Finite-difference Green's functions on a 3-D cubic lattice - Integer versus fixed-precision arithmetic recurrence schemes

NARCIS (Netherlands)

De Hon, B. P.; Arnold, J. M.

2016-01-01

Time-domain 3-D lattice Green's function (LGF) sequences can be evaluated using a single-lattice point recurrence scheme, and play an important role in finite-difference Green's function diakoptics. Asymptotically, at large distances, the LGFs in three dimensions can be described in terms of six

Development and application of a third order scheme of finite differences centered in mesh

International Nuclear Information System (INIS)

Delfin L, A.; Alonso V, G.; Valle G, E. del

2003-01-01

In this work the development of a third order scheme of finite differences centered in mesh is presented and it is applied in the numerical solution of those diffusion equations in multi groups in stationary state and X Y geometry. Originally this scheme was developed by Hennart and del Valle for the monoenergetic diffusion equation with a well-known source and they show that the one scheme is of third order when comparing the numerical solution with the analytical solution of a model problem using several mesh refinements and boundary conditions. The scheme by them developed it also introduces the application of numeric quadratures to evaluate the rigidity matrices and of mass that its appear when making use of the finite elements method of Galerkin. One of the used quadratures is the open quadrature of 4 points, no-standard, of Newton-Cotes to evaluate in approximate form the elements of the rigidity matrices. The other quadrature is that of 3 points of Radau that it is used to evaluate the elements of all the mass matrices. One of the objectives of these quadratures are to eliminate the couplings among the Legendre moments 0 and 1 associated to the left and right faces as those associated to the inferior and superior faces of each cell of the discretization. The other objective is to satisfy the particles balance in weighed form in each cell. In this work it expands such development to multiplicative means considering several energy groups. There are described diverse details inherent to the technique, particularly those that refer to the simplification of the algebraic systems that appear due to the space discretization. Numerical results for several test problems are presented and are compared with those obtained with other nodal techniques. (Author)

Quasi-disjoint pentadiagonal matrix systems for the parallelization of compact finite-difference schemes and filters

Science.gov (United States)

Kim, Jae Wook

2013-05-01

This paper proposes a novel systematic approach for the parallelization of pentadiagonal compact finite-difference schemes and filters based on domain decomposition. The proposed approach allows a pentadiagonal banded matrix system to be split into quasi-disjoint subsystems by using a linear-algebraic transformation technique. As a result the inversion of pentadiagonal matrices can be implemented within each subdomain in an independent manner subject to a conventional halo-exchange process. The proposed matrix transformation leads to new subdomain boundary (SB) compact schemes and filters that require three halo terms to exchange with neighboring subdomains. The internode communication overhead in the present approach is equivalent to that of standard explicit schemes and filters based on seven-point discretization stencils. The new SB compact schemes and filters demand additional arithmetic operations compared to the original serial ones. However, it is shown that the additional cost becomes sufficiently low by choosing optimal sizes of their discretization stencils. Compared to earlier published results, the proposed SB compact schemes and filters successfully reduce parallelization artifacts arising from subdomain boundaries to a level sufficiently negligible for sophisticated aeroacoustic simulations without degrading parallel efficiency. The overall performance and parallel efficiency of the proposed approach are demonstrated by stringent benchmark tests.

An Efficient Explicit Finite-Difference Scheme for Simulating Coupled Biomass Growth on Nutritive Substrates

Directory of Open Access Journals (Sweden)

G. F. Sun

2015-01-01

Full Text Available A novel explicit finite-difference (FD method is presented to simulate the positive and bounded development process of a microbial colony subjected to a substrate of nutrients, which is governed by a nonlinear parabolic partial differential equations (PDE system. Our explicit FD scheme is uniquely designed in such a way that it transfers the nonlinear terms in the original PDE into discrete sets of linear ones in the algebraic equation system that can be solved very efficiently, while ensuring the stability and the boundedness of the solution. This is achieved through (1 a proper design of intertwined FD approximations for the diffusion function term in both time and spatial variations and (2 the control of the time-step through establishing theoretical stability criteria. A detailed theoretical stability analysis is conducted to reveal that our FD method is indeed stable. Our examples verified the fact that the numerical solution can be ensured nonnegative and bounded to simulate the actual physics. Numerical examples have also been presented to demonstrate the efficiency of the proposed scheme. The present scheme is applicable for solving similar systems of PDEs in the investigation of the dynamics of biological films.

A novel 2.5D finite difference scheme for simulations of resistivity logging in anisotropic media

Science.gov (United States)

Zeng, Shubin; Chen, Fangzhou; Li, Dawei; Chen, Ji; Chen, Jiefu

2018-03-01

The objective of this study is to develop a method to model 3D resistivity well logging problems in 2D formation with anisotropy, known as 2.5D modeling. The traditional 1D forward modeling extensively used in practice lacks the capability of modeling 2D formation. A 2.5D finite difference method (FDM) solving all the electric and magnetic field components simultaneously is proposed. Compared to other previous 2.5D FDM schemes, this method is more straightforward in modeling fully anisotropic media and easy to be implemented. Fourier transform is essential to this FDM scheme, and by employing Gauss-Legendre (GL) quadrature rule the computational time of this step can be greatly reduced. In the numerical examples, we first demonstrate the validity of the FDM scheme with GL rule by comparing with 1D forward modeling for layered anisotropic problems, and then we model a complicated 2D formation case and find that the proposed 2.5D FD scheme is much more efficient than 3D numerical methods.

Fourier analysis of finite element preconditioned collocation schemes

Science.gov (United States)

Deville, Michel O.; Mund, Ernest H.

1990-01-01

The spectrum of the iteration operator of some finite element preconditioned Fourier collocation schemes is investigated. The first part of the paper analyses one-dimensional elliptic and hyperbolic model problems and the advection-diffusion equation. Analytical expressions of the eigenvalues are obtained with use of symbolic computation. The second part of the paper considers the set of one-dimensional differential equations resulting from Fourier analysis (in the tranverse direction) of the 2-D Stokes problem. All results agree with previous conclusions on the numerical efficiency of finite element preconditioning schemes.

A Modified Computational Scheme for the Stochastic Perturbation Finite Element Method

Directory of Open Access Journals (Sweden)

Feng Wu

Full Text Available Abstract A modified computational scheme of the stochastic perturbation finite element method (SPFEM is developed for structures with low-level uncertainties. The proposed scheme can provide second-order estimates of the mean and variance without differentiating the system matrices with respect to the random variables. When the proposed scheme is used, it involves finite analyses of deterministic systems. In the case of one random variable with a symmetric probability density function, the proposed computational scheme can even provide a result with fifth-order accuracy. Compared with the traditional computational scheme of SPFEM, the proposed scheme is more convenient for numerical implementation. Four numerical examples demonstrate that the proposed scheme can be used in linear or nonlinear structures with correlated or uncorrelated random variables.

An introduction to the UNCLE finite element scheme

International Nuclear Information System (INIS)

Enderby, J.A.

1983-01-01

UNCLE is a completely general finite element scheme which provides common input, output, equation-solving and other facilities for a family of finite element codes for linear and non-linear stress analysis, heat transfer etc. This report describes the concepts on which UNCLE is based and gives a general account of the facilities provided. (author)

An introduction to the UNCLE finite element scheme

Energy Technology Data Exchange (ETDEWEB)

Enderby, J A [UK Atomic Energy Authority, Northern Division, Risley Nuclear Power Development Establishment, Risley, Warrington (United Kingdom)

1983-05-01

UNCLE is a completely general finite element scheme which provides common input, output, equation-solving and other facilities for a family of finite element codes for linear and non-linear stress analysis, heat transfer etc. This report describes the concepts on which UNCLE is based and gives a general account of the facilities provided. (author)

Parallel iterative procedures for approximate solutions of wave propagation by finite element and finite difference methods

Energy Technology Data Exchange (ETDEWEB)

Kim, S. [Purdue Univ., West Lafayette, IN (United States)

1994-12-31

Parallel iterative procedures based on domain decomposition techniques are defined and analyzed for the numerical solution of wave propagation by finite element and finite difference methods. For finite element methods, in a Lagrangian framework, an efficient way for choosing the algorithm parameter as well as the algorithm convergence are indicated. Some heuristic arguments for finding the algorithm parameter for finite difference schemes are addressed. Numerical results are presented to indicate the effectiveness of the methods.

Nonstandard Finite Difference Method Applied to a Linear Pharmacokinetics Model

Directory of Open Access Journals (Sweden)

Oluwaseun Egbelowo

2017-05-01

Full Text Available We extend the nonstandard finite difference method of solution to the study of pharmacokinetic–pharmacodynamic models. Pharmacokinetic (PK models are commonly used to predict drug concentrations that drive controlled intravenous (I.V. transfers (or infusion and oral transfers while pharmacokinetic and pharmacodynamic (PD interaction models are used to provide predictions of drug concentrations affecting the response of these clinical drugs. We structure a nonstandard finite difference (NSFD scheme for the relevant system of equations which models this pharamcokinetic process. We compare the results obtained to standard methods. The scheme is dynamically consistent and reliable in replicating complex dynamic properties of the relevant continuous models for varying step sizes. This study provides assistance in understanding the long-term behavior of the drug in the system, and validation of the efficiency of the nonstandard finite difference scheme as the method of choice.

Finite-difference schemes for anisotropic diffusion

Energy Technology Data Exchange (ETDEWEB)

Es, Bram van, E-mail: es@cwi.nl [Centrum Wiskunde and Informatica, P.O. Box 94079, 1090GB Amsterdam (Netherlands); FOM Institute DIFFER, Dutch Institute for Fundamental Energy Research, Association EURATOM-FOM (Netherlands); Koren, Barry [Eindhoven University of Technology (Netherlands); Blank, Hugo J. de [FOM Institute DIFFER, Dutch Institute for Fundamental Energy Research, Association EURATOM-FOM (Netherlands)

2014-09-01

In fusion plasmas diffusion tensors are extremely anisotropic due to the high temperature and large magnetic field strength. This causes diffusion, heat conduction, and viscous momentum loss, to effectively be aligned with the magnetic field lines. This alignment leads to different values for the respective diffusive coefficients in the magnetic field direction and in the perpendicular direction, to the extent that heat diffusion coefficients can be up to 10{sup 12} times larger in the parallel direction than in the perpendicular direction. This anisotropy puts stringent requirements on the numerical methods used to approximate the MHD-equations since any misalignment of the grid may cause the perpendicular diffusion to be polluted by the numerical error in approximating the parallel diffusion. Currently the common approach is to apply magnetic field-aligned coordinates, an approach that automatically takes care of the directionality of the diffusive coefficients. This approach runs into problems at x-points and at points where there is magnetic re-connection, since this causes local non-alignment. It is therefore useful to consider numerical schemes that are tolerant to the misalignment of the grid with the magnetic field lines, both to improve existing methods and to help open the possibility of applying regular non-aligned grids. To investigate this, in this paper several discretization schemes are developed and applied to the anisotropic heat diffusion equation on a non-aligned grid.

On the Derivation of Highest-Order Compact Finite Difference Schemes for the One- and Two-Dimensional Poisson Equation with Dirichlet Boundary Conditions

KAUST Repository

Settle, Sean O.

2013-01-01

The primary aim of this paper is to answer the question, What are the highest-order five- or nine-point compact finite difference schemes? To answer this question, we present several simple derivations of finite difference schemes for the one- and two-dimensional Poisson equation on uniform, quasi-uniform, and nonuniform face-to-face hyperrectangular grids and directly prove the existence or nonexistence of their highest-order local accuracies. Our derivations are unique in that we do not make any initial assumptions on stencil symmetries or weights. For the one-dimensional problem, the derivation using the three-point stencil on both uniform and nonuniform grids yields a scheme with arbitrarily high-order local accuracy. However, for the two-dimensional problem, the derivation using the corresponding five-point stencil on uniform and quasi-uniform grids yields a scheme with at most second-order local accuracy, and on nonuniform grids yields at most first-order local accuracy. When expanding the five-point stencil to the nine-point stencil, the derivation using the nine-point stencil on uniform grids yields at most sixth-order local accuracy, but on quasi- and nonuniform grids yields at most fourth- and third-order local accuracy, respectively. © 2013 Society for Industrial and Applied Mathematics.

Modeling seismic wave propagation using staggered-grid mimetic finite differences

Directory of Open Access Journals (Sweden)

Freysimar Solano-Feo

2017-04-01

Full Text Available Mimetic finite difference (MFD approximations of continuous gradient and divergence operators satisfy a discrete version of the Gauss-Divergence theorem on staggered grids. On the mimetic approximation of this integral conservation principle, an unique boundary flux operator is introduced that also intervenes on the discretization of a given boundary value problem (BVP. In this work, we present a second-order MFD scheme for seismic wave propagation on staggered grids that discretized free surface and absorbing boundary conditions (ABC with same accuracy order. This scheme is time explicit after coupling a central three-level finite difference (FD stencil for numerical integration. Here, we briefly discuss the convergence properties of this scheme and show its higher accuracy on a challenging test when compared to a traditional FD method. Preliminary applications to 2-D seismic scenarios are also presented and show the potential of the mimetic finite difference method.

High order well-balanced finite volume WENO schemes and discontinuous Galerkin methods for a class of hyperbolic systems with source terms

International Nuclear Information System (INIS)

Xing Yulong; Shu Chiwang

2006-01-01

Hyperbolic balance laws have steady state solutions in which the flux gradients are nonzero but are exactly balanced by the source term. In our earlier work [J. Comput. Phys. 208 (2005) 206-227; J. Sci. Comput., accepted], we designed a well-balanced finite difference weighted essentially non-oscillatory (WENO) scheme, which at the same time maintains genuine high order accuracy for general solutions, to a class of hyperbolic systems with separable source terms including the shallow water equations, the elastic wave equation, the hyperbolic model for a chemosensitive movement, the nozzle flow and a two phase flow model. In this paper, we generalize high order finite volume WENO schemes and Runge-Kutta discontinuous Galerkin (RKDG) finite element methods to the same class of hyperbolic systems to maintain a well-balanced property. Finite volume and discontinuous Galerkin finite element schemes are more flexible than finite difference schemes to treat complicated geometry and adaptivity. However, because of a different computational framework, the maintenance of the well-balanced property requires different technical approaches. After the description of our well-balanced high order finite volume WENO and RKDG schemes, we perform extensive one and two dimensional simulations to verify the properties of these schemes such as the exact preservation of the balance laws for certain steady state solutions, the non-oscillatory property for general solutions with discontinuities, and the genuine high order accuracy in smooth regions

A convergent 2D finite-difference scheme for the Dirac–Poisson system and the simulation of graphene

International Nuclear Information System (INIS)

Brinkman, D.; Heitzinger, C.; Markowich, P.A.

2014-01-01

We present a convergent finite-difference scheme of second order in both space and time for the 2D electromagnetic Dirac equation. We apply this method in the self-consistent Dirac–Poisson system to the simulation of graphene. The model is justified for low energies, where the particles have wave vectors sufficiently close to the Dirac points. In particular, we demonstrate that our method can be used to calculate solutions of the Dirac–Poisson system where potentials act as beam splitters or Veselago lenses

The finite precision computation and the nonconvergence of difference scheme

OpenAIRE

Pengfei, Wang; Jianping, Li

2008-01-01

The authors show that the round-off error can break the consistency which is the premise of using the difference equation to replace the original differential equations. We therefore proposed a theoretical approach to investigate this effect, and found that the difference scheme can not guarantee the convergence of the actual compute result to the analytical one. A conservation scheme experiment is applied to solve a simple linear differential equation satisfing the LAX equivalence theorem in...

A convergent 2D finite-difference scheme for the Dirac-Poisson system and the simulation of graphene

KAUST Repository

Brinkman, Daniel; Heitzinger, Clemens Heitzinger; Markowich, Peter A.

2014-01-01

We present a convergent finite-difference scheme of second order in both space and time for the 2D electromagnetic Dirac equation. We apply this method in the self-consistent Dirac-Poisson system to the simulation of graphene. The model is justified for low energies, where the particles have wave vectors sufficiently close to the Dirac points. In particular, we demonstrate that our method can be used to calculate solutions of the Dirac-Poisson system where potentials act as beam splitters or Veselago lenses. © 2013 Elsevier Inc.

High-resolution finite-difference algorithms for conservation laws

International Nuclear Information System (INIS)

Towers, J.D.

1987-01-01

A new class of Total Variation Decreasing (TVD) schemes for 2-dimensional scalar conservation laws is constructed using either flux-limited or slope-limited numerical fluxes. The schemes are proven to have formal second-order accuracy in regions where neither u/sub x/ nor y/sub y/ vanishes. A new class of high-resolution large-time-step TVD schemes is constructed by adding flux-limited correction terms to the first-order accurate large-time-step version of the Engquist-Osher scheme. The use of the transport-collapse operator in place of the exact solution operator for the construction of difference schemes is studied. The production of spurious extrema by difference schemes is studied. A simple condition guaranteeing the nonproduction of spurious extrema is derived. A sufficient class of entropy inequalities for a conservation law with a flux having a single inflection point is presented. Finite-difference schemes satisfying a discrete version of each entropy inequality are only first-order accurate

On the Stability of the Finite Difference based Lattice Boltzmann Method

KAUST Repository

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

2013-01-01

This paper is devoted to determining the stability conditions for the finite difference based lattice Boltzmann method (FDLBM). In the current scheme, the 9-bit two-dimensional (D2Q9) model is used and the collision term of the Bhatnagar- Gross-Krook (BGK) is treated implicitly. The implicitness of the numerical scheme is removed by introducing a new distribution function different from that being used. Therefore, a new explicit finite-difference lattice Boltzmann method is obtained. Stability analysis of the resulted explicit scheme is done using Fourier expansion. Then, stability conditions in terms of time and spatial steps, relaxation time and explicitly-implicitly parameter are determined by calculating the eigenvalues of the given difference system. The determined conditions give the ranges of the parameters that have stable solutions.

On the Stability of the Finite Difference based Lattice Boltzmann Method

KAUST Repository

El-Amin, Mohamed

2013-06-01

This paper is devoted to determining the stability conditions for the finite difference based lattice Boltzmann method (FDLBM). In the current scheme, the 9-bit two-dimensional (D2Q9) model is used and the collision term of the Bhatnagar- Gross-Krook (BGK) is treated implicitly. The implicitness of the numerical scheme is removed by introducing a new distribution function different from that being used. Therefore, a new explicit finite-difference lattice Boltzmann method is obtained. Stability analysis of the resulted explicit scheme is done using Fourier expansion. Then, stability conditions in terms of time and spatial steps, relaxation time and explicitly-implicitly parameter are determined by calculating the eigenvalues of the given difference system. The determined conditions give the ranges of the parameters that have stable solutions.

A Finite Difference Scheme for Double-Diffusive Unsteady Free Convection from a Curved Surface to a Saturated Porous Medium with a Non-Newtonian Fluid

KAUST Repository

El-Amin, Mohamed

2011-05-14

In this paper, a finite difference scheme is developed to solve the unsteady problem of combined heat and mass transfer from an isothermal curved surface to a porous medium saturated by a non-Newtonian fluid. The curved surface is kept at constant temperature and the power-law model is used to model the non-Newtonian fluid. The explicit finite difference method is used to solve simultaneously the equations of momentum, energy and concentration. The consistency of the explicit scheme is examined and the stability conditions are determined for each equation. Boundary layer and Boussinesq approximations have been incorporated. Numerical calculations are carried out for the various parameters entering into the problem. Velocity, temperature and concentration profiles are shown graphically. It is found that as time approaches infinity, the values of wall shear, heat transfer coefficient and concentration gradient at the wall, which are entered in tables, approach the steady state values.

Modelling of a 400 kW natural gas diffusion flame using finite-rate chemistry schemes

International Nuclear Information System (INIS)

Mueller, Christian; Kremer, Hans; Brink, Anders; Kilpinen, Pia; Hupa, Mikko

1999-01-01

The Eddy-Dissipation Combustion Model combined with three different reaction mechanisms is applied to simulate a fuel-rich 400 kW natural gas diffusion flame. The chemical schemes include a global 2-step and a global 4-step approach as well as a reduced 4-step mechanism systematically derived from an elementary scheme. The species and temperature distributions resulting from the different schemes are studied in detail and compared to each other and to experiments. Furthermore the method of implementing finite-rate chemistry to the Eddy-Dissipation Combustion Model is discussed. (author)

A Note on Symplectic, Multisymplectic Scheme in Finite Element Method

Institute of Scientific and Technical Information of China (English)

GUO Han-Ying; JI Xiao-Mei; LI Yu-Qi; WU Ke

2001-01-01

We find that with uniform mesh, the numerical schemes derived from finite element method can keep a preserved symplectic structure in one-dimensional case and a preserved multisymplectic structure in two-dimensional case respectively. These results are in fact the intrinsic reason why the numerical experiments show that such finite element algorithms are accurate in practice.``

A finite difference method for free boundary problems

KAUST Repository

Fornberg, Bengt

2010-01-01

Fornberg and Meyer-Spasche proposed some time ago a simple strategy to correct finite difference schemes in the presence of a free boundary that cuts across a Cartesian grid. We show here how this procedure can be combined with a minimax

Stability of finite difference numerical simulations of acoustic logging-while-drilling with different perfectly matched layer schemes

Science.gov (United States)

Wang, Hua; Tao, Guo; Shang, Xue-Feng; Fang, Xin-Ding; Burns, Daniel R.

2013-12-01

In acoustic logging-while-drilling (ALWD) finite difference in time domain (FDTD) simulations, large drill collar occupies, most of the fluid-filled borehole and divides the borehole fluid into two thin fluid columns (radius ˜27 mm). Fine grids and large computational models are required to model the thin fluid region between the tool and the formation. As a result, small time step and more iterations are needed, which increases the cumulative numerical error. Furthermore, due to high impedance contrast between the drill collar and fluid in the borehole (the difference is >30 times), the stability and efficiency of the perfectly matched layer (PML) scheme is critical to simulate complicated wave modes accurately. In this paper, we compared four different PML implementations in a staggered grid finite difference in time domain (FDTD) in the ALWD simulation, including field-splitting PML (SPML), multiaxial PML(MPML), non-splitting PML (NPML), and complex frequency-shifted PML (CFS-PML). The comparison indicated that NPML and CFS-PML can absorb the guided wave reflection from the computational boundaries more efficiently than SPML and M-PML. For large simulation time, SPML, M-PML, and NPML are numerically unstable. However, the stability of M-PML can be improved further to some extent. Based on the analysis, we proposed that the CFS-PML method is used in FDTD to eliminate the numerical instability and to improve the efficiency of absorption in the PML layers for LWD modeling. The optimal values of CFS-PML parameters in the LWD simulation were investigated based on thousands of 3D simulations. For typical LWD cases, the best maximum value of the quadratic damping profile was obtained using one d 0. The optimal parameter space for the maximum value of the linear frequency-shifted factor ( α 0) and the scaling factor ( β 0) depended on the thickness of the PML layer. For typical formations, if the PML thickness is 10 grid points, the global error can be reduced to <1

Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models

KAUST Repository

Kiessling, Jonas

2014-05-06

Option prices in exponential Lévy models solve certain partial integro-differential equations. This work focuses on developing novel, computable error approximations for a finite difference scheme that is suitable for solving such PIDEs. The scheme was introduced in (Cont and Voltchkova, SIAM J. Numer. Anal. 43(4):1596-1626, 2005). The main results of this work are new estimates of the dominating error terms, namely the time and space discretisation errors. In addition, the leading order terms of the error estimates are determined in a form that is more amenable to computations. The payoff is only assumed to satisfy an exponential growth condition, it is not assumed to be Lipschitz continuous as in previous works. If the underlying Lévy process has infinite jump activity, then the jumps smaller than some (Formula presented.) are approximated by diffusion. The resulting diffusion approximation error is also estimated, with leading order term in computable form, as well as the dependence of the time and space discretisation errors on this approximation. Consequently, it is possible to determine how to jointly choose the space and time grid sizes and the cut off parameter (Formula presented.). © 2014 Springer Science+Business Media Dordrecht.

A simple finite-difference scheme for handling topography with the first-order wave equation

NARCIS (Netherlands)

Mulder, W.A.; Huiskes, M.J.

2017-01-01

One approach to incorporate topography in seismic finite-difference codes is a local modification of the difference operators near the free surface. An earlier paper described an approach for modelling irregular boundaries in a constant-density acoustic finite-difference code, based on the

A High-Accuracy Linear Conservative Difference Scheme for Rosenau-RLW Equation

Directory of Open Access Journals (Sweden)

Jinsong Hu

2013-01-01

Full Text Available We study the initial-boundary value problem for Rosenau-RLW equation. We propose a three-level linear finite difference scheme, which has the theoretical accuracy of Oτ2+h4. The scheme simulates two conservative properties of original problem well. The existence, uniqueness of difference solution, and a priori estimates in infinite norm are obtained. Furthermore, we analyze the convergence and stability of the scheme by energy method. At last, numerical experiments demonstrate the theoretical results.

Hybrid finite difference/finite element immersed boundary method.

Science.gov (United States)

E Griffith, Boyce; Luo, Xiaoyu

2017-12-01

The immersed boundary method is an approach to fluid-structure interaction that uses a Lagrangian description of the structural deformations, stresses, and forces along with an Eulerian description of the momentum, viscosity, and incompressibility of the fluid-structure system. The original immersed boundary methods described immersed elastic structures using systems of flexible fibers, and even now, most immersed boundary methods still require Lagrangian meshes that are finer than the Eulerian grid. This work introduces a coupling scheme for the immersed boundary method to link the Lagrangian and Eulerian variables that facilitates independent spatial discretizations for the structure and background grid. This approach uses a finite element discretization of the structure while retaining a finite difference scheme for the Eulerian variables. We apply this method to benchmark problems involving elastic, rigid, and actively contracting structures, including an idealized model of the left ventricle of the heart. Our tests include cases in which, for a fixed Eulerian grid spacing, coarser Lagrangian structural meshes yield discretization errors that are as much as several orders of magnitude smaller than errors obtained using finer structural meshes. The Lagrangian-Eulerian coupling approach developed in this work enables the effective use of these coarse structural meshes with the immersed boundary method. This work also contrasts two different weak forms of the equations, one of which is demonstrated to be more effective for the coarse structural discretizations facilitated by our coupling approach. © 2017 The Authors International  Journal  for  Numerical  Methods  in  Biomedical  Engineering Published by John Wiley & Sons Ltd.

Optimal 25-Point Finite-Difference Subgridding Techniques for the 2D Helmholtz Equation

Directory of Open Access Journals (Sweden)

Tingting Wu

2016-01-01

Full Text Available We present an optimal 25-point finite-difference subgridding scheme for solving the 2D Helmholtz equation with perfectly matched layer (PML. This scheme is second order in accuracy and pointwise consistent with the equation. Subgrids are used to discretize the computational domain, including the interior domain and the PML. For the transitional node in the interior domain, the finite difference equation is formulated with ghost nodes, and its weight parameters are chosen by a refined choice strategy based on minimizing the numerical dispersion. Numerical experiments are given to illustrate that the newly proposed schemes can produce highly accurate seismic modeling results with enhanced efficiency.

An assessment of unstructured grid finite volume schemes for cold gas hypersonic flow calculations

Directory of Open Access Journals (Sweden)

João Luiz F. Azevedo

2009-06-01

Full Text Available A comparison of five different spatial discretization schemes is performed considering a typical high speed flow application. Flowfields are simulated using the 2-D Euler equations, discretized in a cell-centered finite volume procedure on unstructured triangular meshes. The algorithms studied include a central difference-type scheme, and 1st- and 2nd-order van Leer and Liou flux-vector splitting schemes. These methods are implemented in an efficient, edge-based, unstructured grid procedure which allows for adaptive mesh refinement based on flow property gradients. Details of the unstructured grid implementation of the methods are presented together with a discussion of the data structure and of the adaptive refinement strategy. The application of interest is the cold gas flow through a typical hypersonic inlet. Results for different entrance Mach numbers and mesh topologies are discussed in order to assess the comparative performance of the various spatial discretization schemes.

An optimal implicit staggered-grid finite-difference scheme based on the modified Taylor-series expansion with minimax approximation method for elastic modeling

Science.gov (United States)

Yang, Lei; Yan, Hongyong; Liu, Hong

2017-03-01

Implicit staggered-grid finite-difference (ISFD) scheme is competitive for its great accuracy and stability, whereas its coefficients are conventionally determined by the Taylor-series expansion (TE) method, leading to a loss in numerical precision. In this paper, we modify the TE method using the minimax approximation (MA), and propose a new optimal ISFD scheme based on the modified TE (MTE) with MA method. The new ISFD scheme takes the advantage of the TE method that guarantees great accuracy at small wavenumbers, and keeps the property of the MA method that keeps the numerical errors within a limited bound at the same time. Thus, it leads to great accuracy for numerical solution of the wave equations. We derive the optimal ISFD coefficients by applying the new method to the construction of the objective function, and using a Remez algorithm to minimize its maximum. Numerical analysis is made in comparison with the conventional TE-based ISFD scheme, indicating that the MTE-based ISFD scheme with appropriate parameters can widen the wavenumber range with high accuracy, and achieve greater precision than the conventional ISFD scheme. The numerical modeling results also demonstrate that the MTE-based ISFD scheme performs well in elastic wave simulation, and is more efficient than the conventional ISFD scheme for elastic modeling.

An efficient hybrid pseudospectral/finite-difference scheme for solving the TTI pure P-wave equation

KAUST Repository

Zhan, Ge

2013-02-19

The pure P-wave equation for modelling and migration in tilted transversely isotropic (TTI) media has attracted more and more attention in imaging seismic data with anisotropy. The desirable feature is that it is absolutely free of shear-wave artefacts and the consequent alleviation of numerical instabilities generally suffered by some systems of coupled equations. However, due to several forward-backward Fourier transforms in wavefield updating at each time step, the computational cost is significant, and thereby hampers its prevalence. We propose to use a hybrid pseudospectral (PS) and finite-difference (FD) scheme to solve the pure P-wave equation. In the hybrid solution, most of the cost-consuming wavenumber terms in the equation are replaced by inexpensive FD operators, which in turn accelerates the computation and reduces the computational cost. To demonstrate the benefit in cost saving of the new scheme, 2D and 3D reverse-time migration (RTM) examples using the hybrid solution to the pure P-wave equation are carried out, and respective runtimes are listed and compared. Numerical results show that the hybrid strategy demands less computation time and is faster than using the PS method alone. Furthermore, this new TTI RTM algorithm with the hybrid method is computationally less expensive than that with the FD solution to conventional TTI coupled equations. © 2013 Sinopec Geophysical Research Institute.

An efficient hybrid pseudospectral/finite-difference scheme for solving the TTI pure P-wave equation

International Nuclear Information System (INIS)

Zhan, Ge; Pestana, Reynam C; Stoffa, Paul L

2013-01-01

The pure P-wave equation for modelling and migration in tilted transversely isotropic (TTI) media has attracted more and more attention in imaging seismic data with anisotropy. The desirable feature is that it is absolutely free of shear-wave artefacts and the consequent alleviation of numerical instabilities generally suffered by some systems of coupled equations. However, due to several forward–backward Fourier transforms in wavefield updating at each time step, the computational cost is significant, and thereby hampers its prevalence. We propose to use a hybrid pseudospectral (PS) and finite-difference (FD) scheme to solve the pure P-wave equation. In the hybrid solution, most of the cost-consuming wavenumber terms in the equation are replaced by inexpensive FD operators, which in turn accelerates the computation and reduces the computational cost. To demonstrate the benefit in cost saving of the new scheme, 2D and 3D reverse-time migration (RTM) examples using the hybrid solution to the pure P-wave equation are carried out, and respective runtimes are listed and compared. Numerical results show that the hybrid strategy demands less computation time and is faster than using the PS method alone. Furthermore, this new TTI RTM algorithm with the hybrid method is computationally less expensive than that with the FD solution to conventional TTI coupled equations. (paper)

Application of compact finite-difference schemes to simulations of stably stratified fluid flows

Czech Academy of Sciences Publication Activity Database

Bodnár, Tomáš; Beneš, L.; Fraunie, P.; Kozel, Karel

2012-01-01

Roč. 219, č. 7 (2012), s. 3336-3353 ISSN 0096-3003 Institutional support: RVO:61388998 Keywords : stratification * finite- difference * finite-volume * Runge-Kutta Subject RIV: BA - General Mathematics Impact factor: 1.349, year: 2012 http://www.sciencedirect.com/science/article/pii/S0096300311010988

An implicit finite-difference operator for the Helmholtz equation

KAUST Repository

Chu, Chunlei; Stoffa, Paul L.

2012-01-01

We have developed an implicit finite-difference operator for the Laplacian and applied it to solving the Helmholtz equation for computing the seismic responses in the frequency domain. This implicit operator can greatly improve the accuracy of the simulation results without adding significant extra computational cost, compared with the corresponding conventional explicit finite-difference scheme. We achieved this by taking advantage of the inherently implicit nature of the Helmholtz equation and merging together the two linear systems: one from the implicit finite-difference discretization of the Laplacian and the other from the discretization of the Helmholtz equation itself. The end result of this simple yet important merging manipulation is a single linear system, similar to the one resulting from the conventional explicit finite-difference discretizations, without involving any differentiation matrix inversions. We analyzed grid dispersions of the discrete Helmholtz equation to show the accuracy of this implicit finite-difference operator and used two numerical examples to demonstrate its efficiency. Our method can be extended to solve other frequency domain wave simulation problems straightforwardly. © 2012 Society of Exploration Geophysicists.

An implicit finite-difference operator for the Helmholtz equation

KAUST Repository

Chu, Chunlei

2012-07-01

We have developed an implicit finite-difference operator for the Laplacian and applied it to solving the Helmholtz equation for computing the seismic responses in the frequency domain. This implicit operator can greatly improve the accuracy of the simulation results without adding significant extra computational cost, compared with the corresponding conventional explicit finite-difference scheme. We achieved this by taking advantage of the inherently implicit nature of the Helmholtz equation and merging together the two linear systems: one from the implicit finite-difference discretization of the Laplacian and the other from the discretization of the Helmholtz equation itself. The end result of this simple yet important merging manipulation is a single linear system, similar to the one resulting from the conventional explicit finite-difference discretizations, without involving any differentiation matrix inversions. We analyzed grid dispersions of the discrete Helmholtz equation to show the accuracy of this implicit finite-difference operator and used two numerical examples to demonstrate its efficiency. Our method can be extended to solve other frequency domain wave simulation problems straightforwardly. © 2012 Society of Exploration Geophysicists.

A finite difference method for space fractional differential equations with variable diffusivity coefficient

KAUST Repository

Mustapha, K.

2017-06-03

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially more difficult the mathematical analysis of these models and the establishment of suitable numerical schemes. This paper proposes and analyzes the first finite difference method for solving {\\\\em variable-coefficient} fractional differential equations, with two-sided fractional derivatives, in one-dimensional space. The proposed scheme combines first-order forward and backward Euler methods for approximating the left-sided fractional derivative when the right-sided fractional derivative is approximated by two consecutive applications of the first-order backward Euler method. Our finite difference scheme reduces to the standard second-order central difference scheme in the absence of fractional derivatives. The existence and uniqueness of the solution for the proposed scheme are proved, and truncation errors of order $h$ are demonstrated, where $h$ denotes the maximum space step size. The numerical tests illustrate the global $O(h)$ accuracy of our scheme, except for nonsmooth cases which, as expected, have deteriorated convergence rates.

A finite difference method for space fractional differential equations with variable diffusivity coefficient

KAUST Repository

Mustapha, K.; Furati, K.; Knio, Omar; Maitre, O. Le

2017-01-01

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially more difficult the mathematical analysis of these models and the establishment of suitable numerical schemes. This paper proposes and analyzes the first finite difference method for solving {\\em variable-coefficient} fractional differential equations, with two-sided fractional derivatives, in one-dimensional space. The proposed scheme combines first-order forward and backward Euler methods for approximating the left-sided fractional derivative when the right-sided fractional derivative is approximated by two consecutive applications of the first-order backward Euler method. Our finite difference scheme reduces to the standard second-order central difference scheme in the absence of fractional derivatives. The existence and uniqueness of the solution for the proposed scheme are proved, and truncation errors of order $h$ are demonstrated, where $h$ denotes the maximum space step size. The numerical tests illustrate the global $O(h)$ accuracy of our scheme, except for nonsmooth cases which, as expected, have deteriorated convergence rates.

A combined finite volume-nonconforming finite element scheme for compressible two phase flow in porous media

KAUST Repository

Saad, Bilal Mohammed; Saad, Mazen Naufal B M

2014-01-01

We propose and analyze a combined finite volume-nonconforming finite element scheme on general meshes to simulate the two compressible phase flow in porous media. The diffusion term, which can be anisotropic and heterogeneous, is discretized by piecewise linear nonconforming triangular finite elements. The other terms are discretized by means of a cell-centered finite volume scheme on a dual mesh, where the dual volumes are constructed around the sides of the original mesh. The relative permeability of each phase is decentred according the sign of the velocity at the dual interface. This technique also ensures the validity of the discrete maximum principle for the saturation under a non restrictive shape regularity of the space mesh and the positiveness of all transmissibilities. Next, a priori estimates on the pressures and a function of the saturation that denote capillary terms are established. These stabilities results lead to some compactness arguments based on the use of the Kolmogorov compactness theorem, and allow us to derive the convergence of a subsequence of the sequence of approximate solutions to a weak solution of the continuous equations, provided the mesh size tends to zero. The proof is given for the complete system when the density of the each phase depends on its own pressure. © 2014 Springer-Verlag Berlin Heidelberg.

A combined finite volume-nonconforming finite element scheme for compressible two phase flow in porous media

KAUST Repository

Saad, Bilal Mohammed

2014-06-28

We propose and analyze a combined finite volume-nonconforming finite element scheme on general meshes to simulate the two compressible phase flow in porous media. The diffusion term, which can be anisotropic and heterogeneous, is discretized by piecewise linear nonconforming triangular finite elements. The other terms are discretized by means of a cell-centered finite volume scheme on a dual mesh, where the dual volumes are constructed around the sides of the original mesh. The relative permeability of each phase is decentred according the sign of the velocity at the dual interface. This technique also ensures the validity of the discrete maximum principle for the saturation under a non restrictive shape regularity of the space mesh and the positiveness of all transmissibilities. Next, a priori estimates on the pressures and a function of the saturation that denote capillary terms are established. These stabilities results lead to some compactness arguments based on the use of the Kolmogorov compactness theorem, and allow us to derive the convergence of a subsequence of the sequence of approximate solutions to a weak solution of the continuous equations, provided the mesh size tends to zero. The proof is given for the complete system when the density of the each phase depends on its own pressure. © 2014 Springer-Verlag Berlin Heidelberg.

A simple finite-difference scheme for handling topography with the second-order wave equation

NARCIS (Netherlands)

Mulder, W.A.

2017-01-01

The presence of topography poses a challenge for seismic modeling with finite-difference codes. The representation of topography by means of an air layer or vacuum often leads to a substantial loss of numerical accuracy. A suitable modification of the finite-difference weights near the free

Finite difference computing with PDEs a modern software approach

CERN Document Server

Langtangen, Hans Petter

2017-01-01

This book is open access under a CC BY 4.0 license. This easy-to-read book introduces the basics of solving partial differential equations by means of finite difference methods. Unlike many of the traditional academic works on the topic, this book was written for practitioners. Accordingly, it especially addresses: the construction of finite difference schemes, formulation and implementation of algorithms, verification of implementations, analyses of physical behavior as implied by the numerical solutions, and how to apply the methods and software to solve problems in the fields of physics and biology.

High-order Finite Difference Solution of Euler Equations for Nonlinear Water Waves

DEFF Research Database (Denmark)

Christiansen, Torben Robert Bilgrav; Bingham, Harry B.; Engsig-Karup, Allan Peter

2012-01-01

is discretized using arbitrary-order finite difference schemes on a staggered grid with one optional stretching in each coordinate direction. The momentum equations and kinematic free surface condition are integrated in time using the classic fourth-order Runge-Kutta scheme. Mass conservation is satisfied...

Simulations of viscous and compressible gas-gas flows using high-order finite difference schemes

Science.gov (United States)

Capuano, M.; Bogey, C.; Spelt, P. D. M.

2018-05-01

A computational method for the simulation of viscous and compressible gas-gas flows is presented. It consists in solving the Navier-Stokes equations associated with a convection equation governing the motion of the interface between two gases using high-order finite-difference schemes. A discontinuity-capturing methodology based on sensors and a spatial filter enables capturing shock waves and deformable interfaces. One-dimensional test cases are performed as validation and to justify choices in the numerical method. The results compare well with analytical solutions. Shock waves and interfaces are accurately propagated, and remain sharp. Subsequently, two-dimensional flows are considered including viscosity and thermal conductivity. In Richtmyer-Meshkov instability, generated on an air-SF6 interface, the influence of the mesh refinement on the instability shape is studied, and the temporal variations of the instability amplitude is compared with experimental data. Finally, for a plane shock wave propagating in air and impacting a cylindrical bubble filled with helium or R22, numerical Schlieren pictures obtained using different grid refinements are found to compare well with experimental shadow-photographs. The mass conservation is verified from the temporal variations of the mass of the bubble. The mean velocities of pressure waves and bubble interface are similar to those obtained experimentally.

Conservative Semidiscrete Difference Schemes for Timoshenko Systems

OpenAIRE

Júnior, D. S. Almeida

2014-01-01

We present a parameterized family of finite-difference schemes to analyze the energy properties for linearly elastic constant-coefficient Timoshenko systems considering shear deformation and rotatory inertia. We derive numerical energies showing the positivity, and the energy conservation property and we show how to avoid a numerical anomaly known as locking phenomenon on shear force. Our method of proof relies on discrete multiplier techniques.

Optimal variable-grid finite-difference modeling for porous media

International Nuclear Information System (INIS)

Liu, Xinxin; Yin, Xingyao; Li, Haishan

2014-01-01

Numerical modeling of poroelastic waves by the finite-difference (FD) method is more expensive than that of acoustic or elastic waves. To improve the accuracy and computational efficiency of seismic modeling, variable-grid FD methods have been developed. In this paper, we derived optimal staggered-grid finite difference schemes with variable grid-spacing and time-step for seismic modeling in porous media. FD operators with small grid-spacing and time-step are adopted for low-velocity or small-scale geological bodies, while FD operators with big grid-spacing and time-step are adopted for high-velocity or large-scale regions. The dispersion relations of FD schemes were derived based on the plane wave theory, then the FD coefficients were obtained using the Taylor expansion. Dispersion analysis and modeling results demonstrated that the proposed method has higher accuracy with lower computational cost for poroelastic wave simulation in heterogeneous reservoirs. (paper)

Evaluation of Callable Bonds: Finite Difference Methods, Stability and Accuracy.

OpenAIRE

Buttler, Hans-Jurg

1995-01-01

The purpose of this paper is to evaluate numerically the semi-American callable bond by means of finite difference methods. This study implies three results. First, the numerical error is greater for the callable bond price than for the straight bond price, and too large for real applications Secondly, the numerical accuracy of the callable bond price computed for the relevant range of interest rates depends entirely on the finite difference scheme which is chosen for the boundary points. Thi...

The finite-difference and finite-element modeling of seismic wave propagation and earthquake motion

International Nuclear Information System (INIS)

Moczo, P.; Kristek, J.; Pazak, P.; Balazovjech, M.; Moczo, P.; Kristek, J.; Galis, M.

2007-01-01

Numerical modeling of seismic wave propagation and earthquake motion is an irreplaceable tool in investigation of the Earth's structure, processes in the Earth, and particularly earthquake phenomena. Among various numerical methods, the finite-difference method is the dominant method in the modeling of earthquake motion. Moreover, it is becoming more important in the seismic exploration and structural modeling. At the same time we are convinced that the best time of the finite-difference method in seismology is in the future. This monograph provides tutorial and detailed introduction to the application of the finite difference (FD), finite-element (FE), and hybrid FD-FE methods to the modeling of seismic wave propagation and earthquake motion. The text does not cover all topics and aspects of the methods. We focus on those to which we have contributed. We present alternative formulations of equation of motion for a smooth elastic continuum. We then develop alternative formulations for a canonical problem with a welded material interface and free surface. We continue with a model of an earthquake source. We complete the general theoretical introduction by a chapter on the constitutive laws for elastic and viscoelastic media, and brief review of strong formulations of the equation of motion. What follows is a block of chapters on the finite-difference and finite-element methods. We develop FD targets for the free surface and welded material interface. We then present various FD schemes for a smooth continuum, free surface, and welded interface. We focus on the staggered-grid and mainly optimally-accurate FD schemes. We also present alternative formulations of the FE method. We include the FD and FE implementations of the traction-at-split-nodes method for simulation of dynamic rupture propagation. The FD modeling is applied to the model of the deep sedimentary Grenoble basin, France. The FD and FE methods are combined in the hybrid FD-FE method. The hybrid

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.

Construction of stable explicit finite-difference schemes for Schroedinger type differential equations

Science.gov (United States)

Mickens, Ronald E.

1989-01-01

A family of conditionally stable, forward Euler finite difference equations can be constructed for the simplest equation of Schroedinger type, namely u sub t - iu sub xx. Generalization of this result to physically realistic Schroedinger type equations is presented.

A third order accurate Lagrangian finite element scheme for the computation of generalized molecular stress function fluids

DEFF Research Database (Denmark)

Fasano, Andrea; Rasmussen, Henrik K.

2017-01-01

A third order accurate, in time and space, finite element scheme for the numerical simulation of three- dimensional time-dependent flow of the molecular stress function type of fluids in a generalized formu- lation is presented. The scheme is an extension of the K-BKZ Lagrangian finite element me...

Cooperative Control of Mobile Sensor Networks for Environmental Monitoring: An Event-Triggered Finite-Time Control Scheme.

Science.gov (United States)

Lu, Qiang; Han, Qing-Long; Zhang, Botao; Liu, Dongliang; Liu, Shirong

2017-12-01

This paper deals with the problem of environmental monitoring by developing an event-triggered finite-time control scheme for mobile sensor networks. The proposed control scheme can be executed by each sensor node independently and consists of two parts: one part is a finite-time consensus algorithm while the other part is an event-triggered rule. The consensus algorithm is employed to enable the positions and velocities of sensor nodes to quickly track the position and velocity of a virtual leader in finite time. The event-triggered rule is used to reduce the updating frequency of controllers in order to save the computational resources of sensor nodes. Some stability conditions are derived for mobile sensor networks with the proposed control scheme under both a fixed communication topology and a switching communication topology. Finally, simulation results illustrate the effectiveness of the proposed control scheme for the problem of environmental monitoring.

A discontinous Galerkin finite element method with an efficient time integration scheme for accurate simulations

KAUST Repository

Liu, Meilin; Bagci, Hakan

2011-01-01

A discontinuous Galerkin finite element method (DG-FEM) with a highly-accurate time integration scheme is presented. The scheme achieves its high accuracy using numerically constructed predictor-corrector integration coefficients. Numerical results

A finite difference method for free boundary problems

KAUST Repository

Fornberg, Bengt

2010-04-01

Fornberg and Meyer-Spasche proposed some time ago a simple strategy to correct finite difference schemes in the presence of a free boundary that cuts across a Cartesian grid. We show here how this procedure can be combined with a minimax-based optimization procedure to rapidly solve a wide range of elliptic-type free boundary value problems. © 2009 Elsevier B.V. All rights reserved.

Five-point Element Scheme of Finite Analytic Method for Unsteady Groundwater Flow

Institute of Scientific and Technical Information of China (English)

Xiang Bo; Mi Xiao; Ji Changming; Luo Qingsong

2007-01-01

In order to improve the finite analytic method's adaptability for irregular unit, by using coordinates rotation technique this paper establishes a five-point element scheme of finite analytic method. It not only solves unsteady groundwater flow equation but also gives the boundary condition. This method can be used to calculate the three typical questions of groundwater. By compared with predecessor's computed result, the result of this method is more satisfactory.

