Navier-Stokes equations

    Science.gov (United States)

    Ha, Sanghyun; Park, Junshin; You, Donghyun

    2017-11-01

    Utility of the computational power of modern Graphics Processing Units (GPUs) is elaborated for solutions of incompressible Navier-Stokes equations which are integrated using a semi-implicit fractional-step method. Due to its serial and bandwidth-bound nature, the present choice of numerical methods is considered to be a good candidate for evaluating the potential of GPUs for solving Navier-Stokes equations using non-explicit time integration. An efficient algorithm is presented for GPU acceleration of the Alternating Direction Implicit (ADI) and the Fourier-transform-based direct solution method used in the semi-implicit fractional-step method. OpenMP is employed for concurrent collection of turbulence statistics on a CPU while Navier-Stokes equations are computed on a GPU. Extension to multiple NVIDIA GPUs is implemented using NVLink supported by the Pascal architecture. Performance of the present method is experimented on multiple Tesla P100 GPUs compared with a single-core Xeon E5-2650 v4 CPU in simulations of boundary-layer flow over a flat plate. Supported by the National Research Foundation of Korea (NRF) Grant funded by the Korea government (Ministry of Science, ICT and Future Planning NRF-2016R1E1A2A01939553, NRF-2014R1A2A1A11049599, and Ministry of Trade, Industry and Energy 201611101000230).

  1. Modified harmonic balance method for the solution of nonlinear jerk equations

    Science.gov (United States)

    Rahman, M. Saifur; Hasan, A. S. M. Z.

    2018-03-01

    In this paper, a second approximate solution of nonlinear jerk equations (third order differential equation) can be obtained by using modified harmonic balance method. The method is simpler and easier to carry out the solution of nonlinear differential equations due to less number of nonlinear equations are required to solve than the classical harmonic balance method. The results obtained from this method are compared with those obtained from the other existing analytical methods that are available in the literature and the numerical method. The solution shows a good agreement with the numerical solution as well as the analytical methods of the available literature.

  2. Applications of Operator-Splitting Methods to the Direct Numerical Simulation of Particulate and Free-Surface Flows and to the Numerical Solution of the Two-Dimensional Elliptic Monge--Ampère Equation

    OpenAIRE

    Glowinski, R.; Dean, E.J.; Guidoboni, G.; Juárez, L.H.; Pan, T.-W.

    2008-01-01

    The main goal of this article is to review some recent applications of operator-splitting methods. We will show that these methods are well-suited to the numerical solution of outstanding problems from various areas in Mechanics, Physics and Differential Geometry, such as the direct numerical simulation of particulate flow, free boundary problems with surface tension for incompressible viscous fluids, and the elliptic real Monge--Ampère equation. The results of numerical ...

  3. Theoretical stability in coefficient inverse problems for general hyperbolic equations with numerical reconstruction

    Science.gov (United States)

    Yu, Jie; Liu, Yikan; Yamamoto, Masahiro

    2018-04-01

    In this article, we investigate the determination of the spatial component in the time-dependent second order coefficient of a hyperbolic equation from both theoretical and numerical aspects. By the Carleman estimates for general hyperbolic operators and an auxiliary Carleman estimate, we establish local Hölder stability with either partial boundary or interior measurements under certain geometrical conditions. For numerical reconstruction, we minimize a Tikhonov functional which penalizes the gradient of the unknown function. Based on the resulting variational equation, we design an iteration method which is updated by solving a Poisson equation at each step. One-dimensional prototype examples illustrate the numerical performance of the proposed iteration.

  4. A Line-Tau Collocation Method for Partial Differential Equations ...

    African Journals Online (AJOL)

    This paper deals with the numerical solution of second order linear partial differential equations with the use of the method of lines coupled with the tau collocation method. The method of lines is used to convert the partial differential equation (PDE) to a sequence of ordinary differential equations (ODEs) which is then ...

  5. Numerical solutions of diffusive logistic equation

    International Nuclear Information System (INIS)

    Afrouzi, G.A.; Khademloo, S.

    2007-01-01

    In this paper we investigate numerically positive solutions of a superlinear Elliptic equation on bounded domains. The study of Diffusive logistic equation continues to be an active field of research. The subject has important applications to population migration as well as many other branches of science and engineering. In this paper the 'finite difference scheme' will be developed and compared for solving the one- and three-dimensional Diffusive logistic equation. The basis of the analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from many authors these years

  6. Numerical simulation of stochastic point kinetic equation in the dynamical system of nuclear reactor

    International Nuclear Information System (INIS)

    Saha Ray, S.

    2012-01-01

    Highlights: ► In this paper stochastic neutron point kinetic equations have been analyzed. ► Euler–Maruyama method and Strong Taylor 1.5 order method have been discussed. ► These methods are applied for the solution of stochastic point kinetic equations. ► Comparison between the results of these methods and others are presented in tables. ► Graphs for neutron and precursor sample paths are also presented. -- Abstract: In the present paper, the numerical approximation methods, applied to efficiently calculate the solution for stochastic point kinetic equations () in nuclear reactor dynamics, are investigated. A system of Itô stochastic differential equations has been analyzed to model the neutron density and the delayed neutron precursors in a point nuclear reactor. The resulting system of Itô stochastic differential equations are solved over each time-step size. The methods are verified by considering different initial conditions, experimental data and over constant reactivities. The computational results indicate that the methods are simple and suitable for solving stochastic point kinetic equations. In this article, a numerical investigation is made in order to observe the random oscillations in neutron and precursor population dynamics in subcritical and critical reactors.

  7. Solving the Schroedinger equation using the finite difference time domain method

    International Nuclear Information System (INIS)

    Sudiarta, I Wayan; Geldart, D J Wallace

    2007-01-01

    In this paper, we solve the Schroedinger equation using the finite difference time domain (FDTD) method to determine energies and eigenfunctions. In order to apply the FDTD method, the Schroedinger equation is first transformed into a diffusion equation by the imaginary time transformation. The resulting time-domain diffusion equation is then solved numerically by the FDTD method. The theory and an algorithm are provided for the procedure. Numerical results are given for illustrative examples in one, two and three dimensions. It is shown that the FDTD method accurately determines eigenfunctions and energies of these systems

  8. Test equating methods and practices

    CERN Document Server

    Kolen, Michael J

    1995-01-01

    In recent years, many researchers in the psychology and statistical communities have paid increasing attention to test equating as issues of using multiple test forms have arisen and in response to criticisms of traditional testing techniques This book provides a practically oriented introduction to test equating which both discusses the most frequently used equating methodologies and covers many of the practical issues involved The main themes are - the purpose of equating - distinguishing between equating and related methodologies - the importance of test equating to test development and quality control - the differences between equating properties, equating designs, and equating methods - equating error, and the underlying statistical assumptions for equating The authors are acknowledged experts in the field, and the book is based on numerous courses and seminars they have presented As a result, educators, psychometricians, professionals in measurement, statisticians, and students coming to the subject for...

  9. Novel Exponentially Fitted Two-Derivative Runge-Kutta Methods with Equation-Dependent Coefficients for First-Order Differential Equations

    Directory of Open Access Journals (Sweden)

    Yanping Yang

    2016-01-01

    Full Text Available The construction of exponentially fitted two-derivative Runge-Kutta (EFTDRK methods for the numerical solution of first-order differential equations is investigated. The revised EFTDRK methods proposed, with equation-dependent coefficients, take into consideration the errors produced in the internal stages to the update. The local truncation errors and stability of the new methods are analyzed. The numerical results are reported to show the accuracy of the new methods.

  10. Application of Legendre spectral-collocation method to delay differential and stochastic delay differential equation

    Science.gov (United States)

    Khan, Sami Ullah; Ali, Ishtiaq

    2018-03-01

    Explicit solutions to delay differential equation (DDE) and stochastic delay differential equation (SDDE) can rarely be obtained, therefore numerical methods are adopted to solve these DDE and SDDE. While on the other hand due to unstable nature of both DDE and SDDE numerical solutions are also not straight forward and required more attention. In this study, we derive an efficient numerical scheme for DDE and SDDE based on Legendre spectral-collocation method, which proved to be numerical methods that can significantly speed up the computation. The method transforms the given differential equation into a matrix equation by means of Legendre collocation points which correspond to a system of algebraic equations with unknown Legendre coefficients. The efficiency of the proposed method is confirmed by some numerical examples. We found that our numerical technique has a very good agreement with other methods with less computational effort.

  11. Exponential Convergence for Numerical Solution of Integral Equations Using Radial Basis Functions

    Directory of Open Access Journals (Sweden)

    Zakieh Avazzadeh

    2014-01-01

    Full Text Available We solve some different type of Urysohn integral equations by using the radial basis functions. These types include the linear and nonlinear Fredholm, Volterra, and mixed Volterra-Fredholm integral equations. Our main aim is to investigate the rate of convergence to solve these equations using the radial basis functions which have normic structure that utilize approximation in higher dimensions. Of course, the use of this method often leads to ill-posed systems. Thus we propose an algorithm to improve the results. Numerical results show that this method leads to the exponential convergence for solving integral equations as it was already confirmed for partial and ordinary differential equations.

  12. A numerical guide to the solution of the bidomain equations of cardiac electrophysiology

    KAUST Repository

    Pathmanathan, Pras

    2010-06-01

    Simulation of cardiac electrical activity using the bidomain equations can be a massively computationally demanding problem. This study provides a comprehensive guide to numerical bidomain modelling. Each component of bidomain simulations-discretisation, ODE-solution, linear system solution, and parallelisation-is discussed, and previously-used methods are reviewed, new methods are proposed, and issues which cause particular difficulty are highlighted. Particular attention is paid to the choice of stimulus currents, compatibility conditions for the equations, the solution of singular linear systems, and convergence of the numerical scheme. © 2010 Elsevier Ltd.

  13. A numerical guide to the solution of the bidomain equations of cardiac electrophysiology

    KAUST Repository

    Pathmanathan, Pras; Bernabeu, Miguel O.; Bordas, Rafel; Cooper, Jonathan; Garny, Alan; Pitt-Francis, Joe M.; Whiteley, Jonathan P.; Gavaghan, David J.

    2010-01-01

    Simulation of cardiac electrical activity using the bidomain equations can be a massively computationally demanding problem. This study provides a comprehensive guide to numerical bidomain modelling. Each component of bidomain simulations-discretisation, ODE-solution, linear system solution, and parallelisation-is discussed, and previously-used methods are reviewed, new methods are proposed, and issues which cause particular difficulty are highlighted. Particular attention is paid to the choice of stimulus currents, compatibility conditions for the equations, the solution of singular linear systems, and convergence of the numerical scheme. © 2010 Elsevier Ltd.

  14. Theoretical and numerical method in aeroacoustics

    Directory of Open Access Journals (Sweden)

    Nicuşor ALEXANDRESCU

    2010-06-01

    Full Text Available The paper deals with the mathematical and numerical modeling of the aerodynamic noisegenerated by the fluid flow interaction with the solid structure of a rotor blade.Our analysis use Lighthill’s acoustic analogy. Lighthill idea was to express the fundamental equationsof motion into a wave equation for acoustic fluctuation with a source term on the right-hand side. Theobtained wave equation is solved numerically by the spatial discretization. The method is applied inthe case of monopole source placed in different points of blade surfaces to find this effect of noisepropagation.

  15. New Quasi-Newton Method for Solving Systems of Nonlinear Equations

    Czech Academy of Sciences Publication Activity Database

    Lukšan, Ladislav; Vlček, Jan

    2017-01-01

    Roč. 62, č. 2 (2017), s. 121-134 ISSN 0862-7940 R&D Projects: GA ČR GA13-06684S Institutional support: RVO:67985807 Keywords : nonlinear equations * systems of equations * trust-region methods * quasi-Newton methods * adjoint Broyden methods * numerical algorithms * numerical experiments Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.618, year: 2016 http://hdl.handle.net/10338.dmlcz/146699

  16. Fast numerical solution of KKR-CPA equations: Testing new algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Bruno, E.; Florio, G.M.; Ginatempo, B.; Giuliano, E.S. (Universita di Messina (Italy))

    1994-04-01

    Some numerical methods for the solution of KKR-CPA equations are discussed and tested. New, efficient, computational algorithms are proposed, allowing a remarkable reduction of computing time and a good reliability in evaluating spectral quantities. 16 refs., 7 figs.

  17. Analysis of numerical methods

    CERN Document Server

    Isaacson, Eugene

    1994-01-01

    This excellent text for advanced undergraduates and graduate students covers norms, numerical solution of linear systems and matrix factoring, iterative solutions of nonlinear equations, eigenvalues and eigenvectors, polynomial approximation, and other topics. It offers a careful analysis and stresses techniques for developing new methods, plus many examples and problems. 1966 edition.

  18. Numerical Calculation of Transport Based on the Drift-Kinetic Equation for Plasmas in General Toroidal Magnetic Geometry: Numerical Methods; Calculo Numerico de Transporte mediante la Ecuacion Cinetica de Deriva para Plasmas en Geometria Magnetica Toroidal: Metodos Numericos

    Energy Technology Data Exchange (ETDEWEB)

    Reynolds, J. M.; Lopez-Bruna, D.

    2009-10-12

    In this report we continue with the description of a newly developed numerical method to solve the drift kinetic equation for ions and electrons in toroidal plasmas. Several numerical aspects, already outlined in a previous report [Informes Tecnicos Ciemat 1165, mayo 2009], will be treated now in more detail. Aside from discussing the method in the context of other existing codes, various aspects will be now explained from the viewpoint of numerical methods: the way to solve convection equations, the adopted boundary conditions, the real-space meshing procedures along with a new software developed to build them, and some additional questions related with the parallelization and the numerical integration. (Author) 16 refs.

  19. Developpement of a numerical method for Navier-Stokes equations in anelastic approximation: application to Rayleigh-Taylor instabilities

    International Nuclear Information System (INIS)

    Hammouch, Z.

    2012-01-01

    The 'anelastic' approximation allows us to filter the acoustic waves thanks to an asymptotic development of the Navier-Stokes equations, so increasing the averaged time step, during the numerical simulation of hydrodynamic instabilities development. So, the anelastic equations for a two fluid mixture in case of Rayleigh-Taylor instability are established.The linear stability of Rayleigh-Taylor flow is studied, for the first time, for perfect fluids in the anelastic approximation. We define the Stokes problem resulting from Navier-Stokes equations without the non linear terms (a part of the buoyancy is considered); the ellipticity is demonstrated, the Eigenmodes and the invariance related to the pressure are detailed. The Uzawa's method is extended to the anelastic approximation and shows the decoupling speeds in 3D, the particular case k = 0 and the spurious modes of pressure. Passing to multi-domain allowed to establish the transmission conditions.The algorithms and the implementation in the existing program are validated by comparing the Uzawa's operator in Fortran and Mathematica languages, to an experiment with incompressible fluids and results from anelastic and compressible numerical simulations. The study of the influence of the initial stratification of both fluids on the development of the Rayleigh-Taylor instability is initiated. (author) [fr

  20. High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

    KAUST Repository

    Abdulle, Assyr

    2012-01-01

    © 2012 Society for Industrial and Applied Mathematics. Inspired by recent advances in the theory of modified differential equations, we propose a new methodology for constructing numerical integrators with high weak order for the time integration of stochastic differential equations. This approach is illustrated with the constructions of new methods of weak order two, in particular, semi-implicit integrators well suited for stiff (meansquare stable) stochastic problems, and implicit integrators that exactly conserve all quadratic first integrals of a stochastic dynamical system. Numerical examples confirm the theoretical results and show the versatility of our methodology.

  1. Numerical Simulation of Antennas with Improved Integral Equation Method

    International Nuclear Information System (INIS)

    Ma Ji; Fang Guang-You; Lu Wei

    2015-01-01

    Simulating antennas around a conducting object is a challenge task in computational electromagnetism, which is concerned with the behaviour of electromagnetic fields. To analyze this model efficiently, an improved integral equation-fast Fourier transform (IE-FFT) algorithm is presented in this paper. The proposed scheme employs two Cartesian grids with different size and location to enclose the antenna and the other object, respectively. On the one hand, IE-FFT technique is used to store matrix in a sparse form and accelerate the matrix-vector multiplication for each sub-domain independently. On the other hand, the mutual interaction between sub-domains is taken as the additional exciting voltage in each matrix equation. By updating integral equations several times, the whole electromagnetic system can achieve a stable status. Finally, the validity of the presented method is verified through the analysis of typical antennas in the presence of a conducting object. (paper)

  2. Spurious Numerical Solutions Of Differential Equations

    Science.gov (United States)

    Lafon, A.; Yee, H. C.

    1995-01-01

    Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.

  3. Numerical resolution of Navier-Stokes equations coupled to the heat equation

    International Nuclear Information System (INIS)

    Zenouda, Jean-Claude

    1970-08-01

    The author proves a uniqueness theorem for the time dependent Navier-Stokes equations coupled with heat flow in the two-dimensional case. He studies stability and convergence of several finite - difference schemes to solve these equations. Numerical experiments are done in the case of a square domain. (author) [fr

  4. Weighted particle method for solving the Boltzmann equation

    International Nuclear Information System (INIS)

    Tohyama, M.; Suraud, E.

    1990-01-01

    We propose a new, deterministic, method of solution of the nuclear Boltzmann equation. In this Weighted Particle Method two-body collisions are treated by a Master equation for an occupation probability of each numerical particle. We apply the method to the quadrupole motion of 12 C. A comparison with usual stochastic methods is made. Advantages and disadvantages of the Weighted Particle Method are discussed

  5. New finite volume methods for approximating partial differential equations on arbitrary meshes

    International Nuclear Information System (INIS)

    Hermeline, F.

    2008-12-01

    This dissertation presents some new methods of finite volume type for approximating partial differential equations on arbitrary meshes. The main idea lies in solving twice the problem to be dealt with. One addresses the elliptic equations with variable (anisotropic, antisymmetric, discontinuous) coefficients, the parabolic linear or non linear equations (heat equation, radiative diffusion, magnetic diffusion with Hall effect), the wave type equations (Maxwell, acoustics), the elasticity and Stokes'equations. Numerous numerical experiments show the good behaviour of this type of method. (author)

  6. Topics in numerical partial differential equations and scientific computing

    CERN Document Server

    2016-01-01

    Numerical partial differential equations (PDEs) are an important part of numerical simulation, the third component of the modern methodology for science and engineering, besides the traditional theory and experiment. This volume contains papers that originated with the collaborative research of the teams that participated in the IMA Workshop for Women in Applied Mathematics: Numerical Partial Differential Equations and Scientific Computing in August 2014.

  7. Numerical Oscillations Analysis for Nonlinear Delay Differential Equations in Physiological Control Systems

    Directory of Open Access Journals (Sweden)

    Qi Wang

    2012-01-01

    Full Text Available This paper deals with the oscillations of numerical solutions for the nonlinear delay differential equations in physiological control systems. The exponential θ-method is applied to p′(t=β0ωμp(t−τ/(ωμ+pμ(t−τ−γp(t and it is shown that the exponential θ-method has the same order of convergence as that of the classical θ-method. Several conditions under which the numerical solutions oscillate are derived. Moreover, it is proven that every nonoscillatory numerical solution tends to positive equilibrium of the continuous system. Finally, the main results are illustrated with numerical examples.

  8. Boundary integral equation methods and numerical solutions thin plates on an elastic foundation

    CERN Document Server

    Constanda, Christian; Hamill, William

    2016-01-01

    This book presents and explains a general, efficient, and elegant method for solving the Dirichlet, Neumann, and Robin boundary value problems for the extensional deformation of a thin plate on an elastic foundation. The solutions of these problems are obtained both analytically—by means of direct and indirect boundary integral equation methods (BIEMs)—and numerically, through the application of a boundary element technique. The text discusses the methodology for constructing a BIEM, deriving all the attending mathematical properties with full rigor. The model investigated in the book can serve as a template for the study of any linear elliptic two-dimensional problem with constant coefficients. The representation of the solution in terms of single-layer and double-layer potentials is pivotal in the development of a BIEM, which, in turn, forms the basis for the second part of the book, where approximate solutions are computed with a high degree of accuracy. The book is intended for graduate students and r...

  9. Numerical Schemes for Rough Parabolic Equations

    Energy Technology Data Exchange (ETDEWEB)

    Deya, Aurelien, E-mail: deya@iecn.u-nancy.fr [Universite de Nancy 1, Institut Elie Cartan Nancy (France)

    2012-04-15

    This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0,1) perturbed by a non-linear rough signal. It is the continuation of Deya (Electron. J. Probab. 16:1489-1518, 2011) and Deya et al. (Probab. Theory Relat. Fields, to appear), where the existence and uniqueness of a solution has been established. The approach combines rough paths methods with standard considerations on discretizing stochastic PDEs. The results apply to a geometric 2-rough path, which covers the case of the multidimensional fractional Brownian motion with Hurst index H>1/3.

  10. Modified Chebyshev Collocation Method for Solving Differential Equations

    Directory of Open Access Journals (Sweden)

    M Ziaul Arif

    2015-05-01

    Full Text Available This paper presents derivation of alternative numerical scheme for solving differential equations, which is modified Chebyshev (Vieta-Lucas Polynomial collocation differentiation matrices. The Scheme of modified Chebyshev (Vieta-Lucas Polynomial collocation method is applied to both Ordinary Differential Equations (ODEs and Partial Differential Equations (PDEs cases. Finally, the performance of the proposed method is compared with finite difference method and the exact solution of the example. It is shown that modified Chebyshev collocation method more effective and accurate than FDM for some example given.

  11. Assessing numerical methods used in nuclear aerosol transport models

    International Nuclear Information System (INIS)

    McDonald, B.H.

    1987-01-01

    Several computer codes are in use for predicting the behaviour of nuclear aerosols released into containment during postulated accidents in water-cooled reactors. Each of these codes uses numerical methods to discretize and integrate the equations that govern the aerosol transport process. Computers perform only algebraic operations and generate only numbers. It is in the numerical methods that sense can be made of these numbers and where they can be related to the actual solution of the equations. In this report, the numerical methods most commonly used in the aerosol transport codes are examined as special cases of a general solution procedure, the Method of Weighted Residuals. It would appear that the numerical methods used in the codes are all capable of producing reasonable answers to the mathematical problem when used with skill and care. 27 refs

  12. NUMERICAL WITHOUT ITERATION METHOD OF MODELING OF ELECTROMECHANICAL PROCESSES IN ASYNCHRONOUS ENGINES

    Directory of Open Access Journals (Sweden)

    D. G. Patalakh

    2018-02-01

    Full Text Available Purpose. Development of calculation of electromagnetic and electromechanic transients is in asynchronous engines without iterations. Methodology. Numeral methods of integration of usual differential equations, programming. Findings. As the system of equations, describing the dynamics of asynchronous engine, contents the products of rotor and stator currents and product of rotation frequency of rotor and currents, so this system is nonlinear one. The numeral solution of nonlinear differential equations supposes an iteration process on every step of integration. Time-continuing and badly converging iteration process may be the reason of calculation slowing. The improvement of numeral method by the way of an iteration process removing is offered. As result the modeling time is reduced. The improved numeral method is applied for integration of differential equations, describing the dynamics of asynchronous engine. Originality. The improvement of numeral method allowing to execute numeral integrations of differential equations containing product of functions is offered, that allows to avoid an iteration process on every step of integration and shorten modeling time. Practical value. On the basis of the offered methodology the universal program of modeling of electromechanics processes in asynchronous engines could be developed as taking advantage on fast-acting.

  13. Numerical Analysis Of Hooke Jeeves-Runge Kutta To Determine Reaction Rate Equation In Pyrrole Polymerization

    International Nuclear Information System (INIS)

    Gunawan, Indra; Sulistyo, Harry; Rochmad

    2001-01-01

    The numerical analysis of Hooke Jeeves Methods combined with Runge Kutta Methods is used to determine the exact model of reaction rate equation of pyrrole polymerization. Chemical polymerization of pyrrole was conducted with FeCI 3 / pyrrole solution at concentration ratio of 1.62 mole / mole and 2.18 mole / mole with varrying temperature of 28, 40, 50, and 60 o C. FeCl 3 acts as an oxidation agent to form pyrrole cation that will polymerize. The numerical analysis was done to examine the exact model of reaction rate equation which is derived from reaction equation of initiation, propagation, and termination. From its numerical analysis, it is found that the pyrrole polymerization follows third order of pyrrole cation concentration

  14. Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation

    Science.gov (United States)

    Agarwal, P.; El-Sayed, A. A.

    2018-06-01

    In this paper, a new numerical technique for solving the fractional order diffusion equation is introduced. This technique basically depends on the Non-Standard finite difference method (NSFD) and Chebyshev collocation method, where the fractional derivatives are described in terms of the Caputo sense. The Chebyshev collocation method with the (NSFD) method is used to convert the problem into a system of algebraic equations. These equations solved numerically using Newton's iteration method. The applicability, reliability, and efficiency of the presented technique are demonstrated through some given numerical examples.

  15. Identifying generalized Fitzhugh-Nagumo equation from a numerical solution of Hodgkin-Huxley model

    Directory of Open Access Journals (Sweden)

    Nikola V. Georgiev

    2003-01-01

    Full Text Available An analytic time series in the form of numerical solution (in an appropriate finite time interval of the Hodgkin-Huxley current clamped (HHCC system of four differential equations, well known in the neurophysiology as an exact empirical model of excitation of a giant axon of Loligo, is presented. Then we search for a second-order differential equation of generalized Fitzhugh-Nagumo (GFN type, having as a solution the given single component (action potential of the numerical solution. The given time series is used as a basis for reconstructing orders, powers, and coefficients of the polynomial right-hand sides of GFN equation approximately governing the process of action potential. For this purpose, a new geometrical method for determining phase space dimension of the unknown dynamical system (GFN equation and a specific modification of least squares method for identifying unknown coefficients are developed and applied.

  16. Numerical methods for solving the governing equations for a seriated continuum

    International Nuclear Information System (INIS)

    Narum, R.E.; Noble, C.; Mortensen, G.A.; McFadden, J.H.

    1976-09-01

    A desire to more accurately predict the behavior of transient two-phase flows has resulted in an investigation of the feasibility of computing unequal phase velocities and unequal phase temperatures. The finite difference forms of a set of equations governing a seriated continuum are presented along with two methods developed for solving the resulting systems of simultaneous nonlinear equations. Results from a one-dimensional computer code are presented to illustrate the capabilities of one of the solution methods

  17. On method of solving third-order ordinary differential equations directly using Bernstein polynomials

    Science.gov (United States)

    Khataybeh, S. N.; Hashim, I.

    2018-04-01

    In this paper, we propose for the first time a method based on Bernstein polynomials for solving directly a class of third-order ordinary differential equations (ODEs). This method gives a numerical solution by converting the equation into a system of algebraic equations which is solved directly. Some numerical examples are given to show the applicability of the method.

  18. Numerical perturbative methods in the quantum theory of physical systems

    International Nuclear Information System (INIS)

    Adam, G.

    1980-01-01

    During the last two decades, development of digital electronic computers has led to the deployment of new, distinct methods in theoretical physics. These methods, based on the advances of modern numerical analysis as well as on specific equations describing physical processes, enabled to perform precise calculations of high complexity which have completed and sometimes changed our image of many physical phenomena. Our efforts have concentrated on the development of numerical methods with such intrinsic performances as to allow a successful approach of some Key issues in present theoretical physics on smaller computation systems. The basic principle of such methods is to translate, in numerical analysis language, the theory of perturbations which is suited to numerical rather than to analytical computation. This idea has been illustrated by working out two problems which arise from the time independent Schroedinger equation in the non-relativistic approximation, within both quantum systems with a small number of particles and systems with a large number of particles, respectively. In the first case, we are led to the numerical solution of some quadratic ordinary differential equations (first section of the thesis) and in the second case, to the solution of some secular equations in the Brillouin area (second section). (author)

  19. Salpeter equation in position space: Numerical solution for arbitrary confining potentials

    International Nuclear Information System (INIS)

    Nickisch, L.J.; Durand, L.; Durand, B.

    1984-01-01

    We present and test two new methods for the numerical solution of the relativistic wave equation [(-del 2 +m 1 2 )/sup 1/2/+(-del 2 +m 2 2 )/sup 1/2/+V(r)-M]psi( r ) = 0, which appears in the theory of relativistic quark-antiquark bound states. Our methods work directly in position space, and hence have the desirable features that we can vary the potential V(r) locally in fitting the qq-bar mass spectrum, and can easily build in the expected behavior of V for r→0,infinity. Our first method converts the nonlocal square-root operators to mildly singular integral operators involving hyperbolic Bessel functions. The resulting integral equation can be solved numerically by matrix techniques. Our second method approximates the square-root operators directly by finite matrices. Both methods converge rapidly with increasing matrix size (the square-root matrix method more rapidly) and can be used in fast-fitting routines. We present some tests for oscillator and Coulomb interactions, and for the realistic Coulomb-plus-linear potential used in qq-bar phenomenology

  20. Numerical artifacts in the Generalized Porous Medium Equation: Why harmonic averaging itself is not to blame

    Science.gov (United States)

    Maddix, Danielle C.; Sampaio, Luiz; Gerritsen, Margot

    2018-05-01

    The degenerate parabolic Generalized Porous Medium Equation (GPME) poses numerical challenges due to self-sharpening and its sharp corner solutions. For these problems, we show results for two subclasses of the GPME with differentiable k (p) with respect to p, namely the Porous Medium Equation (PME) and the superslow diffusion equation. Spurious temporal oscillations, and nonphysical locking and lagging have been reported in the literature. These issues have been attributed to harmonic averaging of the coefficient k (p) for small p, and arithmetic averaging has been suggested as an alternative. We show that harmonic averaging is not solely responsible and that an improved discretization can mitigate these issues. Here, we investigate the causes of these numerical artifacts using modified equation analysis. The modified equation framework can be used for any type of discretization. We show results for the second order finite volume method. The observed problems with harmonic averaging can be traced to two leading error terms in its modified equation. This is also illustrated numerically through a Modified Harmonic Method (MHM) that can locally modify the critical terms to remove the aforementioned numerical artifacts.

  1. Numerical solution of the Navier-Stokes equations by discontinuous Galerkin method

    Science.gov (United States)

    Krasnov, M. M.; Kuchugov, P. A.; E Ladonkina, M.; E Lutsky, A.; Tishkin, V. F.

    2017-02-01

    Detailed unstructured grids and numerical methods of high accuracy are frequently used in the numerical simulation of gasdynamic flows in areas with complex geometry. Galerkin method with discontinuous basis functions or Discontinuous Galerkin Method (DGM) works well in dealing with such problems. This approach offers a number of advantages inherent to both finite-element and finite-difference approximations. Moreover, the present paper shows that DGM schemes can be viewed as Godunov method extension to piecewise-polynomial functions. As is known, DGM involves significant computational complexity, and this brings up the question of ensuring the most effective use of all the computational capacity available. In order to speed up the calculations, operator programming method has been applied while creating the computational module. This approach makes possible compact encoding of mathematical formulas and facilitates the porting of programs to parallel architectures, such as NVidia CUDA and Intel Xeon Phi. With the software package, based on DGM, numerical simulations of supersonic flow past solid bodies has been carried out. The numerical results are in good agreement with the experimental ones.

  2. Numerical implementation of the Dirac equation on hypercube multicomputers

    International Nuclear Information System (INIS)

    Wells, J.C.

    1991-01-01

    Motivated by an interest in nonperturbative electromagnetic lepton-pair production in relativistic heavy-ion collisions, we discuss the numerical methods used in implementing a lattice solution of the time-dependent Dirac equation in three-dimensional Cartesian coordinates. Discretization is obtained using the lattice basis-spline collocation method, in which quantum-state vectors and coordinate-space operators are expressed in terms of basis-spline functions, and represented on a spatial lattice. All numerical procedures reduce to a series of matrix-vector operations which we perform on the Intel iPSC/860 hypercube multicomputer. We discuss solutions to the problems of limited node memory and node-to-node communication overhead inherent in using distributed-memory, multiple-instruction, multiple-data parallel computers

  3. A modified phase-fitted and amplification-fitted Runge-Kutta-Nyström method for the numerical solution of the radial Schrödinger equation

    OpenAIRE

    Papadopoulos , D. F.; Anastassi , Z. A.; Simos , T. E.