A robust and efficient finite volume scheme for the discretization of diffusive flux on extremely skewed meshes in complex geometries

Science.gov (United States)

Traoré, Philippe; Ahipo, Yves Marcel; Louste, Christophe

2009-08-01

In this paper an improved finite volume scheme to discretize diffusive flux on a non-orthogonal mesh is proposed. This approach, based on an iterative technique initially suggested by Khosla [P.K. Khosla, S.G. Rubin, A diagonally dominant second-order accurate implicit scheme, Computers and Fluids 2 (1974) 207-209] and known as deferred correction, has been intensively utilized by Muzaferija [S. Muzaferija, Adaptative finite volume method for flow prediction using unstructured meshes and multigrid approach, Ph.D. Thesis, Imperial College, 1994] and later Fergizer and Peric [J.H. Fergizer, M. Peric, Computational Methods for Fluid Dynamics, Springer, 2002] to deal with the non-orthogonality of the control volumes. Using a more suitable decomposition of the normal gradient, our scheme gives accurate solutions in geometries where the basic idea of Muzaferija fails. First the performances of both schemes are compared for a Poisson problem solved in quadrangular domains where control volumes are increasingly skewed in order to test their robustness and efficiency. It is shown that convergence properties and the accuracy order of the solution are not degraded even on extremely skewed mesh. Next, the very stable behavior of the method is successfully demonstrated on a randomly distorted grid as well as on an anisotropically distorted one. Finally we compare the solution obtained for quadrilateral control volumes to the ones obtained with a finite element code and with an unstructured version of our finite volume code for triangular control volumes. No differences can be observed between the different solutions, which demonstrates the effectiveness of our approach.

Quarter-Sweep Iteration Concept on Conjugate Gradient Normal Residual Method via Second Order Quadrature - Finite Difference Schemes for Solving Fredholm Integro-Differential Equations

International Nuclear Information System (INIS)

Aruchunan, E.

2015-01-01

In this paper, we have examined the effectiveness of the quarter-sweep iteration concept on conjugate gradient normal residual (CGNR) iterative method by using composite Simpson's (CS) and finite difference (FD) discretization schemes in solving Fredholm integro-differential equations. For comparison purposes, Gauss- Seidel (GS) and the standard or full- and half-sweep CGNR methods namely FSCGNR and HSCGNR are also presented. To validate the efficacy of the proposed method, several analyses were carried out such as computational complexity and percentage reduction on the proposed and existing methods. (author)

A parallel finite-difference method for computational aerodynamics

International Nuclear Information System (INIS)

Swisshelm, J.M.

1989-01-01

A finite-difference scheme for solving complex three-dimensional aerodynamic flow on parallel-processing supercomputers is presented. The method consists of a basic flow solver with multigrid convergence acceleration, embedded grid refinements, and a zonal equation scheme. Multitasking and vectorization have been incorporated into the algorithm. Results obtained include multiprocessed flow simulations from the Cray X-MP and Cray-2. Speedups as high as 3.3 for the two-dimensional case and 3.5 for segments of the three-dimensional case have been achieved on the Cray-2. The entire solver attained a factor of 2.7 improvement over its unitasked version on the Cray-2. The performance of the parallel algorithm on each machine is analyzed. 14 refs

Renormalization in self-consistent approximation schemes at finite temperature I: theory

International Nuclear Information System (INIS)

Hees, H. van; Knoll, J.

2001-07-01

Within finite temperature field theory, we show that truncated non-perturbative self-consistent Dyson resummation schemes can be renormalized with local counter-terms defined at the vacuum level. The requirements are that the underlying theory is renormalizable and that the self-consistent scheme follows Baym's Φ-derivable concept. The scheme generates both, the renormalized self-consistent equations of motion and the closed equations for the infinite set of counter terms. At the same time the corresponding 2PI-generating functional and the thermodynamic potential can be renormalized, in consistency with the equations of motion. This guarantees the standard Φ-derivable properties like thermodynamic consistency and exact conservation laws also for the renormalized approximation scheme to hold. The proof uses the techniques of BPHZ-renormalization to cope with the explicit and the hidden overlapping vacuum divergences. (orig.)

Additive operator-difference schemes splitting schemes

CERN Document Server

Vabishchevich, Petr N

2013-01-01

Applied mathematical modeling isconcerned with solving unsteady problems. This bookshows how toconstruct additive difference schemes to solve approximately unsteady multi-dimensional problems for PDEs. Two classes of schemes are highlighted: methods of splitting with respect to spatial variables (alternating direction methods) and schemes of splitting into physical processes. Also regionally additive schemes (domain decomposition methods)and unconditionally stable additive schemes of multi-component splitting are considered for evolutionary equations of first and second order as well as for sy

A simple finite-difference scheme for handling topography with the first-order wave equation

Science.gov (United States)

Mulder, W. A.; Huiskes, M. J.

2017-07-01

One approach to incorporate topography in seismic finite-difference codes is a local modification of the difference operators near the free surface. An earlier paper described an approach for modelling irregular boundaries in a constant-density acoustic finite-difference code, based on the second-order formulation of the wave equation that only involves the pressure. Here, a similar method is considered for the first-order formulation in terms of pressure and particle velocity, using a staggered finite-difference discretization both in space and in time. In one space dimension, the boundary conditions consist in imposing antisymmetry for the pressure and symmetry for particle velocity components. For the pressure, this means that the solution values as well as all even derivatives up to a certain order are zero on the boundary. For the particle velocity, all odd derivatives are zero. In 2D, the 1-D assumption is used along each coordinate direction, with antisymmetry for the pressure along the coordinate and symmetry for the particle velocity component parallel to that coordinate direction. Since the symmetry or antisymmetry should hold along the direction normal to the boundary rather than along the coordinate directions, this generates an additional numerical error on top of the time stepping errors and the errors due to the interior spatial discretization. Numerical experiments in 2D and 3D nevertheless produce acceptable results.

Call Admission Scheme for Multidimensional Traffic Assuming Finite Handoff User

Directory of Open Access Journals (Sweden)

Md. Baitul Al Sadi

2017-01-01

Full Text Available Usually, the number of users within a cell in a mobile cellular network is considered infinite; hence, M/M/n/k model is appropriate for new originated traffic, but the number of ongoing calls around a cell is always finite. Hence, the traffic model of handoff call will be M/M/n/k/N. In this paper, a K-dimensional traffic model of a mobile cellular network is proposed using the combination of limited and unlimited users case. A new call admission scheme (CAS is proposed based on both thinning scheme and fading condition. The fading condition of the wireless channel access to a handoff call is prioritized compared to newly originated calls.

A finite difference, multipoint flux numerical approach to flow in porous media: Numerical examples

KAUST Repository

Osman, Hossam Omar; Salama, Amgad; Sun, Shuyu; Bao, Kai

2012-01-01

It is clear that none of the current available numerical schemes which may be adopted to solve transport phenomena in porous media fulfill all the required robustness conditions. That is while the finite difference methods are the simplest of all, they face several difficulties in complex geometries and anisotropic media. On the other hand, while finite element methods are well suited to complex geometries and can deal with anisotropic media, they are more involved in coding and usually require more execution time. Therefore, in this work we try to combine some features of the finite element technique, namely its ability to work with anisotropic media with the finite difference approach. We reduce the multipoint flux, mixed finite element technique through some quadrature rules to an equivalent cell-centered finite difference approximation. We show examples on using this technique to single-phase flow in anisotropic porous media.

A finite difference, multipoint flux numerical approach to flow in porous media: Numerical examples

KAUST Repository

Osman, Hossam Omar

2012-06-17

It is clear that none of the current available numerical schemes which may be adopted to solve transport phenomena in porous media fulfill all the required robustness conditions. That is while the finite difference methods are the simplest of all, they face several difficulties in complex geometries and anisotropic media. On the other hand, while finite element methods are well suited to complex geometries and can deal with anisotropic media, they are more involved in coding and usually require more execution time. Therefore, in this work we try to combine some features of the finite element technique, namely its ability to work with anisotropic media with the finite difference approach. We reduce the multipoint flux, mixed finite element technique through some quadrature rules to an equivalent cell-centered finite difference approximation. We show examples on using this technique to single-phase flow in anisotropic porous media.

Discrete memory schemes for finite strain thermoplasticity and application to shape memory alloys

International Nuclear Information System (INIS)

Favier, D.; Guelin, P.; Pegon, P.; Nowacki, W.K.

1987-01-01

A theory of finite strain plasticity has been proposed: The scheme of pure hysteresis with mixed transport has been extended to the case of non-rotational kinematics. Secondly, the simple shear case has been studied, taking into account Drucker's recent analysis regarding the 'appropriate simple idealizations for finite plasticity'. Illustrations are provided for general stress/strain paths. Also a new theory of isotropic hyperelasticity has been proposed. The 'reversible' relative Cauchy stress tensor (of type (1,1) and weight one) is defined in the dragged along coordinates as a tensorial isotropic function of the Almansi tensor and of its invariants (through the partial derivatives of the actual scalar density of elastic energy per unit extent of dragged along coordinates). The correspondance between strain and stress paths is then defined in a general form which is particularly convenient for the study of first order effects, limit behaviours, coupling and second order effects. Illustrations are provided. The addition of the pure hysteresis stress contribution σ a and of the reversible contribution σ rev leads to a scheme of 'superelasticity' departure to obtain a provisional scheme of shape memory effects. Some remarks are given regarding some of the possible generalizations of the scheme. (orig./GL)

A discontinous Galerkin finite element method with an efficient time integration scheme for accurate simulations

KAUST Repository

Liu, Meilin

2011-07-01

A discontinuous Galerkin finite element method (DG-FEM) with a highly-accurate time integration scheme is presented. The scheme achieves its high accuracy using numerically constructed predictor-corrector integration coefficients. Numerical results show that this new time integration scheme uses considerably larger time steps than the fourth-order Runge-Kutta method when combined with a DG-FEM using higher-order spatial discretization/basis functions for high accuracy. © 2011 IEEE.

Convergence of finite differences schemes for viscous and inviscid conservation laws with rough coefficients

Energy Technology Data Exchange (ETDEWEB)

Karlsen, Kenneth Hvistendal; Risebro, Nils Henrik

2000-09-01

We consider the initial value problem for degenerate viscous and inviscid scalar conservation laws where the flux function depends on the spatial location through a ''rough'' coefficient function k(x). we show that the Engquist-Osher (and hence all monotone) finite difference approximations converge to the unique entropy solution of the governing equation if, among other demands, k' is in BV, thereby providing alternative (new) existence proofs for entropy solutions of degenerate convection-diffusion equations as well as new convergence results for their finite difference approximations. In the inviscid case, we also provide a rate of convergence. Our convergence proofs are based on deriving a series of a priori estimates and using a general L{sup p} compactness criterion. (author)

Finite volume schemes with equilibrium type discretization of source terms for scalar conservation laws

International Nuclear Information System (INIS)

Botchorishvili, Ramaz; Pironneau, Olivier

2003-01-01

We develop here a new class of finite volume schemes on unstructured meshes for scalar conservation laws with stiff source terms. The schemes are of equilibrium type, hence with uniform bounds on approximate solutions, valid in cell entropy inequalities and exact for some equilibrium states. Convergence is investigated in the framework of kinetic schemes. Numerical tests show high computational efficiency and a significant advantage over standard cell centered discretization of source terms. Equilibrium type schemes produce accurate results even on test problems for which the standard approach fails. For some numerical tests they exhibit exponential type convergence rate. In two of our numerical tests an equilibrium type scheme with 441 nodes on a triangular mesh is more accurate than a standard scheme with 5000 2 grid points

On the relationship between some nodal schemes and the finite element method in static diffusion calculations

International Nuclear Information System (INIS)

Fedon-Magnaud, C.; Hennart, J.P.; Lautard, J.J.

1983-03-01

An unified formulation of non conforming finite elements with quadrature formula and simple nodal scheme is presented. The theoretical convergence is obtained for the previous scheme when the mesh is refined. Numerical tests are provided in order to bear out the theorical results

Bound-preserving Legendre-WENO finite volume schemes using nonlinear mapping

Science.gov (United States)

Smith, Timothy; Pantano, Carlos

2017-11-01

We present a new method to enforce field bounds in high-order Legendre-WENO finite volume schemes. The strategy consists of reconstructing each field through an intermediate mapping, which by design satisfies realizability constraints. Determination of the coefficients of the polynomial reconstruction involves nonlinear equations that are solved using Newton's method. The selection between the original or mapped reconstruction is implemented dynamically to minimize computational cost. The method has also been generalized to fields that exhibit interdependencies, requiring multi-dimensional mappings. Further, the method does not depend on the existence of a numerical flux function. We will discuss details of the proposed scheme and show results for systems in conservation and non-conservation form. This work was funded by the NSF under Grant DMS 1318161.

A new Identity Based Encryption (IBE) scheme using extended Chebyshev polynomial over finite fields Zp

International Nuclear Information System (INIS)

Benasser Algehawi, Mohammed; Samsudin, Azman

2010-01-01

We present a method to extract key pairs needed for the Identity Based Encryption (IBE) scheme from extended Chebyshev polynomial over finite fields Z p . Our proposed scheme relies on the hard problem and the bilinear property of the extended Chebyshev polynomial over Z p . The proposed system is applicable, secure, and reliable.

High-order finite difference solution for 3D nonlinear wave-structure interaction

DEFF Research Database (Denmark)

Ducrozet, Guillaume; Bingham, Harry B.; Engsig-Karup, Allan Peter

2010-01-01

This contribution presents our recent progress on developing an efficient fully-nonlinear potential flow model for simulating 3D wave-wave and wave-structure interaction over arbitrary depths (i.e. in coastal and offshore environment). The model is based on a high-order finite difference scheme O...

An Elgamal Encryption Scheme of Fibonacci Q-Matrix and Finite State Machine

Directory of Open Access Journals (Sweden)

B. Ravi Kumar

2015-12-01

Full Text Available Cryptography is the science of writing messages in unknown form using mathematical models. In Cryptography, several ciphers were introduced for the encryption schemes. Recent research focusing on designing various mathematical models in such a way that tracing the inverse of the designed mathematical models is infeasible for the eve droppers. In the present work, the ELGamal encryption scheme is executed using the generator of a cyclic group formed by the points on choosing elliptic curve, finite state machines and key matrices obtained from the Fibonacci sequences.

Aspects of the generation of finite-difference Green's function sequences for arbitrary 3-D cubic lattice points

NARCIS (Netherlands)

de Hon, B.P.; Arnold, J.M.

2015-01-01

The robust and speedy evaluation of lattice Green's functions LGFs) is crucial to the effectiveness of finite-difference Green's function diakoptics schemes. We have recently determined a generic recurrence scheme for the construction of scalar LGF sequences at arbitrary points on a 3-D cubic

High‐order rotated staggered finite difference modeling of 3D elastic wave propagation in general anisotropic media

KAUST Repository

Chu, Chunlei

2009-01-01

We analyze the dispersion properties and stability conditions of the high‐order convolutional finite difference operators and compare them with the conventional finite difference schemes. We observe that the convolutional finite difference method has better dispersion properties and becomes more efficient than the conventional finite difference method with the increasing order of accuracy. This makes the high‐order convolutional operator a good choice for anisotropic elastic wave simulations on rotated staggered grids since its enhanced dispersion properties can help to suppress the numerical dispersion error that is inherent in the rotated staggered grid structure and its efficiency can help us tackle 3D problems cost‐effectively.

Finite difference discretization of semiconductor drift-diffusion equations for nanowire solar cells

Science.gov (United States)

Deinega, Alexei; John, Sajeev

2012-10-01

We introduce a finite difference discretization of semiconductor drift-diffusion equations using cylindrical partial waves. It can be applied to describe the photo-generated current in radial pn-junction nanowire solar cells. We demonstrate that the cylindrically symmetric (l=0) partial wave accurately describes the electronic response of a square lattice of silicon nanowires at normal incidence. We investigate the accuracy of our discretization scheme by using different mesh resolution along the radial direction r and compare with 3D (x, y, z) discretization. We consider both straight nanowires and nanowires with radius modulation along the vertical axis. The charge carrier generation profile inside each nanowire is calculated using an independent finite-difference time-domain simulation.

Constructing space difference schemes which satisfy a cell entropy inequality

Science.gov (United States)

Merriam, Marshal L.

1989-01-01

A numerical methodology for solving convection problems is presented, using finite difference schemes which satisfy the second law of thermodynamics on a cell-by-cell basis in addition to the usual conservation laws. It is shown that satisfaction of a cell entropy inequality is sufficient, in some cases, to guarantee nonlinear stability. Some details are given for several one-dimensional problems, including the quasi-one-dimensional Euler equations applied to flow in a nozzle.

Five-point form of the nodal diffusion method and comparison with finite-difference

International Nuclear Information System (INIS)

Azmy, Y.Y.

1988-01-01

Nodal Methods have been derived, implemented and numerically tested for several problems in physics and engineering. In the field of nuclear engineering, many nodal formalisms have been used for the neutron diffusion equation, all yielding results which were far more computationally efficient than conventional Finite Difference (FD) and Finite Element (FE) methods. However, not much effort has been devoted to theoretically comparing nodal and FD methods in order to explain the very high accuracy of the former. In this summary we outline the derivation of a simple five-point form for the lowest order nodal method and compare it to the traditional five-point, edge-centered FD scheme. The effect of the observed differences on the accuracy of the respective methods is established by considering a simple test problem. It must be emphasized that the nodal five-point scheme derived here is mathematically equivalent to previously derived lowest order nodal methods. 7 refs., 1 tab

Variable order spherical harmonic expansion scheme for the radiative transport equation using finite elements

International Nuclear Information System (INIS)

Surya Mohan, P.; Tarvainen, Tanja; Schweiger, Martin; Pulkkinen, Aki; Arridge, Simon R.

2011-01-01

Highlights: → We developed a variable order global basis scheme to solve light transport in 3D. → Based on finite elements, the method can be applied to a wide class of geometries. → It is computationally cheap when compared to the fixed order scheme. → Comparisons with local basis method and other models demonstrate its accuracy. → Addresses problems encountered n modeling of light transport in human brain. - Abstract: We propose the P N approximation based on a finite element framework for solving the radiative transport equation with optical tomography as the primary application area. The key idea is to employ a variable order spherical harmonic expansion for angular discretization based on the proximity to the source and the local scattering coefficient. The proposed scheme is shown to be computationally efficient compared to employing homogeneously high orders of expansion everywhere in the domain. In addition the numerical method is shown to accurately describe the void regions encountered in the forward modeling of real-life specimens such as infant brains. The accuracy of the method is demonstrated over three model problems where the P N approximation is compared against Monte Carlo simulations and other state-of-the-art methods.

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 .

Pricing derivatives under Lévy models modern finite-difference and pseudo-differential operators approach

CERN Document Server

Itkin, Andrey

2017-01-01

This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing approaches. The method, based on pseudo-differential operators and several original contributions to the theory of finite-difference schemes, is new as applied to the Lévy processes in finance, and is herein presented for the first time in a single volume. The results within, developed in a series of research papers, are collected and arranged together with the necessary background material from Lévy processes, the modern theory of finite-difference schemes, the theory of M-matrices and EM-matrices, etc., thus forming a self-contained work that gives the reader a smooth introduction to the subject. For readers with no knowledge of finance, a short explanation of the main financial terms and notions used in the book is given in the glossary. The latter part of the book demonstrates the efficacy of the method by solvin...

Stability and non-standard finite difference method of the generalized Chua's circuit

KAUST Repository

Radwan, Ahmed G.

2011-08-01

In this paper, we develop a framework to obtain approximate numerical solutions of the fractional-order Chua\\'s circuit with Memristor using a non-standard finite difference method. Chaotic response is obtained with fractional-order elements as well as integer-order elements. Stability analysis and the condition of oscillation for the integer-order system are discussed. In addition, the stability analyses for different fractional-order cases are investigated showing a great sensitivity to small order changes indicating the poles\\' locations inside the physical s-plane. The GrnwaldLetnikov method is used to approximate the fractional derivatives. Numerical results are presented graphically and reveal that the non-standard finite difference scheme is an effective and convenient method to solve fractional-order chaotic systems, and to validate their stability. © 2011 Elsevier Ltd. All rights reserved.

Domain of composition and finite volume schemes on non-matching grids; Decomposition de domaine et schemas volumes finis sur maillages non-conformes

Energy Technology Data Exchange (ETDEWEB)

Saas, L.

2004-05-01

This Thesis deals with sedimentary basin modeling whose goal is the prediction through geological times of the localizations and appraisal of hydrocarbons quantities present in the ground. Due to the natural and evolutionary decomposition of the sedimentary basin in blocks and stratigraphic layers, domain decomposition methods are requested to simulate flows of waters and of hydrocarbons in the ground. Conservations laws are used to model the flows in the ground and form coupled partial differential equations which must be discretized by finite volume method. In this report we carry out a study on finite volume methods on non-matching grids solved by domain decomposition methods. We describe a family of finite volume schemes on non-matching grids and we prove that the associated global discretized problem is well posed. Then we give an error estimate. We give two examples of finite volume schemes on non matching grids and the corresponding theoretical results (Constant scheme and Linear scheme). Then we present the resolution of the global discretized problem by a domain decomposition method using arbitrary interface conditions (for example Robin conditions). Finally we give numerical results which validate the theoretical results and study the use of finite volume methods on non-matching grids for basin modeling. (author)

Comparative study of the free-surface boundary condition in two-dimensional finite-difference elastic wave field simulation

International Nuclear Information System (INIS)

Lan, Haiqiang; Zhang, Zhongjie

2011-01-01

The finite-difference (FD) method is a powerful tool in seismic wave field modelling for understanding seismic wave propagation in the Earth's interior and interpreting the real seismic data. The accuracy of FD modelling partly depends on the implementation of the free-surface (i.e. traction-free) condition. In the past 40 years, at least six kinds of free-surface boundary condition approximate schemes (such as one-sided, centred finite-difference, composed, new composed, implicit and boundary-modified approximations) have been developed in FD second-order elastodynamic simulation. Herein we simulate seismic wave fields in homogeneous and lateral heterogeneous models using these free-surface boundary condition approximate schemes and evaluate their stability and applicability by comparing with corresponding analytical solutions, and then quantitatively evaluate the accuracies of different approximate schemes from the misfit of the amplitude and phase between the numerical and analytical results. Our results confirm that the composed scheme becomes unstable for the V s /V p ratio less than 0.57, and suggest that (1) the one-sided scheme is only accurate to first order and therefore introduces serious errors for the shorter wavelengths, other schemes are all of second-order precision; (2) the new composed, implicit and boundary-modified schemes are stable even when the V s /V p ratio is less than 0.2; (3) the implicit and boundary-modified schemes are able to deal with laterally varying (heterogeneous) free surface; (4) in the corresponding stability range, the one-sided scheme shows remarkable errors in both phase and amplitude compared to analytical solution (which means larger errors in travel-time and reflection strength), the other five approximate schemes show better performance in travel-time (phase) than strength (amplitude)

Accuracy of finite-difference modeling of seismic waves : Simulation versus laboratory measurements

Science.gov (United States)

Arntsen, B.

2017-12-01

The finite-difference technique for numerical modeling of seismic waves is still important and for some areas extensively used.For exploration purposes is finite-difference simulation at the core of both traditional imaging techniques such as reverse-time migration and more elaborate Full-Waveform Inversion techniques.The accuracy and fidelity of finite-difference simulation of seismic waves are hard to quantify and meaningfully error analysis is really onlyeasily available for simplistic media. A possible alternative to theoretical error analysis is provided by comparing finite-difference simulated data with laboratory data created using a scale model. The advantage of this approach is the accurate knowledge of the model, within measurement precision, and the location of sources and receivers.We use a model made of PVC immersed in water and containing horizontal and tilted interfaces together with several spherical objects to generateultrasonic pressure reflection measurements. The physical dimensions of the model is of the order of a meter, which after scaling represents a model with dimensions of the order of 10 kilometer and frequencies in the range of one to thirty hertz.We find that for plane horizontal interfaces the laboratory data can be reproduced by the finite-difference scheme with relatively small error, but for steeply tilted interfaces the error increases. For spherical interfaces the discrepancy between laboratory data and simulated data is sometimes much more severe, to the extent that it is not possible to simulate reflections from parts of highly curved bodies. The results are important in view of the fact that finite-difference modeling is often at the core of imaging and inversion algorithms tackling complicatedgeological areas with highly curved interfaces.

Solution of problems with material nonlinearities with a coupled finite element/boundary element scheme using an iterative solver. Yucca Mountain Site Characterization Project

International Nuclear Information System (INIS)

Koteras, J.R.

1996-01-01

The prediction of stresses and displacements around tunnels buried deep within the earth is an important class of geomechanics problems. The material behavior immediately surrounding the tunnel is typically nonlinear. The surrounding mass, even if it is nonlinear, can usually be characterized by a simple linear elastic model. The finite element method is best suited for modeling nonlinear materials of limited volume, while the boundary element method is well suited for modeling large volumes of linear elastic material. A computational scheme that couples the finite element and boundary element methods would seem particularly useful for geomechanics problems. A variety of coupling schemes have been proposed, but they rely on direct solution methods. Direct solution techniques have large storage requirements that become cumbersome for large-scale three-dimensional problems. An alternative to direct solution methods is iterative solution techniques. A scheme has been developed for coupling the finite element and boundary element methods that uses an iterative solution method. This report shows that this coupling scheme is valid for problems where nonlinear material behavior occurs in the finite element region

Hybrid lattice Boltzmann finite difference simulation of mixed convection flows in a lid-driven square cavity

Energy Technology Data Exchange (ETDEWEB)

Bettaibi, Soufiene, E-mail: Bettaibisoufiene@gmail.com [UR: Rayonnement Thermique, Faculté des Sciences de Tunis, Université de Tunis El Manar, 2092 Tunis (Tunisia); Kuznik, Frédéric [INSA-Lyon, CETHIL, F-69621 Villeurbanne (France); Université de Lyon, CNRS, UMR5008, F-69622 Villeurbanne (France); Sediki, Ezeddine [UR: Rayonnement Thermique, Faculté des Sciences de Tunis, Université de Tunis El Manar, 2092 Tunis (Tunisia)

2014-06-27

Highlights: • Mixed convection heat transfer in 2D lid-driven cavity is studied numerically. • Hybrid scheme with multiple relaxation time lattice Boltzmann method is used to obtain the velocity field. • Finite difference method is used to compute the temperature. • Effect of both Richardson and Reynolds numbers for mixed convection is studied. - Abstract: Mixed convection heat transfer in two-dimensional lid-driven rectangular cavity filled with air (Pr=0.71) is studied numerically. A hybrid scheme with multiple relaxation time lattice Boltzmann method (MRT-LBM) is used to obtain the velocity field while the temperature field is deduced from energy balance equation by using the finite difference method (FDM). The main objective of this work is to investigate the model effectiveness for mixed convection flow simulation. Results are presented in terms of streamlines, isotherms and Nusselt numbers. Excellent agreement is obtained between our results and previous works. The different comparisons demonstrate the robustness and the accuracy of our proposed approach.

Arbitrary-Lagrangian-Eulerian Discontinuous Galerkin schemes with a posteriori subcell finite volume limiting on moving unstructured meshes

Science.gov (United States)

Boscheri, Walter; Dumbser, Michael

2017-10-01

We present a new family of high order accurate fully discrete one-step Discontinuous Galerkin (DG) finite element schemes on moving unstructured meshes for the solution of nonlinear hyperbolic PDE in multiple space dimensions, which may also include parabolic terms in order to model dissipative transport processes, like molecular viscosity or heat conduction. High order piecewise polynomials of degree N are adopted to represent the discrete solution at each time level and within each spatial control volume of the computational grid, while high order of accuracy in time is achieved by the ADER approach, making use of an element-local space-time Galerkin finite element predictor. A novel nodal solver algorithm based on the HLL flux is derived to compute the velocity for each nodal degree of freedom that describes the current mesh geometry. In our algorithm the spatial mesh configuration can be defined in two different ways: either by an isoparametric approach that generates curved control volumes, or by a piecewise linear decomposition of each spatial control volume into simplex sub-elements. Each technique generates a corresponding number of geometrical degrees of freedom needed to describe the current mesh configuration and which must be considered by the nodal solver for determining the grid velocity. The connection of the old mesh configuration at time tn with the new one at time t n + 1 provides the space-time control volumes on which the governing equations have to be integrated in order to obtain the time evolution of the discrete solution. Our numerical method belongs to the category of so-called direct Arbitrary-Lagrangian-Eulerian (ALE) schemes, where a space-time conservation formulation of the governing PDE system is considered and which already takes into account the new grid geometry (including a possible rezoning step) directly during the computation of the numerical fluxes. We emphasize that our method is a moving mesh method, as opposed to total

A finite-difference method for the variable coefficient Poisson equation on hierarchical Cartesian meshes

Science.gov (United States)

Raeli, Alice; Bergmann, Michel; Iollo, Angelo

2018-02-01

We consider problems governed by a linear elliptic equation with varying coefficients across internal interfaces. The solution and its normal derivative can undergo significant variations through these internal boundaries. We present a compact finite-difference scheme on a tree-based adaptive grid that can be efficiently solved using a natively parallel data structure. The main idea is to optimize the truncation error of the discretization scheme as a function of the local grid configuration to achieve second-order accuracy. Numerical illustrations are presented in two and three-dimensional configurations.

Analysis of a finite-difference and a Galerkin technique applied to the simulation of advection and diffusion of air pollutants from a line source

International Nuclear Information System (INIS)

Runca, E.; Melli, P.; Sardei, F.

1985-01-01

A finite-difference scheme and a Galerkin scheme are compared with respect to a very accurate solution describing time-dependent advection and diffusion of air pollutants from a line source in an atmosphere vertically stratified and limited by an inversion layer. The accurate solution was achieved by applying the finite-difference scheme on a very refined grid with a very small time step. The grid size and time step were defined according to stability and accuracy criteria discussed in the text. It is found that for the problem considered the two methods can be considered equally accurate. However, the Galerkin method gives a better approximation in the vicinity of the source. This was assumed to be partly due to the different way the source term is taken into account in the two methods. Improvement of the accuracy of the finite-difference scheme was achieved by approximating, at every step, the contribution of the source term by a Gaussian puff moving and diffusing with the velocity and diffusivity of the source location, instead of utilizing a stepwise function for the numerical approximation of the delta function representing the source term

Development and application of a third order scheme of finite differences centered in mesh; Desarrollo y aplicacion de un esquema de tercer orden de diferencias finitas centradas en malla

Energy Technology Data Exchange (ETDEWEB)

Delfin L, A.; Alonso V, G. [ININ, 52045 Ocoyoacac, Estado de Mexico (Mexico); Valle G, E. del [IPN-ESFM, 07738 Mexico D.F. (Mexico)]. e-mail: adl@nuclear.inin.mx

2003-07-01

In this work the development of a third order scheme of finite differences centered in mesh is presented and it is applied in the numerical solution of those diffusion equations in multi groups in stationary state and X Y geometry. Originally this scheme was developed by Hennart and del Valle for the monoenergetic diffusion equation with a well-known source and they show that the one scheme is of third order when comparing the numerical solution with the analytical solution of a model problem using several mesh refinements and boundary conditions. The scheme by them developed it also introduces the application of numeric quadratures to evaluate the rigidity matrices and of mass that its appear when making use of the finite elements method of Galerkin. One of the used quadratures is the open quadrature of 4 points, no-standard, of Newton-Cotes to evaluate in approximate form the elements of the rigidity matrices. The other quadrature is that of 3 points of Radau that it is used to evaluate the elements of all the mass matrices. One of the objectives of these quadratures are to eliminate the couplings among the Legendre moments 0 and 1 associated to the left and right faces as those associated to the inferior and superior faces of each cell of the discretization. The other objective is to satisfy the particles balance in weighed form in each cell. In this work it expands such development to multiplicative means considering several energy groups. There are described diverse details inherent to the technique, particularly those that refer to the simplification of the algebraic systems that appear due to the space discretization. Numerical results for several test problems are presented and are compared with those obtained with other nodal techniques. (Author)

Wave steering effects in anisotropic composite structures: Direct calculation of the energy skew angle through a finite element scheme.

Science.gov (United States)

Chronopoulos, D

2017-01-01

A systematic expression quantifying the wave energy skewing phenomenon as a function of the mechanical characteristics of a non-isotropic structure is derived in this study. A structure of arbitrary anisotropy, layering and geometric complexity is modelled through Finite Elements (FEs) coupled to a periodic structure wave scheme. A generic approach for efficiently computing the angular sensitivity of the wave slowness for each wave type, direction and frequency is presented. The approach does not involve any finite differentiation scheme and is therefore computationally efficient and not prone to the associated numerical errors. Copyright © 2016 Elsevier B.V. All rights reserved.

Finite difference methods for reducing numerical diffusion in TEACH-type calculations. [Teaching Elliptic Axisymmetric Characteristics Heuristically

Science.gov (United States)

Syed, S. A.; Chiappetta, L. M.

1985-01-01

A methodological evaluation for two-finite differencing schemes for computer-aided gas turbine design is presented. The two computational schemes include; a Bounded Skewed Finite Differencing Scheme (BSUDS); and a Quadratic Upwind Differencing Scheme (QSDS). In the evaluation, the derivations of the schemes were incorporated into two-dimensional and three-dimensional versions of the Teaching Axisymmetric Characteristics Heuristically (TEACH) computer code. Assessments were made according to performance criteria for the solution of problems of turbulent, laminar, and coannular turbulent flow. The specific performance criteria used in the evaluation were simplicity, accuracy, and computational economy. It is found that the BSUDS scheme performed better with respect to the criteria than the QUDS. Some of the reasons for the more successful performance BSUDS are discussed.

A mimetic finite difference method for the Stokes problem with elected edge bubbles

Energy Technology Data Exchange (ETDEWEB)

Lipnikov, K [Los Alamos National Laboratory; Berirao, L [DIPARTMENTO DI MATERMATICA

2009-01-01

A new mimetic finite difference method for the Stokes problem is proposed and analyzed. The unstable P{sub 1}-P{sub 0} discretization is stabilized by adding a small number of bubble functions to selected mesh edges. A simple strategy for selecting such edges is proposed and verified with numerical experiments. The discretizations schemes for Stokes and Navier-Stokes equations must satisfy the celebrated inf-sup (or the LBB) stability condition. The stability condition implies a balance between discrete spaces for velocity and pressure. In finite elements, this balance is frequently achieved by adding bubble functions to the velocity space. The goal of this article is to show that the stabilizing edge bubble functions can be added only to a small set of mesh edges. This results in a smaller algebraic system and potentially in a faster calculations. We employ the mimetic finite difference (MFD) discretization technique that works for general polyhedral meshes and can accomodate non-uniform distribution of stabilizing bubbles.

Second order finite volume scheme for Maxwell's equations with discontinuous electromagnetic properties on unstructured meshes

Energy Technology Data Exchange (ETDEWEB)

Ismagilov, Timur Z., E-mail: ismagilov@academ.org

2015-02-01

This paper presents a second order finite volume scheme for numerical solution of Maxwell's equations with discontinuous dielectric permittivity and magnetic permeability on unstructured meshes. The scheme is based on Godunov scheme and employs approaches of Van Leer and Lax–Wendroff to increase the order of approximation. To keep the second order of approximation near dielectric permittivity and magnetic permeability discontinuities a novel technique for gradient calculation and limitation is applied near discontinuities. Results of test computations for problems with linear and curvilinear discontinuities confirm second order of approximation. The scheme was applied to modelling propagation of electromagnetic waves inside photonic crystal waveguides with a bend.

On a Stable and Consistent Finite Difference Scheme for a Time ...

African Journals Online (AJOL)

NJABS

established time independent Schrodinger Wave Equation (SWE). To develop the stability criterion .... the rate at which signals in the numerical scheme travel will be faster than their real world counterparts and this unrealistic expectation leads ...

Secure diversity-multiplexing tradeoff of zero-forcing transmit scheme at finite-SNR

KAUST Repository

Rezki, Zouheir

2012-04-01

In this paper, we address the finite Signal-to-Noise Ratio (SNR) Diversity-Multiplexing Tradeoff (DMT) of the Multiple Input Multiple Output (MIMO) wiretap channel, where a Zero-Forcing (ZF) transmit scheme, that intends to send the secret information in the orthogonal space of the eavesdropper channel, is used. First, we introduce the secrecy multiplexing gain at finite-SNR that generalizes the definition at high-SNR. Then, we provide upper and lower bounds on the outage probability under secrecy constraint, from which secrecy diversity gain estimates of ZF are derived. Through asymptotic analysis, we show that the upper bound underestimates the secrecy diversity gain, whereas the lower bound is tight at high-SNR, and thus its related diversity gain estimate is equal to the actual asymptotic secrecy diversity gain of the MIMO wiretap channel. © 2012 IEEE.

Simulation of natural convection in an inclined polar cavity using a finite-difference lattice Boltzmann method

Energy Technology Data Exchange (ETDEWEB)

Yang, Fan; Yang, Haicheng; Guo, Xueyan; Ren Dai [University of Shanghai for Science and Technology, Shanghai (China); Yan, Yonghua [Shanghai Key Laboratory of Multiphase Flow and Heat Transfer in Power Engineering, Shanghai (China); Liu, Chaoqun [University of Texas at Arlington, Arlington (United States)

2017-06-15

Natural convection heat transfer in an inclined polar cavity was studied using a Finite-difference lattice Boltzmann method (FDLBM) based on a double-population approach for body-fitted coordinates. A D2G9 model coupled with the simplest TD2Q4 lattice model was applied to determine the velocity field and temperature field. For both velocity and temperature fields, the discrete spatial derivatives were obtained by combining the upwind scheme with the central scheme, and the discrete temporal term is obtained using a fourth-order Runge-Kutta scheme. Studies were carried out for different Rayleigh numbers and different inclination angles. The results in terms of streamlines, isotherms, and Nusselt numbers explain the heat transfer mechanism of natural convection in an inclined polar cavity due to the change of Rayleigh number and inclination angle.

Development and comparison of different spatial numerical schemes for the radiative transfer equation resolution using three-dimensional unstructured meshes

International Nuclear Information System (INIS)

Capdevila, R.; Perez-Segarra, C.D.; Oliva, A.

2010-01-01

In the present work four different spatial numerical schemes have been developed with the aim of reducing the false-scattering of the numerical solutions obtained with the discrete ordinates (DOM) and the finite volume (FVM) methods. These schemes have been designed specifically for unstructured meshes by means of the extrapolation of nodal values of intensity on the studied radiative direction. The schemes have been tested and compared in several 3D benchmark test cases using both structured orthogonal and unstructured grids.

Finite element and finite difference methods in electromagnetic scattering

CERN Document Server

Morgan, MA

2013-01-01

This second volume in the Progress in Electromagnetic Research series examines recent advances in computational electromagnetics, with emphasis on scattering, as brought about by new formulations and algorithms which use finite element or finite difference techniques. Containing contributions by some of the world's leading experts, the papers thoroughly review and analyze this rapidly evolving area of computational electromagnetics. Covering topics ranging from the new finite-element based formulation for representing time-harmonic vector fields in 3-D inhomogeneous media using two coupled sca

Tradable schemes

NARCIS (Netherlands)

J.K. Hoogland (Jiri); C.D.D. Neumann

2000-01-01

textabstractIn this article we present a new approach to the numerical valuation of derivative securities. The method is based on our previous work where we formulated the theory of pricing in terms of tradables. The basic idea is to fit a finite difference scheme to exact solutions of the pricing

Market behavior and performance of different strategy evaluation schemes.

Science.gov (United States)

Baek, Yongjoo; Lee, Sang Hoon; Jeong, Hawoong

2010-08-01

Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates how the strategy evaluation schemes adopted by agents affect their performance in conjunction with the market circumstances. We observe the performance of three strategy evaluation schemes, the history-dependent wealth game, the trend-opposing minority game, and the trend-following majority game, in a stock market where the price is exogenously determined. The price is either directly adopted from the real stock market indices or generated with a Markov chain of order ≤2 . Each scheme's success is quantified by average wealth accumulated by the traders equipped with the scheme. The wealth game, as it learns from the history, shows relatively good performance unless the market is highly unpredictable. The majority game is successful in a trendy market dominated by long periods of sustained price increase or decrease. On the other hand, the minority game is suitable for a market with persistent zigzag price patterns. We also discuss the consequence of implementing finite memory in the scoring processes of strategies. Our findings suggest under which market circumstances each evaluation scheme is appropriate for modeling the behavior of real market traders.

Modeling hemodynamics in intracranial aneurysms: Comparing accuracy of CFD solvers based on finite element and finite volume schemes.

Science.gov (United States)

Botti, Lorenzo; Paliwal, Nikhil; Conti, Pierangelo; Antiga, Luca; Meng, Hui

2018-06-01

Image-based computational fluid dynamics (CFD) has shown potential to aid in the clinical management of intracranial aneurysms (IAs) but its adoption in the clinical practice has been missing, partially due to lack of accuracy assessment and sensitivity analysis. To numerically solve the flow-governing equations CFD solvers generally rely on two spatial discretization schemes: Finite Volume (FV) and Finite Element (FE). Since increasingly accurate numerical solutions are obtained by different means, accuracies and computational costs of FV and FE formulations cannot be compared directly. To this end, in this study we benchmark two representative CFD solvers in simulating flow in a patient-specific IA model: (1) ANSYS Fluent, a commercial FV-based solver and (2) VMTKLab multidGetto, a discontinuous Galerkin (dG) FE-based solver. The FV solver's accuracy is improved by increasing the spatial mesh resolution (134k, 1.1m, 8.6m and 68.5m tetrahedral element meshes). The dGFE solver accuracy is increased by increasing the degree of polynomials (first, second, third and fourth degree) on the base 134k tetrahedral element mesh. Solutions from best FV and dGFE approximations are used as baseline for error quantification. On average, velocity errors for second-best approximations are approximately 1cm/s for a [0,125]cm/s velocity magnitude field. Results show that high-order dGFE provide better accuracy per degree of freedom but worse accuracy per Jacobian non-zero entry as compared to FV. Cross-comparison of velocity errors demonstrates asymptotic convergence of both solvers to the same numerical solution. Nevertheless, the discrepancy between under-resolved velocity fields suggests that mesh independence is reached following different paths. This article is protected by copyright. All rights reserved.

A coarse-mesh nodal method-diffusive-mesh finite difference method

International Nuclear Information System (INIS)

Joo, H.; Nichols, W.R.

1994-01-01

Modern nodal methods have been successfully used for conventional light water reactor core analyses where the homogenized, node average cross sections (XSs) and the flux discontinuity factors (DFs) based on equivalence theory can reliably predict core behavior. For other types of cores and other geometries characterized by tightly-coupled, heterogeneous core configurations, the intranodal flux shapes obtained from a homogenized nodal problem may not accurately portray steep flux gradients near fuel assembly interfaces or various reactivity control elements. This may require extreme values of DFs (either very large, very small, or even negative) to achieve a desired solution accuracy. Extreme values of DFs, however, can disrupt the convergence of the iterative methods used to solve for the node average fluxes, and can lead to a difficulty in interpolating adjacent DF values. Several attempts to remedy the problem have been made, but nothing has been satisfactory. A new coarse-mesh nodal scheme called the Diffusive-Mesh Finite Difference (DMFD) technique, as contrasted with the coarse-mesh finite difference (CMFD) technique, has been developed to resolve this problem. This new technique and the development of a few-group, multidimensional kinetics computer program are described in this paper

Implicit and fully implicit exponential finite difference methods

Indian Academy of Sciences (India)

Burgers' equation; exponential finite difference method; implicit exponential finite difference method; ... This paper describes two new techniques which give improved exponential finite difference solutions of Burgers' equation. ... Current Issue

Computing the demagnetizing tensor for finite difference micromagnetic simulations via numerical integration

International Nuclear Information System (INIS)

Chernyshenko, Dmitri; Fangohr, Hans

2015-01-01

In the finite difference method which is commonly used in computational micromagnetics, the demagnetizing field is usually computed as a convolution of the magnetization vector field with the demagnetizing tensor that describes the magnetostatic field of a cuboidal cell with constant magnetization. An analytical expression for the demagnetizing tensor is available, however at distances far from the cuboidal cell, the numerical evaluation of the analytical expression can be very inaccurate. Due to this large-distance inaccuracy numerical packages such as OOMMF compute the demagnetizing tensor using the explicit formula at distances close to the originating cell, but at distances far from the originating cell a formula based on an asymptotic expansion has to be used. In this work, we describe a method to calculate the demagnetizing field by numerical evaluation of the multidimensional integral in the demagnetizing tensor terms using a sparse grid integration scheme. This method improves the accuracy of computation at intermediate distances from the origin. We compute and report the accuracy of (i) the numerical evaluation of the exact tensor expression which is best for short distances, (ii) the asymptotic expansion best suited for large distances, and (iii) the new method based on numerical integration, which is superior to methods (i) and (ii) for intermediate distances. For all three methods, we show the measurements of accuracy and execution time as a function of distance, for calculations using single precision (4-byte) and double precision (8-byte) floating point arithmetic. We make recommendations for the choice of scheme order and integrating coefficients for the numerical integration method (iii). - Highlights: • We study the accuracy of demagnetization in finite difference micromagnetics. • We introduce a new sparse integration method to compute the tensor more accurately. • Newell, sparse integration and asymptotic method are compared for all ranges

Comparative study of numerical schemes of TVD3, UNO3-ACM and optimized compact scheme

Science.gov (United States)

Lee, Duck-Joo; Hwang, Chang-Jeon; Ko, Duck-Kon; Kim, Jae-Wook

1995-01-01

Three different schemes are employed to solve the benchmark problem. The first one is a conventional TVD-MUSCL (Monotone Upwind Schemes for Conservation Laws) scheme. The second scheme is a UNO3-ACM (Uniformly Non-Oscillatory Artificial Compression Method) scheme. The third scheme is an optimized compact finite difference scheme modified by us: the 4th order Runge Kutta time stepping, the 4th order pentadiagonal compact spatial discretization with the maximum resolution characteristics. The problems of category 1 are solved by using the second (UNO3-ACM) and third (Optimized Compact) schemes. The problems of category 2 are solved by using the first (TVD3) and second (UNO3-ACM) schemes. The problem of category 5 is solved by using the first (TVD3) scheme. It can be concluded from the present calculations that the Optimized Compact scheme and the UN03-ACM show good resolutions for category 1 and category 2 respectively.

The finite-difference and finite-element modeling of seismic wave propagation and earthquake motion

International Nuclear Information System (INIS)

Moszo, P.; Kristek, J.; Galis, M.; Pazak, P.; Balazovijech, M.

2006-01-01

Numerical modeling of seismic wave propagation and earthquake motion is an irreplaceable tool in investigation of the Earth's structure, processes in the Earth, and particularly earthquake phenomena. Among various numerical methods, the finite-difference method is the dominant method in the modeling of earthquake motion. Moreover, it is becoming more important in the seismic exploration and structural modeling. At the same time we are convinced that the best time of the finite-difference method in seismology is in the future. This monograph provides tutorial and detailed introduction to the application of the finite-difference, finite-element, and hybrid finite-difference-finite-element methods to the modeling of seismic wave propagation and earthquake motion. The text does not cover all topics and aspects of the methods. We focus on those to which we have contributed. (Author)

Electron-phonon coupling from finite differences

Science.gov (United States)

Monserrat, Bartomeu

2018-02-01

The interaction between electrons and phonons underlies multiple phenomena in physics, chemistry, and materials science. Examples include superconductivity, electronic transport, and the temperature dependence of optical spectra. A first-principles description of electron-phonon coupling enables the study of the above phenomena with accuracy and material specificity, which can be used to understand experiments and to predict novel effects and functionality. In this topical review, we describe the first-principles calculation of electron-phonon coupling from finite differences. The finite differences approach provides several advantages compared to alternative methods, in particular (i) any underlying electronic structure method can be used, and (ii) terms beyond the lowest order in the electron-phonon interaction can be readily incorporated. But these advantages are associated with a large computational cost that has until recently prevented the widespread adoption of this method. We describe some recent advances, including nondiagonal supercells and thermal lines, that resolve these difficulties, and make the calculation of electron-phonon coupling from finite differences a powerful tool. We review multiple applications of the calculation of electron-phonon coupling from finite differences, including the temperature dependence of optical spectra, superconductivity, charge transport, and the role of defects in semiconductors. These examples illustrate the advantages of finite differences, with cases where semilocal density functional theory is not appropriate for the calculation of electron-phonon coupling and many-body methods such as the GW approximation are required, as well as examples in which higher-order terms in the electron-phonon interaction are essential for an accurate description of the relevant phenomena. We expect that the finite difference approach will play a central role in future studies of the electron-phonon interaction.