    2010-01-01

    Abstract A new Runge-Kutta-Nystrom method, with phase-lag and amplification error of order infinity, for the numerical solution of the Schrodinger equation is developed in this paper. The new method is based on the Runge-Kutta-Nystrom method with fourth algebraic order, developed by Dormand, El-Mikkawy and Prince. Numerical illustrations indicate that the new method is much more efficient than other methods derived for the same purpose. phone: +30-210-9421510 (Simos, T. E.) ...

  4. Numerical doubly-periodic solution of the (2+1)-dimensional Boussinesq equation with initial conditions by the variational iteration method

    International Nuclear Information System (INIS)

    Inc, Mustafa

    2007-01-01

    In this Letter, a scheme is developed to study numerical doubly-periodic solutions of the (2+1)-dimensional Boussinesq equation with initial condition by the variational iteration method. As a result, the approximate and exact doubly-periodic solutions are obtained. For different modulus m, comparison between the approximate solution and the exact solution is made graphically, revealing that the variational iteration method is a powerful and effective tool to non-linear problems

  5. Efficient Numerical Solution of Coupled Radial Differential Equations in Multichannel Scattering Problems

    International Nuclear Information System (INIS)

    Houfek, Karel

    2008-01-01

    Numerical solution of coupled radial differential equations which are encountered in multichannel scattering problems is presented. Numerical approach is based on the combination of the exterior complex scaling method and the finite-elements method with the discrete variable representation. This method can be used not only to solve multichannel scattering problem but also to find bound states and resonance positions and widths directly by diagonalization of the corresponding complex scaled Hamiltonian. Efficiency and accuracy of this method is demonstrated on an analytically solvable two-channel problem.

  6. Numerical methods for axisymmetric and 3D nonlinear beams

    Science.gov (United States)

    Pinton, Gianmarco F.; Trahey, Gregg E.

    2005-04-01

    Time domain algorithms that solve the Khokhlov--Zabolotzskaya--Kuznetsov (KZK) equation are described and implemented. This equation represents the propagation of finite amplitude sound beams in a homogenous thermoviscous fluid for axisymmetric and fully three dimensional geometries. In the numerical solution each of the terms is considered separately and the numerical methods are compared with known solutions. First and second order operator splitting are used to combine the separate terms in the KZK equation and their convergence is examined.

  7. Mathematical and computational methods for semiclassical Schrödinger equations

    KAUST Repository

    Jin, Shi

    2011-04-28

    We consider time-dependent (linear and nonlinear) Schrödinger equations in a semiclassical scaling. These equations form a canonical class of (nonlinear) dispersive models whose solutions exhibit high-frequency oscillations. The design of efficient numerical methods which produce an accurate approximation of the solutions, or at least of the associated physical observables, is a formidable mathematical challenge. In this article we shall review the basic analytical methods for dealing with such equations, including WKB asymptotics, Wigner measure techniques and Gaussian beams. Moreover, we shall give an overview of the current state of the art of numerical methods (most of which are based on the described analytical techniques) for the Schrödinger equation in the semiclassical regime. © 2011 Cambridge University Press.

  8. Numerical Solution of Multiterm Fractional Differential Equations Using the Matrix Mittag–Leffler Functions

    Directory of Open Access Journals (Sweden)

    Marina Popolizio

    2018-01-01

    Full Text Available Multiterm fractional differential equations (MTFDEs nowadays represent a widely used tool to model many important processes, particularly for multirate systems. Their numerical solution is then a compelling subject that deserves great attention, not least because of the difficulties to apply general purpose methods for fractional differential equations (FDEs to this case. In this paper, we first transform the MTFDEs into equivalent systems of FDEs, as done by Diethelm and Ford; in this way, the solution can be expressed in terms of Mittag–Leffler (ML functions evaluated at matrix arguments. We then propose to compute it by resorting to the matrix approach proposed by Garrappa and Popolizio. Several numerical tests are presented that clearly show that this matrix approach is very accurate and fast, also in comparison with other numerical methods.

  9. Numerical approximation of null controls for the heat equation: Ill-posedness and remedies

    International Nuclear Information System (INIS)

    Münch, Arnaud; Zuazua, Enrique

    2010-01-01

    The numerical approximation of exact or trajectory controls for the wave equation is known to be a delicate issue, since the pioneering work of Glowinski–Lions in the nineties, because of the anomalous behavior of the high-frequency spurious numerical waves. Various efficient remedies have been developed and analyzed in the last decade to filter out these high-frequency components: Fourier filtering, Tychonoff's regularization, mixed finite-element methods, multi-grid strategies, etc. Recently convergence rate results have also been obtained. This work is devoted to analyzing this issue for the heat equation, which is the opposite paradigm because of its strong dissipativity and smoothing properties. The existing analytical results guarantee that, at least in some simple situations, as in the finite-difference scheme in 1 − d, the null or trajectory controls for numerical approximation schemes converge. This is due to the intrinsic high-frequency damping of the heat equation that is inherited by its numerical approximation schemes. But when developing numerical simulations the topic appears to be much more subtle and difficult. In fact, efficiently computing the null control for a numerical approximation scheme of the heat equation is a difficult problem in itself. The difficulty is strongly related to the regularizing effect of the heat kernel. The controls of minimal L 2 -norm are characterized as minima of quadratic functionals on the solutions of the adjoint heat equation, or its numerical versions. These functionals are shown to be coercive in very large spaces of solutions, sufficient to guarantee the L 2 character of controls, but very far from being identifiable as energy spaces for the adjoint system. The very weak coercivity of the functionals under consideration makes the approximation problem exponentially ill-posed and the functional framework far from being well adapted to standard techniques in numerical analysis. In practice, the controls of the

  10. Nonlinear reaction-diffusion equations with delay: some theorems, test problems, exact and numerical solutions

    Science.gov (United States)

    Polyanin, A. D.; Sorokin, V. G.

    2017-12-01

    The paper deals with nonlinear reaction-diffusion equations with one or several delays. We formulate theorems that allow constructing exact solutions for some classes of these equations, which depend on several arbitrary functions. Examples of application of these theorems for obtaining new exact solutions in elementary functions are provided. We state basic principles of construction, selection, and use of test problems for nonlinear partial differential equations with delay. Some test problems which can be suitable for estimating accuracy of approximate analytical and numerical methods of solving reaction-diffusion equations with delay are presented. Some examples of numerical solutions of nonlinear test problems with delay are considered.

  11. A numerical study of the integral equations for the laser fields in free-electron lasers

    International Nuclear Information System (INIS)

    Yoo, J. G.; Park, S. H.; Jeong, Y. U.; Lee, B. C.; Rhee, Y. J.; Cho, S. O.

    2004-01-01

    The dynamics of the radiation fields in free-electron lasers is investigated on the basis of the integro-differential equations in the one-dimensional formulation. For simple cases we solved the integro-differential equations analytically and numerically to test our numerical procedures developed on the basis of the Filon method. The numerical results showed good agreement with the analytical solutions. To confirm the legitimacy of the numerical package, we carried out numerical studies on the inhomogeneous broadening effects, where no analytic solutions are available, due to the energy spread and the emittance of the electron beam.

  12. Application of the Generalized Differential Quadrature Method in Solving Burgers' Equations

    International Nuclear Information System (INIS)

    Mokhtari, R.; Toodar, A. Samadi; Chegini, N.G.

    2011-01-01

    The aim of this paper is to obtain numerical solutions of the one-dimensional, two-dimensional and coupled Burgers' equations through the generalized differential quadrature method (GDQM). The polynomial-based differential quadrature (PDQ) method is employed and the obtained system of ordinary differential equations is solved via the total variation diminishing Runge-Kutta (TVD-RK) method. The numerical solutions are satisfactorily coincident with the exact solutions. The method can compete against the methods applied in the literature. (general)

  13. A Fortran program for the numerical integration of the one-dimensional Schroedinger equation using exponential and Bessel fitting methods

    International Nuclear Information System (INIS)

    Cash, J.R.; Raptis, A.D.; Simos, T.E.

    1990-01-01

    An efficient algorithm is described for the accurate numerical integration of the one-dimensional Schroedinger equation. This algorithm uses a high-order, variable step Runge-Kutta like method in the region where the potential term dominates, and an exponential or Bessel fitted method in the asymptotic region. This approach can be used to compute scattering phase shifts in an efficient and reliable manner. A Fortran program which implements this algorithm is provided and some test results are given. (orig.)

  14. Novel method for solution of coupled radial Schrödinger equations

    International Nuclear Information System (INIS)

    Ershov, S. N.; Vaagen, J. S.; Zhukov, M. V.

    2011-01-01

    One of the major problems in numerical solution of coupled differential equations is the maintenance of linear independence for different sets of solution vectors. A novel method for solution of radial Schrödinger equations is suggested. It consists of rearrangement of coupled equations in a way that is appropriate to avoid usual numerical instabilities associated with components of the wave function in their classically forbidden regions. Applications of the new method for nuclear structure calculations within the hyperspherical harmonics approach are given.

  15. Spectral Methods in Numerical Plasma Simulation

    DEFF Research Database (Denmark)

    Coutsias, E.A.; Hansen, F.R.; Huld, T.

    1989-01-01

    An introduction is given to the use of spectral methods in numerical plasma simulation. As examples of the use of spectral methods, solutions to the two-dimensional Euler equations in both a simple, doubly periodic region, and on an annulus will be shown. In the first case, the solution is expanded...

  16. assessment of concentration of air pollutants using analytical and numerical solution of the atmospheric diffusion equation

    International Nuclear Information System (INIS)

    Esmail, S.F.H.

    2011-01-01

    The mathematical formulation of numerous physical problems a results in differential equations actually partial or ordinary differential equations.In our study we are interested in solutions of partial differential equations.The aim of this work is to calculate the concentrations of the pollution, by solving the atmospheric diffusion equation(ADE) using different mathematical methods of solution. It is difficult to solve the general form of ADE analytically, so we use some assumptions to get its solution.The solutions of it depend on the eddy diffusivity profiles(k) and the wind speed u. We use some physical assumptions to simplify its formula and solve it. In the present work, we solve the ADE analytically in three dimensions using Green's function method, Laplace transform method, normal mode method and these separation of variables method. Also, we use ADM as a numerical method. Finally, comparisons are made with the results predicted by the previous methods and the observed data.

  17. Nodal integral method for the neutron diffusion equation in cylindrical geometry

    International Nuclear Information System (INIS)

    Azmy, Y.Y.

    1987-01-01

    The nodal methodology is based on retaining a higher a higher degree of analyticity in the process of deriving the discrete-variable equations compared to conventional numerical methods. As a result, extensive numerical testing of nodal methods developed for a wide variety of partial differential equations and comparison of the results to conventional methods have established the superior accuracy of nodal methods on coarse meshes. Moreover, these tests have shown that nodal methods are more computationally efficient than finite difference and finite-element methods in the sense that they require shorter CPU times to achieve comparable accuracy in the solutions. However, nodal formalisms and the final discrete-variable equations they produce are, in general, more complicated than their conventional counterparts. This, together with anticipated difficulties in applying the transverse-averaging procedure in curvilinear coordinates, has limited the applications of nodal methods, so far, to Cartesian geometry, and with additional approximations to hexagonal geometry. In this paper the authors report recent progress in deriving and numerically implementing a nodal integral method (NIM) for solving the neutron diffusion equation in cylindrical r-z geometry. Also, presented are comparisons of numerical solutions to two test problems with those obtained by the Exterminator-2 code, which indicate the superior accuracy of the nodal integral method solutions on much coarser meshes

  18. Solution of the Schroedinger equation by a spectral method

    International Nuclear Information System (INIS)

    Feit, M.D.; Fleck, J.A. Jr.; Steiger, A.

    1982-01-01

    A new computational method for determining the eigenvalues and eigenfunctions of the Schroedinger equation is described. Conventional methods for solving this problem rely on diagonalization of a Hamiltonian matrix or iterative numerical solutions of a time independent wave equation. The new method, in contrast, is based on the spectral properties of solutions to the time-dependent Schroedinger equation. The method requires the computation of a correlation function from a numerical solution psi(r, t). Fourier analysis of this correlation function reveals a set of resonant peaks that correspond to the stationary states of the system. Analysis of the location of these peaks reveals the eigenvalues with high accuracy. Additional Fourier transforms of psi(r, t) with respect to time generate the eigenfunctions. The effectiveness of the method is demonstrated for a one-dimensional asymmetric double well potential and for the two-dimensional Henon--Heiles potential

  19. A global numerical solution of the radial Schroedinger equation by second-order perturbation theory

    International Nuclear Information System (INIS)

    Adam, G.

    1979-01-01

    A global numerical method, which uses second-order perturbation theory, is described for the solution of the radial Schroedinger equation. The perturbative numerical (PN) solution is derived in two stages: first, the original potential is approximated by a piecewise continuous parabolic function, and second, the resulting Schroedinger equation is solved on each integration step by second-order perturbation theory, starting with a step function reference approximation for the parabolic potential. We get a manageable PN algorithm, which shows an order of accuracy equal to six in the solution of the original Schroedinger equation, and is very stable against round off errors. (author)

  20. Direct numerical solution of Poisson's equation in cylindrical (r, z) coordinates

    International Nuclear Information System (INIS)

    Chao, E.H.; Paul, S.F.; Davidson, R.C.; Fine, K.S.

    1997-01-01

    A direct solver method is developed for solving Poisson's equation numerically for the electrostatic potential φ(r,z) in a cylindrical region (r wall , 0 wall , z) are specified, and ∂φ/∂z = 0 at the axial boundaries (z = 0, L)

  1. Solutions of hyperbolic equations with the CIP-BS method

    International Nuclear Information System (INIS)

    Utsumi, Takayuki; Koga, James; Yamagiwa, Mitsuru; Yabe, Takashi; Aoki, Takayuki

    2004-01-01

    In this paper, we show that a new numerical method, the Constrained Interpolation Profile - Basis Set (CIP-BS) method, can solve general hyperbolic equations efficiently. This method uses a simple polynomial basis set that is easily extendable to any desired higher-order accuracy. The interpolating profile is chosen so that the subgrid scale solution approaches the local real solution owing to the constraints from the spatial derivatives of the master equations. Then, introducing scalar products, the linear and nonlinear partial differential equations are uniquely reduced to the ordinary differential equations for values and spatial derivatives at the grid points. The method gives stable, less diffusive, and accurate results. It is successfully applied to the continuity equation, the Burgers equation, the Korteweg-de Vries equation, and one-dimensional shock tube problems. (author)

  2. A multi-domain spectral method for time-fractional differential equations

    Science.gov (United States)

    Chen, Feng; Xu, Qinwu; Hesthaven, Jan S.

    2015-07-01

    This paper proposes an approach for high-order time integration within a multi-domain setting for time-fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirm hp-convergence for both time-fractional differential equations and time-fractional partial differential equations.

  3. Multi-domain/multi-method numerical approach for neutron transport equation; Couplage de methodes et decomposition de domaine pour la resolution de l'equation du transport des neutrons

    Energy Technology Data Exchange (ETDEWEB)

    Girardi, E

    2004-12-15

    A new methodology for the solution of the neutron transport equation, based on domain decomposition has been developed. This approach allows us to employ different numerical methods together for a whole core calculation: a variational nodal method, a discrete ordinate nodal method and a method of characteristics. These new developments authorize the use of independent spatial and angular expansion, non-conformal Cartesian and unstructured meshes for each sub-domain, introducing a flexibility of modeling which is not allowed in today available codes. The effectiveness of our multi-domain/multi-method approach has been tested on several configurations. Among them, one particular application: the benchmark model of the Phebus experimental facility at Cea-Cadarache, shows why this new methodology is relevant to problems with strong local heterogeneities. This comparison has showed that the decomposition method brings more accuracy all along with an important reduction of the computer time.

  4. Fast numerical upscaling of heat equation for fibrous materials

    KAUST Repository

    Iliev, Oleg; Lazarov, Raytcho; Willems, Joerg

    2010-01-01

    We are interested in numerical methods for computing the effective heat conductivities of fibrous insulation materials, such as glass or mineral wool, characterized by low solid volume fractions and high contrasts, i.e., high ratios between the thermal conductivities of the fibers and the surrounding air. We consider a fast numerical method for solving some auxiliary cell problems appearing in this upscaling procedure. The auxiliary problems are boundary value problems of the steady-state heat equation in a representative elementary volume occupied by fibers and air. We make a simplification by replacing these problems with appropriate boundary value problems in the domain occupied by the fibers only. Finally, the obtained problems are further simplified by taking advantage of the slender shape of the fibers and assuming that they form a network. A discretization on the graph defined by the fibers is presented and error estimates are provided. The resulting algorithm is discussed and the accuracy and the performance of the method are illusrated on a number of numerical experiments. © Springer-Verlag 2010.

  5. Fast numerical upscaling of heat equation for fibrous materials

    KAUST Repository

    Iliev, Oleg

    2010-08-01

    We are interested in numerical methods for computing the effective heat conductivities of fibrous insulation materials, such as glass or mineral wool, characterized by low solid volume fractions and high contrasts, i.e., high ratios between the thermal conductivities of the fibers and the surrounding air. We consider a fast numerical method for solving some auxiliary cell problems appearing in this upscaling procedure. The auxiliary problems are boundary value problems of the steady-state heat equation in a representative elementary volume occupied by fibers and air. We make a simplification by replacing these problems with appropriate boundary value problems in the domain occupied by the fibers only. Finally, the obtained problems are further simplified by taking advantage of the slender shape of the fibers and assuming that they form a network. A discretization on the graph defined by the fibers is presented and error estimates are provided. The resulting algorithm is discussed and the accuracy and the performance of the method are illusrated on a number of numerical experiments. © Springer-Verlag 2010.

  6. Numerical integration of the Teukolsky equation in the time domain

    International Nuclear Information System (INIS)

    Pazos-Avalos, Enrique; Lousto, Carlos O.

    2005-01-01

    We present a fourth-order convergent (2+1)-dimensional, numerical formalism to solve the Teukolsky equation in the time domain. Our approach is first to rewrite the Teukolsky equation as a system of first-order differential equations. In this way we get a system that has the form of an advection equation. This is then used in combination with a series expansion of the solution in powers of time. To obtain a fourth-order scheme we kept terms up to fourth derivative in time and use the advectionlike system of differential equations to substitute the temporal derivatives by spatial derivatives. This scheme is applied to evolve gravitational perturbations in the Schwarzschild and Kerr backgrounds. Our numerical method proved to be stable and fourth-order convergent in r* and θ directions. The correct power-law tail, ∼1/t 2l+3 , for general initial data, and ∼1/t 2l+4 , for time-symmetric data, was found in our runs. We noted that it is crucial to resolve accurately the angular dependence of the mode at late times in order to obtain these values of the exponents in the power-law decay. In other cases, when the decay was too fast and round-off error was reached before a tail was developed, then the quasinormal modes frequencies provided a test to determine the validity of our code

  7. Integration of equations of parabolic type by the method of nets

    CERN Document Server

    Saul'Yev, V K; Stark, M; Ulam, S

    1964-01-01

    International Series of Monographs in Pure and Applied Mathematics, Volume 54: Integration of Equations of Parabolic Type by the Method of Nets deals with solving parabolic partial differential equations using the method of nets. The first part of this volume focuses on the construction of net equations, with emphasis on the stability and accuracy of the approximating net equations. The method of nets or method of finite differences (used to define the corresponding numerical method in ordinary differential equations) is one of many different approximate methods of integration of partial diff

  8. LIE GROUPS AND NUMERICAL SOLUTIONS OF DIFFERENTIAL EQUATIONS: INVARIANT DISCRETIZATION VERSUS DIFFERENTIAL APPROXIMATION

    Directory of Open Access Journals (Sweden)

    Decio Levi

    2013-10-01

    Full Text Available We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which the “first differential approximation” is invariant under the same Lie group as the original ordinary differential equation.

  9. A direct method for numerical solution of a class of nonlinear Volterra integro-differential equations and its application to the nonlinear fission and fusion reactor kinetics

    International Nuclear Information System (INIS)

    Nakahara, Yasuaki; Ise, Takeharu; Kobayashi, Kensuke; Itoh, Yasuyuki

    1975-12-01

    A new method has been developed for numerical solution of a class of nonlinear Volterra integro-differential equations with quadratic nonlinearity. After dividing the domain of the variable into subintervals, piecewise approximations are applied in the subintervals. The equation is first integrated over a subinterval to obtain the piecewise equation, to which six approximate treatments are applied, i.e. fully explicit, fully implicit, Crank-Nicolson, linear interpolation, quadratic and cubic spline. The numerical solution at each time step is obtained directly as a positive root of the resulting algebraic quadratic equation. The point reactor kinetics with a ramp reactivity insertion, linear temperature feedback and delayed neutrons can be described by one of this type of nonlinear Volterra integro-differential equations. The algorithm is applied to the Argonne benchmark problem and a model problem for a fast reactor without delayed neutrons. The fully implicit method has been found to be unconditionally stable in the sense that it always gives the positive real roots. The cubic spline method is divergent, and the other four methods are intermediate in between. From the estimation of the stability, convergency, accuracy and CPU time, it is concluded that the Crank-Nicolson method is best, then the linear interpolation method comes closely next to it. Discussions are also made on the possibility of applying the algorithm to the fusion reactor kinetics in the form of a nonlinear partial differential equation. (auth.)

  10. Hermite interpolant multiscaling functions for numerical solution of the convection diffusion equations

    Directory of Open Access Journals (Sweden)

    Elmira Ashpazzadeh

    2018-04-01

    Full Text Available A numerical technique based on the Hermite interpolant multiscaling functions is presented for the solution of Convection-diusion equations. The operational matrices of derivative, integration and product are presented for multiscaling functions and are utilized to reduce the solution of linear Convection-diusion equation to the solution of algebraic equations. Because of sparsity of these matrices, this method is computationally very attractive and reduces the CPU time and computer memory. Illustrative examples are included to demonstrate the validity and applicability of the new technique.

  11. A step function perturbative numerical method for the solution of coupled differential equations arising from the Schroedinger equation. Pt. 2

    International Nuclear Information System (INIS)

    Ixaru, G.L.

    1978-03-01

    The method developed in the previous paper (preprint, C.I.Ph. (Bucharest), MC-2-78, 1978) is here investigated from computational point of view. Special emphasis is paid to the two basic descriptors of the efficiency: the volume of memory required and the computational effort (timing). Next, two experimental cases are reported. They (i) confirm the theoretical estimates for the rate cf convergence of each version of the present method and (ii) show that the present method is substantially faster than the others. Specifically, it is found that for typical physical problems it is faster by a factor of ten up to twenty than the methods commonly used, viz. Numerov and de Vogelaere. The data reported also allow an inUirect comparison with the method of Gordon. I l/ allow an indirect comparison with the method of Gordon. It is shown that, while this exhibits the same rate as our basic, lowest order version, the computational effort for the latter is, in case of systems with nine equations, only half than for the method of Gordon. At the end of the paper some types of physical problems are suggested which should be the most benefitting if solved numerically with the present method. (author)

  12. Runge-Kutta Methods for Linear Ordinary Differential Equations

    Science.gov (United States)

    Zingg, David W.; Chisholm, Todd T.

    1997-01-01

    Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.

  13. Spurious solutions in few-body equations. II. Numerical investigations

    International Nuclear Information System (INIS)

    Adhikari, S.K.

    1979-01-01

    A recent analytic study of spurious solutions in few-body equations by Adhikari and Gloeckle is here complemented by numerical investigations. As proposed by Adhikari and Gloeckle we study numerically the spurious solutions in the three-body Weinberg type equations and draw some general conclusions about the existence of spurious solutions in three-body equations with the Weinberg kernel and in other few-body formulations. In particular we conclude that for most of the potentials we encounter in problems of nuclear physics the three-body Weinberg type equation will not have a spurious solution which may interfere with the bound state or scattering calculation. Hence, if proven convenient, the three-body Weinberg type equation can be used in practical calculations. The same conclusion is true for the three-body channel coupling array scheme of Kouri, Levin, and Tobocman. In the case of the set of six coupled four-body equations proposed by Rosenberg et al. and the set of the Bencze-Redish-Sloan equations a careful study of the possible spurious solutions is needed before using these equations in practical calculations

  14. A numerical method for resonance integral calculations

    International Nuclear Information System (INIS)

    Tanbay, Tayfun; Ozgener, Bilge

    2013-01-01

    A numerical method has been proposed for resonance integral calculations and a cubic fit based on least squares approximation to compute the optimum Bell factor is given. The numerical method is based on the discretization of the neutron slowing down equation. The scattering integral is approximated by taking into account the location of the upper limit in energy domain. The accuracy of the method has been tested by performing computations of resonance integrals for uranium dioxide isolated rods and comparing the results with empirical values. (orig.)

  15. Linear and nonlinear properties of numerical methods for the rotating shallow water equations

    Science.gov (United States)

    Eldred, Chris

    The shallow water equations provide a useful analogue of the fully compressible Euler equations since they have similar conservation laws, many of the same types of waves and a similar (quasi-) balanced state. It is desirable that numerical models posses similar properties, and the prototypical example of such a scheme is the 1981 Arakawa and Lamb (AL81) staggered (C-grid) total energy and potential enstrophy conserving scheme, based on the vector invariant form of the continuous equations. However, this scheme is restricted to a subset of logically square, orthogonal grids. The current work extends the AL81 scheme to arbitrary non-orthogonal polygonal grids, by combining Hamiltonian methods (work done by Salmon, Gassmann, Dubos and others) and Discrete Exterior Calculus (Thuburn, Cotter, Dubos, Ringler, Skamarock, Klemp and others). It is also possible to obtain these properties (along with arguably superior wave dispersion properties) through the use of a collocated (Z-grid) scheme based on the vorticity-divergence form of the continuous equations. Unfortunately, existing examples of these schemes in the literature for general, spherical grids either contain computational modes; or do not conserve total energy and potential enstrophy. This dissertation extends an existing scheme for planar grids to spherical grids, through the use of Nambu brackets (as pioneered by Rick Salmon). To compare these two schemes, the linear modes (balanced states, stationary modes and propagating modes; with and without dissipation) are examined on both uniform planar grids (square, hexagonal) and quasi-uniform spherical grids (geodesic, cubed-sphere). In addition to evaluating the linear modes, the results of the two schemes applied to a set of standard shallow water test cases and a recently developed forced-dissipative turbulence test case from John Thuburn (intended to evaluate the ability the suitability of schemes as the basis for a climate model) on both hexagonal

  16. Application of Four-Point Newton-EGSOR iteration for the numerical solution of 2D Porous Medium Equations

    Science.gov (United States)

    Chew, J. V. L.; Sulaiman, J.

    2017-09-01

    Partial differential equations that are used in describing the nonlinear heat and mass transfer phenomena are difficult to be solved. For the case where the exact solution is difficult to be obtained, it is necessary to use a numerical procedure such as the finite difference method to solve a particular partial differential equation. In term of numerical procedure, a particular method can be considered as an efficient method if the method can give an approximate solution within the specified error with the least computational complexity. Throughout this paper, the two-dimensional Porous Medium Equation (2D PME) is discretized by using the implicit finite difference scheme to construct the corresponding approximation equation. Then this approximation equation yields a large-sized and sparse nonlinear system. By using the Newton method to linearize the nonlinear system, this paper deals with the application of the Four-Point Newton-EGSOR (4NEGSOR) iterative method for solving the 2D PMEs. In addition to that, the efficiency of the 4NEGSOR iterative method is studied by solving three examples of the problems. Based on the comparative analysis, the Newton-Gauss-Seidel (NGS) and the Newton-SOR (NSOR) iterative methods are also considered. The numerical findings show that the 4NEGSOR method is superior to the NGS and the NSOR methods in terms of the number of iterations to get the converged solutions, the time of computation and the maximum absolute errors produced by the methods.

  17. Numerical solution of the resistive magnetohydrodynamic boundary-layer equations

    International Nuclear Information System (INIS)

    Glasser, A.H.; Jardin, S.C.; Tesauro, G.

    1983-10-01

    Three different techniques are presented for numerical solution of the equations governing the boundary layer of resistive magnetohydrodynamic tearing and interchange instabilities in toroidal geometry. Excellent agreement among these methods and with analytical results provides confidence in the correctness of the results. Solutions obtained in regimes where analytical medthods fail indicate a new scaling for the tearing mode as well as the existence of a new regime of stability

  18. Numerical bifurcation analysis of delay differential equations arising from physiological modeling.

    Science.gov (United States)

    Engelborghs, K; Lemaire, V; Bélair, J; Roose, D

    2001-04-01

    This paper has a dual purpose. First, we describe numerical methods for continuation and bifurcation analysis of steady state solutions and periodic solutions of systems of delay differential equations with an arbitrary number of fixed, discrete delays. Second, we demonstrate how these methods can be used to obtain insight into complex biological regulatory systems in which interactions occur with time delays: for this, we consider a system of two equations for the plasma glucose and insulin concentrations in a diabetic patient subject to a system of external assistance. The model has two delays: the technological delay of the external system, and the physiological delay of the patient's liver. We compute stability of the steady state solution as a function of two parameters, compare with analytical results and compute several branches of periodic solutions and their stability. These numerical results allow to infer two categories of diabetic patients for which the external system has different efficiency.

  19. Fast pressure-correction method for incompressible Navier-Stokes equations in curvilinear coordinates

    Science.gov (United States)

    Aithal, Abhiram; Ferrante, Antonino

    2017-11-01

    In order to perform direct numerical simulations (DNS) of turbulent flows over curved surfaces and axisymmetric bodies, we have developed the numerical methodology to solve the incompressible Navier-Stokes (NS) equations in curvilinear coordinates for orthogonal meshes. The orthogonal meshes are generated by solving a coupled system of non-linear Poisson equations. The NS equations in orthogonal curvilinear coordinates are discretized in space on a staggered mesh using second-order central-difference scheme and are solved with an FFT-based pressure-correction method. The momentum equation is integrated in time using the second-order Adams-Bashforth scheme. The velocity field is advanced in time by applying the pressure correction to the approximate velocity such that it satisfies the divergence free condition. The novelty of the method stands in solving the variable coefficient Poisson equation for pressure using an FFT-based Poisson solver rather than the slower multigrid methods. We present the verification and validation results of the new numerical method and the DNS results of transitional flow over a curved axisymmetric body.

  20. A numerical spectral approach to solve the dislocation density transport equation

    International Nuclear Information System (INIS)

    Djaka, K S; Taupin, V; Berbenni, S; Fressengeas, C

    2015-01-01

    A numerical spectral approach is developed to solve in a fast, stable and accurate fashion, the quasi-linear hyperbolic transport equation governing the spatio-temporal evolution of the dislocation density tensor in the mechanics of dislocation fields. The approach relies on using the Fast Fourier Transform algorithm. Low-pass spectral filters are employed to control both the high frequency Gibbs oscillations inherent to the Fourier method and the fast-growing numerical instabilities resulting from the hyperbolic nature of the transport equation. The numerical scheme is validated by comparison with an exact solution in the 1D case corresponding to dislocation dipole annihilation. The expansion and annihilation of dislocation loops in 2D and 3D settings are also produced and compared with finite element approximations. The spectral solutions are shown to be stable, more accurate for low Courant numbers and much less computation time-consuming than the finite element technique based on an explicit Galerkin-least squares scheme. (paper)

  1. A highly accurate finite-difference method with minimum dispersion error for solving the Helmholtz equation

    KAUST Repository

    Wu, Zedong

    2018-04-05

    Numerical simulation of the acoustic wave equation in either isotropic or anisotropic media is crucial to seismic modeling, imaging and inversion. Actually, it represents the core computation cost of these highly advanced seismic processing methods. However, the conventional finite-difference method suffers from severe numerical dispersion errors and S-wave artifacts when solving the acoustic wave equation for anisotropic media. We propose a method to obtain the finite-difference coefficients by comparing its numerical dispersion with the exact form. We find the optimal finite difference coefficients that share the dispersion characteristics of the exact equation with minimal dispersion error. The method is extended to solve the acoustic wave equation in transversely isotropic (TI) media without S-wave artifacts. Numerical examples show that the method is is highly accurate and efficient.