Calculating the binding free energies of charged species based on explicit-solvent simulations employing lattice-sum methods: An accurate correction scheme for electrostatic finite-size effects

Energy Technology Data Exchange (ETDEWEB)

Rocklin, Gabriel J. [Department of Pharmaceutical Chemistry, University of California San Francisco, 1700 4th St., San Francisco, California 94143-2550, USA and Biophysics Graduate Program, University of California San Francisco, 1700 4th St., San Francisco, California 94143-2550 (United States); Mobley, David L. [Departments of Pharmaceutical Sciences and Chemistry, University of California Irvine, 147 Bison Modular, Building 515, Irvine, California 92697-0001, USA and Department of Chemistry, University of New Orleans, 2000 Lakeshore Drive, New Orleans, Louisiana 70148 (United States); Dill, Ken A. [Laufer Center for Physical and Quantitative Biology, 5252 Stony Brook University, Stony Brook, New York 11794-0001 (United States); Hünenberger, Philippe H., E-mail: phil@igc.phys.chem.ethz.ch [Laboratory of Physical Chemistry, Swiss Federal Institute of Technology, ETH, 8093 Zürich (Switzerland)

2013-11-14

The calculation of a protein-ligand binding free energy based on molecular dynamics (MD) simulations generally relies on a thermodynamic cycle in which the ligand is alchemically inserted into the system, both in the solvated protein and free in solution. The corresponding ligand-insertion free energies are typically calculated in nanoscale computational boxes simulated under periodic boundary conditions and considering electrostatic interactions defined by a periodic lattice-sum. This is distinct from the ideal bulk situation of a system of macroscopic size simulated under non-periodic boundary conditions with Coulombic electrostatic interactions. This discrepancy results in finite-size effects, which affect primarily the charging component of the insertion free energy, are dependent on the box size, and can be large when the ligand bears a net charge, especially if the protein is charged as well. This article investigates finite-size effects on calculated charging free energies using as a test case the binding of the ligand 2-amino-5-methylthiazole (net charge +1 e) to a mutant form of yeast cytochrome c peroxidase in water. Considering different charge isoforms of the protein (net charges −5, 0, +3, or +9 e), either in the absence or the presence of neutralizing counter-ions, and sizes of the cubic computational box (edges ranging from 7.42 to 11.02 nm), the potentially large magnitude of finite-size effects on the raw charging free energies (up to 17.1 kJ mol{sup −1}) is demonstrated. Two correction schemes are then proposed to eliminate these effects, a numerical and an analytical one. Both schemes are based on a continuum-electrostatics analysis and require performing Poisson-Boltzmann (PB) calculations on the protein-ligand system. While the numerical scheme requires PB calculations under both non-periodic and periodic boundary conditions, the latter at the box size considered in the MD simulations, the analytical scheme only requires three non

Calculating the binding free energies of charged species based on explicit-solvent simulations employing lattice-sum methods: An accurate correction scheme for electrostatic finite-size effects

Science.gov (United States)

Rocklin, Gabriel J.; Mobley, David L.; Dill, Ken A.; Hünenberger, Philippe H.

2013-11-01

The calculation of a protein-ligand binding free energy based on molecular dynamics (MD) simulations generally relies on a thermodynamic cycle in which the ligand is alchemically inserted into the system, both in the solvated protein and free in solution. The corresponding ligand-insertion free energies are typically calculated in nanoscale computational boxes simulated under periodic boundary conditions and considering electrostatic interactions defined by a periodic lattice-sum. This is distinct from the ideal bulk situation of a system of macroscopic size simulated under non-periodic boundary conditions with Coulombic electrostatic interactions. This discrepancy results in finite-size effects, which affect primarily the charging component of the insertion free energy, are dependent on the box size, and can be large when the ligand bears a net charge, especially if the protein is charged as well. This article investigates finite-size effects on calculated charging free energies using as a test case the binding of the ligand 2-amino-5-methylthiazole (net charge +1 e) to a mutant form of yeast cytochrome c peroxidase in water. Considering different charge isoforms of the protein (net charges -5, 0, +3, or +9 e), either in the absence or the presence of neutralizing counter-ions, and sizes of the cubic computational box (edges ranging from 7.42 to 11.02 nm), the potentially large magnitude of finite-size effects on the raw charging free energies (up to 17.1 kJ mol-1) is demonstrated. Two correction schemes are then proposed to eliminate these effects, a numerical and an analytical one. Both schemes are based on a continuum-electrostatics analysis and require performing Poisson-Boltzmann (PB) calculations on the protein-ligand system. While the numerical scheme requires PB calculations under both non-periodic and periodic boundary conditions, the latter at the box size considered in the MD simulations, the analytical scheme only requires three non-periodic PB

Calculating the binding free energies of charged species based on explicit-solvent simulations employing lattice-sum methods: an accurate correction scheme for electrostatic finite-size effects.

Science.gov (United States)

Rocklin, Gabriel J; Mobley, David L; Dill, Ken A; Hünenberger, Philippe H

2013-11-14

The calculation of a protein-ligand binding free energy based on molecular dynamics (MD) simulations generally relies on a thermodynamic cycle in which the ligand is alchemically inserted into the system, both in the solvated protein and free in solution. The corresponding ligand-insertion free energies are typically calculated in nanoscale computational boxes simulated under periodic boundary conditions and considering electrostatic interactions defined by a periodic lattice-sum. This is distinct from the ideal bulk situation of a system of macroscopic size simulated under non-periodic boundary conditions with Coulombic electrostatic interactions. This discrepancy results in finite-size effects, which affect primarily the charging component of the insertion free energy, are dependent on the box size, and can be large when the ligand bears a net charge, especially if the protein is charged as well. This article investigates finite-size effects on calculated charging free energies using as a test case the binding of the ligand 2-amino-5-methylthiazole (net charge +1 e) to a mutant form of yeast cytochrome c peroxidase in water. Considering different charge isoforms of the protein (net charges -5, 0, +3, or +9 e), either in the absence or the presence of neutralizing counter-ions, and sizes of the cubic computational box (edges ranging from 7.42 to 11.02 nm), the potentially large magnitude of finite-size effects on the raw charging free energies (up to 17.1 kJ mol(-1)) is demonstrated. Two correction schemes are then proposed to eliminate these effects, a numerical and an analytical one. Both schemes are based on a continuum-electrostatics analysis and require performing Poisson-Boltzmann (PB) calculations on the protein-ligand system. While the numerical scheme requires PB calculations under both non-periodic and periodic boundary conditions, the latter at the box size considered in the MD simulations, the analytical scheme only requires three non-periodic PB

A Fast Implicit Finite Difference Method for Fractional Advection-Dispersion Equations with Fractional Derivative Boundary Conditions

Directory of Open Access Journals (Sweden)

Taohua Liu

2017-01-01

Full Text Available Fractional advection-dispersion equations, as generalizations of classical integer-order advection-dispersion equations, are used to model the transport of passive tracers carried by fluid flow in a porous medium. In this paper, we develop an implicit finite difference method for fractional advection-dispersion equations with fractional derivative boundary conditions. First-order consistency, solvability, unconditional stability, and first-order convergence of the method are proven. Then, we present a fast iterative method for the implicit finite difference scheme, which only requires storage of O(K and computational cost of O(Klog⁡K. Traditionally, the Gaussian elimination method requires storage of O(K2 and computational cost of O(K3. Finally, the accuracy and efficiency of the method are checked with a numerical example.

Finite-Horizon $H_\\infty $ Consensus for Multiagent Systems With Redundant Channels via An Observer-Type Event-Triggered Scheme.

Science.gov (United States)

Xu, Wenying; Wang, Zidong; Ho, Daniel W C

2018-05-01

This paper is concerned with the finite-horizon consensus problem for a class of discrete time-varying multiagent systems with external disturbances and missing measurements. To improve the communication reliability, redundant channels are introduced and the corresponding protocol is constructed for the information transmission over redundant channels. An event-triggered scheme is adopted to determine whether the information of agents should be transmitted to their neighbors. Subsequently, an observer-type event-triggered control protocol is proposed based on the latest received neighbors' information. The purpose of the addressed problem is to design a time-varying controller based on the observed information to achieve the consensus performance in a finite horizon. By utilizing a constrained recursive Riccati difference equation approach, some sufficient conditions are obtained to guarantee the consensus performance, and the controller parameters are also designed. Finally, a numerical example is provided to demonstrate the desired reliability of redundant channels and the effectiveness of the event-triggered control protocol.

Computing with high-resolution upwind schemes for hyperbolic equations

International Nuclear Information System (INIS)

Chakravarthy, S.R.; Osher, S.; California Univ., Los Angeles)

1985-01-01

Computational aspects of modern high-resolution upwind finite-difference schemes for hyperbolic systems of conservation laws are examined. An operational unification is demonstrated for constructing a wide class of flux-difference-split and flux-split schemes based on the design principles underlying total variation diminishing (TVD) schemes. Consideration is also given to TVD scheme design by preprocessing, the extension of preprocessing and postprocessing approaches to general control volumes, the removal of expansion shocks and glitches, relaxation methods for implicit TVD schemes, and a new family of high-accuracy TVD schemes. 21 references

Implicit time-dependent finite different algorithm for quench simulation

International Nuclear Information System (INIS)

Koizumi, Norikiyo; Takahashi, Yoshikazu; Tsuji, Hiroshi

1994-12-01

A magnet in a fusion machine has many difficulties in its application because of requirement of a large operating current, high operating field and high breakdown voltage. A cable-in-conduit (CIC) conductor is the best candidate to overcome these difficulties. However, there remained uncertainty in a quench event in the cable-in-conduit conductor because of a difficulty to analyze a fluid dynamics equation. Several scientists, then, developed the numerical code for the quench simulation. However, most of them were based on an explicit time-dependent finite difference scheme. In this scheme, a discrete time increment is strictly restricted by CFL (Courant-Friedrichs-Lewy) condition. Therefore, long CPU time was consumed for the quench simulation. Authors, then, developed a new quench simulation code, POCHI1, which is based on an implicit time dependent scheme. In POCHI1, the fluid dynamics equation is linearlized according to a procedure applied by Beam and Warming and then, a tridiagonal system can be offered. Therefore, no iteration is necessary to solve the fluid dynamics equation. This leads great reduction of the CPU time. Also, POCHI1 can cope with non-linear boundary condition. In this study, comparison with experimental results was carried out. The normal zone propagation behavior was investigated in two samples of CIC conductors which had different hydraulic diameters. The measured and simulated normal zone propagation length showed relatively good agreement. However, the behavior of the normal voltage shows a little disagreement. These results indicate necessity to improve the treatment of the heat transfer coefficient in the turbulent flow region and the electric resistivity of the copper stabilizer in high temperature and high field region. (author)

Numerical investigation on compressible flow characteristics in axial compressors using a multi block finite-volume scheme

International Nuclear Information System (INIS)

Farhanieh, B.; Amanifard, N.; Ghorbanian, K.

2002-01-01

An unsteady two-dimensional numerical investigation was performed on the viscous flow passing through a multi-blade cascade. A Cartesian finite-volume approach was linked to Van-Leer's and Roe's flux splitting schemes to evaluate inviscid flux terms. To prevent the oscillatory behavior of numerical results and to increase the accuracy, Mon tonic Upstream Scheme for Conservation Laws was added to flux splitting schemes. The Baldwin-Lo max (B L) turbulence model was implemented to solve the turbulent case studies. Implicit solution was also provided using Lower and Upper (L U) decomposition technique to compare with explicit solutions. To validate the numerical procedure, two test cases are prepared and flow over a Na Ca 0012 airfoil was investigated and the pressure coefficients were compared to the reference data. The numerical solver was implemented to study the flow passing over a compressor cascade. The results of various combinations of splitting schemes and the Mon tonic Upstream Scheme for Conventional Laws limiter were compared with each other to find the suitable methods in cascade problems. Finally the convergence histories of implemented schemes were compared to each other to show the behavior of the solver in using various methods before implementation of them in flow instability studies

Determination of finite-difference weights using scaled binomial windows

KAUST Repository

Chu, Chunlei; Stoffa, Paul L.

2012-01-01

The finite-difference method evaluates a derivative through a weighted summation of function values from neighboring grid nodes. Conventional finite-difference weights can be calculated either from Taylor series expansions or by Lagrange interpolation polynomials. The finite-difference method can be interpreted as a truncated convolutional counterpart of the pseudospectral method in the space domain. For this reason, we also can derive finite-difference operators by truncating the convolution series of the pseudospectral method. Various truncation windows can be employed for this purpose and they result in finite-difference operators with different dispersion properties. We found that there exists two families of scaled binomial windows that can be used to derive conventional finite-difference operators analytically. With a minor change, these scaled binomial windows can also be used to derive optimized finite-difference operators with enhanced dispersion properties. © 2012 Society of Exploration Geophysicists.

Determination of finite-difference weights using scaled binomial windows

KAUST Repository

Chu, Chunlei

2012-05-01

The finite-difference method evaluates a derivative through a weighted summation of function values from neighboring grid nodes. Conventional finite-difference weights can be calculated either from Taylor series expansions or by Lagrange interpolation polynomials. The finite-difference method can be interpreted as a truncated convolutional counterpart of the pseudospectral method in the space domain. For this reason, we also can derive finite-difference operators by truncating the convolution series of the pseudospectral method. Various truncation windows can be employed for this purpose and they result in finite-difference operators with different dispersion properties. We found that there exists two families of scaled binomial windows that can be used to derive conventional finite-difference operators analytically. With a minor change, these scaled binomial windows can also be used to derive optimized finite-difference operators with enhanced dispersion properties. © 2012 Society of Exploration Geophysicists.

An efficient nonlinear finite-difference approach in the computational modeling of the dynamics of a nonlinear diffusion-reaction equation in microbial ecology.

Science.gov (United States)

Macías-Díaz, J E; Macías, Siegfried; Medina-Ramírez, I E

2013-12-01

In this manuscript, we present a computational model to approximate the solutions of a partial differential equation which describes the growth dynamics of microbial films. The numerical technique reported in this work is an explicit, nonlinear finite-difference methodology which is computationally implemented using Newton's method. Our scheme is compared numerically against an implicit, linear finite-difference discretization of the same partial differential equation, whose computer coding requires an implementation of the stabilized bi-conjugate gradient method. Our numerical results evince that the nonlinear approach results in a more efficient approximation to the solutions of the biofilm model considered, and demands less computer memory. Moreover, the positivity of initial profiles is preserved in the practice by the nonlinear scheme proposed. Copyright © 2013 Elsevier Ltd. All rights reserved.

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

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.

A second-order cell-centered Lagrangian ADER-MOOD finite volume scheme on multidimensional unstructured meshes for hydrodynamics

Science.gov (United States)

Boscheri, Walter; Dumbser, Michael; Loubère, Raphaël; Maire, Pierre-Henri

2018-04-01

In this paper we develop a conservative cell-centered Lagrangian finite volume scheme for the solution of the hydrodynamics equations on unstructured multidimensional grids. The method is derived from the Eucclhyd scheme discussed in [47,43,45]. It is second-order accurate in space and is combined with the a posteriori Multidimensional Optimal Order Detection (MOOD) limiting strategy to ensure robustness and stability at shock waves. Second-order of accuracy in time is achieved via the ADER (Arbitrary high order schemes using DERivatives) approach. A large set of numerical test cases is proposed to assess the ability of the method to achieve effective second order of accuracy on smooth flows, maintaining an essentially non-oscillatory behavior on discontinuous profiles, general robustness ensuring physical admissibility of the numerical solution, and precision where appropriate.

Explicit finite difference predictor and convex corrector with applications to hyperbolic partial differential equations

Science.gov (United States)

Dey, C.; Dey, S. K.

1983-01-01

An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.

Comparison of measured and predicted thermal mixing tests using improved finite difference technique

International Nuclear Information System (INIS)

Hassan, Y.A.; Rice, J.G.; Kim, J.H.

1983-01-01

The numerical diffusion introduced by the use of upwind formulations in the finite difference solution of the flow and energy equations for thermal mixing problems (cold water injection after small break LOCA in a PWR) was examined. The relative importance of numerical diffusion in the flow equations, compared to its effect on the energy equation was demonstrated. The flow field equations were solved using both first order accurate upwind, and second order accurate differencing schemes. The energy equation was treated using the conventional upwind and a mass weighted skew upwind scheme. Results presented for a simple test case showed that, for thermal mixing problems, the numerical diffusion was most significant in the energy equation. The numerical diffusion effect in the flow field equations was much less significant. A comparison of predictions using the skew upwind and the conventional upwind with experimental data from a two dimensional thermal mixing text are presented. The use of the skew upwind scheme showed a significant improvement in the accuracy of the steady state predicted temperatures. (orig./HP)

Mesh-size errors in diffusion-theory calculations using finite-difference and finite-element methods

International Nuclear Information System (INIS)

Baker, A.R.

1982-07-01

A study has been performed of mesh-size errors in diffusion-theory calculations using finite-difference and finite-element methods. As the objective was to illuminate the issues, the study was performed for a 1D slab model of a reactor with one neutron-energy group for which analytical solutions were possible. A computer code SLAB was specially written to perform the finite-difference and finite-element calculations and also to obtain the analytical solutions. The standard finite-difference equations were obtained by starting with an expansion of the neutron current in powers of the mesh size, h, and keeping terms as far as h 2 . It was confirmed that these equations led to the well-known result that the criticality parameter varied with the square of the mesh size. An improved form of the finite-difference equations was obtained by continuing the expansion for the neutron current as far as the term in h 4 . In this case, the critical parameter varied as the fourth power of the mesh size. The finite-element solutions for 2 and 3 nodes per element revealed that the criticality parameter varied as the square and fourth power of the mesh size, respectively. Numerical results are presented for a bare reactive core of uniform composition with 2 zones of different uniform mesh and for a reactive core with an absorptive reflector. (author)

Non-linear analysis of skew thin plate by finite difference method

International Nuclear Information System (INIS)

Kim, Chi Kyung; Hwang, Myung Hwan

2012-01-01

This paper deals with a discrete analysis capability for predicting the geometrically nonlinear behavior of skew thin plate subjected to uniform pressure. The differential equations are discretized by means of the finite difference method which are used to determine the deflections and the in-plane stress functions of plates and reduced to several sets of linear algebraic simultaneous equations. For the geometrically non-linear, large deflection behavior of the plate, the non-linear plate theory is used for the analysis. An iterative scheme is employed to solve these quasi-linear algebraic equations. Several problems are solved which illustrate the potential of the method for predicting the finite deflection and stress. For increasing lateral pressures, the maximum principal tensile stress occurs at the center of the plate and migrates toward the corners as the load increases. It was deemed important to describe the locations of the maximum principal tensile stress as it occurs. The load-deflection relations and the maximum bending and membrane stresses for each case are presented and discussed

On the finite-SNR diversity-multiplexing tradeoff of zero-forcing transmit scheme under secrecy constraint

KAUST Repository

Rezki, Zouheir

2011-06-01

In this paper, we address the finite Signal-to-Noise Ratio (SNR) Diversity-Multiplexing Tradeoff (DMT) of the Multiple Input Multiple Output (MIMO) wiretap channel, where a Zero-Forcing (ZF) transmit scheme, that intends to send the secret information in the orthogonal space of the eavesdropper channel, is used. First, we introduce the secret multiplexing gain at finite-SNR that generalizes the definition at high-SNR. Then, we provide upper and lower bounds on the outage probability under secrecy constraint, from which secret diversity gain estimates of ZF are derived. Through asymptotic analysis, we show that the upper bound underestimates the secret diversity gain, whereas the lower bound is tight at high-SNR, and thus its related diversity gain estimate is equal to the actual asymptotic secret diversity gain of the Multiple-Input Multiple-Output (MIMO) wiretap channel. © 2011 IEEE.

Implicit finite-difference simulations of seismic wave propagation

KAUST Repository

Chu, Chunlei; Stoffa, Paul L.

2012-01-01

We propose a new finite-difference modeling method, implicit both in space and in time, for the scalar wave equation. We use a three-level implicit splitting time integration method for the temporal derivative and implicit finite-difference operators of arbitrary order for the spatial derivatives. Both the implicit splitting time integration method and the implicit spatial finite-difference operators require solving systems of linear equations. We show that it is possible to merge these two sets of linear systems, one from implicit temporal discretizations and the other from implicit spatial discretizations, to reduce the amount of computations to develop a highly efficient and accurate seismic modeling algorithm. We give the complete derivations of the implicit splitting time integration method and the implicit spatial finite-difference operators, and present the resulting discretized formulas for the scalar wave equation. We conduct a thorough numerical analysis on grid dispersions of this new implicit modeling method. We show that implicit spatial finite-difference operators greatly improve the accuracy of the implicit splitting time integration simulation results with only a slight increase in computational time, compared with explicit spatial finite-difference operators. We further verify this conclusion by both 2D and 3D numerical examples. © 2012 Society of Exploration Geophysicists.

Implicit finite-difference simulations of seismic wave propagation

KAUST Repository

Chu, Chunlei

2012-03-01

We propose a new finite-difference modeling method, implicit both in space and in time, for the scalar wave equation. We use a three-level implicit splitting time integration method for the temporal derivative and implicit finite-difference operators of arbitrary order for the spatial derivatives. Both the implicit splitting time integration method and the implicit spatial finite-difference operators require solving systems of linear equations. We show that it is possible to merge these two sets of linear systems, one from implicit temporal discretizations and the other from implicit spatial discretizations, to reduce the amount of computations to develop a highly efficient and accurate seismic modeling algorithm. We give the complete derivations of the implicit splitting time integration method and the implicit spatial finite-difference operators, and present the resulting discretized formulas for the scalar wave equation. We conduct a thorough numerical analysis on grid dispersions of this new implicit modeling method. We show that implicit spatial finite-difference operators greatly improve the accuracy of the implicit splitting time integration simulation results with only a slight increase in computational time, compared with explicit spatial finite-difference operators. We further verify this conclusion by both 2D and 3D numerical examples. © 2012 Society of Exploration Geophysicists.

Spatial and temporal accuracy of asynchrony-tolerant finite difference schemes for partial differential equations at extreme scales

Science.gov (United States)

Kumari, Komal; Donzis, Diego

2017-11-01

Highly resolved computational simulations on massively parallel machines are critical in understanding the physics of a vast number of complex phenomena in nature governed by partial differential equations. Simulations at extreme levels of parallelism present many challenges with communication between processing elements (PEs) being a major bottleneck. In order to fully exploit the computational power of exascale machines one needs to devise numerical schemes that relax global synchronizations across PEs. This asynchronous computations, however, have a degrading effect on the accuracy of standard numerical schemes.We have developed asynchrony-tolerant (AT) schemes that maintain order of accuracy despite relaxed communications. We show, analytically and numerically, that these schemes retain their numerical properties with multi-step higher order temporal Runge-Kutta schemes. We also show that for a range of optimized parameters,the computation time and error for AT schemes is less than their synchronous counterpart. Stability of the AT schemes which depends upon history and random nature of delays, are also discussed. Support from NSF is gratefully acknowledged.

Group foliation of finite difference equations

Science.gov (United States)

Thompson, Robert; Valiquette, Francis

2018-06-01

Using the theory of equivariant moving frames, a group foliation method for invariant finite difference equations is developed. This method is analogous to the group foliation of differential equations and uses the symmetry group of the equation to decompose the solution process into two steps, called resolving and reconstruction. Our constructions are performed algorithmically and symbolically by making use of discrete recurrence relations among joint invariants. Applications to invariant finite difference equations that approximate differential equations are given.

Divergence-free MHD on unstructured meshes using high order finite volume schemes based on multidimensional Riemann solvers

Science.gov (United States)

Balsara, Dinshaw S.; Dumbser, Michael

2015-10-01

Several advances have been reported in the recent literature on divergence-free finite volume schemes for Magnetohydrodynamics (MHD). Almost all of these advances are restricted to structured meshes. To retain full geometric versatility, however, it is also very important to make analogous advances in divergence-free schemes for MHD on unstructured meshes. Such schemes utilize a staggered Yee-type mesh, where all hydrodynamic quantities (mass, momentum and energy density) are cell-centered, while the magnetic fields are face-centered and the electric fields, which are so useful for the time update of the magnetic field, are centered at the edges. Three important advances are brought together in this paper in order to make it possible to have high order accurate finite volume schemes for the MHD equations on unstructured meshes. First, it is shown that a divergence-free WENO reconstruction of the magnetic field can be developed for unstructured meshes in two and three space dimensions using a classical cell-centered WENO algorithm, without the need to do a WENO reconstruction for the magnetic field on the faces. This is achieved via a novel constrained L2-projection operator that is used in each time step as a postprocessor of the cell-centered WENO reconstruction so that the magnetic field becomes locally and globally divergence free. Second, it is shown that recently-developed genuinely multidimensional Riemann solvers (called MuSIC Riemann solvers) can be used on unstructured meshes to obtain a multidimensionally upwinded representation of the electric field at each edge. Third, the above two innovations work well together with a high order accurate one-step ADER time stepping strategy, which requires the divergence-free nonlinear WENO reconstruction procedure to be carried out only once per time step. The resulting divergence-free ADER-WENO schemes with MuSIC Riemann solvers give us an efficient and easily-implemented strategy for divergence-free MHD on

A General Finite Element Scheme for Limit State Analysis and Optimization

DEFF Research Database (Denmark)

Damkilde, Lars

1999-01-01

Limit State analysis which is based on a perfect material behaviour is used in many different applications primarily within Structural Engineering and Geotechnics. The calculation methods have not reached the same level of automation such as Finite Element Analysis for elastic structures....... The computer based systems are more ad hoc based and are typically not well-integrated with pre- and postprocessors well-known from commercial Finite Element codes.A finite element based formulation of limit state analysis is presented which allows an easy integration with standard Finite Element codes...... for elastic analysis. In this way the user is able to perform a limit state analysis on the same model used for elastic analysis only adding data for the yield surface.The method is based on the lower-bound theorem and uses stress-based elements with a linearized yield surface. The mathematical problem...

A General Symbolic PDE Solver Generator: Beyond Explicit Schemes

Directory of Open Access Journals (Sweden)

K. Sheshadri

2003-01-01

Full Text Available This paper presents an extension of our Mathematica- and MathCode-based symbolic-numeric framework for solving a variety of partial differential equation (PDE problems. The main features of our earlier work, which implemented explicit finite-difference schemes, include the ability to handle (1 arbitrary number of dependent variables, (2 arbitrary dimensionality, and (3 arbitrary geometry, as well as (4 developing finite-difference schemes to any desired order of approximation. In the present paper, extensions of this framework to implicit schemes and the method of lines are discussed. While C++ code is generated, using the MathCode system for the implicit method, Modelica code is generated for the method of lines. The latter provides a preliminary PDE support for the Modelica language. Examples illustrating the various aspects of the solver generator are presented.

The arbitrary order mimetic finite difference method for a diffusion equation with a non-symmetric diffusion tensor

Science.gov (United States)

Gyrya, V.; Lipnikov, K.

2017-11-01

We present the arbitrary order mimetic finite difference (MFD) discretization for the diffusion equation with non-symmetric tensorial diffusion coefficient in a mixed formulation on general polygonal meshes. The diffusion tensor is assumed to be positive definite. The asymmetry of the diffusion tensor requires changes to the standard MFD construction. We present new approach for the construction that guarantees positive definiteness of the non-symmetric mass matrix in the space of discrete velocities. The numerically observed convergence rate for the scalar quantity matches the predicted one in the case of the lowest order mimetic scheme. For higher orders schemes, we observed super-convergence by one order for the scalar variable which is consistent with the previously published result for a symmetric diffusion tensor. The new scheme was also tested on a time-dependent problem modeling the Hall effect in the resistive magnetohydrodynamics.

A parallel adaptive finite difference algorithm for petroleum reservoir simulation

Energy Technology Data Exchange (ETDEWEB)

Hoang, Hai Minh

2005-07-01

Adaptive finite differential for problems arising in simulation of flow in porous medium applications are considered. Such methods have been proven useful for overcoming limitations of computational resources and improving the resolution of the numerical solutions to a wide range of problems. By local refinement of the computational mesh where it is needed to improve the accuracy of solutions, yields better solution resolution representing more efficient use of computational resources than is possible with traditional fixed-grid approaches. In this thesis, we propose a parallel adaptive cell-centered finite difference (PAFD) method for black-oil reservoir simulation models. This is an extension of the adaptive mesh refinement (AMR) methodology first developed by Berger and Oliger (1984) for the hyperbolic problem. Our algorithm is fully adaptive in time and space through the use of subcycling, in which finer grids are advanced at smaller time steps than the coarser ones. When coarse and fine grids reach the same advanced time level, they are synchronized to ensure that the global solution is conservative and satisfy the divergence constraint across all levels of refinement. The material in this thesis is subdivided in to three overall parts. First we explain the methodology and intricacies of AFD scheme. Then we extend a finite differential cell-centered approximation discretization to a multilevel hierarchy of refined grids, and finally we are employing the algorithm on parallel computer. The results in this work show that the approach presented is robust, and stable, thus demonstrating the increased solution accuracy due to local refinement and reduced computing resource consumption. (Author)

The finite element method scheme for a solution of an evolution variational inequality with a nonlocal space operator

Science.gov (United States)

Glazyrina, O. V.; Pavlova, M. F.

2016-11-01

We consider the parabolic inequality with monotone with respect to a gradient space operator, which is depended on integral with respect to space variables solution characteristic. We construct a two-layer differential scheme for this problem with use of penalty method, semidiscretization with respect to time variable method and the finite element method (FEM) with respect to space variables. We proved a convergence of constructed mothod.

Comparison of improved finite-difference WENO schemes for the implicit large eddy simulation of turbulent non-reacting and reacting high-speed shear flows

International Nuclear Information System (INIS)

Zhao, S.; Lardjane, N.; Fedioun, I.

2014-01-01

Improved WENO schemes, Z, M, and their combination MZ, originally designed to capture sharper discontinuities than the classical fifth order Jiang-Shu scheme does, are evaluated for the purpose of implicit large eddy simulation of free shear flows. 1D Fourier analysis of errors reveals the built-in filter and dissipative properties of the schemes, which are subsequently applied to the canonical Rayleigh-Taylor and Taylor-Green flows. Large eddy simulations of a transonic non-reacting and a supersonic reacting air/H2 jets are then performed at resolution 128 * 128 * 512, showing no significant difference in the flow statistics. However, the computational time varies from one scheme to the other, the Z scheme providing the smaller wall-time due to larger allowed time steps. (authors)

A multipoint flux mixed finite element method on distorted quadrilaterals and hexahedra

KAUST Repository

Wheeler, Mary; Xue, Guangri; Yotov, Ivan

2011-01-01

In this paper, we develop a new mixed finite element method for elliptic problems on general quadrilateral and hexahedral grids that reduces to a cell-centered finite difference scheme. A special non-symmetric quadrature rule is employed that yields

Solution to PDEs using radial basis function finite-differences (RBF-FD) on multiple GPUs

International Nuclear Information System (INIS)

Bollig, Evan F.; Flyer, Natasha; Erlebacher, Gordon

2012-01-01

This paper presents parallelization strategies for the radial basis function-finite difference (RBF-FD) method. As a generalized finite differencing scheme, the RBF-FD method functions without the need for underlying meshes to structure nodes. It offers high-order accuracy approximation and scales as O(N) per time step, with N being with the total number of nodes. To our knowledge, this is the first implementation of the RBF-FD method to leverage GPU accelerators for the solution of PDEs. Additionally, this implementation is the first to span both multiple CPUs and multiple GPUs. OpenCL kernels target the GPUs and inter-processor communication and synchronization is managed by the Message Passing Interface (MPI). We verify our implementation of the RBF-FD method with two hyperbolic PDEs on the sphere, and demonstrate up to 9x speedup on a commodity GPU with unoptimized kernel implementations. On a high performance cluster, the method achieves up to 7x speedup for the maximum problem size of 27,556 nodes.

Tracking an open quantum system using a finite state machine: Stability analysis

International Nuclear Information System (INIS)

Karasik, R. I.; Wiseman, H. M.

2011-01-01

A finite-dimensional Markovian open quantum system will undergo quantum jumps between pure states, if we can monitor the bath to which it is coupled with sufficient precision. In general these jumps, plus the between-jump evolution, create a trajectory which passes through infinitely many different pure states, even for ergodic systems. However, as shown recently by us [Phys. Rev. Lett. 106, 020406 (2011)], it is possible to construct adaptive monitorings which restrict the system to jumping between a finite number of states. That is, it is possible to track the system using a finite state machine as the apparatus. In this paper we consider the question of the stability of these monitoring schemes. Restricting to cyclic jumps for a qubit, we give a strong analytical argument that these schemes are always stable and supporting analytical and numerical evidence for the example of resonance fluorescence. This example also enables us to explore a range of behaviors in the evolution of individual trajectories, for several different monitoring schemes.

Development of a partitioned finite volume-finite element fluid-structure interaction scheme for strongly-coupled problems

CSIR Research Space (South Africa)

Suliman, Ridhwaan

2012-07-01

Full Text Available -linear deformations are accounted for. As will be demonstrated, the finite volume approach exhibits similar disad- vantages to the linear Q4 finite element formulation when undergoing bending. An enhanced finite volume approach is discussed and compared with finite...

Assessment of some high-order finite difference schemes on the scalar conservation law with periodical conditions

Directory of Open Access Journals (Sweden)

Alina BOGOI

2016-12-01

Full Text Available Supersonic/hypersonic flows with strong shocks need special treatment in Computational Fluid Dynamics (CFD in order to accurately capture the discontinuity location and his magnitude. To avoid numerical instabilities in the presence of discontinuities, the numerical schemes must generate low dissipation and low dispersion error. Consequently, the algorithms used to calculate the time and space-derivatives, should exhibit a low amplitude and phase error. This paper focuses on the comparison of the numerical results obtained by simulations with some high resolution numerical schemes applied on linear and non-linear one-dimensional conservation low. The analytical solutions are provided for all benchmark tests considering smooth periodical conditions. All the schemes converge to the proper weak solution for linear flux and smooth initial conditions. However, when the flux is non-linear, the discontinuities may develop from smooth initial conditions and the shock must be correctly captured. All the schemes accurately identify the shock position, with the price of the numerical oscillation in the vicinity of the sudden variation. We believe that the identification of this pure numerical behavior, without physical relevance, in 1D case is extremely useful to avoid problems related to the stability and convergence of the solution in the general 3D case.

Differences exist across insurance schemes in China post-consolidation.

Directory of Open Access Journals (Sweden)

Yang Li

Full Text Available In China, the basic insurance system consists of three schemes: the UEBMI (Urban Employee Basic Medical Insurance, URBMI (Urban Resident Basic Medical Insurance, and NCMS (New Cooperative Medical Scheme, across which significant differences have been observed. Since 2009, the central government has been experimenting with consolidating these schemes in selected areas. This study examines whether differences still exist across schemes after the consolidation.A survey was conducted in the city of Suzhou, collecting data on subjects 45 years old and above with at least one inpatient or outpatient treatment during a period of twelve months. Analysis on 583 subjects was performed comparing subjects' characteristics across insurance schemes. A resampling-based method was applied to compute the predicted gross medical cost, OOP (out-of-pocket cost, and insurance reimbursement rate.Subjects under different insurance schemes differ in multiple aspects. For inpatient treatments, subjects under the URBMI have the highest observed and predicted gross and OOP costs, while those under the UEBMI have the lowest. For outpatient treatments, subjects under the UEBMI and URBMI have comparable costs, while those under the NCMS have much lower costs. Subjects under the NCMS also have a much lower reimbursement rate.Differences still exist across schemes in medical costs and insurance reimbursement rate post-consolidation. Further investigations are needed to identify the causes, and interventions are needed to eliminate such differences.

Additive Difference Schemes for Filtration Problems in Multilayer Systems

CERN Document Server

Ayrjan, E A; Pavlush, M; Fedorov, A V

2000-01-01

In the present paper difference schemes for solution of the plane filtration problem in multilayer systems are analyzed within the framework of difference schemes general theory. Attention is paid to splitting the schemes on physical processes of filtration along water-carring layers and vertical motion between layers. Some absolutely stable additive difference schemes are obtained the realization of which needs no software modification. Parallel algorithm connected with the solving of the filtration problem in every water-carring layer on a single processor is constructed. Program realization on the multi-processor system SPP2000 at JINR is discussed.

Finite-difference solution of the space-angle-lethargy-dependent slowing-down transport equation

Energy Technology Data Exchange (ETDEWEB)

Matausek, M V [Boris Kidric Vinca Institute of Nuclear Sciences, Vinca, Belgrade (Yugoslavia)

1972-07-01

A procedure has been developed for solving the slowing-down transport equation for a cylindrically symmetric reactor system. The anisotropy of the resonance neutron flux is treated by the spherical harmonics formalism, which reduces the space-angle-Iethargy-dependent transport equation to a matrix integro-differential equation in space and lethargy. Replacing further the lethargy transfer integral by a finite-difference form, a set of matrix ordinary differential equations is obtained, with lethargy-and space dependent coefficients. If the lethargy pivotal points are chosen dense enough so that the difference correction term can be ignored, this set assumes a lower block triangular form and can be solved directly by forward block substitution. As in each step of the finite-difference procedure a boundary value problem has to be solved for a non-homogeneous system of ordinary differential equations with space-dependent coefficients, application of any standard numerical procedure, for example, the finite-difference method or the method of adjoint equations, is too cumbersome and would make the whole procedure practically inapplicable. A simple and efficient approximation is proposed here, allowing analytical solution for the space dependence of the spherical-harmonics flux moments, and hence the derivation of the recurrence relations between the flux moments at successive lethargy pivotal points. According to the procedure indicated above a computer code has been developed for the CDC -3600 computer, which uses the KEDAK nuclear data file. The space and lethargy distribution of the resonance neutrons can be computed in such a detailed fashion as the neutron cross-sections are known for the reactor materials considered. The computing time is relatively short so that the code can be efficiently used, either autonomously, or as part of some complex modular scheme. Typical results will be presented and discussed in order to prove and illustrate the applicability of the

New advection schemes for free surface flows

International Nuclear Information System (INIS)

Pavan, Sara

2016-01-01

terms of accuracy and stability, has the advantage to cope with dry zones. The two methods are first validated on academical test cases with analytical solution in order to assess the order of the schemes. Then more complex cases are addressed to test the robustness of the schemes and their performance under different flow conditions. Finally a real test case for which real data are available is carried out. An extension of the predictor-corrector residual distribution schemes to the 3D case is presented as final contribution. Even in this case the RD technique is completely compatible with the finite element framework used for the Navier-Stokes equations, thus its extension to the 3D case does not present any extra theoretical problem. The method is tested on preliminary cases. (author)

Finite-difference method Stokes solver (FDMSS) for 3D pore geometries: Software development, validation and case studies

Science.gov (United States)

Gerke, Kirill M.; Vasilyev, Roman V.; Khirevich, Siarhei; Collins, Daniel; Karsanina, Marina V.; Sizonenko, Timofey O.; Korost, Dmitry V.; Lamontagne, Sébastien; Mallants, Dirk

2018-05-01

Permeability is one of the fundamental properties of porous media and is required for large-scale Darcian fluid flow and mass transport models. Whilst permeability can be measured directly at a range of scales, there are increasing opportunities to evaluate permeability from pore-scale fluid flow simulations. We introduce the free software Finite-Difference Method Stokes Solver (FDMSS) that solves Stokes equation using a finite-difference method (FDM) directly on voxelized 3D pore geometries (i.e. without meshing). Based on explicit convergence studies, validation on sphere packings with analytically known permeabilities, and comparison against lattice-Boltzmann and other published FDM studies, we conclude that FDMSS provides a computationally efficient and accurate basis for single-phase pore-scale flow simulations. By implementing an efficient parallelization and code optimization scheme, permeability inferences can now be made from 3D images of up to 109 voxels using modern desktop computers. Case studies demonstrate the broad applicability of the FDMSS software for both natural and artificial porous media.

Finite-difference method Stokes solver (FDMSS) for 3D pore geometries: Software development, validation and case studies

KAUST Repository

Gerke, Kirill M.

2018-01-17

Permeability is one of the fundamental properties of porous media and is required for large-scale Darcian fluid flow and mass transport models. Whilst permeability can be measured directly at a range of scales, there are increasing opportunities to evaluate permeability from pore-scale fluid flow simulations. We introduce the free software Finite-Difference Method Stokes Solver (FDMSS) that solves Stokes equation using a finite-difference method (FDM) directly on voxelized 3D pore geometries (i.e. without meshing). Based on explicit convergence studies, validation on sphere packings with analytically known permeabilities, and comparison against lattice-Boltzmann and other published FDM studies, we conclude that FDMSS provides a computationally efficient and accurate basis for single-phase pore-scale flow simulations. By implementing an efficient parallelization and code optimization scheme, permeability inferences can now be made from 3D images of up to 109 voxels using modern desktop computers. Case studies demonstrate the broad applicability of the FDMSS software for both natural and artificial porous media.

Finite Mathematics and Discrete Mathematics: Is There a Difference?

Science.gov (United States)

Johnson, Marvin L.

Discrete mathematics and finite mathematics differ in a number of ways. First, finite mathematics has a longer history and is therefore more stable in terms of course content. Finite mathematics courses emphasize certain particular mathematical tools which are useful in solving the problems of business and the social sciences. Discrete mathematics…

Generation of correlated finite alphabet waveforms using gaussian random variables

KAUST Repository

Jardak, Seifallah

2014-09-01

Correlated waveforms have a number of applications in different fields, such as radar and communication. It is very easy to generate correlated waveforms using infinite alphabets, but for some of the applications, it is very challenging to use them in practice. Moreover, to generate infinite alphabet constant envelope correlated waveforms, the available research uses iterative algorithms, which are computationally very expensive. In this work, we propose simple novel methods to generate correlated waveforms using finite alphabet constant and non-constant-envelope symbols. To generate finite alphabet waveforms, the proposed method map the Gaussian random variables onto the phase-shift-keying, pulse-amplitude, and quadrature-amplitude modulation schemes. For such mapping, the probability-density-function of Gaussian random variables is divided into M regions, where M is the number of alphabets in the corresponding modulation scheme. By exploiting the mapping function, the relationship between the cross-correlation of Gaussian and finite alphabet symbols is derived. To generate equiprobable symbols, the area of each region is kept same. If the requirement is to have each symbol with its own unique probability, the proposed scheme allows us that as well. Although, the proposed scheme is general, the main focus of this paper is to generate finite alphabet waveforms for multiple-input multiple-output radar, where correlated waveforms are used to achieve desired beampatterns. © 2014 IEEE.

Symplectic finite element scheme: application to a driven problem with a regular singularity

Energy Technology Data Exchange (ETDEWEB)

Pletzer, A. [Ecole Polytechnique Federale, Lausanne (Switzerland). Centre de Recherche en Physique des Plasma (CRPP)

1996-02-01

A new finite element (FE) scheme, based on the decomposition of a second order differential equation into a set of first order symplectic (Hamiltonian) equations, is presented and tested on one-dimensional, driven Sturm-Liouville problem. Error analysis shows improved cubic convergence in the energy norm for piecewise linear `tent` elements, as compared to quadratic convergence for the standard and hybrid FE methods. The convergence deteriorates in the presence of a regular singular point, but can be recovered by appropriate mesh node packing. Optimal mesh packing exponents are derived to ensure cubic (respectively quadratic) convergence with minimal numerical error. A further suppression of the numerical error by a factor proportional to the square of the leading exponent of the singular solution, is achieved for a model problem based on determining the nonideal magnetohydrodynamic stability of a fusion plasma. (author) 7 figs., 14 refs.

Symplectic finite element scheme: application to a driven problem with a regular singularity

International Nuclear Information System (INIS)

Pletzer, A.

1996-02-01

A new finite element (FE) scheme, based on the decomposition of a second order differential equation into a set of first order symplectic (Hamiltonian) equations, is presented and tested on one-dimensional, driven Sturm-Liouville problem. Error analysis shows improved cubic convergence in the energy norm for piecewise linear 'tent' elements, as compared to quadratic convergence for the standard and hybrid FE methods. The convergence deteriorates in the presence of a regular singular point, but can be recovered by appropriate mesh node packing. Optimal mesh packing exponents are derived to ensure cubic (respectively quadratic) convergence with minimal numerical error. A further suppression of the numerical error by a factor proportional to the square of the leading exponent of the singular solution, is achieved for a model problem based on determining the nonideal magnetohydrodynamic stability of a fusion plasma. (author) 7 figs., 14 refs

Convergent Difference Schemes for Hamilton-Jacobi equations

KAUST Repository

Duisembay, Serikbolsyn

2018-05-07

In this thesis, we consider second-order fully nonlinear partial differential equations of elliptic type. Our aim is to develop computational methods using convergent difference schemes for stationary Hamilton-Jacobi equations with Dirichlet and Neumann type boundary conditions in arbitrary two-dimensional domains. First, we introduce the notion of viscosity solutions in both continuous and discontinuous frameworks. Next, we review Barles-Souganidis approach using monotone, consistent, and stable schemes. In particular, we show that these schemes converge locally uniformly to the unique viscosity solution of the first-order Hamilton-Jacobi equations under mild assumptions. To solve the scheme numerically, we use Euler map with some initial guess. This iterative method gives the viscosity solution as a limit. Moreover, we illustrate our numerical approach in several two-dimensional examples.

Direct method of solving finite difference nonlinear equations for multicomponent diffusion in a gas centrifuge

International Nuclear Information System (INIS)

Potemki, Valeri G.; Borisevich, Valentine D.; Yupatov, Sergei V.

1996-01-01

This paper describes the the next evolution step in development of the direct method for solving systems of Nonlinear Algebraic Equations (SNAE). These equations arise from the finite difference approximation of original nonlinear partial differential equations (PDE). This method has been extended on the SNAE with three variables. The solving SNAE bases on Reiterating General Singular Value Decomposition of rectangular matrix pencils (RGSVD-algorithm). In contrast to the computer algebra algorithm in integer arithmetic based on the reduction to the Groebner's basis that algorithm is working in floating point arithmetic and realizes the reduction to the Kronecker's form. The possibilities of the method are illustrated on the example of solving the one-dimensional diffusion equation for 3-component model isotope mixture in a ga centrifuge. The implicit scheme for the finite difference equations without simplifying the nonlinear properties of the original equations is realized. The technique offered provides convergence to the solution for the single run. The Toolbox SNAE is developed in the framework of the high performance numeric computation and visualization software MATLAB. It includes more than 30 modules in MATLAB language for solving SNAE with two and three variables. (author)

An efficient numerical scheme for the simulation of parallel-plate active magnetic regenerators

DEFF Research Database (Denmark)

Torregrosa-Jaime, Bárbara; Corberán, José M.; Payá, Jorge

2015-01-01

A one-dimensional model of a parallel-plate active magnetic regenerator (AMR) is presented in this work. The model is based on an efficient numerical scheme which has been developed after analysing the heat transfer mechanisms in the regenerator bed. The new finite difference scheme optimally com...... to the fully implicit scheme, the proposed scheme achieves more accurate results, prevents numerical errors and requires less computational effort. In AMR simulations the new scheme can reduce the computational time by 88%....