  2. Spectral methods in numerical plasma simulation

    International Nuclear Information System (INIS)

    Coutsias, E.A.; Hansen, F.R.; Huld, T.; Knorr, G.; Lynov, J.P.

    1989-01-01

    An introduction is given to the use of spectral methods in numerical plasma simulation. As examples of the use of spectral methods, solutions to the two-dimensional Euler equations in both a simple, doubly periodic region, and on an annulus will be shown. In the first case, the solution is expanded in a two-dimensional Fourier series, while a Chebyshev-Fourier expansion is employed in the second case. A new, efficient algorithm for the solution of Poisson's equation on an annulus is introduced. Problems connected to aliasing and to short wavelength noise generated by gradient steepening are discussed. (orig.)

  3. Numerical solution of ordinary differential equations. For classical, relativistic and nano systems

    International Nuclear Information System (INIS)

    Greenspan, D.

    2006-01-01

    An up-to-date survey on numerical solutions with theory, intuition and applications. Ordinary differential equations (ODE) play a significant role in mathematics, physics and engineering sciences, and thus are part of relevant college and university courses. Many problems, however, both traditional and modern, do not possess exact solutions, and must be treated numerically. Usually this is done with software packages, but for this to be efficient requires a sound understanding of the mathematics involved. This work meets the need for an affordable textbook that helps in understanding numerical solutions of ODE. Carefully structured by an experienced textbook author, it provides a survey of ODE for various applications, both classical and modern, including such special applications as relativistic and nano systems. The examples are carefully explained and compiled into an algorithm, each of which is presented generically, independent of a specific programming language, while each chapter is rounded off with exercises. The text meets the demands of MA200 courses and of the newly created Numerical Solution of Differential Equations courses, making it ideal for both students and lecturers in physics, mathematics, mechanical engineering, electrical engineering, as well as for physicists, mathematicians, engineers, and electrical engineers. From the Contents - Euler's Method - Runge-Kutta Methods - The Method of Taylor Expansions - Large Second Order Systems with Application to Nano Systems - Completely Conservative, Covariant Numerical Methodology - Instability - Numerical Solution of Tridiagonal Linear Algebraic Systems and Related Nonlinear Systems - Approximate Solution of Boundary Value Problems - Special Relativistic Motion - Special Topics - Appendix: Basic Matrix Operations - Bibliography. (orig.) (orig.)

  4. Generalized Bondi-Sachs equations for characteristic formalism of numerical relativity

    Science.gov (United States)

    Cao, Zhoujian; He, Xiaokai

    2013-11-01

    The Cauchy formalism of numerical relativity has been successfully applied to simulate various dynamical spacetimes without any symmetry assumption. But discovering how to set a mathematically consistent and physically realistic boundary condition is still an open problem for Cauchy formalism. In addition, the numerical truncation error and finite region ambiguity affect the accuracy of gravitational wave form calculation. As to the finite region ambiguity issue, the characteristic extraction method helps much. But it does not solve all of the above issues. Besides the above problems for Cauchy formalism, the computational efficiency is another problem. Although characteristic formalism of numerical relativity suffers the difficulty from caustics in the inner near zone, it has advantages in relation to all of the issues listed above. Cauchy-characteristic matching (CCM) is a possible way to take advantage of characteristic formalism regarding these issues and treat the inner caustics at the same time. CCM has difficulty treating the gauge difference between the Cauchy part and the characteristic part. We propose generalized Bondi-Sachs equations for characteristic formalism for the Cauchy-characteristic matching end. Our proposal gives out a possible same numerical evolution scheme for both the Cauchy part and the characteristic part. And our generalized Bondi-Sachs equations have one adjustable gauge freedom which can be used to relate the gauge used in the Cauchy part. Then these equations can make the Cauchy part and the characteristic part share a consistent gauge condition. So our proposal gives a possible new starting point for Cauchy-characteristic matching.

  5. Finite element method with quadratic quadrilateral unit for solving two dimensional incompressible N-S equation

    International Nuclear Information System (INIS)

    Tao Ganqiang; Yu Qing; Xiao Xiao

    2011-01-01

    Viscous and incompressible fluid flow is important for numerous engineering mechanics problems. Because of high non linear and incompressibility for Navier-Stokes equation, it is very difficult to solve Navier-Stokes equation by numerical method. According to its characters of Navier-Stokes equation, quartic derivation controlling equation of the two dimensional incompressible Navier-Stokes equation is set up firstly. The method solves the problem for dealing with vorticity boundary and automatically meets incompressibility condition. Then Finite Element equation for Navier-Stokes equation is proposed by using quadratic quadrilateral unit with 8 nodes in which the unit function is quadratic and non linear.-Based on it, the Finite Element program of quadratic quadrilateral unit with 8 nodes is developed. Lastly, numerical experiment proves the accuracy and dependability of the method and also shows the method has good application prospect in computational fluid mechanics. (authors)

  6. Nonlinear Fredholm Integral Equation of the Second Kind with Quadrature Methods

    Directory of Open Access Journals (Sweden)

    M. Jafari Emamzadeh

    2010-06-01

    Full Text Available In this paper, a numerical method for solving the nonlinear Fredholm integral equation is presented. We intend to approximate the solution of this equation by quadrature methods and by doing so, we solve the nonlinear Fredholm integral equation more accurately. Several examples are given at the end of this paper

  7. A numerical solution of the coupled proton-H atom transport equations for the proton aurora

    International Nuclear Information System (INIS)

    Basu, B.; Jasperse, J.R.; Grossbard, N.J.

    1990-01-01

    A numerical code has been developed to solve the coupled proton-H atom linear transport equations for the proton aurora. The transport equations have been simplified by using plane-parallel geometry and the forward-scattering approximations only. Otherwise, the equations and their numerical solutions are exact. Results are presented for the particle fluxes and the energy deposition rates, and they are compared with the previous analytical results that were obtained by using additional simplifying approximations. It is found that although the analytical solutions for the particle fluxes differ somewhat from the numerical solutions, the energy deposition rates calculated by the two methods agree to within a few percent. The accurate particle fluxes given by the numerical code are useful for accurate calculation of the characteristic quantities of the proton aurora, such as the ionization rates and the emission rates

  8. Numerical study of a Vlasov equation for systems with interacting particles

    Energy Technology Data Exchange (ETDEWEB)

    Herrera, Dianela; Curilef, Sergio [Departamento de Física, Universidad Católica del Norte, Avenida Angamos 0610, Antofagasta (Chile)

    2015-03-10

    We solve numerically the Vlasov equation for the self-gravitating sheet model. We used the method introduced by Cheng and Knorr [Comput Phys 22, 330-351 (1976)]. We discuss the quasi-stationary state for some thermodynamical observables, specifically the kinetic energy, whose trend is depicted for early evolution.

  9. An Approximate Method for the Acoustic Attenuating VTI Eikonal Equation

    KAUST Repository

    Hao, Q.

    2017-05-26

    We present an approximate method to solve the acoustic eikonal equation for attenuating transversely isotropic media with a vertical symmetry axis (VTI). A perturbation method is used to derive the perturbation formula for complex-valued traveltimes. The application of Shanks transform further enhances the accuracy of approximation. We derive both analytical and numerical solutions to the acoustic eikonal equation. The analytic solution is valid for homogeneous VTI media with moderate anellipticity and strong attenuation and attenuation-anisotropy. The numerical solution is applicable for inhomogeneous attenuating VTI media.

  10. An Approximate Method for the Acoustic Attenuating VTI Eikonal Equation

    KAUST Repository

    Hao, Q.; Alkhalifah, Tariq Ali

    2017-01-01

    We present an approximate method to solve the acoustic eikonal equation for attenuating transversely isotropic media with a vertical symmetry axis (VTI). A perturbation method is used to derive the perturbation formula for complex-valued traveltimes. The application of Shanks transform further enhances the accuracy of approximation. We derive both analytical and numerical solutions to the acoustic eikonal equation. The analytic solution is valid for homogeneous VTI media with moderate anellipticity and strong attenuation and attenuation-anisotropy. The numerical solution is applicable for inhomogeneous attenuating VTI media.

  11. Numerical solution of the Schroedinger equation with a polynomial potential

    International Nuclear Information System (INIS)

    Campoy, G.; Palma, A.

    1986-01-01

    A numerical method for solving the Schroedinger equation for a potential expressed as a polynomial is proposed. The basic assumption relies on the asymptotic properties of the solution of this equation. It is possible to obtain the energies and the stationary state functions simultaneously. They analyze, in particular, the cases of the quartic anharmonic oscillator and a hydrogen atom perturbed by a quadratic term, obtaining its energy eigenvalues for some values of the perturbation parameter. Together with the Hellmann-Feynman theorem, they use their algorithm to calculate expectation values of x'' for arbitrary positive values of n. 4 tables

  12. Teaching Thermal Hydraulics & Numerical Methods: An Introductory Control Volume Primer

    Energy Technology Data Exchange (ETDEWEB)

    Lucas, D.S.

    2004-10-03

    This paper covers the basics of the implementation of the control volume method in the context of the Homogeneous Equilibrium Model (HEM)(T/H) code using the conservation equations of mass, momentum, and energy. This primer uses the advection equation as a template. The discussion will cover the basic equations of the control volume portion of the course in the primer, which includes the advection equation, numerical methods, along with the implementation of the various equations via FORTRAN into computer programs and the final result for a three equation HEM code and its validation.

  13. Integral equation methods for vesicle electrohydrodynamics in three dimensions

    Science.gov (United States)

    Veerapaneni, Shravan

    2016-12-01

    In this paper, we develop a new boundary integral equation formulation that describes the coupled electro- and hydro-dynamics of a vesicle suspended in a viscous fluid and subjected to external flow and electric fields. The dynamics of the vesicle are characterized by a competition between the elastic, electric and viscous forces on its membrane. The classical Taylor-Melcher leaky-dielectric model is employed for the electric response of the vesicle and the Helfrich energy model combined with local inextensibility is employed for its elastic response. The coupled governing equations for the vesicle position and its transmembrane electric potential are solved using a numerical method that is spectrally accurate in space and first-order in time. The method uses a semi-implicit time-stepping scheme to overcome the numerical stiffness associated with the governing equations.

  14. Multi-symplectic Preissmann methods for generalized Zakharov-Kuznetsov equation

    International Nuclear Information System (INIS)

    Wang Junjie; Yang Kuande; Wang Liantang

    2012-01-01

    Generalized Zakharov-Kuznetsov equation, a typical nonlinear wave equation, was studied based on the multi-symplectic theory in Hamilton space. The multi-symplectic formulations of generalized Zakharov-Kuznetsov equation with several conservation laws are presented. The multi-symplectic Preissmann method is used to discretize the formulations. The numerical experiment is given, and the results verify the efficiency of the multi-symplectic scheme. (authors)

  15. Design of heat exchangers by numerical methods

    International Nuclear Information System (INIS)

    Konuk, A.A.

    1981-01-01

    Differential equations describing the heat tranfer in shell - and tube heat exchangers are derived and solved numerically. The method of ΔT sub(lm) is compared with the proposed method in cases where the specific heat at constant pressure, Cp and the overall heat transfer coefficient, U, vary with temperature. The error of the method of ΔT sub (lm) for the computation of the exchanger lenght is less than + 10%. However, the numerical method, being more accurate and at the same time easy to use and economical, is recommended for the design of shell-and-tube heat exchangers. (Author) [pt

  16. Numerical Methods for Radiation Magnetohydrodynamics in Astrophysics

    Energy Technology Data Exchange (ETDEWEB)

    Klein, R I; Stone, J M

    2007-11-20

    We describe numerical methods for solving the equations of radiation magnetohydrodynamics (MHD) for astrophysical fluid flow. Such methods are essential for the investigation of the time-dependent and multidimensional dynamics of a variety of astrophysical systems, although our particular interest is motivated by problems in star formation. Over the past few years, the authors have been members of two parallel code development efforts, and this review reflects that organization. In particular, we discuss numerical methods for MHD as implemented in the Athena code, and numerical methods for radiation hydrodynamics as implemented in the Orion code. We discuss the challenges introduced by the use of adaptive mesh refinement in both codes, as well as the most promising directions for future developments.

  17. Numerical Methods for Radiation Magnetohydrodynamics in Astrophysics

    International Nuclear Information System (INIS)

    Klein, R I; Stone, J M

    2007-01-01

    We describe numerical methods for solving the equations of radiation magnetohydrodynamics (MHD) for astrophysical fluid flow. Such methods are essential for the investigation of the time-dependent and multidimensional dynamics of a variety of astrophysical systems, although our particular interest is motivated by problems in star formation. Over the past few years, the authors have been members of two parallel code development efforts, and this review reflects that organization. In particular, we discuss numerical methods for MHD as implemented in the Athena code, and numerical methods for radiation hydrodynamics as implemented in the Orion code. We discuss the challenges introduced by the use of adaptive mesh refinement in both codes, as well as the most promising directions for future developments

  18. Numerical Integration of a Class of Singularly Perturbed Delay Differential Equations with Small Shift

    Directory of Open Access Journals (Sweden)

    Gemechis File

    2012-01-01

    Full Text Available We have presented a numerical integration method to solve a class of singularly perturbed delay differential equations with small shift. First, we have replaced the second-order singularly perturbed delay differential equation by an asymptotically equivalent first-order delay differential equation. Then, Simpson’s rule and linear interpolation are employed to get the three-term recurrence relation which is solved easily by discrete invariant imbedding algorithm. The method is demonstrated by implementing it on several linear and nonlinear model examples by taking various values for the delay parameter and the perturbation parameter .

  19. A Parameter Robust Method for Singularly Perturbed Delay Differential Equations

    Directory of Open Access Journals (Sweden)

    Erdogan Fevzi

    2010-01-01

    Full Text Available Uniform finite difference methods are constructed via nonstandard finite difference methods for the numerical solution of singularly perturbed quasilinear initial value problem for delay differential equations. A numerical method is constructed for this problem which involves the appropriate Bakhvalov meshes on each time subinterval. The method is shown to be uniformly convergent with respect to the perturbation parameter. A numerical example is solved using the presented method, and the computed result is compared with exact solution of the problem.

  20. An element-free Galerkin (EFG) method for generalized Fisher equations (GFE)

    International Nuclear Information System (INIS)

    Shi Ting-Yu; Ge Hong-Xia; Cheng Rong-Jun

    2013-01-01

    A generalized Fisher equation (GFE) relates the time derivative of the average of the intrinsic rate of growth to its variance. The exact mathematical result of the GFE has been widely used in population dynamics and genetics, where it originated. Many researchers have studied the numerical solutions of the GFE, up to now. In this paper, we introduce an element-free Galerkin (EFG) method based on the moving least-square approximation to approximate positive solutions of the GFE from population dynamics. Compared with other numerical methods, the EFG method for the GFE needs only scattered nodes instead of meshing the domain of the problem. The Galerkin weak form is used to obtain the discrete equations, and the essential boundary conditions are enforced by the penalty method. In comparison with the traditional method, numerical solutions show that the new method has higher accuracy and better convergence. Several numerical examples are presented to demonstrate the effectiveness of the method

  1. Direct numerical solution of the Ornstein-Zernike integral equation and spatial distribution of water around hydrophobic molecules

    Science.gov (United States)

    Ikeguchi, Mitsunori; Doi, Junta

    1995-09-01

    The Ornstein-Zernike integral equation (OZ equation) has been used to evaluate the distribution function of solvents around solutes, but its numerical solution is difficult for molecules with a complicated shape. This paper proposes a numerical method to directly solve the OZ equation by introducing the 3D lattice. The method employs no approximation the reference interaction site model (RISM) equation employed. The method enables one to obtain the spatial distribution of spherical solvents around solutes with an arbitrary shape. Numerical accuracy is sufficient when the grid-spacing is less than 0.5 Å for solvent water. The spatial water distribution around a propane molecule is demonstrated as an example of a nonspherical hydrophobic molecule using iso-value surfaces. The water model proposed by Pratt and Chandler is used. The distribution agrees with the molecular dynamics simulation. The distribution increases offshore molecular concavities. The spatial distribution of water around 5α-cholest-2-ene (C27H46) is visualized using computer graphics techniques and a similar trend is observed.

  2. NUMERICAL AND ANALYTIC METHODS OF ESTIMATION BRIDGES’ CONSTRUCTIONS

    Directory of Open Access Journals (Sweden)

    Y. Y. Luchko

    2010-03-01

    Full Text Available In this article the numerical and analytical methods of calculation of the stressed-and-strained state of bridge constructions are considered. The task on increasing of reliability and accuracy of the numerical method and its solution by means of calculations in two bases are formulated. The analytical solution of the differential equation of deformation of a ferro-concrete plate under the action of local loads is also obtained.

  3. Instability of the filtering method for Vlasov's equation

    International Nuclear Information System (INIS)

    Figua, H.; Bouchut, F.; Fijalkow, E.

    1999-01-01

    Klimas has introduced a smoothed Fourier-Fourier method. This method consists in convolving the original distribution function with a Gaussian distribution function, and, next, in solving the new system with a transformed splitting algorithm. Unfortunately, a second-order term appears in the new equation. In this work, it is studied how this term affects the numerical equation. In particular it is proven that instability occurs in the linear version of the Vlasov equation obtained by considering only free non-interacting particles. It is proved that the use of Fourier-Fourier transform is a fundamental requirement to solve this new equation. An important property is pointed out concerning the filtered distribution function in the transformed space. (K.A.)

  4. Numerical Treatment of Fixed Point Applied to the Nonlinear Fredholm Integral Equation

    Directory of Open Access Journals (Sweden)

    Berenguer MI

    2009-01-01

    Full Text Available The authors present a method of numerical approximation of the fixed point of an operator, specifically the integral one associated with a nonlinear Fredholm integral equation, that uses strongly the properties of a classical Schauder basis in the Banach space .

  5. Analytical and numerical treatment of the heat conduction equation obtained via time-fractional distributed-order heat conduction law

    Science.gov (United States)

    Želi, Velibor; Zorica, Dušan

    2018-02-01

    Generalization of the heat conduction equation is obtained by considering the system of equations consisting of the energy balance equation and fractional-order constitutive heat conduction law, assumed in the form of the distributed-order Cattaneo type. The Cauchy problem for system of energy balance equation and constitutive heat conduction law is treated analytically through Fourier and Laplace integral transform methods, as well as numerically by the method of finite differences through Adams-Bashforth and Grünwald-Letnikov schemes for approximation derivatives in temporal domain and leap frog scheme for spatial derivatives. Numerical examples, showing time evolution of temperature and heat flux spatial profiles, demonstrate applicability and good agreement of both methods in cases of multi-term and power-type distributed-order heat conduction laws.

  6. An Explicit Finite Difference scheme for numerical solution of fractional neutron point kinetic equation

    International Nuclear Information System (INIS)

    Saha Ray, S.; Patra, A.

    2012-01-01

    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 .

  7. Monograph - The Numerical Integration of Ordinary Differential Equations.

    Science.gov (United States)

    Hull, T. E.

    The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…

  8. A numerical solution for a class of time fractional diffusion equations with delay

    Directory of Open Access Journals (Sweden)

    Pimenov Vladimir G.

    2017-09-01

    Full Text Available This paper describes a numerical scheme for a class of fractional diffusion equations with fixed time delay. The study focuses on the uniqueness, convergence and stability of the resulting numerical solution by means of the discrete energy method. The derivation of a linearized difference scheme with convergence order O(τ2−α+ h4 in L∞-norm is the main purpose of this study. Numerical experiments are carried out to support the obtained theoretical results.

  9. Relaxation methods for gauge field equilibrium equations

    International Nuclear Information System (INIS)

    Adler, S.L.; Piran, T.

    1984-01-01

    This article gives a pedagogical introduction to relaxation methods for the numerical solution of elliptic partial differential equations, with particular emphasis on treating nonlinear problems with delta-function source terms and axial symmetry, which arise in the context of effective Lagrangian approximations to the dynamics of quantized gauge fields. The authors present a detailed theoretical analysis of three models which are used as numerical examples: the classical Abelian Higgs model (illustrating charge screening), the semiclassical leading logarithm model (illustrating flux confinement within a free boundary or ''bag''), and the axially symmetric Bogomol'nyi-Prasad-Sommerfield monopoles (illustrating the occurrence of p topological quantum numbers in non-Abelian gauge fields). They then proceed to a self-contained introduction to the theory of relaxation methods and allied iterative numerical methods and to the practical aspects of their implementation, with attention to general issues which arise in the three examples. The authors conclude with a brief discussion of details of the numerical solution of the models, presenting sample numerical results

  10. Numerical computation of FCT equilibria by inverse equilibrium method

    International Nuclear Information System (INIS)

    Tokuda, Shinji; Tsunematsu, Toshihide; Takeda, Tatsuoki

    1986-11-01

    FCT (Flux Conserving Tokamak) equilibria were obtained numerically by the inverse equilibrium method. The high-beta tokamak ordering was used to get the explicit boundary conditions for FCT equilibria. The partial differential equation was reduced to the simultaneous quasi-linear ordinary differential equations by using the moment method. The regularity conditions for solutions at the singular point of the equations can be expressed correctly by this reduction and the problem to be solved becomes a tractable boundary value problem on the quasi-linear ordinary differential equations. This boundary value problem was solved by the method of quasi-linearization, one of the shooting methods. Test calculations show that this method provides high-beta tokamak equilibria with sufficiently high accuracy for MHD stability analysis. (author)

  11. Numerical solution of the point reactor kinetics equations with fuel burn-up and temperature feedback

    International Nuclear Information System (INIS)

    Tashakor, S.; Jahanfarnia, G.; Hashemi-Tilehnoee, M.

    2010-01-01

    Point reactor kinetics equations are solved numerically using one group of delayed neutrons and with fuel burn-up and temperature feedback included. To calculate the fraction of one-group delayed neutrons, a group of differential equations are solved by an implicit time method. Using point reactor kinetics equations, changes in mean neutrons density, temperature, and reactivity are calculated in different times during the reactor operation. The variation of reactivity, temperature, and maximum power with time are compared with the predictions by other methods.

  12. Application of the N/D-method to the Roy equations

    International Nuclear Information System (INIS)

    Heemskerk, A.C.

    1978-01-01

    The subject of this thesis is the study and numerical application of the Roy equations for elastic pion-pion scattering. These equations were introduced by S.M. Roy in 1971 and express the minimal requirements any ππ partial wave amplitude should satisfy, such as analyticity and crossing symmetry. When combined with the unitarity relations for the partial waves a complete system of equations (the Roy system) results valid in the low-energy region. The author has studied the existance and uniqueness question for the Roy system and developed successful strategies to solve the system by means of iteration. Several solutions are presented and discussed. The main ingredients in the present approach are a) the use of the N/D-method to regularize the singular Roy equations and implement unitarity and b) the introduction of various iteration methods which do not need any derivatives to solve the resulting nonlinear system of equations numerically. (Auth.)

  13. A new RBF-Trefftz meshless method for partial differential equations

    International Nuclear Information System (INIS)

    Cao Leilei; Zhao Ning; Qin Qinghua

    2010-01-01

    Based on the radial basis functions (RBF) and T-Trefftz solution, this paper presents a new meshless method for numerically solving various partial differential equation systems. First, the analog equation method (AEM) is used to convert the original patial differential equation to an equivalent Poisson's equation. Then, the radial basis functions (RBF) are employed to approxiamate the inhomogeneous term, while the homogeneous solution is obtained by linear combination of a set of T-Trefftz solutions. The present scheme, named RBF-Trefftz has the advantage over the fundamental solution (MFS) method due to the use of nonsingular T-Trefftz solution rather than singular fundamental solutions, so it does not require the artificial boundary. The application and efficiency of the proposed method are validated through several examples which include different type of differential equations, such as Laplace equation, Hellmholtz equation, convectin-diffusion equation and time-dependent equation.

  14. The numerical dynamic for highly nonlinear partial differential equations

    Science.gov (United States)

    Lafon, A.; Yee, H. C.

    1992-01-01

    Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.

  15. Mixed dual finite element methods for the numerical treatment of the diffusion equation in hexagonal geometry; Elements finis mixtes duaux pour la resolution numerique de l'equation de la diffusion neutronique en geometrie hexagonale

    Energy Technology Data Exchange (ETDEWEB)

    Schneider, D

    2001-07-01

    The nodal method Minos has been developed to offer a powerful method for the calculation of nuclear reactor cores in rectangular geometry. This method solves the mixed dual form of the diffusion equation and, also of the simplified P{sub N} approximation. The discretization is based on Raviart-Thomas' mixed dual finite elements and the iterative algorithm is an alternating direction method, which uses the current as unknown. The subject of this work is to adapt this method to hexagonal geometry. The guiding idea is to construct and test different methods based on the division of a hexagon into trapeze or rhombi with appropriate mapping of these quadrilaterals onto squares in order to take into advantage what is already available in the Minos solver. The document begins with a review of the neutron diffusion equation. Then we discuss its mixed dual variational formulation from a functional as well as from a numerical point of view. We study conformal and bilinear mappings for the two possible meshing of the hexagon. Thus, four different methods are proposed and are completely described in this work. Because of theoretical and numerical difficulties, a particular treatment has been necessary for methods based on the conformal mapping. Finally, numerical results are presented for a hexagonal benchmark to validate and compare the four methods with respect to pre-defined criteria. (authors)

  16. A numerical technique for solving fractional optimal control problems and fractional Riccati differential equations

    Directory of Open Access Journals (Sweden)

    F. Ghomanjani

    2016-10-01

    Full Text Available In the present paper, we apply the Bezier curves method for solving fractional optimal control problems (OCPs and fractional Riccati differential equations. The main advantage of this method is that it can reduce the error of the approximate solutions. Hence, the solutions obtained using the Bezier curve method give good approximations. Some numerical examples are provided to confirm the accuracy of the proposed method. All of the numerical computations have been performed on a PC using several programs written in MAPLE 13.

  17. Approximate Method for Solving the Linear Fuzzy Delay Differential Equations

    Directory of Open Access Journals (Sweden)

    S. Narayanamoorthy

    2015-01-01

    Full Text Available We propose an algorithm of the approximate method to solve linear fuzzy delay differential equations using Adomian decomposition method. The detailed algorithm of the approach is provided. The approximate solution is compared with the exact solution to confirm the validity and efficiency of the method to handle linear fuzzy delay differential equation. To show this proper features of this proposed method, numerical example is illustrated.

  18. Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations

    KAUST Repository

    Abdulle, Assyr

    2013-01-01

    We introduce a new family of explicit integrators for stiff Itô stochastic differential equations (SDEs) of weak order two. These numerical methods belong to the class of one-step stabilized methods with extended stability domains and do not suffer from the step size reduction faced by standard explicit methods. The family is based on the standard second order orthogonal Runge-Kutta-Chebyshev (ROCK2) methods for deterministic problems. The convergence, meansquare, and asymptotic stability properties of the methods are analyzed. Numerical experiments, including applications to nonlinear SDEs and parabolic stochastic partial differential equations are presented and confirm the theoretical results. © 2013 Society for Industrial and Applied Mathematics.

  19. Operator Splitting Methods for Degenerate Convection-Diffusion Equations I: Convergence and Entropy Estimates

    Energy Technology Data Exchange (ETDEWEB)

    Holden, Helge; Karlsen, Kenneth H.; Lie, Knut-Andreas

    1999-10-01

    We present and analyze a numerical method for the solution of a class of scalar, multi-dimensional, nonlinear degenerate convection-diffusion equations. The method is based on operator splitting to separate the convective and the diffusive terms in the governing equation. The nonlinear, convective part is solved using front tracking and dimensional splitting, while the nonlinear diffusion equation is solved by a suitable difference scheme. We verify L{sup 1} compactness of the corresponding set of approximate solutions and derive precise entropy estimates. In particular, these results allow us to pass to the limit in our approximations and recover an entropy solution of the problem in question. The theory presented covers a large class of equations. Important subclasses are hyperbolic conservation laws, porous medium type equations, two-phase reservoir flow equations, and strongly degenerate equations coming from the recent theory of sedimentation-consolidation processes. A thorough numerical investigation of the method analyzed in this paper (and similar methods) is presented in a companion paper. (author)

  20. Exact solution of some linear matrix equations using algebraic methods

    Science.gov (United States)

    Djaferis, T. E.; Mitter, S. K.

    1977-01-01

    A study is done of solution methods for Linear Matrix Equations including Lyapunov's equation, using methods of modern algebra. The emphasis is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The action f sub BA is introduced a Basic Lemma is proven. The equation PA + BP = -C as well as the Lyapunov equation are analyzed. Algorithms are given for the solution of the Lyapunov and comment is given on its arithmetic complexity. The equation P - A'PA = Q is studied and numerical examples are given.

  1. Adaptive Finite Volume Method for the Shallow Water Equations on Triangular Grids

    Directory of Open Access Journals (Sweden)

    Sudi Mungkasi

    2016-01-01

    Full Text Available This paper presents a numerical entropy production (NEP scheme for two-dimensional shallow water equations on unstructured triangular grids. We implement NEP as the error indicator for adaptive mesh refinement or coarsening in solving the shallow water equations using a finite volume method. Numerical simulations show that NEP is successful to be a refinement/coarsening indicator in the adaptive mesh finite volume method, as the method refines the mesh or grids around nonsmooth regions and coarsens them around smooth regions.

  2. Numerical solution of stiff systems of ordinary differential equations with applications to electronic circuits

    Science.gov (United States)

    Rosenbaum, J. S.

    1971-01-01

    Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.

  3. Numerical Verification Methods for Spherical $t$-Designs

    OpenAIRE

    Chen, Xiaojun

    2009-01-01

    The construction of spherical $t$-designs with $(t+1)^2$ points on the unit sphere $S^2$ in $\\mathbb{R}^3$ can be reformulated as an underdetermined system of nonlinear equations. This system is highly nonlinear and involves the evaluation of a degree $t$ polynomial in $(t+1)^4$ arguments. This paper reviews numerical verification methods using the Brouwer fixed point theorem and Krawczyk interval operator for solutions of the underdetermined system of nonlinear equations...

  4. A Numerical Development in the Dynamical Equations of Solitons in Optical Fibers

    Directory of Open Access Journals (Sweden)

    Érica Regina Takano Natti

    2006-02-01

    Full Text Available It was evaluated the numerical resolution of a nonlinear differential equations system that describes the solitons propagation in dielectric optical fibers, through the method of finite elements, which is implemented based on Streamline Upwind Petrov-Galerkin (SUPG and Consistent Approximate Upwind (CAU formulations.

  5. Numerical Study of Two-Dimensional Volterra Integral Equations by RDTM and Comparison with DTM

    Directory of Open Access Journals (Sweden)

    Reza Abazari

    2013-01-01

    Full Text Available The two-dimensional Volterra integral equations are solved using more recent semianalytic method, the reduced differential transform method (the so-called RDTM, and compared with the differential transform method (DTM. The concepts of DTM and RDTM are briefly explained, and their application to the two-dimensional Volterra integral equations is studied. The results obtained by DTM and RDTM together are compared with exact solution. As an important result, it is depicted that the RDTM results are more accurate in comparison with those obtained by DTM applied to the same Volterra integral equations. The numerical results reveal that the RDTM is very effective, convenient, and quite accurate compared to the other kind of nonlinear integral equations. It is predicted that the RDTM can be found widely applicable in engineering sciences.

  6. A simple and rational numerical method of two-phase flow with volume-junction model. 2. The numerical method for general condition of two-phase flow in non-equilibrium states

    International Nuclear Information System (INIS)

    Okazaki, Motoaki

    1997-11-01

    In the previous report, the usefulness of a new numerical method to achieve a rigorous numerical calculation using a simple explicit method with the volume-junction model was presented with the verification calculation for the depressurization of a saturated two-phase mixture. In this report, on the basis of solution method above, a numerical method for general condition of two-phase flow in non-equilibrium states is presented. In general condition of two-phase flow, the combinations of saturated and non-saturated conditions of each phase are considered in the each flow of volume and junction. Numerical evaluation programs are separately prepared for each combination of flow condition. Several numerical calculations of various kinds of non-equilibrium two-phase flow are made to examine the validity of the numerical method. Calculated results showed that the thermodynamic states obtained in different solution schemes were consistent with each other. In the first scheme, the states are determined by using the steam table as a function of pressure and specific enthalpy which are obtained as the solutions of simultaneous equations. In the second scheme, density and specific enthalpy of each phase are directly calculated by using conservation equations of mass and enthalpy of each phase, respectively. Further, no accumulation of error in mass and energy was found. As for the specific enthalpy, two cases of using energy equations for the volume are examined. The first case uses total energy conservation equation and the second case uses the type of the first law of thermodynamics. The results of both cases agreed well. (author)

  7. Numerical calculation of the cross section by the solution of the wave equation

    International Nuclear Information System (INIS)

    Drewko, J.

    1982-01-01

    A numerical method of solving of the wave equation is described for chosen vibrational eigenfunctions. A prepared program calculates the total cross sections for the resonant vibrational excitation for diatomic molecules on the basis of introduced molecular data. (author)

  8. Numerical solution of the radionuclide transport equation

    International Nuclear Information System (INIS)

    Hadermann, J.; Roesel, F.

    1983-11-01

    A numerical solution of the one-dimensional geospheric radionuclide chain transport equation based on the pseudospectral method is developed. The advantages of this approach are flexibility in incorporating space and time dependent migration parameters, arbitrary boundary conditions and solute rock interactions as well as efficiency and reliability. As an application the authors investigate the impact of non-linear sorption isotherms on migration in crystalline rock. It is shown that non-linear sorption, in the present case a Freundlich isotherm, may reduce concentration at the geosphere outlet by orders of magnitude provided the migration time is comparable or larger than the half-life of the nuclide in question. The importance of fixing dispersivity within the continuum approach is stressed. (Auth.)

  9. Finite element and discontinuous Galerkin methods for transient wave equations

    CERN Document Server

    Cohen, Gary

    2017-01-01

    This monograph presents numerical methods for solving transient wave equations (i.e. in time domain). More precisely, it provides an overview of continuous and discontinuous finite element methods for these equations, including their implementation in physical models, an extensive description of 2D and 3D elements with different shapes, such as prisms or pyramids, an analysis of the accuracy of the methods and the study of the Maxwell’s system and the important problem of its spurious free approximations. After recalling the classical models, i.e. acoustics, linear elastodynamics and electromagnetism and their variational formulations, the authors present a wide variety of finite elements of different shapes useful for the numerical resolution of wave equations. Then, they focus on the construction of efficient continuous and discontinuous Galerkin methods and study their accuracy by plane wave techniques and a priori error estimates. A chapter is devoted to the Maxwell’s system and the important problem ...

  10. Iterative method of the parameter variation for solution of nonlinear functional equations

    International Nuclear Information System (INIS)

    Davidenko, D.F.

    1975-01-01

    The iteration method of parameter variation is used for solving nonlinear functional equations in Banach spaces. The authors consider some methods for numerical integration of ordinary first-order differential equations and construct the relevant iteration methods of parameter variation, both one- and multifactor. They also discuss problems of mathematical substantiation of the method, study the conditions and rate of convergence, estimate the error. The paper considers the application of the method to specific functional equations

  11. ICM: an Integrated Compartment Method for numerically solving partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Yeh, G.T.

    1981-05-01

    An integrated compartment method (ICM) is proposed to construct a set of algebraic equations from a system of partial differential equations. The ICM combines the utility of integral formulation of finite element approach, the simplicity of interpolation of finite difference approximation, and the flexibility of compartment analyses. The integral formulation eases the treatment of boundary conditions, in particular, the Neumann-type boundary conditions. The simplicity of interpolation provides great economy in computation. The flexibility of discretization with irregular compartments of various shapes and sizes offers advantages in resolving complex boundaries enclosing compound regions of interest. The basic procedures of ICM are first to discretize the region of interest into compartments, then to apply three integral theorems of vectors to transform the volume integral to the surface integral, and finally to use interpolation to relate the interfacial values in terms of compartment values to close the system. The Navier-Stokes equations are used as an example of how to derive the corresponding ICM alogrithm for a given set of partial differential equations. Because of the structure of the algorithm, the basic computer program remains the same for cases in one-, two-, or three-dimensional problems.

  12. Mixed dual finite element methods for the numerical treatment of the diffusion equation in hexagonal geometry; Elements finis mixtes duaux pour la resolution numerique de l'equation de la diffusion neutronique en geometrie hexagonale

    Energy Technology Data Exchange (ETDEWEB)

    Schneider, D

    2001-07-01

    The nodal method Minos has been developed to offer a powerful method for the calculation of nuclear reactor cores in rectangular geometry. This method solves the mixed dual form of the diffusion equation and, also of the simplified P{sub N} approximation. The discretization is based on Raviart-Thomas' mixed dual finite elements and the iterative algorithm is an alternating direction method, which uses the current as unknown. The subject of this work is to adapt this method to hexagonal geometry. The guiding idea is to construct and test different methods based on the division of a hexagon into trapeze or rhombi with appropriate mapping of these quadrilaterals onto squares in order to take into advantage what is already available in the Minos solver. The document begins with a review of the neutron diffusion equation. Then we discuss its mixed dual variational formulation from a functional as well as from a numerical point of view. We study conformal and bilinear mappings for the two possible meshing of the hexagon. Thus, four different methods are proposed and are completely described in this work. Because of theoretical and numerical difficulties, a particular treatment has been necessary for methods based on the conformal mapping. Finally, numerical results are presented for a hexagonal benchmark to validate and compare the four methods with respect to pre-defined criteria. (authors)

  13. Unmitigated numerical solution to the diffraction term in the parabolic nonlinear ultrasound wave equation.

    Science.gov (United States)

    Hasani, Mojtaba H; Gharibzadeh, Shahriar; Farjami, Yaghoub; Tavakkoli, Jahan

    2013-09-01

    Various numerical algorithms have been developed to solve the Khokhlov-Kuznetsov-Zabolotskaya (KZK) parabolic nonlinear wave equation. In this work, a generalized time-domain numerical algorithm is proposed to solve the diffraction term of the KZK equation. This algorithm solves the transverse Laplacian operator of the KZK equation in three-dimensional (3D) Cartesian coordinates using a finite-difference method based on the five-point implicit backward finite difference and the five-point Crank-Nicolson finite difference discretization techniques. This leads to a more uniform discretization of the Laplacian operator which in turn results in fewer calculation gridding nodes without compromising accuracy in the diffraction term. In addition, a new empirical algorithm based on the LU decomposition technique is proposed to solve the system of linear equations obtained from this discretization. The proposed empirical algorithm improves the calculation speed and memory usage, while the order of computational complexity remains linear in calculation of the diffraction term in the KZK equation. For evaluating the accuracy of the proposed algorithm, two previously published algorithms are used as comparison references: the conventional 2D Texas code and its generalization for 3D geometries. The results show that the accuracy/efficiency performance of the proposed algorithm is comparable with the established time-domain methods.

  14. Theoretical and numerical study of the equations of Vlasov-Maxwell in the covariant formalism

    International Nuclear Information System (INIS)

    Back, A.

    2011-11-01

    A new point of view is proposed for the simulation of plasmas using the kinetic model which links the equations of Vlasov for the distribution of particles and the equations of Maxwell for the electromagnetic contribution of fields. We use the following principle: the equations of Physics are mathematical objects which put in relation geometrical objects. To preserve the geometrical properties of the various objects in an equation, we use, for the theoretical and numerical study, the differential geometry. All the equations of Physics can be written with differential forms and this point of view is not dependent on the choice of coordinates. We propose then a discretization of the differential forms by using B-Splines. To be coherent with the theory, we also propose a discretization of the various operations of the differential geometry. We test our scheme, first on the equations of Maxwell with several boundary conditions and since it does not depend on the system of coordinates, we also test it when we change coordinates. Finally, we apply the same method to the equations of Vlasov-Poisson in one-dimension and we propose several numerical schemes. (author)

  15. Critical comparison between equation of motion-Green's function methods and configuration interaction methods: analysis of methods and applications

    International Nuclear Information System (INIS)

    Freed, K.F.; Herman, M.F.; Yeager, D.L.

    1980-01-01

    A description is provided of the common conceptual origins of many-body equations of motion and Green's function methods in Liouville operator formulations of the quantum mechanics of atomic and molecular electronic structure. Numerical evidence is provided to show the inadequacies of the traditional strictly perturbative approaches to these methods. Nonperturbative methods are introduced by analogy with techniques developed for handling large configuration interaction calculations and by evaluating individual matrix elements to higher accuracy. The important role of higher excitations is exhibited by the numerical calculations, and explicit comparisons are made between converged equations of motion and configuration interaction calculations for systems where a fundamental theorem requires the equality of the energy differences produced by these different approaches. (Auth.)

  16. Navier-Stokes equations by the finite element method

    International Nuclear Information System (INIS)

    Portella, P.E.

    1984-01-01

    A computer program to solve the Navier-Stokes equations by using the Finite Element Method is implemented. The solutions variables investigated are stream-function/vorticity in the steady case and velocity/pressure in the steady state and transient cases. For steady state flow the equations are solved simultaneously by the Newton-Raphson method. For the time dependent formulation, a fractional step method is employed to discretize in time and artificial viscosity is used to preclude spurious oscilations in the solution. The element used is the three node triangle. Some numerical examples are presented and comparisons are made with applications already existent. (Author) [pt

  17. Analysis of numerical solutions for Bateman equations; Analise de solucoes numericas para as equacoes de Bateman

    Energy Technology Data Exchange (ETDEWEB)

    Loch, Guilherme G.; Bevilacqua, Joyce S., E-mail: guiloch@ime.usp.br, E-mail: joyce@ime.usp.br [Universidade de Sao Paulo (IME/USP), Sao Paulo, SP (Brazil). Departamento de Matematica Aplicada. Instituto de Matematica e Estatistica; Hiromoto, Goro; Rodrigues Junior, Orlando, E-mail: rodrijr@ipen.br, E-mail: hiromoto@ipen.br [Instituto de Pesquisas Energeticas e Nucleares (IPEN-CNEN/SP), Sao Paulo, SP (Brazil)

    2013-07-01

    The implementation of stable and efficient numerical methods for solving problems involving nuclear transmutation and radioactive decay chains is the main scope of this work. The physical processes associated with irradiations of samples in particle accelerators, or the burning spent nuclear fuel in reactors, or simply the natural decay chains, can be represented by a set of first order ordinary differential equations with constant coefficients, for instance, the decay radioactive constants of each nuclide in the chain. Bateman proposed an analytical solution for a particular case of a linear chain with n nuclides decaying in series and with different decay constants. For more complex and realistic applications, the construction of analytical solutions is not viable and the introduction of numerical techniques is imperative. However, depending on the magnitudes of the decay radioactive constants, the matrix of coefficients could be almost singular, generating unstable and non convergent numerical solutions. In this work, different numerical strategies for solving systems of differential equations were implemented, the Runge-Kutta 4-4, Adams Predictor-Corrector (PC2) and the Rosenbrock algorithm, this last one more specific for stiff equations. Consistency, convergence and stability of the numerical solutions are studied and the performance of the methods is analyzed for the case of the natural decay chain of Uranium-235 comparing numerical with analytical solutions. (author)

  18. Finite-State Mean-Field Games, Crowd Motion Problems, and its Numerical Methods

    KAUST Repository

    Machado Velho, Roberto

    2017-09-10

    In this dissertation, we present two research projects, namely finite-state mean-field games and the Hughes model for the motion of crowds. In the first part, we describe finite-state mean-field games and some applications to socio-economic sciences. Examples include paradigm shifts in the scientific community and the consumer choice behavior in a free market. The corresponding finite-state mean-field game models are hyperbolic systems of partial differential equations, for which we propose and validate a new numerical method. Next, we consider the dual formulation to two-state mean-field games, and we discuss numerical methods for these problems. We then depict different computational experiments, exhibiting a variety of behaviors, including shock formation, lack of invertibility, and monotonicity loss. We conclude the first part of this dissertation with an investigation of the shock structure for two-state problems. In the second part, we consider a model for the movement of crowds proposed by R. Hughes in [56] and describe a numerical approach to solve it. This model comprises a Fokker-Planck equation coupled with an Eikonal equation with Dirichlet or Neumann data. We first establish a priori estimates for the solutions. Next, we consider radial solutions, and we identify a shock formation mechanism. Subsequently, we illustrate the existence of congestion, the breakdown of the model, and the trend to the equilibrium. We also propose a new numerical method for the solution of Fokker-Planck equations and then to systems of PDEs composed by a Fokker-Planck equation and a potential type equation. Finally, we illustrate the use of the numerical method both to the Hughes model and mean-field games. We also depict cases such as the evacuation of a room and the movement of persons around Kaaba (Saudi Arabia).

  19. On Solution of a Fractional Diffusion Equation by Homotopy Transform Method

    International Nuclear Information System (INIS)

    Salah, A.; Hassan, S.S.A.

    2012-01-01

    The homotopy analysis transform method (HATM) is applied in this work in order to find the analytical solution of fractional diffusion equations (FDE). These equations are obtained from standard diffusion equations by replacing a second-order space derivative by a fractional derivative of order α and a first order time derivative by a fractional derivative. Furthermore, some examples are given. Numerical results show that the homotopy analysis transform method is easy to implement and accurate when applied to a fractional diffusion equations.

  20. Various Newton-type iterative methods for solving nonlinear equations

    Directory of Open Access Journals (Sweden)

    Manoj Kumar

    2013-10-01

    Full Text Available The aim of the present paper is to introduce and investigate new ninth and seventh order convergent Newton-type iterative methods for solving nonlinear equations. The ninth order convergent Newton-type iterative method is made derivative free to obtain seventh-order convergent Newton-type iterative method. These new with and without derivative methods have efficiency indices 1.5518 and 1.6266, respectively. The error equations are used to establish the order of convergence of these proposed iterative methods. Finally, various numerical comparisons are implemented by MATLAB to demonstrate the performance of the developed methods.

  1. A new integral method for solving the point reactor neutron kinetics equations

    International Nuclear Information System (INIS)

    Li Haofeng; Chen Wenzhen; Luo Lei; Zhu Qian

    2009-01-01

    A numerical integral method that efficiently provides the solution of the point kinetics equations by using the better basis function (BBF) for the approximation of the neutron density in one time step integrations is described and investigated. The approach is based on an exact analytic integration of the neutron density equation, where the stiffness of the equations is overcome by the fully implicit formulation. The procedure is tested by using a variety of reactivity functions, including step reactivity insertion, ramp input and oscillatory reactivity changes. The solution of the better basis function method is compared to other analytical and numerical solutions of the point reactor kinetics equations. The results show that selecting a better basis function can improve the efficiency and accuracy of this integral method. The better basis function method can be used in real time forecasting for power reactors in order to prevent reactivity accidents.

  2. Nodal methods in numerical reactor calculations

    International Nuclear Information System (INIS)

    Hennart, J.P.; Valle, E. del

    2004-01-01

    The present work describes the antecedents, developments and applications started in 1972 with Prof. Hennart who was invited to be part of the staff of the Nuclear Engineering Department at the School of Physics and Mathematics of the National Polytechnic Institute. Since that time and up to 1981, several master theses based on classical finite element methods were developed with applications in point kinetics and in the steady state as well as the time dependent multigroup diffusion equations. After this period the emphasis moved to nodal finite elements in 1, 2 and 3D cartesian geometries. All the thesis were devoted to the numerical solution of the neutron multigroup diffusion and transport equations, few of them including the time dependence, most of them related with steady state diffusion equations. The main contributions were as follows: high order nodal schemes for the primal and mixed forms of the diffusion equations, block-centered finite-differences methods, post-processing, composite nodal finite elements for hexagons, and weakly and strongly discontinuous schemes for the transport equation. Some of these are now being used by several researchers involved in nuclear fuel management. (Author)

  3. Nodal methods in numerical reactor calculations

    Energy Technology Data Exchange (ETDEWEB)

    Hennart, J P [UNAM, IIMAS, A.P. 20-726, 01000 Mexico D.F. (Mexico); Valle, E del [National Polytechnic Institute, School of Physics and Mathematics, Department of Nuclear Engineering, Mexico, D.F. (Mexico)

    2004-07-01

    The present work describes the antecedents, developments and applications started in 1972 with Prof. Hennart who was invited to be part of the staff of the Nuclear Engineering Department at the School of Physics and Mathematics of the National Polytechnic Institute. Since that time and up to 1981, several master theses based on classical finite element methods were developed with applications in point kinetics and in the steady state as well as the time dependent multigroup diffusion equations. After this period the emphasis moved to nodal finite elements in 1, 2 and 3D cartesian geometries. All the thesis were devoted to the numerical solution of the neutron multigroup diffusion and transport equations, few of them including the time dependence, most of them related with steady state diffusion equations. The main contributions were as follows: high order nodal schemes for the primal and mixed forms of the diffusion equations, block-centered finite-differences methods, post-processing, composite nodal finite elements for hexagons, and weakly and strongly discontinuous schemes for the transport equation. Some of these are now being used by several researchers involved in nuclear fuel management. (Author)

  4. Three-Step Predictor-Corrector of Exponential Fitting Method for Nonlinear Schroedinger Equations

    International Nuclear Information System (INIS)

    Tang Chen; Zhang Fang; Yan Haiqing; Luo Tao; Chen Zhanqing

    2005-01-01

    We develop the three-step explicit and implicit schemes of exponential fitting methods. We use the three-step explicit exponential fitting scheme to predict an approximation, then use the three-step implicit exponential fitting scheme to correct this prediction. This combination is called the three-step predictor-corrector of exponential fitting method. The three-step predictor-corrector of exponential fitting method is applied to numerically compute the coupled nonlinear Schroedinger equation and the nonlinear Schroedinger equation with varying coefficients. The numerical results show that the scheme is highly accurate.

  5. Error Analysis of Galerkin's Method for Semilinear Equations

    Directory of Open Access Journals (Sweden)

    Tadashi Kawanago

    2012-01-01

    Full Text Available We establish a general existence result for Galerkin's approximate solutions of abstract semilinear equations and conduct an error analysis. Our results may be regarded as some extension of a precedent work (Schultz 1969. The derivation of our results is, however, different from the discussion in his paper and is essentially based on the convergence theorem of Newton’s method and some techniques for deriving it. Some of our results may be applicable for investigating the quality of numerical verification methods for solutions of ordinary and partial differential equations.

  6. GHM method for obtaining rationalsolutions of nonlinear differential equations.

    Science.gov (United States)

    Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

    2015-01-01

    In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.

  7. Modified Splitting FDTD Methods for Two-Dimensional Maxwell’s Equations

    Directory of Open Access Journals (Sweden)

    Liping Gao

    2017-01-01

    Full Text Available In this paper, we develop a new method to reduce the error in the splitting finite-difference method of Maxwell’s equations. By this method two modified splitting FDTD methods (MS-FDTDI, MS-FDTDII for the two-dimensional Maxwell equations are proposed. It is shown that the two methods are second-order accurate in time and space and unconditionally stable by Fourier methods. By energy method, it is proved that MS-FDTDI is second-order convergent. By deriving the numerical dispersion (ND relations, we prove rigorously that MS-FDTDI has less ND errors than the ADI-FDTD method and the ND errors of ADI-FDTD are less than those of MS-FDTDII. Numerical experiments for computing ND errors and simulating a wave guide problem and a scattering problem are carried out and the efficiency of the MS-FDTDI and MS-FDTDII methods is confirmed.

  8. Numerical method for solving integral equations of neutron transport. II

    International Nuclear Information System (INIS)

    Loyalka, S.K.; Tsai, R.W.

    1975-01-01

    In a recent paper it was pointed out that the weakly singular integral equations of neutron transport can be quite conveniently solved by a method based on subtraction of singularity. This previous paper was devoted entirely to the consideration of simple one-dimensional isotropic-scattering and one-group problems. The present paper constitutes interesting extensions of the previous work in that in addition to a typical two-group anisotropic-scattering albedo problem in the slab geometry, the method is also applied to an isotropic-scattering problem in the x-y geometry. These results are compared with discrete S/sub N/ (ANISN or TWOTRAN-II) results, and for the problems considered here, the proposed method is found to be quite effective. Thus, the method appears to hold considerable potential for future applications. (auth)

  9. Solution of the porous media equation by Adomian's decomposition method

    International Nuclear Information System (INIS)

    Pamuk, Serdal

    2005-01-01

    The particular exact solutions of the porous media equation that usually occurs in nonlinear problems of heat and mass transfer, and in biological systems are obtained using Adomian's decomposition method. Also, numerical comparison of particular solutions in the decomposition method indicate that there is a very good agreement between the numerical solutions and particular exact solutions in terms of efficiency and accuracy

  10. Inverse Free Iterative Methods for Nonlinear Ill-Posed Operator Equations

    Directory of Open Access Journals (Sweden)

    Ioannis K. Argyros

    2014-01-01

    ill-posed operator equation F(x=y. The proposed method is a modified form of Tikhonov gradient (TIGRA method considered by Ramlau (2003. The regularization parameter is chosen according to the balancing principle considered by Pereverzev and Schock (2005. The error estimate is derived under a general source condition and is of optimal order. Some numerical examples involving integral equations are also given in this paper.

  11. Numerical Solution of the Electron Transport Equation in the Upper Atmosphere

    Energy Technology Data Exchange (ETDEWEB)

    Woods, Mark Christopher [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Holmes, Mark [Rensselaer Polytechnic Inst., Troy, NY (United States); Sailor, William C [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2017-07-01

    A new approach for solving the electron transport equation in the upper atmosphere is derived. The problem is a very stiff boundary value problem, and to obtain an accurate numerical solution, matrix factorizations are used to decouple the fast and slow modes. A stable finite difference method is applied to each mode. This solver is applied to a simplifieed problem for which an exact solution exists using various versions of the boundary conditions that might arise in a natural auroral display. The numerical and exact solutions are found to agree with each other to at least two significant digits.

  12. A new numerical treatment based on Lucas polynomials for 1D and 2D sinh-Gordon equation

    Science.gov (United States)

    Oruç, Ömer

    2018-04-01

    In this paper, a new mixed method based on Lucas and Fibonacci polynomials is developed for numerical solutions of 1D and 2D sinh-Gordon equations. Firstly time variable discretized by central finite difference and then unknown function and its derivatives are expanded to Lucas series. With the help of these series expansion and Fibonacci polynomials, matrices for differentiation are derived. With this approach, finding the solution of sinh-Gordon equation transformed to finding the solution of an algebraic system of equations. Lucas series coefficients are acquired by solving this system of algebraic equations. Then by plugginging these coefficients into Lucas series expansion numerical solutions can be obtained consecutively. The main objective of this paper is to demonstrate that Lucas polynomial based method is convenient for 1D and 2D nonlinear problems. By calculating L2 and L∞ error norms of some 1D and 2D test problems efficiency and performance of the proposed method is monitored. Acquired accurate results confirm the applicability of the method.

  13. Alternating-direction implicit numerical solution of the time-dependent, three-dimensional, single fluid, resistive magnetohydrodynamic equations

    Energy Technology Data Exchange (ETDEWEB)

    Finan, C.H. III

    1980-12-01

    Resistive magnetohydrodynamics (MHD) is described by a set of eight coupled, nonlinear, three-dimensional, time-dependent, partial differential equations. A computer code, IMP (Implicit MHD Program), has been developed to solve these equations numerically by the method of finite differences on an Eulerian mesh. In this model, the equations are expressed in orthogonal curvilinear coordinates, making the code applicable to a variety of coordinate systems. The Douglas-Gunn algorithm for Alternating-Direction Implicit (ADI) temporal advancement is used to avoid the limitations in timestep size imposed by explicit methods. The equations are solved simultaneously to avoid syncronization errors.

  14. Two modified symplectic partitioned Runge-Kutta methods for solving the elastic wave equation

    Science.gov (United States)

    Su, Bo; Tuo, Xianguo; Xu, Ling

    2017-08-01

    Based on a modified strategy, two modified symplectic partitioned Runge-Kutta (PRK) methods are proposed for the temporal discretization of the elastic wave equation. The two symplectic schemes are similar in form but are different in nature. After the spatial discretization of the elastic wave equation, the ordinary Hamiltonian formulation for the elastic wave equation is presented. The PRK scheme is then applied for time integration. An additional term associated with spatial discretization is inserted into the different stages of the PRK scheme. Theoretical analyses are conducted to evaluate the numerical dispersion and stability of the two novel PRK methods. A finite difference method is used to approximate the spatial derivatives since the two schemes are independent of the spatial discretization technique used. The numerical solutions computed by the two new schemes are compared with those computed by a conventional symplectic PRK. The numerical results, which verify the new method, are superior to those generated by traditional conventional methods in seismic wave modeling.

  15. Numerical solutions of the monoenergetic neutron transport equation with anisotropic scattering

    International Nuclear Information System (INIS)

    Dahl, B.

    1985-01-01

    The Boltzmann equation for monoenergetic neutrons has been solved numerically with high accuracy for homogeneous slabs and spheres with various degree of linear anisotropy. Vacuum boundary conditions are used. The numerical method is based on previous work by Carlvik. Benchmark values of the criticality factor and higher order eigenvalues are given for multiplying systems of thickness or diameter from 10 -5 to 20 mean free paths and with anisotropy coefficients from 0.0 to 0.3. For slab geometry, both even and odd mode eigenvalues are treated. With increasing anisotropy, an increasing number of complex eigenvalues is observer. The total flux is calculated from the eigenvector and tables of the fundamental mode flux are given. Accurate extrapolation distances are derived for various dimensions and anisotropy coefficients from our eigenvalue results on slabs and spheres and from the work by Sanchez on infinite cylinders.The time eigenvalue spectrum in subcritical systems has also been studied. First, the connection between the eigenvalues arising from the time dependent and stationary transport equation is established. Based on this, the spectrum of real time eigenvalues in slabs and spheres is calculated. For spheres, the existence of complex time eigenvalues in the region beyond the value corresponding to the Corngold limit is numerically established. The presence of such eigenvalues has earlier not been proved. It is further shown that the Boltzmann equation for a sphere is significantly simplified when the decay constant is at the Corngold limit. The spectrum of sphere diameters corresponding to this decay constant is calculated for various linear anisotropies, and detailed numerical results are given. (Author)

  16. Numerical Calculation of Transport Based on the Drift Kinetic Equation for plasmas in General Toroidal Magnetic Geometry

    International Nuclear Information System (INIS)

    Reynolds, J. M.; Lopez-Bruna, D.

    2009-01-01

    This report is the first of a series dedicated to the numerical calculation of the evolution of fusion plasmas in general toroidal geometry, including TJ-II plasmas. A kinetic treatment has been chosen: the evolution equation of the distribution function of one or several plasma species is solved in guiding center coordinates. The distribution function is written as a Maxwellian one modulated by polynomial series in the kinetic coordinates with no other approximations than those of the guiding center itself and the computation capabilities. The code allows also for the inclusion of the three-dimensional electrostatic potential in a self-consistent manner, but the initial objective has been set to solving only the neoclassical transport. A high order conservative method (Spectral Difference Method) has been chosen in order to discretized the equation for its numerical solution. In this first report, in addition to justifying the work, the evolution equation and its approximations are described, as well as the baseline of the numerical procedures. (Author) 28 refs

  17. Numerical methods for the simulation of particle generated electromagnetic fields in acclerator physics

    International Nuclear Information System (INIS)

    Lau, T.

    2006-01-01

    In this work modifications of the classical Particle-In-Cell method for the solution of the Maxwell-Vlasov equations are investigated with respect to their application in particle accelerator physics. The aim of the work is to find modifications of the method which minimize and under certain conditions even eliminate the numerical dispersion effect along the beam axis in the numerical solution of Maxwell's equations. This is achieved by the development of dedicated time-integration methods for the Finite Integration Technique and two Finite Volume Methods. The methods are theoretically investigated regarding the conservation of a discrete energy and the existence of a discrete continuity equation. Finally, some of the methods are applied to the simulation of a high frequency rf-gun. (orig.)

  18. Numerical Asymptotic Solutions Of Differential Equations

    Science.gov (United States)

    Thurston, Gaylen A.

    1992-01-01

    Numerical algorithms derived and compared with classical analytical methods. In method, expansions replaced with integrals evaluated numerically. Resulting numerical solutions retain linear independence, main advantage of asymptotic solutions.

  19. A Fibonacci collocation method for solving a class of Fredholm–Volterra integral equations in two-dimensional spaces

    Directory of Open Access Journals (Sweden)

    Farshid Mirzaee

    2014-06-01

    Full Text Available In this paper, we present a numerical method for solving two-dimensional Fredholm–Volterra integral equations (F-VIE. The method reduces the solution of these integral equations to the solution of a linear system of algebraic equations. The existence and uniqueness of the solution and error analysis of proposed method are discussed. The method is computationally very simple and attractive. Finally, numerical examples illustrate the efficiency and accuracy of the method.

  20. Convergence acceleration of Navier-Stokes equation using adaptive wavelet method

    International Nuclear Information System (INIS)

    Kang, Hyung Min; Ghafoor, Imran; Lee, Do Hyung

    2010-01-01

    An efficient adaptive wavelet method is proposed for the enhancement of computational efficiency of the Navier-Stokes equations. The method is based on sparse point representation (SPR), which uses the wavelet decomposition and thresholding to obtain a sparsely distributed dataset. The threshold mechanism is modified in order to maintain the spatial accuracy of a conventional Navier-Stokes solver by adapting the threshold value to the order of spatial truncation error. The computational grid can be dynamically adapted to a transient solution to reflect local changes in the solution. The flux evaluation is then carried out only at the points of the adapted dataset, which reduces the computational effort and memory requirements. A stabilization technique is also implemented to avoid the additional numerical errors introduced by the threshold procedure. The numerical results of the adaptive wavelet method are compared with a conventional solver to validate the enhancement in computational efficiency of Navier-Stokes equations without the degeneration of the numerical accuracy of a conventional solver

  1. Linearly decoupled energy-stable numerical methods for multi-component two-phase compressible flow

    KAUST Repository

    Kou, Jisheng

    2017-12-06

    In this paper, for the first time we propose two linear, decoupled, energy-stable numerical schemes for multi-component two-phase compressible flow with a realistic equation of state (e.g. Peng-Robinson equation of state). The methods are constructed based on the scalar auxiliary variable (SAV) approaches for Helmholtz free energy and the intermediate velocities that are designed to decouple the tight relationship between velocity and molar densities. The intermediate velocities are also involved in the discrete momentum equation to ensure a consistency relationship with the mass balance equations. Moreover, we propose a component-wise SAV approach for a multi-component fluid, which requires solving a sequence of linear, separate mass balance equations. We prove that the methods have the unconditional energy-dissipation feature. Numerical results are presented to verify the effectiveness of the proposed methods.

  2. Local linearization methods for the numerical integration of ordinary differential equations: An overview

    International Nuclear Information System (INIS)

    Jimenez, J.C.

    2009-06-01

    Local Linearization (LL) methods conform a class of one-step explicit integrators for ODEs derived from the following primary and common strategy: the vector field of the differential equation is locally (piecewise) approximated through a first-order Taylor expansion at each time step, thus obtaining successive linear equations that are explicitly integrated. Hereafter, the LL approach may include some additional strategies to improve that basic affine approximation. Theoretical and practical results have shown that the LL integrators have a number of convenient properties. These include arbitrary order of convergence, A-stability, linearization preserving, regularity under quite general conditions, preservation of the dynamics of the exact solution around hyperbolic equilibrium points and periodic orbits, integration of stiff and high-dimensional equations, low computational cost, and others. In this paper, a review of the LL methods and their properties is presented. (author)

  3. Numerical method for multigroup one-dimensional SN eigenvalue problems with no spatial truncation error

    International Nuclear Information System (INIS)

    Abreu, M.P.; Filho, H.A.; Barros, R.C.