Evolution operator equation: Integration with algebraic and finite difference methods. Applications to physical problems in classical and quantum mechanics and quantum field theory

Energy Technology Data Exchange (ETDEWEB)

Dattoli, Giuseppe; Torre, Amalia [ENEA, Centro Ricerche Frascati, Rome (Italy). Dipt. Innovazione; Ottaviani, Pier Luigi [ENEA, Centro Ricerche Bologna (Italy); Vasquez, Luis [Madris, Univ. Complutense (Spain). Dept. de Matemateca Aplicado

1997-10-01

The finite-difference based integration method for evolution-line equations is discussed in detail and framed within the general context of the evolution operator picture. Exact analytical methods are described to solve evolution-like equations in a quite general physical context. The numerical technique based on the factorization formulae of exponential operator is then illustrated and applied to the evolution-operator in both classical and quantum framework. Finally, the general view to the finite differencing schemes is provided, displaying the wide range of applications from the classical Newton equation of motion to the quantum field theory.

A chimera grid scheme. [multiple overset body-conforming mesh system for finite difference adaptation to complex aircraft configurations

Science.gov (United States)

Steger, J. L.; Dougherty, F. C.; Benek, J. A.

1983-01-01

A mesh system composed of multiple overset body-conforming grids is described for adapting finite-difference procedures to complex aircraft configurations. In this so-called 'chimera mesh,' a major grid is generated about a main component of the configuration and overset minor grids are used to resolve all other features. Methods for connecting overset multiple grids and modifications of flow-simulation algorithms are discussed. Computational tests in two dimensions indicate that the use of multiple overset grids can simplify the task of grid generation without an adverse effect on flow-field algorithms and computer code complexity.

Finite difference time domain analysis of a chiro plasma

International Nuclear Information System (INIS)

Torres-Silva, H.; Obligado, A.; Reggiani, N.; Sakanaka, P.H.

1995-01-01

The finite difference time-domain (FDTD) method is one of the most widely used computational methods in electromagnetics. Using FDTD, Maxwell's equations are solved directly in the time domain via finite differences and time stepping. The basic approach is relatively easy to understand and is an alternative to the more usual frequency-domain approaches. (author). 5 refs

ADER discontinuous Galerkin schemes for general-relativistic ideal magnetohydrodynamics

Science.gov (United States)

Fambri, F.; Dumbser, M.; Köppel, S.; Rezzolla, L.; Zanotti, O.

2018-03-01

We present a new class of high-order accurate numerical algorithms for solving the equations of general-relativistic ideal magnetohydrodynamics in curved spacetimes. In this paper we assume the background spacetime to be given and static, i.e. we make use of the Cowling approximation. The governing partial differential equations are solved via a new family of fully-discrete and arbitrary high-order accurate path-conservative discontinuous Galerkin (DG) finite-element methods combined with adaptive mesh refinement and time accurate local timestepping. In order to deal with shock waves and other discontinuities, the high-order DG schemes are supplemented with a novel a-posteriori subcell finite-volume limiter, which makes the new algorithms as robust as classical second-order total-variation diminishing finite-volume methods at shocks and discontinuities, but also as accurate as unlimited high-order DG schemes in smooth regions of the flow. We show the advantages of this new approach by means of various classical two- and three-dimensional benchmark problems on fixed spacetimes. Finally, we present a performance and accuracy comparisons between Runge-Kutta DG schemes and ADER high-order finite-volume schemes, showing the higher efficiency of DG schemes.

A multigrid solution method for mixed hybrid finite elements

Energy Technology Data Exchange (ETDEWEB)

Schmid, W. [Universitaet Augsburg (Germany)

1996-12-31

We consider the multigrid solution of linear equations arising within the discretization of elliptic second order boundary value problems of the form by mixed hybrid finite elements. Using the equivalence of mixed hybrid finite elements and non-conforming nodal finite elements, we construct a multigrid scheme for the corresponding non-conforming finite elements, and, by this equivalence, for the mixed hybrid finite elements, following guidelines from Arbogast/Chen. For a rectangular triangulation of the computational domain, this non-conforming schemes are the so-called nodal finite elements. We explicitly construct prolongation and restriction operators for this type of non-conforming finite elements. We discuss the use of plain multigrid and the multilevel-preconditioned cg-method and compare their efficiency in numerical tests.

A mean field theory of study of lattice gauge theory with finite temperature and with finite fermion density

International Nuclear Information System (INIS)

Naik, S.

1990-01-01

We have developed a mean field theory technique to study the confinement-deconfinement phase transition and chiral symmetry restoring phase transition with dynamical fermions and with finite chemical potential and finite temperature. The approximation scheme concerns the saddle point scenario and large space dimension. The static quark-antiquark potentials are identified from the Wilson loop correlation functions in both the fundamental and the adjoint representation of the gauge group with different temperatures. The difference between the responses of the chemical potential to the fermion number with singlet and non-singlet isospin configuration is found. We compare our results with recent Monte Carlo data. (orig.)

Airfoil noise computation use high-order schemes

DEFF Research Database (Denmark)

Zhu, Wei Jun; Shen, Wen Zhong; Sørensen, Jens Nørkær

2007-01-01

High-order finite difference schemes with at least 4th-order spatial accuracy are used to simulate aerodynamically generated noise. The aeroacoustic solver with 4th-order up to 8th-order accuracy is implemented into the in-house flow solver, EllipSys2D/3D. Dispersion-Relation-Preserving (DRP) fin...

Two-level schemes for the advection equation

Science.gov (United States)

Vabishchevich, Petr N.

2018-06-01

The advection equation is the basis for mathematical models of continuum mechanics. In the approximate solution of nonstationary problems it is necessary to inherit main properties of the conservatism and monotonicity of the solution. In this paper, the advection equation is written in the symmetric form, where the advection operator is the half-sum of advection operators in conservative (divergent) and non-conservative (characteristic) forms. The advection operator is skew-symmetric. Standard finite element approximations in space are used. The standard explicit two-level scheme for the advection equation is absolutely unstable. New conditionally stable regularized schemes are constructed, on the basis of the general theory of stability (well-posedness) of operator-difference schemes, the stability conditions of the explicit Lax-Wendroff scheme are established. Unconditionally stable and conservative schemes are implicit schemes of the second (Crank-Nicolson scheme) and fourth order. The conditionally stable implicit Lax-Wendroff scheme is constructed. The accuracy of the investigated explicit and implicit two-level schemes for an approximate solution of the advection equation is illustrated by the numerical results of a model two-dimensional problem.

Optimized difference schemes for multidimensional hyperbolic partial differential equations

Directory of Open Access Journals (Sweden)

Adrian Sescu

2009-04-01

Full Text Available In numerical solutions to hyperbolic partial differential equations in multidimensions, in addition to dispersion and dissipation errors, there is a grid-related error (referred to as isotropy error or numerical anisotropy that affects the directional dependence of the wave propagation. Difference schemes are mostly analyzed and optimized in one dimension, wherein the anisotropy correction may not be effective enough. In this work, optimized multidimensional difference schemes with arbitrary order of accuracy are designed to have improved isotropy compared to conventional schemes. The derivation is performed based on Taylor series expansion and Fourier analysis. The schemes are restricted to equally-spaced Cartesian grids, so the generalized curvilinear transformation method and Cartesian grid methods are good candidates.

$\\delta$-Expansion at Finite Temperature

OpenAIRE

Ramos, Rudnei O.

1996-01-01

We apply the $\\delta$-expansion perturbation scheme to the $\\lambda \\phi^{4}$ self-interacting scalar field theory in 3+1 D at finite temperature. In the $\\delta$-expansion the interaction term is written as $\\lambda (\\phi^{2})^{ 1 + \\delta}$ and $\\delta$ is considered as the perturbation parameter. We compute within this perturbative approach the renormalized mass at finite temperature at a finite order in $\\delta$. The results are compared with the usual loop-expansion at finite temperature.

Optimized Finite-Difference Coefficients for Hydroacoustic Modeling

Science.gov (United States)

Preston, L. A.

2014-12-01

Responsible utilization of marine renewable energy sources through the use of current energy converter (CEC) and wave energy converter (WEC) devices requires an understanding of the noise generation and propagation from these systems in the marine environment. Acoustic noise produced by rotating turbines, for example, could adversely affect marine animals and human-related marine activities if not properly understood and mitigated. We are utilizing a 3-D finite-difference acoustic simulation code developed at Sandia that can accurately propagate noise in the complex bathymetry in the near-shore to open ocean environment. As part of our efforts to improve computation efficiency in the large, high-resolution domains required in this project, we investigate the effects of using optimized finite-difference coefficients on the accuracy of the simulations. We compare accuracy and runtime of various finite-difference coefficients optimized via criteria such as maximum numerical phase speed error, maximum numerical group speed error, and L-1 and L-2 norms of weighted numerical group and phase speed errors over a given spectral bandwidth. We find that those coefficients optimized for L-1 and L-2 norms are superior in accuracy to those based on maximal error and can produce runtimes of 10% of the baseline case, which uses Taylor Series finite-difference coefficients at the Courant time step limit. We will present comparisons of the results for the various cases evaluated as well as recommendations for utilization of the cases studied. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

Performance and scalability of finite-difference and finite-element wave-propagation modeling on Intel's Xeon Phi

NARCIS (Netherlands)

Zhebel, E.; Minisini, S.; Kononov, A.; Mulder, W.A.

2013-01-01

With the rapid developments in parallel compute architectures, algorithms for seismic modeling and imaging need to be reconsidered in terms of parallelization. The aim of this paper is to compare scalability of seismic modeling algorithms: finite differences, continuous mass-lumped finite elements

Different radiation impedance models for finite porous materials

DEFF Research Database (Denmark)

Nolan, Melanie; Jeong, Cheol-Ho; Brunskog, Jonas

2015-01-01

The Sabine absorption coefficients of finite absorbers are measured in a reverberation chamber according to the international standard ISO 354. They vary with the specimen size essentially due to diffraction at the specimen edges, which can be seen as the radiation impedance differing from...... the infinite case. Thus, in order to predict the Sabine absorption coefficients of finite porous samples, one can incorporate models of the radiation impedance. In this study, different radiation impedance models are compared with two experimental examples. Thomasson’s model is compared to Rhazi’s method when...

A least squares principle unifying finite element, finite difference and nodal methods for diffusion theory

International Nuclear Information System (INIS)

Ackroyd, R.T.

1987-01-01

A least squares principle is described which uses a penalty function treatment of boundary and interface conditions. Appropriate choices of the trial functions and vectors employed in a dual representation of an approximate solution established complementary principles for the diffusion equation. A geometrical interpretation of the principles provides weighted residual methods for diffusion theory, thus establishing a unification of least squares, variational and weighted residual methods. The complementary principles are used with either a trial function for the flux or a trial vector for the current to establish for regular meshes a connection between finite element, finite difference and nodal methods, which can be exact if the mesh pitches are chosen appropriately. Whereas the coefficients in the usual nodal equations have to be determined iteratively, those derived via the complementary principles are given explicitly in terms of the data. For the further development of the connection between finite element, finite difference and nodal methods, some hybrid variational methods are described which employ both a trial function and a trial vector. (author)

On the spectral properties of random finite difference operators

International Nuclear Information System (INIS)

Kunz, H.; Souillard, B.

1980-01-01

We study a class of random finite difference operators, a typical example of which is the finite difference Schroedinger operator with a random potential which arises in solid state physics in the tight binding approximation. We obtain with probability one, in various situations, the exact location of the spectrum, and criterions for a given part in the spectrum to be pure point or purely continuous, or for the static electric conductivity to vanish. A general formalism is developped which transforms the study of these random operators into that of the asymptotics of a multiple integral constructed from a given recipe. Finally we apply our criterions and formalism to prove that, with probability one, the one-dimensional finite difference Schroedinger operator with a random potential has pure point spectrum and developps no static conductivity. (orig.)

A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models

Directory of Open Access Journals (Sweden)

Shengwu Zhou

2012-01-01

Full Text Available A positivity-preserving numerical method for nonlinear Black-Scholes models is developed in this paper. The numerical method is based on a nonstandard approximation of the second partial derivative. The scheme is not only unconditionally stable and positive, but also allows us to solve the discrete equation explicitly. Monotone properties are studied in order to avoid unwanted oscillations of the numerical solution. The numerical results for European put option and European butterfly spread are compared to the standard finite difference scheme. It turns out that the proposed scheme is efficient and reliable.

Quintic hyperbolic nonpolynomial spline and finite difference method for nonlinear second order differential equations and its application

Directory of Open Access Journals (Sweden)

Navnit Jha

2014-04-01

Full Text Available An efficient numerical method based on quintic nonpolynomial spline basis and high order finite difference approximations has been presented. The scheme deals with the space containing hyperbolic and polynomial functions as spline basis. With the help of spline functions we derive consistency conditions and high order discretizations of the differential equation with the significant first order derivative. The error analysis of the new method is discussed briefly. The new method is analyzed for its efficiency using the physical problems. The order and accuracy of the proposed method have been analyzed in terms of maximum errors and root mean square errors.

An efficient coupled polynomial interpolation scheme for shear mode sandwich beam finite element

Directory of Open Access Journals (Sweden)

Litesh N. Sulbhewar

Full Text Available An efficient piezoelectric sandwich beam finite element is presented here. It employs the coupled polynomial field interpolation scheme for field variables which incorporates electromechanical coupling at interpolation level itself; unlike conventional sandwich beam theory (SBT based formulations available in the literature. A variational formulation is used to derive the governing equations, which are used to establish the relationships between field variables. These relations lead to the coupled polynomial field descriptions of variables, unlike conventional SBT formulations which use assumed independent polynomials. The relative axial displacement is expressed only by coupled terms containing contributions from other mechanical and electrical variables, thus eliminating use of the transverse displacement derivative as a degree of freedom. A set of coupled shape function based on these polynomials has shown the improvement in the convergence characteristics of the SBT based formulation. This improvement in the performance is achieved with one nodal degree of freedom lesser than the conventional SBT formulations.

Finite-Difference Frequency-Domain Method in Nanophotonics

DEFF Research Database (Denmark)

Ivinskaya, Aliaksandra

Optics and photonics are exciting, rapidly developing fields building their success largely on use of more and more elaborate artificially made, nanostructured materials. To further advance our understanding of light-matter interactions in these complicated artificial media, numerical modeling...... is often indispensable. This thesis presents the development of rigorous finite-difference method, a very general tool to solve Maxwell’s equations in arbitrary geometries in three dimensions, with an emphasis on the frequency-domain formulation. Enhanced performance of the perfectly matched layers...... is obtained through free space squeezing technique, and nonuniform orthogonal grids are built to greatly improve the accuracy of simulations of highly heterogeneous nanostructures. Examples of the use of the finite-difference frequency-domain method in this thesis range from simulating localized modes...

The Laguerre finite difference one-way equation solver

Science.gov (United States)

Terekhov, Andrew V.

2017-05-01

This paper presents a new finite difference algorithm for solving the 2D one-way wave equation with a preliminary approximation of a pseudo-differential operator by a system of partial differential equations. As opposed to the existing approaches, the integral Laguerre transform instead of Fourier transform is used. After carrying out the approximation of spatial variables it is possible to obtain systems of linear algebraic equations with better computing properties and to reduce computer costs for their solution. High accuracy of calculations is attained at the expense of employing finite difference approximations of higher accuracy order that are based on the dispersion-relationship-preserving method and the Richardson extrapolation in the downward continuation direction. The numerical experiments have verified that as compared to the spectral difference method based on Fourier transform, the new algorithm allows one to calculate wave fields with a higher degree of accuracy and a lower level of numerical noise and artifacts including those for non-smooth velocity models. In the context of solving the geophysical problem the post-stack migration for velocity models of the types Syncline and Sigsbee2A has been carried out. It is shown that the images obtained contain lesser noise and are considerably better focused as compared to those obtained by the known Fourier Finite Difference and Phase-Shift Plus Interpolation methods. There is an opinion that purely finite difference approaches do not allow carrying out the seismic migration procedure with sufficient accuracy, however the results obtained disprove this statement. For the supercomputer implementation it is proposed to use the parallel dichotomy algorithm when solving systems of linear algebraic equations with block-tridiagonal matrices.

A perturbative study of two four-quark operators in finite volume renormalization schemes

CERN Document Server

Palombi, Filippo; Sint, S

2006-01-01

Starting from the QCD Schroedinger functional (SF), we define a family of renormalization schemes for two four-quark operators, which are, in the chiral limit, protected against mixing with other operators. With the appropriate flavour assignments these operators can be interpreted as part of either the $\\Delta F=1$ or $\\Delta F=2$ effective weak Hamiltonians. In view of lattice QCD with Wilson-type quarks, we focus on the parity odd components of the operators, since these are multiplicatively renormalized both on the lattice and in continuum schemes. We consider 9 different SF schemes and relate them to commonly used continuum schemes at one-loop order of perturbation theory. In this way the two-loop anomalous dimensions in the SF schemes can be inferred. As a by-product of our calculation we also obtain the one-loop cutoff effects in the step-scaling functions of the respective renormalization constants, for both O(a) improved and unimproved Wilson quarks. Our results will be needed in a separate study of ...

Well-balanced Arbitrary-Lagrangian-Eulerian finite volume schemes on moving nonconforming meshes for the Euler equations of gas dynamics with gravity

Science.gov (United States)

Gaburro, Elena; Castro, Manuel J.; Dumbser, Michael

2018-06-01

In this work, we present a novel second-order accurate well-balanced arbitrary Lagrangian-Eulerian (ALE) finite volume scheme on moving nonconforming meshes for the Euler equations of compressible gas dynamics with gravity in cylindrical coordinates. The main feature of the proposed algorithm is the capability of preserving many of the physical properties of the system exactly also on the discrete level: besides being conservative for mass, momentum and total energy, also any known steady equilibrium between pressure gradient, centrifugal force, and gravity force can be exactly maintained up to machine precision. Perturbations around such equilibrium solutions are resolved with high accuracy and with minimal dissipation on moving contact discontinuities even for very long computational times. This is achieved by the novel combination of well-balanced path-conservative finite volume schemes, which are expressly designed to deal with source terms written via non-conservative products, with ALE schemes on moving grids, which exhibit only very little numerical dissipation on moving contact waves. In particular, we have formulated a new HLL-type and a novel Osher-type flux that are both able to guarantee the well balancing in a gas cloud rotating around a central object. Moreover, to maintain a high level of quality of the moving mesh, we have adopted a nonconforming treatment of the sliding interfaces that appear due to the differential rotation. A large set of numerical tests has been carried out in order to check the accuracy of the method close and far away from the equilibrium, both, in one- and two-space dimensions.

Numerical solution of the state-delayed optimal control problems by a fast and accurate finite difference θ-method

Science.gov (United States)

Hajipour, Mojtaba; Jajarmi, Amin

2018-02-01

Using the Pontryagin's maximum principle for a time-delayed optimal control problem results in a system of coupled two-point boundary-value problems (BVPs) involving both time-advance and time-delay arguments. The analytical solution of this advance-delay two-point BVP is extremely difficult, if not impossible. This paper provides a discrete general form of the numerical solution for the derived advance-delay system by applying a finite difference θ-method. This method is also implemented for the infinite-time horizon time-delayed optimal control problems by using a piecewise version of the θ-method. A matrix formulation and the error analysis of the suggested technique are provided. The new scheme is accurate, fast and very effective for the optimal control of linear and nonlinear time-delay systems. Various types of finite- and infinite-time horizon problems are included to demonstrate the accuracy, validity and applicability of the new technique.

Exact Finite Differences. The Derivative on Non Uniformly Spaced Partitions

Directory of Open Access Journals (Sweden)

Armando Martínez-Pérez

2017-10-01

Full Text Available We define a finite-differences derivative operation, on a non uniformly spaced partition, which has the exponential function as an exact eigenvector. We discuss some properties of this operator and we propose a definition for the components of a finite-differences momentum operator. This allows us to perform exact discrete calculations.

Free vibration of thin axisymmetric structures by a semi-analytical finite element scheme and isoparametric solid elements

International Nuclear Information System (INIS)

Akeju, T.A.I.; Kelly, D.W.; Zienkiewicz, O.C.; Kanaka Raju, K.

1981-01-01

The eigenvalue equations governing the free vibration of axisymmetric solids are derived by means of a semi-analytical finite element scheme. In particular we investigated the use of an 8-node solid element in structures which exhibit a 'shell-like' behaviour. Bathe-Wilson subspace iteration algorithm is employed for the solution of the equations. The element is shown to give good results for beam and shell vibration problems. It is also utilised to solve a complex solid in the form of an internal component of a modern jet engine. This particular application is of considerable practical importance as the dynamics of such components form a dominant design constraint. (orig./HP)

Pressure correction schemes for compressible flows

International Nuclear Information System (INIS)

Kheriji, W.

2011-01-01

This thesis is concerned with the development of semi-implicit fractional step schemes, for the compressible Navier-Stokes equations; these schemes are part of the class of the pressure correction methods. The chosen spatial discretization is staggered: non conforming mixed finite elements (Crouzeix-Raviart or Rannacher-Turek) or the classic MA C scheme. An upwind finite volume discretization of the mass balance guarantees the positivity of the density. The positivity of the internal energy is obtained by discretizing the internal energy balance by an upwind finite volume scheme and b y coupling the discrete internal energy balance with the pressure correction step. A special finite volume discretization on dual cells is performed for the convection term in the momentum balance equation, and a renormalisation step for the pressure is added to the algorithm; this ensures the control in time of the integral of the total energy over the domain. All these a priori estimates imply the existence of a discrete solution by a topological degree argument. The application of this scheme to Euler equations raises an additional difficulty. Indeed, obtaining correct shocks requires the scheme to be consistent with the total energy balance, property which we obtain as follows. First of all, a local discrete kinetic energy balance is established; it contains source terms winch we somehow compensate in the internal energy balance. The kinetic and internal energy equations are associated with the dual and primal meshes respectively, and thus cannot be added to obtain a total energy balance; its continuous counterpart is however recovered at the limit: if we suppose that a sequence of discrete solutions converges when the space and time steps tend to 0, we indeed show, in 1D at least, that the limit satisfies a weak form of the equation. These theoretical results are comforted by numerical tests. Similar results are obtained for the baro-tropic Navier-Stokes equations. (author)

Charge-conserving FEM-PIC schemes on general grids

International Nuclear Information System (INIS)

Campos Pinto, M.; Jund, S.; Salmon, S.; Sonnendruecker, E.

2014-01-01

Particle-In-Cell (PIC) solvers are a major tool for the understanding of the complex behavior of a plasma or a particle beam in many situations. An important issue for electromagnetic PIC solvers, where the fields are computed using Maxwell's equations, is the problem of discrete charge conservation. In this article, we aim at proposing a general mathematical formulation for charge-conserving finite-element Maxwell solvers coupled with particle schemes. In particular, we identify the finite-element continuity equations that must be satisfied by the discrete current sources for several classes of time-domain Vlasov-Maxwell simulations to preserve the Gauss law at each time step, and propose a generic algorithm for computing such consistent sources. Since our results cover a wide range of schemes (namely curl-conforming finite element methods of arbitrary degree, general meshes in two or three dimensions, several classes of time discretization schemes, particles with arbitrary shape factors and piecewise polynomial trajectories of arbitrary degree), we believe that they provide a useful roadmap in the design of high-order charge-conserving FEM-PIC numerical schemes. (authors)

Monotone difference schemes for weakly coupled elliptic and parabolic systems

NARCIS (Netherlands)

P. Matus (Piotr); F.J. Gaspar Lorenz (Franscisco); L. M. Hieu (Le Minh); V.T.K. Tuyen (Vo Thi Kim)

2017-01-01

textabstractThe present paper is devoted to the development of the theory of monotone difference schemes, approximating the so-called weakly coupled system of linear elliptic and quasilinear parabolic equations. Similarly to the scalar case, the canonical form of the vector-difference schemes is

TE/TM scheme for computation of electromagnetic fields in accelerators

International Nuclear Information System (INIS)

Zagorodnov, Igor; Weiland, Thomas

2005-01-01

We propose a new two-level economical conservative scheme for short-range wake field calculation in three dimensions. The scheme does not have dispersion in the longitudinal direction and is staircase free (second order convergent). Unlike the finite-difference time domain method (FDTD), it is based on a TE/TM like splitting of the field components in time. Additionally, it uses an enhanced alternating direction splitting of the transverse space operator that makes the scheme computationally as effective as the conventional FDTD method. Unlike the FDTD ADI and low-order Strang methods, the splitting error in our scheme is only of fourth order. As numerical examples show, the new scheme is much more accurate on the long-time scale than the conventional FDTD approach

Black-Scholes finite difference modeling in forecasting of call warrant prices in Bursa Malaysia

Science.gov (United States)

Mansor, Nur Jariah; Jaffar, Maheran Mohd

2014-07-01

Call warrant is a type of structured warrant in Bursa Malaysia. It gives the holder the right to buy the underlying share at a specified price within a limited period of time. The issuer of the structured warrants usually uses European style to exercise the call warrant on the maturity date. Warrant is very similar to an option. Usually, practitioners of the financial field use Black-Scholes model to value the option. The Black-Scholes equation is hard to solve analytically. Therefore the finite difference approach is applied to approximate the value of the call warrant prices. The central in time and central in space scheme is produced to approximate the value of the call warrant prices. It allows the warrant holder to forecast the value of the call warrant prices before the expiry date.

Chebyshev Finite Difference Method for Fractional Boundary Value Problems

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Boundary

2015-09-01

Full Text Available This paper presents a numerical method for fractional differential equations using Chebyshev finite difference method. The fractional derivatives are described in the Caputo sense. Numerical results show that this method is of high accuracy and is more convenient and efficient for solving boundary value problems involving fractional ordinary differential equations. AMS Subject Classification: 34A08 Keywords and Phrases: Chebyshev polynomials, Gauss-Lobatto points, fractional differential equation, finite difference 1. Introduction The idea of a derivative which interpolates between the familiar integer order derivatives was introduced many years ago and has gained increasing importance only in recent years due to the development of mathematical models of a certain situations in engineering, materials science, control theory, polymer modelling etc. For example see [20, 22, 25, 26]. Most fractional order differential equations describing real life situations, in general do not have exact analytical solutions. Several numerical and approximate analytical methods for ordinary differential equation Received: December 2014; Accepted: March 2015 57 Journal of Mathematical Extension Vol. 9, No. 3, (2015, 57-71 ISSN: 1735-8299 URL: http://www.ijmex.com Chebyshev Finite Difference Method for Fractional Boundary Value Problems H. Azizi Taft Branch, Islamic Azad University Abstract. This paper presents a numerical method for fractional differential equations using Chebyshev finite difference method. The fractional derivative

An efficient finite differences method for the computation of compressible, subsonic, unsteady flows past airfoils and panels

Science.gov (United States)

Colera, Manuel; Pérez-Saborid, Miguel

2017-09-01

A finite differences scheme is proposed in this work to compute in the time domain the compressible, subsonic, unsteady flow past an aerodynamic airfoil using the linearized potential theory. It improves and extends the original method proposed in this journal by Hariharan, Ping and Scott [1] by considering: (i) a non-uniform mesh, (ii) an implicit time integration algorithm, (iii) a vectorized implementation and (iv) the coupled airfoil dynamics and fluid dynamic loads. First, we have formulated the method for cases in which the airfoil motion is given. The scheme has been tested on well known problems in unsteady aerodynamics -such as the response to a sudden change of the angle of attack and to a harmonic motion of the airfoil- and has been proved to be more accurate and efficient than other finite differences and vortex-lattice methods found in the literature. Secondly, we have coupled our method to the equations governing the airfoil dynamics in order to numerically solve problems where the airfoil motion is unknown a priori as happens, for example, in the cases of the flutter and the divergence of a typical section of a wing or of a flexible panel. Apparently, this is the first self-consistent and easy-to-implement numerical analysis in the time domain of the compressible, linearized coupled dynamics of the (generally flexible) airfoil-fluid system carried out in the literature. The results for the particular case of a rigid airfoil show excellent agreement with those reported by other authors, whereas those obtained for the case of a cantilevered flexible airfoil in compressible flow seem to be original or, at least, not well-known.

Finite Element Analysis of Increasing Column Section and CFRP Reinforcement Method under Different Axial Compression Ratio

Science.gov (United States)

Jinghai, Zhou; Tianbei, Kang; Fengchi, Wang; Xindong, Wang

2017-11-01

Eight less stirrups in the core area frame joints are simulated by ABAQUS finite element numerical software. The composite reinforcement method is strengthened with carbon fiber and increasing column section, the axial compression ratio of reinforced specimens is 0.3, 0.45 and 0.6 respectively. The results of the load-displacement curve, ductility and stiffness are analyzed, and it is found that the different axial compression ratio has great influence on the bearing capacity of increasing column section strengthening method, and has little influence on carbon fiber reinforcement method. The different strengthening schemes improve the ultimate bearing capacity and ductility of frame joints in a certain extent, composite reinforcement joints strengthening method to improve the most significant, followed by increasing column section, reinforcement method of carbon fiber reinforced joints to increase the minimum.

Multisymplectic Structure-Preserving in Simple Finite Element Method in High Dimensional Case

Institute of Scientific and Technical Information of China (English)

BAI Yong-Qiang; LIU Zhen; PEI Ming; ZHENG Zhu-Jun

2003-01-01

In this paper, we study a finite element scheme of some semi-linear elliptic boundary value problems inhigh-dimensional space. With uniform mesh, we find that, the numerical scheme derived from finite element method cankeep a preserved multisymplectic structure.

A hybrid scheme for absorbing edge reflections in numerical modeling of wave propagation

KAUST Repository

Liu, Yang; Sen, Mrinal K.

2010-01-01

We propose an efficient scheme to absorb reflections from the model boundaries in numerical solutions of wave equations. This scheme divides the computational domain into boundary, transition, and inner areas. The wavefields within the inner and boundary areas are computed by the wave equation and the one-way wave equation, respectively. The wavefields within the transition area are determined by a weighted combination of the wavefields computed by the wave equation and the one-way wave equation to obtain a smooth variation from the inner area to the boundary via the transition zone. The results from our finite-difference numerical modeling tests of the 2D acoustic wave equation show that the absorption enforced by this scheme gradually increases with increasing width of the transition area. We obtain equally good performance using pseudospectral and finite-element modeling with the same scheme. Our numerical experiments demonstrate that use of 10 grid points for absorbing edge reflections attains nearly perfect absorption. © 2010 Society of Exploration Geophysicists.

A hybrid scheme for absorbing edge reflections in numerical modeling of wave propagation

KAUST Repository

Liu, Yang

2010-03-01

We propose an efficient scheme to absorb reflections from the model boundaries in numerical solutions of wave equations. This scheme divides the computational domain into boundary, transition, and inner areas. The wavefields within the inner and boundary areas are computed by the wave equation and the one-way wave equation, respectively. The wavefields within the transition area are determined by a weighted combination of the wavefields computed by the wave equation and the one-way wave equation to obtain a smooth variation from the inner area to the boundary via the transition zone. The results from our finite-difference numerical modeling tests of the 2D acoustic wave equation show that the absorption enforced by this scheme gradually increases with increasing width of the transition area. We obtain equally good performance using pseudospectral and finite-element modeling with the same scheme. Our numerical experiments demonstrate that use of 10 grid points for absorbing edge reflections attains nearly perfect absorption. © 2010 Society of Exploration Geophysicists.

Multisymplectic Structure－Preserving in Simple Finite Element Method in High Dimensional Case

Institute of Scientific and Technical Information of China (English)

BAIYong-Qiang; LIUZhen; PEIMing; ZHENGZhu-Jun

2003-01-01

In this paper, we study a finite element scheme of some semi-linear elliptic boundary value problems in high-dhnensjonal space. With uniform mesh, we find that, the numerical scheme derived from finite element method can keep a preserved multisymplectic structure.

Homogenization scheme for acoustic metamaterials

KAUST Repository

Yang, Min

2014-02-26

We present a homogenization scheme for acoustic metamaterials that is based on reproducing the lowest orders of scattering amplitudes from a finite volume of metamaterials. This approach is noted to differ significantly from that of coherent potential approximation, which is based on adjusting the effective-medium parameters to minimize scatterings in the long-wavelength limit. With the aid of metamaterials’ eigenstates, the effective parameters, such as mass density and elastic modulus can be obtained by matching the surface responses of a metamaterial\\'s structural unit cell with a piece of homogenized material. From the Green\\'s theorem applied to the exterior domain problem, matching the surface responses is noted to be the same as reproducing the scattering amplitudes. We verify our scheme by applying it to three different examples: a layered lattice, a two-dimensional hexagonal lattice, and a decorated-membrane system. It is shown that the predicted characteristics and wave fields agree almost exactly with numerical simulations and experiments and the scheme\\'s validity is constrained by the number of dominant surface multipoles instead of the usual long-wavelength assumption. In particular, the validity extends to the full band in one dimension and to regimes near the boundaries of the Brillouin zone in two dimensions.

Space-Time Transformation in Flux-form Semi-Lagrangian Schemes

Directory of Open Access Journals (Sweden)

Peter C. Chu Chenwu Fan

2010-01-01

Full Text Available With a finite volume approach, a flux-form semi-Lagrangian (TFSL scheme with space-time transformation was developed to provide stable and accurate algorithm in solving the advection-diffusion equation. Different from the existing flux-form semi-Lagrangian schemes, the temporal integration of the flux from the present to the next time step is transformed into a spatial integration of the flux at the side of a grid cell (space for the present time step using the characteristic-line concept. The TFSL scheme not only keeps the good features of the semi-Lagrangian schemes (no Courant number limitation, but also has higher accuracy (of a second order in both time and space. The capability of the TFSL scheme is demonstrated by the simulation of the equatorial Rossby-soliton propagation. Computational stability and high accuracy makes this scheme useful in ocean modeling, computational fluid dynamics, and numerical weather prediction.

Convergent Difference Schemes for Hamilton-Jacobi equations

KAUST Repository

Duisembay, Serikbolsyn

2018-01-01

In this thesis, we consider second-order fully nonlinear partial differential equations of elliptic type. Our aim is to develop computational methods using convergent difference schemes for stationary Hamilton-Jacobi equations with Dirichlet

An efficient coupled polynomial interpolation scheme to eliminate material-locking in the Euler-Bernoulli piezoelectric beam finite element

Directory of Open Access Journals (Sweden)

Litesh N. Sulbhewar

Full Text Available The convergence characteristic of the conventional two-noded Euler-Bernoulli piezoelectric beam finite element depends on the configuration of the beam cross-section. The element shows slower convergence for the asymmetric material distribution in the beam cross-section due to 'material-locking' caused by extension-bending coupling. Hence, the use of conventional Euler-Bernoulli beam finite element to analyze piezoelectric beams which are generally made of the host layer with asymmetrically surface bonded piezoelectric layers/patches, leads to increased computational effort to yield converged results. Here, an efficient coupled polynomial interpolation scheme is proposed to improve the convergence of the Euler-Bernoulli piezoelectric beam finite elements, by eliminating ill-effects of material-locking. The equilibrium equations, derived using a variational formulation, are used to establish relationships between field variables. These relations are used to find a coupled quadratic polynomial for axial displacement, having contributions from an assumed cubic polynomial for transverse displacement and assumed linear polynomials for layerwise electric potentials. A set of coupled shape functions derived using these polynomials efficiently handles extension-bending and electromechanical couplings at the field interpolation level itself in a variationally consistent manner, without increasing the number of nodal degrees of freedom. The comparison of results obtained from numerical simulation of test problems shows that the convergence characteristic of the proposed element is insensitive to the material configuration of the beam cross-section.

A non-conformal finite element/finite volume scheme for the non-structured grid-based approximation of low Mach number flows

International Nuclear Information System (INIS)

Ansanay-Alex, G.

2009-01-01

The development of simulation codes aimed at a precise simulation of fires requires a precise approach of flame front phenomena by using very fine grids. The need to take different spatial scale into consideration leads to a local grid refinement and to a discretization with homogeneous grid for computing time and memory purposes. The author reports the approximation of the non-linear convection term, the scalar advection-diffusion in finite volumes, numerical simulations of a flow in a bent tube, of a three-dimensional laminar flame and of a low Mach number an-isotherm flow. Non conformal finite elements are also presented (Rannacher-Turek and Crouzeix-Raviart elements)

The Galerkin finite element method for a multi-term time-fractional diffusion equation

KAUST Repository

Jin, Bangti

2015-01-01

© 2014 The Authors. We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite element method using continuous piecewise linear functions. Nearly optimal error estimates for both cases of initial data and inhomogeneous term are derived, which cover both smooth and nonsmooth data. Further we develop a fully discrete scheme based on a finite difference discretization of the time-fractional derivatives, and discuss its stability and error estimate. Extensive numerical experiments for one- and two-dimensional problems confirm the theoretical convergence rates.

Features of finite quantum field theories

International Nuclear Information System (INIS)

Boehm, M.; Denner, A.

1987-01-01

We analyse general features of finite quantum field theories. A quantum field theory is considered to be finite, if the corresponding renormalization constants evaluated in the dimensional regularization scheme are free from divergences in all orders of perturbation theory. We conclude that every finite renormalizable quantum field theory with fields of spin one or less must contain both scalar fields and fermion fields and nonabelian gauge fields. Some secific nonsupersymmetric models are found to be finite at the one- and two-loop level. (orig.)

A finite-volume HLLC-based scheme for compressible interfacial flows with surface tension

Energy Technology Data Exchange (ETDEWEB)

Garrick, Daniel P. [Department of Aerospace Engineering, Iowa State University, Ames, IA (United States); Owkes, Mark [Department of Mechanical and Industrial Engineering, Montana State University, Bozeman, MT (United States); Regele, Jonathan D., E-mail: jregele@iastate.edu [Department of Aerospace Engineering, Iowa State University, Ames, IA (United States)

2017-06-15

Shock waves are often used in experiments to create a shear flow across liquid droplets to study secondary atomization. Similar behavior occurs inside of supersonic combustors (scramjets) under startup conditions, but it is challenging to study these conditions experimentally. In order to investigate this phenomenon further, a numerical approach is developed to simulate compressible multiphase flows under the effects of surface tension forces. The flow field is solved via the compressible multicomponent Euler equations (i.e., the five equation model) discretized with the finite volume method on a uniform Cartesian grid. The solver utilizes a total variation diminishing (TVD) third-order Runge–Kutta method for time-marching and second order TVD spatial reconstruction. Surface tension is incorporated using the Continuum Surface Force (CSF) model. Fluxes are upwinded with a modified Harten–Lax–van Leer Contact (HLLC) approximate Riemann solver. An interface compression scheme is employed to counter numerical diffusion of the interface. The present work includes modifications to both the HLLC solver and the interface compression scheme to account for capillary force terms and the associated pressure jump across the gas–liquid interface. A simple method for numerically computing the interface curvature is developed and an acoustic scaling of the surface tension coefficient is proposed for the non-dimensionalization of the model. The model captures the surface tension induced pressure jump exactly if the exact curvature is known and is further verified with an oscillating elliptical droplet and Mach 1.47 and 3 shock-droplet interaction problems. The general characteristics of secondary atomization at a range of Weber numbers are also captured in a series of simulations.

THE USE OF THE FINITE DIFFERENCE METHOD FOR CALCULATION OF ELECTRONIC STATES IN MIS-STRUCTURE WITH SINGLE DONOR 1

Directory of Open Access Journals (Sweden)

E. A. Levchuk

2018-01-01

Full Text Available Numerical modeling of electronic state evolution due to non-uniform external electric field in the structure metal-insulator-semiconductor with solitary donor center is carried out. Considering a nanometer disc-shaped gate as a source of the electric field, the problem for the Laplace equation in multilayered medium is solved numerically to determine the distribution of the gate potential. The energy spectrum of a bound electron is calculated from the problem for the stationary Schrödinger equation. Finite difference schemes are constructed to solve both the problems. Difference scheme for the Schrödinger equation takes into account cusp condition for the wave function at the donor location. To solve the problem for the Laplace equation, asymptotic boundary conditions for approximating the external field potential at large distances from the gate in different layers are suggested. These conditions allow to reduce the calculation domain for the electrostatic problem essentially. The effect of the boundary conditions on the accuracy of calculating the potential and energies is investigated. Using the developed difference schemes, the dependences of the energy spectrum of the bound electron on the gate potential are calculated, and the values of critical potential at which the wave function of the electron is relocated are determined. It has been found on the basis of calculation results, that governing parameter for the description of electronic behavior is the potential difference between the donor and semiconductor surface. It has been shown that critical potential difference does not depend on dielectric thickness and permittivity.

An improved algorithm for the polycrystal viscoplastic self-consistent model and its integration with implicit finite element schemes

International Nuclear Information System (INIS)

Galán, J; Verleysen, P; Lebensohn, R A

2014-01-01

A new algorithm for the solution of the deformation of a polycrystalline material using a self-consistent scheme, and its integration as part of the finite element software Abaqus/Standard are presented. The method is based on the original VPSC formulation by Lebensohn and Tomé and its integration with Abaqus/Standard by Segurado et al. The new algorithm has been implemented as a set of Fortran 90 modules, to be used either from a standalone program or from Abaqus subroutines. The new implementation yields the same results as VPSC7, but with a significantly better performance, especially when used in multicore computers. (paper)

Asynchronous discrete event schemes for PDEs

Science.gov (United States)

Stone, D.; Geiger, S.; Lord, G. J.

2017-08-01

A new class of asynchronous discrete-event simulation schemes for advection-diffusion-reaction equations is introduced, based on the principle of allowing quanta of mass to pass through faces of a (regular, structured) Cartesian finite volume grid. The timescales of these events are linked to the flux on the face. The resulting schemes are self-adaptive, and local in both time and space. Experiments are performed on realistic physical systems related to porous media flow applications, including a large 3D advection diffusion equation and advection diffusion reaction systems. The results are compared to highly accurate reference solutions where the temporal evolution is computed with exponential integrator schemes using the same finite volume discretisation. This allows a reliable estimation of the solution error. Our results indicate a first order convergence of the error as a control parameter is decreased, and we outline a framework for analysis.

Regularization of finite temperature string theories

International Nuclear Information System (INIS)

Leblanc, Y.; Knecht, M.; Wallet, J.C.

1990-01-01

The tachyonic divergences occurring in the free energy of various string theories at finite temperature are eliminated through the use of regularization schemes and analytic continuations. For closed strings, we obtain finite expressions which, however, develop an imaginary part above the Hagedorn temperature, whereas open string theories are still plagued with dilatonic divergences. (orig.)

Implementation of Unsplit Perfectly Matched Layer Absorbing Boundary Condition in 3 Dimensional Finite Difference Time Domain Method

Directory of Open Access Journals (Sweden)

B. U. Musa

2017-04-01

Full Text Available The C++ programming language was used to implement three-dimensional (3-D finite-difference time-domain (FDTD technique to simulate radiation of high frequency electromagnetic waves in free space. To achieve any meaningful results the computational domain of interest should have to be truncated in some way and this is achieved by applying absorbing boundary conditions. A uniaxial perfectly matched layer (UPML absorbing boundary condition is used in this work. The discretised equations of the UPML in FDTD time stepping scheme were derived and has been successfully implemented using the computer program. Simulation results showed that the UPML behaves as an absorber. This was confirmed by comparing the results with another boundary condition, the Mur ABC.

Building Secure Public Key Encryption Scheme from Hidden Field Equations

Directory of Open Access Journals (Sweden)

Yuan Ping

2017-01-01

Full Text Available Multivariate public key cryptography is a set of cryptographic schemes built from the NP-hardness of solving quadratic equations over finite fields, amongst which the hidden field equations (HFE family of schemes remain the most famous. However, the original HFE scheme was insecure, and the follow-up modifications were shown to be still vulnerable to attacks. In this paper, we propose a new variant of the HFE scheme by considering the special equation x2=x defined over the finite field F3 when x=0,1. We observe that the equation can be used to further destroy the special structure of the underlying central map of the HFE scheme. It is shown that the proposed public key encryption scheme is secure against known attacks including the MinRank attack, the algebraic attacks, and the linearization equations attacks. The proposal gains some advantages over the original HFE scheme with respect to the encryption speed and public key size.

Ordering schemes for parallel processing of certain mesh problems

International Nuclear Information System (INIS)

O'Leary, D.

1984-01-01

In this work, some ordering schemes for mesh points are presented which enable algorithms such as the Gauss-Seidel or SOR iteration to be performed efficiently for the nine-point operator finite difference method on computers consisting of a two-dimensional grid of processors. Convergence results are presented for the discretization of u /SUB xx/ + u /SUB yy/ on a uniform mesh over a square, showing that the spectral radius of the iteration for these orderings is no worse than that for the standard row by row ordering of mesh points. Further applications of these mesh point orderings to network problems, more general finite difference operators, and picture processing problems are noted

Elementary introduction to finite difference equations

International Nuclear Information System (INIS)

White, J.W.

1976-01-01

An elementary description is given of the basic vocabulary and concepts associated with finite difference modeling. The material discussed is biased toward the types of large computer programs used at the Lawrence Livermore Laboratory. Particular attention is focused on truncation error and how it can be affected by zoning patterns. The principle of convergence is discussed, and convergence as a tool for improving calculational accuracy and efficiency is emphasized

A Kohn–Sham equation solver based on hexahedral finite elements

International Nuclear Information System (INIS)

Fang Jun; Gao Xingyu; Zhou Aihui

2012-01-01

We design a Kohn–Sham equation solver based on hexahedral finite element discretizations. The solver integrates three schemes proposed in this paper. The first scheme arranges one a priori locally-refined hexahedral mesh with appropriate multiresolution. The second one is a modified mass-lumping procedure which accelerates the diagonalization in the self-consistent field iteration. The third one is a finite element recovery method which enhances the eigenpair approximations with small extra work. We carry out numerical tests on each scheme to investigate the validity and efficiency, and then apply them to calculate the ground state total energies of nanosystems C 60 , C 120 , and C 275 H 172 . It is shown that our solver appears to be computationally attractive for finite element applications in electronic structure study.

Finite element analysis of a finite-strain plasticity problem

International Nuclear Information System (INIS)

Crose, J.G.; Fong, H.H.

1984-01-01

A finite-strain plasticity analysis was performed of an engraving process in a plastic rotating band during the firing of a gun projectile. The aim was to verify a nonlinear feature of the NIFDI/RB code: plastic large deformation analysis of nearly incompressible materials using a deformation theory of plasticity approach and a total Lagrangian scheme. (orig.)

The mimetic finite difference method for elliptic problems

CERN Document Server

Veiga, Lourenço Beirão; Manzini, Gianmarco

2014-01-01

This book describes the theoretical and computational aspects of the mimetic finite difference method for a wide class of multidimensional elliptic problems, which includes diffusion, advection-diffusion, Stokes, elasticity, magnetostatics and plate bending problems. The modern mimetic discretization technology developed in part by the Authors allows one to solve these equations on unstructured polygonal, polyhedral and generalized polyhedral meshes. The book provides a practical guide for those scientists and engineers that are interested in the computational properties of the mimetic finite difference method such as the accuracy, stability, robustness, and efficiency. Many examples are provided to help the reader to understand and implement this method. This monograph also provides the essential background material and describes basic mathematical tools required to develop further the mimetic discretization technology and to extend it to various applications.

A 3D finite-difference BiCG iterative solver with the Fourier-Jacobi preconditioner for the anisotropic EIT/EEG forward problem.

Science.gov (United States)

Turovets, Sergei; Volkov, Vasily; Zherdetsky, Aleksej; Prakonina, Alena; Malony, Allen D

2014-01-01

The Electrical Impedance Tomography (EIT) and electroencephalography (EEG) forward problems in anisotropic inhomogeneous media like the human head belongs to the class of the three-dimensional boundary value problems for elliptic equations with mixed derivatives. We introduce and explore the performance of several new promising numerical techniques, which seem to be more suitable for solving these problems. The proposed numerical schemes combine the fictitious domain approach together with the finite-difference method and the optimally preconditioned Conjugate Gradient- (CG-) type iterative method for treatment of the discrete model. The numerical scheme includes the standard operations of summation and multiplication of sparse matrices and vector, as well as FFT, making it easy to implement and eligible for the effective parallel implementation. Some typical use cases for the EIT/EEG problems are considered demonstrating high efficiency of the proposed numerical technique.

Finite element method for neutron diffusion problems in hexagonal geometry

International Nuclear Information System (INIS)

Wei, T.Y.C.; Hansen, K.F.

1975-06-01

The use of the finite element method for solving two-dimensional static neutron diffusion problems in hexagonal reactor configurations is considered. It is investigated as a possible alternative to the low-order finite difference method. Various piecewise polynomial spaces are examined for their use in hexagonal problems. The central questions which arise in the design of these spaces are the degree of incompleteness permissible and the advantages of using a low-order space fine-mesh approach over that of a high-order space coarse-mesh one. There is also the question of the degree of smoothness required. Two schemes for the construction of spaces are described and a number of specific spaces, constructed with the questions outlined above in mind, are presented. They range from a complete non-Lagrangian, non-Hermite quadratic space to an incomplete ninth order space. Results are presented for two-dimensional problems typical of a small high temperature gas-cooled reactor. From the results it is concluded that the space used should at least include the complete linear one. Complete spaces are to be preferred to totally incomplete ones. Once function continuity is imposed any additional degree of smoothness is of secondary importance. For flux shapes typical of the small high temperature gas-cooled reactor the linear space fine-mesh alternative is to be preferred to the perturbation quadratic space coarse-mesh one and the low-order finite difference method is to be preferred over both finite element schemes

Simulation of coupled flow and mechanical deformation using IMplicit Pressure-Displacement Explicit Saturation (IMPDES) scheme

KAUST Repository

El-Amin, Mohamed

2012-01-01

The problem of coupled structural deformation with two-phase flow in porous media is solved numerically using cellcentered finite difference (CCFD) method. In order to solve the system of governed partial differential equations, the implicit pressure explicit saturation (IMPES) scheme that governs flow equations is combined with the the implicit displacement scheme. The combined scheme may be called IMplicit Pressure-Displacement Explicit Saturation (IMPDES). The pressure distribution for each cell along the entire domain is given by the implicit difference equation. Also, the deformation equations are discretized implicitly. Using the obtained pressure, velocity is evaluated explicitly, while, using the upwind scheme, the saturation is obtained explicitly. Moreover, the stability analysis of the present scheme has been introduced and the stability condition is determined.

A direct Arbitrary-Lagrangian-Eulerian ADER-WENO finite volume scheme on unstructured tetrahedral meshes for conservative and non-conservative hyperbolic systems in 3D

Science.gov (United States)

Boscheri, Walter; Dumbser, Michael

2014-10-01

In this paper we present a new family of high order accurate Arbitrary-Lagrangian-Eulerian (ALE) one-step ADER-WENO finite volume schemes for the solution of nonlinear systems of conservative and non-conservative hyperbolic partial differential equations with stiff source terms on moving tetrahedral meshes in three space dimensions. A WENO reconstruction technique is used to achieve high order of accuracy in space, while an element-local space-time Discontinuous Galerkin finite element predictor on moving curved meshes is used to obtain a high order accurate one-step time discretization. Within the space-time predictor the physical element is mapped onto a reference element using a high order isoparametric approach, where the space-time basis and test functions are given by the Lagrange interpolation polynomials passing through a predefined set of space-time nodes. Since our algorithm is cell-centered, the final mesh motion is computed by using a suitable node solver algorithm. A rezoning step as well as a flattener strategy are used in some of the test problems to avoid mesh tangling or excessive element deformations that may occur when the computation involves strong shocks or shear waves. The ALE algorithm presented in this article belongs to the so-called direct ALE methods because the final Lagrangian finite volume scheme is based directly on a space-time conservation formulation of the governing PDE system, with the rezoned geometry taken already into account during the computation of the fluxes. We apply our new high order unstructured ALE schemes to the 3D Euler equations of compressible gas dynamics, for which a set of classical numerical test problems has been solved and for which convergence rates up to sixth order of accuracy in space and time have been obtained. We furthermore consider the equations of classical ideal magnetohydrodynamics (MHD) as well as the non-conservative seven-equation Baer-Nunziato model of compressible multi-phase flows with

Interactive finite difference preprocessor for three-dimensional fluid flow systems. [PREFLO

Energy Technology Data Exchange (ETDEWEB)

Kleinstreuer, C. (Rensselaer Polytechnic Inst., Troy, NY); Patterson, M.R.

1981-06-01

A preprocessor, called PREFLO, consisting of data processing modules combined with a flexible finite difference grid generator is described. This economical, interactive computer code is a useful research tool contributing significantly to the accurate analysis and modeling of large and/or geometrically complex flow systems. PREFLO (PREprocessor for fluid FLOw problems), written in FORTRAN IV, consists of four modules which in turn call various subroutines. The main programs accomplish the following tasks: (1) system identification and selection of appropriate finite difference algorithms; (2) input devices for storage of natural flow boundaries; (3) interactive generation of finite difference meshes and display of computer graphics; (4) preparation of all data files for the source program. The computation of the velocity field near a power plant site is outlined to illustrate the capabilities and application of PREFLO.

An unstructured-mesh finite-volume MPDATA for compressible atmospheric dynamics

International Nuclear Information System (INIS)

Kühnlein, Christian; Smolarkiewicz, Piotr K.

2017-01-01

An advancement of the unstructured-mesh finite-volume MPDATA (Multidimensional Positive Definite Advection Transport Algorithm) is presented that formulates the error-compensative pseudo-velocity of the scheme to rely only on face-normal advective fluxes to the dual cells, in contrast to the full vector employed in previous implementations. This is essentially achieved by expressing the temporal truncation error underlying the pseudo-velocity in a form consistent with the flux-divergence of the governing conservation law. The development is especially important for integrating fluid dynamics equations on non-rectilinear meshes whenever face-normal advective mass fluxes are employed for transport compatible with mass continuity—the latter being essential for flux-form schemes. In particular, the proposed formulation enables large-time-step semi-implicit finite-volume integration of the compressible Euler equations using MPDATA on arbitrary hybrid computational meshes. Furthermore, it facilitates multiple error-compensative iterations of the finite-volume MPDATA and improved overall accuracy. The advancement combines straightforwardly with earlier developments, such as the nonoscillatory option, the infinite-gauge variant, and moving curvilinear meshes. A comprehensive description of the scheme is provided for a hybrid horizontally-unstructured vertically-structured computational mesh for efficient global atmospheric flow modelling. The proposed finite-volume MPDATA is verified using selected 3D global atmospheric benchmark simulations, representative of hydrostatic and non-hydrostatic flow regimes. Besides the added capabilities, the scheme retains fully the efficacy of established finite-volume MPDATA formulations.

An unstructured-mesh finite-volume MPDATA for compressible atmospheric dynamics

Energy Technology Data Exchange (ETDEWEB)

Kühnlein, Christian, E-mail: christian.kuehnlein@ecmwf.int; Smolarkiewicz, Piotr K., E-mail: piotr.smolarkiewicz@ecmwf.int

2017-04-01

An advancement of the unstructured-mesh finite-volume MPDATA (Multidimensional Positive Definite Advection Transport Algorithm) is presented that formulates the error-compensative pseudo-velocity of the scheme to rely only on face-normal advective fluxes to the dual cells, in contrast to the full vector employed in previous implementations. This is essentially achieved by expressing the temporal truncation error underlying the pseudo-velocity in a form consistent with the flux-divergence of the governing conservation law. The development is especially important for integrating fluid dynamics equations on non-rectilinear meshes whenever face-normal advective mass fluxes are employed for transport compatible with mass continuity—the latter being essential for flux-form schemes. In particular, the proposed formulation enables large-time-step semi-implicit finite-volume integration of the compressible Euler equations using MPDATA on arbitrary hybrid computational meshes. Furthermore, it facilitates multiple error-compensative iterations of the finite-volume MPDATA and improved overall accuracy. The advancement combines straightforwardly with earlier developments, such as the nonoscillatory option, the infinite-gauge variant, and moving curvilinear meshes. A comprehensive description of the scheme is provided for a hybrid horizontally-unstructured vertically-structured computational mesh for efficient global atmospheric flow modelling. The proposed finite-volume MPDATA is verified using selected 3D global atmospheric benchmark simulations, representative of hydrostatic and non-hydrostatic flow regimes. Besides the added capabilities, the scheme retains fully the efficacy of established finite-volume MPDATA formulations.

Wavelet-based adaptation methodology combined with finite difference WENO to solve ideal magnetohydrodynamics

Science.gov (United States)

Do, Seongju; Li, Haojun; Kang, Myungjoo

2017-06-01

In this paper, we present an accurate and efficient wavelet-based adaptive weighted essentially non-oscillatory (WENO) scheme for hydrodynamics and ideal magnetohydrodynamics (MHD) equations arising from the hyperbolic conservation systems. The proposed method works with the finite difference weighted essentially non-oscillatory (FD-WENO) method in space and the third order total variation diminishing (TVD) Runge-Kutta (RK) method in time. The philosophy of this work is to use the lifted interpolating wavelets as not only detector for singularities but also interpolator. Especially, flexible interpolations can be performed by an inverse wavelet transformation. When the divergence cleaning method introducing auxiliary scalar field ψ is applied to the base numerical schemes for imposing divergence-free condition to the magnetic field in a MHD equation, the approximations to derivatives of ψ require the neighboring points. Moreover, the fifth order WENO interpolation requires large stencil to reconstruct high order polynomial. In such cases, an efficient interpolation method is necessary. The adaptive spatial differentiation method is considered as well as the adaptation of grid resolutions. In order to avoid the heavy computation of FD-WENO, in the smooth regions fixed stencil approximation without computing the non-linear WENO weights is used, and the characteristic decomposition method is replaced by a component-wise approach. Numerical results demonstrate that with the adaptive method we are able to resolve the solutions that agree well with the solution of the corresponding fine grid.

Evaluation of finite difference and FFT-based solutions of the transport of intensity equation.

Science.gov (United States)

Zhang, Hongbo; Zhou, Wen-Jing; Liu, Ying; Leber, Donald; Banerjee, Partha; Basunia, Mahmudunnabi; Poon, Ting-Chung

2018-01-01

A finite difference method is proposed for solving the transport of intensity equation. Simulation results show that although slower than fast Fourier transform (FFT)-based methods, finite difference methods are able to reconstruct the phase with better accuracy due to relaxed assumptions for solving the transport of intensity equation relative to FFT methods. Finite difference methods are also more flexible than FFT methods in dealing with different boundary conditions.

Finite difference order doubling in two dimensions

International Nuclear Information System (INIS)

Killingbeck, John P; Jolicard, Georges

2008-01-01

An order doubling process previously used to obtain eighth-order eigenvalues from the fourth-order Numerov method is applied to the perturbed oscillator in two dimensions. A simple method of obtaining high order finite difference operators is reported and an odd parity boundary condition is found to be effective in facilitating the smooth operation of the order doubling process

The Finite-Surface Method for incompressible flow: a step beyond staggered grid

Science.gov (United States)

Hokpunna, Arpiruk; Misaka, Takashi; Obayashi, Shigeru

2017-11-01

We present a newly developed higher-order finite surface method for the incompressible Navier-Stokes equations (NSE). This method defines the velocities as a surface-averaged value on the surfaces of the pressure cells. Consequently, the mass conservation on the pressure cells becomes an exact equation. The only things left to approximate is the momentum equation and the pressure at the new time step. At certain conditions, the exact mass conservation enables the explicit n-th order accurate NSE solver to be used with the pressure treatment that is two or four order less accurate without loosing the apparent convergence rate. This feature was not possible with finite volume of finite difference methods. We use Fourier analysis with a model spectrum to determine the condition and found that the range covers standard boundary layer flows. The formal convergence and the performance of the proposed scheme is compared with a sixth-order finite volume method. Finally, the accuracy and performance of the method is evaluated in turbulent channel flows. This work is partially funded by a research colloaboration from IFS, Tohoku university and ASEAN+3 funding scheme from CMUIC, Chiang Mai University.

Experiences with explicit finite-difference schemes for complex fluid dynamics problems on STAR-100 and CYBER-203 computers

Science.gov (United States)

Kumar, A.; Rudy, D. H.; Drummond, J. P.; Harris, J. E.

1982-01-01

Several two- and three-dimensional external and internal flow problems solved on the STAR-100 and CYBER-203 vector processing computers are described. The flow field was described by the full Navier-Stokes equations which were then solved by explicit finite-difference algorithms. Problem results and computer system requirements are presented. Program organization and data base structure for three-dimensional computer codes which will eliminate or improve on page faulting, are discussed. Storage requirements for three-dimensional codes are reduced by calculating transformation metric data in each step. As a result, in-core grid points were increased in number by 50% to 150,000, with a 10% execution time increase. An assessment of current and future machine requirements shows that even on the CYBER-205 computer only a few problems can be solved realistically. Estimates reveal that the present situation is more storage limited than compute rate limited, but advancements in both storage and speed are essential to realistically calculate three-dimensional flow.

A parallel finite-volume finite-element method for transient compressible turbulent flows with heat transfer

International Nuclear Information System (INIS)

Masoud Ziaei-Rad

2010-01-01

In this paper, a two-dimensional numerical scheme is presented for the simulation of turbulent, viscous, transient compressible flows in the simultaneously developing hydraulic and thermal boundary layer region. The numerical procedure is a finite-volume-based finite-element method applied to unstructured grids. This combination together with a new method applied for the boundary conditions allows for accurate computation of the variables in the entrance region and for a wide range of flow fields from subsonic to transonic. The Roe-Riemann solver is used for the convective terms, whereas the standard Galerkin technique is applied for the viscous terms. A modified κ-ε model with a two-layer equation for the near-wall region combined with a compressibility correction is used to predict the turbulent viscosity. Parallel processing is also employed to divide the computational domain among the different processors to reduce the computational time. The method is applied to some test cases in order to verify the numerical accuracy. The results show significant differences between incompressible and compressible flows in the friction coefficient, Nusselt number, shear stress and the ratio of the compressible turbulent viscosity to the molecular viscosity along the developing region. A transient flow generated after an accidental rupture in a pipeline was also studied as a test case. The results show that the present numerical scheme is stable, accurate and efficient enough to solve the problem of transient wall-bounded flow.

A positive and entropy-satisfying finite volume scheme for the Baer-Nunziato model

Science.gov (United States)

Coquel, Frédéric; Hérard, Jean-Marc; Saleh, Khaled

2017-02-01

We present a relaxation scheme for approximating the entropy dissipating weak solutions of the Baer-Nunziato two-phase flow model. This relaxation scheme is straightforwardly obtained as an extension of the relaxation scheme designed in [16] for the isentropic Baer-Nunziato model and consequently inherits its main properties. To our knowledge, this is the only existing scheme for which the approximated phase fractions, phase densities and phase internal energies are proven to remain positive without any restrictive condition other than a classical fully computable CFL condition. For ideal gas and stiffened gas equations of state, real values of the phasic speeds of sound are also proven to be maintained by the numerical scheme. It is also the only scheme for which a discrete entropy inequality is proven, under a CFL condition derived from the natural sub-characteristic condition associated with the relaxation approximation. This last property, which ensures the non-linear stability of the numerical method, is satisfied for any admissible equation of state. We provide a numerical study for the convergence of the approximate solutions towards some exact Riemann solutions. The numerical simulations show that the relaxation scheme compares well with two of the most popular existing schemes available for the Baer-Nunziato model, namely Schwendeman-Wahle-Kapila's Godunov-type scheme [39] and Tokareva-Toro's HLLC scheme [44]. The relaxation scheme also shows a higher precision and a lower computational cost (for comparable accuracy) than a standard numerical scheme used in the nuclear industry, namely Rusanov's scheme. Finally, we assess the good behavior of the scheme when approximating vanishing phase solutions.

Insights on different participation schemes to meet climate goals

International Nuclear Information System (INIS)

Russ, Peter; Ierland, Tom van

2009-01-01

Models and scenarios to assess greenhouse gas mitigation action have become more diversified and detailed, allowing the simulation of more realistic global climate policy set-ups. In this paper, different participation schemes to meet different levels of radiative forcing are analysed. The focus is on scenarios that are in line with the 2 deg. C target. Typical stylised participation schemes are based either on a perfect global carbon market or delayed participation with targets only for developed countries, no actions by developing countries and no access to credits from offsetting mechanisms in developing countries. This paper adds an intermediate policy scenario assuming a gradual incorporation of all countries, including a gradually developing carbon market, and taking into account the ability to contribute of different parties. Perfect participation by all parties would be optimal, but it is shown that participation schemes involving a gradual and differentiated participation by all parties can substantially decrease global costs and still meet the 2 deg. C target. Carbon markets can compensate in part for those costs incurred by developing countries' own, autonomous mitigation actions that do not generate tradable emission credits.

Riemann-problem and level-set approaches for two-fluid flow computations I. Linearized Godunov scheme

NARCIS (Netherlands)

B. Koren (Barry); M.R. Lewis; E.H. van Brummelen (Harald); B. van Leer

2001-01-01

textabstractA finite-volume method is presented for the computation of compressible flows of two immiscible fluids at very different densities. The novel ingredient in the method is a two-fluid linearized Godunov scheme, allowing for flux computations in case of different fluids (e.g., water and

OPTIMIZATION OF THE TEMPERATURE CONTROL SCHEME FOR ROLLER COMPACTED CONCRETE DAMS BASED ON FINITE ELEMENT AND SENSITIVITY ANALYSIS METHODS

Directory of Open Access Journals (Sweden)

Huawei Zhou

2016-10-01

Full Text Available Achieving an effective combination of various temperature control measures is critical for temperature control and crack prevention of concrete dams. This paper presents a procedure for optimizing the temperature control scheme of roller compacted concrete (RCC dams that couples the finite element method (FEM with a sensitivity analysis method. In this study, seven temperature control schemes are defined according to variations in three temperature control measures: concrete placement temperature, water-pipe cooling time, and thermal insulation layer thickness. FEM is employed to simulate the equivalent temperature field and temperature stress field obtained under each of the seven designed temperature control schemes for a typical overflow dam monolith based on the actual characteristics of a RCC dam located in southwestern China. A sensitivity analysis is subsequently conducted to investigate the degree of influence each of the three temperature control measures has on the temperature field and temperature tensile stress field of the dam. Results show that the placement temperature has a substantial influence on the maximum temperature and tensile stress of the dam, and that the placement temperature cannot exceed 15 °C. The water-pipe cooling time and thermal insulation layer thickness have little influence on the maximum temperature, but both demonstrate a substantial influence on the maximum tensile stress of the dam. The thermal insulation thickness is significant for reducing the probability of cracking as a result of high thermal stress, and the maximum tensile stress can be controlled under the specification limit with a thermal insulation layer thickness of 10 cm. Finally, an optimized temperature control scheme for crack prevention is obtained based on the analysis results.

Technical Note: Adjoint formulation of the TOMCAT atmospheric transport scheme in the Eulerian backtracking framework (RETRO-TOM)

Science.gov (United States)

Haines, P. E.; Esler, J. G.; Carver, G. D.

2014-06-01

A new methodology for the formulation of an adjoint to the transport component of the chemistry transport model TOMCAT is described and implemented in a new model, RETRO-TOM. The Eulerian backtracking method is used, allowing the forward advection scheme (Prather's second-order moments) to be efficiently exploited in the backward adjoint calculations. Prather's scheme is shown to be time symmetric, suggesting the possibility of high accuracy. To attain this accuracy, however, it is necessary to make a careful treatment of the "density inconsistency" problem inherent to offline transport models. The results are verified using a series of test experiments. These demonstrate the high accuracy of RETRO-TOM when compared with direct forward sensitivity calculations, at least for problems in which flux limiters in the advection scheme are not required. RETRO-TOM therefore combines the flexibility and stability of a "finite difference of adjoint" formulation with the accuracy of an "adjoint of finite difference" formulation.

A generalized nodal finite element formalism for discrete ordinates equations in slab geometry Part I: Theory in the continuous moment case

International Nuclear Information System (INIS)

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

1995-01-01

A generalized nodal finite element formalism is presented, which covers virtually all known finit difference approximation to the discrete ordinates equations in slab geometry. This paper (Part 1) presents the theory of the so called open-quotes continuous moment methodsclose quotes, which include such well-known methods as the open-quotes diamond differenceclose quotes and the open-quotes characteristicclose quotes schemes. In a second paper (hereafter referred to as Part II), the authors will present the theory of the open-quotes discontinuous moment methodsclose quotes, consisting in particular of the open-quotes linear discontinuousclose quotes scheme as well as of an entire new class of schemes. Corresponding numerical results are available for all these schemes and will be presented in a third paper (Part III). 12 refs

A positive and entropy-satisfying finite volume scheme for the Baer–Nunziato model

Energy Technology Data Exchange (ETDEWEB)

Coquel, Frédéric, E-mail: frederic.coquel@cmap.polytechnique.fr [CMAP, École Polytechnique CNRS, UMR 7641, Route de Saclay, F-91128 Palaiseau cedex (France); Hérard, Jean-Marc, E-mail: jean-marc.herard@edf.fr [EDF-R& D, Département MFEE, 6 Quai Watier, F-78401 Chatou Cedex (France); Saleh, Khaled, E-mail: saleh@math.univ-lyon1.fr [Université de Lyon, CNRS UMR 5208, Université Lyon 1, Institut Camille Jordan, 43 bd 11 novembre 1918, F-69622 Villeurbanne cedex (France)

2017-02-01

We present a relaxation scheme for approximating the entropy dissipating weak solutions of the Baer–Nunziato two-phase flow model. This relaxation scheme is straightforwardly obtained as an extension of the relaxation scheme designed in for the isentropic Baer–Nunziato model and consequently inherits its main properties. To our knowledge, this is the only existing scheme for which the approximated phase fractions, phase densities and phase internal energies are proven to remain positive without any restrictive condition other than a classical fully computable CFL condition. For ideal gas and stiffened gas equations of state, real values of the phasic speeds of sound are also proven to be maintained by the numerical scheme. It is also the only scheme for which a discrete entropy inequality is proven, under a CFL condition derived from the natural sub-characteristic condition associated with the relaxation approximation. This last property, which ensures the non-linear stability of the numerical method, is satisfied for any admissible equation of state. We provide a numerical study for the convergence of the approximate solutions towards some exact Riemann solutions. The numerical simulations show that the relaxation scheme compares well with two of the most popular existing schemes available for the Baer–Nunziato model, namely Schwendeman–Wahle–Kapila's Godunov-type scheme and Tokareva–Toro's HLLC scheme . The relaxation scheme also shows a higher precision and a lower computational cost (for comparable accuracy) than a standard numerical scheme used in the nuclear industry, namely Rusanov's scheme. Finally, we assess the good behavior of the scheme when approximating vanishing phase solutions.

Linear finite element method for one-dimensional diffusion problems

Energy Technology Data Exchange (ETDEWEB)

Brandao, Michele A.; Dominguez, Dany S.; Iglesias, Susana M., E-mail: micheleabrandao@gmail.com, E-mail: dany@labbi.uesc.br, E-mail: smiglesias@uesc.br [Universidade Estadual de Santa Cruz (LCC/DCET/UESC), Ilheus, BA (Brazil). Departamento de Ciencias Exatas e Tecnologicas. Laboratorio de Computacao Cientifica

2011-07-01

We describe in this paper the fundamentals of Linear Finite Element Method (LFEM) applied to one-speed diffusion problems in slab geometry. We present the mathematical formulation to solve eigenvalue and fixed source problems. First, we discretized a calculus domain using a finite set of elements. At this point, we obtain the spatial balance equations for zero order and first order spatial moments inside each element. Then, we introduce the linear auxiliary equations to approximate neutron flux and current inside the element and architect a numerical scheme to obtain the solution. We offer numerical results for fixed source typical model problems to illustrate the method's accuracy for coarse-mesh calculations in homogeneous and heterogeneous domains. Also, we compare the accuracy and computational performance of LFEM formulation with conventional Finite Difference Method (FDM). (author)

WENO schemes for balance laws with spatially varying flux

International Nuclear Information System (INIS)

Vukovic, Senka; Crnjaric-Zic, Nelida; Sopta, Luka

2004-01-01

In this paper we construct numerical schemes of high order of accuracy for hyperbolic balance law systems with spatially variable flux function and a source term of the geometrical type. We start with the original finite difference characteristicwise weighted essentially nonoscillatory (WENO) schemes and then we create new schemes by modifying the flux formulations (locally Lax-Friedrichs and Roe with entropy fix) in order to account for the spatially variable flux, and by decomposing the source term in order to obtain balance between numerical approximations of the flux gradient and of the source term. We apply so extended WENO schemes to the one-dimensional open channel flow equations and to the one-dimensional elastic wave equations. In particular, we prove that in these applications the new schemes are exactly consistent with steady-state solutions from an appropriately chosen subset. Experimentally obtained orders of accuracy of the extended and original WENO schemes are almost identical on a convergence test. Other presented test problems illustrate the improvement of the proposed schemes relative to the original WENO schemes combined with the pointwise source term evaluation. As expected, the increase in the formal order of accuracy of applied WENO reconstructions in all the tests causes visible increase in the high resolution properties of the schemes

Preconditioned finite-difference frequency-domain for modelling periodic dielectric structures - comparisons with FDTD

NARCIS (Netherlands)

Chabory, A.; Hon, de B.P.; Schilders, W.H.A.; Tijhuis, A.G.

2008-01-01

Finite-difference techniques are very popular and versatile numerical tools in computational electromagnetics. In this paper, we propose a preconditioned finite-difference frequency-domain method (FDFD) to model periodic structures in 2D and 3D. The preconditioner follows from a modal decoupling

Preconditioned finite-difference frequency-domain for modelling periodic dielectric structures : comparisons with FDTD

NARCIS (Netherlands)

Chabory, A.; Hon, de B.P.; Schilders, W.H.A.; Tijhuis, A.G.

2008-01-01

Finite-difference techniques are very popular and versatile numerical tools in computational electromagnetics. In this paper, we propose a preconditioned finite-difference frequency-domain method (FDFD) to model periodic structures in 2D and 3D. The preconditioner follows from a modal decoupling

Integral equations with difference kernels on finite intervals

CERN Document Server

Sakhnovich, Lev A

2015-01-01

This book focuses on solving integral equations with difference kernels on finite intervals. The corresponding problem on the semiaxis was previously solved by N. Wiener–E. Hopf and by M.G. Krein. The problem on finite intervals, though significantly more difficult, may be solved using our method of operator identities. This method is also actively employed in inverse spectral problems, operator factorization and nonlinear integral equations. Applications of the obtained results to optimal synthesis, light scattering, diffraction, and hydrodynamics problems are discussed in this book, which also describes how the theory of operators with difference kernels is applied to stable processes and used to solve the famous M. Kac problems on stable processes. In this second edition these results are extensively generalized and include the case of all Levy processes. We present the convolution expression for the well-known Ito formula of the generator operator, a convolution expression that has proven to be fruitful...

Study on the influence of finite element formulation and equation of motion solution scheme on FEM analysis results based on the asymmetrically loaded plate problem

Directory of Open Access Journals (Sweden)

Marcin Krzeszowiec

2015-03-01

Full Text Available Computer simulations of physical phenomena are at the moment common both in science and industry. The possibility of finding approximate solutions for complicated systems of differential equations, mathematically describing issues in the fields of mechanics, physics or chemistry, allows for shorten design and research time, often significantly reducing the need for expensive experimental studies or costly production of prototypes. However, the mentioned prevalence of these methods, particularly the Finite Element Method, resulted in analysis outcomes to be often in advance regarded as accurate ones. The purpose of the article is to showcase, on a simple stress analysis problem, how parameters such as the density of the finite element mesh, finite element formulation or integration scheme significantly influence on the simulation results and how easy it is to end up with the results that do not hold any physical sense, despite the fact that all the basic assumptions of correct analysis (suitable boundary conditions, total system energy stored etc. have been met. The results of this study can serve as a warning against premature conclusion drawing from calculations carried out by means of FEM simulation.[b]Keywords[/b]: computational mechanics, finite element method, shell elements, numerical integration

A practical implicit finite-difference method: examples from seismic modelling

International Nuclear Information System (INIS)

Liu, Yang; Sen, Mrinal K

2009-01-01

We derive explicit and new implicit finite-difference formulae for derivatives of arbitrary order with any order of accuracy by the plane wave theory where the finite-difference coefficients are obtained from the Taylor series expansion. The implicit finite-difference formulae are derived from fractional expansion of derivatives which form tridiagonal matrix equations. Our results demonstrate that the accuracy of a (2N + 2)th-order implicit formula is nearly equivalent to that of a (6N + 2)th-order explicit formula for the first-order derivative, and (2N + 2)th-order implicit formula is nearly equivalent to (4N + 2)th-order explicit formula for the second-order derivative. In general, an implicit method is computationally more expensive than an explicit method, due to the requirement of solving large matrix equations. However, the new implicit method only involves solving tridiagonal matrix equations, which is fairly inexpensive. Furthermore, taking advantage of the fact that many repeated calculations of derivatives are performed by the same difference formula, several parts can be precomputed resulting in a fast algorithm. We further demonstrate that a (2N + 2)th-order implicit formulation requires nearly the same memory and computation as a (2N + 4)th-order explicit formulation but attains the accuracy achieved by a (6N + 2)th-order explicit formulation for the first-order derivative and that of a (4N + 2)th-order explicit method for the second-order derivative when additional cost of visiting arrays is not considered. This means that a high-order explicit method may be replaced by an implicit method of the same order resulting in a much improved performance. Our analysis of efficiency and numerical modelling results for acoustic and elastic wave propagation validates the effectiveness and practicality of the implicit finite-difference method

Matroids and quantum-secret-sharing schemes

International Nuclear Information System (INIS)

Sarvepalli, Pradeep; Raussendorf, Robert

2010-01-01

A secret-sharing scheme is a cryptographic protocol to distribute a secret state in an encoded form among a group of players such that only authorized subsets of the players can reconstruct the secret. Classically, efficient secret-sharing schemes have been shown to be induced by matroids. Furthermore, access structures of such schemes can be characterized by an excluded minor relation. No such relations are known for quantum secret-sharing schemes. In this paper we take the first steps toward a matroidal characterization of quantum-secret-sharing schemes. In addition to providing a new perspective on quantum-secret-sharing schemes, this characterization has important benefits. While previous work has shown how to construct quantum-secret-sharing schemes for general access structures, these schemes are not claimed to be efficient. In this context the present results prove to be useful; they enable us to construct efficient quantum-secret-sharing schemes for many general access structures. More precisely, we show that an identically self-dual matroid that is representable over a finite field induces a pure-state quantum-secret-sharing scheme with information rate 1.

Analysis of a fourth-order compact scheme for convection-diffusion

International Nuclear Information System (INIS)

Yavneh, I.

1997-01-01

In, 1984 Gupta et al. introduced a compact fourth-order finite-difference convection-diffusion operator with some very favorable properties. In particular, this scheme does not seem to suffer excessively from spurious oscillatory behavior, and it converges with standard methods such as Gauss Seidel or SOR (hence, multigrid) regardless of the diffusion. This scheme has been rederived, developed (including some variations), and applied in both convection-diffusion and Navier-Stokes equations by several authors. Accurate solutions to high Reynolds-number flow problems at relatively coarse resolutions have been reported. These solutions were often compared to those obtained by lower order discretizations, such as second-order central differences and first-order upstream discretizations. The latter, it was stated, achieved far less accurate results due to the artificial viscosity, which the compact scheme did not include. We show here that, while the compact scheme indeed does not suffer from a cross-stream artificial viscosity (as does the first-order upstream scheme when the characteristic direction is not aligned with the grid), it does include a streamwise artificial viscosity that is inversely proportional to the natural viscosity. This term is not always benign. 7 refs., 1 fig., 1 tab

A Finite-Difference Solution of Solute Transport through a Membrane Bioreactor

Directory of Open Access Journals (Sweden)

B. Godongwana

2015-01-01

Full Text Available The current paper presents a theoretical analysis of the transport of solutes through a fixed-film membrane bioreactor (MBR, immobilised with an active biocatalyst. The dimensionless convection-diffusion equation with variable coefficients was solved analytically and numerically for concentration profiles of the solutes through the MBR. The analytical solution makes use of regular perturbation and accounts for radial convective flow as well as axial diffusion of the substrate species. The Michaelis-Menten (or Monod rate equation was assumed for the sink term, and the perturbation was extended up to second-order. In the analytical solution only the first-order limit of the Michaelis-Menten equation was considered; hence the linearized equation was solved. In the numerical solution, however, this restriction was lifted. The solution of the nonlinear, elliptic, partial differential equation was based on an implicit finite-difference method (FDM. An upwind scheme was employed for numerical stability. The resulting algebraic equations were solved simultaneously using the multivariate Newton-Raphson iteration method. The solution allows for the evaluation of the effect on the concentration profiles of (i the radial and axial convective velocity, (ii the convective mass transfer rates, (iii the reaction rates, (iv the fraction retentate, and (v the aspect ratio.

Formulation of coarse mesh finite difference to calculate mathematical adjoint flux

International Nuclear Information System (INIS)

Pereira, Valmir; Martinez, Aquilino Senra; Silva, Fernando Carvalho da

2002-01-01

The objective of this work is the obtention of the mathematical adjoint flux, having as its support the nodal expansion method (NEM) for coarse mesh problems. Since there are difficulties to evaluate this flux by using NEM. directly, a coarse mesh finite difference program was developed to obtain this adjoint flux. The coarse mesh finite difference formulation (DFMG) adopted uses results of the direct calculation (node average flux and node face averaged currents) obtained by NEM. These quantities (flux and currents) are used to obtain the correction factors which modify the classical finite differences formulation . Since the DFMG formulation is also capable of calculating the direct flux it was also tested to obtain this flux and it was verified that it was able to reproduce with good accuracy both the flux and the currents obtained via NEM. In this way, only matrix transposition is needed to calculate the mathematical adjoint flux. (author)

HYFRAC3D, 3-D Hydraulic Rock Fracture Propagation by Finite Element Method

International Nuclear Information System (INIS)

Advani, S.H.; Lee, J.K.; Lee, T.S.

2001-01-01

1 - Description of program or function: HYFRAC3D is a finite element program for simulation of three-dimensional fracture geometries with a two-dimensional planar solution. The model predicts the height, width and wing length over time for a hydraulic fracture propagating in a multi-layered system of rock with variable fluid flow and rock mechanics properties. 2 - Method of solution: The program uses the finite element Method of solution. A backward difference scheme is used by taking the weight functions on the time axis. This implicit time matching scheme requires iteration since the fracture configuration at time t+dt is not known. 3 - Restrictions on the complexity of the problem: Graphics output is not available and program is limited to fracture propagation in a single plane without proppant transport

Development and analysis of finite volume methods

International Nuclear Information System (INIS)

Omnes, P.

2010-05-01

This document is a synthesis of a set of works concerning the development and the analysis of finite volume methods used for the numerical approximation of partial differential equations (PDEs) stemming from physics. In the first part, the document deals with co-localized Godunov type schemes for the Maxwell and wave equations, with a study on the loss of precision of this scheme at low Mach number. In the second part, discrete differential operators are built on fairly general, in particular very distorted or nonconforming, bidimensional meshes. These operators are used to approach the solutions of PDEs modelling diffusion, electro and magneto-statics and electromagnetism by the discrete duality finite volume method (DDFV) on staggered meshes. The third part presents the numerical analysis and some a priori as well as a posteriori error estimations for the discretization of the Laplace equation by the DDFV scheme. The last part is devoted to the order of convergence in the L2 norm of the finite volume approximation of the solution of the Laplace equation in one dimension and on meshes with orthogonality properties in two dimensions. Necessary and sufficient conditions, relatively to the mesh geometry and to the regularity of the data, are provided that ensure the second-order convergence of the method. (author)

Hybrid TE-TM scheme for time domain numerical calculations of wakefields in structures with walls of finite conductivity

Directory of Open Access Journals (Sweden)

Andranik Tsakanian

2012-05-01

Full Text Available In particle accelerators a preferred direction, the direction of motion, is well defined. If in a numerical calculation the (numerical dispersion in this direction is suppressed, a quite coarse mesh and moderate computational resources can be used to reach accurate results even for extremely short electron bunches. Several approaches have been proposed in the past decades to reduce the accumulated dispersion error in wakefield calculations for perfectly conducting structures. In this paper we extend the TE/TM splitting algorithm to a new hybrid scheme that allows for wakefield calculations in structures with walls of finite conductivity. The conductive boundary is modeled by one-dimensional wires connected to each boundary cell. A good agreement of the numerical simulations with analytical results and other numerical approaches is obtained.

A Time Marching Scheme for Solving Volume Integral Equations on Nonlinear Scatterers

KAUST Repository

Bagci, Hakan

2015-01-07

Transient electromagnetic field interactions on inhomogeneous penetrable scatterers can be analyzed by solving time domain volume integral equations (TDVIEs). TDVIEs are oftentimes solved using marchingon-in-time (MOT) schemes. Unlike finite difference and finite element schemes, MOT-TDVIE solvers require discretization of only the scatterers, do not call for artificial absorbing boundary conditions, and are more robust to numerical phase dispersion. On the other hand, their computational cost is high, they suffer from late-time instabilities, and their implicit nature makes incorporation of nonlinear constitutive relations more difficult. Development of plane-wave time-domain (PWTD) and FFT-based schemes has significantly reduced the computational cost of the MOT-TDVIE solvers. Additionally, latetime instability problem has been alleviated for all practical purposes with the development of accurate integration schemes and specially designed temporal basis functions. Addressing the third challenge is the topic of this presentation. I will talk about an explicit MOT scheme developed for solving the TDVIE on scatterers with nonlinear material properties. The proposed scheme separately discretizes the TDVIE and the nonlinear constitutive relation between electric field intensity and flux density. The unknown field intensity and flux density are expanded using half and full Schaubert-Wilton-Glisson (SWG) basis functions in space and polynomial temporal interpolators in time. The resulting coupled system of the discretized TDVIE and constitutive relation is integrated in time using an explicit P E(CE) m scheme to yield the unknown expansion coefficients. Explicitness of time marching allows for straightforward incorporation of the nonlinearity as a function evaluation on the right hand side of the coupled system of equations. Consequently, the resulting MOT scheme does not call for a Newton-like nonlinear solver. Numerical examples, which demonstrate the applicability

A Time Marching Scheme for Solving Volume Integral Equations on Nonlinear Scatterers

KAUST Repository

Bagci, Hakan

2015-01-01

Transient electromagnetic field interactions on inhomogeneous penetrable scatterers can be analyzed by solving time domain volume integral equations (TDVIEs). TDVIEs are oftentimes solved using marchingon-in-time (MOT) schemes. Unlike finite difference and finite element schemes, MOT-TDVIE solvers require discretization of only the scatterers, do not call for artificial absorbing boundary conditions, and are more robust to numerical phase dispersion. On the other hand, their computational cost is high, they suffer from late-time instabilities, and their implicit nature makes incorporation of nonlinear constitutive relations more difficult. Development of plane-wave time-domain (PWTD) and FFT-based schemes has significantly reduced the computational cost of the MOT-TDVIE solvers. Additionally, latetime instability problem has been alleviated for all practical purposes with the development of accurate integration schemes and specially designed temporal basis functions. Addressing the third challenge is the topic of this presentation. I will talk about an explicit MOT scheme developed for solving the TDVIE on scatterers with nonlinear material properties. The proposed scheme separately discretizes the TDVIE and the nonlinear constitutive relation between electric field intensity and flux density. The unknown field intensity and flux density are expanded using half and full Schaubert-Wilton-Glisson (SWG) basis functions in space and polynomial temporal interpolators in time. The resulting coupled system of the discretized TDVIE and constitutive relation is integrated in time using an explicit P E(CE) m scheme to yield the unknown expansion coefficients. Explicitness of time marching allows for straightforward incorporation of the nonlinearity as a function evaluation on the right hand side of the coupled system of equations. Consequently, the resulting MOT scheme does not call for a Newton-like nonlinear solver. Numerical examples, which demonstrate the applicability

A novel grain cluster-based homogenization scheme

International Nuclear Information System (INIS)

Tjahjanto, D D; Eisenlohr, P; Roters, F

2010-01-01

An efficient homogenization scheme, termed the relaxed grain cluster (RGC), for elasto-plastic deformations of polycrystals is presented. The scheme is based on a generalization of the grain cluster concept. A volume element consisting of eight (= 2 × 2 × 2) hexahedral grains is considered. The kinematics of the RGC scheme is formulated within a finite deformation framework, where the relaxation of the local deformation gradient of each individual grain is connected to the overall deformation gradient by the, so-called, interface relaxation vectors. The set of relaxation vectors is determined by the minimization of the constitutive energy (or work) density of the overall cluster. An additional energy density associated with the mismatch at the grain boundaries due to relaxations is incorporated as a penalty term into the energy minimization formulation. Effectively, this penalty term represents the kinematical condition of deformation compatibility at the grain boundaries. Simulations have been performed for a dual-phase grain cluster loaded in uniaxial tension. The results of the simulations are presented and discussed in terms of the effective stress–strain response and the overall deformation anisotropy as functions of the penalty energy parameters. In addition, the prediction of the RGC scheme is compared with predictions using other averaging schemes, as well as to the result of direct finite element (FE) simulation. The comparison indicates that the present RGC scheme is able to approximate FE simulation results of relatively fine discretization at about three orders of magnitude lower computational cost

Finite element analysis of thermal stress distribution in different ...

African Journals Online (AJOL)

Nigerian Journal of Clinical Practice • Jan-Feb 2016 • Vol 19 • Issue 1. Abstract ... Key words: Amalgam, finite element method, glass ionomer cement, resin composite, thermal stress ... applications for force analysis and assessment of different.

Finite-Time Synchronization of Chaotic Systems with Different Dimension and Secure Communication

Directory of Open Access Journals (Sweden)

Shouquan Pang

2016-01-01

Full Text Available Finite-time synchronization of chaotic systems with different dimension and secure communication is investigated. It is rigorously proven that global finite-time synchronization can be achieved between three-dimension Lorenz chaotic system and four-dimension Lorenz hyperchaotic system which have certain parameters or uncertain parameters. The electronic circuits of finite-time synchronization using Multisim 12 are designed to verify our conclusion. And the application to the secure communications is also analyzed and discussed.

High-order finite-difference methods for Poisson's equation

NARCIS (Netherlands)

van Linde, Hendrik Jan

1971-01-01

In this thesis finite-difference approximations to the three boundary value problems for Poisson’s equation are given, with discretization errors of O(H^3) for the mixed boundary value problem, O(H^3 |ln(h)| for the Neumann problem and O(H^4)for the Dirichlet problem respectively . First an operator

A multipoint flux mixed finite element method on distorted quadrilaterals and hexahedra

KAUST Repository

Wheeler, Mary

2011-11-06

In this paper, we develop a new mixed finite element method for elliptic problems on general quadrilateral and hexahedral grids that reduces to a cell-centered finite difference scheme. A special non-symmetric quadrature rule is employed that yields a positive definite cell-centered system for the pressure by eliminating local velocities. The method is shown to be accurate on highly distorted rough quadrilateral and hexahedral grids, including hexahedra with non-planar faces. Theoretical and numerical results indicate first-order convergence for the pressure and face fluxes. © 2011 Springer-Verlag.

NSVZ scheme with the higher derivative regularization for N=1 SQED

International Nuclear Information System (INIS)

Kataev, A.L.; Stepanyantz, K.V.

2013-01-01

The exact NSVZ relation between a β-function of N=1 SQED and an anomalous dimension of the matter superfields is studied within the Slavnov higher derivative regularization approach. It is shown that if the renormalization group functions are defined in terms of the bare coupling constant, this relation is always valid. In the renormalized theory the NSVZ relation is obtained in the momentum subtraction scheme supplemented by a special finite renormalization. Unlike the dimensional reduction, the higher derivative regularization allows to fix this finite renormalization. This is made by imposing the conditions Z 3 (α,μ=Λ)=1 and Z(α,μ=Λ)=1 on the renormalization constants of N=1 SQED, where Λ is a parameter in the higher derivative term. The results are verified by the explicit three-loop calculation. In this approximation we relate the DR ¯ scheme and the NSVZ scheme defined within the higher derivative approach by the finite renormalization

Compact high order schemes with gradient-direction derivatives for absorbing boundary conditions

Science.gov (United States)

Gordon, Dan; Gordon, Rachel; Turkel, Eli

2015-09-01

We consider several compact high order absorbing boundary conditions (ABCs) for the Helmholtz equation in three dimensions. A technique called "the gradient method" (GM) for ABCs is also introduced and combined with the high order ABCs. GM is based on the principle of using directional derivatives in the direction of the wavefront propagation. The new ABCs are used together with the recently introduced compact sixth order finite difference scheme for variable wave numbers. Experiments on problems with known analytic solutions produced very accurate results, demonstrating the efficacy of the high order schemes, particularly when combined with GM. The new ABCs are then applied to the SEG/EAGE Salt model, showing the advantages of the new schemes.

Introduction to the Finite-Difference Time-Domain (FDTD) Method for Electromagnetics

CERN Document Server

Gedney, Stephen

2011-01-01

Introduction to the Finite-Difference Time-Domain (FDTD) Method for Electromagnetics provides a comprehensive tutorial of the most widely used method for solving Maxwell's equations -- the Finite Difference Time-Domain Method. This book is an essential guide for students, researchers, and professional engineers who want to gain a fundamental knowledge of the FDTD method. It can accompany an undergraduate or entry-level graduate course or be used for self-study. The book provides all the background required to either research or apply the FDTD method for the solution of Maxwell's equations to p

Combining finite element and finite difference methods for isotropic elastic wave simulations in an energy-conserving manner

KAUST Repository

Gao, Longfei

2018-02-22

We consider numerical simulation of the isotropic elastic wave equations arising from seismic applications with non-trivial land topography. The more flexible finite element method is applied to the shallow region of the simulation domain to account for the topography, and combined with the more efficient finite difference method that is applied to the deep region of the simulation domain. We demonstrate that these two discretization methods, albeit starting from different formulations of the elastic wave equation, can be joined together smoothly via weakly imposed interface conditions. Discrete energy analysis is employed to derive the proper interface treatment, leading to an overall discretization that is energy-conserving. Numerical examples are presented to demonstrate the efficacy of the proposed interface treatment.

Combining finite element and finite difference methods for isotropic elastic wave simulations in an energy-conserving manner

KAUST Repository

Gao, Longfei; Keyes, David E.

2018-01-01

We consider numerical simulation of the isotropic elastic wave equations arising from seismic applications with non-trivial land topography. The more flexible finite element method is applied to the shallow region of the simulation domain to account for the topography, and combined with the more efficient finite difference method that is applied to the deep region of the simulation domain. We demonstrate that these two discretization methods, albeit starting from different formulations of the elastic wave equation, can be joined together smoothly via weakly imposed interface conditions. Discrete energy analysis is employed to derive the proper interface treatment, leading to an overall discretization that is energy-conserving. Numerical examples are presented to demonstrate the efficacy of the proposed interface treatment.

A high-order solver for aerodynamic flow simulations and comparison of different numerical schemes

Science.gov (United States)

Mikhaylov, Sergey; Morozov, Alexander; Podaruev, Vladimir; Troshin, Alexey

2017-11-01

An implementation of high order of accuracy Discontinuous Galerkin method is presented. Reconstruction is done for the conservative variables. Gradients are calculated using the BR2 method. Coordinate transformations are done by serendipity elements. In computations with schemes of order higher than 2, curvature of the mesh lines is taken into account. A comparison with finite volume methods is performed, including WENO method with linear weights and single quadrature point on a cell side. The results of the following classical tests are presented: subsonic flow around a circular cylinder in an ideal gas, convection of two-dimensional isentropic vortex, and decay of the Taylor-Green vortex.

Accuracy of finite-difference harmonic frequencies in density functional theory.