    1993-01-01

    The authors describe a new nodal method for multigroup slab-geometry discrete ordinates S N eigenvalue problems that is completely free from all spatial truncation errors. The unknowns in the method are the node-edge angular fluxes, the node-average angular fluxes, and the effective multiplication factor k eff . The numerical values obtained for these quantities are exactly those of the dominant analytic solution of the S N eigenvalue problem apart from finite arithmetic considerations. This method is based on the use of the standard balance equation and two nonstandard auxiliary equations. In the nonmultiplying regions, e.g., the reflector, we use the multigroup spectral Green's function (SGF) auxiliary equations. In the fuel regions, we use the multigroup spectral diamond (SD) auxiliary equations. The SD auxiliary equation is an extension of the conventional auxiliary equation used in the diamond difference (DD) method. This hybrid characteristic of the SD-SGF method improves both the numerical stability and the convergence rate

  4. Application of the finite element method to the neutron transport equation

    International Nuclear Information System (INIS)

    Martin, W.R.

    1976-01-01

    This paper examines the theoretical and practical application of the finite element method to the neutron transport equation. It is shown that in principle the system of equations obtained by application of the finite element method can be solved with certain physical restrictions concerning the criticality of the medium. The convergence of this approximate solution to the exact solution with mesh refinement is examined, and a non-optical estimate of the convergence rate is obtained analytically. It is noted that the numerical results indicate a faster convergence rate and several approaches to obtain this result analytically are outlined. The practical application of the finite element method involved the development of a computer code capable of solving the neutron transport equation in 1-D plane geometry. Vacuum, reflecting, or specified incoming boundary conditions may be analyzed, and all are treated as natural boundary conditions. The time-dependent transport equation is also examined and it is shown that the application of the finite element method in conjunction with the Crank-Nicholson time discretization method results in a system of algebraic equations which is readily solved. Numerical results are given for several critical slab eigenvalue problems, including anisotropic scattering, and the results compare extremely well with benchmark results. It is seen that the finite element code is more efficient than a standard discrete ordinates code for certain problems. A problem with severe heterogeneities is considered and it is shown that the use of discontinuous spatial and angular elements results in a marked improvement in the results. Finally, time-dependent problems are examined and it is seen that the phenomenon of angular mode separation makes the numerical treatment of the transport equation in slab geometry a considerable challenge, with the result that the angular mesh has a dominant effect on obtaining acceptable solutions

  5. A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

    Science.gov (United States)

    Motsa, S S; Magagula, V M; Sibanda, P

    2014-01-01

    This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

  6. A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

    Directory of Open Access Journals (Sweden)

    S. S. Motsa

    2014-01-01

    Full Text Available This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs. The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

  7. A numerical method for solving singular De`s

    Energy Technology Data Exchange (ETDEWEB)

    Mahaver, W.T.

    1996-12-31

    A numerical method is developed for solving singular differential equations using steepest descent based on weighted Sobolev gradients. The method is demonstrated on a variety of first and second order problems, including linear constrained, unconstrained, and partially constrained first order problems, a nonlinear first order problem with irregular singularity, and two second order variational problems.

  8. Fast and high-order numerical algorithms for the solution of multidimensional nonlinear fractional Ginzburg-Landau equation

    Science.gov (United States)

    Mohebbi, Akbar

    2018-02-01

    In this paper we propose two fast and accurate numerical methods for the solution of multidimensional space fractional Ginzburg-Landau equation (FGLE). In the presented methods, to avoid solving a nonlinear system of algebraic equations and to increase the accuracy and efficiency of method, we split the complex problem into simpler sub-problems using the split-step idea. For a homogeneous FGLE, we propose a method which has fourth-order of accuracy in time component and spectral accuracy in space variable and for nonhomogeneous one, we introduce another scheme based on the Crank-Nicolson approach which has second-order of accuracy in time variable. Due to using the Fourier spectral method for fractional Laplacian operator, the resulting schemes are fully diagonal and easy to code. Numerical results are reported in terms of accuracy, computational order and CPU time to demonstrate the accuracy and efficiency of the proposed methods and to compare the results with the analytical solutions. The results show that the present methods are accurate and require low CPU time. It is illustrated that the numerical results are in good agreement with the theoretical ones.

  9. Numerical solutions of the semiclassical Boltzmann ellipsoidal-statistical kinetic model equation

    Science.gov (United States)

    Yang, Jaw-Yen; Yan, Chin-Yuan; Huang, Juan-Chen; Li, Zhihui

    2014-01-01

    Computations of rarefied gas dynamical flows governed by the semiclassical Boltzmann ellipsoidal-statistical (ES) kinetic model equation using an accurate numerical method are presented. The semiclassical ES model was derived through the maximum entropy principle and conserves not only the mass, momentum and energy, but also contains additional higher order moments that differ from the standard quantum distributions. A different decoding procedure to obtain the necessary parameters for determining the ES distribution is also devised. The numerical method in phase space combines the discrete-ordinate method in momentum space and the high-resolution shock capturing method in physical space. Numerical solutions of two-dimensional Riemann problems for two configurations covering various degrees of rarefaction are presented and various contours of the quantities unique to this new model are illustrated. When the relaxation time becomes very small, the main flow features a display similar to that of ideal quantum gas dynamics, and the present solutions are found to be consistent with existing calculations for classical gas. The effect of a parameter that permits an adjustable Prandtl number in the flow is also studied. PMID:25104904

  10. A Laplace transform certified reduced basis method; application to the heat equation and wave equation

    OpenAIRE

    Knezevic, David; Patera, Anthony T.; Huynh, Dinh Bao Phuong

    2010-01-01

    We present a certified reduced basis (RB) method for the heat equation and wave equation. The critical ingredients are certified RB approximation of the Laplace transform; the inverse Laplace transform to develop the time-domain RB output approximation and rigorous error bound; a (Butterworth) filter in time to effect the necessary “modal” truncation; RB eigenfunction decomposition and contour integration for Offline–Online decomposition. We present numerical results to demonstrate the accura...

  11. A cubic B-spline Galerkin approach for the numerical simulation of the GEW equation

    Directory of Open Access Journals (Sweden)

    S. Battal Gazi Karakoç

    2016-02-01

    Full Text Available The generalized equal width (GEW wave equation is solved numerically by using lumped Galerkin approach with cubic B-spline functions. The proposed numerical scheme is tested by applying two test problems including single solitary wave and interaction of two solitary waves. In order to determine the performance of the algorithm, the error norms L2 and L∞ and the invariants I1, I2 and I3 are calculated. For the linear stability analysis of the numerical algorithm, von Neumann approach is used. As a result, the obtained findings show that the presented numerical scheme is preferable to some recent numerical methods.  

  12. Numerical solution of the Neutron Transport Equation using discontinuous nodal methods at X-Y geometry

    International Nuclear Information System (INIS)

    Delfin L, A.

    1996-01-01

    The purpose of this work is to solve the neutron transport equation in discrete-ordinates and X-Y geometry by developing and using the strong discontinuous and strong modified discontinuous nodal finite element schemes. The strong discontinuous and modified strong discontinuous nodal finite element schemes go from two to ten interpolation parameters per cell. They are describing giving a set D c and polynomial space S c corresponding for each scheme BDMO, RTO, BL, BDM1, HdV, BDFM1, RT1, BQ and BDM2. The solution is obtained solving the neutron transport equation moments for each nodal scheme by developing the basis functions defined by Pascal triangle and the Legendre moments giving in the polynomial space S c and, finally, looking for the non singularity of the resulting linear system. The linear system is numerically solved using a computer program for each scheme mentioned . It uses the LU method and forward and backward substitution and makes a partition of the domain in cells. The source terms and angular flux are calculated, using the directions and weights associated to the S N approximation and solving the angular flux moments to find the effective multiplication constant. The programs are written in Fortran language, using the dynamic allocation of memory to increase efficiently the available memory of the computing equipment. (Author)

  13. An Equation-Type Approach for the Numerical Solution of the Partial Differential Equations Governing Transport Phenomena in Porous Media

    KAUST Repository

    Sun, Shuyu

    2012-06-02

    A new technique for the numerical solution of the partial differential equations governing transport phenomena in porous media is introduced. In this technique, the governing equations as depicted from the physics of the problem are used without extra manipulations. In other words, there is no need to reduce the number of governing equations by some sort of mathematical manipulations. This technique enables the separation of the physics part of the problem and the solver part, which makes coding more robust and could be used in several other applications with little or no modifications (e.g., multi-phase flow in porous media). In this method, one abandons the need to construct the coefficient matrix for the pressure equation. Alternatively, the coefficients are automatically generated within the solver routine. We show examples of using this technique to solving several flow problems in porous media.

  14. An Equation-Type Approach for the Numerical Solution of the Partial Differential Equations Governing Transport Phenomena in Porous Media

    KAUST Repository

    Sun, Shuyu; Salama, Amgad; El-Amin, Mohamed

    2012-01-01

    A new technique for the numerical solution of the partial differential equations governing transport phenomena in porous media is introduced. In this technique, the governing equations as depicted from the physics of the problem are used without extra manipulations. In other words, there is no need to reduce the number of governing equations by some sort of mathematical manipulations. This technique enables the separation of the physics part of the problem and the solver part, which makes coding more robust and could be used in several other applications with little or no modifications (e.g., multi-phase flow in porous media). In this method, one abandons the need to construct the coefficient matrix for the pressure equation. Alternatively, the coefficients are automatically generated within the solver routine. We show examples of using this technique to solving several flow problems in porous media.

  15. Novel Parallel Numerical Methods for Radiation and Neutron Transport

    International Nuclear Information System (INIS)

    Brown, P N

    2001-01-01

    In many of the multiphysics simulations performed at LLNL, transport calculations can take up 30 to 50% of the total run time. If Monte Carlo methods are used, the percentage can be as high as 80%. Thus, a significant core competence in the formulation, software implementation, and solution of the numerical problems arising in transport modeling is essential to Laboratory and DOE research. In this project, we worked on developing scalable solution methods for the equations that model the transport of photons and neutrons through materials. Our goal was to reduce the transport solve time in these simulations by means of more advanced numerical methods and their parallel implementations. These methods must be scalable, that is, the time to solution must remain constant as the problem size grows and additional computer resources are used. For iterative methods, scalability requires that (1) the number of iterations to reach convergence is independent of problem size, and (2) that the computational cost grows linearly with problem size. We focused on deterministic approaches to transport, building on our earlier work in which we performed a new, detailed analysis of some existing transport methods and developed new approaches. The Boltzmann equation (the underlying equation to be solved) and various solution methods have been developed over many years. Consequently, many laboratory codes are based on these methods, which are in some cases decades old. For the transport of x-rays through partially ionized plasmas in local thermodynamic equilibrium, the transport equation is coupled to nonlinear diffusion equations for the electron and ion temperatures via the highly nonlinear Planck function. We investigated the suitability of traditional-solution approaches to transport on terascale architectures and also designed new scalable algorithms; in some cases, we investigated hybrid approaches that combined both

  16. Stable multi-domain spectral penalty methods for fractional partial differential equations

    Science.gov (United States)

    Xu, Qinwu; Hesthaven, Jan S.

    2014-01-01

    We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.

  17. A study on linear and nonlinear Schrodinger equations by the variational iteration method

    International Nuclear Information System (INIS)

    Wazwaz, Abdul-Majid

    2008-01-01

    In this work, we introduce a framework to obtain exact solutions to linear and nonlinear Schrodinger equations. The He's variational iteration method (VIM) is used for analytic treatment of these equations. Numerical examples are tested to show the pertinent features of this method

  18. Solving the Helmholtz equation in conformal mapped ARROWstructures using homotopy perturbation method

    DEFF Research Database (Denmark)

    Reck, Kasper; Thomsen, Erik Vilain; Hansen, Ole

    2011-01-01

    . The solution of the mapped Helmholtz equation is found by solving an infinite series of Poisson equations using two dimensional Fourier series. The solution is entirely based on analytical expressions and is not mesh dependent. The analytical results are compared to a numerical (finite element method) solution......The scalar wave equation, or Helmholtz equation, describes within a certain approximation the electromagnetic field distribution in a given system. In this paper we show how to solve the Helmholtz equation in complex geometries using conformal mapping and the homotopy perturbation method...

  19. Numerical solution of an inverse 2D Cauchy problem connected with the Helmholtz equation

    International Nuclear Information System (INIS)

    Wei, T; Qin, H H; Shi, R

    2008-01-01

    In this paper, the Cauchy problem for the Helmholtz equation is investigated. By Green's formulation, the problem can be transformed into a moment problem. Then we propose a numerical algorithm for obtaining an approximate solution to the Neumann data on the unspecified boundary. Error estimate and convergence analysis have also been given. Finally, we present numerical results for several examples and show the effectiveness of the proposed method

  20. Molecular dynamics with deterministic and stochastic numerical methods

    CERN Document Server

    Leimkuhler, Ben

    2015-01-01

    This book describes the mathematical underpinnings of algorithms used for molecular dynamics simulation, including both deterministic and stochastic numerical methods. Molecular dynamics is one of the most versatile and powerful methods of modern computational science and engineering and is used widely in chemistry, physics, materials science and biology. Understanding the foundations of numerical methods means knowing how to select the best one for a given problem (from the wide range of techniques on offer) and how to create new, efficient methods to address particular challenges as they arise in complex applications.  Aimed at a broad audience, this book presents the basic theory of Hamiltonian mechanics and stochastic differential equations, as well as topics including symplectic numerical methods, the handling of constraints and rigid bodies, the efficient treatment of Langevin dynamics, thermostats to control the molecular ensemble, multiple time-stepping, and the dissipative particle dynamics method...

  1. A second order discontinuous Galerkin fast sweeping method for Eikonal equations

    Science.gov (United States)

    Li, Fengyan; Shu, Chi-Wang; Zhang, Yong-Tao; Zhao, Hongkai

    2008-09-01

    In this paper, we construct a second order fast sweeping method with a discontinuous Galerkin (DG) local solver for computing viscosity solutions of a class of static Hamilton-Jacobi equations, namely the Eikonal equations. Our piecewise linear DG local solver is built on a DG method developed recently [Y. Cheng, C.-W. Shu, A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations, Journal of Computational Physics 223 (2007) 398-415] for the time-dependent Hamilton-Jacobi equations. The causality property of Eikonal equations is incorporated into the design of this solver. The resulting local nonlinear system in the Gauss-Seidel iterations is a simple quadratic system and can be solved explicitly. The compactness of the DG method and the fast sweeping strategy lead to fast convergence of the new scheme for Eikonal equations. Extensive numerical examples verify efficiency, convergence and second order accuracy of the proposed method.

  2. The Method of Lines Solution of the Regularized Long-Wave Equation Using Runge-Kutta Time Discretization Method

    Directory of Open Access Journals (Sweden)

    H. O. Bakodah

    2013-01-01

    Full Text Available A method of lines approach to the numerical solution of nonlinear wave equations typified by the regularized long wave (RLW is presented. The method developed uses a finite differences discretization to the space. Solution of the resulting system was obtained by applying fourth Runge-Kutta time discretization method. Using Von Neumann stability analysis, it is shown that the proposed method is marginally stable. To test the accuracy of the method some numerical experiments on test problems are presented. Test problems including solitary wave motion, two-solitary wave interaction, and the temporal evaluation of a Maxwellian initial pulse are studied. The accuracy of the present method is tested with and error norms and the conservation properties of mass, energy, and momentum under the RLW equation.

  3. Numerical bifurcation analysis of a class of nonlinear renewal equations

    NARCIS (Netherlands)

    Breda, Dimitri; Diekmann, Odo; Liessi, Davide; Scarabel, Francesca

    2016-01-01

    We show, by way of an example, that numerical bifurcation tools for ODE yield reliable bifurcation diagrams when applied to the pseudospectral approximation of a one-parameter family of nonlinear renewal equations. The example resembles logistic-and Ricker-type population equations and exhibits

  4. Operator theory and numerical methods

    CERN Document Server

    Fujita, H; Suzuki, T

    2001-01-01

    In accordance with the developments in computation, theoretical studies on numerical schemes are now fruitful and highly needed. In 1991 an article on the finite element method applied to evolutionary problems was published. Following the method, basically this book studies various schemes from operator theoretical points of view. Many parts are devoted to the finite element method, but other schemes and problems (charge simulation method, domain decomposition method, nonlinear problems, and so forth) are also discussed, motivated by the observation that practically useful schemes have fine mathematical structures and the converses are also true. This book has the following chapters: 1. Boundary Value Problems and FEM. 2. Semigroup Theory and FEM. 3. Evolution Equations and FEM. 4. Other Methods in Time Discretization. 5. Other Methods in Space Discretization. 6. Nonlinear Problems. 7. Domain Decomposition Method.

  5. Numerical methods in multibody dynamics

    CERN Document Server

    Eich-Soellner, Edda

    1998-01-01

    Today computers play an important role in the development of complex mechanical systems, such as cars, railway vehicles or machines. Efficient simulation of these systems is only possible when based on methods that explore the strong link between numerics and computational mechanics. This book gives insight into modern techniques of numerical mathematics in the light of an interesting field of applications: multibody dynamics. The important interaction between modeling and solution techniques is demonstrated by using a simplified multibody model of a truck. Different versions of this mechanical model illustrate all key concepts in static and dynamic analysis as well as in parameter identification. The book focuses in particular on constrained mechanical systems. Their formulation in terms of differential-algebraic equations is the backbone of nearly all chapters. The book is written for students and teachers in numerical analysis and mechanical engineering as well as for engineers in industrial research labor...

  6. Numerics made easy: solving the Navier-Stokes equation for arbitrary channel cross-sections using Microsoft Excel.

    Science.gov (United States)

    Richter, Christiane; Kotz, Frederik; Giselbrecht, Stefan; Helmer, Dorothea; Rapp, Bastian E

    2016-06-01

    The fluid mechanics of microfluidics is distinctively simpler than the fluid mechanics of macroscopic systems. In macroscopic systems effects such as non-laminar flow, convection, gravity etc. need to be accounted for all of which can usually be neglected in microfluidic systems. Still, there exists only a very limited selection of channel cross-sections for which the Navier-Stokes equation for pressure-driven Poiseuille flow can be solved analytically. From these equations, velocity profiles as well as flow rates can be calculated. However, whenever a cross-section is not highly symmetric (rectangular, elliptical or circular) the Navier-Stokes equation can usually not be solved analytically. In all of these cases, numerical methods are required. However, in many instances it is not necessary to turn to complex numerical solver packages for deriving, e.g., the velocity profile of a more complex microfluidic channel cross-section. In this paper, a simple spreadsheet analysis tool (here: Microsoft Excel) will be used to implement a simple numerical scheme which allows solving the Navier-Stokes equation for arbitrary channel cross-sections.

  7. An Efficient Numerical Approach for Solving Nonlinear Coupled Hyperbolic Partial Differential Equations with Nonlocal Conditions

    Directory of Open Access Journals (Sweden)

    A. H. Bhrawy

    2014-01-01

    Full Text Available One of the most important advantages of collocation method is the possibility of dealing with nonlinear partial differential equations (PDEs as well as PDEs with variable coefficients. A numerical solution based on a Jacobi collocation method is extended to solve nonlinear coupled hyperbolic PDEs with variable coefficients subject to initial-boundary nonlocal conservation conditions. This approach, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled hyperbolic PDEs with variable coefficients to a system of nonlinear ordinary differential equation which is far easier to solve. In fact, we deal with initial-boundary coupled hyperbolic PDEs with variable coefficients as well as initial-nonlocal conditions. Using triangular, soliton, and exponential-triangular solutions as exact solutions, the obtained results show that the proposed numerical algorithm is efficient and very accurate.

  8. Solving the interval type-2 fuzzy polynomial equation using the ranking method

    Science.gov (United States)

    Rahman, Nurhakimah Ab.; Abdullah, Lazim

    2014-07-01

    Polynomial equations with trapezoidal and triangular fuzzy numbers have attracted some interest among researchers in mathematics, engineering and social sciences. There are some methods that have been developed in order to solve these equations. In this study we are interested in introducing the interval type-2 fuzzy polynomial equation and solving it using the ranking method of fuzzy numbers. The ranking method concept was firstly proposed to find real roots of fuzzy polynomial equation. Therefore, the ranking method is applied to find real roots of the interval type-2 fuzzy polynomial equation. We transform the interval type-2 fuzzy polynomial equation to a system of crisp interval type-2 fuzzy polynomial equation. This transformation is performed using the ranking method of fuzzy numbers based on three parameters, namely value, ambiguity and fuzziness. Finally, we illustrate our approach by numerical example.

  9. Sufficient Descent Conjugate Gradient Methods for Solving Convex Constrained Nonlinear Monotone Equations

    Directory of Open Access Journals (Sweden)

    San-Yang Liu

    2014-01-01

    Full Text Available Two unified frameworks of some sufficient descent conjugate gradient methods are considered. Combined with the hyperplane projection method of Solodov and Svaiter, they are extended to solve convex constrained nonlinear monotone equations. Their global convergence is proven under some mild conditions. Numerical results illustrate that these methods are efficient and can be applied to solve large-scale nonsmooth equations.

  10. Numerical Solution of Nonlinear Volterra Integral Equations System Using Simpson’s 3/8 Rule

    Directory of Open Access Journals (Sweden)

    Adem Kılıçman

    2012-01-01

    Full Text Available The Simpson’s 3/8 rule is used to solve the nonlinear Volterra integral equations system. Using this rule the system is converted to a nonlinear block system and then by solving this nonlinear system we find approximate solution of nonlinear Volterra integral equations system. One of the advantages of the proposed method is its simplicity in application. Further, we investigate the convergence of the proposed method and it is shown that its convergence is of order O(h4. Numerical examples are given to show abilities of the proposed method for solving linear as well as nonlinear systems. Our results show that the proposed method is simple and effective.

  11. Numerical solution of the Black-Scholes equation using cubic spline wavelets

    Science.gov (United States)

    Černá, Dana

    2016-12-01

    The Black-Scholes equation is used in financial mathematics for computation of market values of options at a given time. We use the θ-scheme for time discretization and an adaptive scheme based on wavelets for discretization on the given time level. Advantages of the proposed method are small number of degrees of freedom, high-order accuracy with respect to variables representing prices and relatively small number of iterations needed to resolve the problem with a desired accuracy. We use several cubic spline wavelet and multi-wavelet bases and discuss their advantages and disadvantages. We also compare an isotropic and anisotropic approach. Numerical experiments are presented for the two-dimensional Black-Scholes equation.

  12. Computational time analysis of the numerical solution of 3D electrostatic Poisson's equation

    Science.gov (United States)

    Kamboh, Shakeel Ahmed; Labadin, Jane; Rigit, Andrew Ragai Henri; Ling, Tech Chaw; Amur, Khuda Bux; Chaudhary, Muhammad Tayyab

    2015-05-01

    3D Poisson's equation is solved numerically to simulate the electric potential in a prototype design of electrohydrodynamic (EHD) ion-drag micropump. Finite difference method (FDM) is employed to discretize the governing equation. The system of linear equations resulting from FDM is solved iteratively by using the sequential Jacobi (SJ) and sequential Gauss-Seidel (SGS) methods, simulation results are also compared to examine the difference between the results. The main objective was to analyze the computational time required by both the methods with respect to different grid sizes and parallelize the Jacobi method to reduce the computational time. In common, the SGS method is faster than the SJ method but the data parallelism of Jacobi method may produce good speedup over SGS method. In this study, the feasibility of using parallel Jacobi (PJ) method is attempted in relation to SGS method. MATLAB Parallel/Distributed computing environment is used and a parallel code for SJ method is implemented. It was found that for small grid size the SGS method remains dominant over SJ method and PJ method while for large grid size both the sequential methods may take nearly too much processing time to converge. Yet, the PJ method reduces computational time to some extent for large grid sizes.

  13. Coupled double-distribution-function lattice Boltzmann method for the compressible Navier-Stokes equations.

    Science.gov (United States)

    Li, Q; He, Y L; Wang, Y; Tao, W Q

    2007-11-01

    A coupled double-distribution-function lattice Boltzmann method is developed for the compressible Navier-Stokes equations. Different from existing thermal lattice Boltzmann methods, this method can recover the compressible Navier-Stokes equations with a flexible specific-heat ratio and Prandtl number. In the method, a density distribution function based on a multispeed lattice is used to recover the compressible continuity and momentum equations, while the compressible energy equation is recovered by an energy distribution function. The energy distribution function is then coupled to the density distribution function via the thermal equation of state. In order to obtain an adjustable specific-heat ratio, a constant related to the specific-heat ratio is introduced into the equilibrium energy distribution function. Two different coupled double-distribution-function lattice Boltzmann models are also proposed in the paper. Numerical simulations are performed for the Riemann problem, the double-Mach-reflection problem, and the Couette flow with a range of specific-heat ratios and Prandtl numbers. The numerical results are found to be in excellent agreement with analytical and/or other solutions.

  14. A finite-element model in vorticity and current function for the numerical solution of the Navier-Stokes equations

    International Nuclear Information System (INIS)

    Cunha Furtado, F. da; Galeao, A.C.N.R.

    1984-01-01

    A numerical procedure for the integration of the incompressible Navier-Stokes equations, when expressed in terms of a stream function equation and a vorticity transport equation, is presented. This procedure comprises: the variational formulation of the equations, the construction of the approximation spaces by the finite element method and the discretization via the Galerkin method. For the stationary problems, the system of non-linear algebraic equations resulting from the discretization is solved by the Newton-Raphson algorithm. Finally, for the transient problems, the solution of the non-linear ordinary differential equations resulting from the spatial discretization is accomplished through a Crank-Nicolson scheme. (Author) [pt

  15. On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

    KAUST Repository

    Zygalakis, K. C.

    2011-01-01

    In this paper we describe a general framework for deriving modified equations for stochastic differential equations (SDEs) with respect to weak convergence. Modified equations are derived for a variety of numerical methods, such as the Euler or the Milstein method. Existence of higher order modified equations is also discussed. In the case of linear SDEs, using the Gaussianity of the underlying solutions, we derive an SDE which the numerical method solves exactly in the weak sense. Applications of modified equations in the numerical study of Langevin equations is also discussed. © 2011 Society for Industrial and Applied Mathematics.

  16. Numerical solution of multi groups point kinetic equations by simulink toolbox of Matlab software

    International Nuclear Information System (INIS)

    Hadad, K.; Mohamadi, A.; Sabet, H.; Ayobian, N.; Khani, M.

    2004-01-01

    The simulink toolbox of Matlab Software was employed to solve the point kinetics equation with six group delayed neutrons. The method of Adams-Bash ford showed a good convergence in solving the system of simultaneous equations and the obtained results showed good agreements with other numerical schemes. The flexibility of the package in changing the system parameters and the user friendly interface makes this approach a reliable educational package in revealing the affects of reactivity changes on power incursions

  17. Dynamical Systems Method and Applications Theoretical Developments and Numerical Examples

    CERN Document Server

    Ramm, Alexander G

    2012-01-01

    Demonstrates the application of DSM to solve a broad range of operator equations The dynamical systems method (DSM) is a powerful computational method for solving operator equations. With this book as their guide, readers will master the application of DSM to solve a variety of linear and nonlinear problems as well as ill-posed and well-posed problems. The authors offer a clear, step-by-step, systematic development of DSM that enables readers to grasp the method's underlying logic and its numerous applications. Dynamical Systems Method and Applications begins with a general introduction and

  18. Conservative numerical methods for solitary wave interactions

    Energy Technology Data Exchange (ETDEWEB)

    Duran, A; Lopez-Marcos, M A [Departamento de Matematica Aplicada y Computacion, Facultad de Ciencias, Universidad de Valladolid, Paseo del Prado de la Magdalena s/n, 47005 Valladolid (Spain)

    2003-07-18

    The purpose of this paper is to show the advantages that represent the use of numerical methods that preserve invariant quantities in the study of solitary wave interactions for the regularized long wave equation. It is shown that the so-called conservative methods are more appropriate to study the phenomenon and provide a dynamic point of view that allows us to estimate the changes in the parameters of the solitary waves after the collision.

  19. Conservative numerical schemes for Euler-Lagrange equations

    Energy Technology Data Exchange (ETDEWEB)

    Vazquez, L. [Universidad Complutense, Madrid (Spain). Dept. de Matematica Aplicada; Jimenez, S. [Universidad Alfonso X El Sabio, Madrid (Spain). Dept. de Matematica Aplicada

    1999-05-01

    As a preliminary step to study magnetic field lines, the authors seek numerical schemes that reproduce at discrete level the significant feature of the continuous model, based on an underling Lagrangian structure. The resulting scheme give discrete counterparts of the variation law for the energy as well of as the Euler-Lagrange equations and their symmetries.

  20. Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations

    Directory of Open Access Journals (Sweden)

    I. Amirali

    2014-01-01

    Full Text Available Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown.

  1. Detecting breast microcalcifications using super-resolution and wave-equation ultrasound imaging: a numerical phantom study

    Energy Technology Data Exchange (ETDEWEB)

    Huang, Lianjie [Los Alamos National Laboratory; Simonetti, Francesco [IMPERIAL COLLEGE LONDON; Huthwaite, Peter [IMPERIAL COLLEGE LONDON; Rosenberg, Robert [UNM; Williamson, Michael [UNM

    2010-01-01

    Ultrasound image resolution and quality need to be significantly improved for breast microcalcification detection. Super-resolution imaging with the factorization method has recently been developed as a promising tool to break through the resolution limit of conventional imaging. In addition, wave-equation reflection imaging has become an effective method to reduce image speckles by properly handling ultrasound scattering/diffraction from breast heterogeneities during image reconstruction. We explore the capabilities of a novel super-resolution ultrasound imaging method and a wave-equation reflection imaging scheme for detecting breast microcalcifications. Super-resolution imaging uses the singular value decomposition and a factorization scheme to achieve an image resolution that is not possible for conventional ultrasound imaging. Wave-equation reflection imaging employs a solution to the acoustic-wave equation in heterogeneous media to backpropagate ultrasound scattering/diffraction waves to scatters and form images of heterogeneities. We construct numerical breast phantoms using in vivo breast images, and use a finite-difference wave-equation scheme to generate ultrasound data scattered from inclusions that mimic microcalcifications. We demonstrate that microcalcifications can be detected at full spatial resolution using the super-resolution ultrasound imaging and wave-equation reflection imaging methods.

  2. Numerical Methods for Pricing American Options with Time-Fractional PDE Models

    Directory of Open Access Journals (Sweden)

    Zhiqiang Zhou

    2016-01-01

    Full Text Available In this paper we develop a Laplace transform method and a finite difference method for solving American option pricing problem when the change of the option price with time is considered as a fractal transmission system. In this scenario, the option price is governed by a time-fractional partial differential equation (PDE with free boundary. The Laplace transform method is applied to the time-fractional PDE. It then leads to a nonlinear equation for the free boundary (i.e., optimal early exercise boundary function in Laplace space. After numerically finding the solution of the nonlinear equation, the Laplace inversion is used to transform the approximate early exercise boundary into the time space. Finally the approximate price of the American option is obtained. A boundary-searching finite difference method is also proposed to solve the free-boundary time-fractional PDEs for pricing the American options. Numerical examples are carried out to compare the Laplace approach with the finite difference method and it is confirmed that the former approach is much faster than the latter one.

  3. Improved stochastic approximation methods for discretized parabolic partial differential equations

    Science.gov (United States)

    Guiaş, Flavius

    2016-12-01

    We present improvements of the stochastic direct simulation method, a known numerical scheme based on Markov jump processes which is used for approximating solutions of ordinary differential equations. This scheme is suited especially for spatial discretizations of evolution partial differential equations (PDEs). By exploiting the full path simulation of the stochastic method, we use this first approximation as a predictor and construct improved approximations by Picard iterations, Runge-Kutta steps, or a combination. This has as consequence an increased order of convergence. We illustrate the features of the improved method at a standard benchmark problem, a reaction-diffusion equation modeling a combustion process in one space dimension (1D) and two space dimensions (2D).