Science.gov (United States)

Liu, Kuan-Yu; Liu, Jie; Herbert, John M

2017-07-15

Analytic Hessians are often viewed as essential for the calculation of accurate harmonic frequencies, but the implementation of analytic second derivatives is nontrivial and solution of the requisite coupled-perturbed equations engenders a sizable memory footprint for large systems, given that these equations are not required for energy and gradient calculations in density functional theory. Here, we benchmark the alternative approach to harmonic frequencies based on finite differences of analytic first derivatives, a procedure that is amenable to large-scale parallelization. Not only for absolute frequencies but also for isotopic and conformer-dependent frequency shifts in flexible molecules, we find that the finite-difference approach exhibits mean errors numbers. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Asynchronous schemes for CFD at extreme scales

Science.gov (United States)

Konduri, Aditya; Donzis, Diego

2013-11-01

Recent advances in computing hardware and software have made simulations an indispensable research tool in understanding fluid flow phenomena in complex conditions at great detail. Due to the nonlinear nature of the governing NS equations, simulations of high Re turbulent flows are computationally very expensive and demand for extreme levels of parallelism. Current large simulations are being done on hundreds of thousands of processing elements (PEs). Benchmarks from these simulations show that communication between PEs take a substantial amount of time, overwhelming the compute time, resulting in substantial waste in compute cycles as PEs remain idle. We investigate a novel approach based on widely used finite-difference schemes in which computations are carried out asynchronously, i.e. synchronization of data among PEs is not enforced and computations proceed regardless of the status of messages. This drastically reduces PE idle time and results in much larger computation rates. We show that while these schemes remain stable, their accuracy is significantly affected. We present new schemes that maintain accuracy under asynchronous conditions and provide a viable path towards exascale computing. Performance of these schemes will be shown for simple models like Burgers' equation.

A strong shock tube problem calculated by different numerical schemes

Science.gov (United States)

Lee, Wen Ho; Clancy, Sean P.

1996-05-01

Calculated results are presented for the solution of a very strong shock tube problem on a coarse mesh using (1) MESA code, (2) UNICORN code, (3) Schulz hydro, and (4) modified TVD scheme. The first two codes are written in Eulerian coordinates, whereas methods (3) and (4) are in Lagrangian coordinates. MESA and UNICORN codes are both of second order and use different monotonic advection method to avoid the Gibbs phenomena. Code (3) uses typical artificial viscosity for inviscid flow, whereas code (4) uses a modified TVD scheme. The test problem is a strong shock tube problem with a pressure ratio of 109 and density ratio of 103 in an ideal gas. For no mass-matching case, Schulz hydro is better than TVD scheme. In the case of mass-matching, there is no difference between them. MESA and UNICORN results are nearly the same. However, the computed positions such as the contact discontinuity (i.e. the material interface) are not as accurate as the Lagrangian methods.

A Dyson-Schwinger approach to finite temperature QCD

Energy Technology Data Exchange (ETDEWEB)

Mueller, Jens Andreas

2011-10-26

The different phases of quantum chromodynamics at finite temperature are studied. To this end the nonperturbative quark propagator in Matsubara formalism is determined from its equation of motion, the Dyson-Schwinger equation. A novel truncation scheme is introduced including the nonperturbative, temperature dependent gluon propagator as extracted from lattice gauge theory. In the first part of the thesis a deconfinement order parameter, the dual condensate, and the critical temperature are determined from the dependence of the quark propagator on the temporal boundary conditions. The chiral transition is investigated by means of the quark condensate as order parameter. In addition differences in the chiral and deconfinement transition between gauge groups SU(2) and SU(3) are explored. In the following the quenched quark propagator is studied with respect to a possible spectral representation at finite temperature. In doing so, the quark propagator turns out to possess different analytic properties below and above the deconfinement transition. This result motivates the consideration of an alternative deconfinement order parameter signaling positivity violations of the spectral function. A criterion for positivity violations of the spectral function based on the curvature of the Schwinger function is derived. Using a variety of ansaetze for the spectral function, the possible quasi-particle spectrum is analyzed, in particular its quark mass and momentum dependence. The results motivate a more direct determination of the spectral function in the framework of Dyson-Schwinger equations. In the two subsequent chapters extensions of the truncation scheme are considered. The influence of dynamical quark degrees of freedom on the chiral and deconfinement transition is investigated. This serves as a first step towards a complete self-consistent consideration of dynamical quarks and the extension to finite chemical potential. The goodness of the truncation is verified first

A Dyson-Schwinger approach to finite temperature QCD

International Nuclear Information System (INIS)

Mueller, Jens Andreas

2011-01-01

The different phases of quantum chromodynamics at finite temperature are studied. To this end the nonperturbative quark propagator in Matsubara formalism is determined from its equation of motion, the Dyson-Schwinger equation. A novel truncation scheme is introduced including the nonperturbative, temperature dependent gluon propagator as extracted from lattice gauge theory. In the first part of the thesis a deconfinement order parameter, the dual condensate, and the critical temperature are determined from the dependence of the quark propagator on the temporal boundary conditions. The chiral transition is investigated by means of the quark condensate as order parameter. In addition differences in the chiral and deconfinement transition between gauge groups SU(2) and SU(3) are explored. In the following the quenched quark propagator is studied with respect to a possible spectral representation at finite temperature. In doing so, the quark propagator turns out to possess different analytic properties below and above the deconfinement transition. This result motivates the consideration of an alternative deconfinement order parameter signaling positivity violations of the spectral function. A criterion for positivity violations of the spectral function based on the curvature of the Schwinger function is derived. Using a variety of ansaetze for the spectral function, the possible quasi-particle spectrum is analyzed, in particular its quark mass and momentum dependence. The results motivate a more direct determination of the spectral function in the framework of Dyson-Schwinger equations. In the two subsequent chapters extensions of the truncation scheme are considered. The influence of dynamical quark degrees of freedom on the chiral and deconfinement transition is investigated. This serves as a first step towards a complete self-consistent consideration of dynamical quarks and the extension to finite chemical potential. The goodness of the truncation is verified first

The computation of pressure waves in shock tubes by a finite difference procedure

International Nuclear Information System (INIS)

Barbaro, M.

1988-09-01

A finite difference solution of one-dimensional unsteady isentropic compressible flow equations is presented. The computer program has been tested by solving some cases of the Riemann shock tube problem. Predictions are in good agreement with those presented by other authors. Some inaccuracies may be attributed to the wave smearing consequent of the finite-difference treatment. (author)

Finite difference time domain modelling of particle accelerators

International Nuclear Information System (INIS)

Jurgens, T.G.; Harfoush, F.A.

1989-03-01

Finite Difference Time Domain (FDTD) modelling has been successfully applied to a wide variety of electromagnetic scattering and interaction problems for many years. Here the method is extended to incorporate the modelling of wake fields in particle accelerators. Algorithmic comparisons are made to existing wake field codes, such as MAFIA T3. 9 refs., 7 figs

Numerical Solution of the 1D Advection-Diffusion Equation Using Standard and Nonstandard Finite Difference Schemes

Directory of Open Access Journals (Sweden)

A. R. Appadu

2013-01-01

for which the Reynolds number is 2 or 4. Some errors are computed, namely, the error rate with respect to the L1 norm, dispersion, and dissipation errors. We have both dissipative and dispersive errors, and this indicates that the methods generate artificial dispersion, though the partial differential considered is not dispersive. It is seen that the Lax-Wendroff and NSFD are quite good methods to approximate the 1D advection-diffusion equation at some values of k and h. Two optimisation techniques are then implemented to find the optimal values of k when h=0.02 for the Lax-Wendroff and NSFD schemes, and this is validated by numerical experiments.

Classification of phase transitions of finite Bose-Einstein condensates in power law traps by Fisher zeros

NARCIS (Netherlands)

Mülken, O.; Borrmann, P.; Harting, J.D.R.; Stamerjohanns, H.

2001-01-01

We present a detailed description of a classification scheme for phase transitions in finite systems based on the distribution of Fisher zeros of the canonical partition function in the complex temperature plane. We apply this scheme to finite Bose systems in power-law traps within a semi-analytic

A drift-diffusion-reaction model for excitonic photovoltaic bilayers: Photovoltaic bilayers: Asymptotic analysis and a 2D hdg finite element scheme

KAUST Repository

Brinkman, Daniel

2013-05-01

We present and discuss a mathematical model for the operation of bilayer organic photovoltaic devices. Our model couples drift-diffusion-recombination equations for the charge carriers (specifically, electrons and holes) with a reaction-diffusion equation for the excitons/polaron pairs and Poisson\\'s equation for the self-consistent electrostatic potential. The material difference (i.e. the HOMO/LUMO gap) of the two organic substrates forming the bilayer device is included as a work-function potential. Firstly, we perform an asymptotic analysis of the scaled one-dimensional stationary state system: (i) with focus on the dynamics on the interface and (ii) with the goal of simplifying the bulk dynamics away from the interface. Secondly, we present a two-dimensional hybrid discontinuous Galerkin finite element numerical scheme which is very well suited to resolve: (i) the material changes, (ii) the resulting strong variation over the interface, and (iii) the necessary upwinding in the discretization of drift-diffusion equations. Finally, we compare the numerical results with the approximating asymptotics. © 2013 World Scientific Publishing Company.

Comparative study on triangular and quadrilateral meshes by a finite-volume method with a central difference scheme

KAUST Repository

Yu, Guojun

2012-10-01

In this article, comparative studies on computational accuracies and convergence rates of triangular and quadrilateral meshes are carried out in the frame work of the finite-volume method. By theoretical analysis, we conclude that the number of triangular cells needs to be 4/3 times that of quadrilateral cells to obtain similar accuracy. The conclusion is verified by a number of numerical examples. In addition, the convergence rates of the triangular meshes are found to be slower than those of the quadrilateral meshes when the same accuracy is obtained with these two mesh types. © 2012 Taylor and Francis Group, LLC.

Comparative study on triangular and quadrilateral meshes by a finite-volume method with a central difference scheme

KAUST Repository

Yu, Guojun; Yu, Bo; Sun, Shuyu; Tao, Wenquan

2012-01-01

In this article, comparative studies on computational accuracies and convergence rates of triangular and quadrilateral meshes are carried out in the frame work of the finite-volume method. By theoretical analysis, we conclude that the number of triangular cells needs to be 4/3 times that of quadrilateral cells to obtain similar accuracy. The conclusion is verified by a number of numerical examples. In addition, the convergence rates of the triangular meshes are found to be slower than those of the quadrilateral meshes when the same accuracy is obtained with these two mesh types. © 2012 Taylor and Francis Group, LLC.

A finite strain Eulerian formulation for compressible and nearly incompressible hyperelasticity using high-order B-spline finite elements

KAUST Repository

Duddu, Ravindra

2011-10-05

We present a numerical formulation aimed at modeling the nonlinear response of elastic materials using large deformation continuum mechanics in three dimensions. This finite element formulation is based on the Eulerian description of motion and the transport of the deformation gradient. When modeling a nearly incompressible solid, the transport of the deformation gradient is decomposed into its isochoric part and the Jacobian determinant as independent fields. A homogeneous isotropic hyperelastic solid is assumed and B-splines-based finite elements are used for the spatial discretization. A variational multiscale residual-based approach is employed to stabilize the transport equations. The performance of the scheme is explored for both compressible and nearly incompressible applications. The numerical results are in good agreement with theory illustrating the viability of the computational scheme. © 2011 John Wiley & Sons, Ltd.

Analysis of equilibrium in a tokamak by the finite-difference method

International Nuclear Information System (INIS)

Kim, K.E.; Jeun, G.D.

1983-01-01

Ideal magnetohydrodynamic equilibrium in a Tokamak having a small radius with an elongated rectangular cross section is studied by applying the finite-difference method to the Grad-Shafranov equation to determine possible limitations for *b=8*pPsup(2)/Bsup(2). The coupled first-order differential equations resulting from the finite-difference Grad-Shafranov equation is solved by the numarical method:1)We concluded that equilibrium consideration alone gives no limitation even for *b approx.1. 2)We have obtained the equilibrium magnetic field configuration charcterized by a set of three parameters;the aspect ratio, *b,and the safety factor. (Author)

The Dirac Equation in the algebraic approximation. VII. A comparison of molecular finite difference and finite basis set calculations using distributed Gaussian basis sets

NARCIS (Netherlands)

Quiney, H. M.; Glushkov, V. N.; Wilson, S.; Sabin,; Brandas, E

2001-01-01

A comparison is made of the accuracy achieved in finite difference and finite basis set approximations to the Dirac equation for the ground state of the hydrogen molecular ion. The finite basis set calculations are carried out using a distributed basis set of Gaussian functions the exponents and

A detailed analysis of inviscid flux splitting algorithms for real gases with equilibrium or finite-rate chemistry

Science.gov (United States)

Shuen, Jian-Shun; Liou, Meng-Sing; Van Leer, Bram

1989-01-01

The extension of the known flux-vector and flux-difference splittings to real gases via rigorous mathematical procedures is demonstrated. Formulations of both equilibrium and finite-rate chemistry for real-gas flows are described, with emphasis on derivations of finite-rate chemistry. Split-flux formulas from other authors are examined. A second-order upwind-based TVD scheme is adopted to eliminate oscillations and to obtain a sharp representation of discontinuities.

Application of viscoplastic constitutive equations in finite element programs

International Nuclear Information System (INIS)

Hornberger, K.; Stamm, H.

1987-04-01

The general mathematical formulation of frequently used viscoplastic constitutive equations is explained and Robinson's model is discussed in more detail. The implementation of viscoplastic constitutive equations into Finite Element programs (such as ABAQUS) is described using Robinson's model as an example. For the numerical integration both an explicit (explicit Euler) and an implicit (generalized midpoint rule) integration scheme is utilized in combination with a time step control strategy. In the implicit integration scheme, convergence in solving a system of nonlinear algebraic equation is improved introducing a projection method. The efficiency of the implemented procedures is demonstrated for different homogeneous load cases as well as for creep loading and strain controlled cyclic loading of a perforated plate. (orig./HP) [de

Numerically stable finite difference simulation for ultrasonic NDE in anisotropic composites

Science.gov (United States)

Leckey, Cara A. C.; Quintanilla, Francisco Hernando; Cole, Christina M.

2018-04-01

Simulation tools can enable optimized inspection of advanced materials and complex geometry structures. Recent work at NASA Langley is focused on the development of custom simulation tools for modeling ultrasonic wave behavior in composite materials. Prior work focused on the use of a standard staggered grid finite difference type of mathematical approach, by implementing a three-dimensional (3D) anisotropic Elastodynamic Finite Integration Technique (EFIT) code. However, observations showed that the anisotropic EFIT method displays numerically unstable behavior at the locations of stress-free boundaries for some cases of anisotropic materials. This paper gives examples of the numerical instabilities observed for EFIT and discusses the source of instability. As an alternative to EFIT, the 3D Lebedev Finite Difference (LFD) method has been implemented. The paper briefly describes the LFD approach and shows examples of stable behavior in the presence of stress-free boundaries for a monoclinic anisotropy case. The LFD results are also compared to experimental results and dispersion curves.

Novel Schemes for Measurement-Based Quantum Computation

International Nuclear Information System (INIS)

Gross, D.; Eisert, J.

2007-01-01

We establish a framework which allows one to construct novel schemes for measurement-based quantum computation. The technique develops tools from many-body physics--based on finitely correlated or projected entangled pair states--to go beyond the cluster-state based one-way computer. We identify resource states radically different from the cluster state, in that they exhibit nonvanishing correlations, can be prepared using nonmaximally entangling gates, or have very different local entanglement properties. In the computational models, randomness is compensated in a different manner. It is shown that there exist resource states which are locally arbitrarily close to a pure state. We comment on the possibility of tailoring computational models to specific physical systems

Novel schemes for measurement-based quantum computation.

Science.gov (United States)

Gross, D; Eisert, J

2007-06-01

We establish a framework which allows one to construct novel schemes for measurement-based quantum computation. The technique develops tools from many-body physics-based on finitely correlated or projected entangled pair states-to go beyond the cluster-state based one-way computer. We identify resource states radically different from the cluster state, in that they exhibit nonvanishing correlations, can be prepared using nonmaximally entangling gates, or have very different local entanglement properties. In the computational models, randomness is compensated in a different manner. It is shown that there exist resource states which are locally arbitrarily close to a pure state. We comment on the possibility of tailoring computational models to specific physical systems.

Finite-Time Adaptive Synchronization of a New Hyperchaotic System with Uncertain Parameters

Directory of Open Access Journals (Sweden)

Ma Yongguang

2014-01-01

Full Text Available This paper presents a finite-time adaptive synchronization strategy for a class of new hyperchaotic systems with unknown slave system’s parameters. Based on the finite-time stability theory, an adaptive control law is derived to make the states of the new hyperchaotic systems synchronized in finite-time. Numerical simulations are presented to show the effectiveness of the proposed finite time synchronization scheme.

Numerical solution of the 1D kinetics equations using a cubic reduced nodal scheme

International Nuclear Information System (INIS)

Gomez T, A.M.; Valle G, E. del; Delfin L, A.; Alonso V, G.

2003-01-01

In this work a finite differences technique centered in mesh based on a cubic reduced nodal scheme type finite element to solve the equations of the kinetics 1 D that include the equations corresponding to the concentrations of precursors of delayed neutrons is described. The technique of finite elements used is that of Galerkin where so much the neutron flux as the concentrations of precursors its are spatially approached by means of a three grade polynomial. The matrices of rigidity and of mass that arise during this discretization process are numerically evaluated using the open quadrature non standard of Newton-Cotes and that of Radau respectively. The purpose of the application of these quadratures is the one of to eliminate in the global matrices the couplings among the values of the flow in points of the discretization with the consequent advantages as for the reduction of the order of the matrix associated to the discreet problem that is to solve. As for the time dependent part the classical integration scheme known as Θ scheme is applied. After carrying out the one reordering of unknown and equations it arrives to a reduced system that it can be solved but quickly. With the McKin compute program developed its were solved three benchmark problems and those results are shown for the relative powers. (Author)

Intercomparison of Martian Lower Atmosphere Simulated Using Different Planetary Boundary Layer Parameterization Schemes

Science.gov (United States)

Natarajan, Murali; Fairlie, T. Duncan; Dwyer Cianciolo, Alicia; Smith, Michael D.

2015-01-01

We use the mesoscale modeling capability of Mars Weather Research and Forecasting (MarsWRF) model to study the sensitivity of the simulated Martian lower atmosphere to differences in the parameterization of the planetary boundary layer (PBL). Characterization of the Martian atmosphere and realistic representation of processes such as mixing of tracers like dust depend on how well the model reproduces the evolution of the PBL structure. MarsWRF is based on the NCAR WRF model and it retains some of the PBL schemes available in the earth version. Published studies have examined the performance of different PBL schemes in NCAR WRF with the help of observations. Currently such assessments are not feasible for Martian atmospheric models due to lack of observations. It is of interest though to study the sensitivity of the model to PBL parameterization. Typically, for standard Martian atmospheric simulations, we have used the Medium Range Forecast (MRF) PBL scheme, which considers a correction term to the vertical gradients to incorporate nonlocal effects. For this study, we have also used two other parameterizations, a non-local closure scheme called Yonsei University (YSU) PBL scheme and a turbulent kinetic energy closure scheme called Mellor- Yamada-Janjic (MYJ) PBL scheme. We will present intercomparisons of the near surface temperature profiles, boundary layer heights, and wind obtained from the different simulations. We plan to use available temperature observations from Mini TES instrument onboard the rovers Spirit and Opportunity in evaluating the model results.

Robust Finite-Time Terminal Sliding Mode Control for a Francis Hydroturbine Governing System

Directory of Open Access Journals (Sweden)

Fengjiao Wu

2016-01-01

Full Text Available The robust finite-time control for a Francis hydroturbine governing system is investigated in this paper. Firstly, the mathematical model of a Francis hydroturbine governing system is presented and the nonlinear vibration characteristics are analyzed. Then, on the basis of finite-time control theory and terminal sliding mode scheme, a new robust finite-time terminal sliding mode control method is proposed for nonlinear vibration control of the hydroturbine governing system. Furthermore, the designed controller has good robustness which could resist external random disturbances. Numerical simulations are employed to verify the effectiveness and superiority of the designed finite-time sliding mode control scheme. The approach proposed in this paper is simple and also provides a reference for relevant hydropower systems.

Renewable energy investments under different support schemes: A real options approach

DEFF Research Database (Denmark)

Boomsma, Trine Krogh; Meade, Nigel; Fleten, Stein-Erik

2012-01-01

-in tariff encourages earlier investment. Nevertheless, as investment has been undertaken, renewable energy certificate trading creates incentives for larger projects. In our baseline scenario and taking the fixed feed-in tariff as a base, the revenue required to trigger investments is 61% higher......This paper adopts a real options approach to analyze investment timing and capacity choice for renewable energy projects under different support schemes. The main purpose is to examine investment behavior under the most extensively employed support schemes, namely, feed-in tariffs and renewable...... energy certificate trading. We consider both multiple sources of uncertainty under each support scheme and uncertainty with respect to any change of support scheme, and we obtain both analytical (when possible) and numerical solutions. In a Nordic case study based on wind power, we find that the feed...

Mimetic finite difference method

Science.gov (United States)

Lipnikov, Konstantin; Manzini, Gianmarco; Shashkov, Mikhail

2014-01-01

The mimetic finite difference (MFD) method mimics fundamental properties of mathematical and physical systems including conservation laws, symmetry and positivity of solutions, duality and self-adjointness of differential operators, and exact mathematical identities of the vector and tensor calculus. This article is the first comprehensive review of the 50-year long history of the mimetic methodology and describes in a systematic way the major mimetic ideas and their relevance to academic and real-life problems. The supporting applications include diffusion, electromagnetics, fluid flow, and Lagrangian hydrodynamics problems. The article provides enough details to build various discrete operators on unstructured polygonal and polyhedral meshes and summarizes the major convergence results for the mimetic approximations. Most of these theoretical results, which are presented here as lemmas, propositions and theorems, are either original or an extension of existing results to a more general formulation using polyhedral meshes. Finally, flexibility and extensibility of the mimetic methodology are shown by deriving higher-order approximations, enforcing discrete maximum principles for diffusion problems, and ensuring the numerical stability for saddle-point systems.

A strong shock tube problem calculated by different numerical schemes

International Nuclear Information System (INIS)

Lee, W.H.; Clancy, S.P.

1996-01-01

Calculated results are presented for the solution of a very strong shock tube problem on a coarse mesh using (1) MESA code, (2) UNICORN code, (3) Schulz hydro, and (4) modified TVD scheme. The first two codes are written in Eulerian coordinates, whereas methods (3) and (4) are in Lagrangian coordinates. MESA and UNICORN codes are both of second order and use different monotonic advection method to avoid the Gibbs phenomena. Code (3) uses typical artificial viscosity for inviscid flow, whereas code (4) uses a modified TVD scheme. The test problem is a strong shock tube problem with a pressure ratio of 10 9 and density ratio of 10 3 in an ideal gas. For no mass-matching case, Schulz hydro is better than TVD scheme. In the case of mass-matching, there is no difference between them. MESA and UNICORN results are nearly the same. However, the computed positions such as the contact discontinuity (i.e. the material interface) are not as accurate as the Lagrangian methods. copyright 1996 American Institute of Physics

The Galerkin Finite Element Method for A Multi-term Time-Fractional Diffusion equation

OpenAIRE

Jin, Bangti; Lazarov, Raytcho; Liu, Yikan; Zhou, Zhi

2014-01-01

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite element method using continuous piecewise linear functions. Nearly optimal error estimates for both cases of initial data and inhomogeneous term are derived, which cover both smooth and nonsmooth data. Further we develop a fully discrete scheme based on a finite...

Quantum messages with signatures forgeable in arbitrated quantum signature schemes

International Nuclear Information System (INIS)

Kim, Taewan; Choi, Jeong Woon; Jho, Nam-Su; Lee, Soojoon

2015-01-01

Even though a method to perfectly sign quantum messages has not been known, the arbitrated quantum signature scheme has been considered as one of the good candidates. However, its forgery problem has been an obstacle to the scheme becoming a successful method. In this paper, we consider one situation, which is slightly different from the forgery problem, that we use to check whether at least one quantum message with signature can be forged in a given scheme, although all the messages cannot be forged. If there are only a finite number of forgeable quantum messages in the scheme, then the scheme can be secured against the forgery attack by not sending forgeable quantum messages, and so our situation does not directly imply that we check whether the scheme is secure against the attack. However, if users run a given scheme without any consideration of forgeable quantum messages, then a sender might transmit such forgeable messages to a receiver and in such a case an attacker can forge the messages if the attacker knows them. Thus it is important and necessary to look into forgeable quantum messages. We show here that there always exists such a forgeable quantum message-signature pair for every known scheme with quantum encryption and rotation, and numerically show that there are no forgeable quantum message-signature pairs that exist in an arbitrated quantum signature scheme. (paper)

A progressive diagonalization scheme for the Rabi Hamiltonian

International Nuclear Information System (INIS)

Pan, Feng; Guan, Xin; Wang, Yin; Draayer, J P

2010-01-01

A diagonalization scheme for the Rabi Hamiltonian, which describes a qubit interacting with a single-mode radiation field via a dipole interaction, is proposed. It is shown that the Rabi Hamiltonian can be solved almost exactly using a progressive scheme that involves a finite set of one variable polynomial equations. The scheme is especially efficient for the lower part of the spectrum. Some low-lying energy levels of the model with several sets of parameters are calculated and compared to those provided by the recently proposed generalized rotating-wave approximation and a full matrix diagonalization.

Implementation of compact finite-difference method to parabolized Navier-Stokes equations

International Nuclear Information System (INIS)

Esfahanian, V.; Hejranfar, K.; Darian, H.M.

2005-01-01

The numerical simulation of the Parabolized Navier-Stokes (PNS) equations for supersonic/hypersonic flow field is obtained by using the fourth-order compact finite-difference method. The PNS equations in the general curvilinear coordinates are solved by using the implicit finite-difference algorithm of Beam and Warming. A shock fitting procedure is utilized to obtain the accurate solution in the vicinity of the shock. The computations are performed for hypersonic axisymmetric flow over a blunt cone. The present results for the flow field along with those of the second-order method are presented and accuracy analysis is performed to insure the fourth-order accuracy of the method. (author)

Comparison of finite-difference and variational solutions to advection-diffusion problems

International Nuclear Information System (INIS)

Lee, C.E.; Washington, K.E.

1984-01-01

Two numerical solution methods are developed for 1-D time-dependent advection-diffusion problems on infinite and finite domains. Numerical solutions are compared with analytical results for constant coefficients and various boundary conditions. A finite-difference spectrum method is solved exactly in time for periodic boundary conditions by a matrix operator method and exhibits excellent accuracy compared with other methods, especially at late times, where it is also computationally more efficient. Finite-system solutions are determined from a conservational variational principle with cubic spatial trial functions and solved in time by a matrix operator method. Comparisons of problems with few nodes show excellent agreement with analytical solutions and exhibit the necessity of implementing Lagrangian conservational constraints for physically-correct solutions. (author)

An improvement of the filter diagonalization-based post-processing method applied to finite difference time domain calculations of three-dimensional phononic band structures

International Nuclear Information System (INIS)

Su Xiaoxing; Zhang Chuanzeng; Ma Tianxue; Wang Yuesheng

2012-01-01

When three-dimensional (3D) phononic band structures are calculated by using the finite difference time domain (FDTD) method with a relatively small number of iterations, the results can be effectively improved by post-processing the FDTD time series (FDTD-TS) based on the filter diagonalization method (FDM), instead of the classical fast Fourier transform. In this paper, we propose a way to further improve the performance of the FDM-based post-processing method by introducing a relatively large number of observing points to record the FDTD-TS. To this end, the existing scheme of FDTD-TS preprocessing is modified. With the new preprocessing scheme, the processing efficiency of a single FDTD-TS can be improved significantly, and thus the entire post-processing method can have sufficiently high efficiency even when a relatively large number of observing points are used. The feasibility of the proposed method for improvement is verified by the numerical results.

Comparison of different incremental analysis update schemes in a realistic assimilation system with Ensemble Kalman Filter

Science.gov (United States)

Yan, Y.; Barth, A.; Beckers, J. M.; Brankart, J. M.; Brasseur, P.; Candille, G.

2017-07-01

In this paper, three incremental analysis update schemes (IAU 0, IAU 50 and IAU 100) are compared in the same assimilation experiments with a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. The difference between the three IAU schemes lies on the position of the increment update window. The relevance of each IAU scheme is evaluated through analyses on both thermohaline and dynamical variables. The validation of the assimilation results is performed according to both deterministic and probabilistic metrics against different sources of observations. For deterministic validation, the ensemble mean and the ensemble spread are compared to the observations. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centred random variable (RCRV) score. The obtained results show that 1) the IAU 50 scheme has the same performance as the IAU 100 scheme 2) the IAU 50/100 schemes outperform the IAU 0 scheme in error covariance propagation for thermohaline variables in relatively stable region, while the IAU 0 scheme outperforms the IAU 50/100 schemes in dynamical variables estimation in dynamically active region 3) in case with sufficient number of observations and good error specification, the impact of IAU schemes is negligible. The differences between the IAU 0 scheme and the IAU 50/100 schemes are mainly due to different model integration time and different instability (density inversion, large vertical velocity, etc.) induced by the increment update. The longer model integration time with the IAU 50/100 schemes, especially the free model integration, on one hand, allows for better re-establishment of the equilibrium model state, on the other hand, smooths the strong gradients in dynamically active region.

A new fitted operator finite difference method to solve systems of ...

African Journals Online (AJOL)

In recent years, fitted operator finite difference methods (FOFDMs) have been developed for numerous types of singularly perturbed ordinary differential equations. The construction of most of these methods differed though the final outcome remained similar. The most crucial aspect was how the difference operator was ...

Comparison of different precondtioners for nonsymmtric finite volume element methods

Energy Technology Data Exchange (ETDEWEB)

Mishev, I.D.

1996-12-31

We consider a few different preconditioners for the linear systems arising from the discretization of 3-D convection-diffusion problems with the finite volume element method. Their theoretical and computational convergence rates are compared and discussed.

The Superconvergence Phenomenon and Proof of the MAC Scheme for the Stokes Equations on Non-uniform Rectangular Meshes

KAUST Repository

Li, Jichun; Sun, Shuyu

2014-01-01

For decades, the widely used finite difference method on staggered grids, also known as the marker and cell (MAC) method, has been one of the simplest and most effective numerical schemes for solving the Stokes equations and Navier–Stokes equations

Difference scheme for a singularly perturbed parabolic convection-diffusion equation in the presence of perturbations

Science.gov (United States)

Shishkin, G. I.

2015-11-01

An initial-boundary value problem is considered for a singularly perturbed parabolic convection-diffusion equation with a perturbation parameter ɛ (ɛ ∈ (0, 1]) multiplying the highest order derivative. The stability of a standard difference scheme based on monotone approximations of the problem on a uniform mesh is analyzed, and the behavior of discrete solutions in the presence of perturbations is examined. The scheme does not converge ɛ-uniformly in the maximum norm as the number of its grid nodes is increased. When the solution of the difference scheme converges, which occurs if N -1 ≪ ɛ and N -1 0 ≪ 1, where N and N 0 are the numbers of grid intervals in x and t, respectively, the scheme is not ɛ-uniformly well conditioned or stable to data perturbations in the grid problem and to computer perturbations. For the standard difference scheme in the presence of data perturbations in the grid problem and/or computer perturbations, conditions on the "parameters" of the difference scheme and of the computer (namely, on ɛ, N, N 0, admissible data perturbations in the grid problem, and admissible computer perturbations) are obtained that ensure the convergence of the perturbed solutions. Additionally, the conditions are obtained under which the perturbed numerical solution has the same order of convergence as the solution of the unperturbed standard difference scheme.

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.

Elastic frequency-domain finite-difference contrast source inversion method

International Nuclear Information System (INIS)

He, Qinglong; Chen, Yong; Han, Bo; Li, Yang

2016-01-01

In this work, we extend the finite-difference contrast source inversion (FD-CSI) method to the frequency-domain elastic wave equations, where the parameters describing the subsurface structure are simultaneously reconstructed. The FD-CSI method is an iterative nonlinear inversion method, which exhibits several strengths. First, the finite-difference operator only relies on the background media and the given angular frequency, both of which are unchanged during inversion. Therefore, the matrix decomposition is performed only once at the beginning of the iteration if a direct solver is employed. This makes the inversion process relatively efficient in terms of the computational cost. In addition, the FD-CSI method automatically normalizes different parameters, which could avoid the numerical problems arising from the difference of the parameter magnitude. We exploit a parallel implementation of the FD-CSI method based on the domain decomposition method, ensuring a satisfactory scalability for large-scale problems. A simple numerical example with a homogeneous background medium is used to investigate the convergence of the elastic FD-CSI method. Moreover, the Marmousi II model proposed as a benchmark for testing seismic imaging methods is presented to demonstrate the performance of the elastic FD-CSI method in an inhomogeneous background medium. (paper)

Acoustic, finite-difference, time-domain technique development

International Nuclear Information System (INIS)

Kunz, K.

1994-01-01

A close analog exists between the behavior of sound waves in an ideal gas and the radiated waves of electromagnetics. This analog has been exploited to obtain an acoustic, finite-difference, time-domain (AFDTD) technique capable of treating small signal vibrations in elastic media, such as air, water, and metal, with the important feature of bending motion included in the behavior of the metal. This bending motion is particularly important when the metal is formed into sheets or plates. Bending motion does not have an analog in electromagnetics, but can be readily appended to the acoustic treatment since it appears as a single additional term in the force equation for plate motion, which is otherwise analogous to the electromagnetic wave equation. The AFDTD technique has been implemented in a code architecture that duplicates the electromagnetic, finite-difference, time-domain technique code. The main difference in the implementation is the form of the first-order coupled differential equations obtained from the wave equation. The gradient of pressure and divergence of velocity appear in these equations in the place of curls of the electric and magnetic fields. Other small changes exist as well, but the codes are essentially interchangeable. The pre- and post-processing for model construction and response-data evaluation of the electromagnetic code, in the form of the TSAR code at Lawrence Livermore National Laboratory, can be used for the acoustic version. A variety of applications is possible, pending validation of the bending phenomenon. The applications include acoustic-radiation-pattern predictions for a submerged object; mine detection analysis; structural noise analysis for cars; acoustic barrier analysis; and symphonic hall/auditorium predictions and speaker enclosure modeling

Novel UEP LT Coding Scheme with Feedback Based on Different Degree Distributions

Directory of Open Access Journals (Sweden)

Li Ya-Fang

2016-01-01

Full Text Available Traditional unequal error protection (UEP schemes have some limitations and problems, such as the poor UEP performance of high priority data and the seriously sacrifice of low priority data in decoding property. Based on the reasonable applications of different degree distributions in LT codes, this paper puts forward a novel UEP LT coding scheme with a simple feedback to compile these data packets separately. Simulation results show that the proposed scheme can effectively protect high priority data, and improve the transmission efficiency of low priority data from 2.9% to 22.3%. Furthermore, it is fairly suitable to apply this novel scheme to multicast and broadcast environments since only a simple feedback introduced.

Mimetic finite difference method for the stokes problem on polygonal meshes

Energy Technology Data Exchange (ETDEWEB)

Lipnikov, K [Los Alamos National Laboratory; Beirao Da Veiga, L [DIPARTIMENTO DI MATE; Gyrya, V [PENNSYLVANIA STATE UNIV; Manzini, G [ISTIUTO DI MATEMATICA

2009-01-01

Various approaches to extend the finite element methods to non-traditional elements (pyramids, polyhedra, etc.) have been developed over the last decade. Building of basis functions for such elements is a challenging task and may require extensive geometry analysis. The mimetic finite difference (MFD) method has many similarities with low-order finite element methods. Both methods try to preserve fundamental properties of physical and mathematical models. The essential difference is that the MFD method uses only the surface representation of discrete unknowns to build stiffness and mass matrices. Since no extension inside the mesh element is required, practical implementation of the MFD method is simple for polygonal meshes that may include degenerate and non-convex elements. In this article, we develop a MFD method for the Stokes problem on arbitrary polygonal meshes. The method is constructed for tensor coefficients, which will allow to apply it to the linear elasticity problem. The numerical experiments show the second-order convergence for the velocity variable and the first-order for the pressure.

Signal detection without finite-energy limits to quantum resolution

OpenAIRE

Luis Aina, Alfredo

2013-01-01

We show that there are extremely simple signal detection schemes where the finiteness of energy resources places no limit on the resolution. On the contrary, larger resolution can be obtained with lower energy. To this end the generator of the signal-dependent transformation encoding the signal information on the probe state must be different from the energy. We show that the larger the deviation of the probe state from being the minimum-uncertainty state, the better the resolution.

A New Class of Non-Linear, Finite-Volume Methods for Vlasov Simulation

International Nuclear Information System (INIS)

Banks, J.W.; Hittinger, J.A.

2010-01-01

Methods for the numerical discretization of the Vlasov equation should efficiently use the phase space discretization and should introduce only enough numerical dissipation to promote stability and control oscillations. A new high-order, non-linear, finite-volume algorithm for the Vlasov equation that discretely conserves particle number and controls oscillations is presented. The method is fourth-order in space and time in well-resolved regions, but smoothly reduces to a third-order upwind scheme as features become poorly resolved. The new scheme is applied to several standard problems for the Vlasov-Poisson system, and the results are compared with those from other finite-volume approaches, including an artificial viscosity scheme and the Piecewise Parabolic Method. It is shown that the new scheme is able to control oscillations while preserving a higher degree of fidelity of the solution than the other approaches.

Estimation of seasonal atmospheric stability and mixing height by using different schemes

International Nuclear Information System (INIS)

Essa, K.S.M.; Embaby, M.; Mubarak, F.; Kamel, I.

2007-01-01

Different atmospheric stability schemes were used to characterize the plume growth (dispersion coefficients σ) in the lateral and vertical directions to determine the concentration distribution of pollutants through the PBL. The PBL is the region in which surface friction has a large effect on the mixing of pollutants. It is also suffer large fluctuation in temperature and wind and its depth (mixing depth) changes over a diurnal cycle. In this study, four months of surface meteorological parameters were used (to represent different seasons) to determine seasonal stability, classification. Five different stability schemes were estimated based on temperature gradient, standard deviation of the horizontal wind direction fluctuation, gradient and Bulk Richardson numbers and Monin-Obukhov length. Friction velocity, (u * ) for each stability scheme was estimated for characterizing the hourly, mixing height for each stability class. Also, plume rise was estimated for each stability class depending on the availability of meteorological parameters

Forcing scheme analysis for the axisymmetric lattice Boltzmann method under incompressible limit.

Science.gov (United States)

Zhang, Liangqi; Yang, Shiliang; Zeng, Zhong; Chen, Jie; Yin, Linmao; Chew, Jia Wei

2017-04-01

Because the standard lattice Boltzmann (LB) method is proposed for Cartesian Navier-Stokes (NS) equations, additional source terms are necessary in the axisymmetric LB method for representing the axisymmetric effects. Therefore, the accuracy and applicability of the axisymmetric LB models depend on the forcing schemes adopted for discretization of the source terms. In this study, three forcing schemes, namely, the trapezium rule based scheme, the direct forcing scheme, and the semi-implicit centered scheme, are analyzed theoretically by investigating their derived macroscopic equations in the diffusive scale. Particularly, the finite difference interpretation of the standard LB method is extended to the LB equations with source terms, and then the accuracy of different forcing schemes is evaluated for the axisymmetric LB method. Theoretical analysis indicates that the discrete lattice effects arising from the direct forcing scheme are part of the truncation error terms and thus would not affect the overall accuracy of the standard LB method with general force term (i.e., only the source terms in the momentum equation are considered), but lead to incorrect macroscopic equations for the axisymmetric LB models. On the other hand, the trapezium rule based scheme and the semi-implicit centered scheme both have the advantage of avoiding the discrete lattice effects and recovering the correct macroscopic equations. Numerical tests applied for validating the theoretical analysis show that both the numerical stability and the accuracy of the axisymmetric LB simulations are affected by the direct forcing scheme, which indicate that forcing schemes free of the discrete lattice effects are necessary for the axisymmetric LB method.

A finite area scheme for shallow granular flows on three-dimensional surfaces

Science.gov (United States)

Rauter, Matthias

2017-04-01

Shallow granular flow models have become a popular tool for the estimation of natural hazards, such as landslides, debris flows and avalanches. The shallowness of the flow allows to reduce the three-dimensional governing equations to a quasi two-dimensional system. Three-dimensional flow fields are replaced by their depth-integrated two-dimensional counterparts, which yields a robust and fast method [1]. A solution for a simple shallow granular flow model, based on the so-called finite area method [3] is presented. The finite area method is an adaption of the finite volume method [4] to two-dimensional curved surfaces in three-dimensional space. This method handles the three dimensional basal topography in a simple way, making the model suitable for arbitrary (but mildly curved) topography, such as natural terrain. Furthermore, the implementation into the open source software OpenFOAM [4] is shown. OpenFOAM is a popular computational fluid dynamics application, designed so that the top-level code mimics the mathematical governing equations. This makes the code easy to read and extendable to more sophisticated models. Finally, some hints on how to get started with the code and how to extend the basic model will be given. I gratefully acknowledge the financial support by the OEAW project "beyond dense flow avalanches". Savage, S. B. & Hutter, K. 1989 The motion of a finite mass of granular material down a rough incline. Journal of Fluid Mechanics 199, 177-215. Ferziger, J. & Peric, M. 2002 Computational methods for fluid dynamics, 3rd edn. Springer. Tukovic, Z. & Jasak, H. 2012 A moving mesh finite volume interface tracking method for surface tension dominated interfacial fluid flow. Computers & fluids 55, 70-84. Weller, H. G., Tabor, G., Jasak, H. & Fureby, C. 1998 A tensorial approach to computational continuum mechanics using object-oriented techniques. Computers in physics 12(6), 620-631.

Integral and finite difference inequalities and applications

CERN Document Server

Pachpatte, B G

2006-01-01

The monograph is written with a view to provide basic tools for researchers working in Mathematical Analysis and Applications, concentrating on differential, integral and finite difference equations. It contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools and will be a valuable source for a long time to come. It is self-contained and thus should be useful for those who are interested in learning or applying the inequalities with explicit estimates in their studies.- Contains a variety of inequalities discovered which find numero

Distributed Adaptive Finite-Time Approach for Formation-Containment Control of Networked Nonlinear Systems Under Directed Topology.

Science.gov (United States)

Wang, Yujuan; Song, Yongduan; Ren, Wei

2017-07-06

This paper presents a distributed adaptive finite-time control solution to the formation-containment problem for multiple networked systems with uncertain nonlinear dynamics and directed communication constraints. By integrating the special topology feature of the new constructed symmetrical matrix, the technical difficulty in finite-time formation-containment control arising from the asymmetrical Laplacian matrix under single-way directed communication is circumvented. Based upon fractional power feedback of the local error, an adaptive distributed control scheme is established to drive the leaders into the prespecified formation configuration in finite time. Meanwhile, a distributed adaptive control scheme, independent of the unavailable inputs of the leaders, is designed to keep the followers within a bounded distance from the moving leaders and then to make the followers enter the convex hull shaped by the formation of the leaders in finite time. The effectiveness of the proposed control scheme is confirmed by the simulation.

Neutron-proton mass difference in finite nuclei and the Nolen-Schiffer anomaly

International Nuclear Information System (INIS)

Meissner, U.G.; Rakhimov, A.M.; Wirzba, A.; Yakhshiev, U.T.

2008-01-01

The neutron-proton mass difference in finite nuclei is studied in the framework of a medium-modified Skyrme model. The possible interplay between the effective nucleon mass in finite nuclei and the Nolen-Schiffer anomaly is discussed. In particular, we find that a correct description of the properties of mirror nuclei leads to a stringent restriction of possible modifications of the nucleon's effective mass in nuclei. (orig.)

SANTOS - a two-dimensional finite element program for the quasistatic, large deformation, inelastic response of solids

Energy Technology Data Exchange (ETDEWEB)

Stone, C.M.

1997-07-01

SANTOS is a finite element program designed to compute the quasistatic, large deformation, inelastic response of two-dimensional planar or axisymmetric solids. The code is derived from the transient dynamic code PRONTO 2D. The solution strategy used to compute the equilibrium states is based on a self-adaptive dynamic relaxation solution scheme, which is based on explicit central difference pseudo-time integration and artificial mass proportional damping. The element used in SANTOS is a uniform strain 4-node quadrilateral element with an hourglass control scheme to control the spurious deformation modes. Finite strain constitutive models for many common engineering materials are included. A robust master-slave contact algorithm for modeling sliding contact is implemented. An interface for coupling to an external code is also provided. 43 refs., 22 figs.

Error Analysis of a Finite Element Method for the Space-Fractional Parabolic Equation

KAUST Repository

Jin, Bangti; Lazarov, Raytcho; Pasciak, Joseph; Zhou, Zhi

2014-01-01

© 2014 Society for Industrial and Applied Mathematics We consider an initial boundary value problem for a one-dimensional fractional-order parabolic equation with a space fractional derivative of Riemann-Liouville type and order α ∈ (1, 2). We study a spatial semidiscrete scheme using the standard Galerkin finite element method with piecewise linear finite elements, as well as fully discrete schemes based on the backward Euler method and the Crank-Nicolson method. Error estimates in the L2(D)- and Hα/2 (D)-norm are derived for the semidiscrete scheme and in the L2(D)-norm for the fully discrete schemes. These estimates cover both smooth and nonsmooth initial data and are expressed directly in terms of the smoothness of the initial data. Extensive numerical results are presented to illustrate the theoretical results.

Energy Stability Analysis of Some Fully Discrete Numerical Schemes for Incompressible Navier–Stokes Equations on Staggered Grids

KAUST Repository

Chen, Huangxin

2017-09-01

In this paper we consider the energy stability estimates for some fully discrete schemes which both consider time and spatial discretizations for the incompressible Navier–Stokes equations. We focus on three kinds of fully discrete schemes, i.e., the linear implicit scheme for time discretization with the finite difference method (FDM) on staggered grids for spatial discretization, pressure-correction schemes for time discretization with the FDM on staggered grids for the solutions of the decoupled velocity and pressure equations, and pressure-stabilization schemes for time discretization with the FDM on staggered grids for the solutions of the decoupled velocity and pressure equations. The energy stability estimates are obtained for the above each fully discrete scheme. The upwind scheme is used in the discretization of the convection term which plays an important role in the design of unconditionally stable discrete schemes. Numerical results are given to verify the theoretical analysis.

Pressure transient analysis in single and two-phase water by finite difference methods

International Nuclear Information System (INIS)

Berry, G.F.; Daley, J.G.

1977-01-01

An important consideration in the design of LMFBR steam generators is the possibility of leakage from a steam generator water tube. The ensuing sodium/water reaction will be largely controlled by the amount of water available at the leak site, thus analysis methods treating this event must have the capability of accurately modeling pressure transients through all states of water occurring in a steam generator, whether single or two-phase. The equation systems of the present model consist of the conservation equations together with an equation of state for one-dimensional homogeneous flow. These equations are then solved using finite difference techniques with phase considerations and non-equilibrium effects being treated through the equation of state. The basis for water property computation is Keenan's 'fundamental equation of state' which is applicable to single-phase water at pressures less than 1000 bars and temperatures less than 1300 0 C. This provides formulations allowing computation of any water property to any desired precision. Two-phase properties are constructed from values on the saturation line. The use of formulations permits the direct calculation of any thermodynamic property (or property derivative) to great precision while requiring very little computer storage, but does involve considerable computation time. For this reason an optional calculation scheme based on the method of 'transfinite interpolation' is included to give rapid computation in selected regions with decreased precision. The conservation equations were solved using the second order Lax-Wendroff scheme which includes wall friction, allows the formation of shocks and locally supersonic flow. Computational boundary conditions were found from a method-of-characteristics solution at the reservoir and receiver ends. The local characteristics were used to interpolate data from inside the pipe to the boundary

Time-domain finite-difference/finite-element hybrid simulations of radio frequency coils in magnetic resonance imaging

International Nuclear Information System (INIS)

Wang Shumin; Duyn, Jeff H

2008-01-01

A hybrid method that combines the finite-difference time-domain (FDTD) method and the finite-element time-domain (FETD) method is presented for simulating radio-frequency (RF) coils in magnetic resonance imaging. This method applies a high-fidelity FETD method to RF coils, while the human body is modeled with a low-cost FDTD method. Since the FDTD and the FETD methods are applied simultaneously, the dynamic interaction between RF coils and the human body is fully accounted for. In order to simplify the treatment of the highly irregular FDTD/FETD interface, composite elements are proposed. Two examples are provided to demonstrate the validity and effectiveness of the hybrid method in high-field receive-and-transmit coil design. This approach is also applicable to general bio-electromagnetic simulations

A fast finite-difference algorithm for topology optimization of permanent magnets

Science.gov (United States)

Abert, Claas; Huber, Christian; Bruckner, Florian; Vogler, Christoph; Wautischer, Gregor; Suess, Dieter

2017-09-01

We present a finite-difference method for the topology optimization of permanent magnets that is based on the fast-Fourier-transform (FFT) accelerated computation of the stray-field. The presented method employs the density approach for topology optimization and uses an adjoint method for the gradient computation. Comparison to various state-of-the-art finite-element implementations shows a superior performance and accuracy. Moreover, the presented method is very flexible and easy to implement due to various preexisting FFT stray-field implementations that can be used.

Parallel knock-out schemes in networks

NARCIS (Netherlands)

Broersma, H.J.; Fomin, F.V.; Woeginger, G.J.

2004-01-01

We consider parallel knock-out schemes, a procedure on graphs introduced by Lampert and Slater in 1997 in which each vertex eliminates exactly one of its neighbors in each round. We are considering cases in which after a finite number of rounds, where the minimimum number is called the parallel

Improved stiffness confinement method within the coarse mesh finite difference framework for efficient spatial kinetics calculation

International Nuclear Information System (INIS)

Park, Beom Woo; Joo, Han Gyu

2015-01-01

Highlights: • The stiffness confinement method is combined with multigroup CMFD with SENM nodal kernel. • The systematic methods for determining the shape and amplitude frequencies are established. • Eigenvalue problems instead of fixed source problems are solved in the transient calculation. • It is demonstrated that much larger time step sizes can be used with the SCM–CMFD method. - Abstract: An improved Stiffness Confinement Method (SCM) is formulated within the framework of the coarse mesh finite difference (CMFD) formulation for efficient multigroup spatial kinetics calculation. The algorithm for searching for the amplitude frequency that makes the dynamic eigenvalue unity is developed in a systematic way along with the methods for determining the shape and precursor frequencies. A nodal calculation scheme is established within the CMFD framework to incorporate the cross section changes due to thermal feedback and dynamic frequency update. The conditional nodal update scheme is employed such that the transient calculation is performed mostly with the CMFD formulation and the CMFD parameters are conditionally updated by intermittent nodal calculations. A quadratic representation of amplitude frequency is introduced as another improvement. The performance of the improved SCM within the CMFD framework is assessed by comparing the solution accuracy and computing times for the NEACRP control rod ejection benchmark problems with those obtained with the Crank–Nicholson method with exponential transform (CNET). It is demonstrated that the improved SCM is beneficial for large time step size calculations with stability and accuracy enhancement

Mixed finite element-based fully conservative methods for simulating wormhole propagation

KAUST Repository

Kou, Jisheng; Sun, Shuyu; Wu, Yuanqing

2015-01-01

Wormhole propagation during reactive dissolution of carbonates plays a very important role in the product enhancement of oil and gas reservoir. Because of high velocity and nonuniform porosity, the Darcy–Forchheimer model is applicable for this problem instead of conventional Darcy framework. We develop a mixed finite element scheme for numerical simulation of this problem, in which mixed finite element methods are used not only for the Darcy–Forchheimer flow equations but also for the solute transport equation by introducing an auxiliary flux variable to guarantee full mass conservation. In theoretical analysis aspects, based on the cut-off operator of solute concentration, we construct an analytical function to control and handle the change of porosity with time; we treat the auxiliary flux variable as a function of velocity and establish its properties; we employ the coupled analysis approach to deal with the fully coupling relation of multivariables. From this, the stability analysis and a priori error estimates for velocity, pressure, concentration and porosity are established in different norms. Numerical results are also given to verify theoretical analysis and effectiveness of the proposed scheme.

Mixed finite element-based fully conservative methods for simulating wormhole propagation

KAUST Repository

Kou, Jisheng

2015-10-11

Wormhole propagation during reactive dissolution of carbonates plays a very important role in the product enhancement of oil and gas reservoir. Because of high velocity and nonuniform porosity, the Darcy–Forchheimer model is applicable for this problem instead of conventional Darcy framework. We develop a mixed finite element scheme for numerical simulation of this problem, in which mixed finite element methods are used not only for the Darcy–Forchheimer flow equations but also for the solute transport equation by introducing an auxiliary flux variable to guarantee full mass conservation. In theoretical analysis aspects, based on the cut-off operator of solute concentration, we construct an analytical function to control and handle the change of porosity with time; we treat the auxiliary flux variable as a function of velocity and establish its properties; we employ the coupled analysis approach to deal with the fully coupling relation of multivariables. From this, the stability analysis and a priori error estimates for velocity, pressure, concentration and porosity are established in different norms. Numerical results are also given to verify theoretical analysis and effectiveness of the proposed scheme.

Convergence Analysis of a FV-FE Scheme for Partially Miscible Two-Phase Flow in Anisotropic Porous Media

KAUST Repository

Saad, Bilal Mohammed; Saad, Mazen

2014-01-01

We study the convergence of a combined finite volume nonconforming finite element scheme on general meshes for a partially miscible two-phase flow model in anisotropic porous media. This model includes capillary effects and exchange between the phase. The diffusion term,which can be anisotropic and heterogeneous, is discretized by piecewise linear nonconforming triangular finite elements. The other terms are discretized by means of a cell-centered finite volume scheme on a dual mesh. The relative permeability of each phase is decentred according the sign of the velocity at the dual interface. The convergence of the scheme is proved thanks to an estimate on the two pressures which allows to show estimates on the discrete time and compactness results in the case of degenerate relative permeabilities. A key point in the scheme is to use particular averaging formula for the dissolution function arising in the diffusion term. We show also a simulation of CO2 injection in a water saturated reservoir and nuclear waste management. Numerical results are obtained by in-house numerical code. © Springer International Publishing Switzerland 2014.

Finite Volume Element (FVE) discretization and multilevel solution of the axisymmetric heat equation

Science.gov (United States)

Litaker, Eric T.

1994-12-01

The axisymmetric heat equation, resulting from a point-source of heat applied to a metal block, is solved numerically; both iterative and multilevel solutions are computed in order to compare the two processes. The continuum problem is discretized in two stages: finite differences are used to discretize the time derivatives, resulting is a fully implicit backward time-stepping scheme, and the Finite Volume Element (FVE) method is used to discretize the spatial derivatives. The application of the FVE method to a problem in cylindrical coordinates is new, and results in stencils which are analyzed extensively. Several iteration schemes are considered, including both Jacobi and Gauss-Seidel; a thorough analysis of these schemes is done, using both the spectral radii of the iteration matrices and local mode analysis. Using this discretization, a Gauss-Seidel relaxation scheme is used to solve the heat equation iteratively. A multilevel solution process is then constructed, including the development of intergrid transfer and coarse grid operators. Local mode analysis is performed on the components of the amplification matrix, resulting in the two-level convergence factors for various combinations of the operators. A multilevel solution process is implemented by using multigrid V-cycles; the iterative and multilevel results are compared and discussed in detail. The computational savings resulting from the multilevel process are then discussed.

A generalized volumetric dispersion model for a class of two-phase separation/reaction: finite difference solutions

Science.gov (United States)

Siripatana, Chairat; Thongpan, Hathaikarn; Promraksa, Arwut

2017-03-01

This article explores a volumetric approach in formulating differential equations for a class of engineering flow problems involving component transfer within or between two phases. In contrast to conventional formulation which is based on linear velocities, this work proposed a slightly different approach based on volumetric flow-rate which is essentially constant in many industrial processes. In effect, many multi-dimensional flow problems found industrially can be simplified into multi-component or multi-phase but one-dimensional flow problems. The formulation is largely generic, covering counter-current, concurrent or batch, fixed and fluidized bed arrangement. It was also intended to use for start-up, shut-down, control and steady state simulation. Since many realistic and industrial operation are dynamic with variable velocity and porosity in relation to position, analytical solutions are rare and limited to only very simple cases. Thus we also provide a numerical solution using Crank-Nicolson finite difference scheme. This solution is inherently stable as tested against a few cases published in the literature. However, it is anticipated that, for unconfined flow or non-constant flow-rate, traditional formulation should be applied.

An outgoing energy flux boundary condition for finite difference ICRP antenna models

International Nuclear Information System (INIS)

Batchelor, D.B.; Carter, M.D.

1992-11-01

For antennas at the ion cyclotron range of frequencies (ICRF) modeling in vacuum can now be carried out to a high level of detail such that shaping of the current straps, isolating septa, and discrete Faraday shield structures can be included. An efficient approach would be to solve for the fields in the vacuum region near the antenna in three dimensions by finite methods and to match this solution at the plasma-vacuum interface to a solution obtained in the plasma region in one dimension by Fourier methods. This approach has been difficult to carry out because boundary conditions must be imposed at the edge of the finite difference grid on a point-by-point basis, whereas the condition for outgoing energy flux into the plasma is known only in terms of the Fourier transform of the plasma fields. A technique is presented by which a boundary condition can be imposed on the computational grid of a three-dimensional finite difference, or finite element, code by constraining the discrete Fourier transform of the fields at the boundary points to satisfy an outgoing energy flux condition appropriate for the plasma. The boundary condition at a specific grid point appears as a coupling to other grid points on the boundary, with weighting determined by a kemel calctdated from the plasma surface impedance matrix for the various plasma Fourier modes. This boundary condition has been implemented in a finite difference solution of a simple problem in two dimensions, which can also be solved directly by Fourier transformation. Results are presented, and it is shown that the proposed boundary condition does enforce outgoing energy flux and yields the same solution as is obtained by Fourier methods

Temperature Calculation of Annular Fuel Pellet by Finite Difference Method

Energy Technology Data Exchange (ETDEWEB)

Yang, Yong Sik; Bang, Je Geon; Kim, Dae Ho; Kim, Sun Ki; Lim, Ik Sung; Song, Kun Woo [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

2009-10-15

KAERI has started an innovative fuel development project for applying dual-cooled annular fuel to existing PWR reactor. In fuel design, fuel temperature is the most important factor which can affect nuclear fuel integrity and safety. Many models and methodologies, which can calculate temperature distribution in a fuel pellet have been proposed. However, due to the geometrical characteristics and cooling condition differences between existing solid type fuel and dual-cooled annular fuel, current fuel temperature calculation models can not be applied directly. Therefore, the new heat conduction model of fuel pellet was established. In general, fuel pellet temperature is calculated by FDM(Finite Difference Method) or FEM(Finite Element Method), because, temperature dependency of fuel thermal conductivity and spatial dependency heat generation in the pellet due to the self-shielding should be considered. In our study, FDM is adopted due to high exactness and short calculation time.

An unstaggered central scheme on nonuniform grids for the simulation of a compressible two-phase flow model

Energy Technology Data Exchange (ETDEWEB)

Touma, Rony [Department of Computer Science & Mathematics, Lebanese American University, Beirut (Lebanon); Zeidan, Dia [School of Basic Sciences and Humanities, German Jordanian University, Amman (Jordan)

2016-06-08

In this paper we extend a central finite volume method on nonuniform grids to the case of drift-flux two-phase flow problems. The numerical base scheme is an unstaggered, non oscillatory, second-order accurate finite volume scheme that evolves a piecewise linear numerical solution on a single grid and uses dual cells intermediately while updating the numerical solution to avoid the resolution of the Riemann problems arising at the cell interfaces. We then apply the numerical scheme and solve a classical drift-flux problem. The obtained results are in good agreement with corresponding ones appearing in the recent literature, thus confirming the potential of the proposed scheme.

Hilbert schemes of points on some classes surface singularities

OpenAIRE

Gyenge, Ádám

2016-01-01

We study the geometry and topology of Hilbert schemes of points on the orbifold surface [C^2/G], respectively the singular quotient surface C^2/G, where G is a finite subgroup of SL(2,C) of type A or D. We give a decomposition of the (equivariant) Hilbert scheme of the orbifold into affine space strata indexed by a certain combinatorial set, the set of Young walls. The generating series of Euler characteristics of Hilbert schemes of points of the singular surface of type A or D is computed in...

Symmetries of the second-difference matrix and the finite Fourier transform

International Nuclear Information System (INIS)

Aguilar, A.; Wolf, K.B.

1979-01-01

The finite Fourier transformation is well known to diagonalize the second-difference matrix and has been thus applied extensively to describe finite crystal lattices and electric networks. In setting out to find all transformations having this property, we obtain a multiparameter class of them. While permutations and unitary scaling of the eigenvectors constitute the trivial freedom of choice common to all diagonalization processes, the second-difference matrix has a larger symmetry group among whose elements we find the dihedral manifest symmetry transformations of the lattice. The latter are nevertheless sufficient for the unique specification of eigenvectors in various symmetry-adapted bases for the constrained lattice. The free symmetry parameters are shown to lead to a complete set of conserved quantities for the physical lattice motion. (author)

Modeling and Analysis of Resonance in LCL-Type Grid-Connected Inverters under Different Control Schemes

Directory of Open Access Journals (Sweden)

Yanxue Yu

2017-01-01

Full Text Available As a basic building block in power systems, the three-phase voltage-source inverter (VSI connects the distributed energy to the grid. For the inductor-capacitor-inductor (LCL-filter three-phase VSI, according to different current sampling position and different reference frame, there mainly exist four control schemes. Different control schemes present different impedance characteristics in their corresponding determined frequency range. To analyze the existing resonance phenomena due to the variation of grid impedances, the sequence impedance models of LCL-type grid-connected three-phase inverters under different control schemes are presented using the harmonic linearization method. The impedance-based stability analysis approach is then applied to compare the relative stability issues due to the impedance differences at some frequencies and to choose the best control scheme and the better controller parameters regulating method for the LCL-type three-phase VSI. The simulation and experiments both validate the resonance analysis results.

Peculiarities of cyclotron magnetic system calculation with the finite difference method using two-dimensional approximation

International Nuclear Information System (INIS)

Shtromberger, N.L.

1989-01-01

To design a cyclotron magnetic system the legitimacy of two-dimensional approximations application is discussed. In all the calculations the finite difference method is used, and the linearization method with further use of the gradient conjugation method is used to solve the set of finite-difference equations. 3 refs.; 5 figs

Fourth order Douglas implicit scheme for solving three dimension reaction diffusion equation with non-linear source term

Science.gov (United States)

Hasnain, Shahid; Saqib, Muhammad; Mashat, Daoud Suleiman

2017-07-01

This research paper represents a numerical approximation to non-linear three dimension reaction diffusion equation with non-linear source term from population genetics. Since various initial and boundary value problems exist in three dimension reaction diffusion phenomena, which are studied numerically by different numerical methods, here we use finite difference schemes (Alternating Direction Implicit and Fourth Order Douglas Implicit) to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with analytical results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. Numerical results showed that Fourth Order Douglas Implicit scheme is very efficient and reliable for solving 3-D non-linear reaction diffusion equation.

Fourth order Douglas implicit scheme for solving three dimension reaction diffusion equation with non-linear source term

Directory of Open Access Journals (Sweden)

Shahid Hasnain

2017-07-01

Full Text Available This research paper represents a numerical approximation to non-linear three dimension reaction diffusion equation with non-linear source term from population genetics. Since various initial and boundary value problems exist in three dimension reaction diffusion phenomena, which are studied numerically by different numerical methods, here we use finite difference schemes (Alternating Direction Implicit and Fourth Order Douglas Implicit to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with analytical results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. Numerical results showed that Fourth Order Douglas Implicit scheme is very efficient and reliable for solving 3-D non-linear reaction diffusion equation.

Direct Calculation of Permeability by High-Accurate Finite Difference and Numerical Integration Methods

KAUST Repository

Wang, Yi

2016-07-21

Velocity of fluid flow in underground porous media is 6~12 orders of magnitudes lower than that in pipelines. If numerical errors are not carefully controlled in this kind of simulations, high distortion of the final results may occur [1-4]. To fit the high accuracy demands of fluid flow simulations in porous media, traditional finite difference methods and numerical integration methods are discussed and corresponding high-accurate methods are developed. When applied to the direct calculation of full-tensor permeability for underground flow, the high-accurate finite difference method is confirmed to have numerical error as low as 10-5% while the high-accurate numerical integration method has numerical error around 0%. Thus, the approach combining the high-accurate finite difference and numerical integration methods is a reliable way to efficiently determine the characteristics of general full-tensor permeability such as maximum and minimum permeability components, principal direction and anisotropic ratio. Copyright © Global-Science Press 2016.

Efficiency of High-Order Accurate Difference Schemes for the Korteweg-de Vries Equation

Directory of Open Access Journals (Sweden)

Kanyuta Poochinapan

2014-01-01

Full Text Available Two numerical models to obtain the solution of the KdV equation are proposed. Numerical tools, compact fourth-order and standard fourth-order finite difference techniques, are applied to the KdV equation. The fundamental conservative properties of the equation are preserved by the finite difference methods. Linear stability analysis of two methods is presented by the Von Neumann analysis. The new methods give second- and fourth-order accuracy in time and space, respectively. The numerical experiments show that the proposed methods improve the accuracy of the solution significantly.

Numerical Simulations of Reacting Flows Using Asynchrony-Tolerant Schemes for Exascale Computing

Science.gov (United States)

Cleary, Emmet; Konduri, Aditya; Chen, Jacqueline

2017-11-01

Communication and data synchronization between processing elements (PEs) are likely to pose a major challenge in scalability of solvers at the exascale. Recently developed asynchrony-tolerant (AT) finite difference schemes address this issue by relaxing communication and synchronization between PEs at a mathematical level while preserving accuracy, resulting in improved scalability. The performance of these schemes has been validated for simple linear and nonlinear homogeneous PDEs. However, many problems of practical interest are governed by highly nonlinear PDEs with source terms, whose solution may be sensitive to perturbations caused by communication asynchrony. The current work applies the AT schemes to combustion problems with chemical source terms, yielding a stiff system of PDEs with nonlinear source terms highly sensitive to temperature. Examples shown will use single-step and multi-step CH4 mechanisms for 1D premixed and nonpremixed flames. Error analysis will be discussed both in physical and spectral space. Results show that additional errors introduced by the AT schemes are negligible and the schemes preserve their accuracy. We acknowledge funding from the DOE Computational Science Graduate Fellowship administered by the Krell Institute.

Parallel performance and accuracy of lattice Boltzmann and traditional finite difference methods for solving the unsteady two-dimensional Burger's equation

Science.gov (United States)

Velivelli, A. C.; Bryden, K. M.

2006-03-01

Lattice Boltzmann methods are gaining recognition in the field of computational fluid dynamics due to their computational efficiency. In order to quantify the computational efficiency and accuracy of the lattice Boltzmann method, it is compared with efficient traditional finite difference methods such as the alternating direction implicit scheme. The lattice Boltzmann algorithm implemented in previous studies does not approach peak performance for simulations where the data involved in computation per time step is more than the cache size. Due to this, data is obtained from the main memory and this access is much slower than access to cache memory. Using a cache-optimized lattice Boltzmann algorithm, this paper takes into account the full computational strength of the lattice Boltzmann method. The com parison is performed on both a single processor and multiple processors.

A multithreaded and GPU-optimized compact finite difference algorithm for turbulent mixing at high Schmidt number using petascale computing

Science.gov (United States)

Clay, M. P.; Yeung, P. K.; Buaria, D.; Gotoh, T.

2017-11-01

Turbulent mixing at high Schmidt number is a multiscale problem which places demanding requirements on direct numerical simulations to resolve fluctuations down the to Batchelor scale. We use a dual-grid, dual-scheme and dual-communicator approach where velocity and scalar fields are computed by separate groups of parallel processes, the latter using a combined compact finite difference (CCD) scheme on finer grid with a static 3-D domain decomposition free of the communication overhead of memory transposes. A high degree of scalability is achieved for a 81923 scalar field at Schmidt number 512 in turbulence with a modest inertial range, by overlapping communication with computation whenever possible. On the Cray XE6 partition of Blue Waters, use of a dedicated thread for communication combined with OpenMP locks and nested parallelism reduces CCD timings by 34% compared to an MPI baseline. The code has been further optimized for the 27-petaflops Cray XK7 machine Titan using GPUs as accelerators with the latest OpenMP 4.5 directives, giving 2.7X speedup compared to CPU-only execution at the largest problem size. Supported by NSF Grant ACI-1036170, the NCSA Blue Waters Project with subaward via UIUC, and a DOE INCITE allocation at ORNL.

A stable computational scheme for stiff time-dependent constitutive equations

International Nuclear Information System (INIS)

Shih, C.F.; Delorenzi, H.G.; Miller, A.K.

1977-01-01

Viscoplasticity and creep type constitutive equations are increasingly being employed in finite element codes for evaluating the deformation of high temperature structural members. These constitutive equations frequently exhibit stiff regimes which makes an analytical assessment of the structure very costly. A computational scheme for handling deformation in stiff regimes is proposed in this paper. By the finite element discretization, the governing partial differential equations in the spatial (x) and time (t) variables are reduced to a system of nonlinear ordinary differential equations in the independent variable t. The constitutive equations are expanded in a Taylor's series about selected values of t. The resulting system of differential equations are then integrated by an implicit scheme which employs a predictor technique to initiate the Newton-Raphson procedure. To examine the stability and accuracy of the computational scheme, a series of calculations were carried out for uniaxial specimens and thick wall tubes subjected to mechanical and thermal loading. (Auth.)

Transport and dispersion of pollutants in surface impoundments: a finite element model

International Nuclear Information System (INIS)

Yeh, G.T.

1980-07-01

A surface impoundment model in finite element (SIMFE) is presented to enable the simulation of flow circulations and pollutant transport and dispersion in natural or artificial lakes, reservoirs or ponds with any number of islands. This surface impoundment model consists of two sub-models: hydrodynamic and pollutant transport models. Both submodels are simulated by the finite element method. While the hydrodynamic model is solved by the standard Galerkin finite element scheme, the pollutant transport model can be solved by any of the twelve optional finite element schemes built in the program. Theoretical approximations and the numerical algorithm of SIMFE are described. Detail instruction of the application are given and listing of FORTRAN IV source program are provided. Two sample problems are given. One is for an idealized system with a known solution to show the accuracy and partial validation of the models. The other is applied to Prairie Island for a set of hypothetical input data, typifying a class of problems to which SIMFE may be applied

Transport and dispersion of pollutants in surface impoundments: a finite element model

Energy Technology Data Exchange (ETDEWEB)

Yeh, G.T.

1980-07-01

A surface impoundment model in finite element (SIMFE) is presented to enable the simulation of flow circulations and pollutant transport and dispersion in natural or artificial lakes, reservoirs or ponds with any number of islands. This surface impoundment model consists of two sub-models: hydrodynamic and pollutant transport models. Both submodels are simulated by the finite element method. While the hydrodynamic model is solved by the standard Galerkin finite element scheme, the pollutant transport model can be solved by any of the twelve optional finite element schemes built in the program. Theoretical approximations and the numerical algorithm of SIMFE are described. Detail instruction of the application are given and listing of FORTRAN IV source program are provided. Two sample problems are given. One is for an idealized system with a known solution to show the accuracy and partial validation of the models. The other is applied to Prairie Island for a set of hypothetical input data, typifying a class of problems to which SIMFE may be applied.

Parquet theory of finite temperature boson systems

International Nuclear Information System (INIS)

He, H.W.

1992-01-01

In this dissertation, the author uses the parquet summation for the two-body vertex as the framework for a perturbation theory of finite-temperature homogeneous boson systems. The present formalism is a first step toward a full description of the thermodynamic behavior of a finite temperature boson system through parquet summation. The current approximation scheme focuses on a system below the Bose-Einstein condensation temperature and considers only the contribution from Bogoliubov excitations out of a boson condensate. Comparison with the finite temperature variational theory by Campbell et al. shows strong similarities between variational theory and the current theory. Numerical results from a 4 He system and a nuclear system are discussed

Compatible discrete operator schemes on polyhedral meshes for elliptic and Stokes equations

International Nuclear Information System (INIS)

Bonelle, Jerome

2014-01-01

This thesis presents a new class of spatial discretization schemes on polyhedral meshes, called Compatible Discrete Operator (CDO) schemes and their application to elliptic and Stokes equations In CDO schemes, preserving the structural properties of the continuous equations is the leading principle to design the discrete operators. De Rham maps define the degrees of freedom according to the physical nature of fields to discretize. CDO schemes operate a clear separation between topological relations (balance equations) and constitutive relations (closure laws). Topological relations are related to discrete differential operators, and constitutive relations to discrete Hodge operators. A feature of CDO schemes is the explicit use of a second mesh, called dual mesh, to build the discrete Hodge operator. Two families of CDO schemes are considered: vertex-based schemes where the potential is located at (primal) mesh vertices, and cell-based schemes where the potential is located at dual mesh vertices (dual vertices being in one-to-one correspondence with primal cells). The CDO schemes related to these two families are presented and their convergence is analyzed. A first analysis hinges on an algebraic definition of the discrete Hodge operator and allows one to identify three key properties: symmetry, stability, and P0-consistency. A second analysis hinges on a definition of the discrete Hodge operator using reconstruction operators, and the requirements on these reconstruction operators are identified. In addition, CDO schemes provide a unified vision on a broad class of schemes proposed in the literature (finite element, finite element, mimetic schemes... ). Finally, the reliability and the efficiency of CDO schemes are assessed on various test cases and several polyhedral meshes. (author)

Impact of different parameterization schemes on simulation of mesoscale convective system over south-east India

Science.gov (United States)

Madhulatha, A.; Rajeevan, M.

2018-02-01

Main objective of the present paper is to examine the role of various parameterization schemes in simulating the evolution of mesoscale convective system (MCS) occurred over south-east India. Using the Weather Research and Forecasting (WRF) model, numerical experiments are conducted by considering various planetary boundary layer, microphysics, and cumulus parameterization schemes. Performances of different schemes are evaluated by examining boundary layer, reflectivity, and precipitation features of MCS using ground-based and satellite observations. Among various physical parameterization schemes, Mellor-Yamada-Janjic (MYJ) boundary layer scheme is able to produce deep boundary layer height by simulating warm temperatures necessary for storm initiation; Thompson (THM) microphysics scheme is capable to simulate the reflectivity by reasonable distribution of different hydrometeors during various stages of system; Betts-Miller-Janjic (BMJ) cumulus scheme is able to capture the precipitation by proper representation of convective instability associated with MCS. Present analysis suggests that MYJ, a local turbulent kinetic energy boundary layer scheme, which accounts strong vertical mixing; THM, a six-class hybrid moment microphysics scheme, which considers number concentration along with mixing ratio of rain hydrometeors; and BMJ, a closure cumulus scheme, which adjusts thermodynamic profiles based on climatological profiles might have contributed for better performance of respective model simulations. Numerical simulation carried out using the above combination of schemes is able to capture storm initiation, propagation, surface variations, thermodynamic structure, and precipitation features reasonably well. This study clearly demonstrates that the simulation of MCS characteristics is highly sensitive to the choice of parameterization schemes.

Mixed finite element - discontinuous finite volume element discretization of a general class of multicontinuum models

Science.gov (United States)

Ruiz-Baier, Ricardo; Lunati, Ivan

2016-10-01

We present a novel discretization scheme tailored to a class of multiphase models that regard the physical system as consisting of multiple interacting continua. In the framework of mixture theory, we consider a general mathematical model that entails solving a system of mass and momentum equations for both the mixture and one of the phases. The model results in a strongly coupled and nonlinear system of partial differential equations that are written in terms of phase and mixture (barycentric) velocities, phase pressure, and saturation. We construct an accurate, robust and reliable hybrid method that combines a mixed finite element discretization of the momentum equations with a primal discontinuous finite volume-element discretization of the mass (or transport) equations. The scheme is devised for unstructured meshes and relies on mixed Brezzi-Douglas-Marini approximations of phase and total velocities, on piecewise constant elements for the approximation of phase or total pressures, as well as on a primal formulation that employs discontinuous finite volume elements defined on a dual diamond mesh to approximate scalar fields of interest (such as volume fraction, total density, saturation, etc.). As the discretization scheme is derived for a general formulation of multicontinuum physical systems, it can be readily applied to a large class of simplified multiphase models; on the other, the approach can be seen as a generalization of these models that are commonly encountered in the literature and employed when the latter are not sufficiently accurate. An extensive set of numerical test cases involving two- and three-dimensional porous media are presented to demonstrate the accuracy of the method (displaying an optimal convergence rate), the physics-preserving properties of the mixed-primal scheme, as well as the robustness of the method (which is successfully used to simulate diverse physical phenomena such as density fingering, Terzaghi's consolidation

SECRET SHARING SCHEMES WITH STRONG MULTIPLICATION AND A LARGE NUMBER OF PLAYERS FROM TORIC VARIETIES

DEFF Research Database (Denmark)

Hansen, Johan Peder

2017-01-01

This article consider Massey's construction for constructing linear secret sharing schemes from toric varieties over a finite field $\\Fq$ with $q$ elements. The number of players can be as large as $(q-1)^r-1$ for $r\\geq 1$. The schemes have strong multiplication, such schemes can be utilized in ...

Free material stiffness design of laminated composite structures using commercial finite element analysis codes

DEFF Research Database (Denmark)

Henrichsen, Søren Randrup; Lindgaard, Esben; Lund, Erik

2015-01-01

In this work optimum stiffness design of laminated composite structures is performed using the commercially available programs ANSYS and MATLAB. Within these programs a Free Material Optimization algorithm is implemented based on an optimality condition and a heuristic update scheme. The heuristic...... update scheme is needed because commercially available finite element analysis software is used. When using a commercial finite element analysis code it is not straight forward to implement a computationally efficient gradient based optimization algorithm. Examples considered in this work are a clamped......, where full access to the finite element analysis core is granted. This comparison displays the possibility of using commercially available programs for stiffness design of laminated composite structures....

A Digital Signature Scheme Based on MST3 Cryptosystems

Directory of Open Access Journals (Sweden)

Haibo Hong

2014-01-01

Full Text Available As special types of factorization of finite groups, logarithmic signature and cover have been used as the main components of cryptographic keys for secret key cryptosystems such as PGM and public key cryptosystems like MST1, MST2, and MST3. Recently, Svaba et. al proposed a revised MST3 encryption scheme with greater security. Meanwhile, they put forward an idea of constructing signature schemes on the basis of logarithmic signatures and random covers. In this paper, we firstly design a secure digital signature scheme based on logarithmic signatures and random covers. In order to complete the task, we devise a new encryption scheme based on MST3 cryptosystems.

Energy stable and high-order-accurate finite difference methods on staggered grids

Science.gov (United States)

O'Reilly, Ossian; Lundquist, Tomas; Dunham, Eric M.; Nordström, Jan

2017-10-01

For wave propagation over distances of many wavelengths, high-order finite difference methods on staggered grids are widely used due to their excellent dispersion properties. However, the enforcement of boundary conditions in a stable manner and treatment of interface problems with discontinuous coefficients usually pose many challenges. In this work, we construct a provably stable and high-order-accurate finite difference method on staggered grids that can be applied to a broad class of boundary and interface problems. The staggered grid difference operators are in summation-by-parts form and when combined with a weak enforcement of the boundary conditions, lead to an energy stable method on multiblock grids. The general applicability of the method is demonstrated by simulating an explosive acoustic source, generating waves reflecting against a free surface and material discontinuity.

On applications of chimera grid schemes to store separation

Science.gov (United States)

Cougherty, F. C.; Benek, J. A.; Steger, J. L.

1985-01-01

A finite difference scheme which uses multiple overset meshes to simulate the aerodynamics of aircraft/store interaction and store separation is described. In this chimera, or multiple mesh, scheme, a complex configuration is mapped using a major grid about the main component of the configuration, and minor overset meshes are used to map each additional component such as a store. As a first step in modeling the aerodynamics of store separation, two dimensional inviscid flow calculations were carried out in which one of the minor meshes is allowed to move with respect to the major grid. Solutions of calibrated two dimensional problems indicate that allowing one mesh to move with respect to another does not adversely affect the time accuracy of an unsteady solution. Steady, inviscid three dimensional computations demonstrate the capability to simulate complex configurations, including closely packed multiple bodies.

Finite moments approach to the time-dependent neutron transport equation

International Nuclear Information System (INIS)

Kim, Sang Hyun

1994-02-01

Currently, nodal techniques are widely used in solving the multidimensional diffusion equation because of savings in computing time and storage. Thanks to the development of computer technology, one can now solve the transport equation instead of the diffusion equation to obtain more accurate solution. The finite moments method, one of the nodal methods, attempts to represent the fluxes in the cell and on cell surfaces more rigorously by retaining additional spatial moments. Generally, there are two finite moments schemes to solve the time-dependent transport equation. In one, the time variable is treated implicitly with finite moments method in space variable (implicit finite moments method), the other method uses finite moments method in both space and time (space-time finite moments method). In this study, these two schemes are applied to two types of time-dependent neutron transport problems. One is a fixed source problem, the other a heterogeneous fast reactor problem with delayed neutrons. From the results, it is observed that the two finite moments methods give almost the same solutions in both benchmark problems. However, the space-time finite moments method requires a little longer computing time than that of the implicit finite moments method. In order to reduce the longer computing time in the space-time finite moments method, a new iteration strategy is exploited, where a few time-stepwise calculation, in which original time steps are grouped into several coarse time divisions, is performed sequentially instead of performing iterations over the entire time steps. This strategy results in significant reduction of the computing time and we observe that 2-or 3-stepwise calculation is preferable. In addition, we propose a new finite moments method which is called mixed finite moments method in this thesis. Asymptotic analysis for the finite moments method shows that accuracy of the solution in a heterogeneous problem mainly depends on the accuracy of the

Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations

Directory of Open Access Journals (Sweden)

Vladimir P. Gerdt

2006-05-01

Full Text Available In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law form by extra integral relations between unknown functions and their derivatives, and on discretization of the obtained system. The structure of the discrete system depends on numerical approximation methods for the integrals occurring in the enlarged system. As a result of the discretization, a system of linear polynomial difference equations is derived for the unknown functions and their partial derivatives. A difference scheme is constructed by elimination of all the partial derivatives. The elimination can be achieved by selecting a proper elimination ranking and by computing a Gröbner basis of the linear difference ideal generated by the polynomials in the discrete system. For these purposes we use the difference form of Janet-like Gröbner bases and their implementation in Maple. As illustration of the described methods and algorithms, we construct a number of difference schemes for Burgers and Falkowich-Karman equations and discuss their numerical properties.

Optimized low-order explicit Runge-Kutta schemes for high- order spectral difference method

KAUST Repository

Parsani, Matteo

2012-01-01

Optimal explicit Runge-Kutta (ERK) schemes with large stable step sizes are developed for method-of-lines discretizations based on the spectral difference (SD) spatial discretization on quadrilateral grids. These methods involve many stages and provide the optimal linearly stable time step for a prescribed SD spectrum and the minimum leading truncation error coefficient, while admitting a low-storage implementation. Using a large number of stages, the new ERK schemes lead to efficiency improvements larger than 60% over standard ERK schemes for 4th- and 5th-order spatial discretization.

Optimized waveform relaxation domain decomposition method for discrete finite volume non stationary convection diffusion equation

International Nuclear Information System (INIS)

Berthe, P.M.

2013-01-01

In the context of nuclear waste repositories, we consider the numerical discretization of the non stationary convection diffusion equation. Discontinuous physical parameters and heterogeneous space and time scales lead us to use different space and time discretizations in different parts of the domain. In this work, we choose the discrete duality finite volume (DDFV) scheme and the discontinuous Galerkin scheme in time, coupled by an optimized Schwarz waveform relaxation (OSWR) domain decomposition method, because this allows the use of non-conforming space-time meshes. The main difficulty lies in finding an upwind discretization of the convective flux which remains local to a sub-domain and such that the multi domain scheme is equivalent to the mono domain one. These difficulties are first dealt with in the one-dimensional context, where different discretizations are studied. The chosen scheme introduces a hybrid unknown on the cell interfaces. The idea of up winding with respect to this hybrid unknown is extended to the DDFV scheme in the two-dimensional setting. The well-posedness of the scheme and of an equivalent multi domain scheme is shown. The latter is solved by an OSWR algorithm, the convergence of which is proved. The optimized parameters in the Robin transmission conditions are obtained by studying the continuous or discrete convergence rates. Several test-cases, one of which inspired by nuclear waste repositories, illustrate these results. (author) [fr

Dispersion analysis of the Pn -Pn-1DG mixed finite element pair for atmospheric modelling

Science.gov (United States)

Melvin, Thomas

2018-02-01

Mixed finite element methods provide a generalisation of staggered grid finite difference methods with a framework to extend the method to high orders. The ability to generate a high order method is appealing for applications on the kind of quasi-uniform grids that are popular for atmospheric modelling, so that the method retains an acceptable level of accuracy even around special points in the grid. The dispersion properties of such schemes are important to study as they provide insight into the numerical adjustment to imbalance that is an important component in atmospheric modelling. This paper extends the recent analysis of the P2 - P1DG pair, that is a quadratic continuous and linear discontinuous finite element pair, to higher polynomial orders and also spectral element type pairs. In common with the previously studied element pair, and also with other schemes such as the spectral element and discontinuous Galerkin methods, increasing the polynomial order is found to provide a more accurate dispersion relation for the well resolved part of the spectrum but at the cost of a number of unphysical spectral gaps. The effects of these spectral gaps are investigated and shown to have a varying impact depending upon the width of the gap. Finally, the tensor product nature of the finite element spaces is exploited to extend the dispersion analysis into two-dimensions.

Practical continuous-variable quantum key distribution without finite sampling bandwidth effects.

Science.gov (United States)

Li, Huasheng; Wang, Chao; Huang, Peng; Huang, Duan; Wang, Tao; Zeng, Guihua

2016-09-05

In a practical continuous-variable quantum key distribution system, finite sampling bandwidth of the employed analog-to-digital converter at the receiver's side may lead to inaccurate results of pulse peak sampling. Then, errors in the parameters estimation resulted. Subsequently, the system performance decreases and security loopholes are exposed to eavesdroppers. In this paper, we propose a novel data acquisition scheme which consists of two parts, i.e., a dynamic delay adjusting module and a statistical power feedback-control algorithm. The proposed scheme may improve dramatically the data acquisition precision of pulse peak sampling and remove the finite sampling bandwidth effects. Moreover, the optimal peak sampling position of a pulse signal can be dynamically calibrated through monitoring the change of the statistical power of the sampled data in the proposed scheme. This helps to resist against some practical attacks, such as the well-known local oscillator calibration attack.

A real options approach to analyse wind energy investments under different support schemes

DEFF Research Database (Denmark)

Kitzing, Lena; Juul, Nina; Drud, Michael Stolbjerg Leni

2016-01-01

are combined into a single stochastic process, which allows for analytical (closed-form) solutions. The approach is well suited for quantitative policy analysis, such as the comparison of different support schemes. A case study for offshore wind in the Baltic Sea quantifies differences in investment incentives...... under feed-in tariffs, feed-in premiums and tradable green certificates. Investors can under certificate schemes require up to 3% higher profit margins than under tariffs due to higher variance in profits. Feed-in tariffs may lead to 15% smaller project sizes. This trade-off between faster deployment...... on investment incentives also depends on correlations between the underlying stochastic factors. The results may help investors to make informed investment decisions and policy makers to strategically design renewable support and develop tailor-made incentive schemes....

A comparison of the effect of the first and second upwind schemes on the predictions of the modified RELAP5/MOD3

Energy Technology Data Exchange (ETDEWEB)

Analytis, G.Th. [Paul Scherrer Institute (PSI), Villigen (Switzerland)

1995-09-01

As is well-known, both TRAC-BF1 and TRAC-PF are using the first upwind scheme when finite-differencing the phasic momentum equations. In contrast, RELAP5 uses the second upwind which is less diffusive. In this work, we shall assess the differences between the two schemes with our modified version of RELAP5/MOD3 by analyzing some transients of interest. These will include the LOFT LP-LB-1 and LOBI small break LOCA (SB-LOCA) BL34 tests, and a commercial PWR 200% hypothetical large break LOCA (LB-LOCA). In particular, we shall show that for some of these transients, the employment of the first upwind scheme results in significantly different code predictions than the ones obtained when the second upwind scheme is used.

Finite Macro-Element Mesh Deformation in a Structured Multi-Block Navier-Stokes Code

Science.gov (United States)

Bartels, Robert E.

2005-01-01

A mesh deformation scheme is developed for a structured multi-block Navier-Stokes code consisting of two steps. The first step is a finite element solution of either user defined or automatically generated macro-elements. Macro-elements are hexagonal finite elements created from a subset of points from the full mesh. When assembled, the finite element system spans the complete flow domain. Macro-element moduli vary according to the distance to the nearest surface, resulting in extremely stiff elements near a moving surface and very pliable elements away from boundaries. Solution of the finite element system for the imposed boundary deflections generally produces smoothly varying nodal deflections. The manner in which distance to the nearest surface has been found to critically influence the quality of the element deformation. The second step is a transfinite interpolation which distributes the macro-element nodal deflections to the remaining fluid mesh points. The scheme is demonstrated for several two-dimensional applications.

On Long-Time Instabilities in Staggered Finite Difference Simulations of the Seismic Acoustic Wave Equations on Discontinuous Grids

KAUST Repository

Gao, Longfei

2017-10-26

We consider the long-time instability issue associated with finite difference simulation of seismic acoustic wave equations on discontinuous grids. This issue is exhibited by a prototype algebraic problem abstracted from practical application settings. Analysis of this algebraic problem leads to better understanding of the cause of the instability and provides guidance for its treatment. Specifically, we use the concept of discrete energy to derive the proper solution transfer operators and design an effective way to damp the unstable solution modes. Our investigation shows that the interpolation operators need to be matched with their companion restriction operators in order to properly couple the coarse and fine grids. Moreover, to provide effective damping, specially designed diffusive terms are introduced to the equations at designated locations and discretized with specially designed schemes. These techniques are applied to simulations in practical settings and are shown to lead to superior results in terms of both stability and accuracy.

On long-time instabilities in staggered finite difference simulations of the seismic acoustic wave equations on discontinuous grids

Science.gov (United States)

Gao, Longfei; Ketcheson, David; Keyes, David

2018-02-01

We consider the long-time instability issue associated with finite difference simulation of seismic acoustic wave equations on discontinuous grids. This issue is exhibited by a prototype algebraic problem abstracted from practical application settings. Analysis of this algebraic problem leads to better understanding of the cause of the instability and provides guidance for its treatment. Specifically, we use the concept of discrete energy to derive the proper solution transfer operators and design an effective way to damp the unstable solution modes. Our investigation shows that the interpolation operators need to be matched with their companion restriction operators in order to properly couple the coarse and fine grids. Moreover, to provide effective damping, specially designed diffusive terms are introduced to the equations at designated locations and discretized with specially designed schemes. These techniques are applied to simulations in practical settings and are shown to lead to superior results in terms of both stability and accuracy.

A finite integration method for conformal, structured-grid, electromagnetic simulation

International Nuclear Information System (INIS)

Cooke, S.J.; Shtokhamer, R.; Mondelli, A.A.; Levush, B.

2006-01-01

We describe a numerical scheme for solving Maxwell's equations in the frequency domain on a conformal, structured, non-orthogonal, multi-block mesh. By considering Maxwell's equations in a volume parameterized by dimensionless curvilinear coordinates, we obtain a set of tensor equations that are a continuum analogue of common circuit equations, and that separate the metrical and metric-free parts of Maxwell's equations and the material constitutive relations. We discretize these equations using a new formulation that treats the electric field and magnetic induction using simple basis-function representations to obtain a discrete form of Faraday's law of induction, but that uses finite integral representations for the displacement current and magnetic field to obtain a discrete form of Ampere's law, as in the finite integration technique [T. Weiland, A discretization method for the solution of Maxwell's equations for six-component fields, Electron. Commun. (AE U) 31 (1977) 116; T. Weiland, Time domain electromagnetic field computation with finite difference methods, Int. J. Numer. Model: Electron. Netw. Dev. Field 9 (1996) 295-319]. We thereby derive new projection operators for the discrete tensor material equations and obtain a compact numerical scheme for the discrete differential operators. This scheme is shown to exhibit significantly reduced numerical dispersion when compared to the standard linear finite element method. We take advantage of the mesh structure on a block-by-block basis to implement these numerical operators efficiently, and achieve computational speed with modest memory requirements when compared to explicit sparse matrix storage. Using the Jacobi-Davidson [G.L.G. Sleijpen, H.A. van der Vorst, A Jacobi-Davidson iteration method for linear eigenvalue problems, SIAM J. Matrix Anal. Appl. 17 (2) (1996) 401-425; S.J. Cooke, B. Levush, Eigenmode solution of 2-D and 3-D electromagnetic cavities containing absorbing materials using the Jacobi

Modeling of Nanophotonic Resonators with the Finite-Difference Frequency-Domain Method

DEFF Research Database (Denmark)

Ivinskaya, Aliaksandra; Lavrinenko, Andrei; Shyroki, Dzmitry

2011-01-01

Finite-difference frequency-domain method with perfectly matched layers and free-space squeezing is applied to model open photonic resonators of arbitrary morphology in three dimensions. Treating each spatial dimension independently, nonuniform mesh of continuously varying density can be built ea...

An efficient numerical progressive diagonalization scheme for the quantum Rabi model revisited

International Nuclear Information System (INIS)

Pan, Feng; Bao, Lina; Dai, Lianrong; Draayer, Jerry P

2017-01-01

An efficient numerical progressive diagonalization scheme for the quantum Rabi model is revisited. The advantage of the scheme lies in the fact that the quantum Rabi model can be solved almost exactly by using the scheme that only involves a finite set of one variable polynomial equations. The scheme is especially efficient for a specified eigenstate of the model, for example, the ground state. Some low-lying level energies of the model for several sets of parameters are calculated, of which one set of the results is compared to that obtained from the Braak’s exact solution proposed recently. It is shown that the derivative of the entanglement measure defined in terms of the reduced von Neumann entropy with respect to the coupling parameter does reach the maximum near the critical point deduced from the classical limit of the Dicke model, which may provide a probe of the critical point of the crossover in finite quantum many-body systems, such as that in the quantum Rabi model. (paper)

Application of the implicit MacCormack scheme to the parabolized Navier-Stokes equations

Science.gov (United States)

Lawrence, J. L.; Tannehill, J. C.; Chaussee, D. S.

1984-01-01

MacCormack's implicit finite-difference scheme was used to solve the two-dimensional parabolized Navier-Stokes (PNS) equations. This method for solving the PNS equations does not require the inversion of block tridiagonal systems of algebraic equations and permits the original explicit MacCormack scheme to be employed in those regions where implicit treatment is not needed. The advantages and disadvantages of the present adaptation are discussed in relation to those of the conventional Beam-Warming scheme for a flat plate boundary layer test case. Comparisons are made for accuracy, stability, computer time, computer storage, and ease of implementation. The present method was also applied to a second test case of hypersonic laminar flow over a 15% compression corner. The computed results compare favorably with experiment and a numerical solution of the complete Navier-Stokes equations.

Dual-mixed finite elements for the three-field Stokes model as a finite volume method on staggered grids

KAUST Repository

Kou, Jisheng

2017-06-09

In this paper, a new three-field weak formulation for Stokes problems is developed, and from this, a dual-mixed finite element method is proposed on a rectangular mesh. In the proposed mixed methods, the components of stress tensor are approximated by piecewise constant functions or Q1 functions, while the velocity and pressure are discretized by the lowest-order Raviart-Thomas element and the piecewise constant functions, respectively. Using quadrature rules, we demonstrate that this scheme can be reduced into a finite volume method on staggered grid, which is extensively used in computational fluid mechanics and engineering.