  4. The instanton method and its numerical implementation in fluid mechanics

    Science.gov (United States)

    Grafke, Tobias; Grauer, Rainer; Schäfer, Tobias

    2015-08-01

    A precise characterization of structures occurring in turbulent fluid flows at high Reynolds numbers is one of the last open problems of classical physics. In this review we discuss recent developments related to the application of instanton methods to turbulence. Instantons are saddle point configurations of the underlying path integrals. They are equivalent to minimizers of the related Freidlin-Wentzell action and known to be able to characterize rare events in such systems. While there is an impressive body of work concerning their analytical description, this review focuses on the question on how to compute these minimizers numerically. In a short introduction we present the relevant mathematical and physical background before we discuss the stochastic Burgers equation in detail. We present algorithms to compute instantons numerically by an efficient solution of the corresponding Euler-Lagrange equations. A second focus is the discussion of a recently developed numerical filtering technique that allows to extract instantons from direct numerical simulations. In the following we present modifications of the algorithms to make them efficient when applied to two- or three-dimensional (2D or 3D) fluid dynamical problems. We illustrate these ideas using the 2D Burgers equation and the 3D Navier-Stokes equations.

  5. The instanton method and its numerical implementation in fluid mechanics

    International Nuclear Information System (INIS)

    Grafke, Tobias; Grauer, Rainer; Schäfer, Tobias

    2015-01-01

    A precise characterization of structures occurring in turbulent fluid flows at high Reynolds numbers is one of the last open problems of classical physics. In this review we discuss recent developments related to the application of instanton methods to turbulence. Instantons are saddle point configurations of the underlying path integrals. They are equivalent to minimizers of the related Freidlin–Wentzell action and known to be able to characterize rare events in such systems. While there is an impressive body of work concerning their analytical description, this review focuses on the question on how to compute these minimizers numerically. In a short introduction we present the relevant mathematical and physical background before we discuss the stochastic Burgers equation in detail. We present algorithms to compute instantons numerically by an efficient solution of the corresponding Euler–Lagrange equations. A second focus is the discussion of a recently developed numerical filtering technique that allows to extract instantons from direct numerical simulations. In the following we present modifications of the algorithms to make them efficient when applied to two- or three-dimensional (2D or 3D) fluid dynamical problems. We illustrate these ideas using the 2D Burgers equation and the 3D Navier–Stokes equations. (topical review)

  6. Calculating qP-wave traveltimes in 2-D TTI media by high-order fast sweeping methods with a numerical quartic equation solver

    Science.gov (United States)

    Han, Song; Zhang, Wei; Zhang, Jie

    2017-09-01

    A fast sweeping method (FSM) determines the first arrival traveltimes of seismic waves by sweeping the velocity model in different directions meanwhile applying a local solver. It is an efficient way to numerically solve Hamilton-Jacobi equations for traveltime calculations. In this study, we develop an improved FSM to calculate the first arrival traveltimes of quasi-P (qP) waves in 2-D tilted transversely isotropic (TTI) media. A local solver utilizes the coupled slowness surface of qP and quasi-SV (qSV) waves to form a quartic equation, and solve it numerically to obtain possible traveltimes of qP-wave. The proposed quartic solver utilizes Fermat's principle to limit the range of the possible solution, then uses the bisection procedure to efficiently determine the real roots. With causality enforced during sweepings, our FSM converges fast in a few iterations, and the exact number depending on the complexity of the velocity model. To improve the accuracy, we employ high-order finite difference schemes and derive the second-order formulae. There is no weak anisotropy assumption, and no approximation is made to the complex slowness surface of qP-wave. In comparison to the traveltimes calculated by a horizontal slowness shooting method, the validity and accuracy of our FSM is demonstrated.

  7. Numerical solutions of the aerosol general dynamic equation for nuclear reactor safety studies

    International Nuclear Information System (INIS)

    Park, J.W.

    1988-01-01

    Methods and approximations inherent in modeling of aerosol dynamics and evolution for nuclear reactor source term estimation have been investigated. Several aerosol evolution problems are considered to assess numerical methods of solving the aerosol dynamic equation. A new condensational growth model is constructed by generalizing Mason's formula to arbitrary particle sizes, and arbitrary accommodation of the condensing vapor and background gas at particle surface. Analytical solution is developed for the aerosol growth equation employing the new condensation model. The space-dependent aerosol dynamic equation is solved to assess implications of spatial homogenization of aerosol distributions. The results of our findings are as follows. The sectional method solving the aerosol dynamic equation is quite efficient in modeling of coagulation problems, but should be improved for simulation of strong condensation problems. The J-space transform method is accurate in modeling of condensation problems, but is very slow. For the situation considered, the new condensation model predicts slower aerosol growth than the corresponding isothermal model as well as Mason's model, the effect of partial accommodation is considerable on the particle evolution, and the effect of the energy accommodation coefficient is more pronounced than that of the mass accommodation coefficient. For the initial conditions considered, the space-dependent aerosol dynamics leads to results that are substantially different from those based on the spatially homogeneous aerosol dynamic equation

  8. Validation of a numerical algorithm based on transformed equations

    International Nuclear Information System (INIS)

    Xu, H.; Barron, R.M.; Zhang, C.

    2003-01-01

    Generally, a typical equation governing a physical process, such as fluid flow or heat transfer, has three types of terms that involve partial derivatives, namely, the transient term, the convective terms and the diffusion terms. The major difficulty in obtaining numerical solutions of these partial differential equations is the discretization of the convective terms. The transient term is usually discretized using the first-order forward or backward differencing scheme. The diffusion terms are usually discretized using the central differencing scheme and no difficulty arises since these terms involve second-order spatial derivatives of the flow variables. The convective terms are non-linear and contain first-order spatial derivatives. The main difference between various numerical algorithms is the discretization of the convective terms. In the present study, an alternative approach to discretizing the governing equations is presented. In this algorithm, the governing equations are first transformed by introducing an exponential function to eliminate the convective terms in the equations. The proposed algorithm is applied to simulate some fluid flows with exact solutions to validate the proposed algorithm. The fluid flows used in this study are a self-designed quasi-fluid flow problem, stagnation in plane flow (Hiemenz flow), and flow between two concentric cylinders. The comparisons with the power-law scheme indicate that the proposed scheme exhibits better performance. (author)

  9. Decomposition and Cross-Product-Based Method for Computing the Dynamic Equation of Robots

    Directory of Open Access Journals (Sweden)

    Ching-Long Shih

    2012-08-01

    Full Text Available This paper aims to demonstrate a clear relationship between Lagrange equations and Newton-Euler equations regarding computational methods for robot dynamics, from which we derive a systematic method for using either symbolic or on-line numerical computations. Based on the decomposition approach and cross-product operation, a computing method for robot dynamics can be easily developed. The advantages of this computing framework are that: it can be used for both symbolic and on-line numeric computation purposes, and it can also be applied to biped systems, as well as some simple closed-chain robot systems.

  10. Monotone numerical methods for finite-state mean-field games

    KAUST Repository

    Gomes, Diogo A.; Saude, Joao

    2017-01-01

    Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard conditions are the main difficulty in the numerical approximation of solutions. Using the monotonicity condition, we build a flow that is a contraction and whose fixed points solve the MFG, both for stationary and time-dependent problems. We illustrate our methods in a MFG modeling the paradigm-shift problem.

  11. Monotone numerical methods for finite-state mean-field games

    KAUST Repository

    Gomes, Diogo A.

    2017-04-29

    Here, we develop numerical methods for finite-state mean-field games (MFGs) that satisfy a monotonicity condition. MFGs are determined by a system of differential equations with initial and terminal boundary conditions. These non-standard conditions are the main difficulty in the numerical approximation of solutions. Using the monotonicity condition, we build a flow that is a contraction and whose fixed points solve the MFG, both for stationary and time-dependent problems. We illustrate our methods in a MFG modeling the paradigm-shift problem.

  12. Taylor's series method for solving the nonlinear point kinetics equations

    International Nuclear Information System (INIS)

    Nahla, Abdallah A.

    2011-01-01

    Highlights: → Taylor's series method for nonlinear point kinetics equations is applied. → The general order of derivatives are derived for this system. → Stability of Taylor's series method is studied. → Taylor's series method is A-stable for negative reactivity. → Taylor's series method is an accurate computational technique. - Abstract: Taylor's series method for solving the point reactor kinetics equations with multi-group of delayed neutrons in the presence of Newtonian temperature feedback reactivity is applied and programmed by FORTRAN. This system is the couples of the stiff nonlinear ordinary differential equations. This numerical method is based on the different order derivatives of the neutron density, the precursor concentrations of i-group of delayed neutrons and the reactivity. The r th order of derivatives are derived. The stability of Taylor's series method is discussed. Three sets of applications: step, ramp and temperature feedback reactivities are computed. Taylor's series method is an accurate computational technique and stable for negative step, negative ramp and temperature feedback reactivities. This method is useful than the traditional methods for solving the nonlinear point kinetics equations.

  13. Numerical solution to the hermitian Yang-Mills equation on the Fermat quintic

    International Nuclear Information System (INIS)

    Douglas, Michael R.; Karp, Robert L.; Lukic, Sergio; Reinbacher, Rene

    2007-01-01

    We develop an iterative method for finding solutions to the hermitian Yang-Mills equation on stable holomorphic vector bundles, following ideas recently developed by Donaldson. As illustrations, we construct numerically the hermitian Einstein metrics on the tangent bundle and a rank three vector bundle on P 2 . In addition, we find a hermitian Yang-Mills connection on a stable rank three vector bundle on the Fermat quintic

  14. A Numerical Matrix-Based method in Harmonic Studies in Wind Power Plants

    DEFF Research Database (Denmark)

    Dowlatabadi, Mohammadkazem Bakhshizadeh; Hjerrild, Jesper; Kocewiak, Łukasz Hubert

    2016-01-01

    In the low frequency range, there are some couplings between the positive- and negative-sequence small-signal impedances of the power converter due to the nonlinear and low bandwidth control loops such as the synchronization loop. In this paper, a new numerical method which also considers...... these couplings will be presented. The numerical data are advantageous to the parametric differential equations, because analysing the high order and complex transfer functions is very difficult, and finally one uses the numerical evaluation methods. This paper proposes a numerical matrix-based method, which...

  15. Numerical analysis of creep brittle rupture by the finite element method

    International Nuclear Information System (INIS)

    Goncalves, O.J.A.; Owen, D.R.J.

    1983-01-01

    In this work an implicit algorithm is proposed for the numerical analysis of creep brittle rupture problems by the finite element method. This kind of structural failure, typical in components operating at high temperatures for long periods of time, is modelled using either a three dimensional generalization of the Kachanov-Rabotnov equations due to Leckie and Hayhurst or the Monkman-Grant fracture criterion together with the Linear Life Fraction Rule. The finite element equations are derived by the displacement method and isoparametric elements are used for the spatial discretization. Geometric nonlinear effects (large displacements) are accounted for by an updated Lagrangian formulation. Attention is also focussed on the solution of the highly stiff differential equations that govern damage growth. Finally the numerical results of a three-dimensional analysis of a pressurized thin cylinder containing oxidised pits in its external wall are discussed. (orig.)

  16. A FORTRAN program for numerical solution of the Altarelli-Parisi equations by the Laguerre method

    International Nuclear Information System (INIS)

    Kumano, S.; Londergan, J.T.

    1992-01-01

    We review the Laguerre method for solving the Altarelli-Parisi equations. The Laguerre method allows one to expand quark/parton distributions and splitting functions in orthonormal polynomials. The desired quark distributions are themselves expanded in terms of evolution operators, and we derive the integrodifferential equations satisfied by the evolution operators. We give relevant equations for both flavor nonsinglet and singlet distributions, for both spin-independent and spin-dependent distributions. We discuss stability and accuracy of the results using this method. For intermediate values of Bjorken x (0.03< x<0.7), one can obtain accurate results with a modest number of Laguerre polynomials (N≅20); we discuss requirements for convergence also for the regions of large or small x. A FORTRAN program is provided which implements the Laguerre method; test results are given for both the spin-independent and spin-dependent cases. (orig.)

  17. Generalized multiscale finite element methods. nonlinear elliptic equations

    KAUST Repository

    Efendiev, Yalchin R.; Galvis, Juan; Li, Guanglian; Presho, Michael

    2013-01-01

    In this paper we use the Generalized Multiscale Finite Element Method (GMsFEM) framework, introduced in [26], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing the equation so that coarse-grid quantities of previous solution iterates can be regarded as auxiliary parameters within the problem formulation. With this convention, we systematically construct respective coarse solution spaces that lend themselves to either continuous Galerkin (CG) or discontinuous Galerkin (DG) global formulations. Here, we use Symmetric Interior Penalty Discontinuous Galerkin approach. Both methods yield a predictable error decline that depends on the respective coarse space dimension, and we illustrate the effectiveness of the CG and DG formulations by offering a variety of numerical examples. © 2014 Global-Science Press.

  18. Comparison of Numerical Approaches to a Steady-State Landscape Equation

    Science.gov (United States)

    Bachman, S.; Peckham, S.

    2008-12-01

    A mathematical model of an idealized fluvial landscape has been developed, in which a land surface will evolve to preserve dendritic channel networks as the surface is lowered. The physical basis for this model stems from the equations for conservation of mass for water and sediment. These equations relate the divergence of the 2D vector fields showing the unit-width discharge of water and sediment to the excess rainrate and tectonic uplift on the land surface. The 2D flow direction is taken to be opposite to the water- surface gradient vector. These notions are combined with a generalized Manning-type flow resistance formula and a generalized sediment transport law to give a closed mathematical system that can, in principle, be solved for all variables of interest: discharge of water and sediment, land surface height, vertically- averaged flow velocity, water depth, and shear stress. The hydraulic geometry equations (Leopold et. al, 1964, 1995) are used to incorporate width, depth, velocity, and slope of river channels as powers of the mean-annual river discharge. Combined, they give the unit- width discharge of the stream as a power, γ, of the water surface slope. The simplified steady-state model takes into account three components among those listed above: conservation of mass for water, flow opposite the gradient, and a slope-discharge exponent γ = -1 to reflect mature drainage networks. The mathematical representation of this model appears as a second-order hyperbolic partial differential equation (PDE) where the diffusivity is inversely proportional to the square of the local surface slope. The highly nonlinear nature of this PDE has made it very difficult to solve both analytically and numerically. We present simplistic analytic solutions to this equation which are used to test the validity of the numerical algorithms. We also present three such numerical approaches which have been used in solving the differential equation. The first is based on a

  19. On a method of numerical calculation of nonlinear radial pulsations of stars

    International Nuclear Information System (INIS)

    Kosovichev, A.G.

    1984-01-01

    Some features of using the finite difference method for numerical investigation of nonradial pulsations of stars were considered. The mathematical model of these pulsations is described by time-dependent gasdynaMic equations with gravity. A one-dimentional (spherically-symmetric) case is considered. It was obtained a two-parametric family of ultimate conservative difference schemes where the diffepence analogy of the main conservative laws as well as the additional relations for the balance to individual kinds of energy are performed. Such difference schemes provide more exact calculation of nonlinear flows with shocks as compared with the other difference schemes with the same order of approximation. The methods of numerical solution of implicit (absolute stable) difference schemes for a given family were considered. The coupled equations are solved through iterative Newton method Using martrix and separate successive eliminations. Numerical method can be used for calculation of large amplitude radial pulsations of stars

  20. Approximation of the unsteady Brinkman-Forchheimer equations by the pressure stabilization method

    KAUST Repository

    Louaked, Mohammed; Seloula, Nour; Trabelsi, Saber

    2017-01-01

    In this work, we propose and analyze the pressure stabilization method for the unsteady incompressible Brinkman-Forchheimer equations. We present a time discretization scheme which can be used with any consistent finite element space approximation. Second-order error estimate is proven. Some numerical results are also given.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2017

  1. Approximation of the unsteady Brinkman-Forchheimer equations by the pressure stabilization method

    KAUST Repository

    Louaked, Mohammed

    2017-07-20

    In this work, we propose and analyze the pressure stabilization method for the unsteady incompressible Brinkman-Forchheimer equations. We present a time discretization scheme which can be used with any consistent finite element space approximation. Second-order error estimate is proven. Some numerical results are also given.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2017

  2. Parallel algorithms for solving the diffusion equation by finite elements methods and by nodal methods

    International Nuclear Information System (INIS)

    Coulomb, F.

    1989-06-01

    The aim of this work is to study methods for solving the diffusion equation, based on a primal or mixed-dual finite elements discretization and well suited for use on multiprocessors computers; domain decomposition methods are the subject of the main part of this study, the linear systems being solved by the block-Jacobi method. The origin of the diffusion equation is explained in short, and various variational formulations are reminded. A survey of iterative methods is given. The elemination of the flux or current is treated in the case of a mixed method. Numerical tests are performed on two examples of reactors, in order to compare mixed elements and Lagrange elements. A theoretical study of domain decomposition is led in the case of Lagrange finite elements, and convergence conditions for the block-Jacobi method are derived; the dissection decomposition is previously the purpose of a particular numerical analysis. In the case of mixed-dual finite elements, a study is led on examples and is confirmed by numerical tests performed for the dissection decomposition; furthermore, after being justified, decompositions along axes of symmetry are numerically tested. In the case of a decomposition into two subdomains, the dissection decomposition and the decomposition with an integrated interface are compared. Alternative directions methods are defined; the convergence of those relative to Lagrange elements is shown; in the case of mixed elements, convergence conditions are found [fr

  3. Simple Numerical Schemes for the Korteweg-deVries Equation

    International Nuclear Information System (INIS)

    McKinstrie, C. J.; Kozlov, M.V.

    2000-01-01

    Two numerical schemes, which simulate the propagation of dispersive non-linear waves, are described. The first is a split-step Fourier scheme for the Korteweg-de Vries (KdV) equation. The second is a finite-difference scheme for the modified KdV equation. The stability and accuracy of both schemes are discussed. These simple schemes can be used to study a wide variety of physical processes that involve dispersive nonlinear waves

  4. Simple Numerical Schemes for the Korteweg-deVries Equation

    Energy Technology Data Exchange (ETDEWEB)

    C. J. McKinstrie; M. V. Kozlov

    2000-12-01

    Two numerical schemes, which simulate the propagation of dispersive non-linear waves, are described. The first is a split-step Fourier scheme for the Korteweg-de Vries (KdV) equation. The second is a finite-difference scheme for the modified KdV equation. The stability and accuracy of both schemes are discussed. These simple schemes can be used to study a wide variety of physical processes that involve dispersive nonlinear waves.

  5. A constrained Hartree-Fock-Bogoliubov equation derived from the double variational method

    International Nuclear Information System (INIS)

    Onishi, Naoki; Horibata, Takatoshi.

    1980-01-01

    The double variational method is applied to the intrinsic state of the generalized BCS wave function. A constrained Hartree-Fock-Bogoliubov equation is derived explicitly in the form of an eigenvalue equation. A method of obtaining approximate overlap and energy overlap integrals is proposed. This will help development of numerical calculations of the angular momentum projection method, especially for general intrinsic wave functions without any symmetry restrictions. (author)

  6. The discontinuous finite element method for solving Eigenvalue problems of transport equations

    International Nuclear Information System (INIS)

    Yang, Shulin; Wang, Ruihong

    2011-01-01

    In this paper, the multigroup transport equations for solving the eigenvalues λ and K_e_f_f under two dimensional cylindrical coordinate are discussed. Aimed at the equations, the discretizing way combining discontinuous finite element method (DFE) with discrete ordinate method (SN) is developed, and the iterative algorithms and steps are studied. The numerical results show that the algorithms are efficient. (author)

  7. Computing generalized Langevin equations and generalized Fokker-Planck equations.

    Science.gov (United States)

    Darve, Eric; Solomon, Jose; Kia, Amirali

    2009-07-07

    The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.

  8. An energy-stable generalized- α method for the Swift–Hohenberg equation

    KAUST Repository

    Sarmiento, Adel

    2017-11-16

    We propose a second-order accurate energy-stable time-integration method that controls the evolution of numerical instabilities introducing numerical dissipation in the highest-resolved frequencies. Our algorithm further extends the generalized-α method and provides control over dissipation via the spectral radius. We derive the first and second laws of thermodynamics for the Swift–Hohenberg equation and provide a detailed proof of the unconditional energy stability of our algorithm. Finally, we present numerical results to verify the energy stability and its second-order accuracy in time.

  9. An energy-stable generalized- α method for the Swift–Hohenberg equation

    KAUST Repository

    Sarmiento, Adel; Espath, L.F.R.; Vignal, P.; Dalcin, Lisandro; Parsani, Matteo; Calo, V.M.

    2017-01-01

    We propose a second-order accurate energy-stable time-integration method that controls the evolution of numerical instabilities introducing numerical dissipation in the highest-resolved frequencies. Our algorithm further extends the generalized-α method and provides control over dissipation via the spectral radius. We derive the first and second laws of thermodynamics for the Swift–Hohenberg equation and provide a detailed proof of the unconditional energy stability of our algorithm. Finally, we present numerical results to verify the energy stability and its second-order accuracy in time.

  10. HAM-Based Adaptive Multiscale Meshless Method for Burgers Equation

    Directory of Open Access Journals (Sweden)

    Shu-Li Mei

    2013-01-01

    Full Text Available Based on the multilevel interpolation theory, we constructed a meshless adaptive multiscale interpolation operator (MAMIO with the radial basis function. Using this operator, any nonlinear partial differential equations such as Burgers equation can be discretized adaptively in physical spaces as a nonlinear matrix ordinary differential equation. In order to obtain the analytical solution of the system of ODEs, the homotopy analysis method (HAM proposed by Shijun Liao was developed to solve the system of ODEs by combining the precise integration method (PIM which can be employed to get the analytical solution of linear system of ODEs. The numerical experiences show that HAM is not sensitive to the time step, and so the arithmetic error is mainly derived from the discrete in physical space.

  11. Numerical methods for the Lévy LIBOR model

    DEFF Research Database (Denmark)

    Papapantoleon, Antonis; Skovmand, David

    2010-01-01

    but the methods are generally slow. We propose an alternative approximation scheme based on Picard iterations. Our approach is similar in accuracy to the full numerical solution, but with the feature that each rate is, unlike the standard method, evolved independently of the other rates in the term structure....... This enables simultaneous calculation of derivative prices of different maturities using parallel computing. We include numerical illustrations of the accuracy and speed of our method pricing caplets.......The aim of this work is to provide fast and accurate approximation schemes for the Monte-Carlo pricing of derivatives in the L\\'evy LIBOR model of Eberlein and \\"Ozkan (2005). Standard methods can be applied to solve the stochastic differential equations of the successive LIBOR rates...

  12. Numerical Methods for the Lévy LIBOR Model

    DEFF Research Database (Denmark)

    Papapantoleon, Antonis; Skovmand, David

    are generally slow. We propose an alternative approximation scheme based on Picard iterations. Our approach is similar in accuracy to the full numerical solution, but with the feature that each rate is, unlike the standard method, evolved independently of the other rates in the term structure. This enables...... simultaneous calculation of derivative prices of different maturities using parallel computing. We include numerical illustrations of the accuracy and speed of our method pricing caplets.......The aim of this work is to provide fast and accurate approximation schemes for the Monte-Carlo pricing of derivatives in the Lévy LIBOR model of Eberlein and Özkan (2005). Standard methods can be applied to solve the stochastic differential equations of the successive LIBOR rates but the methods...

  13. A Meshfree Quasi-Interpolation Method for Solving Burgers’ Equation

    Directory of Open Access Journals (Sweden)

    Mingzhu Li

    2014-01-01

    Full Text Available The main aim of this work is to consider a meshfree algorithm for solving Burgers’ equation with the quartic B-spline quasi-interpolation. Quasi-interpolation is very useful in the study of approximation theory and its applications, since it can yield solutions directly without the need to solve any linear system of equations and overcome the ill-conditioning problem resulting from using the B-spline as a global interpolant. The numerical scheme is presented, by using the derivative of the quasi-interpolation to approximate the spatial derivative of the dependent variable and a low order forward difference to approximate the time derivative of the dependent variable. Compared to other numerical methods, the main advantages of our scheme are higher accuracy and lower computational complexity. Meanwhile, the algorithm is very simple and easy to implement and the numerical experiments show that it is feasible and valid.

  14. Numerical solutions of a general coupled nonlinear system of parabolic and hyperbolic equations of thermoelasticity

    Science.gov (United States)

    Sweilam, N. H.; Abou Hasan, M. M.

    2017-05-01

    In this paper, the weighted-average non-standard finite-difference (WANSFD) method is used to study numerically the general time-fractional nonlinear, one-dimensional problem of thermoelasticity. This model contains the standard system arising in thermoelasticity as a special case. The stability of the proposed method is analyzed by a procedure akin to the standard John von Neumann technique. Moreover, the accuracy of the proposed scheme is proved. Numerical results are presented graphically, which reveal that the WANSFD method is easy to implement, effective and convenient for solving the proposed system. The proposed method could also be easily extended to solve other systems of fractional partial differential equations.

  15. A student's guide to numerical methods

    CERN Document Server

    Hutchinson, Ian H

    2015-01-01

    This concise, plain-language guide for senior undergraduates and graduate students aims to develop intuition, practical skills and an understanding of the framework of numerical methods for the physical sciences and engineering. It provides accessible self-contained explanations of mathematical principles, avoiding intimidating formal proofs. Worked examples and targeted exercises enable the student to master the realities of using numerical techniques for common needs such as solution of ordinary and partial differential equations, fitting experimental data, and simulation using particle and Monte Carlo methods. Topics are carefully selected and structured to build understanding, and illustrate key principles such as: accuracy, stability, order of convergence, iterative refinement, and computational effort estimation. Enrichment sections and in-depth footnotes form a springboard to more advanced material and provide additional background. Whether used for self-study, or as the basis of an accelerated introdu...

  16. Numerical method for wave forces acting on partially perforated caisson

    Science.gov (United States)

    Jiang, Feng; Tang, Xiao-cheng; Jin, Zhao; Zhang, Li; Chen, Hong-zhou

    2015-04-01

    The perforated caisson is widely applied to practical engineering because of its great advantages in effectively wave energy consumption and cost reduction. The attentions of many scientists were paid to the fluid-structure interaction between wave and perforated caisson studies, but until now, most concerns have been put on theoretical analysis and experimental model set up. In this paper, interaction between the wave and the partial perforated caisson in a 2D numerical wave flume is investigated by means of the renewed SPH algorithm, and the mathematical equations are in the form of SPH numerical approximation based on Navier-Stokes equations. The validity of the SPH mathematical method is examined and the simulated results are compared with the results of theoretical models, meanwhile the complex hydrodynamic characteristics when the water particles flow in or out of a wave absorbing chamber are analyzed and the wave pressure distribution of the perforated caisson is also addressed here. The relationship between the ratio of total horizontal force acting on caisson under regular waves and its influence factors is examined. The data show that the numerical calculation of the ratio of total horizontal force meets the empirical regression equation very well. The simulations of SPH about the wave nonlinearity and breaking are briefly depicted in the paper, suggesting that the advantages and great potentiality of the SPH method is significant compared with traditional methods.

  17. The integral equation method applied to eddy currents

    International Nuclear Information System (INIS)

    Biddlecombe, C.S.; Collie, C.J.; Simkin, J.; Trowbridge, C.W.

    1976-04-01

    An algorithm for the numerical solution of eddy current problems is described, based on the direct solution of the integral equation for the potentials. In this method only the conducting and iron regions need to be divided into elements, and there are no boundary conditions. Results from two computer programs using this method for iron free problems for various two-dimensional geometries are presented and compared with analytic solutions. (author)

  18. Analysis of global multiscale finite element methods for wave equations with continuum spatial scales

    KAUST Repository

    Jiang, Lijian; Efendiev, Yalchin; Ginting, Victor

    2010-01-01

    In this paper, we discuss a numerical multiscale approach for solving wave equations with heterogeneous coefficients. Our interest comes from geophysics applications and we assume that there is no scale separation with respect to spatial variables. To obtain the solution of these multiscale problems on a coarse grid, we compute global fields such that the solution smoothly depends on these fields. We present a Galerkin multiscale finite element method using the global information and provide a convergence analysis when applied to solve the wave equations. We investigate the relation between the smoothness of the global fields and convergence rates of the global Galerkin multiscale finite element method for the wave equations. Numerical examples demonstrate that the use of global information renders better accuracy for wave equations with heterogeneous coefficients than the local multiscale finite element method. © 2010 IMACS.

  19. Analysis of global multiscale finite element methods for wave equations with continuum spatial scales

    KAUST Repository

    Jiang, Lijian

    2010-08-01

    In this paper, we discuss a numerical multiscale approach for solving wave equations with heterogeneous coefficients. Our interest comes from geophysics applications and we assume that there is no scale separation with respect to spatial variables. To obtain the solution of these multiscale problems on a coarse grid, we compute global fields such that the solution smoothly depends on these fields. We present a Galerkin multiscale finite element method using the global information and provide a convergence analysis when applied to solve the wave equations. We investigate the relation between the smoothness of the global fields and convergence rates of the global Galerkin multiscale finite element method for the wave equations. Numerical examples demonstrate that the use of global information renders better accuracy for wave equations with heterogeneous coefficients than the local multiscale finite element method. © 2010 IMACS.

  20. Analysis of spectral methods for the homogeneous Boltzmann equation

    KAUST Repository

    Filbet, Francis; Mouhot, Clé ment

    2011-01-01

    The development of accurate and fast algorithms for the Boltzmann collision integral and their analysis represent a challenging problem in scientific computing and numerical analysis. Recently, several works were devoted to the derivation of spectrally accurate schemes for the Boltzmann equation, but very few of them were concerned with the stability analysis of the method. In particular there was no result of stability except when the method was modified in order to enforce the positivity preservation, which destroys the spectral accuracy. In this paper we propose a new method to study the stability of homogeneous Boltzmann equations perturbed by smoothed balanced operators which do not preserve positivity of the distribution. This method takes advantage of the "spreading" property of the collision, together with estimates on regularity and entropy production. As an application we prove stability and convergence of spectral methods for the Boltzmann equation, when the discretization parameter is large enough (with explicit bound). © 2010 American Mathematical Society.

  1. Analysis of spectral methods for the homogeneous Boltzmann equation

    KAUST Repository

    Filbet, Francis

    2011-04-01

    The development of accurate and fast algorithms for the Boltzmann collision integral and their analysis represent a challenging problem in scientific computing and numerical analysis. Recently, several works were devoted to the derivation of spectrally accurate schemes for the Boltzmann equation, but very few of them were concerned with the stability analysis of the method. In particular there was no result of stability except when the method was modified in order to enforce the positivity preservation, which destroys the spectral accuracy. In this paper we propose a new method to study the stability of homogeneous Boltzmann equations perturbed by smoothed balanced operators which do not preserve positivity of the distribution. This method takes advantage of the "spreading" property of the collision, together with estimates on regularity and entropy production. As an application we prove stability and convergence of spectral methods for the Boltzmann equation, when the discretization parameter is large enough (with explicit bound). © 2010 American Mathematical Society.

  2. Solution of the generalized Emden-Fowler equations by the hybrid functions method

    International Nuclear Information System (INIS)

    Tabrizidooz, H R; Marzban, H R; Razzaghi, M

    2009-01-01

    In this paper, we present a numerical algorithm for solving the generalized Emden-Fowler equations, which have many applications in mathematical physics and astrophysics. The method is based on hybrid functions approximations. The properties of hybrid functions, which consist of block-pulse functions and Lagrange interpolating polynomials, are presented. These properties are then utilized to reduce the computation of the generalized Emden-Fowler equations to a system of nonlinear equations. The method is easy to implement and yields very accurate results.

  3. On full-tensor permeabilities of porous media from numerical solutions of the Navier-Stokes equation

    KAUST Repository

    Wang, Y.; Sun, S.; Yu, B.

    2013-01-01

    A numerical method is proposed to compute full-tensor permeability of porous media without artificial simplification. Navier-Stokes (N-S) equation and Darcy's law are combined to design these numerical experiments. This method can successfully detect the permeability values in principle directions of the porous media and the anisotropic degrees. It is found that the same configuration of porous media may possess isotropic features at lower Reynolds numbers while manifesting anisotropic features at higher Reynolds numbers due to the nonlinearity from convection. Anisotropy becomes pronounced especially when convection is dominant. 2013 Yi Wang et al.

  4. Numerical methods for engine-airframe integration

    International Nuclear Information System (INIS)

    Murthy, S.N.B.; Paynter, G.C.

    1986-01-01

    Various papers on numerical methods for engine-airframe integration are presented. The individual topics considered include: scientific computing environment for the 1980s, overview of prediction of complex turbulent flows, numerical solutions of the compressible Navier-Stokes equations, elements of computational engine/airframe integrations, computational requirements for efficient engine installation, application of CAE and CFD techniques to complete tactical missile design, CFD applications to engine/airframe integration, and application of a second-generation low-order panel methods to powerplant installation studies. Also addressed are: three-dimensional flow analysis of turboprop inlet and nacelle configurations, application of computational methods to the design of large turbofan engine nacelles, comparison of full potential and Euler solution algorithms for aeropropulsive flow field computations, subsonic/transonic, supersonic nozzle flows and nozzle integration, subsonic/transonic prediction capabilities for nozzle/afterbody configurations, three-dimensional viscous design methodology of supersonic inlet systems for advanced technology aircraft, and a user's technology assessment

  5. Random ordinary differential equations and their numerical solution

    CERN Document Server

    Han, Xiaoying

    2017-01-01

    This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated theory of random dynamical systems. In addition, it demonstrates how RODEs are being used in the biological sciences, where non-Gaussian and bounded noise are often more realistic than the Gaussian white noise in stochastic differential equations (SODEs).   RODEs are used in many important applications and play a fundamental role in the theory of random dynamical systems.  They can be analyzed pathwise with deterministic calculus, but require further treatment beyond that of classical ODE theory due to the lack of smoothness in their time variable. Although classical numerical schemes for ODEs can be used pathwise for RODEs, they rarely attain their traditional order since the solutions of RODEs do not have sufficient smoothness to have Taylor ...

  6. An Unconditionally Stable Method for Solving the Acoustic Wave Equation

    Directory of Open Access Journals (Sweden)

    Zhi-Kai Fu

    2015-01-01

    Full Text Available An unconditionally stable method for solving the time-domain acoustic wave equation using Associated Hermit orthogonal functions is proposed. The second-order time derivatives in acoustic wave equation are expanded by these orthogonal basis functions. By applying Galerkin temporal testing procedure, the time variable can be eliminated from the calculations. The restriction of Courant-Friedrichs-Levy (CFL condition in selecting time step for analyzing thin layer can be avoided. Numerical results show the accuracy and the efficiency of the proposed method.

  7. RELAP-7 Numerical Stabilization: Entropy Viscosity Method

    Energy Technology Data Exchange (ETDEWEB)

    R. A. Berry; M. O. Delchini; J. Ragusa

    2014-06-01

    The RELAP-7 code is the next generation nuclear reactor system safety analysis code being developed at the Idaho National Laboratory (INL). The code is based on the INL's modern scientific software development framework, MOOSE (Multi-Physics Object Oriented Simulation Environment). The overall design goal of RELAP-7 is to take advantage of the previous thirty years of advancements in computer architecture, software design, numerical integration methods, and physical models. The end result will be a reactor systems analysis capability that retains and improves upon RELAP5's capability and extends the analysis capability for all reactor system simulation scenarios. RELAP-7 utilizes a single phase and a novel seven-equation two-phase flow models as described in the RELAP-7 Theory Manual (INL/EXT-14-31366). The basic equation systems are hyperbolic, which generally require some type of stabilization (or artificial viscosity) to capture nonlinear discontinuities and to suppress advection-caused oscillations. This report documents one of the available options for this stabilization in RELAP-7 -- a new and novel approach known as the entropy viscosity method. Because the code is an ongoing development effort in which the physical sub models, numerics, and coding are evolving, so too must the specific details of the entropy viscosity stabilization method. Here the fundamentals of the method in their current state are presented.

  8. Attempts at a numerical realisation of stochastic differential equations containing Preisach operator

    International Nuclear Information System (INIS)

    McCarthy, S; Rachinskii, D

    2011-01-01

    We describe two Euler type numerical schemes obtained by discretisation of a stochastic differential equation which contains the Preisach memory operator. Equations of this type are of interest in areas such as macroeconomics and terrestrial hydrology where deterministic models containing the Preisach operator have been developed but do not fully encapsulate stochastic aspects of the area. A simple price dynamics model is presented as one motivating example for our studies. Some numerical evidence is given that the two numerical schemes converge to the same limit as the time step decreases. We show that the Preisach term introduces a damping effect which increases on the parts of the trajectory demonstrating a stronger upwards or downwards trend. The results are preliminary to a broader programme of research of stochastic differential equations with the Preisach hysteresis operator.

  9. Various types of numerical schema for the one-dimensional spherical geometry transport equation

    International Nuclear Information System (INIS)

    Jaber, Abdelouhab.

    1981-07-01

    Mathematical and numerical studies of new schemas possessing high accuracy spatial variable properties are described and the corresponding studies presented. In order to do this, the [0,R] x [-1,+1] rectangle is decomposad into Ksub(ij) = [rsub(i),rsub(i+1)] x [μsub(j),μsub(j+1) ] rectangles. Continuous finite element methods employing polynominals of degree 1 in μ and degree 2 in r are defined for each elements. In chapter I, different ways of rendering the particular equation (for μ = -1) discrete are studied. In chapter II, numerical schemas are described and their stability investigated. In chapter III, error estimation theories are exposed and numerical results for different second members, S, given [fr

  10. Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations

    KAUST Repository

    Abdulle, Assyr; Vilmart, Gilles; Zygalakis, Konstantinos C.

    2013-01-01

    We introduce a new family of explicit integrators for stiff Itô stochastic differential equations (SDEs) of weak order two. These numerical methods belong to the class of one-step stabilized methods with extended stability domains and do not suffer

  11. The Telegraph Equation and Its Solution by Reduced Differential Transform Method

    Directory of Open Access Journals (Sweden)

    Vineet K. Srivastava

    2013-01-01

    Full Text Available One-dimensional second-order hyperbolic telegraph equation was formulated using Ohm’s law and solved by a recent and reliable semianalytic method, namely, the reduced differential transform method (RDTM. Using this method, it is possible to find the exact solution or a closed approximate solution of a differential equation. Three numerical examples have been carried out in order to check the effectiveness, the accuracy, and convergence of the method. The RDTM is a powerful mathematical technique for solving wide range of problems arising in science and engineering fields.

  12. Numerical Solution of Parabolic Equations

    DEFF Research Database (Denmark)

    Østerby, Ole

    These lecture notes are designed for a one-semester course on finite-difference methods for parabolic equations. These equations which traditionally are used for describing diffusion and heat-conduction problems in Geology, Physics, and Chemistry have recently found applications in Finance Theory...... ? and how do boundary value approximations affect the overall order of the method. Knowledge of a reliable order and error estimate enables us to determine (near-)optimal step sizes to meet a prescribed error tolerance, and possibly to extrapolate to get (higher order and) better accuracy at a minimal...... expense. Problems in two space dimensions are effectively handled using the Alternating Direction Implicit (ADI) technique. We present a systematic way of incorporating inhomogeneous terms and derivative boundary conditions in ADI methods as well as mixed derivative terms....

  13. Application of the multigrid amplitude function method for time-dependent transport equation using MOC

    International Nuclear Information System (INIS)

    Tsujita, K.; Endo, T.; Yamamoto, A.

    2013-01-01

    An efficient numerical method for time-dependent transport equation, the mutigrid amplitude function (MAF) method, is proposed. The method of characteristics (MOC) is being widely used for reactor analysis thanks to the advances of numerical algorithms and computer hardware. However, efficient kinetic calculation method for MOC is still desirable since it requires significant computation time. Various efficient numerical methods for solving the space-dependent kinetic equation, e.g., the improved quasi-static (IQS) and the frequency transform methods, have been developed so far mainly for diffusion calculation. These calculation methods are known as effective numerical methods and they offer a way for faster computation. However, they have not been applied to the kinetic calculation method using MOC as the authors' knowledge. Thus, the MAF method is applied to the kinetic calculation using MOC aiming to reduce computation time. The MAF method is a unified numerical framework of conventional kinetic calculation methods, e.g., the IQS, the frequency transform, and the theta methods. Although the MAF method is originally developed for the space-dependent kinetic calculation based on the diffusion theory, it is extended to transport theory in the present study. The accuracy and computational time are evaluated though the TWIGL benchmark problem. The calculation results show the effectiveness of the MAF method. (authors)

  14. Integrable discretizations and self-adaptive moving mesh method for a coupled short pulse equation

    International Nuclear Information System (INIS)

    Feng, Bao-Feng; Chen, Junchao; Chen, Yong; Maruno, Ken-ichi; Ohta, Yasuhiro

    2015-01-01

    In the present paper, integrable semi-discrete and fully discrete analogues of a coupled short pulse (CSP) equation are constructed. The key to the construction are the bilinear forms and determinant structure of the solutions of the CSP equation. We also construct N-soliton solutions for the semi-discrete and fully discrete analogues of the CSP equations in the form of Casorati determinants. In the continuous limit, we show that the fully discrete CSP equation converges to the semi-discrete CSP equation, then further to the continuous CSP equation. Moreover, the integrable semi-discretization of the CSP equation is used as a self-adaptive moving mesh method for numerical simulations. The numerical results agree with the analytical results very well. (paper)

  15. A computational method for direct integration of motion equations of structural systems

    International Nuclear Information System (INIS)

    Brusa, L.; Ciacci, R.; Creco, A.; Rossi, F.

    1975-01-01

    The dynamic analysis of structural systems requires the solution of the matrix equations: Md 2 delta/dt(t) + Cddelta/dt(t) + Kdelta(t) = F(t). Many numerical methods are available for direct integration of this equation and their efficiency is due to the fulfillment of the following requirements: A reasonable order of accuracy must be obtained for the approximation of the response relevant to the first modes: the model contributions relevant to the eigenvalues with large real part must be essentially neglected. This paper presents a step-by-step numerical scheme for the integration of this equation which satisfies the requirements previously mentioned. (Auth.)

  16. Numerical solution of a reaction-diffusion equation

    International Nuclear Information System (INIS)

    Moyano, Edgardo A.; Scarpettini, Alberto F.

    2000-01-01

    The purpose of the present work to continue the observations and the numerical experiences on a reaction-diffusion model, that is a simplified form of the neutronic flux equation. The model is parabolic, nonlinear, with Dirichlet boundary conditions. The purpose is to approximate non trivial solutions, asymptotically stables for t → ∞, that is solutions that tend to the elliptic problem, in the Lyapunov sense. It belongs to the so-called reaction-diffusion equations of semi linear kind, that is, linear equations in the heat operator and they have a nonlinear reaction function, in this case f (u, a, b) = u (a - b u), being u concentration, a and b parameters. The study of the incidence of these parameters take an interest to the neutronic flux physics. So that we search non trivial, positive and bounded solutions. The used algorithm is based on the concept of monotone and ordered sequences, and on the existence theorem of Amann and Sattinger. (author)

  17. Hybrid methods for airframe noise numerical prediction

    Energy Technology Data Exchange (ETDEWEB)

    Terracol, M.; Manoha, E.; Herrero, C.; Labourasse, E.; Redonnet, S. [ONERA, Department of CFD and Aeroacoustics, BP 72, Chatillon (France); Sagaut, P. [Laboratoire de Modelisation en Mecanique - UPMC/CNRS, Paris (France)

    2005-07-01

    This paper describes some significant steps made towards the numerical simulation of the noise radiated by the high-lift devices of a plane. Since the full numerical simulation of such configuration is still out of reach for present supercomputers, some hybrid strategies have been developed to reduce the overall cost of such simulations. The proposed strategy relies on the coupling of an unsteady nearfield CFD with an acoustic propagation solver based on the resolution of the Euler equations for midfield propagation in an inhomogeneous field, and the use of an integral solver for farfield acoustic predictions. In the first part of this paper, this CFD/CAA coupling strategy is presented. In particular, the numerical method used in the propagation solver is detailed, and two applications of this coupling method to the numerical prediction of the aerodynamic noise of an airfoil are presented. Then, a hybrid RANS/LES method is proposed in order to perform some unsteady simulations of complex noise sources. This method allows for significant reduction of the cost of such a simulation by considerably reducing the extent of the LES zone. This method is described and some results of the numerical simulation of the three-dimensional unsteady flow in the slat cove of a high-lift profile are presented. While these results remain very difficult to validate with experiments on similar configurations, they represent up to now the first 3D computations of this kind of flow. (orig.)

  18. The Use of Generalized Laguerre Polynomials in Spectral Methods for Solving Fractional Delay Differential Equations.

    Science.gov (United States)

    Khader, M M

    2013-10-01

    In this paper, an efficient numerical method for solving the fractional delay differential equations (FDDEs) is considered. The fractional derivative is described in the Caputo sense. The proposed method is based on the derived approximate formula of the Laguerre polynomials. The properties of Laguerre polynomials are utilized to reduce FDDEs to a linear or nonlinear system of algebraic equations. Special attention is given to study the error and the convergence analysis of the proposed method. Several numerical examples are provided to confirm that the proposed method is in excellent agreement with the exact solution.

  19. A multilevel correction adaptive finite element method for Kohn-Sham equation

    Science.gov (United States)

    Hu, Guanghui; Xie, Hehu; Xu, Fei

    2018-02-01

    In this paper, an adaptive finite element method is proposed for solving Kohn-Sham equation with the multilevel correction technique. In the method, the Kohn-Sham equation is solved on a fixed and appropriately coarse mesh with the finite element method in which the finite element space is kept improving by solving the derived boundary value problems on a series of adaptively and successively refined meshes. A main feature of the method is that solving large scale Kohn-Sham system is avoided effectively, and solving the derived boundary value problems can be handled efficiently by classical methods such as the multigrid method. Hence, the significant acceleration can be obtained on solving Kohn-Sham equation with the proposed multilevel correction technique. The performance of the method is examined by a variety of numerical experiments.

  20. Classical and modern numerical analysis theory, methods and practice

    CERN Document Server

    Ackleh, Azmy S; Kearfott, R Baker; Seshaiyer, Padmanabhan

    2009-01-01

    Mathematical Review and Computer Arithmetic Mathematical Review Computer Arithmetic Interval ComputationsNumerical Solution of Nonlinear Equations of One Variable Introduction Bisection Method The Fixed Point Method Newton's Method (Newton-Raphson Method) The Univariate Interval Newton MethodSecant Method and Müller's Method Aitken Acceleration and Steffensen's Method Roots of Polynomials Additional Notes and SummaryNumerical Linear Algebra Basic Results from Linear Algebra Normed Linear Spaces Direct Methods for Solving Linear SystemsIterative Methods for Solving Linear SystemsThe Singular Value DecompositionApproximation TheoryIntroduction Norms, Projections, Inner Product Spaces, and Orthogonalization in Function SpacesPolynomial ApproximationPiecewise Polynomial ApproximationTrigonometric ApproximationRational ApproximationWavelet BasesLeast Squares Approximation on a Finite Point SetEigenvalue-Eigenvector Computation Basic Results from Linear Algebra The Power Method The Inverse Power Method Deflation T...

  1. Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows

    International Nuclear Information System (INIS)

    Ueckermann, M.P.; Lermusiaux, P.F.J.; Sapsis, T.P.

    2013-01-01

    The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier–Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.

  2. Dynamically Adapted Mesh Construction for the Efficient Numerical Solution of a Singular Perturbed Reaction-diffusion-advection Equation

    Directory of Open Access Journals (Sweden)

    Dmitry V. Lukyanenko

    2017-01-01

    Full Text Available This  work develops  a theory  of the  asymptotic-numerical investigation of the  moving fronts  in reaction-diffusion-advection models.  By considering  the  numerical  solution  of the  singularly perturbed Burgers’s  equation  we discuss a method  of dynamically  adapted mesh  construction that is able to significantly  improve  the  numerical  solution  of this  type of equations.  For  the  construction we use a priori information that is based  on the  asymptotic analysis  of the  problem.  In  particular, we take  into account the information about  the speed of the transition layer, its width  and structure. Our algorithms  are able to reduce significantly complexity and enhance stability of the numerical  calculations in comparison  with classical approaches for solving this class of problems.  The numerical  experiment is presented to demonstrate the effectiveness of the proposed  method.The article  is published  in the authors’  wording. 

  3. A numerical solution of the equation of the computerized tomography and its application in astrophysics

    International Nuclear Information System (INIS)

    Krastev, A.; Nedialkov, J.

    1983-01-01

    A method for numerical solving the equation of the computerized tomography is proposed. The method, is based on the Cormack's formulae and is applied for studying media with central symmetry. The generalization for the nonsymmetric case does not lead to complications. The method is applied for the investigation of the density distribution of the Earth, the other planets and the Sun by means of neutrino experiments

  4. New Iterative Method for Fractional Gas Dynamics and Coupled Burger’s Equations

    Directory of Open Access Journals (Sweden)

    Mohamed S. Al-luhaibi

    2015-01-01

    Full Text Available This paper presents the approximate analytical solutions to solve the nonlinear gas dynamics and coupled Burger’s equations with fractional time derivative. By using initial values, the explicit solutions of the equations are solved by using a reliable algorithm. Numerical results show that the new iterative method is easy to implement and accurate when applied to time-fractional partial differential equations.

  5. A numerical methodology for the Painlevé equations

    KAUST Repository

    Fornberg, Bengt

    2011-07-01

    The six Painlevé transcendents PI-PVI have both applications and analytic properties that make them stand out from most other classes of special functions. Although they have been the subject of extensive theoretical investigations for about a century, they still have a reputation for being numerically challenging. In particular, their extensive pole fields in the complex plane have often been perceived as \\'numerical mine fields\\'. In the present work, we note that the Painlevé property in fact provides the opportunity for very fast and accurate numerical solutions throughout such fields. When combining a Taylor/Padé-based ODE initial value solver for the pole fields with a boundary value solver for smooth regions, numerical solutions become available across the full complex plane. We focus here on the numerical methodology, and illustrate it for the PI equation. In later studies, we will concentrate on mathematical aspects of both the PI and the higher Painlevé transcendents. © 2011 Elsevier Inc.

  6. Numerical Solution of the Fractional Partial Differential Equations by the Two-Dimensional Fractional-Order Legendre Functions

    Directory of Open Access Journals (Sweden)

    Fukang Yin

    2013-01-01

    Full Text Available A numerical method is presented to obtain the approximate solutions of the fractional partial differential equations (FPDEs. The basic idea of this method is to achieve the approximate solutions in a generalized expansion form of two-dimensional fractional-order Legendre functions (2D-FLFs. The operational matrices of integration and derivative for 2D-FLFs are first derived. Then, by these matrices, a system of algebraic equations is obtained from FPDEs. Hence, by solving this system, the unknown 2D-FLFs coefficients can be computed. Three examples are discussed to demonstrate the validity and applicability of the proposed method.

  7. Numerical solution of integral equations, describing mass spectrum of vector mesons

    International Nuclear Information System (INIS)

    Zhidkov, E.P.; Nikonov, E.G.; Sidorov, A.V.; Skachkov, N.B.; Khoromskij, B.N.

    1988-01-01

    The description of the numerical algorithm for solving quasipotential integral equation in impulse space is presented. The results of numerical computations of the vector meson mass spectrum and the leptonic decay width are given in comparison with the experimental data

  8. Fourier method for three-dimensional partial differential equations in periodic geometry. Application: HELIAC

    International Nuclear Information System (INIS)

    Shestakov, A.I.; Mirin, A.A.

    1984-01-01

    A numerical method based on Fourier expansions and finite differences is presented. The method is demonstrated by solving a scalar, three-dimensional elliptic equation arising in MFE research, but has applicability to a wider class of problems. The scheme solves equations whose solutions are expected to be periodic in one or more of the independent variables

  9. Study on the numerical analysis of nuclear reactor kinetics equations

    International Nuclear Information System (INIS)

    Yang, J.C.

    1980-01-01

    A two-step alternating direction explict method is proposed for the solution of the space-and time-dependent diffusion theory reactor kinetics equations in two space dimensions as a special case of the general class of alternating direction implicit method and the truncation error of this method is estimated. To test the validity of this method it is applied to the Pressurized Water Reactor and CANDU-PHW reactor which have been operating and underconstructing in Korea. The time dependent neutron flux of the PWR reactor during control rod insertion and time dependent neutronic power of CANDU-PHW reactor in the case of postulated loss of coolant accident are obtained from the numerical calculation results. The results of the PWR reactor problem are shown the close agreement between implicit-difference method used in the TWIGL program and this method, and the results of the CANDU-PHW reactor are compared with the results of improved quasistic method and modal method. (Author)

  10. Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations

    Directory of Open Access Journals (Sweden)

    Zhanhua Yu

    2011-01-01

    Full Text Available We study the almost surely asymptotic stability of exact solutions to neutral stochastic pantograph equations (NSPEs, and sufficient conditions are obtained. Based on these sufficient conditions, we show that the backward Euler method (BEM with variable stepsize can preserve the almost surely asymptotic stability. Numerical examples are demonstrated for illustration.

  11. Numerical Solution of Differential Algebraic Equations and Applications

    DEFF Research Database (Denmark)

    Thomsen, Per Grove

    2005-01-01

    These lecture notes have been written as part of a special course on the numerical solution of Differential Algebraic Equations and applications . The course was held at IMM in the spring of 2005. The authors of the different chapters have all taken part in the course and the chapters are written...

  12. Solution of fractional differential equations by using differential transform method

    International Nuclear Information System (INIS)

    Arikoglu, Aytac; Ozkol, Ibrahim

    2007-01-01

    In this study, we implement a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equations. Theorems that never existed before are introduced with their proofs. Also numerical examples are carried out for various types of problems, including the Bagley-Torvik, Ricatti and composite fractional oscillation equations for the application of the method. The results obtained are in good agreement with the existing ones in open literature and it is shown that the technique introduced here is robust, accurate and easy to apply

  13. Solution of fractional differential equations by using differential transform method

    Energy Technology Data Exchange (ETDEWEB)

    Arikoglu, Aytac [Istanbul Technical University, Faculty of Aeronautics and Astronautics, Department of Aeronautical Engineering, Maslak, TR-34469 Istanbul (Turkey); Ozkol, Ibrahim [Istanbul Technical University, Faculty of Aeronautics and Astronautics, Department of Aeronautical Engineering, Maslak, TR-34469 Istanbul (Turkey)]. E-mail: ozkol@itu.edu.tr

    2007-12-15

    In this study, we implement a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equations. Theorems that never existed before are introduced with their proofs. Also numerical examples are carried out for various types of problems, including the Bagley-Torvik, Ricatti and composite fractional oscillation equations for the application of the method. The results obtained are in good agreement with the existing ones in open literature and it is shown that the technique introduced here is robust, accurate and easy to apply.

  14. Convergence of method of lines approximations to partial differential equations

    International Nuclear Information System (INIS)

    Verwer, J.G.; Sanz-Serna, J.M.

    1984-01-01

    Many existing numerical schemes for evolutionary problems in partial differential equations (PDEs) can be viewed as method of lines (MOL) schemes. This paper treats the convergence of one-step MOL schemes. The main purpose is to set up a general framework for a convergence analysis applicable to nonlinear problems. The stability materials for this framework are taken from the field of nonlinear stiff ODEs. In this connection, important concepts are the logarithmic matrix norm and C-stability. A nonlinear parabolic equation and the cubic Schroedinger equation are used for illustrating the ideas. (Auth.)

  15. Applications of integral equation methods for the numerical solution of magnetostatic and eddy current problems

    Energy Technology Data Exchange (ETDEWEB)

    Trowbridge, C W

    1976-06-01

    Various integral equation methods are described. For magnetostatic problems three formulations are considered in detail, (a) the direct solution method for the magnetisation distribution in permeable materials, (b) a method based on a scalar potential, and (c) the use of an integral equation derived from Green's Theorem, i.e. the so-called Boundary Integral Method (BIM). In the case of (a) results are given for two-and three-dimensional non-linear problems with comparisons against measurement. For methods (b) and (c), which both lead to a more economical use of the computer than (a), some preliminary results are given for simple cases. For eddy current problems various methods are discussed and some results are given from a computer program based on a vector potential formulation.

  16. Applications of integral equation methods for the numerical solution of magnetostatic and eddy current problems

    International Nuclear Information System (INIS)

    Trowbridge, C.W.

    1976-06-01

    Various integral equation methods are described. For magnetostatic problems three formulations are considered in detail, (a) the direct solution method for the magnetisation distribution in permeable materials, (b) a method based on a scalar potential and (c) the use of an integral equation derived from Green's Theorem, i.e. the so-called Boundary Integral Method (BIM). In the case of (a) results are given for two-and three-dimensional non-linear problems with comparisons against measurement. For methods (b) and (c) which both lead to a more economic use of the computer than (a) some preliminary results are given for simple cases. For eddy current problems various methods are discussed and some results are given from a computer program based on a vector potential formulation. (author)

  17. A NUMERICAL SCHEME FOR SPECIAL RELATIVISTIC RADIATION MAGNETOHYDRODYNAMICS BASED ON SOLVING THE TIME-DEPENDENT RADIATIVE TRANSFER EQUATION

    Energy Technology Data Exchange (ETDEWEB)

    Ohsuga, Ken; Takahashi, Hiroyuki R. [National Astronomical Observatory of Japan, Osawa, Mitaka, Tokyo 181-8588 (Japan)

    2016-02-20

    We develop a numerical scheme for solving the equations of fully special relativistic, radiation magnetohydrodynamics (MHDs), in which the frequency-integrated, time-dependent radiation transfer equation is solved to calculate the specific intensity. The radiation energy density, the radiation flux, and the radiation stress tensor are obtained by the angular quadrature of the intensity. In the present method, conservation of total mass, momentum, and energy of the radiation magnetofluids is guaranteed. We treat not only the isotropic scattering but also the Thomson scattering. The numerical method of MHDs is the same as that of our previous work. The advection terms are explicitly solved, and the source terms, which describe the gas–radiation interaction, are implicitly integrated. Our code is suitable for massive parallel computing. We present that our code shows reasonable results in some numerical tests for propagating radiation and radiation hydrodynamics. Particularly, the correct solution is given even in the optically very thin or moderately thin regimes, and the special relativistic effects are nicely reproduced.

  18. A numerical algorithm to evaluate the transient response for a synchronous scanning streak camera using a time-domain Baum–Liu–Tesche equation

    Energy Technology Data Exchange (ETDEWEB)

    Pei, Chengquan [Key Laboratory for Physical Electronics and Devices of the Ministry of Education, Xi' an Jiaotong University, Xi’an 710049 (China); Tian, Jinshou [Xi' an Institute of Optics and Precision Mechanics, Chinese Academy of Sciences, Xi' an 710119 (China); Wu, Shengli, E-mail: slwu@mail.xjtu.edu.cn [Key Laboratory for Physical Electronics and Devices of the Ministry of Education, Xi' an Jiaotong University, Xi’an 710049 (China); He, Jiai [School of Computer and Communication, Lanzhou University of Technology, Lanzhou, Gansu 730050 (China); Liu, Zhen [Key Laboratory for Physical Electronics and Devices of the Ministry of Education, Xi' an Jiaotong University, Xi’an 710049 (China)

    2016-10-01

    The transient response is of great influence on the electromagnetic compatibility of synchronous scanning streak cameras (SSSCs). In this paper we propose a numerical method to evaluate the transient response of the scanning deflection plate (SDP). First, we created a simplified circuit model for the SDP used in an SSSC, and then derived the Baum–Liu–Tesche (BLT) equation in the frequency domain. From the frequency-domain BLT equation, its transient counterpart was derived. These parameters, together with the transient-BLT equation, were used to compute the transient load voltage and load current, and then a novel numerical method to fulfill the continuity equation was used. Several numerical simulations were conducted to verify this proposed method. The computed results were then compared with transient responses obtained by a frequency-domain/fast Fourier transform (FFT) method, and the accordance was excellent for highly conducting cables. The benefit of deriving the BLT equation in the time domain is that it may be used with slight modifications to calculate the transient response and the error can be controlled by a computer program. The result showed that the transient voltage was up to 1000 V and the transient current was approximately 10 A, so some protective measures should be taken to improve the electromagnetic compatibility.

  19. A numerical algorithm to evaluate the transient response for a synchronous scanning streak camera using a time-domain Baum–Liu–Tesche equation

    International Nuclear Information System (INIS)

    Pei, Chengquan; Tian, Jinshou; Wu, Shengli; He, Jiai; Liu, Zhen

    2016-01-01

    The transient response is of great influence on the electromagnetic compatibility of synchronous scanning streak cameras (SSSCs). In this paper we propose a numerical method to evaluate the transient response of the scanning deflection plate (SDP). First, we created a simplified circuit model for the SDP used in an SSSC, and then derived the Baum–Liu–Tesche (BLT) equation in the frequency domain. From the frequency-domain BLT equation, its transient counterpart was derived. These parameters, together with the transient-BLT equation, were used to compute the transient load voltage and load current, and then a novel numerical method to fulfill the continuity equation was used. Several numerical simulations were conducted to verify this proposed method. The computed results were then compared with transient responses obtained by a frequency-domain/fast Fourier transform (FFT) method, and the accordance was excellent for highly conducting cables. The benefit of deriving the BLT equation in the time domain is that it may be used with slight modifications to calculate the transient response and the error can be controlled by a computer program. The result showed that the transient voltage was up to 1000 V and the transient current was approximately 10 A, so some protective measures should be taken to improve the electromagnetic compatibility.

  20. A numerical method for the quasi-incompressible Cahn–Hilliard–Navier–Stokes equations for variable density flows with a discrete energy law

    International Nuclear Information System (INIS)

    Guo, Z.; Lin, P.; Lowengrub, J.S.

    2014-01-01

    In this paper, we investigate numerically a diffuse interface model for the Navier–Stokes equation with fluid–fluid interface when the fluids have different densities [48]. Under minor reformulation of the system, we show that there is a continuous energy law underlying the system, assuming that all variables have reasonable regularities. It is shown in the literature that an energy law preserving method will perform better for multiphase problems. Thus for the reformulated system, we design a C 0 finite element method and a special temporal scheme where the energy law is preserved at the discrete level. Such a discrete energy law (almost the same as the continuous energy law) for this variable density two-phase flow model has never been established before with C 0 finite element. A Newton method is introduced to linearise the highly non-linear system of our discretization scheme. Some numerical experiments are carried out using the adaptive mesh to investigate the scenario of coalescing and rising drops with differing density ratio. The snapshots for the evolution of the interface together with the adaptive mesh at different times are presented to show that the evolution, including the break-up/pinch-off of the drop, can be handled smoothly by our numerical scheme. The discrete energy functional for the system is examined to show that the energy law at the discrete level is preserved by our scheme

  1. On full-tensor permeabilities of porous media from numerical solutions of the Navier-Stokes equation

    KAUST Repository

    Wang, Y.

    2013-01-01

    A numerical method is proposed to compute full-tensor permeability of porous media without artificial simplification. Navier-Stokes (N-S) equation and Darcy\\'s law are combined to design these numerical experiments. This method can successfully detect the permeability values in principle directions of the porous media and the anisotropic degrees. It is found that the same configuration of porous media may possess isotropic features at lower Reynolds numbers while manifesting anisotropic features at higher Reynolds numbers due to the nonlinearity from convection. Anisotropy becomes pronounced especially when convection is dominant. 2013 Yi Wang et al.

  2. A quantitative comparison of numerical methods for the compressible Euler equations: fifth-order WENO and piecewise-linear Godunov

    International Nuclear Information System (INIS)

    Greenough, J.A.; Rider, W.J.