Arbitrary Dimension Convection-Diffusion Schemes for Space-Time Discretizations

Energy Technology Data Exchange (ETDEWEB)

Bank, Randolph E. [Univ. of California, San Diego, CA (United States); Vassilevski, Panayot S. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Zikatanov, Ludmil T. [Bulgarian Academy of Sciences, Sofia (Bulgaria)

2016-01-20

This note proposes embedding a time dependent PDE into a convection-diffusion type PDE (in one space dimension higher) with singularity, for which two discretization schemes, the classical streamline-diffusion and the EAFE (edge average finite element) one, are investigated in terms of stability and error analysis. The EAFE scheme, in particular, is extended to be arbitrary order which is of interest on its own. Numerical results, in combined space-time domain demonstrate the feasibility of the proposed approach.

Finite difference time domain modeling of spiral antennas

Science.gov (United States)

Penney, Christopher W.; Beggs, John H.; Luebbers, Raymond J.

1992-01-01

The objectives outlined in the original proposal for this project were to create a well-documented computer analysis model based on the finite-difference, time-domain (FDTD) method that would be capable of computing antenna impedance, far-zone radiation patterns, and radar cross-section (RCS). The ability to model a variety of penetrable materials in addition to conductors is also desired. The spiral antennas under study by this project meet these requirements since they are constructed of slots cut into conducting surfaces which are backed by dielectric materials.

Evaluation of explicit finite-difference techniques for LMFBR safety analysis

International Nuclear Information System (INIS)

Bernstein, D.; Golden, R.D.; Gross, M.B.; Hofmann, R.

1976-01-01

In the past few years, the use of explicit finite-difference (EFD) and finite-element computer programs for reactor safety calculations has steadily increased. One of the major areas of application has been for the analysis of hypothetical core disruptive accidents in liquid metal fast breeder reactors. Most of these EFD codes were derived to varying degrees from the same roots, but the codes are large and have progressed rapidly, so there may be substantial differences among them in spite of a common ancestry. When this fact is coupled with the complexity of HCDA calculations, it is not possible to assure that independent calculations of an HCDA will produce substantially the same results. Given the extreme importance of nuclear safety, it is essential to be sure that HCDA analyses are correct, and additional code validation is therefore desirable. A comparative evaluation of HCDA computational techniques is being performed under an ERDA-sponsored program called APRICOT (Analysis of PRImary COntainment Transients). The philosophy, calculations, and preliminary results from this program are described in this paper

A Pseudo-Temporal Multi-Grid Relaxation Scheme for Solving the Parabolized Navier-Stokes Equations

Science.gov (United States)

White, J. A.; Morrison, J. H.

1999-01-01

A multi-grid, flux-difference-split, finite-volume code, VULCAN, is presented for solving the elliptic and parabolized form of the equations governing three-dimensional, turbulent, calorically perfect and non-equilibrium chemically reacting flows. The space marching algorithms developed to improve convergence rate and or reduce computational cost are emphasized. The algorithms presented are extensions to the class of implicit pseudo-time iterative, upwind space-marching schemes. A full approximate storage, full multi-grid scheme is also described which is used to accelerate the convergence of a Gauss-Seidel relaxation method. The multi-grid algorithm is shown to significantly improve convergence on high aspect ratio grids.

Preliminary research on finite difference method to solve radon field distribution over sandstone-type uranium ore body

International Nuclear Information System (INIS)

Li Bihong; Shuang Na; Liu Qingcheng

2006-01-01

The principle of finite difference method is introduced, and the radon field distribution over sandstone-type uranium deposit is narrated. The radon field distribution theory equation is established. To solve radon field distribution equation using finite difference algorithm is to provide the value computational method for forward calculation about radon field over sandstone-type uranium mine. Study on 2-D finite difference method on the center of either high anomaly radon fields in view of the character of radon field over sandstone-type uranium provide an algorithm for further research. (authors)

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.

Hybrid finite difference/finite element solution method development for non-linear superconducting magnet and electrical circuit breakdown transient analysis

International Nuclear Information System (INIS)

Kraus, H.G.; Jones, J.L.

1986-01-01

The problem of non-linear superconducting magnet and electrical protection circuit system transients is formulated. To enable studying the effects of coil normalization transients, coil distortion (due to imbalanced magnetic forces), internal coil arcs and shorts, and other normal and off-normal circuit element responses, the following capabilities are included: temporal, voltage and current-dependent voltage sources, current sources, resistors, capacitors and inductors. The concept of self-mutual inductance, and the form of the associated inductance matrix, is discussed for internally shorted coils. This is a Kirchhoff's voltage loop law and Kirchhoff's current node law formulation. The non-linear integrodifferential equation set is solved via a unique hybrid finite difference/integral finite element technique. (author)

Optimized Explicit Runge--Kutta Schemes for the Spectral Difference Method Applied to Wave Propagation Problems

KAUST Repository

Parsani, Matteo

2013-04-10

Explicit Runge--Kutta schemes with large stable step sizes are developed for integration of high-order spectral difference spatial discretizations on quadrilateral grids. The new schemes permit an effective time step that is substantially larger than the maximum admissible time step of standard explicit Runge--Kutta schemes available in the literature. Furthermore, they have a small principal error norm and admit a low-storage implementation. The advantages of the new schemes are demonstrated through application to the Euler equations and the linearized Euler equations.

Optimized Explicit Runge--Kutta Schemes for the Spectral Difference Method Applied to Wave Propagation Problems

KAUST Repository

Parsani, Matteo; Ketcheson, David I.; Deconinck, W.

2013-01-01

Explicit Runge--Kutta schemes with large stable step sizes are developed for integration of high-order spectral difference spatial discretizations on quadrilateral grids. The new schemes permit an effective time step that is substantially larger than the maximum admissible time step of standard explicit Runge--Kutta schemes available in the literature. Furthermore, they have a small principal error norm and admit a low-storage implementation. The advantages of the new schemes are demonstrated through application to the Euler equations and the linearized Euler equations.

Seismic wavefield modeling based on time-domain symplectic and Fourier finite-difference method

Science.gov (United States)

Fang, Gang; Ba, Jing; Liu, Xin-xin; Zhu, Kun; Liu, Guo-Chang

2017-06-01

Seismic wavefield modeling is important for improving seismic data processing and interpretation. Calculations of wavefield propagation are sometimes not stable when forward modeling of seismic wave uses large time steps for long times. Based on the Hamiltonian expression of the acoustic wave equation, we propose a structure-preserving method for seismic wavefield modeling by applying the symplectic finite-difference method on time grids and the Fourier finite-difference method on space grids to solve the acoustic wave equation. The proposed method is called the symplectic Fourier finite-difference (symplectic FFD) method, and offers high computational accuracy and improves the computational stability. Using acoustic approximation, we extend the method to anisotropic media. We discuss the calculations in the symplectic FFD method for seismic wavefield modeling of isotropic and anisotropic media, and use the BP salt model and BP TTI model to test the proposed method. The numerical examples suggest that the proposed method can be used in seismic modeling of strongly variable velocities, offering high computational accuracy and low numerical dispersion. The symplectic FFD method overcomes the residual qSV wave of seismic modeling in anisotropic media and maintains the stability of the wavefield propagation for large time steps.

An Energy Decaying Scheme for Nonlinear Dynamics of Shells

Science.gov (United States)

Bottasso, Carlo L.; Bauchau, Olivier A.; Choi, Jou-Young; Bushnell, Dennis M. (Technical Monitor)

2000-01-01

A novel integration scheme for nonlinear dynamics of geometrically exact shells is developed based on the inextensible director assumption. The new algorithm is designed so as to imply the strict decay of the system total mechanical energy at each time step, and consequently unconditional stability is achieved in the nonlinear regime. Furthermore, the scheme features tunable high frequency numerical damping and it is therefore stiffly accurate. The method is tested for a finite element spatial formulation of shells based on mixed interpolations of strain tensorial components and on a two-parameter representation of director rotations. The robustness of the, scheme is illustrated with the help of numerical examples.

Finite difference computation of Casimir forces

International Nuclear Information System (INIS)

Pinto, Fabrizio

2016-01-01

In this Invited paper, we begin by a historical introduction to provide a motivation for the classical problems of interatomic force computation and associated challenges. This analysis will lead us from early theoretical and experimental accomplishments to the integration of these fascinating interactions into the operation of realistic, next-generation micro- and nanodevices both for the advanced metrology of fundamental physical processes and in breakthrough industrial applications. Among several powerful strategies enabling vastly enhanced performance and entirely novel technological capabilities, we shall specifically consider Casimir force time-modulation and the adoption of non-trivial geometries. As to the former, the ability to alter the magnitude and sign of the Casimir force will be recognized as a crucial principle to implement thermodynamical nano-engines. As to the latter, we shall first briefly review various reported computational approaches. We shall then discuss the game-changing discovery, in the last decade, that standard methods of numerical classical electromagnetism can be retooled to formulate the problem of Casimir force computation in arbitrary geometries. This remarkable development will be practically illustrated by showing that such an apparently elementary method as standard finite-differencing can be successfully employed to numerically recover results known from the Lifshitz theory of dispersion forces in the case of interacting parallel-plane slabs. Other geometries will be also be explored and consideration given to the potential of non-standard finite-difference methods. Finally, we shall introduce problems at the computational frontier, such as those including membranes deformed by Casimir forces and the effects of anisotropic materials. Conclusions will highlight the dramatic transition from the enduring perception of this field as an exotic application of quantum electrodynamics to the recent demonstration of a human climbing

Mechanical strength calculation of the disk type windings with elastic couplings by the finite element method

International Nuclear Information System (INIS)

Sivkova, G.N.; Spirchenko, Yu.V.; Chvartatskij, P.V.

1981-01-01

Stressed-deformed state of toroidal field coils of the disc type with elastic couplings of the tokamaks has been investigated with provision for the effect of the central core pliability by means of the two-dimensional version of the finite element method. Numerical solution of the finite element method is performed by means of the ES 1040 computer according to the computer code permitting taking account of boundary conditions of elastic support. The calculation has been performed using as the example the project of T-20 facility coil of the disc type. Consideration of pliability of the central core of the facility inductor is accomplished by the introduction of additional rigidities to the complete matrix of rigidity. Scheme of the structure distretization includes 141 units, 211 elements. The accuracy of solution depends on the reduction accuracy of the volume load to unit forces and on the number of finite elements. Analysis of the solution convergence is performed by the comparison of solutions obtained for three different schemes of the disk discretization without regard for the inductor pliability. The comparative analysis of the results shows that transfer epures for all the three discretization versions practically coincide and stresses differ not more than by 10%. On the whole the above investigation has demonstrated good convergence of the problem solution [ru

Solution of the Neutron transport equation in hexagonal geometry using strongly discontinuous nodal schemes

International Nuclear Information System (INIS)

Mugica R, C.A.; Valle G, E. del

2005-01-01

In 2002, E. del Valle and Ernest H. Mund developed a technique to solve numerically the Neutron transport equations in discrete ordinates and hexagonal geometry using two nodal schemes type finite element weakly discontinuous denominated WD 5,3 and WD 12,8 (of their initials in english Weakly Discontinuous). The technique consists on representing each hexagon in the union of three rhombuses each one of which it is transformed in a square in the one that the methods WD 5,3 and WD 12,8 were applied. In this work they are solved the mentioned equations of transport using the same discretization technique by hexagon but using two nodal schemes type finite element strongly discontinuous denominated SD 3 and SD 8 (of their initials in english Strongly Discontinuous). The application in each case as well as a reference problem for those that results are provided for the effective multiplication factor is described. It is carried out a comparison with the obtained results by del Valle and Mund for different discretization meshes so much angular as spatial. (Author)

Robust Finite-Time Terminal Sliding Mode Control for a Francis Hydroturbine Governing System

OpenAIRE

Fengjiao Wu; Junling Ding; Zhengzhong Wang

2016-01-01

The robust finite-time control for a Francis hydroturbine governing system is investigated in this paper. Firstly, the mathematical model of a Francis hydroturbine governing system is presented and the nonlinear vibration characteristics are analyzed. Then, on the basis of finite-time control theory and terminal sliding mode scheme, a new robust finite-time terminal sliding mode control method is proposed for nonlinear vibration control of the hydroturbine governing system. Furthermore, the d...

Parallelized Three-Dimensional Resistivity Inversion Using Finite Elements And Adjoint State Methods

Science.gov (United States)

Schaa, Ralf; Gross, Lutz; Du Plessis, Jaco

2015-04-01

The resistivity method is one of the oldest geophysical exploration methods, which employs one pair of electrodes to inject current into the ground and one or more pairs of electrodes to measure the electrical potential difference. The potential difference is a non-linear function of the subsurface resistivity distribution described by an elliptic partial differential equation (PDE) of the Poisson type. Inversion of measured potentials solves for the subsurface resistivity represented by PDE coefficients. With increasing advances in multichannel resistivity acquisition systems (systems with more than 60 channels and full waveform recording are now emerging), inversion software require efficient storage and solver algorithms. We developed the finite element solver Escript, which provides a user-friendly programming environment in Python to solve large-scale PDE-based problems (see https://launchpad.net/escript-finley). Using finite elements, highly irregular shaped geology and topography can readily be taken into account. For the 3D resistivity problem, we have implemented the secondary potential approach, where the PDE is decomposed into a primary potential caused by the source current and the secondary potential caused by changes in subsurface resistivity. The primary potential is calculated analytically, and the boundary value problem for the secondary potential is solved using nodal finite elements. This approach removes the singularity caused by the source currents and provides more accurate 3D resistivity models. To solve the inversion problem we apply a 'first optimize then discretize' approach using the quasi-Newton scheme in form of the limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method (see Gross & Kemp 2013). The evaluation of the cost function requires the solution of the secondary potential PDE for each source current and the solution of the corresponding adjoint-state PDE for the cost function gradients with respect to the subsurface

A direct Primitive Variable Recovery Scheme for hyperbolic conservative equations: The case of relativistic hydrodynamics.

Science.gov (United States)

Aguayo-Ortiz, A; Mendoza, S; Olvera, D

2018-01-01

In this article we develop a Primitive Variable Recovery Scheme (PVRS) to solve any system of coupled differential conservative equations. This method obtains directly the primitive variables applying the chain rule to the time term of the conservative equations. With this, a traditional finite volume method for the flux is applied in order avoid violation of both, the entropy and "Rankine-Hugoniot" jump conditions. The time evolution is then computed using a forward finite difference scheme. This numerical technique evades the recovery of the primitive vector by solving an algebraic system of equations as it is often used and so, it generalises standard techniques to solve these kind of coupled systems. The article is presented bearing in mind special relativistic hydrodynamic numerical schemes with an added pedagogical view in the appendix section in order to easily comprehend the PVRS. We present the convergence of the method for standard shock-tube problems of special relativistic hydrodynamics and a graphical visualisation of the errors using the fluctuations of the numerical values with respect to exact analytic solutions. The PVRS circumvents the sometimes arduous computation that arises from standard numerical methods techniques, which obtain the desired primitive vector solution through an algebraic polynomial of the charges.

A short summary on finite element modelling of fatigue crack closure

Energy Technology Data Exchange (ETDEWEB)

Singh, Konjengbam Darunkumar [Indian Institute of Technology, Guwahati (India); Parry, Matthew Roger [Airbus Operations Ltd, Bristol(United Kingdom); Sinclair, Ian [University of Southampton, Southampton (United Kingdom)

2011-12-15

This paper presents a short summary pertaining to the finite element modelling of fatigue crack closure. Several key issues related to finite element modelling of fatigue crack closure are highlighted: element type, mesh refinement, stabilization of crack closure, crack-tip node release scheme, constitutive model, specimen geometry, stress-states (i.e., plane stress, plane strain), crack closure monitoring. Reviews are presented for both straight and deflected cracks.

ON THE CONSTRUCTION OF PARTIAL DIFFERENCE SCHEMES II: DISCRETE VARIABLES AND SCHWARZIAN LATTICES

Directory of Open Access Journals (Sweden)

Decio Levi

2016-06-01

Full Text Available In the process of constructing invariant difference schemes which approximate partial differential equations we write down a procedure for discretizing a partial differential equation on an arbitrary lattice. An open problem is the meaning of a lattice which does not satisfy the Clairaut–Schwarz–Young theorem. To analyze it we apply the procedure on a simple example, the potential Burgers equation with two different lattices, an orthogonal lattice which is invariant under the symmetries of the equation and satisfies the commutativity of the partial difference operators and an exponential lattice which is not invariant and does not satisfy the Clairaut–Schwarz–Young theorem. A discussion on the numerical results is presented showing the different behavior of both schemes for two different exact solutions and their numerical approximations.

Comparing welfare effects of different regulation schemes: An application to the electricity distribution industry

International Nuclear Information System (INIS)

Kopsakangas-Savolainen, Maria; Svento, Rauli

2010-01-01

We compare the welfare effects of different regulation schemes of electricity distribution utilities. The compared regulation schemes are Fixed Price regulation, Cost of Service regulation, Menu of Cost-Contingent Contracts and Simple Menu of Contracts. In our calculations we utilize the information of a firm's potential to improve cost efficiency. The firm-specific cost information of Finnish electricity distribution utilities is obtained by using various Stochastic Frontier models. Our basic result is that welfare can be improved by changing the Cost of Service regulation scheme to the Menu of Contracts regulation. Welfare also increases in the case of Fixed Price regulation and Simple Menu of Contract regulation. There is however, a significant difference among regulation regimes on how this improved welfare is distributed to consumers and producers.

Abstract Level Parallelization of Finite Difference Methods

Directory of Open Access Journals (Sweden)

Edwin Vollebregt

1997-01-01

Full Text Available A formalism is proposed for describing finite difference calculations in an abstract way. The formalism consists of index sets and stencils, for characterizing the structure of sets of data items and interactions between data items (“neighbouring relations”. The formalism provides a means for lifting programming to a more abstract level. This simplifies the tasks of performance analysis and verification of correctness, and opens the way for automaticcode generation. The notation is particularly useful in parallelization, for the systematic construction of parallel programs in a process/channel programming paradigm (e.g., message passing. This is important because message passing, unfortunately, still is the only approach that leads to acceptable performance for many more unstructured or irregular problems on parallel computers that have non-uniform memory access times. It will be shown that the use of index sets and stencils greatly simplifies the determination of which data must be exchanged between different computing processes.

Finite Volume Method for Pricing European Call Option with Regime-switching Volatility

Science.gov (United States)

Lista Tauryawati, Mey; Imron, Chairul; Putri, Endah RM

2018-03-01

In this paper, we present a finite volume method for pricing European call option using Black-Scholes equation with regime-switching volatility. In the first step, we formulate the Black-Scholes equations with regime-switching volatility. we use a finite volume method based on fitted finite volume with spatial discretization and an implicit time stepping technique for the case. We show that the regime-switching scheme can revert to the non-switching Black Scholes equation, both in theoretical evidence and numerical simulations.

An Efficient, Semi-implicit Pressure-based Scheme Employing a High-resolution Finitie Element Method for Simulating Transient and Steady, Inviscid and Viscous, Compressible Flows on Unstructured Grids

Energy Technology Data Exchange (ETDEWEB)

Richard C. Martineau; Ray A. Berry

2003-04-01

A new semi-implicit pressure-based Computational Fluid Dynamics (CFD) scheme for simulating a wide range of transient and steady, inviscid and viscous compressible flow on unstructured finite elements is presented here. This new CFD scheme, termed the PCICEFEM (Pressure-Corrected ICE-Finite Element Method) scheme, is composed of three computational phases, an explicit predictor, an elliptic pressure Poisson solution, and a semiimplicit pressure-correction of the flow variables. The PCICE-FEM scheme is capable of second-order temporal accuracy by incorporating a combination of a time-weighted form of the two-step Taylor-Galerkin Finite Element Method scheme as an explicit predictor for the balance of momentum equations and the finite element form of a time-weighted trapezoid rule method for the semi-implicit form of the governing hydrodynamic equations. Second-order spatial accuracy is accomplished by linear unstructured finite element discretization. The PCICE-FEM scheme employs Flux-Corrected Transport as a high-resolution filter for shock capturing. The scheme is capable of simulating flows from the nearly incompressible to the high supersonic flow regimes. The PCICE-FEM scheme represents an advancement in mass-momentum coupled, pressurebased schemes. The governing hydrodynamic equations for this scheme are the conservative form of the balance of momentum equations (Navier-Stokes), mass conservation equation, and total energy equation. An operator splitting process is performed along explicit and implicit operators of the semi-implicit governing equations to render the PCICE-FEM scheme in the class of predictor-corrector schemes. The complete set of semi-implicit governing equations in the PCICE-FEM scheme are cast in this form, an explicit predictor phase and a semi-implicit pressure-correction phase with the elliptic pressure Poisson solution coupling the predictor-corrector phases. The result of this predictor-corrector formulation is that the pressure Poisson

Parallelized implicit propagators for the finite-difference Schrödinger equation

Science.gov (United States)

Parker, Jonathan; Taylor, K. T.

1995-08-01

We describe the application of block Gauss-Seidel and block Jacobi iterative methods to the design of implicit propagators for finite-difference models of the time-dependent Schrödinger equation. The block-wise iterative methods discussed here are mixed direct-iterative methods for solving simultaneous equations, in the sense that direct methods (e.g. LU decomposition) are used to invert certain block sub-matrices, and iterative methods are used to complete the solution. We describe parallel variants of the basic algorithm that are well suited to the medium- to coarse-grained parallelism of work-station clusters, and MIMD supercomputers, and we show that under a wide range of conditions, fine-grained parallelism of the computation can be achieved. Numerical tests are conducted on a typical one-electron atom Hamiltonian. The methods converge robustly to machine precision (15 significant figures), in some cases in as few as 6 or 7 iterations. The rate of convergence is nearly independent of the finite-difference grid-point separations.

A Proposed Stochastic Finite Difference Approach Based on Homogenous Chaos Expansion

Directory of Open Access Journals (Sweden)

O. H. Galal

2013-01-01

Full Text Available This paper proposes a stochastic finite difference approach, based on homogenous chaos expansion (SFDHC. The said approach can handle time dependent nonlinear as well as linear systems with deterministic or stochastic initial and boundary conditions. In this approach, included stochastic parameters are modeled as second-order stochastic processes and are expanded using Karhunen-Loève expansion, while the response function is approximated using homogenous chaos expansion. Galerkin projection is used in converting the original stochastic partial differential equation (PDE into a set of coupled deterministic partial differential equations and then solved using finite difference method. Two well-known equations were used for efficiency validation of the method proposed. First one being the linear diffusion equation with stochastic parameter and the second is the nonlinear Burger's equation with stochastic parameter and stochastic initial and boundary conditions. In both of these examples, the probability distribution function of the response manifested close conformity to the results obtained from Monte Carlo simulation with optimized computational cost.

Radon transport model into a porous ground layer of finite capacity

Science.gov (United States)

Parovik, Roman

2017-10-01

The model of radon transfer is considered in a porous ground layer of finite power. With the help of the Laplace integral transformation, a numerical solution of this model is obtained which is based on the construction of a generalized quadrature formula of the highest degree of accuracy for the transition to the original - the function of solving this problem. The calculated curves are constructed and investigated depending on the diffusion and advection coefficients.The work was a mathematical model that describes the effect of the sliding attachment (stick-slip), taking into account hereditarity. This model can be regarded as a mechanical model of earthquake preparation. For such a model was proposed explicit finite- difference scheme, on which were built the waveform and phase trajectories hereditarity effect of stick-slip.

Finite element based composite solution for neutron transport problems

International Nuclear Information System (INIS)

Mirza, A.N.; Mirza, N.M.

1995-01-01

A finite element treatment for solving neutron transport problems is presented. The employs region-wise discontinuous finite elements for the spatial representation of the neutron angular flux, while spherical harmonics are used for directional dependence. Composite solutions has been obtained by using different orders of angular approximations in different parts of a system. The method has been successfully implemented for one dimensional slab and two dimensional rectangular geometry problems. An overall reduction in the number of nodal coefficients (more than 60% in some cases as compared to conventional schemes) has been achieved without loss of accuracy with better utilization of computational resources. The method also provides an efficient way of handling physically difficult situations such as treatment of voids in duct problems and sharply changing angular flux. It is observed that a great wealth of information about the spatial and directional dependence of the angular flux is obtained much more quickly as compared to Monte Carlo method, where most of the information in restricted to the locality of immediate interest. (author)

Generation of correlated finite alphabet waveforms using gaussian random variables

KAUST Repository

Jardak, Seifallah; Ahmed, Sajid; Alouini, Mohamed-Slim

2014-01-01

, the proposed scheme is general, the main focus of this paper is to generate finite alphabet waveforms for multiple-input multiple-output radar, where correlated waveforms are used to achieve desired beampatterns. © 2014 IEEE.

Long-term numerical simulation of the interaction between a neutron field and a neutral meson field by a symplectic-preserving scheme

International Nuclear Information System (INIS)

Kong Linghua; Hong Jialin; Liu Ruxun

2008-01-01

In this paper, we propose a family of symplectic structure-preserving numerical methods for the coupled Klein-Gordon-Schroedinger (KGS) system. The Hamiltonian formulation is constructed for the KGS. We discretize the Hamiltonian system in space first with a family of canonical difference methods which convert an infinite-dimensional Hamiltonian system into a finite-dimensional one. Next, we discretize the finite-dimensional system in time by a midpoint rule which preserves the symplectic structure of the original system. The conservation laws of the schemes are analyzed in succession, including the charge conservation law and the residual of energy conservation law, etc. We analyze the truncation errors and global errors of the numerical solutions for the schemes to end the theoretical analysis. Extensive numerical tests show the accordance between the theoretical and numerical results

Market behavior and performance of different strategy evaluation schemes

OpenAIRE

Yongjoo Baek; Sang Hoon Lee; Hawoong Jeong

2010-01-01

Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates how the strategy evaluation schemes adopted by agents affect their performance in conjunction with the market circumstances. We observe the performance of three strategy evaluation schemes, the history-dependent wealth game, the trend-opposing minority game, and the trend-following majority game,...

Schemes of Superradiant Emission from Electron Beams and "Spin-Flip Emission of Radiation"

CERN Document Server

Gover, A

2005-01-01

A unified analysis for Superradiant emission from bunched electron beams in various kinds of radiation scheme is presented. Radiation schemes that can be described by the formulation include Pre-bunched FEL (PB-FEL), Coherent Synchrotron Radiation (CSR), Smith-Purcell Radiation, Cerenkov-Radiation, Transition-Radiation and more. The theory is based on mode excitation formulation - either discrete or continuous (the latter - in open structures). The discrete mode formulation permits simple evaluation of the spatially coherent power and spectral power of the source. These figures of merit of the radiation source are useful for characterizing and comparing the performance of different radiation schemes. When the bunched electron beam emits superradiantly, these parameters scale like the square of the number of electrons, orders of magnitude more than spontaneous emission. The formulation applies to emission from single electron bunches, periodically bunched beams, or emission from a finite number of bunches in a...

Transporter taxonomy - a comparison of different transport protein classification schemes.

Science.gov (United States)

Viereck, Michael; Gaulton, Anna; Digles, Daniela; Ecker, Gerhard F

2014-06-01

Currently, there are more than 800 well characterized human membrane transport proteins (including channels and transporters) and there are estimates that about 10% (approx. 2000) of all human genes are related to transport. Membrane transport proteins are of interest as potential drug targets, for drug delivery, and as a cause of side effects and drug–drug interactions. In light of the development of Open PHACTS, which provides an open pharmacological space, we analyzed selected membrane transport protein classification schemes (Transporter Classification Database, ChEMBL, IUPHAR/BPS Guide to Pharmacology, and Gene Ontology) for their ability to serve as a basis for pharmacology driven protein classification. A comparison of these membrane transport protein classification schemes by using a set of clinically relevant transporters as use-case reveals the strengths and weaknesses of the different taxonomy approaches.

LOO: a low-order nonlinear transport scheme for acceleration of method of characteristics

International Nuclear Information System (INIS)

Li, Lulu; Smith, Kord; Forget, Benoit; Ferrer, Rodolfo

2015-01-01

This paper presents a new physics-based multi-grid nonlinear acceleration method: the low-order operator method, or LOO. LOO uses a coarse space-angle multi-group method of characteristics (MOC) neutron transport calculation to accelerate the fine space-angle MOC calculation. LOO is designed to capture more angular effects than diffusion-based acceleration methods through a transport-based low-order solver. LOO differs from existing transport-based acceleration schemes in that it emphasizes simplified coarse space-angle characteristics and preserves physics in quadrant phase-space. The details of the method, including the restriction step, the low-order iterative solver and the prolongation step are discussed in this work. LOO shows comparable convergence behavior to coarse mesh finite difference on several two-dimensional benchmark problems while not requiring any under-relaxation, making it a robust acceleration scheme. (author)

Finite-difference time-domain analysis of time-resolved terahertz spectroscopy experiments

DEFF Research Database (Denmark)

Larsen, Casper; Cooke, David G.; Jepsen, Peter Uhd

2011-01-01

In this paper we report on the numerical analysis of a time-resolved terahertz (THz) spectroscopy experiment using a modified finite-difference time-domain method. Using this method, we show that ultrafast carrier dynamics can be extracted with a time resolution smaller than the duration of the T...

The finite-difference time-domain method for electromagnetics with Matlab simulations

CERN Document Server

Elsherbeni, Atef Z

2016-01-01

This book introduces the powerful Finite-Difference Time-Domain method to students and interested researchers and readers. An effective introduction is accomplished using a step-by-step process that builds competence and confidence in developing complete working codes for the design and analysis of various antennas and microwave devices.

Computation of 2D compressible flows with a finite element method

International Nuclear Information System (INIS)

Montagne, J.L.

1981-04-01

When the homogeneous modelisation of the two phase flow is used the set of equations describing the flow is similar to an Euler system. Mixed finite elements are appropriate to discretize the equations. First, main properties of this kind of elements are reminded. Then, some properties of semi-implicite schemes on stability and entropy are given. Numerical tests have been performed, and the scheme gave satisfactory results

Stability analysis of single-phase thermosyphon loops by finite difference numerical methods

International Nuclear Information System (INIS)

Ambrosini, W.

1998-01-01

In this paper, examples of the application of finite difference numerical methods in the analysis of stability of single-phase natural circulation loops are reported. The problem is here addressed for its relevance for thermal-hydraulic system code applications, in the aim to point out the effect of truncation error on stability prediction. The methodology adopted for analysing in a systematic way the effect of various finite difference discretization can be considered the numerical analogue of the usual techniques adopted for PDE stability analysis. Three different single-phase loop configurations are considered involving various kinds of boundary conditions. In one of these cases, an original dimensionless form of the governing equations is proposed, adopting the Reynolds number as a flow variable. This allows for an appropriate consideration of transition between laminar and turbulent regimes, which is not possible with other dimensionless forms, thus enlarging the field of validity of model assumptions. (author). 14 refs., 8 figs

Application of the finite-difference approximation to electrostatic problems in gaseous proportional counters

International Nuclear Information System (INIS)

Waligorski, M.P.R.; Urbanczyk, K.M.

1975-01-01

The basic principles of the finite-difference approximation applied to the solution of electrostatic field distributions in gaseous proportional counters are given. Using this method, complicated two-dimensional electrostatic problems may be solved, taking into account any number of anodes, each with its own radius, and any cathode shape. A general formula for introducing the anode radii into the calculations is derived and a method of obtaining extremely accurate (up to 0.1%) solutions is developed. Several examples of potential and absolute field distributions for single rectangular and multiwire proportional counters are calculated and compared with exact results according to Tomitani, in order to discuss in detail errors of the finite-difference approximation. (author)

Stability and non-standard finite difference method of the generalized Chua's circuit

KAUST Repository

Radwan, Ahmed G.; Moaddy, K.; Momani, Shaher M.

2011-01-01

In this paper, we develop a framework to obtain approximate numerical solutions of the fractional-order Chua's circuit with Memristor using a non-standard finite difference method. Chaotic response is obtained with fractional-order elements as well

Advances in the discontinuous Galerkin method: Hybrid schemes and applications to the reactive infiltration instability in an upwelling compacting mantle

Science.gov (United States)

Schiemenz, Alan R.

High-order methods are emerging in the scientific computing community as superior alternatives to the classical finite difference, finite volume, and continuous finite element methods. The discontinuous Galerkin (DG) method in particular combines many of the positive features of all of these methods. This thesis presents two projects involving the DG method. First, a Hybrid scheme is presented, which implements DG areas where the solution is considered smooth, while dropping the order of the scheme elsewhere and implementing a finite volume scheme with high-order, non-oscillatory solution reconstructions suitable for unstructured mesh. Two such reconstructions from the ENO class are considered in the Hybrid. Successful numerical results are presented for nonlinear systems of conservation laws in one dimension. Second, the high-order discontinuous Galerkin and Fourier spectral methods are applied to an application modeling three-phase fluid flow through a porous medium, undergoing solid-fluid reaction due to the reactive infiltration instability (RII). This model incorporates a solid upwelling term and an equation to track the abundance of the reacting mineral orthopyroxene (opx). After validating the numerical discretization, results are given that provide new insight into the formation of melt channels in the Earth's mantle. Mantle heterogeneities are observed to be one catalyst for the development of melt channels, and the dissolution of opx produces interesting bifurcations in the melt channels. An alternative formulation is considered where the mass transfer rate relative to velocity is taken to be infinitely large. In this setting, the stiffest terms are removed, greatly reducing the cost of time integration.

Treating network junctions in finite volume solution of transient gas flow models

Science.gov (United States)

Bermúdez, Alfredo; López, Xián; Vázquez-Cendón, M. Elena

2017-09-01

A finite volume scheme for the numerical solution of a non-isothermal non-adiabatic compressible flow model for gas transportation networks on non-flat topography is introduced. Unlike standard Euler equations, the model takes into account wall friction, variable height and heat transfer between the pipe and the environment which are source terms. The case of one single pipe was considered in a previous reference by the authors, [8], where a finite volume method with upwind discretization of the flux and source terms has been proposed in order to get a well-balanced scheme. The main goal of the present paper is to go a step further by considering a network of pipes. The main issue is the treatment of junctions for which container-like 2D finite volumes are introduced. The couplings between pipes (1D) and containers (2D) are carefully described and the conservation properties are analyzed. Numerical tests including real gas networks are solved showing the performance of the proposed methodology.

Thermal buckling comparative analysis using Different FE (Finite Element) tools

Energy Technology Data Exchange (ETDEWEB)

Banasiak, Waldemar; Labouriau, Pedro [INTECSEA do Brasil, Rio de Janeiro, RJ (Brazil); Burnett, Christopher [INTECSEA UK, Surrey (United Kingdom); Falepin, Hendrik [Fugro Engineers SA/NV, Brussels (Belgium)

2009-12-19

High operational temperature and pressure in offshore pipelines may lead to unexpected lateral movements, sometimes call lateral buckling, which can have serious consequences for the integrity of the pipeline. The phenomenon of lateral buckling in offshore pipelines needs to be analysed in the design phase using FEM. The analysis should take into account many parameters, including operational temperature and pressure, fluid characteristic, seabed profile, soil parameters, coatings of the pipe, free spans etc. The buckling initiation force is sensitive to small changes of any initial geometric out-of-straightness, thus the modeling of the as-laid state of the pipeline is an important part of the design process. Recently some dedicated finite elements programs have been created making modeling of the offshore environment more convenient that has been the case with the use of general purpose finite element software. The present paper aims to compare thermal buckling analysis of sub sea pipeline performed using different finite elements tools, i.e. general purpose programs (ANSYS, ABAQUS) and dedicated software (SAGE Profile 3D) for a single pipeline resting on an the seabed. The analyses considered the pipeline resting on a flat seabed with a small levels of out-of straightness initiating the lateral buckling. The results show the quite good agreement of results of buckling in elastic range and in the conclusions next comparative analyses with sensitivity cases are recommended. (author)

A conservative numerical scheme for modeling nonlinear acoustic propagation in thermoviscous homogeneous media

Science.gov (United States)

Diaz, Manuel A.; Solovchuk, Maxim A.; Sheu, Tony W. H.

2018-06-01

A nonlinear system of partial differential equations capable of describing the nonlinear propagation and attenuation of finite amplitude perturbations in thermoviscous media is presented. This system constitutes a full nonlinear wave model that has been formulated in the conservation form. Initially, this model is investigated analytically in the inviscid limit where it has been found that the resulting flux function fulfills the Lax-Wendroff theorem, and the scheme can match the solutions of the Westervelt and Burgers equations numerically. Here, high-order numerical descriptions of strongly nonlinear wave propagations become of great interest. For that matter we consider finite difference formulations of the weighted essentially non-oscillatory (WENO) schemes associated with explicit strong stability preserving Runge-Kutta (SSP-RK) time integration methods. Although this strategy is known to be computationally demanding, it is found to be effective when implemented to be solved in graphical processing units (GPUs). As we consider wave propagations in unbounded domains, perfectly matching layers (PML) have been also considered in this work. The proposed system model is validated and illustrated by using one- and two-dimensional benchmark test cases proposed in the literature for nonlinear acoustic propagation in homogeneous thermoviscous media.

HEATING-7, Multidimensional Finite-Difference Heat Conduction Analysis

International Nuclear Information System (INIS)

2000-01-01

problems, surface fluxes may be plotted with H7TECPLOT which requires the proprietary software TECPLOT. HEATING 7.3 runs under Windows95 and WindowsNT on PC's. No future modifications are planned for HEATING7. See README.1ST for more information. 2 - Method of solution: Three steady-state solution techniques are available: point-successive over-relaxation iterative method with extrapolation, direct-solution (for one-dimensional or two-dimensional problems), and conjugate gradient. Transient problems may be solved using any one of several finite-difference schemes: Crank-Nicolson implicit, Classical Implicit Procedure (CIP), Classical Explicit Procedure (CEP), or Levy explicit method (which for some circumstances allows a time step greater than the CEP stability criterion.) The solution of the system of equations arising from the implicit techniques is accomplished by point-successive over-relaxation iteration and includes procedures to estimate the optimum acceleration parameter. 3 - Restrictions on the complexity of the problem: All surfaces in a model must be parallel to one of the coordinate axes which makes modeling complex geometries difficult. Transient change of phase problems can only be solved with one of the explicit techniques - an implicit change-of-phase capability has not been implemented

Secure diversity-multiplexing tradeoff of zero-forcing transmit scheme at finite-SNR

KAUST Repository

Rezki, Zouheir; Alouini, Mohamed-Slim

2012-01-01

information in the orthogonal space of the eavesdropper channel, is used. First, we introduce the secrecy multiplexing gain at finite-SNR that generalizes the definition at high-SNR. Then, we provide upper and lower bounds on the outage probability under

A numerical scheme for singularly perturbed reaction-diffusion problems with a negative shift via numerov method

Science.gov (United States)

Dinesh Kumar, S.; Nageshwar Rao, R.; Pramod Chakravarthy, P.

2017-11-01

In this paper, we consider a boundary value problem for a singularly perturbed delay differential equation of reaction-diffusion type. We construct an exponentially fitted numerical method using Numerov finite difference scheme, which resolves not only the boundary layers but also the interior layers arising from the delay term. An extensive amount of computational work has been carried out to demonstrate the applicability of the proposed method.

Integrating different understandings of landscape stewardship into the design of agri-environmental schemes

DEFF Research Database (Denmark)

Raymond, Christopher Mark; Reed, Mark; Bieling, Claudia

2016-01-01

While multiple studies have identified land managers’ preferences for agri-environmental schemes (AES), few approaches exist for integrating different understandings of landscape stewardship into the design of these measures. We compared and contrasted rural land managers’ attitudes toward AES...... to the reduced amount of funding available for entry-level and higher-level stewardship schemes in the UK since 2008, changing funding priorities, perceived overstrict compliance and lack of support for farm succession and new entrants into farming. However, there were differences in concerns across...... understandings of landscape stewardship, with production respondents citing that AES do not encourage food production, whereas environmental and holistic farmers citing that AES do not support the development of a local green food culture and associated social infrastructure. These differences also emerged...

Ulam's scheme revisited digital modeling of chaotic attractors via micro-perturbations

CERN Document Server

Domokos, Gabor K

2002-01-01

We consider discretizations $f_N$ of expanding maps $f:I \\to I$ in the strict sense: i.e. we assume that the only information available on the map is a finite set of integers. Using this definition for computability, we show that by adding a random perturbation of order $1/N$, the invariant measure corresponding to $f$ can be approximated and we can also give estimates of the error term. We prove that the randomized discrete scheme is equivalent to Ulam's scheme applied to the polygonal approximation of $f$, thus providing a new interpretation of Ulam's scheme. We also compare the efficiency of the randomized iterative scheme to the direct solution of the $N \\times N$ linear system.

The finite element response matrix method

International Nuclear Information System (INIS)

Nakata, H.; Martin, W.R.

1983-02-01

A new technique is developed with an alternative formulation of the response matrix method implemented with the finite element scheme. Two types of response matrices are generated from the Galerkin solution to the weak form of the diffusion equation subject to an arbitrary current and source. The piecewise polynomials are defined in two levels, the first for the local (assembly) calculations and the second for the global (core) response matrix calculations. This finite element response matrix technique was tested in two 2-dimensional test problems, 2D-IAEA benchmark problem and Biblis benchmark problem, with satisfatory results. The computational time, whereas the current code is not extensively optimized, is of the same order of the well estabilished coarse mesh codes. Furthermore, the application of the finite element technique in an alternative formulation of response matrix method permits the method to easily incorporate additional capabilities such as treatment of spatially dependent cross-sections, arbitrary geometrical configurations, and high heterogeneous assemblies. (Author) [pt

Finite difference evolution equations and quantum dynamical semigroups

International Nuclear Information System (INIS)

Ghirardi, G.C.; Weber, T.

1983-12-01

We consider the recently proposed [Bonifacio, Lett. Nuovo Cimento, 37, 481 (1983)] coarse grained description of time evolution for the density operator rho(t) through a finite difference equation with steps tau, and we prove that there exists a generator of the quantum dynamical semigroup type yielding an equation giving a continuous evolution coinciding at all time steps with the one induced by the coarse grained description. The map rho(0)→rho(t) derived in this way takes the standard form originally proposed by Lindblad [Comm. Math. Phys., 48, 119 (1976)], even when the map itself (and, therefore, the corresponding generator) is not bounded. (author)

Double absorbing boundaries for finite-difference time-domain electromagnetics

Energy Technology Data Exchange (ETDEWEB)

LaGrone, John, E-mail: jlagrone@smu.edu; Hagstrom, Thomas, E-mail: thagstrom@smu.edu

2016-12-01

We describe the implementation of optimal local radiation boundary condition sequences for second order finite difference approximations to Maxwell's equations and the scalar wave equation using the double absorbing boundary formulation. Numerical experiments are presented which demonstrate that the design accuracy of the boundary conditions is achieved and, for comparable effort, exceeds that of a convolution perfectly matched layer with reasonably chosen parameters. An advantage of the proposed approach is that parameters can be chosen using an accurate a priori error bound.

A novel efficient coupled polynomial field interpolation scheme for higher order piezoelectric extension mode beam finite elements

International Nuclear Information System (INIS)

Sulbhewar, Litesh N; Raveendranath, P

2014-01-01

An efficient piezoelectric smart beam finite element based on Reddy’s third-order displacement field and layerwise linear potential is presented here. The present formulation is based on the coupled polynomial field interpolation of variables, unlike conventional piezoelectric beam formulations that use independent polynomials. Governing equations derived using a variational formulation are used to establish the relationship between field variables. The resulting expressions are used to formulate coupled shape functions. Starting with an assumed cubic polynomial for transverse displacement (w) and a linear polynomial for electric potential (φ), coupled polynomials for axial displacement (u) and section rotation (θ) are found. This leads to a coupled quadratic polynomial representation for axial displacement (u) and section rotation (θ). The formulation allows accommodation of extension–bending, shear–bending and electromechanical couplings at the interpolation level itself, in a variationally consistent manner. The proposed interpolation scheme is shown to eliminate the locking effects exhibited by conventional independent polynomial field interpolations and improve the convergence characteristics of HSDT based piezoelectric beam elements. Also, the present coupled formulation uses only three mechanical degrees of freedom per node, one less than the conventional formulations. Results from numerical test problems prove the accuracy and efficiency of the present formulation. (paper)

Energy law preserving C0 finite element schemes for phase field models in two-phase flow computations

International Nuclear Information System (INIS)

Hua Jinsong; Lin Ping; Liu Chun; Wang Qi

2011-01-01

Highlights: → We study phase-field models for multi-phase flow computation. → We develop an energy-law preserving C0 FEM. → We show that the energy-law preserving method work better. → We overcome unphysical oscillation associated with the Cahn-Hilliard model. - Abstract: We use the idea in to develop the energy law preserving method and compute the diffusive interface (phase-field) models of Allen-Cahn and Cahn-Hilliard type, respectively, governing the motion of two-phase incompressible flows. We discretize these two models using a C 0 finite element in space and a modified midpoint scheme in time. To increase the stability in the pressure variable we treat the divergence free condition by a penalty formulation, under which the discrete energy law can still be derived for these diffusive interface models. Through an example we demonstrate that the energy law preserving method is beneficial for computing these multi-phase flow models. We also demonstrate that when applying the energy law preserving method to the model of Cahn-Hilliard type, un-physical interfacial oscillations may occur. We examine the source of such oscillations and a remedy is presented to eliminate the oscillations. A few two-phase incompressible flow examples are computed to show the good performance of our method.

Hybrid finite volume/ finite element method for radiative heat transfer in graded index media

Science.gov (United States)

Zhang, L.; Zhao, J. M.; Liu, L. H.; Wang, S. Y.

2012-09-01

The rays propagate along curved path determined by the Fermat principle in the graded index medium. The radiative transfer equation in graded index medium (GRTE) contains two specific redistribution terms (with partial derivatives to the angular coordinates) accounting for the effect of the curved ray path. In this paper, the hybrid finite volume with finite element method (hybrid FVM/FEM) (P.J. Coelho, J. Quant. Spectrosc. Radiat. Transf., vol. 93, pp. 89-101, 2005) is extended to solve the radiative heat transfer in two-dimensional absorbing-emitting-scattering graded index media, in which the spatial discretization is carried out using a FVM, while the angular discretization is by a FEM. The FEM angular discretization is demonstrated to be preferable in dealing with the redistribution terms in the GRTE. Two stiff matrix assembly schemes of the angular FEM discretization, namely, the traditional assembly approach and a new spherical assembly approach (assembly on the unit sphere of the solid angular space), are discussed. The spherical assembly scheme is demonstrated to give better results than the traditional assembly approach. The predicted heat flux distributions and temperature distributions in radiative equilibrium are determined by the proposed method and compared with the results available in other references. The proposed hybrid FVM/FEM method can predict the radiative heat transfer in absorbing-emitting-scattering graded index medium with good accuracy.

Hybrid finite volume/ finite element method for radiative heat transfer in graded index media

International Nuclear Information System (INIS)

Zhang, L.; Zhao, J.M.; Liu, L.H.; Wang, S.Y.

2012-01-01

The rays propagate along curved path determined by the Fermat principle in the graded index medium. The radiative transfer equation in graded index medium (GRTE) contains two specific redistribution terms (with partial derivatives to the angular coordinates) accounting for the effect of the curved ray path. In this paper, the hybrid finite volume with finite element method (hybrid FVM/FEM) (P.J. Coelho, J. Quant. Spectrosc. Radiat. Transf., vol. 93, pp. 89-101, 2005) is extended to solve the radiative heat transfer in two-dimensional absorbing-emitting-scattering graded index media, in which the spatial discretization is carried out using a FVM, while the angular discretization is by a FEM. The FEM angular discretization is demonstrated to be preferable in dealing with the redistribution terms in the GRTE. Two stiff matrix assembly schemes of the angular FEM discretization, namely, the traditional assembly approach and a new spherical assembly approach (assembly on the unit sphere of the solid angular space), are discussed. The spherical assembly scheme is demonstrated to give better results than the traditional assembly approach. The predicted heat flux distributions and temperature distributions in radiative equilibrium are determined by the proposed method and compared with the results available in other references. The proposed hybrid FVM/FEM method can predict the radiative heat transfer in absorbing-emitting-scattering graded index medium with good accuracy.

An implict LU scheme for the Euler equations applied to arbitrary cascades. [new method of factoring

Science.gov (United States)