    2004-01-01

    A numerical study is undertaken comparing a fifth-order version of the weighted essentially non-oscillatory numerical (WENO5) method to a modern piecewise-linear, second-order, version of Godunov's (PLMDE) method for the compressible Euler equations. A series of one-dimensional test problems are examined beginning with classical linear problems and ending with complex shock interactions. The problems considered are: (1) linear advection of a Gaussian pulse in density, (2) Sod's shock tube problem, (3) the 'peak' shock tube problem, (4) a version of the Shu and Osher shock entropy wave interaction and (5) the Woodward and Colella interacting shock wave problem. For each problem and method, run times, density error norms and convergence rates are reported for each method as produced from a common code test-bed. The linear problem exhibits the advertised convergence rate for both methods as well as the expected large disparity in overall error levels; WENO5 has the smaller errors and an enormous advantage in overall efficiency (in accuracy per unit CPU time). For the nonlinear problems with discontinuities, however, we generally see both first-order self-convergence of error as compared to an exact solution, or when an analytic solution is not available, a converged solution generated on an extremely fine grid. The overall comparison of error levels shows some variation from problem to problem. For Sod's shock tube, PLMDE has nearly half the error, while on the peak problem the errors are nearly the same. For the interacting blast wave problem the two methods again produce a similar level of error with a slight edge for the PLMDE. On the other hand, for the Shu-Osher problem, the errors are similar on the coarser grids, but favors WENO by a factor of nearly 1.5 on the finer grids used. In all cases holding mesh resolution constant though, PLMDE is less costly in terms of CPU time by approximately a factor of 6. If the CPU cost is taken as fixed, that is run times are

  3. A quantitative comparison of numerical methods for the compressible Euler equations: fifth-order WENO and piecewise-linear Godunov

    Science.gov (United States)

    Greenough, J. A.; Rider, W. J.

    2004-05-01

    A numerical study is undertaken comparing a fifth-order version of the weighted essentially non-oscillatory numerical (WENO5) method to a modern piecewise-linear, second-order, version of Godunov's (PLMDE) method for the compressible Euler equations. A series of one-dimensional test problems are examined beginning with classical linear problems and ending with complex shock interactions. The problems considered are: (1) linear advection of a Gaussian pulse in density, (2) Sod's shock tube problem, (3) the "peak" shock tube problem, (4) a version of the Shu and Osher shock entropy wave interaction and (5) the Woodward and Colella interacting shock wave problem. For each problem and method, run times, density error norms and convergence rates are reported for each method as produced from a common code test-bed. The linear problem exhibits the advertised convergence rate for both methods as well as the expected large disparity in overall error levels; WENO5 has the smaller errors and an enormous advantage in overall efficiency (in accuracy per unit CPU time). For the nonlinear problems with discontinuities, however, we generally see both first-order self-convergence of error as compared to an exact solution, or when an analytic solution is not available, a converged solution generated on an extremely fine grid. The overall comparison of error levels shows some variation from problem to problem. For Sod's shock tube, PLMDE has nearly half the error, while on the peak problem the errors are nearly the same. For the interacting blast wave problem the two methods again produce a similar level of error with a slight edge for the PLMDE. On the other hand, for the Shu-Osher problem, the errors are similar on the coarser grids, but favors WENO by a factor of nearly 1.5 on the finer grids used. In all cases holding mesh resolution constant though, PLMDE is less costly in terms of CPU time by approximately a factor of 6. If the CPU cost is taken as fixed, that is run times are

  4. A fast semi-discrete Kansa method to solve the two-dimensional spatiotemporal fractional diffusion equation

    Science.gov (United States)

    Sun, HongGuang; Liu, Xiaoting; Zhang, Yong; Pang, Guofei; Garrard, Rhiannon

    2017-09-01

    Fractional-order diffusion equations (FDEs) extend classical diffusion equations by quantifying anomalous diffusion frequently observed in heterogeneous media. Real-world diffusion can be multi-dimensional, requiring efficient numerical solvers that can handle long-term memory embedded in mass transport. To address this challenge, a semi-discrete Kansa method is developed to approximate the two-dimensional spatiotemporal FDE, where the Kansa approach first discretizes the FDE, then the Gauss-Jacobi quadrature rule solves the corresponding matrix, and finally the Mittag-Leffler function provides an analytical solution for the resultant time-fractional ordinary differential equation. Numerical experiments are then conducted to check how the accuracy and convergence rate of the numerical solution are affected by the distribution mode and number of spatial discretization nodes. Applications further show that the numerical method can efficiently solve two-dimensional spatiotemporal FDE models with either a continuous or discrete mixing measure. Hence this study provides an efficient and fast computational method for modeling super-diffusive, sub-diffusive, and mixed diffusive processes in large, two-dimensional domains with irregular shapes.

  5. Preconditioned iterative methods for space-time fractional advection-diffusion equations

    Science.gov (United States)

    Zhao, Zhi; Jin, Xiao-Qing; Lin, Matthew M.

    2016-08-01

    In this paper, we propose practical numerical methods for solving a class of initial-boundary value problems of space-time fractional advection-diffusion equations. First, we propose an implicit method based on two-sided Grünwald formulae and discuss its stability and consistency. Then, we develop the preconditioned generalized minimal residual (preconditioned GMRES) method and preconditioned conjugate gradient normal residual (preconditioned CGNR) method with easily constructed preconditioners. Importantly, because resulting systems are Toeplitz-like, fast Fourier transform can be applied to significantly reduce the computational cost. We perform numerical experiments to demonstrate the efficiency of our preconditioners, even in cases with variable coefficients.

  6. Numerical solution of the Schrodinger equation for stationary bound states using nodel theorem

    International Nuclear Information System (INIS)

    Chen Zhijiang; Kong Fanmei; Din Yibin

    1987-01-01

    An iterative procedure for getting the numerical solution of Schrodinger equation on stationary bound states is introduced. The theoretical foundtion, the practical steps and the method are presented. An example is added at the end. Comparing with other methods, the present one requires less storage, less running time but posesses higher accuracy. It can be run on the personal computer or microcomputer with 256 K memory and 16 bit word length such as IBM/PC, MC68000/83/20, PDP11/23 etc

  7. Numerical study of the Kadomtsev-Petviashvili equation and dispersive shock waves

    Science.gov (United States)

    Grava, T.; Klein, C.; Pitton, G.

    2018-02-01

    A detailed numerical study of the long time behaviour of dispersive shock waves in solutions to the Kadomtsev-Petviashvili (KP) I equation is presented. It is shown that modulated lump solutions emerge from the dispersive shock waves. For the description of dispersive shock waves, Whitham modulation equations for KP are obtained. It is shown that the modulation equations near the soliton line are hyperbolic for the KPII equation while they are elliptic for the KPI equation leading to a focusing effect and the formation of lumps. Such a behaviour is similar to the appearance of breathers for the focusing nonlinear Schrödinger equation in the semiclassical limit.

  8. Application of Monte Carlo method to solving boundary value problem of differential equations

    International Nuclear Information System (INIS)

    Zuo Yinghong; Wang Jianguo

    2012-01-01

    This paper introduces the foundation of the Monte Carlo method and the way how to generate the random numbers. Based on the basic thought of the Monte Carlo method and finite differential method, the stochastic model for solving the boundary value problem of differential equations is built. To investigate the application of the Monte Carlo method to solving the boundary value problem of differential equations, the model is used to solve Laplace's equations with the first boundary condition and the unsteady heat transfer equation with initial values and boundary conditions. The results show that the boundary value problem of differential equations can be effectively solved with the Monte Carlo method, and the differential equations with initial condition can also be calculated by using a stochastic probability model which is based on the time-domain finite differential equations. Both the simulation results and theoretical analyses show that the errors of numerical results are lowered as the number of simulation particles is increased. (authors)

  9. Research Article. Geodesic equations and their numerical solutions in geodetic and Cartesian coordinates on an oblate spheroid

    Directory of Open Access Journals (Sweden)

    Panou G.

    2017-02-01

    Full Text Available The direct geodesic problem on an oblate spheroid is described as an initial value problem and is solved numerically using both geodetic and Cartesian coordinates. The geodesic equations are formulated by means of the theory of differential geometry. The initial value problem under consideration is reduced to a system of first-order ordinary differential equations, which is solved using a numerical method. The solution provides the coordinates and the azimuths at any point along the geodesic. The Clairaut constant is not used for the solution but it is computed, allowing to check the precision of the method. An extensive data set of geodesics is used, in order to evaluate the performance of the method in each coordinate system. The results for the direct geodesic problem are validated by comparison to Karney’s method. We conclude that a complete, stable, precise, accurate and fast solution of the problem in Cartesian coordinates is accomplished.

  10. Numerical experiment on finite element method for matching data

    International Nuclear Information System (INIS)

    Tokuda, Shinji; Kumakura, Toshimasa; Yoshimura, Koichi.

    1993-03-01

    Numerical experiments are presented on the finite element method by Pletzer-Dewar for matching data of an ordinary differential equation with regular singular points by using model equation. Matching data play an important role in nonideal MHD stability analysis of a magnetically confined plasma. In the Pletzer-Dewar method, the Frobenius series for the 'big solution', the fundamental solution which is not square-integrable at the regular singular point, is prescribed. The experiments include studies of the convergence rate of the matching data obtained by the finite element method and of the effect on the results of computation by truncating the Frobenius series at finite terms. It is shown from the present study that the finite element method is an effective method for obtaining the matching data with high accuracy. (author)

  11. Mathematical and computational methods for semiclassical Schrödinger equations

    KAUST Repository

    Jin, Shi; Markowich, Peter; Sparber, Christof

    2011-01-01

    with such equations, including WKB asymptotics, Wigner measure techniques and Gaussian beams. Moreover, we shall give an overview of the current state of the art of numerical methods (most of which are based on the described analytical techniques) for the Schrödinger

  12. Numerical simulation of compressible two-phase flow using a diffuse interface method

    International Nuclear Information System (INIS)

    Ansari, M.R.; Daramizadeh, A.

    2013-01-01

    Highlights: ► Compressible two-phase gas–gas and gas–liquid flows simulation are conducted. ► Interface conditions contain shock wave and cavitations. ► A high-resolution diffuse interface method is investigated. ► The numerical results exhibit very good agreement with experimental results. -- Abstract: In this article, a high-resolution diffuse interface method is investigated for simulation of compressible two-phase gas–gas and gas–liquid flows, both in the presence of shock wave and in flows with strong rarefaction waves similar to cavitations. A Godunov method and HLLC Riemann solver is used for discretization of the Kapila five-equation model and a modified Schmidt equation of state (EOS) is used to simulate the cavitation regions. This method is applied successfully to some one- and two-dimensional compressible two-phase flows with interface conditions that contain shock wave and cavitations. The numerical results obtained in this attempt exhibit very good agreement with experimental results, as well as previous numerical results presented by other researchers based on other numerical methods. In particular, the algorithm can capture the complex flow features of transient shocks, such as the material discontinuities and interfacial instabilities, without any oscillation and additional diffusion. Numerical examples show that the results of the method presented here compare well with other sophisticated modeling methods like adaptive mesh refinement (AMR) and local mesh refinement (LMR) for one- and two-dimensional problems

  13. T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations

    Directory of Open Access Journals (Sweden)

    Xiaolin Zhu

    2014-01-01

    Full Text Available This paper studies the T-stability of the Heun method and balanced method for solving stochastic differential delay equations (SDDEs. Two T-stable conditions of the Heun method are obtained for two kinds of linear SDDEs. Moreover, two conditions under which the balanced method is T-stable are obtained for two kinds of linear SDDEs. Some numerical examples verify the theoretical results proposed.

  14. Stability of generalized Runge-Kutta methods for stiff kinetics coupled differential equations

    International Nuclear Information System (INIS)

    Aboanber, A E

    2006-01-01

    A stability and efficiency improved class of generalized Runge-Kutta methods of order 4 are developed for the numerical solution of stiff system kinetics equations for linear and/or nonlinear coupled differential equations. The determination of the coefficients required by the method is precisely obtained from the so-called equations of condition which in turn are derived by an approach based on Butcher series. Since the equations of condition are fewer in number, free parameters can be chosen for optimizing any desired feature of the process. A further related coefficient set with different values of these parameters and the region of absolute stability of the method have been introduced. In addition, the A(α) stability properties of the method are investigated. Implementing the method in a personal computer estimated the accuracy and speed of calculations and verified the good performances of the proposed new schemes for several sample problems of the stiff system point kinetics equations with reactivity feedback

  15. A Modified Generalized Laguerre-Gauss Collocation Method for Fractional Neutral Functional-Differential Equations on the Half-Line

    Directory of Open Access Journals (Sweden)

    Ali H. Bhrawy

    2014-01-01

    Full Text Available The modified generalized Laguerre-Gauss collocation (MGLC method is applied to obtain an approximate solution of fractional neutral functional-differential equations with proportional delays on the half-line. The proposed technique is based on modified generalized Laguerre polynomials and Gauss quadrature integration of such polynomials. The main advantage of the present method is to reduce the solution of fractional neutral functional-differential equations into a system of algebraic equations. Reasonable numerical results are achieved by choosing few modified generalized Laguerre-Gauss collocation points. Numerical results demonstrate the accuracy, efficiency, and versatility of the proposed method on the half-line.

  16. Computational partial differential equations using Matlab

    CERN Document Server

    Li, Jichun

    2008-01-01

    Brief Overview of Partial Differential Equations The parabolic equations The wave equations The elliptic equations Differential equations in broader areasA quick review of numerical methods for PDEsFinite Difference Methods for Parabolic Equations Introduction Theoretical issues: stability, consistence, and convergence 1-D parabolic equations2-D and 3-D parabolic equationsNumerical examples with MATLAB codesFinite Difference Methods for Hyperbolic Equations IntroductionSome basic difference schemes Dissipation and dispersion errors Extensions to conservation lawsThe second-order hyperbolic PDE

  17. An implicit second order numerical method for two-fluid models

    International Nuclear Information System (INIS)

    Toumi, I.

    1995-01-01

    We present an implicit upwind numerical method for a six equation two-fluid model based on a linearized Riemann solver. The construction of this approximate Riemann solver uses an extension of Roe's scheme. Extension to second order accurate method is achieved using a piecewise linear approximation of the solution and a slope limiter method. For advancing in time, a linearized implicit integrating step is used. In practice this new numerical method has proved to be stable and capable of generating accurate non-oscillating solutions for two-phase flow calculations. The scheme was applied both to shock tube problems and to standard tests for two-fluid codes. (author)

  18. Numerical simulation of interface movement in gas-liquid two-phase flows with Level Set method

    International Nuclear Information System (INIS)

    Li Huixiong; Chinese Academy of Sciences, Beijing; Deng Sheng; Chen Tingkuan; Zhao Jianfu; Wang Fei

    2005-01-01

    Numerical simulation of gas-liquid two-phase flow and heat transfer has been an attractive work for a quite long time, but still remains as a knotty difficulty due to the inherent complexities of the gas-liquid two-phase flow resulted from the existence of moving interfaces with topology changes. This paper reports the effort and the latest advances that have been made by the authors, with special emphasis on the methods for computing solutions to the advection equation of the Level set function, which is utilized to capture the moving interfaces in gas-liquid two-phase flows. Three different schemes, i.e. the simple finite difference scheme, the Superbee-TVD scheme and the 5-order WENO scheme in combination with the Runge-Kutta method are respectively applied to solve the advection equation of the Level Set. A numerical procedure based on the well-verified SIMPLER method is employed to numerically calculate the momentum equations of the two-phase flow. The above-mentioned three schemes are employed to simulate the movement of four typical interfaces under 5 typical flowing conditions. Analysis of the numerical results shows that the 5-order WENO scheme and the Superbee-TVD scheme are much better than the simple finite difference scheme, and the 5-order WENO scheme is the best to compute solutions to the advection equation of the Level Set. The 5-order WENO scheme will be employed as the main scheme to get solutions to the advection equations of the Level Set when gas-liquid two-phase flows are numerically studied in the future. (authors)

  19. A high-order method for the integration of the Galerkin semi-discretized nuclear reactor kinetics equations

    International Nuclear Information System (INIS)

    Vargas, L.

    1988-01-01

    The numerical approximate solution of the space-time nuclear reactor kinetics equation is investigated using a finite-element discretization of the space variable and a high order integration scheme for the resulting semi-discretized parabolic equation. The Galerkin method with spatial piecewise polynomial Lagrange basis functions are used to obtained a continuous time semi-discretized form of the space-time reactor kinetics equation. A temporal discretization is then carried out with a numerical scheme based on the Iterated Defect Correction (IDC) method using piecewise quadratic polynomials or exponential functions. The kinetics equations are thus solved with in a general finite element framework with respect to space as well as time variables in which the order of convergence of the spatial and temporal discretizations is consistently high. A computer code GALFEM/IDC is developed, to implement the numerical schemes described above. This issued to solve a one space dimensional benchmark problem. The results of the numerical experiments confirm the theoretical arguments and show that the convergence is very fast and the overall procedure is quite efficient. This is due to the good asymptotic properties of the numerical scheme which is of third order in the time interval

  20. Numerical simulation methods for wave propagation through optical waveguides

    International Nuclear Information System (INIS)

    Sharma, A.

    1993-01-01

    The simulation of the field propagation through waveguides requires numerical solutions of the Helmholtz equation. For this purpose a method based on the principle of orthogonal collocation was recently developed. The method is also applicable to nonlinear pulse propagation through optical fibers. Some of the salient features of this method and its application to both linear and nonlinear wave propagation through optical waveguides are discussed in this report. 51 refs, 8 figs, 2 tabs

  1. Finding all solutions of nonlinear equations using the dual simplex method

    Science.gov (United States)

    Yamamura, Kiyotaka; Fujioka, Tsuyoshi

    2003-03-01

    Recently, an efficient algorithm has been proposed for finding all solutions of systems of nonlinear equations using linear programming. This algorithm is based on a simple test (termed the LP test) for nonexistence of a solution to a system of nonlinear equations using the dual simplex method. In this letter, an improved version of the LP test algorithm is proposed. By numerical examples, it is shown that the proposed algorithm could find all solutions of a system of 300 nonlinear equations in practical computation time.

  2. Rotationally symmetric numerical solutions to the sine-Gordon equation

    DEFF Research Database (Denmark)

    Olsen, O. H.; Samuelsen, Mogens Rugholm

    1981-01-01

    We examine numerically the properties of solutions to the spherically symmetric sine-Gordon equation given an initial profile which coincides with the one-dimensional breather solution and refer to such solutions as ring waves. Expanding ring waves either exhibit a return effect or expand towards...

  3. Numerical solution of kinetics equation for point defects accumulation in metals under irradiation

    International Nuclear Information System (INIS)

    Aldzhambekova, G.T.; Iskakov, B.M.

    1999-01-01

    In the report the mathematical model, describing processes of generation and accumulation of defects in solids under irradiation is considered. The equations of this model take into account the velocity of Frenkel pairs generation, the mutual recombination of vacancies and the interstitials, as well as velocity of defects absorption by discharge channeling of vacancies and interstitials. By Runge-Kutta method the numerical solution of the model was carried out

  4. Numerical solution for multi-term fractional (arbitrary) orders differential equations

    OpenAIRE

    El-Sayed, A. M. A.; El-Mesiry, A. E. M.; El-Saka, H. A. A.

    2004-01-01

    Our main concern here is to give a numerical scheme to solve a nonlinear multi-term fractional (arbitrary) orders differential equation. Some results concerning the existence and uniqueness have been also obtained.

  5. Numerical Method for Darcy Flow Derived Using Discrete Exterior Calculus

    Science.gov (United States)

    Hirani, A. N.; Nakshatrala, K. B.; Chaudhry, J. H.

    2015-05-01

    We derive a numerical method for Darcy flow, and also for Poisson's equation in mixed (first order) form, based on discrete exterior calculus (DEC). Exterior calculus is a generalization of vector calculus to smooth manifolds and DEC is one of its discretizations on simplicial complexes such as triangle and tetrahedral meshes. DEC is a coordinate invariant discretization, in that it does not depend on the embedding of the simplices or the whole mesh. We start by rewriting the governing equations of Darcy flow using the language of exterior calculus. This yields a formulation in terms of flux differential form and pressure. The numerical method is then derived by using the framework provided by DEC for discretizing differential forms and operators that act on forms. We also develop a discretization for a spatially dependent Hodge star that varies with the permeability of the medium. This also allows us to address discontinuous permeability. The matrix representation for our discrete non-homogeneous Hodge star is diagonal, with positive diagonal entries. The resulting linear system of equations for flux and pressure are saddle type, with a diagonal matrix as the top left block. The performance of the proposed numerical method is illustrated on many standard test problems. These include patch tests in two and three dimensions, comparison with analytically known solutions in two dimensions, layered medium with alternating permeability values, and a test with a change in permeability along the flow direction. We also show numerical evidence of convergence of the flux and the pressure. A convergence experiment is included for Darcy flow on a surface. A short introduction to the relevant parts of smooth and discrete exterior calculus is included in this article. We also include a discussion of the boundary condition in terms of exterior calculus.

  6. Implicit methods for the Navier-Stokes equations

    Science.gov (United States)

    Yoon, S.; Kwak, D.

    1990-01-01

    Numerical solutions of the Navier-Stokes equations using explicit schemes can be obtained at the expense of efficiency. Conventional implicit methods which often achieve fast convergence rates suffer high cost per iteration. A new implicit scheme based on lower-upper factorization and symmetric Gauss-Seidel relaxation offers very low cost per iteration as well as fast convergence. High efficiency is achieved by accomplishing the complete vectorizability of the algorithm on oblique planes of sweep in three dimensions.

  7. Intelligent numerical methods applications to fractional calculus

    CERN Document Server

    Anastassiou, George A

    2016-01-01

    In this monograph the authors present Newton-type, Newton-like and other numerical methods, which involve fractional derivatives and fractional integral operators, for the first time studied in the literature. All for the purpose to solve numerically equations whose associated functions can be also non-differentiable in the ordinary sense. That is among others extending the classical Newton method theory which requires usual differentiability of function. Chapters are self-contained and can be read independently and several advanced courses can be taught out of this book. An extensive list of references is given per chapter. The book’s results are expected to find applications in many areas of applied mathematics, stochastics, computer science and engineering. As such this monograph is suitable for researchers, graduate students, and seminars of the above subjects, also to be in all science and engineering libraries.

  8. Numerical computation of soliton dynamics for NLS equations in a driving potential

    Directory of Open Access Journals (Sweden)

    Marco Caliari

    2010-06-01

    Full Text Available We provide numerical computations for the soliton dynamics of the nonlinear Schrodinger equation with an external potential. After computing the ground state solution r of a related elliptic equation we show that, in the semi-classical regime, the center of mass of the solution with initial datum built upon r is driven by the solution to $ddot x=- abla V(x$. Finally, we provide examples and analyze the numerical errors in the two dimensional case when V is a harmonic potential.

  9. Modulating functions method for parameters estimation in the fifth order KdV equation

    KAUST Repository

    Asiri, Sharefa M.

    2017-07-25

    In this work, the modulating functions method is proposed for estimating coefficients in higher-order nonlinear partial differential equation which is the fifth order Kortewegde Vries (KdV) equation. The proposed method transforms the problem into a system of linear algebraic equations of the unknowns. The statistical properties of the modulating functions solution are described in this paper. In addition, guidelines for choosing the number of modulating functions, which is an important design parameter, are provided. The effectiveness and robustness of the proposed method are shown through numerical simulations in both noise-free and noisy cases.

  10. Numerical evolutions of fields on the 2-sphere using a spectral method based on spin-weighted spherical harmonics

    International Nuclear Information System (INIS)

    Beyer, Florian; Daszuta, Boris; Frauendiener, Jörg; Whale, Ben

    2014-01-01

    Many applications in science call for the numerical simulation of systems on manifolds with spherical topology. Through the use of integer spin-weighted spherical harmonics, we present a method which allows for the implementation of arbitrary tensorial evolution equations. Our method combines two numerical techniques that were originally developed with different applications in mind. The first is Huffenberger and Wandelt’s spectral decomposition algorithm to perform the mapping from physical to spectral space. The second is the application of Luscombe and Luban’s method, to convert numerically divergent linear recursions into stable nonlinear recursions, to the calculation of reduced Wigner d-functions. We give a detailed discussion of the theory and numerical implementation of our algorithm. The properties of our method are investigated by solving the scalar and vectorial advection equation on the sphere, as well as the 2 + 1 Maxwell equations on a deformed sphere. (paper)

  11. A second order radiative transfer equation and its solution by meshless method with application to strongly inhomogeneous media

    Energy Technology Data Exchange (ETDEWEB)

    Zhao, J.M., E-mail: jmzhao@hit.edu.cn [School of Energy Science and Engineering, Harbin Institute of Technology, 92 West Dazhi Street, Harbin 150001, People' s Republic of China (China); Tan, J.Y., E-mail: tanjy@hit.edu.cn [School of Auto Engineering, Harbin Institute of Technology at Weihai, 2 West Wenhua Road, Weihai 264209, People' s Republic of China (China); Liu, L.H., E-mail: lhliu@hit.edu.cn [School of Energy Science and Engineering, Harbin Institute of Technology, 92 West Dazhi Street, Harbin 150001, People' s Republic of China (China); School of Auto Engineering, Harbin Institute of Technology at Weihai, 2 West Wenhua Road, Weihai 264209, People' s Republic of China (China)

    2013-01-01

    A new second order form of radiative transfer equation (named MSORTE) is proposed, which overcomes the singularity problem of a previously proposed second order radiative transfer equation [J.E. Morel, B.T. Adams, T. Noh, J.M. McGhee, T.M. Evans, T.J. Urbatsch, Spatial discretizations for self-adjoint forms of the radiative transfer equations, J. Comput. Phys. 214 (1) (2006) 12-40 (where it was termed SAAI), J.M. Zhao, L.H. Liu, Second order radiative transfer equation and its properties of numerical solution using finite element method, Numer. Heat Transfer B 51 (2007) 391-409] in dealing with inhomogeneous media where some locations have very small/zero extinction coefficient. The MSORTE contains a naturally introduced diffusion (or second order) term which provides better numerical property than the classic first order radiative transfer equation (RTE). The stability and convergence characteristics of the MSORTE discretized by central difference scheme is analyzed theoretically, and the better numerical stability of the second order form radiative transfer equations than the RTE when discretized by the central difference type method is proved. A collocation meshless method is developed based on the MSORTE to solve radiative transfer in inhomogeneous media. Several critical test cases are taken to verify the performance of the presented method. The collocation meshless method based on the MSORTE is demonstrated to be capable of stably and accurately solve radiative transfer in strongly inhomogeneous media, media with void region and even with discontinuous extinction coefficient.

  12. On the numerical treatment of the Griffin-Hill-Eheeler equation

    International Nuclear Information System (INIS)

    Galleti, D.; Toledo Piza, A.F.R.

    The precision attainable in the numerical treatment of the Griffin-Hill-Wheeler equation is studied in a solvable model. Trucation errors related to the generator coordinate kinematics are exhibited and briefly discussed [pt

  13. A network thermodynamic method for numerical solution of the Nernst-Planck and Poisson equation system with application to ionic transport through membranes.

    Science.gov (United States)

    Horno, J; González-Caballero, F; González-Fernández, C F

    1990-01-01

    Simple techniques of network thermodynamics are used to obtain the numerical solution of the Nernst-Planck and Poisson equation system. A network model for a particular physical situation, namely ionic transport through a thin membrane with simultaneous diffusion, convection and electric current, is proposed. Concentration and electric field profiles across the membrane, as well as diffusion potential, have been simulated using the electric circuit simulation program, SPICE. The method is quite general and extremely efficient, permitting treatments of multi-ion systems whatever the boundary and experimental conditions may be.

  14. Application of an analytical method for solution of thermal hydraulic conservation equations

    Energy Technology Data Exchange (ETDEWEB)

    Fakory, M.R. [Simulation, Systems & Services Technologies Company (S3 Technologies), Columbia, MD (United States)

    1995-09-01

    An analytical method has been developed and applied for solution of two-phase flow conservation equations. The test results for application of the model for simulation of BWR transients are presented and compared with the results obtained from application of the explicit method for integration of conservation equations. The test results show that with application of the analytical method for integration of conservation equations, the Courant limitation associated with explicit Euler method of integration was eliminated. The results obtained from application of the analytical method (with large time steps) agreed well with the results obtained from application of explicit method of integration (with time steps smaller than the size imposed by Courant limitation). The results demonstrate that application of the analytical approach significantly improves the numerical stability and computational efficiency.

  15. Solution of second order linear fuzzy difference equation by Lagrange's multiplier method

    Directory of Open Access Journals (Sweden)

    Sankar Prasad Mondal

    2016-06-01

    Full Text Available In this paper we execute the solution procedure for second order linear fuzzy difference equation by Lagrange's multiplier method. In crisp sense the difference equation are easy to solve, but when we take in fuzzy sense it forms a system of difference equation which is not so easy to solve. By the help of Lagrange's multiplier we can solved it easily. The results are illustrated by two different numerical examples and followed by two applications.

  16. Perfectly Matched Layer for the Wave Equation Finite Difference Time Domain Method

    Science.gov (United States)

    Miyazaki, Yutaka; Tsuchiya, Takao

    2012-07-01

    The perfectly matched layer (PML) is introduced into the wave equation finite difference time domain (WE-FDTD) method. The WE-FDTD method is a finite difference method in which the wave equation is directly discretized on the basis of the central differences. The required memory of the WE-FDTD method is less than that of the standard FDTD method because no particle velocity is stored in the memory. In this study, the WE-FDTD method is first combined with the standard FDTD method. Then, Berenger's PML is combined with the WE-FDTD method. Some numerical demonstrations are given for the two- and three-dimensional sound fields.

  17. Numerical Simulation of Freak Waves Based on the Four-Order Nonlinear Schr(o)dinger Equation

    Institute of Scientific and Technical Information of China (English)

    ZHANG Yun-qiu; ZHANG Ning-chuan; PEI Yu-guo

    2007-01-01

    A numerical wave model based on the modified four-order nonlinear Schrodinger (NLS) equation in deep water is developed to simulate freak waves. A standard split-step, pseudo-spectral method is used to solve NLS equation. The validation of the model is firstly verified, and then the simulation of freak waves is performed by changing sideband conditions. Results show that freak waves entirely consistent with the definition in the evolution of wave trains are obtained. The possible occurrence mechanism of freak waves is discussed and the relevant characteristics are also analyzed.

  18. A negative-norm least-squares method for time-harmonic Maxwell equations

    KAUST Repository

    Copeland, Dylan M.

    2012-04-01

    This paper presents and analyzes a negative-norm least-squares finite element discretization method for the dimension-reduced time-harmonic Maxwell equations in the case of axial symmetry. The reduced equations are expressed in cylindrical coordinates, and the analysis consequently involves weighted Sobolev spaces based on the degenerate radial weighting. The main theoretical results established in this work include existence and uniqueness of the continuous and discrete formulations and error estimates for simple finite element functions. Numerical experiments confirm the error estimates and efficiency of the method for piecewise constant coefficients. © 2011 Elsevier Inc.

  19. A mass conservative numerical solution of vertical water flow and mass transport equations in unsaturated porous media

    International Nuclear Information System (INIS)

    Lim, S.C.; Lee, K.J.

    1993-01-01

    The Galerkin finite element method is used to solve the problem of one-dimensional, vertical flow of water and mass transport of conservative-nonconservative solutes in unsaturated porous media. Numerical approximations based on different forms of the governing equation, although they are equivalent in continuous forms, can result in remarkably different solutions in an unsaturated flow problem. Solutions given by a simple Galerkin method based on the h-based Richards equation yield a large mass balance error and an underestimation of the infiltration depth. With the employment of the ROMV (restoration of main variable) concept in the discretization step, the mass conservative numerical solution algorithm for water flow has been derived. The resulting computational schemes for water flow and mass transport are applied to sandy soil. The ROMV method shows good mass conservation in water flow analysis, whereas it seems to have a minor effect on mass transport. However, it may relax the time-step size restriction and so ensure an improved calculation output. (author)

  20. Methods for Equating Mental Tests.

    Science.gov (United States)

    1984-11-01

    1983) compared conventional and IRT methods for equating the Test of English as a Foreign Language ( TOEFL ) after chaining. Three conventional and...three IRT equating methods were examined in this study; two sections of TOEFL were each (separately) equated. The IRT methods included the following: (a...group. A separate base form was established for each of the six equating methods. Instead of equating the base-form TOEFL to itself, the last (eighth